10-D 1 opt07fx2_10d-200710.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 FORM 10-D ASSET-BACKED ISSUER DISTRIBUTION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the monthly distribution period from: September 26, 2007 to October 25, 2007 Commission File Number of issuing entity: 333-130870-07 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 October 25, 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 October 25, 2007 distribution. (b) The exhibits required to be filed by the Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Option One Mortgage Acceptance Corporation (Depositor) /s/ Matthew A. Engel Matthew A. Engel, Senior Vice President/ CFO Date: November 6, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Option One Mortgage Loan Trust 2007-FXD2, relating to the October 25, 2007 distribution. EX-99.1 Option One Mortgage Loan Trust Asset-Backed Certificates Distribution Date: 10/25/2007 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 09/28/2007 0.00000% 0.00 0.00 I-A-1 68403BAA3 0509/3128/2007 5.82000% ~~382~~366,~~486~~063,~~293~~898.8759 1,~~855~~775,~~058~~409.5391 II-A-1 68403BAB1 0509/3128/2007 5.90000% 6560,~~772~~157,~~181~~414.2265 ~~323~~295,~~379~~773.8996 II-A-2 68403BAC9 0509/3128/2007 5.52000% 23,383,000.00 107,561.80 II-A-3 68403BAD7 0509/3128/2007 5.71500% 33,263,000.00 158,415.04 II-A-4 68403BAE5 0509/3128/2007 5.94700% 16,835,000.00 83,431.45 II-A-5 68403BAF2 0509/3128/2007 6.10200% 17,891,000.00 90,975.74 II-A-6 68403BAG0 0509/3128/2007 5.68000% 14,300,000.00 67,686.67 M1 68403BAH8 0509/3128/2007 5.91000% 32,900,000.00 162,032.50 M2 68403BAJ4 0509/3128/2007 6.01000% 18,550,000.00 92,904.58 M3 68403BAK1 0509/3128/2007 6.20700% 10,850,000.00 56,121.6263 M4 68403BAL9 0509/3128/2007 6.50500% 10,150,000.00 55,021.46 M5 68403BAM7 0509/3128/2007 6.98500% 9,100,000.00 52,969.58 M6 68403BAN5 0509/3128/2007 6.98500% 8,400,000.00 48,895.00 M7 68403BAR6 0509/3128/2007 6.98500% 7,700,000.00 44,820.42 M8 68403BAS4 0509/3128/2007 6.98500% 5,600,000.00 32,596.67 M9 68403BAT2 0509/3128/2007 6.98500% 7,000,000.00 40,745.83 C OPTI07FX2C 0509/3128/2007 0.00000% 26,250,008.65 1,~~199~~154,~~536~~267.4414 P OPTI07FX2P 0509/3128/2007 0.00000% 100.00 7631,~~419~~999.4130 RX ~~68402YAQ9~~OPTI07FX2RX 0509/3128/2007 0.00000% 0.00 0.00 Totals ~~690~~668,~~430~~393,~~583~~421.7489 4,~~548~~351,~~572~~628.6368

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 32,~~036~~325,~~511~~231.5014 0.00 ~~379~~363,~~449~~738,~~782~~667.3745 4,~~891~~100,~~570~~641.0305 0.00 II-A-1 1930,~~693,649~~494.3501 0.00 6459,~~078~~226,~~531~~920.8764 21,~~017~~226,~~029~~267.2497 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 56,121.6263 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,~~199~~154,~~536~~267.4414 0.00 P 0.00 0.00 100.00 7631,~~419~~999.4130 0.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 43,~~730~~255,~~160~~725.8515 0.00 ~~685~~665,~~700~~137,~~422~~696.8974 97,~~278~~607,~~733~~353.4883 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 ~~382~~366,~~486~~063,~~293~~898.8759 0.00 32,~~036~~325,~~511~~231.5014 0.00 II-A-1 69,476,000.00 6560,~~772~~157,~~181~~414.2265 0.00 1930,~~693,649~~494.3501 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 ~~690~~668,~~430~~393,~~583~~421.7489 0.00 43,~~730~~255,~~160~~725.8515 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 32,~~036~~325,~~511~~231.5014 ~~379~~363,~~449~~738,~~782~~667.3745 0.~~97707694~~93662107 32,~~036~~325,~~511~~231.5014 II-A-1 0.00 1930,~~693,649~~494.3501 6459,~~078~~226,~~531~~920.8764 0.~~92231176~~85248029 1930,~~693,649~~494.3501 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 43,~~730~~255,~~160~~725.8515 ~~685~~665,~~700~~137,~~422~~696.8974 0.~~97957171~~95019640 43,~~730~~255,~~160~~725.8515

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 ~~984~~942.~~89590338~~60850617 0.00000000 75.~~81896707~~98743187 0.00000000 II-A-1 69,476,000.00 ~~946~~865.~~68923398~~87331812 0.00000000 2413.~~37747352~~39302795 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 75.~~81896707~~98743187 ~~977~~936.~~07693631~~62107431 0.~~97707694~~93662107 75.~~81896707~~98743187 II-A-1 0.00000000 2413.~~37747352~~39302795 ~~922~~852.~~31176046~~48029017 0.~~92231176~~85248029 2413.~~37747352~~39302795 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: 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 0509/01/07 - 0509/30/07 30 5.82000% ~~382~~366,~~486~~063,~~293~~898.8759 1,~~855~~775,~~058~~409.5391 0.00 II-A-1 0509/01/07 - 0509/30/07 30 5.90000% 6560,~~772~~157,~~181~~414.2265 ~~323~~295,~~379~~773.8996 0.00 II-A-2 0509/01/07 - 0509/30/07 30 5.52000% 23,383,000.00 107,561.80 0.00 II-A-3 0509/01/07 - 0509/30/07 30 5.71500% 33,263,000.00 158,415.04 0.00 II-A-4 0509/01/07 - 0509/30/07 30 5.94700% 16,835,000.00 83,431.45 0.00 II-A-5 0509/01/07 - 0509/30/07 30 6.10200% 17,891,000.00 90,975.74 0.00 II-A-6 0509/01/07 - 0509/30/07 30 5.68000% 14,300,000.00 67,686.67 0.00 M1 0509/01/07 - 0509/30/07 30 5.91000% 32,900,000.00 162,032.50 0.00 M2 0509/01/07 - 0509/30/07 30 6.01000% 18,550,000.00 92,904.58 0.00 M3 0509/01/07 - 0509/30/07 30 6.20700% 10,850,000.00 56,121.63 0.00 M4 0509/01/07 - 0509/30/07 30 6.50500% 10,150,000.00 55,021.46 0.00 M5 0509/01/07 - 0509/30/07 30 6.98500% 9,100,000.00 52,969.58 0.00 M6 0509/01/07 - 0509/30/07 30 6.98500% 8,400,000.00 48,895.00 0.00 M7 0509/01/07 - 0509/30/07 30 6.98500% 7,700,000.00 44,820.42 0.00 M8 0509/01/07 - 0509/30/07 30 6.98500% 5,600,000.00 32,596.67 0.00 M9 0509/01/07 - 0509/30/07 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,~~272~~165,~~616~~362.7924 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,~~855~~775,~~058~~409.5391 0.00 ~~379~~363,~~449~~738,~~782~~667.3745 II-A-1 0.00 0.00 ~~323~~295,~~379~~773.8996 0.00 6459,~~078~~226,~~531~~920.8764 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 56,121.6263 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,~~199~~154,~~536~~267.4414 0.00 26,250,008.65 P 0.00 0.00 7631,~~419~~999.4130 0.00 100.00 RX 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 4,~~548~~351,~~572~~628.6368 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% ~~984~~942.~~89590338~~60850617 4.~~77674514~~57165126 0.00000000 II-A-1 69,476,000.00 5.90000% ~~946~~865.~~68923398~~87331812 4.~~65455539~~25721055 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.~~77674514~~57165126 0.00000000 ~~977~~936.~~07693631~~62107431 II-A-1 0.00000000 0.00000000 4.~~65455539~~25721055 0.00000000 ~~922~~852.~~31176046~~48029017 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.~~17249954~~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 4543.~~69639883~~97186265 0.00000000 999.99535202 P 0.00000000 0.00000000 ~~764194~~319993.~~10000000~~00000000 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 97,~~311~~573,~~901~~643.7146 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~434~~906,~~374~~829.36 Gains & Subsequent Recoveries (Realized Losses) 0(2,828.0018) Prepayment Penalties 7631,~~419~~999.4130 Total Deposits 98,~~822~~509,~~695~~643.4894 Withdrawals Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~332~~698,~~699~~061.5722 Total Administration Fees ~~211~~204,~~262~~228.4389 Payment of Interest and Principal 97,~~278~~607,~~733~~353.4883 Total Withdrawals (Pool Distribution Amount) 98,~~822~~509,~~695~~643.4894 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~172~~167,~~607~~098.6536 Certificate Insurer Fee-Financial Security Assurance 3635,~~928~~459.7055 Extraordinary Trust Fund Expenses 0.00 Trustee Fee - Wells Fargo Bank, N.A 1,~~726~~670.0898 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~211~~204,~~262~~228.4389 *Servicer Payees include: OPTION ONE

Collateral Statement Group Group 1 Group 2 Collateral Description Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 8.~~124099~~114777 8.~~175401~~153961 Weighted Average Net Rate 7.~~824099~~814777 7.~~875401~~853961 Weighted Average Pass-Through Rate 7.~~821099~~811777 7.~~872401~~850961 Weighted Average Remaining Term ~~351~~347 ~~353~~349 Principal And Interest Constant 3,~~534~~419,~~038~~658.0484 1,~~559~~518,~~360~~456.8107 Beginning Loan Count 2,~~434~~359 ~~836~~818 Loans Paid in Full 1411 76 Ending Loan Count 2,~~420~~348 ~~829~~812 Beginning Scheduled Balance ~~476~~460,~~559~~137,~~820~~425.8961 ~~213~~208,~~870~~255,~~762~~996.8528 Ending Scheduled Balance ~~473~~457,~~523~~814,~~309~~214.3935 ~~212~~207,~~177~~323,~~113~~482.5039 Actual Ending Collateral Balance ~~473~~458,~~820~~202,~~484~~121.9775 ~~212~~207,~~278~~452,~~673~~940.9741 Scheduled Principal ~~307~~308,~~688~~064.5991 ~~102~~103,~~294~~363.7437 Unscheduled Principal 2,~~728~~015,~~822~~146.9135 1829,~~591,354~~150.6152 Negative Amortized Principal 0.00 0.00 Scheduled Interest 3,~~226~~111,~~349~~593.4593 1,~~457~~415,~~066~~092.0770 Servicing Fees ~~119~~115,~~139~~034.9636 5352,~~467~~064.6900 Master Servicing Fees 0.00 0.00 Trustee Fee 1,~~191~~150.4034 ~~534~~520.6864 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 32,~~106~~995,~~018~~409.0923 1,~~403~~362,~~063~~508.7006 Realized Loss Amount 0.00 02,828.0018 Cumulative Realized Loss 0.00 02,828.0018 Percentage of Cumulative Losses 0.0000 0.~~0000~~0013 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 409,~~796~~567.6741 3522,~~622~~431.7489 Prepayment Penalty Paid Count 83 54 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Fixed Weighted Average Coupon Rate 8.~~139991~~126986 Weighted Average Net Rate 7.~~839991~~826986 Weighted Average Pass-Through Rate 7.~~836991~~823986 Weighted Average Remaining Term ~~352~~348 Principal And Interest Constant 54,~~093~~938,~~398~~114.8591 Beginning Loan Count 3,~~270~~177 Loans Paid in Full 2117 Ending Loan Count 3,~~249~~160 Beginning Scheduled Balance ~~690~~668,~~430~~393,~~583~~421.7489 Ending Scheduled Balance ~~685~~665,~~700~~137,~~422~~696.8974 Actual Ending Collateral Balance ~~686~~665,~~099~~655,~~158~~062.9416 Scheduled Principal ~~409~~411,~~983~~428.3328 Unscheduled Principal 42,~~320~~844,~~177~~296.5287 Negative Amortized Principal 0.00 Scheduled Interest 4,~~683~~526,~~415~~686.5263 Servicing Fees ~~172~~167,~~607~~098.6536 Master Servicing Fees 0.00 Trustee Fee 1,~~726~~670.0898 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,~~509~~357,~~081~~917.7929 Realized Loss Amount 02,828.0018 Cumulative Realized Loss 02,828.0018 Percentage of Cumulative Losses 0.~~0000~~0004 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 7631,~~419~~999.4130 Prepayment Penalty Paid Count 137 Special Servicing Fee 0.00

Additional Reporting - Deal Level Structural Reporting Extra Principal Distribution Amount 0.00 Overcollateralization Amount 26,250,008.65 Overcollateralization Deficiency Amount 0.00 Overcollateralization Release Amount 0.00 Senior Credit Enhancement Percentage 1920.~~770273~~422105% Overcollateralization Target Amount 26,250,008.65 Net Monthly Excess Cashflow 1,~~199~~157,~~536~~095.4450 Trigger Event Reporting Stepdown NO Enhancement Delinquency Trigger Trigger Result Pass Threshold Value 8.~~105812~~373063% Calculated Value 05.~~825989~~458036% Cumulative Loss Trigger Trigger Result Pass Threshold Value 0.900000% Calculated Value 0.~~000000~~000404% 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 34 0 0 34 ~~352~~481,~~036~~425.1574 0.00 0.00 ~~352~~481,~~036~~425.1574 30 Days 79111 01 01 0 79113 1422,~~583~~769,~~810~~090.5273 092,703.0015 0118,003.0076 0.00 1422,~~583~~979,~~810~~797.5264 60 Days 1840 0 321 0 2161 37,~~815~~456,~~701~~743.5666 0.00 ~~465~~4,~~916~~861,288.9997 0.00 412,~~281~~318,~~618~~032.5563 90 Days 517 0 414 0 931 ~~892~~3,~~677~~789,030.37 0.00 ~~501~~2,~~247~~535,017.5121 0.00 16,~~393~~324,~~924~~047.8858 120 Days 08 02 026 01 037 01,369,237.0016 0164,984.0003 05,690,716.0002 055,921.0001 07,280,858.0022 150 Days 02 06 025 04 037 0252,895.0004 0877,319.0078 04,762,748.0076 0461,001.0053 06,353,965.0011 180+ Days 03 02 013 03 021 0591,796.0026 0454,860.0091 02,651,506.0030 0309,370.0037 04,007,533.0084 Totals ~~102~~181 315 7100 08 ~~112~~304 1936,~~292~~228,~~189~~793.4522 ~~352~~2,~~036~~071,293.1561 ~~967~~20,~~164~~619,281.5002 0826,292.0091 2059,~~611~~745,~~390~~660.1076 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.~~092336~~126582% 0.000000% 0.000000% 0.~~092336~~126582% 0.~~051310~~072324% 0.000000% 0.000000% 0.~~051310~~072324% 30 Days 23.~~431517~~512658% 0.~~000000~~031646% 0.~~000000~~031646% 0.000000% 23.~~431517~~575949% 23.~~125613~~420554% 0.~~000000~~013927% 0.~~000000~~017727% 0.000000% 23.~~125613~~452208% 60 Days 01.~~554017~~265823% 0.000000% 0.~~092336~~664557% 0.000000% 01.~~646353~~930380% 01.~~556144~~120211% 0.000000% 0.~~067908~~730302% 0.000000% 01.~~624052~~850513% 90 Days 0.~~153894~~537975% 0.000000% 0.~~123115~~443038% 0.000000% 0.~~277008~~981013% 0.~~130109~~569218% 0.000000% 0.~~073058~~380830% 0.000000% 0.~~203167~~950049% 120 Days 0.~~000000~~253165% 0.~~000000~~063291% 0.~~000000~~822785% 0.~~000000~~031646% 01.~~000000~~170886% 0.~~000000~~205698% 0.~~000000~~024785% 0.~~000000~~854905% 0.~~000000~~008401% 01.~~000000~~093788% 150 Days 0.~~000000~~063291% 0.~~000000~~189873% 0.~~000000~~791139% 0.~~000000~~126582% 01.~~000000~~170886% 0.~~000000~~037992% 0.~~000000~~131798% 0.~~000000~~715498% 0.~~000000~~069255% 0.~~000000~~954543% 180+ Days 0.~~000000~~094937% 0.~~000000~~063291% 0.~~000000~~411392% 0.~~000000~~094937% 0.~~000000~~664557% 0.~~000000~~088904% 0.~~000000~~068333% 0.~~000000~~398330% 0.~~000000~~046476% 0.~~000000~~602044% Totals 35.~~139428~~727848% 0.~~092336~~474684% 03.~~215451~~164557% 0.~~000000~~253165% 39.~~447215~~620253% 25.~~811866~~442578% 0.~~051310~~311166% 03.~~140966~~097592% 0.~~000000~~124132% 38.~~004142~~975469% 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 ~~434~~906,~~374~~829.36

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 3536.~~31747984~~40931943% 98.~~344975~~904460% 0.000000% Class II-A-2 218,789,230.66 31.25559408% 218,789,108.65 3132.~~90739007~~89380676% 3.~~410090~~515513% 0.000000% Class II-A-3 185,526,230.66 26.50373850% 185,526,108.65 27.~~05643783~~89288738% 45.~~850952~~000919% 0.000000% Class II-A-4 168,691,230.66 24.09873930% 168,691,108.65 2425.~~60128403~~36183252% 2.~~455154~~531055% 0.000000% Class II-A-5 150,800,230.66 21.54288300% 150,800,108.65 2122.~~99212712~~67201354% 2.~~609157~~689819% 0.000000% Class II-A-6 136,500,230.66 19.50002653% 136,500,108.65 1920.~~90666829~~52208277% 2.~~085459~~149931% 0.000000% Class M1 103,600,230.66 14.80002807% 103,600,108.65 15.~~10865462~~57573855% 4.~~798014~~946344% 0.000000% Class M2 85,050,230.66 12.15002895% 85,050,108.65 12.~~40339160~~78684234% 2.~~705263~~788896% 0.000000% Class M3 74,200,230.66 10.60002946% 74,200,108.65 1011.~~82106794~~15560117% 1.~~582324~~631241% 0.000000% Class M4 64,050,230.66 9.15002994% 64,050,108.65 9.~~34082968~~62960135% 1.~~480238~~526000% 0.000000% Class M5 54,950,230.66 7.85003036% 54,950,108.65 8.~~01371952~~26146359% 1.~~327110~~368138% 0.000000% Class M6 46,550,230.66 6.65003076% 46,550,108.65 6.~~78869476~~99856720% 1.~~225025~~262896% 0.000000% Class M7 38,850,230.66 5.55003112% 38,850,108.65 5.~~66575539~~84091217% 1.~~122939~~157655% 0.000000% Class M8 33,250,230.66 4.75003139% 33,250,108.65 4.~~84907221~~99898124% 0.~~816683~~841931% 0.000000% Class M9 26,250,230.66 3.75003172% 26,250,108.65 3.~~82821824~~94656757% 1.~~020854~~052414% 0.000000% Class C 100.00 0.00001429% 100.00 0.~~00001458~~00001503% 3.~~828204~~946553% 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 24 0 0 24 ~~227~~481,~~033~~425.3774 0.00 0.00 ~~227~~481,~~033~~425.3774 30 Days 6289 0 01 0 6290 1018,~~059~~002,~~499~~384.8375 0.00 0118,003.0076 0.00 1018,~~059~~120,~~499~~388.8351 60 Days 1227 0 211 0 1438 24,~~346~~997,~~003~~396.8983 0.00 ~~358~~2,~~716~~880,448.9982 0.00 27,~~704~~877,~~720~~845.8865 90 Days 313 0 414 0 727 ~~496~~2,~~370~~553,379.3719 0.00 ~~501~~2,~~247~~535,017.5121 0.00 ~~997~~5,~~617~~088,396.8840 120 Days 03 02 019 01 025 0444,771.0017 0164,984.0003 03,587,616.0049 055,921.0001 04,253,292.0070 150 Days 01 04 020 03 028 0157,915.0056 0555,850.0021 03,437,946.0063 0410,030.0021 04,561,742.0061 180+ Days 02 02 06 03 013 0407,796.0026 0454,860.0091 0962,301.0063 0309,370.0037 02,134,329.0017 Totals 77135 212 671 07 85225 1226,~~901~~563,~~874~~643.0976 ~~227~~1,~~033~~657,120.3789 ~~859~~13,~~964~~521,334.5054 0775,321.0059 1342,~~988~~517,~~871~~420.9678 0-29 Days 0.~~082645~~170358% 0.000000% 0.000000% 0.~~082645~~170358% 0.~~047915~~105068% 0.000000% 0.000000% 0.~~047915~~105068% 30 Days 23.~~561983~~790460% 0.000000% 0.~~000000~~042589% 0.000000% 23.~~561983~~833049% 23.~~123061~~928918% 0.000000% 0.~~000000~~025754% 0.000000% 23.~~123061~~954671% 60 Days 01.~~495868~~149915% 0.000000% 0.~~082645~~468484% 0.000000% 01.~~578512~~618399% 01.~~495125~~090653% 0.000000% 0.~~075707~~628642% 0.000000% 01.~~570832~~719295% 90 Days 0.~~123967~~553663% 0.000000% 0.~~165289~~596252% 0.000000% 01.~~289256~~149915% 0.~~104759~~557260% 0.000000% 0.~~105788~~553253% 0.000000% 01.~~210548~~110513% 120 Days 0.~~000000~~127768% 0.~~000000~~085179% 0.~~000000~~809199% 0.~~000000~~042589% 01.~~000000~~064736% 0.~~000000~~097069% 0.~~000000~~036007% 0.~~000000~~782977% 0.~~000000~~012204% 0.~~000000~~928257% 150 Days 0.~~000000~~042589% 0.~~000000~~170358% 0.~~000000~~851789% 0.~~000000~~127768% 01.~~000000~~192504% 0.~~000000~~034464% 0.~~000000~~121311% 0.~~000000~~750312% 0.~~000000~~089487% 0.~~000000~~995574% 180+ Days 0.~~000000~~085179% 0.~~000000~~085179% 0.~~000000~~255537% 0.~~000000~~127768% 0.~~000000~~553663% 0.~~000000~~088999% 0.~~000000~~099271% 0.~~000000~~210017% 0.~~000000~~067518% 0.~~000000~~465805% Totals 35.~~181818~~749574% 0.~~082645~~511073% 03.~~247934~~023850% 0.~~000000~~298126% 39.~~512397~~582624% 25.~~722946~~797364% 0.~~047915~~361657% 02.~~181496~~950954% 0.~~000000~~169210% 29.~~952357~~279185% 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 10 0 0 10 ~~125,002~~0.7800 0.00 0.00 ~~125,002~~0.7800 30 Days 1722 01 0 0 1723 4,~~524~~766,~~310~~705.6998 092,703.0015 0.00 0.00 4,~~524~~859,~~310~~409.6913 60 Days 613 0 110 0 723 12,~~469~~459,~~697~~346.6783 0.00 ~~107~~1,~~200~~980,840.0015 0.00 14,~~576~~440,~~897~~186.6798 90 Days 24 0 0 0 24 ~~396~~1,~~307~~235,651.0018 0.00 0.00 0.00 ~~396~~1,~~307~~235,651.0018 120 Days 05 0 07 0 012 0924,465.0099 0.00 02,103,099.0053 0.00 03,027,565.0052 150 Days 01 02 05 01 09 094,979.0048 0321,469.0057 01,324,802.0013 050,971.0032 01,792,222.0050 180+ Days 01 0 07 0 08 0184,000.00 0.00 01,689,204.0067 0.00 01,873,204.0067 Totals 2546 13 29 1 079 ~~27 6~~9,~~390~~665,~~315~~149.3646 ~~125~~414,~~002~~172.7872 ~~107~~7,~~200~~097,946.0048 050,971.0032 617,~~622~~228,~~518~~239.1498 0-29 Days 0.~~120627~~000000% 0.000000% 0.000000% 0.~~120627~~000000% 0.~~058886~~000000% 0.000000% 0.000000% 0.~~058886~~000000% 30 Days 2.~~050663~~709360% 0.~~000000~~123153% 0.000000% 0.000000% 2.~~050663~~832512% 2.~~131307~~297729% 0.~~000000~~044686% 0.000000% 0.000000% 2.~~131307~~342415% 60 Days 01.~~723764~~600985% 0.000000% 01.~~120627~~231527% 0.000000% 02.~~844391~~832512% 01.~~692344~~185496% 0.000000% 0.~~050500~~954838% 0.000000% 02.~~742843~~140335% 90 Days 0.~~241255~~492611% 0.000000% 0.000000% 0.000000% 0.~~241255~~492611% 0.~~186692~~595630% 0.000000% 0.000000% 0.000000% 0.~~186692~~595630% 120 Days 0.~~000000~~615764% 0.000000% 0.~~000000~~862069% 0.000000% 01.~~000000~~477833% 0.~~000000~~445627% 0.000000% 01.~~000000~~013772% 0.000000% 01.~~000000~~459399% 150 Days 0.~~000000~~123153% 0.~~000000~~246305% 0.~~000000~~615764% 0.~~000000~~123153% 01.~~000000~~108374% 0.~~000000~~045784% 0.~~000000~~154960% 0.~~000000~~638604% 0.~~000000~~024570% 0.~~000000~~863918% 180+ Days 0.~~000000~~123153% 0.000000% 0.~~000000~~862069% 0.000000% 0.~~000000~~985222% 0.~~000000~~088695% 0.000000% 0.~~000000~~814259% 0.000000% 0.~~000000~~902954% Totals 35.~~015682~~665025% 0.~~120627~~369458% 03.~~120627~~571429% 0.~~000000~~123153% 39.~~256936~~729064% 34.~~010343~~658960% 0.~~058886~~199647% 03.~~050500~~421473% 0.~~000000~~024570% 38.~~119728~~304650% Please refer to CTSLink.com for a list of delinquency code descriptions.

~~REO~~180+ ~~Detail~~Delinquency -Summary ~~All~~Summary ~~Mortgage~~Group ~~Loans~~1 inDays ~~REO~~Number ~~during~~of ~~Current~~Outstanding ~~Period~~Percentage ~~Summary~~of -Number Noof ~~REO~~Outstanding ~~Information~~Percentage toof ~~report~~Delinquent ~~this~~Loans ~~period.~~Actual ~~Group~~Balance(%) 1Loans -Actual NoBalance(%) ~~REO~~Balance($) ~~Information~~Balance($) to180 ~~report~~- ~~this~~209 ~~period~~13 2,865,608.96 ~~Group~~0.430 27 1,388,711.29 0.303 210 - No239 ~~REO~~8 ~~Information~~1,141,924.88 to0.172 ~~report~~6 ~~this~~745,617.88 ~~period~~0.163 Total 21 4,007,533.84 0.602 13 2,134,329.17 0.466

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~Group ~~Mortgage~~2 Days Number of Outstanding Percentage of Delinquent Loans inActual ~~REO~~Balance(%) ~~during~~Balance($) ~~Current~~180 ~~Period~~- ~~Month~~209 ~~Loan~~6 ~~First~~1,476,897.67 ~~Original~~0.712 ~~Loan~~210 ~~Entered~~- ~~Payment~~239 ~~LTV~~2 at396,307.00 ~~Principal~~0.191 ~~Group~~Total ~~Number~~8 ~~REO~~1,873,204.67 ~~Date~~0.903 ~~State~~This ~~Origination~~report ~~Balance~~includes Noall ~~REO~~loans ~~Loans~~greater ~~this~~than ~~Period~~180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO ~~Loan~~History* ~~Detail~~New REO Loans Month REO Percentage Loans in REO 2 Nov-06 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 204,002.00 Dec-06 0.000% Current Actual Balance 203,800.95 Jan-07 0.000% Feb-07 0.000% Current REO Total Mar-07 0.000% Loans in REO ~~during~~8 Apr-07 0.000% Original Principal Balance 826,822.00 May-07 0.000% Current ~~Period~~Actual ~~(continued)~~Balance 826,292.91 Jun-07 0.000% Jul-07 0.000% Aug-07 0.017% Sep-07 0.093% Oct-07 0.124% *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 2 Nov-06 0.000% Original Principal Balance 204,002.00 Dec-06 0.000% Current ~~Paid~~Actual Balance 203,800.95 Jan-07 0.000% Feb-07 0.000% Current ~~Approximate~~REO ~~Loan~~Total Mar-07 0.000% Loans in REO 7 Apr-07 0.000% Original Principal Balance 775,822.00 May-07 0.000% Current Actual ToBalance ~~Months~~775,321.59 ~~Loan~~Jun-07 ~~Delinquent~~0.000% Jul-07 0.000% Aug-07 0.014% Sep-07 0.124% Oct-07 0.169% *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 ~~Number~~2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Nov-06 0.000% Original Principal Balance ~~Date~~0.00 ~~Delinquent~~Dec-06 ~~Rate~~0.000% ~~Interest~~Current NoActual Balance 0.00 Jan-07 0.000% Feb-07 0.000% Current REO Total Mar-07 0.000% Loans ~~this~~in ~~Period~~REO 1 Apr-07 0.000% Original Principal Balance 51,000.00 May-07 0.000% Current Actual Balance 50,971.32 Jun-07 0.000% Jul-07 0.000% Aug-07 0.024% Sep-07 0.024% Oct-07 0.025% *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.

~~Summary~~REO 12Loan ~~Month~~Detail ~~Foreclosure~~- History*All ~~New~~Mortgage ~~Foreclosure~~ Loans ~~Month~~in ~~Foreclosure~~REO ~~Percentage~~during ~~Loans~~Current inPeriod ~~Foreclosure~~Month 7Loan ~~Jul-06~~First ~~0.000%~~ Original ~~Principal~~Loan ~~Balance~~Entered ~~967,650.00~~Payment ~~Aug-06~~LTV ~~0.000%~~at ~~Current~~Principal ~~Actual~~Group ~~Balance~~Number ~~967,164.50~~REO ~~Sep-06~~Date ~~0.000%~~State ~~Oct-06~~Origination ~~0.000%~~Balance ~~Current~~Group ~~Foreclosure~~1 ~~Total~~0061075431 ~~Nov~~Sep-062007 ~~0.000% Loans in Foreclosure 7 Dec~~01-06Feb-2007 ~~0.000%~~TN ~~Original Principal Balance 967,650~~100.00 ~~Jan-07 0.000% Current Actual Balance 967~~91,~~164~~000.5000 ~~Feb-07~~Group ~~0.000%~~1 ~~Mar-07~~0061076627 ~~0.000% Apr~~Aug-072007 ~~0.000% May~~01-~~07 0.000% Jun~~Feb-072007 ~~0.141%~~TN *The text reported in the above table is presented graphically on the monthly bond remittance report100.00 ~~The monthly bond remittance report can be viewed online at www~~65,000.~~ctslink.com.~~00 Group 1 120101065228 ~~Month~~Sep-2007 ~~Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 6 Jul~~01-06Jan-2007 ~~0.000%~~TX ~~Original Principal Balance 860,450~~95.00 ~~Aug-06 0.000% Current Actual Balance 859~~141,~~964~~550.5000 ~~Sep-06~~Group ~~0.000%~~1 0101066185 Oct-062007 ~~0.000% Current Foreclosure Total Nov~~01-~~06 0.000% Loans in Foreclosure 6 Dec~~Jan-062007 0TX 77.~~000%~~78 ~~Original Principal Balance 860~~56,~~450~~002.00 ~~Jan-07~~Group ~~0.000%~~1 ~~Current~~0101067056 ~~Actual~~Sep-2007 ~~Balance 859,964.50~~ 01-Feb-072007 ~~0.000%~~TX ~~Mar-07 0~~100.~~000%~~00 ~~Apr-07 0.~~103,000~~% May-07 0~~.~~000%~~00 ~~Jun-07 0.181% *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 21 120101067714 ~~Month~~Sep-2007 ~~Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Jul~~01-06Mar-2007 ~~0.000%~~VA ~~Original Principal Balance 107,200~~90.00 ~~Aug-06 0.000% Current Actual Balance 107~~171,~~200~~270.00 ~~Sep-06~~Group ~~0.000%~~1 0341038306 Oct-062007 ~~0.000% Current Foreclosure Total Nov~~01-~~06 0.000% Loans in Foreclosure 1 Dec~~Feb-062007 ~~0.000%~~NC ~~Original Principal Balance 107,200~~80.00 ~~Jan-07 0.000% Current Actual Balance 107~~148,~~200~~000.00 ~~Feb-07~~Group ~~0.000%~~2 ~~Mar-07~~0061074676 ~~0.000% Apr~~Aug-072007 ~~0.000% May~~01-~~07 0.000% Jun~~Feb-072007 ~~0.050%~~TN *The text reported in the above table is presented graphically on the monthly bond remittance report85.00 ~~The monthly bond remittance report can be viewed online at www~~51,000.~~ctslink.com.~~00

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period ~~Month~~(continued) ~~Loan~~Current ~~First~~Paid ~~Original~~Current Approximate Loan ~~Entered~~Actual ~~Payment~~To ~~LTV~~Months atLoan ~~Principal~~Delinquent Group Number FCBalance Date ~~State~~Delinquent ~~Origination~~Rate ~~Balance~~Interest Group 1 ~~0061076627~~0061075431 ~~Jun-2007~~90,981.91 01-~~Feb~~Mar-2007 TN5 ~~100~~11.00520% 655,~~000~~952.0095 Group 1 ~~0101066135~~0061076627 ~~Jun-2007~~65,000.00 01-Jan-2007 TX7 7511.00030% ~~101~~4,~~250~~647.0014 Group 1 ~~0411001651~~0101065228 ~~Jun-2007~~141,370.37 01-~~Feb~~Jan-2007 WI7 957.00520% ~~132~~6,~~050~~780.0073 Group 1 ~~0511053645~~0101066185 ~~Jun-2007~~55,921.01 01-~~Feb~~Apr-2007 CA4 6011.60000% ~~203~~2,~~000~~988.0097 Group 1 ~~0651023121~~0101067056 ~~Jun-2007~~103,000.00 01-Jan-2007 OR7 7510.00750% ~~146~~7,~~250~~162.0089 Group 1 ~~0661019772~~0101067714 ~~Jun~~171,168.36 01-Mar-2007 5 8.600% 8,272.35 Group 1 0341038306 147,879.94 01-~~Jan~~Mar-2007 FL5 8410.99425% ~~212~~8,~~900~~723.0025 Group 2 ~~0061075941~~0061074676 ~~Jun-2007~~50,971.32 01-Mar-2007 OH5 8012.00100% ~~107~~3,~~200~~505.0047

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure ~~Loan~~History* ~~Detail~~New -Foreclosure ~~All~~Loans ~~Mortgage~~Month Foreclosure Percentage Loans in Foreclosure ~~during~~23 ~~Current~~Nov-06 ~~Period~~0.000% ~~(continued)~~Original ~~Current~~Principal ~~Paid~~Balance ~~Current~~4,205,540.00 ~~Approximate~~Dec-06 ~~Loan~~0.000% Current Actual ToBalance ~~Months~~4,193,592.58 ~~Loan~~Jan-07 ~~Delinquent~~0.000% ~~Group~~Feb-07 ~~Number~~0.000% ~~Balance~~Current ~~Date~~Foreclosure ~~Delinquent~~Total ~~Rate~~Mar-07 ~~Interest~~0.000% ~~Group~~Loans 1in ~~0061076627~~Foreclosure ~~65,~~100 Apr-07 0.000% Original Principal Balance 20,660,493.00 01May-~~Jan-2007~~07 ~~3 11~~0.~~030~~000% 2Current Actual Balance 20,~~324~~619,281.0902 ~~Group~~Jun-07 0.141% Jul-07 1.092% ~~0101066135~~Aug-07 ~~101,197~~2.51153% 01Sep-~~Jan~~07 2.656% Oct-~~2007~~07 3 9.~~250~~098% ~~3,014~~*The text reported in the above table is presented graphically on the monthly bond remittance report.69 The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 ~~0411001651~~12 ~~132~~Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 19 Nov-06 0.000% Original Principal Balance 3,~~050~~568,640.00 01Dec-06 0.000% Current Actual Balance 3,558,363.40 Jan-~~2007~~07 30.000% 10Feb-07 0.~~560~~000% ~~4,511~~Current Foreclosure Total Mar-07 0.18000% ~~Group~~Loans 1in ~~0511053645~~Foreclosure ~~203,~~71 Apr-07 0.000% Original Principal Balance 13,551,798.00 01May-~~Jan-2007~~07 ~~3 7~~0.~~950~~000% 5Current Actual Balance 13,~~166~~521,334.7954 ~~Group~~Jun-07 10.181% ~~0651023121~~Jul-07 ~~146,117~~0.28887% 01Aug-~~Feb~~07 1.756% Sep-~~2007~~07 2.388% 9Oct-07 2.~~900~~951% *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 4 Nov-06 0.000% Original Principal Balance 636,~~671~~900.9600 ~~Group~~Dec-06 10.000% ~~0661019772~~Current ~~212~~Actual Balance 635,~~599~~229.7118 01Jan-07 0.000% Feb-~~2007~~07 20.000% 7Current Foreclosure Total Mar-07 0.~~770~~000% ~~5,287~~Loans in Foreclosure 29 Apr-07 0.10000% ~~Group~~Original 2Principal ~~0061075941~~Balance ~~107~~7,~~200~~108,695.00 01May-~~Feb~~07 0.000% Current Actual Balance 7,097,946.48 Jun-~~2007~~07 20.050% 11Jul-07 1.~~375~~547% Aug-07 3~~,955~~.19026% Sep-07 3.249% Oct-07 3.421% *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.

~~Summary~~Foreclosure 12Loan ~~Month~~Detail ~~Bankruptcy~~- History*All ~~New~~Mortgage ~~Bankruptcy~~ Loans ~~Month~~in ~~Bankruptcy~~Foreclosure ~~Percentage~~during ~~Loans~~Current inPeriod ~~Bankruptcy~~Month 0Loan ~~Jul-06~~First ~~0.000%~~ Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance 0Group 1 0061069940 Oct-2007 01-Sep-2006 OH 95.00 99,750.00 Group 1 0061073977 Aug-062007 001-Jan-2007 OH 100.~~000%~~00 ~~Current~~169,900.00 ~~Actual~~Group ~~Balance~~1 00061074227 Sep-2007 01-Jan-2007 OH 85.00 174,250.00 Group 1 0061074568 Sep-062007 001-Jan-2007 OH 95.00 72,200.00 Group 1 0061075501 Jul-2007 01-Feb-2007 OH 84.66 138,000%.00 ~~Oct~~Group 1 0061076173 Jul-062007 001-Mar-2007 OH 60.00 126,000%.00 ~~Current~~Group ~~Bankruptcy~~1 ~~Total~~0061076321 ~~Nov~~Sep-062007 001-Feb-2007 OH 95.00 282,150.00 Group 1 0061076620 Aug-2007 01-Mar-2007 OH 90.00 81,000%.00 ~~Loans~~Group in1 ~~Bankruptcy~~0101061057 3Jul-2007 ~~Dec~~01-Oct-2006 TX 93.06 0134,000.00 Group 1 0101063712 Aug-2007 01-Dec-2006 TX 96.72 84,150.00 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 0101067226 Oct-2007 01-Feb-2007 FL 85.00 200,600.00 Group 1 0111002114 Oct-2007 01-Oct-2006 HI 100.00 370,000%.00 ~~Original~~Group ~~Principal~~1 ~~Balance~~0141057153 ~~353~~Oct-2007 01-Jan-2007 NY 94.98 83,~~087~~300.00 Group 1 0141057279 Oct-2007 01-Jan-072007 0FL 58.54 120,000%.00 ~~Current~~Group ~~Actual~~1 ~~Balance~~0141057429 ~~352~~Oct-2007 01-Jan-2007 NY 95.00 342,~~036~~000.1500 Group 1 0141057840 Jul-2007 01-Jan-2007 FL 39.02 298,482.50 Group 1 0151039590 Sep-2007 01-Feb-072007 0MD 65.00 105,300.00 Group 1 0151039910 Aug-2007 01-Feb-2007 PA 50.39 130,000%.00 ~~Mar~~Group 1 0161051890 Aug-072007 001-Feb-2007 MA 78.97 260,600.00 Group 1 0171036662 Jul-2007 01-Jan-2007 AZ 65.00 149,500.00 Group 1 0191035121 Sep-2007 01-Jan-2007 MT 84.46 125,000%.00 ~~Apr~~Group 1 0191035186 Aug-072007 001-Jan-2007 WA 65.~~035%~~53 ~~May~~153,995.50 Group 1 0231081722 Oct-072007 001-Jul-2006 CT 65.~~051%~~00 ~~Jun~~104,000.00 Group 1 0231086936 Sep-072007 001-Jan-2007 MA 90.~~051%~~00 *The355,500.00 ~~text~~Group ~~reported~~1 in0331047539 ~~the~~Sep-2007 ~~above~~01-Aug-2006 ~~table~~NJ is85.00 ~~presented~~64,600.00 ~~graphically~~Group on1 ~~the~~0331051258 ~~monthly~~Oct-2007 ~~bond~~01-Feb-2007 ~~remittance~~NY ~~report~~95.00 ~~The~~188,100.00 ~~monthly~~Group ~~bond~~1 ~~remittance~~0331051343 ~~report~~Aug-2007 ~~can~~01-Feb-2007 beNY ~~viewed~~90.00 ~~online~~306,000.00 atGroup ~~www~~1 0331052170 Aug-2007 01-Feb-2007 NY 90.~~ctslink~~00 495,000.~~com~~00 Group 1 0341038069 Oct-2007 01-Feb-2007 SC 90.00 100,800.00 Group 1 120341038333 ~~Month~~Oct-2007 ~~Bankruptcy~~01-Feb-2007 History*GA ~~New~~90.00 ~~Bankruptcy~~139,500.00 ~~Loans~~Group ~~Month~~1 ~~Bankruptcy~~0341038973 ~~Percentage~~Sep-2007 ~~Loans~~01-Feb-2007 inGA ~~Bankruptcy~~80.00 0360,000.00 Group 1 0371039701 Oct-2007 01-Feb-2007 FL 85.00 314,500.00 Group 1 0371039761 Jul-062007 001-Jan-2007 FL 72.73 200,000%.00 ~~Original~~Group ~~Principal~~1 ~~Balance~~0371041475 0Sep-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-062007 001-Jan-2007 FL 65.00 115,050.00 Group 1 0371043061 Aug-2007 01-Feb-2007 FL 85.00 136,000%.00 ~~Current~~Group ~~Actual~~1 ~~Balance~~0371043168 0Aug-2007 01-Feb-2007 FL 95.00 133,950.00 Group 1 0371043424 Oct-2007 01-Feb-2007 FL 95.00 234,650.00 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-062007 001-Feb-2007 IL 80.00 164,000%.00 Group 1 0511053055 Jul-2007 01-Feb-2007 CA 80.00 176,000.00 Group 1 0511054520 Oct-062007 001-Feb-2007 FL 65.00 192,400.00 Group 1 0511054539 Oct-2007 01-Feb-2007 AL 95.00 166,440.00 Group 1 0521047622 Aug-2007 01-Jan-2007 IL 40.82 100,000%.00 ~~Current~~Group ~~Bankruptcy~~1 ~~Total~~0551019980 Jul-2007 01-Nov-062006 0TX 68.00 100,980.00 Group 1 0581013970 Sep-2007 01-Jan-2007 CA 75.00 225,000%.00 ~~Loans~~Group in1 ~~Bankruptcy~~0621019127 2Sep-2007 01-Dec-062006 0FL 50.~~000%~~00 ~~Original~~117,500.00 ~~Principal~~Group ~~Balance~~1 0621019563 Aug-2007 01-Jan-2007 FL 80.00 118,400.00 Group 1 0621020041 Sep-2007 01-Jan-2007 FL 80.00 146,400.00 Group 1 0621020069 Jul-2007 01-Jan-2007 FL 74.45 202,500.00 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,~~687~~200.00 Group 1 0621020910 Aug-2007 01-Feb-2007 FL 75.00 262,500.00 Group 1 0631015813 Jul-2007 01-Jan-072007 0CA 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 Oct-2007 01-Jan-2007 VA 78.10 246,000%.00 ~~Current~~Group ~~Actual~~1 ~~Balance~~0661019772 ~~227~~Jun-2007 01-Jan-2007 FL 84.99 212,~~033~~900.3700 Group 1 0661020244 Sep-2007 01-Feb-072007 0OR 83.05 247,500.00 Group 1 0661020628 Sep-2007 01-Feb-2007 CO 76.80 341,000%.00 ~~Mar~~Group 1 0681014994 Sep-072007 001-Feb-2007 NH 90.00 184,500.00 Group 1 0831070325 Jul-2007 01-Dec-2006 NY 65.00 237,250.00 Group 1 0831070334 Jul-2007 01-Dec-2006 NY 40.82 100,000%.00 ~~Apr~~Group 1 0831072505 Aug-072007 001-Jan-2007 NY 70.~~025%~~00 ~~May~~392,000.00 Group 1 0841021838 Aug-072007 001-Jan-2007 MI 77.~~048%~~14 ~~Jun~~108,000.00 Group 1 0841022413 Oct-072007 001-Feb-2007 MI 72.~~048%~~73 *The80,000.00 ~~text~~Group ~~reported~~1 in0871006711 ~~the~~Oct-2007 ~~above~~01-Jan-2007 ~~table~~NJ is67.09 ~~presented~~265,000.00 ~~graphically~~Group on2 ~~the~~0051074300 ~~monthly~~Oct-2007 ~~bond~~01-Feb-2007 ~~remittance~~GA ~~report~~97.44 ~~The~~133,000.00 ~~monthly~~Group ~~bond~~2 ~~remittance~~0061074239 ~~report~~Oct-2007 ~~can~~01-Jan-2007 beOH ~~viewed~~95.00 ~~online~~55,100.00 atGroup ~~www~~2 0061075448 Sep-2007 01-Feb-2007 OH 85.~~ctslink~~00 72,250.~~com~~00 Group 2 0061075695 Sep-2007 01-Mar-2007 OH 90.00 50,400.00 Group 2 120061075941 ~~Month~~Jun-2007 ~~Bankruptcy~~01-Mar-2007 History*OH ~~New~~80.00 ~~Bankruptcy~~107,200.00 ~~Loans~~Group ~~Month~~2 ~~Bankruptcy~~0061076416 ~~Percentage~~Aug-2007 ~~Loans~~01-Feb-2007 inOH ~~Bankruptcy~~90.00 0130,500.00 ~~Jul~~Group 2 0061076477 Sep-062007 001-Mar-2007 OH 90.~~000%~~00 ~~Original~~50,400.00 ~~Principal~~Group ~~Balance~~2 00101067321 Aug-2007 01-Feb-2007 OK 80.00 97,200.00 Group 2 0101067339 Aug-062007 001-Mar-2007 TX 94.88 102,000%.00 ~~Current~~Group ~~Actual~~2 ~~Balance~~0101067483 0Aug-2007 01-Feb-2007 TX 95.00 152,123.00 Group 2 0151038725 Sep-062007 001-Jan-2007 NJ 95.~~000%~~00 346,750.00 Group 2 0171037466 Oct-062007 001-Feb-2007 AZ 80.~~000%~~00 ~~Current~~152,800.00 ~~Bankruptcy~~Group ~~Total~~2 ~~Nov~~0191035305 Aug-062007 001-Feb-2007 WA 90.00 248,400.00 Group 2 0231089595 Oct-2007 01-Mar-2007 RI 100.00 296,000%.00 ~~Loans~~Group in2 ~~Bankruptcy~~0321039463 1Jul-2007 ~~Dec~~01-06Feb-2007 0CO 95.00 323,000%.00 ~~Original~~Group ~~Principal~~2 ~~Balance~~0321039497 ~~125~~Aug-2007 01-Feb-2007 CO 100.00 180,400.00 Group 2 0321039724 Aug-2007 01-Feb-2007 CO 90.00 285,565.00 Group 2 0371041308 Jul-2007 01-Jan-072007 0FL 100.00 175,000%.00 ~~Current~~Group ~~Actual~~2 ~~Balance~~0371042779 ~~125~~Aug-2007 01-Feb-2007 FL 90.00 328,~~002~~500.7800 Group 2 0371043151 Jul-2007 01-Feb-072007 0FL 63.79 539,000%.00 ~~Mar~~Group 2 0411002001 Aug-072007 001-Feb-2007 CA 82.59 517,000%.00 ~~Apr~~Group 2 0521048445 Aug-072007 001-Feb-2007 IN 100.~~058%~~00 ~~May~~158,000.00 Group 2 0521049377 Jul-072007 001-Feb-2007 FL 80.~~058%~~00 ~~Jun~~184,000.00 Group 2 0551024595 Jul-072007 001-Feb-2007 OK 95.~~059%~~00 *The212,307.00 ~~text~~Group ~~reported~~2 in0611026559 ~~the~~Jul-2007 ~~above~~01-Feb-2007 ~~table~~NY is100.00 ~~presented~~550,000.00 ~~graphically~~Group on2 ~~the~~0631015334 ~~monthly~~Jul-2007 ~~bond~~01-Jan-2007 ~~remittance~~CA ~~report~~90.00 ~~The~~481,500.00 ~~monthly~~Group ~~bond~~2 ~~remittance~~0671015757 ~~report~~Jul-2007 ~~can~~01-Jan-2007 beCA ~~viewed~~100.00 ~~online~~375,000.00 atGroup ~~www~~2 0681012663 Aug-2007 01-Aug-2006 VT 85.~~ctslink~~00 742,900.~~com~~00 Group 2 0841023718 Jul-2007 01-Feb-2007 MI 80.00 62,400.00

~~Bankruptcy~~Foreclosure Loan Detail - All Mortgage Loans in ~~Bankruptcy~~Foreclosure during Current Period ~~Group~~(continued) ~~Loan~~Current ~~Month~~Paid Current Approximate Loan ~~First~~Actual ~~State~~To ~~LTV~~Months atLoan ~~Original~~Delinquent Group Number ~~Entered~~Balance ~~Payment~~Date ~~Origination~~Delinquent ~~Principal~~Rate ~~Bankruptcy~~Interest ~~Date~~Group ~~Balance~~1 0061069940 99,419.48 01-Apr-2007 4 10.450% 5,040.04 Group 1 ~~0101066098~~0061073977 169,649.59 01-Mar-2007 5 9.543% 9,133.18 Group 1 0061074227 173,770.93 01-Apr-2007 4 7.930% 6,617.66 Group 1 0061074568 72,133.86 01-Mar-2007 5 11.750% 4,813.37 Group 1 0061075501 137,816.25 01-Mar-2007 5 8.675% 6,720.76 Group 1 0061076173 126,000.00 01-Feb-2007 6 11.675% 9,544.16 Group 1 0061076321 281,199.58 01-Jun-2007 2 8.750% 7,913.27 Group 1 0061076620 80,931.71 01-Apr-2007 4 10.300% 4,042.25 Group 1 0101061057 133,683.76 01-Mar-2007 5 10.650% 8,061.15 Group 1 0101063712 83,945.09 01-May-2007 3 10.600% 3,599.65 Group 1 0101066135 101,197.51 01-Jan-2007 TX7 9.250% 6,023.26 Group 1 0101066333 219,055.76 01-Apr-2007 4 6.990% 7,311.95 Group 1 0101067226 200,178.47 01-Apr-2007 4 7.820% 7,513.24 Group 1 0111002114 367,700.53 01-Jun-2007 2 7.990% 9,415.17 Group 1 0141057153 83,157.35 01-Jun-2007 2 12.125% 3,276.33 Group 1 0141057279 119,571.04 01-May-2007 3 7.750% 3,706.22 Group 1 0141057429 341,249.87 01-Jun-2007 2 7.200% 7,844.32 Group 1 0141057840 297,833.53 01-Mar-2007 5 7.650% 12,741.14 Group 1 0151039590 105,097.54 01-May-2007 3 9.750% 4,134.20 Group 1 0151039910 129,872.40 01-Mar-2007 5 9.990% 7,330.95 Group 1 0161051890 260,349.04 01-Mar-2007 5 9.620% 14,133.31 Group 1 0171036662 149,265.70 01-Mar-2007 5 9.250% 7,780.31 Group 1 0191035121 124,623.75 01-May-2007 3 8.600% 4,304.54 Group 1 0191035186 153,842.81 01-Mar-2007 5 11.390% 9,942.13 Group 1 0231081722 103,639.54 01-Apr-2007 4 11.325% 5,707.84 Group 1 0231086936 354,229.13 01-May-2007 3 7.750% 10,979.67 Group 1 0331047539 64,367.8962 01-Mar-2007 5 11.990% 4,385.43 Group 1 0331051258 187,769.38 01-Jun-2007 2 11.150% 6,787.28 Group 1 0331051343 305,243.12 01-Apr-2007 4 7.000% 10,204.10 Group 1 0331052170 493,400.85 01-Apr-2007 4 7.250% 17,111.02 Group 1 0341038069 100,597.19 01-May-2007 3 9.450% 3,831.29 Group 1 0341038333 139,159.36 01-Jun-2007 2 9.975% 4,484.73 Group 1 0341038973 359,706.38 01-Apr-2007 4 12.275% 21,522.25 Group 1 0371039701 313,117.44 01-Jun-2007 2 6.700% 6,670.80 Group 1 0371039761 199,702.21 01-Feb-2007 6 7.500% 9,559.22 Group 1 0371041475 299,074.82 01-May-2007 3 7.990% 9,569.45 Group 1 0371041561 191,725.07 01-May-2007 3 9.700% 7,501.84 Group 1 0371041817 114,916.33 01-Apr-2007 4 12.000% 6,717.53 Group 1 0371043061 135,963.20 01-Mar-2007 5 10.525% 8,106.26 Group 1 0371043168 133,~~587~~784.54 01-Apr-2007 4 10.375% 6,732.24 Group 1 0371043424 234,147.39 01-May-2007 3 9.150% 8,624.66 Group 1 0411001651 132,050.00 01-Jan-2007 7 10.560% 9,015.47 Group 1 ~~0371043667~~0421001515 63,509.30 01-Apr-2007 4 10.550% 3,244.44 Group 1 0511052516 163,864.15 01-Apr-2007 4 8.150% 6,427.13 Group 1 0511053055 175,803.97 01-Mar-2007 FL5 728.95925% ~~121~~8,829.97 Group 1 0511054520 191,931.69 01-Jun-2007 2 9.625% 5,961.39 Group 1 0511054539 166,409.04 01-Feb-2007 6 9.463% 10,158.37 Group 1 0521047622 99,838.94 01-Apr-2007 4 10.500% 5,086.47 Group 1 0551019980 100,811.53 01-Mar-2007 5 11.390% 6,514.82 Group 1 0581013970 224,358.60 01-Apr-2007 4 7.750% 8,342.04 Group 1 0621019127 117,256.35 01-May-2007 3 11.250% 5,345.98 Group 1 0621019563 118,003.76 01-Jul-2007 1 9.750% 2,786.46 Group 1 0621020041 145,963.81 01-May-2007 3 8.650% 5,072.08 Group 1 0621020069 202,253.84 01-Mar-2007 5 10.450% 11,960.06 Group 1 0621020462 129,285.76 01-Apr-2007 4 8.990% 5,609.51 Group 1 0621020781 226,944.60 01-Mar-2007 5 10.420% 13,380.70 Group 1 0621020910 262,189.67 01-Mar-2007 5 8.650% 12,747.67 Group 1 0631015813 373,065.94 01-Mar-2007 5 8.450% 17,722.20 Group 1 0651022894 331,893.36 01-May-2007 3 7.850% 10,434.26 Group 1 0651023121 145,982.36 01-Apr-2007 4 9.900% 6,998.85 Group 1 0651023446 244,971.53 01-Jun-2007 2 7.895% 6,195.17 Group 1 0661019772 212,295.51 01-Apr-2007 4 7.770% 7,914.77 Group 1 0661020244 246,994.16 01-May-2007 3 9.375% 9,329.64 Group 1 0661020628 339,503.85 01-Jun-2007 2 6.710% 7,244.27 Group 1 0681014994 184,393.10 01-Mar-2007 5 7.990% 8,264.26 Group 1 0831070325 236,942.87 01-Feb-2007 6 10.500% 16,087.80 Group 1 0831070334 99,855.42 01-Mar-2007 5 11.000% 6,225.61 Group 1 0831072505 390,688.24 01-Jun-2007 2 8.990% 11,307.15 Group 1 0841021838 107,850.80 01-Mar-2007 5 9.850% 5,998.74 Group 1 0841022413 79,898.51 01-May-2007 3 11.600% 3,759.42 Group 1 0871006711 264,434.76 01-Apr-2007 4 9.170% 11,711.54 Group 2 0051074300 132,669.44 01-Jun-2007 2 9.525% 4,076.44 Group 2 0061074239 54,935.80 01-Jun-2007 2 12.050% 2,151.29 Group 2 0061075448 72,112.85 01-Jun-2007 2 11.075% 2,588.62 Group 2 0061075695 50,369.03 01-Apr-2007 4 11.700% 2,868.77 Group 2 0061075941 107,200.00 01-Feb-2007 6 11.375% 7,905.34 Group 2 ~~0521048933~~0061076416 130,308.70 01-Mar-2007 5 10.425% 7,693.43 Group 2 0061076477 50,369.37 01-Apr-2007 4 11.750% 2,881.39 Group 2 0101067321 97,162.60 01-Feb-2007 NV6 5810.33650% ~~125~~6,694.62 Group 2 0101067339 101,841.76 01-Jun-2007 2 10.675% 3,519.92 Group 2 0101067483 151,956.07 01-Apr-2007 4 10.925% 8,065.05 Group 2 0151038725 345,991.73 01-Apr-2007 4 9.050% 15,115.80 Group 2 0171037466 152,330.56 01-Jun-2007 2 8.500% 4,159.76 Group 2 0191035305 248,400.00 01-Apr-2007 4 7.650% 9,128.70 Group 2 0231089595 295,293.38 01-Jun-2007 2 8.630% 8,191.80 Group 2 0321039463 322,677.63 01-Mar-2007 5 9.450% 17,196.46 Group 2 0321039497 180,238.86 01-Jun-2007 2 9.650% 5,615.91 Group 2 0321039724 285,013.09 01-Jun-2007 2 6.990% 6,352.02 Group 2 0371041308 175,000.00 01-Feb-2007 6 10.213% 11,565.20 Group 2 0371042779 327,963.51 01-Mar-2007 5 8.250% 15,180.07 Group 2 0371043151 538,659.79 01-Feb-2007 6 8.300% 28,661.41 Group 2 0411002001 515,545.41 01-Apr-2007 4 8.800% 21,877.96 Group 2 0521048445 157,494.38 01-Jun-2007 2 8.465% 4,282.38 Group 2 0521049377 183,875.28 01-Feb-2007 6 7.950% 9,354.11 Group 2 0551024595 212,307.00 01-Jan-2007 7 9.865% 13,509.05 Group 2 0611026559 548,910.03 01-Jun-2007 2 6.900% 12,068.68 Group 2 0631015334 481,500.00 01-Mar-2007 5 8.000% 21,627.34 Group 2 0671015757 375,000.00 01-Feb-2007 6 6.500% 15,500.00 Group 2 0681012663 740,467.92 01-Apr-2007 4 7.250% 25,706.87 Group 2 0841023718 62,352.29 01-Mar-2007 5 10.700% 3,778.23

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy ~~Detail~~History* -New ~~All~~Bankruptcy ~~Mortgage~~Loans Month Bankruptcy Percentage Loans in Bankruptcy ~~during~~4 ~~Current~~Nov-06 ~~Period~~0.000% ~~(continued)~~Original ~~Group~~Principal ~~Loan~~Balance 662,150.00 Dec-06 0.000% Current ~~Paid~~Actual ToBalance ~~Months~~661,688.85 Jan-07 0.000% Feb-07 0.000% Current ~~Approximate~~Bankruptcy ~~Number~~Total ~~Actual~~Mar-07 ~~Date~~0.000% ~~Delinquent~~Loans ~~Loan~~in ~~Rate~~Bankruptcy ~~Delinquent~~15 Apr-07 0.035% Original Principal Balance ~~Interest~~2,075,358.00 ~~Group~~May-07 10.051% ~~0101066098~~Current ~~106~~Actual Balance 2,~~201~~071,293.9961 01Jun-~~May~~07 0.051% Jul-~~2007~~07 0.061% 7Aug-07 0.~~700~~148% ~~1,310~~Sep-07 0.30236% Oct-07 0.311% *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 ~~0371043667~~12 ~~120~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 3 Nov-06 0.000% Original Principal Balance 454,~~831~~950.3800 01Dec-~~May~~06 0.000% Current Actual Balance 454,594.04 Jan-~~2007~~07 0.000% 7Feb-07 0.~~550~~000% Current Bankruptcy Total Mar-07 0.000% Loans in Bankruptcy 12 Apr-07 0.025% Original Principal Balance 1,~~460~~660,500.5900 May-07 0.048% Current Actual Balance 1,657,120.89 Jun-07 0.048% Jul-07 0.042% Aug-07 0.195% Sep-07 0.297% Oct-07 0.362% *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 ~~0521048933~~12 ~~125~~Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Nov-06 0.000% Original Principal Balance 207,~~002~~200.7800 01Dec-06 0.000% Current Actual Balance 207,094.81 Jan-07 0.000% Feb-07 0.000% Current Bankruptcy Total Mar-07 0.000% Loans in Bankruptcy 3 Apr-07 0.058% Original Principal Balance 414,858.00 May-07 0.058% Current Actual Balance 414,172.72 Jun-~~2007~~07 ~~(1)~~0.059% 8Jul-07 0.~~350~~103% ~~839~~Aug-07 0.10044% Sep-07 0.099% Oct-07 0.200% *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.

~~Realized~~Bankruptcy ~~Loss~~ Detail ~~Report~~ - All Mortgage Loans ~~with~~in ~~Losses~~Bankruptcy during Current Period ~~Summary~~Group #Loan ~~Loans~~Month ~~Prior~~Loan ~~Realized~~First ~~Current~~State ~~with~~LTV ~~Actual~~at ~~Loss/(Gain)~~Original ~~Loss~~Number ~~Group~~Entered ~~Losses~~Payment Origination Principal Bankruptcy Date Balance ~~Amount~~Group ~~Percentage~~1 0051074346 Sep-2007 01-Feb-2007 GA 100.00 97,850.00 Group 1 00101066809 0Aug-2007 01-Feb-2007 TX 85.00 0221,000.00 0Group 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 21 00211051323 0Aug-2007 01-Feb-2007 DC 90.00 0252,000.00 0Group 1 0231086905 Oct-2007 01-Jan-2007 CT 90.00 111,150.00 Group 1 0351041423 Aug-2007 01-Dec-2006 TX 80.00 68,000%.00 ~~Total~~Group 01 00371041183 Sep-2007 01-Jan-2007 OH 100.00 0150,000.00 0Group 1 0371042854 Sep-2007 01-Feb-2007 OH 95.00 83,600.00 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 0511053645 Oct-2007 01-Feb-2007 CA 60.60 203,000.00 Group 2 0341039076 Oct-2007 01-Mar-2007 GA 80.00 207,200.00 Group 2 0351040385 Sep-2007 01-Jan-2007 TX 95.00 114,511.00 Group 2 0841017313 Jul-2007 01-Sep-2006 MI 95.00 93,147.00

~~Realized~~Bankruptcy ~~Loss Loan~~ Detail ~~Report~~ - All Mortgage Loans ~~With~~in ~~Losses~~Bankruptcy during Current Period ~~Original~~(continued) ~~Current~~Group Loan ~~Principal~~Current ~~Note~~Paid ~~LTV~~To atMonths ~~Original~~Current ~~Group~~Approximate Number ~~Balance~~Actual Date Delinquent Loan Rate ~~State~~Delinquent ~~Origination~~Balance ~~Term~~Interest NoGroup ~~Losses~~1 ~~this~~0051074346 ~~Period~~97,752.65 01-Apr-2007 4 11.375% 5,408.41 Group 1 0101066809 220,722.90 01-Mar-2007 5 8.350% 10,344.83 Group 1 0141057482 140,592.78 01-Mar-2007 5 9.550% 7,574.64 Group 1 0141057650 74,610.23 01-Sep-2007 0 8.875% 1,066.62 Group 1 0211051323 251,860.91 01-Feb-2007 6 8.950% 14,494.27 Group 1 0231086905 111,001.26 01-Mar-2007 5 10.000% 6,272.14 Group 1 0351041423 67,231.38 01-Apr-2007 4 10.900% 3,542.07 Group 1 0371041183 149,713.94 01-Sep-2007 0 9.130% 2,203.52 Group 1 0371042854 83,533.27 01-Mar-2007 5 10.500% 4,964.11 Group 1 0371042959 136,543.91 01-Sep-2007 0 9.775% 2,156.78 Group 1 0371043667 120,557.66 01-Aug-2007 0 7.550% 1,456.18 Group 1 0511053645 203,000.00 01-Jan-2007 7 7.950% 10,320.05 Group 2 0341039076 207,094.81 01-Mar-2007 5 9.350% 10,915.88 Group 2 0351040385 114,374.76 01-Mar-2007 5 10.550% 6,830.26 Group 2 0841017313 92,703.15 01-Jul-2007 1 10.300% 2,316.51

Realized Loss ~~Loan~~ Detail Report - Loans ~~With~~with Losses during Current Period ~~(continued)~~Summary ~~Prior~~# ~~Cumulative~~Loans ~~Loan~~Prior ~~Actual~~ Realized ~~Realized~~Current ~~Group~~with ~~Number~~Actual ~~Balance~~ Loss/(Gain) Loss~~/(Gain)~~ NoGroup Losses ~~this~~Balance ~~Period~~Amount Percentage Group 1 0 0.00 0.00 0.000% Group 2 1 100,000.00 2,828.18 0.001% Total 1 100,000.00 2,828.18 0.000%

Realized Loss ~~Report~~Loan -Detail ~~Collateral~~Report ~~Summary~~ - NoLoans ~~Realized~~With ~~Loss~~Losses ~~Information~~during toCurrent ~~report~~Period ~~this~~Original ~~period.~~Current ~~Group~~Loan 1Principal -Note NoLTV ~~Realized~~at ~~Loss~~Original ~~Information to report this period.~~ Group 2Number ~~- No Realized Loss Information to report this period. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled~~ Balance ~~of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default~~ Rate ~~(CDR):~~State ~~1-((1-MDR)^12)~~Origination ~~SDA~~Term ~~Standard~~Group ~~Default~~2 ~~Assumption:~~0211052414 ~~If WAS is less than or equal to 30 then CDR / (WAS * 0~~100,000.~~02)~~00 ~~else if WAS is greater than 30 and less than or equal to 60 then CDR / 0~~10.6000% ~~else~~MD ~~if WAS is greater than 60 and less than or equal to 120 then CDR / (0~~35.671 ~~- ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Cumulative Loss Severity: Sum (Realized Losses) / Sum (Ending Actual Balance for loans that have experienced a loss).~~360

~~Prepayment~~Realized ~~Detail~~Loss -Loan ~~Prepayments~~Detail ~~during~~Report ~~Current~~- ~~Period Summary~~ Loans ~~Paid~~With InLosses ~~Full~~during ~~Repurchased~~Current ~~Loans~~Period ~~Original~~(continued) ~~Current~~Prior ~~Original~~Cumulative ~~Current~~Loan ~~Principal~~Actual ~~Scheduled~~Realized ~~Principal~~Realized ~~Scheduled~~ Group ~~Count~~Number Balance ~~Balance~~Loss/(Gain) ~~Count~~Loss/(Gain) ~~Balance Balance~~ Group 12 140211052414 2100,~~719,150~~000.00 2,~~710,320~~828.1718 ~~0 0.00 0.00 Group~~ 2 ~~7 1~~,~~581,850~~828.~~00 1,580,859.08 0 0.00 0.00 Total 21 4,301,000.00 4,291,179.25 0 0.00 0.00~~18

~~Prepayment~~Realized ~~Detail~~Loss Report - ~~Prepayments~~Collateral ~~during~~Summary MDR SDA Current ~~Period~~Month ~~(continued)~~0.015% ~~Summary~~Current ~~Substitution~~Month ~~Loans~~1.022% ~~Liquidated~~3 ~~Loans~~Month ~~Curtailments~~Average ~~Original~~0.005% 3 Month Average 0.341% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current ~~Original~~vs. 12mo Average* SDA: Current ~~Principal~~vs. ~~Scheduled~~12mo ~~Principal~~Average* ~~Scheduled~~Month ~~Curtailment~~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 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 *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 0.179% Current Month 2.828% 3 Month Average 0.060% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 N/A N/A Jul-2007 0.000% N/A Jul-2007 N/A N/A Aug-2007 0.000% N/A Aug-2007 N/A N/A Sep-2007 0.000% N/A Sep-2007 N/A N/A Oct-2007 0.179% N/A Oct-2007 2.828% 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 ~~Count~~1 ~~Balance~~- ~~Balance~~No ~~Count~~Realized ~~Balance~~Loss ~~Balance~~Information ~~Amount~~to report this period. Group 2 MDR SDA Current Month 0.048% Current Month 3.182% 3 Month Average 0.016% 3 Month Average 1.061% 12 Month Average 0.000% 12 Month Average 0.00000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 0.00000% N/A Apr-2007 0.000% N/A May-2007 0.00000% N/A May-2007 0.00000% ~~18,502~~N/A Jun-2007 0.74000% ~~Group~~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 0.048% N/A Oct-2007 3.182% 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% Current Month 2.828% 3 Month Average 0.191% 3 Month Average 0.00000% 12 Month Average 0.00000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 0.00000% N/A Apr-2007 N/A N/A May-2007 0.00000% ~~10,495~~N/A May-2007 N/A N/A Jun-2007 0.53000% ~~Total~~N/A Jun-2007 N/A N/A Jul-2007 0.000% N/A Jul-2007 N/A N/A Aug-2007 0.00000% N/A Aug-2007 N/A N/A Sep-2007 0.00000% N/A Sep-2007 N/A N/A Oct-2007 0.573% N/A Oct-2007 2.828% 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(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0.0002) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.006 ~~28,998~~else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.276 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Cumulative Loss Severity: Sum (Realized Losses) / Sum (Ending Actual Balance for loans that have experienced a loss).

Prepayment ~~Loan~~ Detail - Prepayments during Current Period ~~First~~Summary ~~Original~~Loans ~~Loan~~Paid ~~LTV~~In atFull ~~Payment~~Repurchased ~~Principal~~Loans ~~Prepayment~~Original ~~Group~~Current ~~Number~~Original ~~State~~Current ~~Origination~~Principal ~~Date~~Scheduled ~~Balance~~Principal ~~Amount~~Scheduled Group 1Count ~~0061074808~~Balance MDBalance ~~78.80~~Count ~~01-Jan-2007~~Balance ~~157,600.00~~Balance ~~157,435.59~~ Group 1 ~~0061075031~~11 ~~OH 70.00 01-Feb-2007 100~~2,~~100.00 99~~009,~~274~~150.~~17 Group 1 0331052172 NJ 80.~~00 ~~01-Mar-2007 412,000.00 411,525.04 Group~~ 1 ~~0371041392 PA 65.71 01-Jan-2007 138~~,~~000.00 137~~996,~~398~~550.8231 ~~Group~~0 ~~1 0381030327 RI 76~~0.~~73 01-Jan-2007 211,000.~~00 ~~210,153~~0.~~78 Group 1 0511052361 CA 71.95 01-Jan-2007 313,000.~~00 ~~311,737.74~~ Group 1 0581014159 CA 54.40 01-Jan-2007 136,000.00 135,518.69 Group 1 0621019617 FL 80.00 01-Jan-2007 184,000.00 183,308.66 Group 1 0621020512 FL 38.17 01-Feb-2007 100,000.00 99,146.76 Group 1 0831070061 NJ 45.09 01-Nov-2006 124,000.00 123,634.36 Group 1 0831070062 VA 80.00 01-Nov-2006 272,000.00 270,902.94 Group 1 0831072213 CA 60.00 01-Dec-2006 270,000.00 269,561.00 Group 1 0871007080 NJ 50.74 01-Feb-2007 137,000.00 136,513.18 Group 1 0961073690 WA 65.00 01-Jan-2007 164,450.00 164,209.44 Group 2 ~~0061076036~~5 ~~OH 90.00 01-Mar-2007 94~~792,500.00 94721,~~407~~386.5308 ~~Group~~0 ~~2 0161051195 ME 66~~0.~~36 01-Jan-2007 146,000.~~00 ~~145,591~~0.~~04 Group 2 0341032655 VA 60.~~00 ~~01-Jul-2006~~Total ~~79,200.00~~16 ~~78,932.12 Group~~ 2 ~~0371041686 FL 85.00 01-Jan-2007 118~~,~~150.00 117~~801,~~928~~650.~~39 Group 2 0581013707 CA 80.~~00 ~~01-Jan-2007 524,000.00 524,000.00 Group~~ 2 ~~0581013892 CA 69.81 01-Dec-2006 370~~,~~000.00 370~~717,~~000~~936.0039 ~~Group~~0 ~~2 0661019922 CA 54~~0.~~95 01-Jan-2007 250,000.~~00 ~~250,000~~0.00

Prepayment ~~Loan~~ Detail - Prepayments during Current Period (continued) ~~Current~~Summary ~~Loan~~Substitution ~~PIF~~Loans ~~Months~~Liquidated ~~Loan~~Loans Curtailments Original ~~Group~~Current ~~Number~~Original ~~Type~~Current ~~Delinquent~~Principal ~~Rate~~Scheduled ~~Term~~Principal ~~Seasoning~~Scheduled ~~Group~~Curtailment ~~1 0061074808 Loan Paid in Full 0 9.130% 360 5~~ Group 1Count ~~0061075031~~Balance ~~Loan~~Balance ~~Paid~~Count inBalance ~~Full~~Balance 0Amount ~~11.840% 180 4~~ Group 1 ~~0331052172 Loan Paid in Full~~ 0 ~~6.990% 360 3 Group 1 0371041392 Loan Paid in Full (1) 7.200% 360 5 Group 1 0381030327 Loan Paid in Full~~ 0 7.~~170%~~00 ~~360 5 Group 1 0511052361 Loan Paid in Full~~ 0 7.~~725%~~00 ~~360 5 Group 1 0581014159 Loan Paid in Full~~ 0 ~~7.800% 360 5 Group 1 0621019617 Loan Paid in Full~~ 0 7.~~500%~~00 ~~360 5 Group 1 0621020512 Loan Paid in Full~~ 0 11.~~500%~~00 ~~180 4 Group 1 0831070061 Loan Paid in Full 0 10~~18,596.~~350%~~04 ~~360 7~~ Group 12 ~~0831070062 Loan Paid in Full~~ 0 80.~~850%~~00 ~~360 7 Group 1 0831072213 Loan Paid in Full (1) 8.250% 360 6 Group 1 0871007080 Loan Paid in Full~~ 0 7.~~150%~~00 ~~360 4 Group~~ 1 ~~0961073690 Loan Paid in Full 0 11~~100,000.~~990%~~00 ~~360 5 Group 2 0061076036 Loan Paid in Full (1) 11~~99,682.~~450%~~48 ~~360 3 Group 2 0161051195 Loan Paid in Full 0~~ 8,128.~~950%~~84 ~~360~~Total ~~5 Group 2 0341032655 Loan Paid in Full~~ 0 ~~11.900% 360 11 Group 2 0371041686 Loan Paid in Full~~ 0 10.~~850%~~00 ~~360 5 Group 2 0581013707 Loan Paid in Full~~ 0 7.~~950%~~00 ~~360~~1 ~~5 Group 2 0581013892 Loan Paid in Full 0 6~~100,000.~~675%~~00 ~~360 6 Group 2 0661019922 Loan Paid in Full (1) 7~~99,682.~~900%~~48 ~~360 5~~26,724.88

Prepayment ~~Penalty~~Loan Detail - ~~Prepayment~~Prepayments ~~Penalty Paid~~ during Current Period ~~Prepayment~~First ~~Prepayment~~Original ~~Summary~~ Loan ~~Prior~~LTV ~~Penalty~~at ~~Penalty~~Payment ~~Count~~Principal Prepayment Group Number State Origination Date Balance Amount ~~Waived~~ Group 1 80101064847 TX 58.57 01-Jan-2007 123,000.00 122,213.99 Group 1 0161052426 MA 67.71 01-Feb-2007 325,~~533~~000.00 322,~~693~~866.76 Group 1 0211049418 GA 90.00 4001-Jan-2007 81,~~796~~000.6700 080,755.19 Group 1 0331050339 NJ 61.22 01-Jan-2007 150,000.00 149,622.23 Group 21 50381029645 RI 57.78 01-Nov-2006 130,000.00 128,894.19 Group 1 0381030211 RI 64.41 01-Jan-2007 190,~~317~~000.00 188,~~339~~450.16 Group 1 0551024796 TX 80.00 01-Jan-2007 234,400.00 232,612.60 Group 1 0631015951 CA 23.42 01-Jan-2007 130,000.00 129,055.80 Group 1 0691010290 MD 54.75 01-Jan-2007 219,000.00 217,695.08 Group 1 0831069605 NY 71.43 01-Nov-2006 300,000.00 298,124.48 Group 1 0961071465 MD 65.00 3501-Jan-2007 126,~~622~~750.00 126,259.83 Group 2 0061075853 OH 34.48 01-Feb-2007 100,000.00 33,002.11 Group 2 0211051227 SC 51.70 01-Feb-2007 76,000.00 74,317.82 0Group 2 0211052414 MD 35.71 01-Mar-2007 100,000.00 ~~Total~~99,635.60 13Group 2 0231086822 NY 47.92 01-Mar-2007 230,~~851~~000.00 228,~~033~~763.5515 76Group 2 0371041312 FL 99.40 01-Feb-2007 149,~~419~~000.4100 0148,790.15 Group 2 0371042346 FL 95.00 01-Feb-2007 237,500.00 236,512.85

Prepayment ~~Penalty~~ Loan Detail - ~~Prepayment~~Prepayments ~~Penalty Paid~~ during Current Period ~~Paid~~(continued) InCurrent ~~Prepayment Prepayment~~ Loan ~~Full~~PIF ~~Prior~~Months ~~Penalty~~Loan ~~Penalty~~Original Group Number ~~Date~~Type ~~Balance~~Delinquent ~~Amount~~Rate ~~Waived~~Term Seasoning Group 1 ~~0061075031~~0101064847 ~~05/31/2007~~Loan ~~99,274~~Paid in Full 2 7.17850% 360 9 Group 1~~,001.00~~ 0161052426 Loan Paid in Full 0 7.00100% 360 8 Group 1 ~~0371041392~~0211049418 ~~05/31/2007~~Loan ~~137,398.82~~Paid ~~4,121.96~~in Full 0 11.00450% 360 9 Group 1 ~~0381030327~~0331050339 ~~05/24/2007~~Loan ~~210,153.78~~Paid ~~4,206.50~~in Full 0 8.00175% 360 9 Group 1 ~~0511052361~~0381029645 ~~05/24/2007~~Loan ~~311,737.74~~Paid ~~9,352.13~~in Full 0 7.00450% 360 11 Group 1 ~~0581014159~~0381030211 ~~05/22/2007~~Loan ~~135,518.69~~Paid ~~4,068.49~~in 0Full 5 6.00600% 360 9 Group 1 ~~0621020512~~0551024796 ~~05/31/2007~~Loan ~~99,146.76~~Paid ~~4,538.50~~in 0Full 2 6.00950% 360 9 Group 1 ~~0831070062~~0631015951 ~~05/25/2007~~Loan ~~270,902.94~~Paid ~~5,421.26~~in Full 0 7.00200% 360 9 Group 1 ~~0831072213~~0691010290 ~~05/31/2007~~Loan ~~269,561.00~~Paid in Full 0 8~~,086~~.83345% 360 9 Group 1 0831069605 Loan Paid in Full 0 8.00990% 360 11 Group 21 ~~0061076036~~0961071465 ~~05/23/2007~~Loan ~~94,407.53~~Paid ~~944.08~~in Full 0 10.00297% 360 9 Group 2 ~~0341032655~~0061075853 ~~05/17/2007~~Loan ~~78,932.12~~Paid in Full (1~~,579~~) 7.66500% 360 8 Group 2 0211051227 Loan Paid in Full 0 8.00775% 180 8 Group 2 ~~0581013707~~0211052414 ~~05/22/2007~~Liquidation ~~524,000.00~~5 ~~15,720~~10.00000% 360 7 Group 2 0231086822 Loan Paid in Full 0 7.00420% 360 7 Group 2 ~~0581013892~~0371041312 ~~05/25/2007~~Loan ~~370,000.00~~Paid ~~9,879.00~~in Full 0 9.00740% 360 8 Group 2 ~~0661019922~~0371042346 ~~05/23/2007~~Loan ~~250,000.00~~Paid ~~7,500.00~~in 0Full (1) 9.00370% 360 8

~~Summary~~Prepayment ~~SMM~~Penalty ~~CPR~~Detail ~~PSA~~- ~~Current~~Prepayment ~~Month~~Penalty ~~0.626%~~Paid ~~Current~~during ~~Month 7.260%~~ Current ~~Month~~Period ~~762.188%~~Prepayment 3Prepayment ~~Month~~Summary ~~Average~~Loan ~~0.627%~~Prior 3Penalty ~~Month~~Penalty ~~Average~~Count ~~7.264%~~Balance 3Amount ~~Month~~Waived Average 1,034.313% 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. Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A 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 *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 0.573% Current Month 6.663% Current Month 716.269%~~ 3 ~~Month Average 0~~511,461.~~555%~~61 ~~3 Month Average 6~~9,567.~~447%~~41 ~~3 Month Average 962.090% 12 Month Average~~ 0.~~000%~~00 12Group ~~Month~~2 Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A 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.~~647,068~~% N/A Jun-2007 6~~.~~663%~~26 N/A Jun-2007 716.269% 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 0.744% Current Month 8.576% Current Month 855.840% 3 Month Average 0.787% 3 Month Average 9.045% 3 Month Average 122,~~177~~431.~~273%~~89 ~~12 Month Average~~ 0.~~000%~~00 12Total ~~Month~~7 Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A 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~~158,529.~~831%~~87 ~~N/A May-2007 9.417% N/A May-2007 1~~31,~~173~~999.~~147%~~30 N/A Jun-2007 8.576% N/A Jun-2007 855.840% 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))~~00

Prepayment Rates

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

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

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 ~~876~~873,~~045~~365.4725 0.~~128~~131 4 ~~876~~873,~~045~~365.4725 0.~~185~~191 6.000 6.499 8380 2625,~~269~~511,~~935~~473.9887 3.~~831~~836 6562 1918,~~145~~405,~~241~~139.9593 4.~~043~~020 6.500 6.999 ~~462~~451 ~~134~~131,~~324~~104,~~065~~072.9661 19.~~589~~711 ~~333~~323 8683,~~475~~623,~~475~~381.7139 18.~~262~~266 7.000 7.499 ~~308~~299 8381,~~846~~657,~~324~~532.1920 12.~~228~~277 ~~242~~235 5957,~~645~~969,~~544~~174.7339 12.~~596~~662 7.500 7.999 ~~514~~507 ~~120~~119,~~962~~222,~~417~~562.9622 17.~~641~~924 ~~415~~410 9089,~~498~~039,~~546~~502.4842 19.~~112~~449 8.000 8.499 ~~356~~345 8177,~~386~~661,~~793~~914.1664 11.~~869~~676 ~~270~~261 5250,~~530~~207,~~655~~863.0799 1110.~~094~~967 8.500 8.999 ~~420~~410 7977,~~121~~434,~~510~~390.1776 11.~~539~~642 ~~333~~324 5755,~~173~~615,~~946~~497.5049 12.~~074~~148 9.000 9.499 ~~262~~253 4442,~~602~~806,~~374~~915.9498 6.~~505~~436 ~~193~~186 3130,~~654~~258,~~816~~321.8852 6.~~685~~609 9.500 9.999 ~~331~~321 5149,~~572~~532,~~234~~484.1732 7.~~521~~447 ~~251~~243 3635,~~906~~335,~~967~~243.0902 7.~~794~~718 10.000 10.499 ~~137~~129 2019,~~410~~462,~~532~~861.0560 2.~~977~~926 9184 1312,~~053~~217,~~305~~535.5034 2.~~757~~669 10.500 10.999 ~~144~~139 1817,~~666~~510,~~512~~544.8541 2.~~722~~633 8883 1110,~~960~~830,~~353~~758.27 2.~~526~~366 11.000 11.499 8482 8,~~876~~515,~~096~~697.8520 1.~~294~~280 5251 5,~~620~~527,~~714~~803.9728 1.~~187~~207 11.500 11.999 8887 8,~~390~~319,~~960~~117.2443 1.~~224~~251 5251 4,~~413~~347,~~978~~322.3548 0.~~932~~950 12.000 12.499 4442 54,~~094~~412,~~757~~281.5781 0.~~743~~663 24 2,~~873~~870,~~777~~139.1772 0.~~607~~627 12.500 12.999 1211 1,~~299~~112,~~861~~482.3344 0.~~190~~167 7 693,~~940~~165.2586 0.~~147~~151 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,~~249~~160 ~~685~~665,~~700~~137,~~422~~696.8974 100.000 2,~~420~~348 ~~473~~457,~~523~~814,~~309~~214.3935 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,~~124~~106,~~694~~333.0394 3.~~358~~428 6.500 6.999 ~~129~~128 47,~~848~~480,~~590~~691.2522 22.~~551~~902 7.000 7.499 6664 2423,~~200~~688,~~779~~357.4681 11.~~406~~426 7.500 7.999 9997 30,~~463~~183,~~871~~059.4880 14.~~358~~558 8.000 8.499 8684 2827,~~856~~454,~~138~~050.0965 13.~~600~~242 8.500 8.999 8786 21,~~947~~818,~~563~~893.6727 10.~~344~~524 9.000 9.499 6967 12,~~947~~548,~~558~~594.0646 6.~~102~~053 9.500 9.999 8078 14,~~665~~197,~~267~~241.0830 6.~~912~~848 10.000 10.499 4645 7,~~357~~245,~~226~~326.5526 3.~~467~~495 10.500 10.999 56 6,~~706~~679,~~159~~786.5814 3.~~161~~222 11.000 11.499 3231 32,~~255~~987,~~381~~893.8892 1.~~534~~441 11.500 11.999 36 3,~~976~~971,~~981~~794.8995 1.~~874~~916 12.000 12.499 2018 21,~~220~~542,~~980~~142.4009 10.~~047~~744 12.500 12.999 54 ~~605~~419,~~921~~316.0858 0.~~286~~202 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 ~~829~~812 ~~212~~207,~~177~~323,~~113~~482.5039 100.000

Filing Compare · Option One Mortgage Loan Trust 2007-FXD2