10-D 1 ace07as2_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: 333-141008-03 ACE Securities Corp. Home Equity Loan Trust, Series 2007-ASAP2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-141008 ACE Securities Corp. (Exact name of depositor as specified in its charter) DB Structured Products, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2199752 54-2199753 54-2199754 54-2199783 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A-1 _____ _____ __X___ ____________ A-2A _____ _____ __X___ ____________ A-2B _____ _____ __X___ ____________ A-2C _____ _____ __X___ ____________ A-2D _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ CE _____ _____ __X___ ____________ P _____ _____ __X___ ____________ R _____ _____ __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 ACE Securities Corp. Home Equity Loan Trust, Series 2007-ASAP2. 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 ACE Securities Corp. Home Equity Loan Trust, Series 2007-ASAP2, 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. ACE Securities Corp. Home Equity Loan Trust, Series 2007-ASAP2 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Elisabeth A. Brewster Elisabeth A. Brewster, Vice President Date: January 7, 2008 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of ACE Securities Corp. Home Equity Loan Trust, Series 2007-ASAP2, relating to the December 26, 2007 distribution. EX-99.1 ACE Securities Corporation Asset Backed Pass-Through Certificates Distribution Date: 12/26/2007 ACE Securities Corporation Asset Backed Pass-Through Certificates Series 2007-ASAP2 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 8480 Stagecoach Circle Frederick, MD 21701-4747 www.ctslink.com Telephone: 1-866-846-4526 Fax: 240-586-8675

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance A-1 00442UAA7 1012/24/2007 54.~~32125~~97313% ~~190~~187,~~563~~882,~~820~~567.1467 ~~845~~778,~~031~~637.4403 A-2A 00442UAB5 1012/24/2007 54.~~22125~~87313% ~~115~~111,~~801~~300,~~592~~012.5385 ~~503~~451,~~857~~982.5586 A-2B 00442UAC3 1012/24/2007 54.~~30125~~95313% 38,458,000.00 ~~169~~158,~~896~~739.2356 A-2C 00442UAD1 1012/24/2007 5.~~35125~~00313% 47,807,000.00 ~~213~~199,~~189~~320.3453 A-2D 00442UAE9 1012/24/2007 5.~~41125~~06313% 34,705,000.00 ~~156~~146,~~497~~429.8694 M-1 00442UAF6 1012/24/2007 5.~~41125~~06313% 23,141,000.00 ~~104~~97,~~351~~638.4524 M-2 00442UAG4 1012/24/2007 5.~~43125~~08313% 21,676,000.00 9891,~~106~~818.4827 M-3 00442UAH2 1012/24/2007 5.~~48125~~13313% 12,889,000.00 5855,~~873~~134.1909 M-4 00442UAJ8 1012/24/2007 5.~~61125~~26313% 11,131,000.00 5248,~~049~~819.0292 M-5 00442UAK5 1012/24/2007 5.~~75125~~40313% 10,545,000.00 5047,~~539~~480.1100 M-6 00442UAL3 1012/24/2007 65.~~05125~~70313% 9,666,000.00 4845,~~742~~938.8271 M-7 00442UAM1 1012/24/2007 76.~~08125~~73313% 9,666,000.00 5754,~~039~~235.4736 M-8 00442UAN9 1012/24/2007 7.~~63125~~28313% 9,081,000.00 5755,~~749~~115.4809 M-9 00442UAP4 1012/24/2007 7.~~63125~~28313% 8,202,000.00 5249,~~159~~780.5919 CE 00442UAQ2 0911/30/2007 0.00000% 30,171,196.15 ~~102~~140,~~286~~484.8695 P 00442UAR0 0911/30/2007 0.00000% 100.00 4935,~~375~~711.7727 R 00442UAS8 0911/30/2007 0.00000% 0.00 0.00 Totals ~~573~~566,~~503~~320,~~708~~876.8267 2,~~619~~457,~~745~~266.6601

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 12,~~575~~221,~~831~~958.0637 0.00 ~~188~~185,~~987~~660,~~989~~609.0929 23,~~420~~000,~~862~~595.5040 0.00 A-2A 3,~~147~~156,~~842~~525.3597 0.00 ~~112~~108,~~653~~143,~~750~~486.1788 3,~~651~~608,~~699~~508.9083 0.00 A-2B 0.00 0.00 38,458,000.00 ~~169~~158,~~896~~739.2356 0.00 A-2C 0.00 0.00 47,807,000.00 ~~213~~199,~~189~~320.3453 0.00 A-2D 0.00 0.00 34,705,000.00 ~~156~~146,~~497~~429.8694 0.00 M-1 0.00 0.00 23,141,000.00 ~~104~~97,~~351~~638.4524 0.00 M-2 0.00 0.00 21,676,000.00 9891,~~106~~818.4827 0.00 M-3 0.00 0.00 12,889,000.00 5855,~~873~~134.1909 0.00 M-4 0.00 0.00 11,131,000.00 5248,~~049~~819.0292 0.00 M-5 0.00 0.00 10,545,000.00 5047,~~539~~480.1100 0.00 M-6 0.00 0.00 9,666,000.00 4845,~~742~~938.8271 0.00 M-7 0.00 0.00 9,666,000.00 5754,~~039~~235.4736 0.00 M-8 0.00 0.00 9,081,000.00 5755,~~749~~115.4809 0.00 M-9 0.00 0.00 8,202,000.00 5249,~~159~~780.5919 0.00 CE 0.00 0.00 30,171,196.15 ~~102~~140,~~286~~484.8695 0.00 P 0.00 0.00 100.00 4935,~~375~~711.7727 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 45,~~723~~378,~~673~~484.4134 0.00 ~~568~~560,~~780~~942,~~035~~392.4132 7,~~343~~835,~~419~~750.0735 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 196,819,000.00 ~~190~~187,~~563~~882,~~820~~567.1467 0.00 12,~~575~~221,~~831~~958.0637 0.00 A-2A 121,892,000.00 ~~115~~111,~~801~~300,~~592~~012.5385 0.00 3,~~147~~156,~~842~~525.3597 0.00 A-2B 38,458,000.00 38,458,000.00 0.00 0.00 0.00 A-2C 47,807,000.00 47,807,000.00 0.00 0.00 0.00 A-2D 34,705,000.00 34,705,000.00 0.00 0.00 0.00 M-1 23,141,000.00 23,141,000.00 0.00 0.00 0.00 M-2 21,676,000.00 21,676,000.00 0.00 0.00 0.00 M-3 12,889,000.00 12,889,000.00 0.00 0.00 0.00 M-4 11,131,000.00 11,131,000.00 0.00 0.00 0.00 M-5 10,545,000.00 10,545,000.00 0.00 0.00 0.00 M-6 9,666,000.00 9,666,000.00 0.00 0.00 0.00 M-7 9,666,000.00 9,666,000.00 0.00 0.00 0.00 M-8 9,081,000.00 9,081,000.00 0.00 0.00 0.00 M-9 8,202,000.00 8,202,000.00 0.00 0.00 0.00 CE 30,170,368.92 30,171,196.15 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 585,848,468.92 ~~573~~566,~~503~~320,~~708~~876.8267 0.00 45,~~723~~378,~~673~~484.4134 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00 12,~~575~~221,~~831~~958.0637 ~~188~~185,~~987~~660,~~989~~609.0929 0.~~96021212~~94330633 12,~~575~~221,~~831~~958.0637 A-2A 0.00 3,~~147~~156,~~842~~525.3597 ~~112~~108,~~653~~143,~~750~~486.1788 0.~~92420955~~88720742 3,~~147~~156,~~842~~525.3597 A-2B 0.00 0.00 38,458,000.00 1.00000000 0.00 A-2C 0.00 0.00 47,807,000.00 1.00000000 0.00 A-2D 0.00 0.00 34,705,000.00 1.00000000 0.00 M-1 0.00 0.00 23,141,000.00 1.00000000 0.00 M-2 0.00 0.00 21,676,000.00 1.00000000 0.00 M-3 0.00 0.00 12,889,000.00 1.00000000 0.00 M-4 0.00 0.00 11,131,000.00 1.00000000 0.00 M-5 0.00 0.00 10,545,000.00 1.00000000 0.00 M-6 0.00 0.00 9,666,000.00 1.00000000 0.00 M-7 0.00 0.00 9,666,000.00 1.00000000 0.00 M-8 0.00 0.00 9,081,000.00 1.00000000 0.00 M-9 0.00 0.00 8,202,000.00 1.00000000 0.00 CE 0.00 0.00 30,171,196.15 1.00002742 0.00 P 0.00 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00 0.00000000 0.00 Totals 0.00 45,~~723~~378,~~673~~484.4134 ~~568~~560,~~780~~942,~~035~~392.4132 0.~~97086545~~95748717 45,~~723~~378,~~673~~484.4134 NOTE: Accretion amount also includes Net Negative Amortization, if applicable.

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A-1 196,819,000.00 ~~968~~954.~~21861782~~59568268 0.00000000 811.~~00649866~~28934894 0.00000000 A-2A 121,892,000.00 ~~950~~913.~~03439545~~10350843 0.00000000 25.~~82484782~~89608809 0.00000000 A-2B 38,458,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2C 47,807,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2D 34,705,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 23,141,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 21,676,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 12,889,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 11,131,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 10,545,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 9,666,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 9,666,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 9,081,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 8,202,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE 30,170,368.92 1000.02741862 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A-1 0.00000000 811.~~00649866~~28934894 ~~960~~943.~~21211921~~30633369 0.~~96021212~~94330633 811.~~00649866~~28934894 A-2A 0.00000000 25.~~82484782~~89608809 ~~924~~887.~~20954755~~20742034 0.~~92420955~~88720742 25.~~82484782~~89608809 A-2B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2C 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A-2D 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 CE 0.00000000 0.00000000 1000.02741862 1.00002742 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: Accretion amount also includes Net Negative Amortization, if applicable. NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A-1 0911/2526/07 - 1012/2425/07 30 54.~~32125~~97313% ~~190~~187,~~563~~882,~~820~~567.1467 ~~845~~778,~~031~~637.4403 0.00 A-2A 0911/2526/07 - 1012/2425/07 30 54.~~22125~~87313% ~~115~~111,~~801~~300,~~592~~012.5385 ~~503~~451,~~857~~982.5586 0.00 A-2B 0911/2526/07 - 1012/2425/07 30 54.~~30125~~95313% 38,458,000.00 ~~169~~158,~~896~~739.2356 0.00 A-2C 0911/2526/07 - 1012/2425/07 30 5.~~35125~~00313% 47,807,000.00 ~~213~~199,~~189~~320.3453 0.00 A-2D 0911/2526/07 - 1012/2425/07 30 5.~~41125~~06313% 34,705,000.00 ~~156~~146,~~497~~429.8694 0.00 M-1 0911/2526/07 - 1012/2425/07 30 5.~~41125~~06313% 23,141,000.00 ~~104~~97,~~351~~638.4524 0.00 M-2 0911/2526/07 - 1012/2425/07 30 5.~~43125~~08313% 21,676,000.00 9891,~~106~~818.4827 0.00 M-3 0911/2526/07 - 1012/2425/07 30 5.~~48125~~13313% 12,889,000.00 5855,~~873~~134.1909 0.00 M-4 0911/2526/07 - 1012/2425/07 30 5.~~61125~~26313% 11,131,000.00 5248,~~049~~819.0292 0.00 M-5 0911/2526/07 - 1012/2425/07 30 5.~~75125~~40313% 10,545,000.00 5047,~~539~~480.1100 0.00 M-6 0911/2526/07 - 1012/2425/07 30 65.~~05125~~70313% 9,666,000.00 4845,~~742~~938.8271 0.00 M-7 0911/2526/07 - 1012/2425/07 30 76.~~08125~~73313% 9,666,000.00 5754,~~039~~235.4736 0.00 M-8 0911/2526/07 - 1012/2425/07 30 7.~~63125~~28313% 9,081,000.00 5755,~~749~~115.4809 ~~1,181~~0.9600 M-9 0911/2526/07 - 1012/2425/07 30 7.~~63125~~28313% 8,202,000.00 5249,~~159~~780.5919 ~~1,067~~0.5500 CE N/A N/A 0.00000% 30,171,196.15 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 2,~~468~~281,~~083~~069.0379 ~~2,249~~0.5100

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00 0.00 ~~845~~778,~~031~~637.4403 0.00 ~~188~~185,~~987~~660,~~989~~609.0929 A-2A 0.00 0.00 ~~503~~451,~~857~~982.5586 0.00 ~~112~~108,~~653~~143,~~750~~486.1788 A-2B 0.00 0.00 ~~169~~158,~~896~~739.2356 0.00 38,458,000.00 A-2C 0.00 0.00 ~~213~~199,~~189~~320.3453 0.00 47,807,000.00 A-2D 0.00 0.00 ~~156~~146,~~497~~429.8694 0.00 34,705,000.00 M-1 0.00 0.00 ~~104~~97,~~351~~638.4524 0.00 23,141,000.00 M-2 0.00 0.00 9891,~~106~~818.4827 0.00 21,676,000.00 M-3 0.00 0.00 5855,~~873~~134.1909 0.00 12,889,000.00 M-4 0.00 0.00 5248,~~049~~819.0292 0.00 11,131,000.00 M-5 0.00 0.00 5047,~~539~~480.1100 0.00 10,545,000.00 M-6 0.00 0.00 4845,~~742~~938.8271 0.00 9,666,000.00 M-7 0.00 0.00 5754,~~039~~235.4736 0.00 9,666,000.00 M-8 ~~1,181~~0.9600 0.00 5755,~~749~~115.4809 0.00 9,081,000.00 M-9 ~~1,067~~0.5500 0.00 5249,~~159~~780.5919 0.00 8,202,000.00 CE 0.00 0.00 ~~102~~140,~~286~~484.8695 0.00 30,171,196.15 P 0.00 0.00 4935,~~375~~711.7727 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 Totals ~~2,249~~0.5100 0.00 2,~~619~~457,~~745~~266.6601 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A-1 196,819,000.00 54.~~32125~~97313% ~~968~~954.~~21861782~~59568268 43.~~29344443~~95610703 0.00000000 A-2A 121,892,000.00 54.~~22125~~87313% ~~950~~913.~~03439545~~10350843 43.~~13363921~~70806009 0.00000000 A-2B 38,458,000.00 54.~~30125~~95313% 1000.00000000 4.~~41770841~~12760830 0.00000000 A-2C 47,807,000.00 5.~~35125~~00313% 1000.00000000 4.~~45937499~~16927500 0.00000000 A-2D 34,705,000.00 5.~~41125~~06313% 1000.00000000 4.~~50937502~~21927503 0.00000000 M-1 23,141,000.00 5.~~41125~~06313% 1000.00000000 4.~~50937514~~21927488 0.00000000 M-2 21,676,000.00 5.~~43125~~08313% 1000.00000000 4.~~52604171~~23594159 0.00000000 M-3 12,889,000.00 5.~~48125~~13313% 1000.00000000 4.~~56770812~~27760804 0.00000000 M-4 11,131,000.00 5.~~61125~~26313% 1000.00000000 4.~~67604169~~38594196 0.00000000 M-5 10,545,000.00 5.~~75125~~40313% 1000.00000000 4.~~79270839~~50260787 0.00000000 M-6 9,666,000.00 65.~~05125~~70313% 1000.00000000 54.~~04270846~~75260811 0.00000000 M-7 9,666,000.00 76.~~08125~~73313% 1000.00000000 5.~~90104180~~61094144 0.00000000 M-8 9,081,000.00 7.~~63125~~28313% 1000.00000000 6.~~35937452~~06927541 0.~~13015747~~00000000 M-9 8,202,000.00 7.~~63125~~28313% 1000.00000000 6.~~35937454~~06927457 0.~~13015728~~00000000 CE 30,170,368.92 0.00000% 1000.02741862 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00000000 0.00000000 43.~~29344443~~95610703 0.00000000 ~~960~~943.~~21211921~~30633369 A-2A 0.00000000 0.00000000 43.~~13363921~~70806009 0.00000000 ~~924~~887.~~20954755~~20742034 A-2B 0.00000000 0.00000000 4.~~41770841~~12760830 0.00000000 1000.00000000 A-2C 0.00000000 0.00000000 4.~~45937499~~16927500 0.00000000 1000.00000000 A-2D 0.00000000 0.00000000 4.~~50937502~~21927503 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~50937514~~21927488 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~52604171~~23594159 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~56770812~~27760804 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 4.~~67604169~~38594196 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 4.~~79270839~~50260787 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 54.~~04270846~~75260811 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 5.~~90104180~~61094144 0.00000000 1000.00000000 M-8 0.~~13015747~~00000000 0.00000000 6.~~35937452~~06927541 0.00000000 1000.00000000 M-9 0.~~13015728~~00000000 0.00000000 6.~~35937454~~06927457 0.00000000 1000.00000000 CE 0.00000000 0.00000000 34.~~39030856~~65638821 0.00000000 1000.02741862 P 0.00000000 0.00000000 ~~493757~~357112.70000000 0.00000000 1000.00000000 R 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 89,~~319~~033,~~027~~826.3673 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances ~~987~~1,~~827~~087,467.2373 Gains & Subsequent Recoveries (Realized Losses) (1,~~002~~036,~~109~~546.6889) Prepayment Penalties 4935,~~375~~711.7727 Swap/Cap Payments 0.00 Total Deposits 89,~~354,~~120,458.6884 Withdrawals Swap Payments 041,283.0060 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~762~~998,~~900~~727.2407 Total Administration Fees ~~247~~244,~~801~~697.3782 Payment of Interest and Principal 7,~~343~~835,~~419~~750.0735 Total Withdrawals (Pool Distribution Amount) 89,~~354,~~120,458.6884 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~238~~235,~~959~~967.8801 Credit Risk Management Fee - Clayton Fixed Income 6,~~451~~371.8610 Master Servicing Fee - Wells Fargo Bank, N.A. 2,~~389~~359.6371 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~247~~244,~~801~~697.3782 *Servicer Payees include: OCWEN LOAN SERVICING, LLC

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Reserve Fund - Wells Fargo Bank, N.A. 1,000.00 ~~2,249~~0.5100 ~~2,249~~0.5100 1,000.00 Supplemental Interest Trust 0.00 0.00 0.00 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Group I Cap Contract - Deutsche Bank AG 0.00 0.00 0.00 Group II Cap Contract - Deutsche Bank AG 0.00 0.00 0.00 Class A-1 Swap Account - Deutsche Bank AG 02,010,201.0090 02,051,485.0050 0(41,283.0060)

Collateral Statement Group Group I Group II Collateral Description Mixed ARM and Balloon Mixed ARM and Balloon Weighted Average Coupon Rate 8.~~401207~~396227 7.~~765838~~747530 Weighted Average Net Rate 7.~~901207~~896227 7.~~265838~~247530 Weighted Average Pass-Through Rate 7.~~882707~~877727 7.~~247338~~229030 Weighted Average Remaining Term ~~344~~342 ~~341~~340 Principal And Interest Constant 1,~~896~~879,~~535~~936.3532 2,~~195~~159,~~993~~898.7294 Beginning Loan Count 1,~~783~~764 1,~~230~~208 Loans Paid in Full 819 1817 Ending Loan Count 1,~~775~~745 1,~~212~~191 Beginning Scheduled Balance ~~256~~253,~~050~~752,~~852~~092.2622 ~~317~~312,~~452~~568,~~856~~784.5644 Ending Scheduled Balance ~~254~~251,~~726~~865,~~001~~809.4084 ~~314~~309,~~054~~076,~~034~~582.0148 Actual Ending Collateral Balance ~~254~~252,~~850~~008,~~852~~894.7224 ~~314~~309,~~222~~263,~~634~~135.3047 Scheduled Principal ~~103~~104,~~921~~469.7755 141,~~587~~868.4086 Unscheduled Principal 1,~~220~~781,~~929~~812.0983 3,~~257~~350,~~235~~333.1510 Negative Amortized Principal 0.00 0.00 Scheduled Interest 1,~~792~~775,~~613~~466.5877 2,~~054~~018,~~406~~030.3208 Servicing Fees ~~106~~105,~~687~~730.8503 ~~132~~130,~~272~~236.0398 Master Servicing Fees 1,~~066~~057.9333 1,~~322~~302.7038 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 2,~~880~~854.5269 3,~~571~~516.3441 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 1,~~681~~665,~~978~~824.2872 1,~~917~~882,~~240~~974.2531 Realized Loss Amount 8392,~~326~~542.4805 ~~918~~944,~~783~~004.2084 Cumulative Realized Loss ~~103~~196,~~661~~214.7530 12,~~045~~281,~~040~~624.1351 Percentage of Cumulative Losses 0.~~0395~~0747 0.~~3234~~7060 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 1226,~~677~~909.1815 368,~~698~~802.5912 Prepayment Penalty Paid Count 10 2 7 Special Servicing Fee 0.00 0.00 Ending Scheduled Balance for Premium Loans * * * This data is currently not provided for reporting.

Collateral Statement Group Total Collateral Description Fixed Mixed & ARM & Balloon Weighted Average Coupon Rate 7.~~993561~~933488 Weighted Average Net Rate 7.~~493561~~433488 Weighted Average Pass-Through Rate 7.~~475061~~414987 Weighted Average Remaining Term ~~342~~341 Principal And Interest Constant 4,~~092~~039,~~529~~835.0726 Beginning Loan Count 32,~~013~~972 Loans Paid in Full 2636 Ending Loan Count 2,~~987~~936 Beginning Scheduled Balance ~~573~~566,~~503~~320,~~708~~876.8266 Ending Scheduled Balance ~~568~~560,~~780~~942,~~035~~392.4132 Actual Ending Collateral Balance ~~569~~561,~~073~~272,~~487~~029.0271 Scheduled Principal ~~245~~246,~~509~~338.1741 Unscheduled Principal 45,~~478~~132,~~164~~145.2493 Negative Amortized Principal 0.00 Scheduled Interest 3,~~847~~793,~~019~~496.9085 Servicing Fees ~~238~~235,~~959~~967.8801 Master Servicing Fees 2,~~389~~359.6371 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 6,~~451~~371.8610 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 3,~~599~~548,~~218~~799.5303 Realized Loss Amount 1,~~002~~036,~~109~~546.6889 Cumulative Realized Loss 12,~~148~~477,~~701~~838.8881 Percentage of Cumulative Losses 0.~~1961~~4229 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 4935,~~375~~711.7727 Prepayment Penalty Paid Count 912 Special Servicing Fee 0.00 Ending Scheduled Balance for Premium Loans ~~568~~560,~~780~~942,~~035~~392.4132 * This data is currently not provided for reporting.

Additional Reporting - Deal Level Cash Reporting Net Monthly Excess Cashflow ~~104~~140,~~536~~484.3795 Informational Reporting Credit Enhancement Percentage 2526.~~698563~~057631% Extraordinary Trust Fund Expenses 0.00 Relief Act Interest Shortfalls ~~264~~263.0248 ~~Prefunding Reporting Prefunding Amount In Loans 0.00 Prefunding Amount Paid As Principal 0.00 Prefunding Beginning Balance 0.00~~ Structural Reporting Overcollateralization Increase Amount 0.00 Overcollateralization Amount 30,171,196.15 Overcollateralization Reduction Amount 0.00 Overcollateralization Deficiency 1,~~002~~036,~~109~~546.6889 Required Overcollateralization Amount 30,171,196.15 Trigger Event Reporting Stepdown Occured NO Trigger Event Occurred NO Enhancement Delinquency Trigger Trigger Result Fail Threshold Value 8.~~223540~~338442% Calculated Value 914.~~770576~~872603% Cumulative Loss Trigger Trigger Result Pass Threshold Value 1.800000% Calculated Value 0.~~196075~~422949% Trigger Trigger Result N/A

Additional Reporting - Group Level Informational Reporting Group I Three-Month Rolling Delinquency Average 48.~~788132~~517501% Group II Three-Month Rolling Delinquency Average 915.~~937185~~584928%

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 45 0 0 45 ~~458~~529,~~701~~215.8559 0.00 0.00 ~~458~~529,~~701~~215.8559 30 Days ~~134~~148 0 0 0 ~~134~~148 2527,~~386~~011,~~894~~019.6301 0.00 0.00 0.00 2527,~~386~~011,~~894~~019.6301 60 Days 85100 02 0 0 85102 1518,~~243~~275,~~302~~226.2007 0306,030.0025 0.00 0.00 1518,~~243~~581,~~302~~256.2032 90 Days 2336 23 3934 0 6473 14,~~759~~710,~~760~~548.8710 ~~134~~277,~~082~~841.6676 10,~~835~~697,~~954~~675.8007 0.00 1215,~~729~~686,~~798~~064.3393 120 Days 1836 43 3533 32 6074 3,~~467~~451,~~243~~542.2535 ~~623~~277,~~774~~719.17 11 9,~~934~~099,~~202~~164.3953 ~~277~~167,~~430~~285.5256 1612,~~302~~995,~~650~~711.3355 150 Days 1417 02 2225 47 4051 12,~~402~~265,~~067~~880.6804 0308,172.0024 8,~~520~~078,~~153~~512.5280 ~~668~~946,~~421~~887.3815 1011,~~590~~599,~~642~~452.5823 180+ Days 113 18 040 020 281 ~~289~~1,~~917~~726,449.0249 202,~~992~~113,817.9194 012,223,008.0092 08,078,282.0057 ~~310~~24,~~909~~141,558.9392 Totals ~~275~~350 1123 96132 729 ~~389~~534 4757,~~549~~440,~~185~~665.6506 13,~~237~~812,~~551~~796.5989 3140,~~290~~098,~~310~~361.7132 ~~945~~9,~~851~~192,455.9028 81110,~~022~~544,~~899~~278.8555 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.~~133914~~170300% 0.000000% 0.000000% 0.~~133914~~170300% 0.~~080605~~094289% 0.000000% 0.000000% 0.~~080605~~094289% 30 Days 45.~~486106~~040872% 0.000000% 0.000000% 0.000000% 45.~~486106~~040872% 4.~~461092~~812465% 0.000000% 0.000000% 0.000000% 4.~~461092~~812465% 60 Days 23.~~845665~~405995% 0.~~000000~~068120% 0.000000% 0.000000% 23.~~845665~~474114% 23.~~678618~~256037% 0.~~000000~~054524% 0.000000% 0.000000% 23.~~678618~~310562% 90 Days 01.~~770003~~226158% 0.~~066957~~102180% 1.~~305658~~158038% 0.000000% 2.~~142618~~486376% 0.~~309233~~839263% 0.~~023562~~049502% 1.~~904140~~905970% 0.000000% 2.~~236934~~794735% 120 Days 01.~~602611~~226158% 0.~~133914~~102180% 1.~~171744~~123978% 0.~~100435~~068120% 2.~~008704~~520436% 0.~~609279~~614950% 0.~~109612~~049480% 21.~~097129~~621168% 0.~~048751~~029805% 2.~~864771~~315403% 150 Days 0.~~468698~~579019% 0.~~000000~~068120% 0.~~736525~~851499% 0.~~133914~~238420% 1.~~339136~~737057% 0.~~246377~~403704% 0.~~000000~~054906% 1.~~497197~~439322% 0.~~117458~~168704% 12.~~861033~~066636% 180+ Days 0.~~033478~~442779% 0.~~033478~~272480% 01.~~000000~~362398% 0.~~000000~~681199% 02.~~066957~~758856% 0.~~050945~~307596% 0.~~003689~~376612% 02.~~000000~~177733% 01.~~000000~~439281% 04.~~054634~~301223% Totals 911.~~206562~~920981% 0.~~368262~~783379% 34.~~213927~~495913% 0.~~234349~~987738% 1318.~~023100~~188011% 810.~~355544~~234015% 0.~~217468~~679314% 57.~~498466~~144194% 01.~~166209~~637790% 1419.~~237687~~695312% 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 ~~987~~1,~~827~~087,467.2373

SUBORDINATION LEVEL/CREDIT ENHANCEMENT/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class R 146,167,468.92 24.94970571% 146,168,296.15 2526.~~69856307~~05763054% 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 I - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 34 0 0 34 ~~351~~421,~~062~~700.5009 0.00 0.00 ~~351~~421,~~062~~700.5009 30 Days 7983 0 0 0 7983 1112,~~599~~134,~~668~~142.11 0.00 0.00 0.00 1112,~~599~~134,~~668~~142.11 60 Days 5156 02 0 0 5158 57,~~641~~846,~~928~~385.4837 0306,030.0025 0.00 0.00 58,~~641~~152,~~928~~415.4862 90 Days 1523 1 1815 0 3439 1,~~312~~925,~~585~~815.6947 ~~104~~123,~~452~~428.5214 2,~~706~~953,~~961~~937.6224 0.00 45,~~123~~003,~~999~~180.8385 120 Days 624 3 1417 31 2645 ~~582~~2,~~020~~213,635.6564 ~~327~~277,~~774~~719.1711 2,~~670~~475,~~379~~260.3736 ~~277~~98,~~430~~884.5260 35,~~857~~065,~~604~~499.71 150 Days 49 02 911 15 1427 ~~218~~845,~~044~~076.1644 0308,172.0024 21,~~041~~699,~~473~~367.6519 ~~186~~530,~~800~~952.0084 23,~~446~~383,~~317~~568.8171 180+ Days 03 05 016 08 032 0251,976.0041 0665,508.0094 03,266,755.0050 01,290,067.0077 05,474,308.0062 Totals ~~155~~198 717 4159 414 ~~207~~288 1925,~~354~~217,~~247~~031.0944 ~~783~~2,~~289~~102,558.1977 710,~~418~~395,~~814~~320.6429 ~~464~~1,~~230~~919,905.5221 2839,~~020~~634,~~581~~815.4471 0-29 Days 0.~~169014~~229226% 0.000000% 0.000000% 0.~~169014~~229226% 0.~~137752~~167335% 0.000000% 0.000000% 0.~~137752~~167335% 30 Days 4.~~450704~~756447% 0.000000% 0.000000% 0.000000% 4.~~450704~~756447% 4.~~551552~~814966% 0.000000% 0.000000% 0.000000% 4.~~551552~~814966% 60 Days 23.~~873239~~209169% 0.~~000000~~114613% 0.000000% 0.000000% 23.~~873239~~323782% 23.~~213816~~113535% 0.~~000000~~121436% 0.000000% 0.000000% 23.~~213816~~234971% 90 Days 01.~~845070~~318052% 0.~~056338~~057307% 10.~~014085~~859599% 0.000000% 12.~~915493~~234957% 0.~~515041~~764186% 0.~~040986~~048978% 1.~~062175~~172156% 0.000000% 1.~~618201~~985319% 120 Days 01.~~338028~~375358% 0.~~169014~~171920% 0.~~788732~~974212% 0.~~169014~~057307% 12.~~464789~~578797% 0.~~228377~~878396% 0.~~128614~~110202% 10.~~047820~~982212% 0.~~108860~~039239% 12.~~513671~~010048% 150 Days 0.~~225352~~515759% 0.~~000000~~114613% 0.~~507042~~630372% 0.~~056338~~286533% 01.~~788732~~547278% 0.~~085558~~335336% 0.~~000000~~122286% 0.~~801046~~674328% 0.~~073298~~210688% 01.~~959902~~342639% 180+ Days 0.~~000000~~171920% 0.~~000000~~286533% 0.~~000000~~916905% 0.~~000000~~458453% 01.~~000000~~833811% 0.~~000000~~099987% 0.~~000000~~264082% 01.~~000000~~296286% 0.~~000000~~511914% 02.~~000000~~172268% Totals 811.~~732394~~346705% 0.~~394366~~974212% 23.~~309859~~381089% 0.~~225352~~802292% 1116.~~661972~~504298% 710.~~594343~~006405% 0.~~307352~~834319% 24.~~911042~~124982% 0.~~182158~~761840% 1015.~~994894~~727546% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 1 0 0 1 107,~~639~~515.3550 0.00 0.00 107,~~639~~515.3550 30 Days 5565 0 0 0 5565 1314,~~787~~876,~~226~~876.5290 0.00 0.00 0.00 1314,~~787~~876,~~226~~876.5290 60 Days 3444 0 0 0 3444 910,~~601~~428,~~373~~840.7270 0.00 0.00 0.00 910,~~601~~428,~~373~~840.7270 90 Days 813 12 2119 0 3034 ~~447~~2,~~175~~784,732.1863 29154,~~630~~413.1462 87,~~128~~743,~~993~~737.1883 0.00 810,~~605~~682,~~798~~884.5008 120 Days 12 10 2116 01 3429 21,~~885~~237,~~222~~906.6071 ~~296,000~~0.00 96,~~263~~623,~~823~~904.0217 068,400.0096 127,~~445~~930,~~045~~211.6284 150 Days 108 0 1314 32 2624 1,~~184~~420,~~023~~803.5260 0.00 6,~~478~~379,~~679~~145.8761 ~~481~~415,~~621~~934.3831 8,~~144~~215,~~324~~883.7752 180+ Days 110 13 024 012 249 ~~289~~1,~~917~~474,473.0208 201,~~992~~448,309.9100 08,956,253.0042 06,788,214.0080 ~~310~~18,~~909~~667,250.9330 Totals ~~120~~152 46 5573 315 ~~182~~246 2832,~~194~~223,~~938~~633.5662 ~~454~~1,~~262~~710,238.4012 2329,~~871~~703,~~496~~041.0703 ~~481~~7,~~621~~272,550.3807 5370,~~002~~909,~~318~~462.4184 0-29 Days 0.~~082508~~083963% 0.000000% 0.000000% 0.~~082508~~083963% 0.~~034256~~034765% 0.000000% 0.000000% 0.~~034256~~034765% 30 Days 45.~~537954~~457599% 0.000000% 0.000000% 0.000000% 45.~~537954~~457599% 4.~~387725~~810427% 0.000000% 0.000000% 0.000000% 4.~~387725~~810427% 60 Days 23.~~805281~~694374% 0.000000% 0.000000% 0.000000% 23.~~805281~~694374% 3.~~055596~~372158% 0.000000% 0.000000% 0.000000% 3.~~055596~~372158% 90 Days 01.~~660066~~091520% 0.~~082508~~167926% 1.~~732673~~595298% 0.000000% 2.~~475248~~854744% 0.~~142312~~900441% 0.~~009430~~049930% 2.~~587017~~503932% 0.000000% 23.~~738758~~454302% 120 Days 01.~~990099~~007557% 0.~~082508~~000000% 1.~~732673~~343409% 0.~~000000~~083963% 2.~~805281~~434929% 0.~~918210~~400276% 0.~~094201~~000000% 2.~~948172~~141834% 0.~~000000~~022117% 32.~~960582~~564228% 150 Days 0.~~825083~~671704% 0.000000% 1.~~072607~~175483% 0.~~247525~~167926% 2.~~145215~~015113% 0.~~376810~~459416% 0.000000% 2.~~061812~~062692% 0.~~153274~~134492% 2.~~591896~~656600% 180+ Days 0.~~082508~~839631% 0.~~082508~~251889% 02.~~000000~~015113% 01.~~000000~~007557% 04.~~165017~~114190% 0.~~092265~~476770% 0.~~006681~~468310% 02.~~000000~~895998% 02.~~000000~~194964% 06.~~098946~~036041% Totals 912.~~900990~~762385% 0.~~330033~~503778% 46.~~537954~~129303% 01.~~247525~~259446% 1520.~~016502~~654912% 810.~~972918~~419487% 0.~~144567~~553004% 79.~~597001~~604456% 02.~~153274~~351574% 1622.~~867760~~928521% Please refer to CTSLink.com for a list of delinquency code descriptions.

180+ Delinquency Summary Summary Group I Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 52 14,696,179.63 2.618 ~~310~~21 3,~~909~~378,322.9361 01.~~055~~341 0210 0- 239 29 9,445,379.0029 1.683 11 2,095,986.01 0.~~000~~832 Total 281 ~~310~~24,~~909~~141,558.9392 04.~~055~~301 032 05,474,308.0062 02.~~000~~173

180+ Delinquency Summary (continued) Group II Days Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Balance($) 180 - 209 231 ~~310~~11,~~909~~317,857.9302 03.~~099~~660 ~~Total~~210 - 239 18 7,349,393.28 2.376 ~~310~~Total 49 18,~~909~~667,250.9330 06.~~099~~036 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 416 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~464~~7,455,600.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance ~~464~~7,~~230~~453,838.5257 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 729 ~~Apr~~Jun-07 0.000% Original Principal Balance ~~946~~9,~~350~~195,300.00 ~~May~~Jul-07 0.000% Current Actual Balance ~~945~~9,~~851~~192,455.9028 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.~~000~~084% ~~Aug~~Oct-07 0.~~000~~166% ~~Sep~~Nov-07 0.~~084~~307% ~~Oct~~Dec-07 01.~~166~~638% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 41 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~464~~338,~~600~~000.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance ~~464~~337,~~230~~637.5225 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 41 ~~Apr~~Jun-07 0.000% Original Principal Balance ~~464~~58,~~600~~400.00 ~~May~~Jul-07 0.000% Current Actual Balance ~~464~~58,~~230~~400.5200 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.000% ~~Aug~~Oct-07 0.~~000~~182% ~~Sep~~Nov-07 0.~~000~~331% ~~Oct~~Dec-07 0.~~182~~762% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 01 ~~Nov~~Jan-0607 0.000% Original Principal Balance 01,012,500.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 01,012,500.00 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 31 ~~Apr~~Jun-07 0.000% Original Principal Balance ~~481~~1,~~750~~012,500.00 ~~May~~Jul-07 0.000% Current Actual Balance ~~481~~1,~~621~~012,500.3800 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.~~000~~152% ~~Aug~~Oct-07 0.~~000~~153% ~~Sep~~Nov-07 0.~~152~~287% ~~Oct~~Dec-07 02.~~153~~352% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance Group I 0114489784 Oct-2007 01-Mar-2007 MI 100.00 98,000.00 Group I 0114642054 Oct-2007 01-Feb-2007 MI 80.00 104,800.00 Group I 0114786095 Dec-2007 01-Mar-2007 AZ 79.98 148,200.00 Group I 0114848955 Dec-2007 01-Feb-2007 CA 100.00 338,000.00 Group I 0114857933 Dec-2007 01-Apr-2007 CA 80.00 281,600.00 Group I 0114996930 Oct-2007 01-Apr-2007 MN 80.00 186,800.00 Group I 0115084324 Dec-2007 01-Apr-2007 MI 90.00 99,000.00 Group I 0115126441 Nov-2007 01-May-2007 MI 100.00 89,500.00 Group I 0115126472 Dec-2007 01-Mar-2007 TX 80.00 116,800.00 Group I 0115175740 Oct-2007 01-Apr-2007 MI 100.00 75,000.00 Group I 0115202806 Nov-2007 01-May-2007 MI 100.00 58,400.00 Group I 0115202810 Dec-2007 01-May-2007 MI 80.00 96,000.00 Group I 0115213137 Nov-2007 01-May-2007 MI 95.00 94,050.00 Group I 0115244919 Nov-2007 01-May-2007 MI 90.00 135,000.00 Group II 0114332189 Dec-2007 01-Feb-2007 MI 100.00 68,500.00 Group II 0114343017 Dec-2007 01-Apr-2007 CA 75.00 1,012,500.00 Group II 0114366657 Sep-2007 01-Feb-2007 MI 90.00 254,700.00 Group II 0114633238 Dec-2007 01-Apr-2007 CA 80.00 600,000.00 Group II 0114744529 Dec-2007 01-Apr-2007 CA 80.00 910,400.00 Group II 0114755238 Dec-2007 01-Mar-2007 CA 75.00 1,237,500.00 Group II 0114857926 Dec-2007 01-Apr-2007 TX 80.00 512,000.00 Group II 0114858103 Nov-2007 01-Mar-2007 MI 100.00 330,000.00 Group II 0114956416 Dec-2007 01-May-2007 CA 80.00 544,000.00 Group II 0115001741 Dec-2007 01-Apr-2007 CA 80.00 560,000.00 Group II 0115057052 Sep-2007 01-Apr-2007 MI 95.00 117,800.00 Group II 0115097286 Dec-2007 01-Apr-2007 CA 80.00 880,000.00 Group II 0115109270 Sep-2007 01-Apr-2007 MI 95.00 109,250.00 Group II 0115165560 Dec-2007 01-Apr-2007 MI 70.00 51,100.00 Group II 0115376455 Nov-2007 01-Apr-2007 MI 90.00 86,400.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I 0114489784 97,898.01 01-Apr-2007 46 9.250% 34,~~563~~986.4917 Group I 0114642054 104,555.19 01-Apr-2007 46 7.290% 24,~~950~~128.9701 Group I 0114786095 148,200.00 01-Apr-2007 6 7.875% 6,375.67 Group I 0114848955 337,637.25 01-Apr-2007 6 8.738% 16,209.42 Group I 0114857933 281,600.00 01-Mar-2007 7 8.500% 13,141.38 Group I 0114996930 186,800.00 01-Mar-2007 57 8.875% 69,~~503~~099.7391 Group I 0115084324 98,884.60 01-Jun-2007 4 10.750% 5,062.87 Group I 0115126441 89,463.46 01-May-2007 5 10.375% 5,147.02 Group I 0115126472 116,557.51 01-May-2007 5 7.880% 5,007.10 Group I 0115175740 74,977.32 01-Apr-2007 46 11.750% 4,914.26 Group I 0115202806 58,400.00 01-Apr-2007 6 11.625% 3,~~511~~785.3065 Group I 0115202810 95,964.83 01-May-2007 5 10.875% 5,801.33 Group I 0115213137 94,013.62 01-May-2007 5 10.625% 5,546.09 Group I 0115244919 134,953.42 01-May-2007 5 11.150% 8,375.09 Group II 0114332189 68,400.96 01-Jun-2007 4 11.000% 3,587.69 Group II 0114343017 1,012,500.00 01-Apr-2007 6 8.875% 49,464.80 Group II 0114366657 254,571.38 01-Mar-2007 57 9.375% 13,145.19 Group II 0114633238 600,000.00 01-Mar-2007 7 8.500% 28,000.00 Group II 0114744529 910,400.00 01-Mar-2007 7 7.000% 34,487.22 Group II 0114755238 1,237,500.00 01-Mar-2007 7 7.625% 51,433.55 Group II 0114857926 511,681.76 01-Apr-2007 6 8.375% 23,445.66 Group II 0114858103 329,557.43 01-May-2007 5 9.990% 18,~~394~~218.4151 Group II 0114956416 544,000.00 01-Apr-2007 6 8.875% 26,576.62 Group II 0115001741 560,000.00 01-Apr-2007 6 7.625% 23,275.00 Group II 0115057052 117,800.00 01-Mar-2007 57 10.750% 57,~~023~~029.3389 Group II 0115097286 879,438.85 01-Apr-2007 6 8.250% 39,654.37 Group II 0115109270 109,250.00 01-Mar-2007 57 10.625% 46,~~601~~439.7483 Group II 0115165560 51,072.81 01-Apr-2007 6 9.125% 2,564.00 Group II 0115376455 86,376.88 01-May-2007 5 10.560% 5,066.77

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 4140 ~~Nov~~Jan-0607 0.000% Original Principal Balance 11,~~190~~822,~~176~~473.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 11,~~185~~813,~~800~~382.1481 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 0.000% Loans in Foreclosure 96132 ~~Apr~~Jun-07 0.000% Original Principal Balance 3140,~~299~~120,~~803~~849.00 ~~May~~Jul-07 0.~~000~~067% Current Actual Balance 3140,~~290~~098,~~310~~361.7132 ~~Jun~~Aug-07 01.~~000~~938% ~~Jul~~Sep-07 03.~~067~~689% ~~Aug~~Oct-07 15.~~938~~498% ~~Sep~~Nov-07 37.~~689~~321% ~~Oct~~Dec-07 57.~~498~~144% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~112~~285,~~500~~000.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance ~~112~~284,~~459~~447.8902 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 0.000% Loans in Foreclosure 56 ~~Apr~~Jun-07 0.000% Original Principal Balance ~~848~~1,~~900~~135,500.00 ~~May~~Jul-07 0.~~000~~125% Current Actual Balance ~~847~~1,~~600~~133,563.4187 ~~Jun~~Aug-07 0.~~000~~935% ~~Jul~~Sep-07 02.~~125~~074% ~~Aug~~Oct-07 02.~~935~~911% ~~Sep~~Nov-07 23.~~074~~709% ~~Oct~~Dec-07 24.~~911~~125% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 41 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~931~~290,~~720~~000.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance ~~931~~289,~~522~~056.0222 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 0.000% Loans in Foreclosure 45 ~~Apr~~Jun-07 0.000% Original Principal Balance 1,~~435~~725,000.00 ~~May~~Jul-07 0.~~000~~019% Current Actual Balance 1,~~434~~723,~~216~~272.0426 ~~Jun~~Aug-07 02.~~000~~747% ~~Jul~~Sep-07 04.~~019~~991% ~~Aug~~Oct-07 27.~~747~~597% ~~Sep~~Nov-07 410.~~991~~254% ~~Oct~~Dec-07 79.~~597~~604% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Group I 0113826087 Sep-2007 01-Jan-2007 CA 20.00 80,000.00 Group I 0114187743 Dec-2007 01-Feb-2007 MN 80.00 144,000.00 Group I 0114264836 Oct-2007 01-Feb-2007 CA 52.59 355,000.00 Group I 0114276961 Oct-2007 01-Feb-2007 WA 80.00 142,000.00 Group I 0114343288 Sep-2007 01-Feb-2007 IL 90.00 369,000.00 Group I 0114366452 Oct-2007 01-Feb-2007 AZ 80.00 250,980.00 Group I 0114399445 Aug-2007 01-Mar-2007 MN 80.00 216,000.00 Group I ~~0114403147~~0114428138 ~~Oct~~Nov-2007 01-~~Feb~~Jan-2007 CA 3680.3600 72228,000.00 Group I ~~0114637774~~0114455718 ~~Oct~~Dec-2007 01-Mar-2007 PAOR 80.00 ~~141~~185,~~520~~600.00 Group I ~~0114701401~~0114457782 ~~Aug~~Nov-2007 01-Mar-2007 VAMO 67100.5300 ~~260~~94,000.00 Group I ~~0114702213~~0114727656 Oct-2007 01-Mar-2007 AZWI 9495.00 ~~235~~142,~~000~~500.00 Group I ~~0114727656~~0114727980 Oct-2007 01-~~Mar~~Apr-2007 WICO 9590.00 ~~142~~171,000.00 Group I 0114737611 Aug-2007 01-Feb-2007 FL 80.00 172,000.00 Group I 0114739753 Nov-2007 01-Feb-2007 WA 100.00 205,500.00 Group I ~~0114727980~~0114743320 ~~Oct~~Nov-2007 01-~~Apr~~Mar-2007 COMS 90.00 ~~171~~76,500.00 Group I 0114755240 Dec-2007 01-Mar-2007 FL 95.00 285,000.00 Group I ~~0114737611~~0114755249 ~~Aug~~Dec-2007 01-~~Feb~~Mar-2007 FL 80.00 ~~172~~235,200.00 Group I 0114770353 Dec-2007 01-Mar-2007 TN 90.00 280,800.00 Group I 0114786154 Dec-2007 01-Mar-2007 CA 89.91 285,000.00 Group I 0114801237 Dec-2007 01-Apr-2007 TX 88.91 311,200.00 Group I 0114824312 Dec-2007 01-Apr-2007 WI 86.81 100,700.00 Group I 0114841960 Aug-2007 01-Mar-2007 OH 85.00 262,650.00 Group I ~~0114848955~~0114848938 Dec-2007 01-Apr-2007 ID 80.00 155,040.00 Group I 0114946203 Sep-2007 01-Feb-2007 CAIL 80.00 222,400.00 Group I 0114946634 Nov-2007 01-Jan-2007 NM 80.00 184,000.00 Group I 0114948357 Nov-2007 01-Mar-2007 IN 100.00 ~~338~~50,000.00 Group I ~~0114857933~~0114962064 ~~Aug~~Nov-2007 01-Apr-2007 CAIN 80100.00 ~~281~~60,~~600~~000.00 Group I ~~0114946203~~0114962109 ~~Sep~~Nov-2007 01-Jan-2007 IN 100.00 133,000.00 Group I 0114962117 Dec-2007 01-Feb-2007 ILNV 80.00 ~~222~~172,~~400~~000.00 Group I ~~0114956410~~0114962152 ~~Aug~~Dec-2007 01-~~Apr~~Feb-2007 CAIL 9064.52 100,000.00 ~~315~~Group I 0114962166 Dec-2007 01-Mar-2007 IN 100.00 65,000.00 Group I 0114996929 Aug-2007 01-Mar-2007 IL 80.00 108,800.00 Group I 0115001728 Sep-2007 01-Apr-2007 CA 80.00 160,000.00 Group I 0115001732 Sep-2007 01-Apr-2007 OH 80.00 76,000.00 Group I 0115016111 Nov-2007 01-Apr-2007 CA 59.76 245,000.00 Group I 0115021459 Aug-2007 01-Mar-2007 FL 80.00 284,000.00 Group I ~~0115098008~~0115049899 ~~Sep~~Dec-2007 01-~~May~~Apr-2007 KYAZ 9086.0067 ~~176~~260,~~400~~000.00 Group I ~~0115104742~~0115057161 ~~Oct~~Dec-2007 01-Apr-2007 WI 100.00 ~~107~~167,000.00 Group I ~~0115109281~~0115063742 ~~Sep~~Dec-2007 01-~~May~~Apr-2007 MI 8090.00 ~~118~~103,~~400~~500.00 Group I ~~0115113344~~0115088111 ~~Oct~~Nov-2007 01-~~Apr~~May-2007 MIMO ~~100~~80.00 88112,000.00 Group I ~~0115113345~~0115088656 ~~Oct~~Nov-2007 01-Apr-2007 CAFL 80.00 ~~280~~156,~~000~~800.00 Group I ~~0115113867~~0115104742 ~~Sep~~Oct-2007 01-Apr-2007 GAWI 100.00 ~~168~~107,000.00 Group I ~~0115126441~~0115109281 ~~Oct~~Sep-2007 01-May-2007 MI 80.00 118,400.00 Group I 0115113867 Sep-2007 01-Apr-2007 GA 100.00 89168,~~500~~000.00 Group I ~~0115126472~~0115117979 ~~Oct~~Nov-2007 01-~~Mar~~May-2007 TXWI 8085.00 ~~116~~91,800.00 Group I ~~0115127200~~0115127567 ~~Sep~~Nov-2007 01-~~May~~Apr-2007 TXOH 8095.00 ~~160~~292,~~000~~661.00 Group I 0115139040 Oct-2007 01-May-2007 IL 95.00 62,700.00 Group I ~~0115148996~~0115172243 ~~Sep~~Nov-2007 01-~~Mar~~May-2007 MOFL 95100.00 ~~136~~135,~~800~~400.00 Group I 0115175741 Oct-2007 01-Apr-2007 FL 80.00 180,000.00 Group I 0115202805 Oct-2007 01-May-2007 MI 100.00 75,000.00 Group I ~~0115202806~~0115202812 ~~Sep~~Nov-2007 01-May-2007 MI 100.00 58209,~~400~~000.00 Group I ~~0115213137~~0115204528 ~~Oct~~Nov-2007 01-May-2007 MI 9585.00 94123,~~050~~250.00 Group I 0115216888 Dec-2007 01-Apr-2007 MI 100.00 92,000.00 Group I 0115216920 Sep-2007 01-Feb-2007 CO 100.00 229,000.00 Group I ~~0115244919~~0115311621 ~~Oct~~Dec-2007 01-May-2007 MICA 80.00 108,000.00 Group I 0115312061 Dec-2007 01-May-2007 CA 90.00 ~~135~~405,000.00 Group I 0115312218 Sep-2007 01-May-2007 MN 95.00 380,000.00 Group I 0115312222 Oct-2007 01-May-2007 OK 90.00 112,500.00 Group I 0115371515 Dec-2007 01-Jun-2007 WI 90.00 108,000.00 Group II 0114044971 Aug-2007 01-Jan-2007 FL 79.99 267,950.00 Group II 0114053852 Sep-2007 01-Jan-2007 CA 20.00 103,000.00 Group II 0114261288 Nov-2007 01-Feb-2007 CA 79.68 992,000.00 Group II 0114289126 Nov-2007 01-Feb-2007 IL 80.00 332,000.00 Group II 0114364762 Dec-2007 01-Feb-2007 AZ 100.00 290,000.00 Group II 0114374511 Dec-2007 01-Mar-2007 CA 80.00 1,120,000.00 Group II 0114423964 Dec-2007 01-Feb-2007 TX 80.00 222,283.00 Group II 0114455054 Oct-2007 01-Feb-2007 CO 100.00 335,000.00 Group II 0114488872 Oct-2007 01-Mar-2007 CA 80.00 1,280,000.00 Group II 0114551087 Sep-2007 01-Apr-2007 CA 80.00 700,000.00 Group II 0114551266 Nov-2007 01-Mar-2007 CA 80.00 224,000.00 Group II 0114582195 Aug-2007 01-Feb-2007 NJ 90.00 360,000.00 Group II ~~0114588249~~0114622049 ~~Sep~~Dec-2007 01-Mar-2007 CA 80.00 ~~680~~624,~~309~~000.00 Group II ~~0114633238~~0114647816 Aug-2007 01-~~Apr~~Mar-2007 CA 80.00 ~~600~~496,000.00 Group II ~~0114647816~~0114662674 ~~Aug~~Dec-2007 01-Mar-2007 CA 80.00 ~~496~~478,~~000~~800.00 Group II 0114668956 Aug-2007 01-Mar-2007 CA 80.00 640,000.00 Group II 0114727678 Nov-2007 01-Mar-2007 CA 80.00 551,911.00 Group II 0114727995 Oct-2007 01-May-2007 CA 95.00 555,750.00 Group II ~~0114744529~~0114737603 ~~Aug~~Nov-2007 01-~~Apr~~Dec-~~2007~~2006 CAFL 80.00 ~~910~~512,~~400~~000.00 Group II ~~0114755238~~0114737606 ~~Aug~~Nov-2007 01-~~Mar~~Jan-2007 CAIL 75100.00 1486,~~237~~000.00 Group II 0114739606 Nov-2007 01-Feb-2007 IL 100.00 324,~~500~~590.00 Group II 0114758911 Oct-2007 01-Apr-2007 MI 100.00 433,000.00 Group II 0114760461 Oct-2007 01-Mar-2007 CA 75.00 1,147,500.00 Group II ~~0114782309~~0114762652 ~~Oct~~Dec-2007 01-Mar-2007 CA 80.00 ~~532~~300,000.00 Group II ~~0114788203~~0114768872 ~~Oct~~Nov-2007 01-~~Feb~~Apr-2007 IL 80.00 ~~208~~188,000.00 Group II ~~0114820999~~0114770330 ~~Aug~~Dec-2007 01-Mar-2007 WA 80.00 448,000.00 Group II 0114788078 Dec-2007 01-Apr-2007 CA 100.00 435,000.00 Group II 0114788203 Oct-2007 01-Feb-2007 IL 80.00 ~~472~~208,000.00 Group II 0114835603 Oct-2007 01-Apr-2007 CA 80.00 368,000.00 Group II ~~0114848977~~0114856475 ~~Oct~~Nov-2007 01-~~Mar~~Feb-2007 OHCO 80.00 ~~170~~444,~~760~~000.00 Group II ~~0114857926~~0114857930 ~~Sep~~Nov-2007 01-~~Apr~~Mar-2007 TXCA 80.00 ~~512~~488,000.00 Group II ~~0114858103~~0114857941 ~~Oct~~Dec-2007 01-~~Mar~~Apr-2007 MICA ~~100~~80.00 ~~330~~800,000.00 Group II 0114917103 Aug-2007 01-Feb-2007 FL 80.00 240,000.00 Group II ~~0114956416~~0114945879 ~~Sep~~Nov-2007 01-~~May~~Apr-2007 CA 80.00 ~~544~~416,000.00 Group II 0114946549 Nov-2007 01-Apr-2007 WI 80.00 66,400.00 Group II 0114961629 Sep-2007 01-Feb-2007 CA 80.00 496,000.00 Group II 0114962055 Dec-2007 01-Jan-2007 AZ 80.00 156,000.00 Group II 0114962062 Sep-2007 01-Mar-2007 GA 100.00 199,000.00 Group II 0114962116 Oct-2007 01-Mar-2007 IL 95.00 266,475.00 Group II 0114962122 Aug-2007 01-Jan-2007 FL 80.00 372,000.00 Group II 0114977465 Aug-2007 01-Jan-2007 FL 100.00 179,900.00 Group II ~~0115001741~~0115001743 Sep-2007 01-Apr-2007 CA 80100.00 ~~560~~445,000.00 Group II ~~0115001743~~0115001800 ~~Sep~~Oct-2007 01-Mar-2007 AZ 80.00 230,400.00 Group II 0115002160 Dec-2007 01-Apr-2007 CA ~~100~~80.00 ~~445~~156,~~000~~800.00 Group II ~~0115001800~~0115013738 ~~Oct~~Dec-2007 01-~~Mar~~Apr-2007 AZFL 80.00 ~~230~~194,~~400~~200.00 Group II 0115035046 Sep-2007 01-Apr-2007 CA 80.00 632,000.00 Group II 0115049903 ~~Oct~~Dec-2007 01-Apr-2007 MI 100.00 63,500.00 Group II 0115058561 Sep-2007 01-Apr-2007 NJ 79.99 311,900.00 Group II 0115059818 Sep-2007 01-Apr-2007 CA 80.00 299,968.00 Group II 0115063890 Aug-2007 01-Apr-2007 CA 80.00 496,000.00 Group II ~~0115097286~~0115104725 ~~Sep~~Dec-2007 01-~~Apr~~Mar-2007 CA 80100.00 ~~880~~265,000.00 Group II 0115104746 Oct-2007 01-Apr-2007 FL 80.00 388,000.00 Group II ~~0115113518~~0115109285 ~~Sep~~Nov-2007 01-May-2007 CAFL 80.00 ~~376~~492,000.00 Group II ~~0115113522~~0115113518 ~~Oct~~Sep-2007 01-May-2007 CA 80.00 ~~800~~376,000.00 Group II ~~0115113705~~0115113522 ~~Sep~~Oct-2007 01-May-2007 CA 80.00 ~~536~~800,000.00 Group II 0115113858 Oct-2007 01-May-2007 AZ 100.00 155,531.00 Group II 0115124801 Dec-2007 01-May-2007 CA 80.00 492,000.00 Group II 0115127167 Sep-2007 01-May-2007 TX 100.00 720,000.00 Group II ~~0115127203~~0115127277 ~~Oct~~Nov-2007 01-May-2007 FL 80.00 ~~321~~288,~~600~~000.00 Group II 0115127371 Sep-2007 01-May-2007 FL 80.00 240,000.00 Group II 0115127401 Dec-2007 01-May-2007 FL 80.00 448,000.00 Group II 0115127430 Nov-2007 01-May-2007 VA 80.00 480,000.00 Group II 0115127446 Nov-2007 01-Apr-2007 OH 100.00 112,000.00 Group II 0115127509 Oct-2007 01-Apr-2007 KY 80.00 132,960.00 Group II ~~0115127623~~0115127631 ~~Oct~~Nov-2007 01-May-2007 TXCA 80.00 ~~260~~556,000.00 Group II ~~0115165560~~0115165379 ~~Sep~~Dec-2007 01-Apr-2007 MIFL 7090.00 51233,100.00 Group II ~~0115202865~~0115191313 ~~Oct~~Dec-2007 01-May-2007 MIMO 8089.00 4966,~~600~~750.00 Group II ~~0115213516~~0115201190 ~~Sep~~Dec-2007 01-~~Apr~~May-2007 OHIL 8095.00 94494,~~400~~000.00 Group II ~~0115216897~~0115213516 Sep-2007 01-Apr-2007 CAOH 80.00 ~~576~~94,~~000~~400.00 Group II 0115258226 Sep-2007 01-May-2007 OH 95.00 308,750.00 Group II ~~0115376455~~0115259372 ~~Oct~~Dec-2007 01-~~Apr~~May-2007 MICA 9094.98 492,000.00 86Group II 0115329999 Dec-2007 01-Jun-2007 CA 80.00 480,~~400~~000.00 Group II 0115397896 Oct-2007 01-May-2007 GA 95.00 225,150.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I 0113826087 79,086.25 01-Apr-2007 46 11.375% 5,008.35 Group I 0114187743 143,975.00 01-Jul-2007 3 7.250% 4,~~578~~049.7944 Group I 0114264836 354,644.65 01-May-2007 35 8.500% 1116,~~815~~537.4329 Group I 0114276961 141,953.17 01-Mar-2007 57 9.875% 57,~~541~~756.2743 Group I 0114343288 368,809.62 01-Apr-2007 46 9.750% 1419,~~207~~886.0121 Group I 0114366452 250,980.00 01-May-2007 35 8.125% 711,~~973~~163.8032 Group I 0114399445 216,000.00 01-Mar-2007 57 8.750% 710,~~425~~395.00 Group I ~~0114403147~~0114428138 71228,~~819~~000.6000 01-~~May~~Jun-2007 4 9.500% 10,260.00 Group I 0114455718 185,404.16 01-Jul-2007 3 9.125% 6,660.08 Group I 0114457782 93,893.77 01-Jun-2007 4 12.125% 5,453.56 Group I 0114727656 142,500.00 01-May-2007 5 8.~~388~~250% 26,~~357~~442.4318 Group I ~~0114637774~~0114727980 ~~141~~170,~~254~~978.2811 01-May-2007 35 9.750% 9,223.88 Group I 0114737611 171,967.70 01-Mar-2007 7 8.~~375~~775% 8,297.00 Group I 0114739753 205,457.56 01-Jun-2007 4 10.875% 10,~~628~~656.97 Group I ~~0114701401~~0114743320 ~~259~~76,~~846~~365.5061 01-~~Mar~~May-2007 5 8.~~625~~700% 83,~~775~~646.6923 Group I ~~0114702213~~0114755240 284,447.02 01-Jul-2007 3 7.000% 7,697.68 Group I 0114755249 234,~~836~~343.6292 01-~~May~~Jul-2007 3 87.750% 87,068.6772 Group I ~~0114727656~~0114770353 ~~142~~280,~~500~~488.0086 01-~~May~~Apr-2007 36 8.~~250~~950% 413,~~601~~794.5627 Group I ~~0114727980~~0114786154 ~~170~~284,~~978~~799.1185 01-~~May~~Jul-2007 3 97.750% 68,~~588~~600.9284 Group I ~~0114737611~~0114801237 ~~171~~310,~~967~~242.7083 01-~~Mar~~Jul-2007 53 89.~~775~~000% 510,~~927~~975.12 Group I 0114824312 100,453.36 01-Jul-2007 3 8.500% 3,344.22 Group I 0114841960 262,539.86 01-Mar-2007 57 10.250% 1014,~~647~~899.3570 Group I ~~0114848955~~0114848938 ~~337~~154,~~637~~854.2502 01-~~Apr~~Jul-2007 3 7.875% 4,755.63 Group I 0114946203 222,140.48 01-Apr-2007 6 8.~~738~~700% 1110,~~581~~600.25 Group I 0114946634 183,687.55 01-Jun-2007 4 7.250% 6,196.66 Group I ~~0114857933~~0114948357 ~~281~~49,~~600~~921.0060 01-~~Mar~~Jun-2007 54 810.~~500~~625% 92,~~386~~524.7072 Group I ~~0114946203~~0114962064 ~~222~~59,~~140~~916.4844 01-~~Apr~~Jun-2007 4 810.~~700~~750% 73,~~576~~067.2266 Group I ~~0114956410~~0114962109 ~~315~~132,~~000~~612.00 01-~~Mar~~Jun-2007 54 9.~~500~~650% 6,059.82 Group I 0114962117 171,768.63 01-Jul-2007 3 8.900% 6,009.11 Group I 0114962152 99,~~812~~589.5079 01-Jul-2007 3 7.990% 3,103.63 Group I 0114962166 64,898.10 01-Jun-2007 4 10.625% 3,282.13 Group I 0114996929 108,734.09 01-Mar-2007 57 8.500% 35,~~615~~058.5251 Group I 0115001728 160,000.00 01-Apr-2007 46 7.500% 46,~~666~~533.6531 Group I 0115001732 75,958.49 01-Apr-2007 46 9.000% 23,~~685~~757.7287 Group I 0115016111 244,863.73 01-Jun-2007 4 9.500% 11,013.61 Group I 0115021459 283,832.33 01-Mar-2007 57 8.625% 913,~~585~~411.76 Group I ~~0115098008~~0115049899 ~~176~~260,~~400~~000.00 01-~~Apr~~Jul-2007 43 97.~~875~~625% 67,~~889~~718.3675 Group I ~~0115104742~~0115057161 ~~106~~166,~~904~~935.7397 01-May-2007 35 9.~~990~~375% 48,~~223~~637.3731 Group I ~~0115109281~~0115063742 ~~118~~103,~~400~~469.00 01-~~Apr~~Jul-2007 43 89.375% 3,~~877~~825.6961 Group I ~~0115113344~~0115088111 87111,~~997~~841.5039 01-~~May~~Jun-2007 34 107.~~875~~750% 34,~~804~~046.0593 Group I ~~0115113345~~0115088656 ~~280~~156,~~000~~698.0045 01-~~May~~Jun-2007 34 8.~~375~~990% 96,~~187~~648.5017 Group I ~~0115113867~~0115104742 ~~168~~106,~~000~~904.0073 01-~~Apr~~May-2007 45 9.~~625~~990% 65,~~387~~909.5097 Group I ~~0115126441~~0115109281 89118,~~463~~400.4600 01-~~May~~Apr-2007 36 108.375% 35,~~678~~425.29 Group I 0115113867 168,000.00 01-Apr-2007 6 9.625% 8,942.50 Group I ~~0115126472~~0115117979 ~~116~~91,~~557~~688.5111 01-~~May~~Jun-2007 34 78.~~880~~500% 3,~~579~~661.0784 Group I ~~0115127200~~0115127567 ~~160~~292,~~000~~579.0098 01-~~Apr~~Jun-2007 4 87.~~250~~625% 510,~~156~~423.7014 Group I 0115139040 62,675.93 01-May-2007 35 10.660% 23,~~651~~710.2425 Group I ~~0115148996~~0115172243 ~~136~~135,~~702~~282.6387 01-~~Apr~~Jun-2007 4 1110.~~030~~125% 56,~~991~~503.2427 Group I 0115175741 179,952.24 01-May-2007 35 7.875% 57,~~528~~738.3055 Group I 0115202805 74,970.06 01-May-2007 35 10.625% 34,~~160~~422.3267 Group I ~~0115202806~~0115202812 58208,~~400~~798.0094 01-~~Apr~~Jun-2007 4 119.625% 29,~~704~~514.5373 Group I ~~0115213137~~0115204528 94123,~~013~~177.6212 01-~~May~~Jun-2007 34 1011.~~625~~875% 7,000.35 Group I 0115216888 91,942.75 01-Jun-2007 4 9.125% 3,963.0805 Group I 0115216920 228,844.65 01-Apr-2007 46 11.250% 14,330.32 Group I 0115311621 107,862.96 01-Jul-2007 3 10.250% 4,~~239~~378.6114 Group I ~~0115244919~~0115312061 ~~134~~404,~~953~~833.4236 01-~~May~~Jul-2007 3 119.~~150~~875% 515,~~984~~815.3510 Group I 0115312218 380,000.00 01-Apr-2007 46 9.000% 1318,~~436~~799.0587 Group I 0115312222 112,459.89 01-May-2007 35 11.000% 6,880.62 Group I 0115371515 107,893.34 01-Jul-2007 3 9.500% 4,~~916~~041.5593 Group II 0114044971 267,950.00 01-Mar-2007 57 8.125% 811,~~512~~918.9513 Group II 0114053852 102,858.94 01-Apr-2007 46 11.250% 6,441.21 Group II 0114261288 991,198.35 01-Jun-2007 4 7.375% 34,~~602~~058.3132 Group II 0114289126 331,638.98 01-Jun-2007 4 8.990% 14,070.17 Group II 0114364762 289,056.22 01-Jul-2007 3 9.125% 10,376.26 Group II 0114374511 1,120,000.00 01-Jul-2007 3 8.750% 38,500.00 Group II 0114423964 222,283.00 01-Jul-2007 3 8.125% 7,062.10 Group II 0114455054 334,725.56 01-May-2007 35 9.500% 1217,~~547~~563.5811 Group II 0114488872 1,280,000.00 01-May-2007 35 7.990% 3955,~~946~~925.7038 Group II 0114551087 700,000.00 01-Apr-2007 46 7.750% 2129,~~145~~604.8012 Group II 0114551266 223,505.07 01-Jun-2007 4 9.000% 9,485.44 Group II 0114582195 359,926.52 01-Mar-2007 57 13.500% 1927,~~479~~265.5947 Group II ~~0114588249~~0114622049 ~~680~~624,~~309~~000.00 01-~~Apr~~Jul-2007 43 78.375% 1920,~~488~~475.0500 Group II ~~0114633238~~0114647816 ~~600~~496,000.00 01-Mar-2007 57 87.~~500~~875% 2021,~~000~~338.0031 Group II ~~0114647816~~0114662674 ~~496~~478,~~000~~800.00 01-~~Mar~~Jul-2007 53 7.~~875~~500% 1513,~~241~~965.6500 Group II 0114668956 640,000.00 01-Mar-2007 57 7.125% 1724,~~666~~733.6531 Group II 0114727678 551,911.00 01-Jun-2007 4 7.875% 20,351.76 Group II 0114727995 555,749.34 01-May-2007 35 8.750% 1926,~~103~~745.9046 Group II ~~0114744529~~0114737603 ~~910~~511,~~400~~493.0039 01-~~Mar~~Jun-2007 54 7.~~000~~750% 2418,~~638~~534.3985 Group II ~~0114755238~~0114737606 1485,~~237~~388.33 01-Jun-2007 4 9.250% 21,~~500~~224.0058 Group II 0114739606 324,152.95 01-Mar-2007 5 7 8.~~625~~000% 3614,~~738~~132.2562 Group II 0114758911 432,721.90 01-May-2007 35 11.500% 1927,~~820~~738.0474 Group II 0114760461 1,147,500.00 01-May-2007 35 8.375% 3752,~~652~~713.3022 Group II ~~0114782309~~0114762652 ~~532~~300,000.00 01-~~May~~Jul-2007 3 7.~~750~~875% 169,~~070~~218.8075 Group II ~~0114788203~~0114768872 ~~207~~187,~~892~~568.1723 01-~~Mar~~Jun-2007 54 97.~~250~~375% 76,~~563~~435.3504 Group II ~~0114820999~~0114770330 ~~472~~448,000.00 01-~~Mar~~Apr-2007 56 7.750% 1418,~~258~~946.3062 Group II 0114788078 434,401.81 01-Jul-2007 3 9.500% 16,283.66 Group II 0114788203 207,892.17 01-Mar-2007 7 9.250% 10,582.92 Group II 0114835603 368,000.00 01-May-2007 35 7.750% 1115,~~116~~563.7038 Group II ~~0114848977~~0114856475 ~~170~~444,~~760~~000.00 01-~~May~~Jun-2007 34 87.~~000~~750% 516,~~336~~095.2500 Group II ~~0114857926~~0114857930 ~~511~~488,~~681~~000.7600 01-~~Apr~~Jun-2007 4 8.~~375~~125% 1618,~~757~~605.7204 Group II ~~0114858103~~0114857941 ~~329~~799,~~557~~975.4300 01-~~May~~Jul-2007 3 98.~~990~~250% 1325,~~019~~832.3071 Group II 0114917103 239,952.42 01-Mar-2007 57 9.250% 812,~~741~~235.1809 Group II ~~0114956416~~0114945879 ~~544~~416,000.00 01-~~Apr~~Jun-2007 4 87.875% 1815,~~983~~340.3002 Group II 0114946549 66,400.00 01-Jun-2007 4 9.875% 3,112.50 Group II 0114961629 495,874.04 01-Apr-2007 46 7.990% 1521,~~469~~654.3930 Group II 0114962055 155,888.29 01-Jul-2007 3 8.600% 5,260.10 Group II 0114962062 198,822.82 01-Apr-2007 46 9.990% 710,~~851~~986.0231 Group II 0114962116 266,074.49 01-May-2007 35 9.450% 913,~~912~~869.1778 Group II 0114962122 371,404.68 01-Mar-2007 57 9.150% 1318,~~359~~691.5564 Group II 0114977465 179,654.08 01-Mar-2007 57 9.900% 79,~~023~~827.2173 Group II ~~0115001741~~0115001743 ~~560~~445,000.00 01-Apr-2007 46 8.750% 21,415.59 Group II 0115001800 229,928.38 01-May-2007 5 7.~~625~~950% 169,~~625~~971.0031 Group II ~~0115001743~~0115002160 ~~445~~156,~~000~~281.0027 01-~~Apr~~Jul-2007 43 86.~~750~~999% 154,~~296~~224.8578 Group II ~~0115001800~~0115013738 ~~229~~194,~~928~~062.3864 01-~~May~~Jul-2007 3 7.~~950~~125% 75,~~127~~355.4100 Group II 0115035046 632,000.00 01-Apr-2007 46 8.875% 2230,~~054~~875.0270 Group II 0115049903 63,442.06 01-May-2007 35 9.875% 23,~~475~~464.9163 Group II 0115058561 311,701.11 01-Apr-2007 46 8.250% 1014,~~045~~054.78 Group II 0115059818 299,968.00 01-Apr-2007 46 8.500% 913,998.9046 Group II 0115063890 496,000.00 01-Mar-2007 57 8.250% 1622,~~016~~423.6531 Group II ~~0115097286~~0115104725 ~~879~~263,~~438~~932.8589 01-~~Apr~~Jul-2007 43 8.~~250~~990% 289,~~343~~326.3122 Group II 0115104746 387,655.28 01-May-2007 35 10.000% 21,453.15 Group II 0115109285 492,~~330~~000.7600 01-Jun-2007 4 8.750% 20,295.00 Group II 0115113518 376,000.00 01-Apr-2007 46 8.375% 1217,~~337~~272.50 Group II 0115113522 800,000.00 01-May-2007 35 8.125% 2535,~~416~~583.7038 Group II ~~0115113705~~0115113858 ~~536~~155,~~000~~531.00 01-~~Apr~~May-2007 45 710.~~750~~875% 169,~~191~~412.7090 Group II ~~0115113858~~0115124801 ~~155~~492,~~531~~000.00 01-~~May~~Jul-2007 3 107.~~875~~990% 615,~~723~~354.50 Group II 0115127167 720,000.00 01-Apr-2007 46 9.875% 2839,~~086~~302.2425 Group II ~~0115127203~~0115127277 ~~321~~287,~~572~~545.4491 01-~~May~~Jun-2007 34 98.~~000~~625% 11,~~387~~663.0479 Group II 0115127371 240,000.00 01-Apr-2007 46 9.625% 12,750.11 Group II 0115127401 448,000.00 01-Jul-2007 3 9.625% 17,033.30 Group II 0115127430 480,000.00 01-Jun-2007 4 8.625% 19,500.00 Group II 0115127446 111,984.7477 01-Jun-2007 4 10.625% 5,668.57 Group II 0115127509 132,762.02 01-May-2007 35 7.500% 35,~~866~~408.3675 Group II ~~0115127623~~0115127631 ~~260~~555,~~000~~270.0014 01-~~May~~Jun-2007 34 8.~~875~~125% 921,~~072~~134.9523 Group II ~~0115165560~~0115165379 51232,~~072~~693.8129 01-~~Apr~~Jul-2007 43 910.125% 19,~~832~~323.4557 Group II ~~0115202865~~0115191313 4966,~~580~~750.8200 01-~~May~~Jul-2007 3 108.~~625~~375% 2,~~090~~190.0525 Group II ~~0115213516~~0115201190 94493,~~345~~629.6975 01-~~Apr~~Jul-2007 43 8.~~750~~250% 315,~~237~~936.4329 Group II ~~0115216897~~0115213516 ~~576~~94,~~000~~345.0069 01-Apr-2007 46 78.~~975~~750% 174,~~940~~529.0069 Group II 0115258226 308,750.00 01-Apr-2007 46 7.875% 913,~~487~~282.6064 Group II ~~0115376455~~0115259372 86492,~~376~~000.8800 01-~~May~~Jul-2007 3 10.~~560~~375% 20,243.75 Group II 0115329999 479,983.67 01-Jul-2007 3 8.750% 16,~~619~~499.6345 Group II 0115397896 225,055.58 01-May-2007 35 10.250% 912,~~135~~783.1057

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 210 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~136~~2,~~500~~182,279.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance ~~136~~2,~~415~~181,178.3396 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Bankruptcy Total ~~Mar~~May-07 0.000% Loans in Bankruptcy 1123 ~~Apr~~Jun-07 0.~~000~~065% Original Principal Balance 13,~~239~~816,~~369~~848.00 ~~May~~Jul-07 0.~~000~~066% Current Actual Balance 13,~~237~~812,~~551~~796.5989 ~~Jun~~Aug-07 0.~~065~~182% ~~Jul~~Sep-07 0.~~066~~237% ~~Aug~~Oct-07 0.~~182~~217% ~~Sep~~Nov-07 0.~~237~~311% ~~Oct~~Dec-07 0.~~217~~679% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 12 ~~Nov~~Jan-0607 0.000% Original Principal Balance 32130,~~000~~770.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 31130,~~962~~479.8152 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Bankruptcy Total ~~Mar~~May-07 0.000% Loans in Bankruptcy 57 ~~Apr~~Jun-07 0.~~000~~093% Original Principal Balance ~~436~~567,~~798~~568.00 ~~May~~Jul-07 0.~~000~~094% Current Actual Balance ~~436~~566,~~106~~355.4607 ~~Jun~~Aug-07 0.~~093~~130% ~~Jul~~Sep-07 0.~~094~~253% ~~Aug~~Oct-07 0.~~130~~307% ~~Sep~~Nov-07 0.~~253~~472% ~~Oct~~Dec-07 0.~~307~~834% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 01 ~~Nov~~Jan-0607 0.000% Original Principal Balance 0124,800.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 0124,800.00 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Bankruptcy Total ~~Mar~~May-07 0.000% Loans in Bankruptcy 21 ~~Apr~~Jun-07 0.~~000~~043% Original Principal Balance 5029,670.00 ~~May~~Jul-07 0.~~000~~043% Current Actual Balance 5029,~~623~~613.0562 ~~Jun~~Aug-07 0.~~043~~224% ~~Jul~~Sep-07 0.~~043~~225% ~~Aug~~Oct-07 0.~~224~~145% ~~Sep~~Nov-07 0.~~225~~181% ~~Oct~~Dec-07 0.~~145~~553% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance Group I 0113568714 Dec-2007 01-Nov-2006 TN 20.00 40,770.00 Group I 0113920515 Oct-2007 01-Jan-2007 IL 20.01 32,000.00 Group I 0113994450 Sep-2007 01-Dec-2006 NV 20.00 45,000.00 Group I 0114038312 Sep-2007 01-Jan-2007 MI 20.00 63,798.00 Group I 0114373647 Dec-2007 01-Nov-2006 IL 20.00 90,000.00 Group I 0114669185 Nov-2007 01-Mar-2007 AZ 80.00 208,000.00 Group I 0114727032 Dec-2007 01-Mar-2007 TN 80.00 85,000.00 Group I 0114743283 Dec-2007 01-May-2007 WI 95.00 123,500.00 Group I 0114956410 Dec-2007 01-Apr-2007 CA 90.00 315,000.00 Group I 0114987074 Nov-2007 01-Mar-2007 IL 80.00 71,400.00 Group I 0115001838 Dec-2007 01-Apr-2007 MI 80.00 98,400.00 Group I 0115013726 Dec-2007 01-Apr-2007 IN 100.00 152,500.00 Group I 0115059938 ~~Oct~~Dec-2007 01-Apr-2007 GA 80.00 243,401.00 Group I 0115067270 Aug-2007 01-Apr-2007 KY 80.00 92,000.00 Group I 0115148996 Nov-2007 01-Mar-2007 MO 95.00 136,800.00 Group I 0115149009 Sep-2007 01-Apr-2007 MO 80.00 204,000.00 Group I 0115312227 Oct-2007 01-May-2007 AL 95.00 104,500.00 Group II 0113930395 ~~Oct~~Dec-2007 01-Jan-2007 IL 30.00 29,670.00 Group II ~~0114264985~~0114588249 ~~Aug~~Dec-2007 01-~~Feb~~Mar-2007 ARCA 2080.00 21680,~~000~~309.00 Group II 0114737620 Aug-2007 01-Feb-2007 IL 80.00 296,000.00 Group II 0114820999 Dec-2007 01-Apr-2007 CA 80.00 472,000.00 Group II 0115059807 Dec-2007 01-Feb-2007 OH 80.00 124,800.00 Group II 0115088648 ~~Oct~~Dec-2007 01-Apr-2007 MI 80.00 108,000.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest Group I 0113568714 40,587.06 01-Jun-2007 4 9.000% 1,722.61 Group I 0113920515 31,962.81 01-Apr-2007 46 12.000% 12,~~530~~141.1656 Group I 0113994450 44,~~790~~759.1739 01-~~Sep~~Nov-2007 0 11.875% ~~849~~848.3070 Group I 0114038312 63,~~542~~482.1259 01-~~Sep~~Nov-2007 0 10.125% 1,~~019~~018.5561 Group I 0114373647 89,892.46 01-Mar-2007 7 12.900% 6,496.36 Group I 0114669185 208,000.00 01-Aug-2007 2 6.250% 3,986.64 Group I 0114727032 84,830.76 01-Jun-2007 4 9.500% 3,812.48 Group I 0114743283 123,428.14 01-Jul-2007 3 9.350% 4,549.59 Group I 0114956410 315,000.00 01-Mar-2007 7 9.500% 16,537.50 Group I 0114987074 70,956.28 01-Nov-2007 0 7.990% 886.08 Group I 0115001838 98,030.25 01-Aug-2007 2 7.500% 2,284.73 Group I 0115013726 152,301.29 01-Jun-2007 4 10.125% 7,321.29 Group I 0115059938 242,~~730~~501.2183 01-~~Sep~~Nov-2007 0 6.375% 2,~~377~~375.2906 Group I 0115067270 91,951.04 01-Apr-2007 46 9.125% 34,~~299~~616.1321 Group I 0115148996 136,702.63 01-Apr-2007 6 11.030% 8,384.60 Group I 0115149009 203,~~860~~719.3272 01-~~Apr~~May-2007 45 7.900% 68,~~272~~775.5737 Group I 0115312227 104,452.52 01-May-2007 35 9.875% 45,~~076~~704.4230 Group II 0113930395 29,~~630~~613.1462 01-~~May~~Jul-2007 3 12.375% 1,~~465~~464.2542 Group II ~~0114264985~~0114588249 20680,~~992~~309.9100 01-~~Feb~~Apr-2007 6 117.~~250~~375% ~~938~~27,283.7627 Group II 0114737620 296,000.00 01-Apr-2007 46 8.875% 1014,~~329~~460.2088 Group II 0114820999 472,000.00 01-Mar-2007 7 7.750% 19,961.62 Group II 0115059807 124,800.00 01-Jul-2007 3 9.300% 4,576.00 Group II 0115088648 107,~~639~~515.3550 01-~~Sep~~Nov-2007 0 9.000% 1,~~525~~523.3258

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 I 32 8290,~~586~~485.6930 8392,~~326~~542.4805 0.~~126~~141% Group II 811 ~~891~~1,~~493~~403,848.2522 ~~918~~944,~~783~~004.2084 0.~~817~~845% Total 1113 ~~974~~1,~~079~~494,333.9452 1,~~002~~036,~~109~~546.6889 0.~~176~~185%

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 I ~~0113841825~~0113859383 1949,~~500~~400.00 11.~~750~~875% MIAZ 20.00 180 Group I ~~0113921670~~0114223627 2641,~~600~~200.00 1210.~~625~~880% GAAZ 20.00 180 Group III ~~0114551063~~0113192694 5661,~~000~~300.00 911.500% FL 15.00 240 Group II 0113794481 57,800.00 11.625% NVSC 20.00 ~~120~~240 Group II ~~0113891805~~0114038129 ~~117~~66,~~000~~800.00 11.~~875~~625% CA 20.00 180 Group II ~~0113905547~~0114044977 ~~210~~67,000.00 11.125% CAFL 20.00 180 Group II ~~0113992628~~0114137443 6873,000.00 11.~~875~~750% SCCA 20.00 180 Group II ~~0114202917~~0114162659 ~~110~~137,~~000~~800.00 11.875% CA 20.00 ~~120~~180 Group II ~~0114229108~~0114165183 ~~142~~280,000.00 10.~~500~~990% ILCA 1920.9400 180 Group II ~~0114233162~~0114264985 ~~125~~21,000.00 11.~~375~~250% MIAR 1920.2300 180 Group II ~~0114261253~~0114550771 ~~107~~55,~~000~~980.00 1114.~~375~~500% CAFL 20.00 180 Group II ~~0114265027~~0114782309 ~~138~~532,000.00 117.750% CA 1480.9200 360 Group II 0114788204 52,000.00 12.500% IL 20.00 180

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 I ~~0113841825~~0113859383 049,330.0096 ~~(18~~50,291.~~57)~~12 1950,~~652~~291.6912 Group I ~~0113921670~~0114223627 2641,~~586~~154.6934 2642,~~881~~250.3693 2642,~~881~~250.3693 Group III ~~0114551063~~0113192694 5661,~~000~~179.0060 5664,~~463~~079.6939 5664,~~463~~079.6939 Group II ~~0113891805~~0113794481 ~~116~~57,~~930~~745.8257 ~~122~~58,~~977~~841.4348 ~~122~~58,~~977~~841.4348 Group II ~~0113905547~~0114038129 ~~209~~66,~~853~~737.6010 ~~219~~68,~~828~~011.7973 ~~219~~68,~~828~~011.7973 Group II ~~0113992628~~0114044977 6766,~~959~~953.8029 68,~~767~~761.8872 68,~~767~~761.8872 Group II ~~0114202917~~0114137443 ~~109~~72,~~967~~955.6463 ~~115~~75,~~665~~316.6562 ~~115~~75,~~665~~316.6562 Group II ~~0114229108~~0114162659 ~~141~~137,~~829~~677.2316 144,~~322~~521.8214 144,~~322~~521.8214 Group II ~~0114233162~~0114165183 0279,696.0045 ~~(125~~292,402.~~54)~~62 ~~126~~292,~~131~~402.3962 Group II ~~0114261253~~0114264985 ~~106~~20,~~964~~992.8591 ~~107~~22,~~992~~714.94 ~~107~~22,~~992~~714.94 Group II ~~0114265027~~0114550771 ~~137~~55,~~987~~923.82 57,631.31 ~~139~~57,~~353~~631.2331 ~~139~~Group II 0114782309 532,~~353~~000.2300 37,279.39 37,279.39 Group II 0114788204 51,986.69 54,444.50 54,444.50

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.~~170~~264% Current Month 1518.~~514~~353% 3 Month Average 0.~~075~~161% 3 Month Average 712.~~214~~644% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A 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 0.056% N/A Sep-2007 6.127% N/A Oct-2007 0.170% N/A Oct-2007 15.514% N/A Nov-2007 0.051% N/A Nov-2007 4.064% N/A Dec-2007 0.264% N/A Dec-2007 18.353% 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 23.~~016~~117% Current Month 88(Cumulative) 80.~~463~~377% 3 Month Average 01.~~896~~914% 3 Month Average 0(Cumulative) 86.~~000~~526% 12 Month Average 0.000% 12 Month Average ~~0.000%~~(Cumulative) N/A CDR: Current vs. 12mo Average* ~~Cumulative~~ Loss Severity: ~~Current~~Curr Month(Cum) vs. 12mo ~~Average~~Avg.(Cum) Severity* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 ~~N/A~~0.000% N/A Jul-2007 0.000% N/A Jul-2007 ~~N/A~~0.000% N/A Aug-2007 0.000% N/A Aug-2007 ~~N/A~~0.000% N/A Sep-2007 0.673% N/A Sep-2007 45.184% N/A Oct-2007 2.016% N/A Oct-2007 88.463% N/A Nov-2007 0.609% N/A Nov-2007 90.737% N/A Dec-2007 3.117% N/A Dec-2007 80.377% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I MDR SDA Current Month 0.~~032~~036% Current Month 2.~~971~~512% 3 Month Average 0.~~037~~023% 3 Month Average 31.~~802~~828% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A 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 0.077% N/A Sep-2007 8.434% N/A Oct-2007 0.032% N/A Oct-2007 2.971% N/A Nov-2007 0.000% N/A Nov-2007 0.000% N/A Dec-2007 0.036% N/A Dec-2007 2.512% 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.~~386~~426% Current Month ~~100~~(Cumulative) 101.~~916~~554% 3 Month Average 0.~~437~~271% 3 Month Average (Cumulative) 67.~~429~~615% 12 Month Average 0.000% 12 Month Average ~~0.000%~~(Cumulative) N/A CDR: Current vs. 12mo Average* ~~Cumulative~~ Loss Severity: ~~Current~~Curr Month(Cum) vs. 12mo ~~Average~~Avg.(Cum) Severity* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A 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 0.926% N/A Sep-2007 ~~101~~10.~~002~~194% N/A Oct-2007 0.386% N/A Oct-2007 100.916% N/A Nov-2007 0.000% N/A Nov-2007 0.375% N/A Dec-2007 0.426% N/A Dec-2007 101.554% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II MDR SDA Current Month 0.~~280~~449% Current Month 2530.~~480~~917% 3 Month Average 0.~~106~~274% 3 Month Average 921.~~915~~245% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A 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 0.039% N/A Sep-2007 4.264% N/A Oct-2007 0.280% N/A Oct-2007 25.480% N/A Nov-2007 0.092% N/A Nov-2007 7.337% N/A Dec-2007 0.449% N/A Dec-2007 30.917% 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 35.~~313~~252% Current Month ~~102~~(Cumulative) 84.~~813~~186% 3 Month Average 13.~~260~~222% 3 Month Average 67(Cumulative) 96.~~950~~464% 12 Month Average 0.000% 12 Month Average ~~0.000%~~(Cumulative) N/A CDR: Current vs. 12mo Average* ~~Cumulative~~ Loss Severity: ~~Current~~Curr Month(Cum) vs. 12mo ~~Average~~Avg.(Cum) Severity* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A 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 0.469% N/A Sep-2007 101.039% N/A Oct-2007 3.313% N/A Oct-2007 102.813% N/A Nov-2007 1.101% N/A Nov-2007 102.392% N/A Dec-2007 5.252% N/A Dec-2007 84.186% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): ~~sum~~Sum(Beg Scheduled Balance of Liquidated Loans) / ~~sum~~Sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Cumulative Loss Severity: Sum (All Realized Losses) / Sum (~~Ending~~ Actual Liquidated Balance for loans that have experienced a loss). 3 Month Average and 12 Month Average will not have values until the 3rd and 12th month respectively.

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Group I 617 1,~~130~~687,~~950~~615.00 1,~~129~~682,~~747~~209.6195 0 0.00 0.00 Group II 116 21,~~357~~943,~~140~~905.00 21,~~355~~939,~~634~~470.3048 0 0.00 0.00 Total 1723 3,~~488~~631,~~090~~520.00 3,~~485~~621,~~381~~680.9143 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group I 0 0.00 0.00 2 8290,600.00 8290,~~450~~360.6467 89,~~947~~818.3428 Group II 0 0.00 0.00 711 ~~892~~1,~~000~~404,680.00 ~~889~~1,~~896~~402,113.7244 129,~~225~~578.6324 Total 0 0.00 0.00 913 ~~974~~1,~~600~~495,280.00 ~~972~~1,~~347~~492,474.3611 2119,~~172~~396.9752

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0113921670~~0113176029 GAWA 20.00 01-Nov-2006 37,200.00 36,504.79 Group I 0113859383 AZ 20.00 01-Jan-2007 2649,~~600~~400.00 2649,~~552~~253.34 Group I 0113905704 WI 20.00 01-Jan-2007 19,400.00 19,282.99 Group I ~~0114551063~~0113977694 NVMI 20.00 01-~~Mar~~Jan-2007 5616,380.00 16,204.45 Group I 0114021272 PA 100.00 01-Dec-2006 100,000.00 5599,~~863~~499.7201 Group I ~~0114588234~~0114223627 NCAZ 9520.00 01-~~Mar~~Jan-2007 8041,~~750~~200.00 8041,~~295~~075.1143 Group I ~~0114635378~~0114261257 NCMI 8120.7900 01-~~Mar~~Jan-2007 ~~114~~16,~~500~~580.00 ~~113~~16,~~968~~529.00 Group I 0114727951 GA 90.00 01-Mar-2007 105,300.00 105,164.28 Group I ~~0115001757~~0114739629 CAGA 72100.00 01-Jan-2007 109,000.00 108,862.73 Group I 0114880160 NM 100.00 01-Apr-2007 ~~400~~190,000.00 ~~400~~189,609.50 Group I 0114946583 NV 54.63 01-Apr-2007 124,000.00 123,286.66 Group I ~~0115127763~~0115088638 MI 80.00 01-Apr-2007 173,600.00 173,051.21 Group I 0115088639 MI 20.00 01-Apr-2007 43,400.00 43,259.35 Group I 0115127493 OH 53.57 01-Apr-2007 60,000.00 59,668.47 Group I 0115149002 OH 100.00 01-~~May~~Mar-2007 9958,~~900~~000.00 9957,~~698~~665.4180 Group I ~~0115141100~~0115191270 ILID 3780.1400 01-May-2007 65164,000.00 64163,~~804~~041.3107 Group I ~~0115245734~~0115204536 FLWI 9045.0045 01-Apr-2007 ~~370~~50,~~800~~000.00 ~~370~~49,~~800~~817.0083 Group III ~~0113230986~~0115210733 WAHI 2095.00 01-~~Nov~~May-~~2006~~2007 70321,~~000~~100.00 69320,~~789~~819.34 Group I 0115254807 MI 95.00 01-Jun-2007 99,655.00 99,399.30 Group II ~~0113891805~~0113192694 CAFL 2015.00 01-~~Jan~~Oct-~~2007~~2006 ~~117~~61,~~000~~300.00 ~~116~~61,~~640~~007.0995 Group II ~~0113905547~~0113674641 CAWA 20.00 01-~~Jan~~Dec-~~2007~~2006 ~~210~~52,000.00 ~~209~~51,~~240~~764.1985 Group II ~~0113992628~~0113794481 SC 20.00 01-Jan-2007 6857,~~000~~800.00 6757,~~855~~651.7626 Group II ~~0114202917~~0114038129 CA 20.00 01-~~Feb~~Jan-2007 ~~110~~66,~~000~~800.00 ~~109~~66,~~696~~628.9715 Group II ~~0114229108~~0114044977 ILFL 1920.9400 01-~~Dec~~Jan-~~2006~~2007 ~~142~~67,000.00 ~~141~~66,~~474~~832.0063 Group II ~~0114261253~~0114137443 CA 20.00 01-Feb-2007 ~~107~~73,000.00 ~~106~~72,~~784~~817.0420 Group II ~~0114265027~~0114162659 CA 1420.9200 01-~~Feb~~Jan-2007 ~~138~~137,~~000~~800.00 137,~~921~~331.9828 Group II ~~0114550618~~0114165183 NCCA 8020.00 01-~~Mar~~Dec-~~2007~~2006 ~~112~~280,~~800~~000.00 ~~112~~278,~~755~~846.7289 Group II ~~0114588227~~0114264985 NCAR 20.00 01-~~Mar~~Feb-2007 2821,~~200~~000.00 2820,~~161~~926.8609 Group II ~~0114768881~~0114550771 MIFL 8020.00 01-Mar-2007 ~~252~~55,~~000~~980.00 ~~252~~55,~~000~~884.0006 Group II ~~0114841958~~0114582167 OHWA 7580.00 01-Mar-2007 ~~165~~128,000.00 ~~165~~127,~~000~~022.0093 Group II ~~0115113387~~0114622007 FLNM 8095.00 01-~~Jun~~Mar-2007 ~~988~~208,~~000~~905.00 ~~988~~207,~~000~~564.0098 Group II ~~0115148992~~0114711711 MOCA 8062.0067 01-Apr-2007 96235,000.00 95232,~~559~~587.3415 Group II ~~0115148993~~0114727691 MOCA 2080.00 01-~~Apr~~Mar-2007 24340,000.00 23340,~~920~~000.8500 Group II ~~0115173348~~0114782309 CA 9580.00 01-~~May~~Mar-2007 ~~377~~532,~~140~~000.00 ~~377~~532,~~139~~000.9900 Group II ~~0115213518~~0114788204 OHIL 8020.00 01-~~May~~Feb-2007 ~~195~~52,~~200~~000.00 ~~194~~51,~~401~~889.4761 Group II ~~0115213519~~0114826639 OHCA 2080.00 2101-Apr-2007 48980,~~800~~000.00 48979,~~667~~999.2783

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0113921670~~0113176029 ~~Liquidation~~Loan 5Paid 12in Full 0 10.~~625~~375% 180 913 Group I ~~0114551063~~0113859383 Liquidation 56 911.~~625~~875% ~~120~~180 711 Group I ~~0114588234~~0113905704 Loan Paid in Full 0 711.~~875~~625% ~~360~~180 711 Group I ~~0114635378~~0113977694 Loan Paid in Full 0(1) 914.~~875~~375% ~~360~~180 711 Group I ~~0115001757~~0114021272 Loan Paid in Full 0 910.~~125~~950% 360 12 Group I 0114223627 Liquidation 6 10.880% 180 11 Group I ~~0115127763~~0114261257 Loan Paid in Full ~~(1)~~0 1112.~~375~~750% ~~360~~180 511 Group I ~~0115141100~~0114727951 Loan Paid in Full 0 910.~~500~~800% 360 59 Group I ~~0115245734~~0114739629 Loan Paid in Full 0 711.~~875~~500% 360 611 Group III ~~0113230986~~0114880160 Loan Paid in Full 0 118.~~990~~875% ~~180~~360 118 Group III ~~0113891805~~0114946583 ~~Liquidation~~Loan 5Paid 11in Full 0 8.~~875~~375% ~~180~~360 98 Group III ~~0113905547~~0115088638 ~~Liquidation~~Loan 5Paid 11in Full 0 7.~~125~~375% ~~180~~360 98 Group III ~~0113992628~~0115088639 ~~Liquidation~~Loan 5Paid in Full 0 11.~~875~~125% 180 98 Group III ~~0114202917~~0115127493 ~~Liquidation~~Loan 5Paid 11in Full 0 9.~~875~~000% ~~120~~360 8 Group III ~~0114229108~~0115149002 ~~Liquidation~~Loan 5Paid 10in Full 0 11.~~500~~630% ~~180~~360 109 Group III ~~0114261253~~0115191270 ~~Liquidation~~Loan 5Paid 11in Full 0 7.~~375~~750% ~~180~~360 87 Group III ~~0114265027~~0115204536 ~~Liquidation~~Loan 5Paid 11in Full 0 10.~~750~~625% 360 8 Group III ~~0114550618~~0115210733 Loan Paid in Full 0 8.~~500~~375% 360 7 Group III ~~0114588227~~0115254807 Loan Paid in Full 0 1411.000% 360 6 Group II 0113192694 Liquidation 6 11.500% ~~180~~240 714 Group II ~~0114768881~~0113674641 Loan Paid in Full 0 811.~~125~~375% ~~360~~180 712 Group II ~~0114841958~~0113794481 ~~Loan~~Liquidation ~~Paid~~6 in11.625% ~~Full~~240 011 Group II 0114038129 Liquidation 6 11.625% ~~360~~180 711 Group II ~~0115113387~~0114044977 ~~Loan~~Liquidation ~~Paid~~6 in11.125% ~~Full~~180 011 Group II 0114137443 Liquidation 6 11.750% 180 10 Group II 0114162659 Liquidation 6 11.875% 180 11 Group II 0114165183 Liquidation 6 10.990% 180 12 Group II 0114264985 Liquidation 7 11.250% ~~360~~180 410 Group II ~~0115148992~~0114550771 Liquidation 1 14.500% 180 9 Group II 0114582167 Loan Paid in Full 0(1) 87.~~260~~500% 360 69 Group II ~~0115148993~~0114622007 Loan Paid in Full 0 128.~~000~~375% ~~180~~360 69 Group II ~~0115173348~~0114711711 Loan Paid in Full 0(1) 115.~~125~~375% 360 58 Group II ~~0115213518~~0114727691 Loan Paid in Full 0 8.~~250~~125% 360 59 Group II ~~0115213519~~0114782309 Liquidation 4 7.750% 360 9 Group II 0114788204 Liquidation 6 12.500% 180 10 Group II 0114826639 Loan Paid in Full 02 137.~~875~~250% ~~180~~360 58

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Group I 210 ~~470~~978,~~532~~659.8196 1226,~~677~~909.1815 0.00 Group II 72 1359,~~743,831~~983.3846 368,~~698~~802.5912 0.00 Total 912 21,~~214~~338,~~364~~643.1942 4935,~~375~~711.7727 0.00

Prepayment Penalty Loan Detail - Prepayment Penalty Paid during Current Period Paid In Prepayment Prepayment Loan Full Prior Penalty Penalty Group Number Date Balance Amount Waived Group I ~~0115127763~~0113176029 1011/0421/2007 9936,~~732~~525.8180 ~~996~~1,532.9890 0.00 Group I ~~0115245734~~0113977694 1011/0223/2007 ~~370~~16,~~800~~209.0023 ~~11,680~~162.2009 0.00 Group III ~~0114768876~~0114021272 0512/1110/2007 99,539.26 4,356.96 0.00 3Group I 0114261257 12/12/2007 16,~~482~~533.8050 165.34 0.00 Group III ~~0114768881~~0114946583 0912/1506/2007 ~~252~~123,~~000~~368.0014 24,~~520~~127.0054 0.00 Group III ~~0114841958~~0115088638 1011/0126/2007 ~~165~~173,~~000~~113.0069 1,~~650~~731.0076 0.00 Group III ~~0115113387~~0115088639 1011/0126/2007 ~~988~~43,~~000~~275.56 432.92 0.00 24Group I 0115204536 12/04/2007 49,~~700~~838.0060 2,647.68 0.00 Group III ~~0115148992~~0115210733 ~~10/~~12/10/2007 95320,~~623~~819.0234 110,~~912~~756.4285 0.00 Group I 0115254807 11/20/2007 99,436.84 995.11 0.00 Group II ~~0115213518~~0114582167 1011/0128/2007 ~~194~~127,~~530~~123.5440 13,~~946~~807.5913 0.00 Group II ~~0115213519~~0114711711 1011/0129/2007 48232,~~677~~860.8206 ~~486~~4,994.7899 0.00

Prepayment Rates

Summary SMM CPR PSA Current Month 0.~~781~~907% Current Month 810.~~982~~353% Current Month ~~691~~609.~~300~~576% 3 Month Average 0.~~529~~692% 3 Month Average 67.~~146~~969% 3 Month Average ~~548~~535.~~325~~301% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 7.702% N/A Jun-2007 1,544.740% N/A Jul-2007 5.683% N/A Jul-2007 812.911% N/A Aug-2007 4.600% N/A Aug-2007 511.772% N/A Sep-2007 4.856% N/A Sep-2007 441.902% N/A Oct-2007 8.982% N/A Oct-2007 691.300% N/A Nov-2007 4.573% N/A Nov-2007 305.026% N/A Dec-2007 10.353% N/A Dec-2007 609.576% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I SMM CPR PSA Current Month 0.~~477~~702% Current Month 58.~~576~~112% Current Month ~~429~~477.~~524~~730% 3 Month Average 0.~~536~~507% 3 Month Average 65.~~236~~904% 3 Month Average ~~593~~391.~~496~~938% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 5.285% N/A Jun-2007 1,060.903% N/A Jul-2007 7.480% N/A Jul-2007 1,070.988% N/A Aug-2007 7.643% N/A Aug-2007 851.162% N/A Sep-2007 5.488% N/A Sep-2007 499.803% N/A Oct-2007 5.576% N/A Oct-2007 429.524% N/A Nov-2007 4.023% N/A Nov-2007 268.561% N/A Dec-2007 8.112% N/A Dec-2007 477.730% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II SMM CPR PSA Current Month 1.~~027~~072% Current Month 1112.~~646~~136% Current Month ~~895~~714.~~829~~386% 3 Month Average 0.~~523~~842% 3 Month Average 69.~~017~~600% 3 Month Average ~~506~~648.~~730~~209% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A~~ Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 9.623% N/A Jun-2007 1,928.747% N/A Jul-2007 4.197% N/A Jul-2007 599.917% N/A Aug-2007 2.063% N/A Aug-2007 229.400% N/A Sep-2007 4.342% N/A Sep-2007 394.961% N/A Oct-2007 11.646% N/A Oct-2007 895.829% N/A Nov-2007 5.018% N/A Nov-2007 334.412% N/A Dec-2007 12.136% N/A Dec-2007 714.386% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest Rate Stratification Summary Group I Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.500 0 0.00 0.000 0 0.00 0.000 4.500 4.999 0 0.00 0.000 0 0.00 0.000 5.000 5.499 4442 22,~~900~~154,~~987~~998.5102 43.~~026~~950 13 3,~~443~~431,~~005~~445.6263 1.~~352~~362 5.500 5.999 118 61,~~191~~051,~~583~~059.0929 10.~~758~~884 39 11,~~692~~667,~~542~~076.9248 4.~~590~~632 6.000 6.499 77 25,~~279~~246,~~087~~893.4491 4.~~444~~501 33 7,~~759~~750,~~498~~500.2856 3.~~046~~077 6.500 6.999 168 42,~~968~~937,~~649~~108.4669 7.~~555~~654 99 21,~~339~~317,~~499~~029.8927 8.~~377~~464 7.000 7.499 ~~225~~223 5857,~~908~~720,~~111~~948.4262 10.~~357~~290 ~~126~~125 25,~~245~~052,~~079~~871.8106 9.~~911~~947 7.500 7.999 ~~372~~367 9190,~~193~~072,~~321~~660.6612 16.~~033~~057 ~~233~~230 4443,~~046~~602,~~454~~880.2905 17.~~292~~312 8.000 8.499 ~~257~~252 5655,~~628~~470,~~801~~327.1855 9.~~956~~889 ~~154~~151 25,~~821~~231,~~230~~902.4786 10.~~137~~018 8.500 8.999 ~~349~~346 68,~~596~~202,~~490~~849.9294 12.~~060~~159 ~~231~~228 3635,~~185~~806,~~282~~373.2465 14.~~206~~216 9.000 9.499 ~~202~~201 34,~~341~~259,~~095~~167.9726 6.~~038~~107 ~~144~~143 21,~~250~~176,~~965~~053.0933 8.~~343~~408 9.500 9.999 ~~223~~222 36,~~221~~039,~~157~~080.2010 6.~~368~~425 ~~153~~152 22,~~201~~031,~~044~~098.3968 8.~~716~~747 10.000 10.499 ~~127~~125 17,~~707~~610,~~698~~206.2545 3.~~113~~139 8179 9,~~120~~027,~~224~~552.8848 3.~~580~~584 10.500 10.999 ~~175~~169 1615,~~041~~072,~~566~~996.2491 2.~~820~~687 ~~111~~107 8,~~795~~492,~~718~~418.4369 3.~~453~~372 11.000 11.499 ~~178~~171 1211,~~362~~836,~~113~~048.8156 2.~~173~~110 9895 5,~~931~~754,~~728~~937.2650 2.~~329~~285 11.500 11.999 ~~206~~196 1211,~~258~~565,~~214~~548.5348 2.~~155~~062 ~~127~~122 76,~~038~~745,~~841~~381.4761 2.~~763~~678 12.000 12.499 8079 4,~~697~~404,~~696~~437.7905 0.~~826~~785 42 1,~~862~~860,~~319~~930.5281 0.~~731~~739 12.500 12.999 4542 2,~~167~~077,~~807~~427.5450 0.~~381~~370 3230 1,~~227~~189,~~461~~389.3321 0.~~482~~472 13.000 13.499 1514 ~~584~~563,~~082~~841.2475 0.~~103~~101 1211 ~~382~~361,~~011~~868.2067 0.~~150~~144 13.500 13.999 15 ~~859~~858,~~310~~950.9215 0.~~151~~153 7 ~~226~~225,~~048~~968.9597 0.~~089~~090 14.000 14.499 2928 ~~830~~813,~~216~~656.5679 0.~~146~~145 2019 ~~498~~481,~~174~~711.1280 0.~~196~~191 14.500 14.999 3534 1,~~488~~431,~~119~~075.6130 0.~~262~~255 12 418,~~260~~013.4005 0.~~164~~166 15.000 15.499 16 579,~~525~~211.8115 0.~~102~~103 3 109,~~407~~372.1597 0.043 15.500 15.999 11 376,~~389~~300.0883 0.~~066~~067 1 32,~~566~~558.8703 0.013 16.000 16.499 13 367,~~531~~470.7041 0.~~065~~066 3 59,~~480~~465.5650 0.~~023~~024 16.500 16.999 4 163,~~314~~095.9201 0.029 1 39,~~155~~008.2698 0.015 17.000 17.499 0 0.00 0.000 0 0.00 0.000 17.500 17.999 2 38,~~774~~649.0843 0.007 0 0.00 0.000 18.000 18.499 1 28,~~387~~383.4805 0.005 0 0.00 0.000 18.500 18.999 0 0.00 0.000 0 0.00 0.000 >= 19.000 0 0.00 0.000 0 0.00 0.000 Total 2,~~987~~936 ~~568~~560,~~780~~942,~~035~~392.4132 100.000 1,~~775~~745 ~~254~~251,~~726~~865,~~001~~809.4084 100.000

Interest Rate Stratification (continued) Group II Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 4.500 0 0.00 0.000 4.500 4.999 0 0.00 0.000 5.000 5.499 3129 1918,~~457~~723,~~981~~552.8939 6.~~196~~058 5.500 5.999 79 49,~~499~~383,~~040~~982.1781 15.~~761~~978 6.000 6.499 44 17,~~519~~496,~~589~~393.1635 5.~~579~~661 6.500 6.999 69 21,~~629~~620,~~149~~079.5742 6.~~887~~995 7.000 7.499 9998 3332,~~663~~668,~~031~~077.6156 10.~~719~~570 7.500 7.999 ~~139~~137 4746,~~146~~469,~~867~~780.3707 15.~~012~~035 8.000 8.499 ~~103~~101 30,~~807~~238,~~570~~424.7169 9.~~810~~783 8.500 8.999 118 32,~~411~~396,~~208~~476.6829 10.~~320~~482 9.000 9.499 58 13,~~090~~083,~~130~~113.8893 4.~~168~~233 9.500 9.999 70 14,~~020~~007,~~112~~981.8142 4.~~464~~532 10.000 10.499 46 8,~~587~~582,~~473~~653.3797 2.~~734~~777 10.500 10.999 6462 76,~~245~~580,~~847~~578.8122 2.~~307~~129 11.000 11.499 8076 6,~~430~~081,~~385~~111.5506 21.~~048~~968 11.500 11.999 7974 54,~~219~~820,~~373~~166.0687 1.~~662~~560 12.000 12.499 3837 2,~~835~~543,~~377~~506.2724 0.~~903~~823 12.500 12.999 1312 ~~940~~888,~~346~~038.2129 0.~~299~~287 13.000 13.499 3 ~~202~~201,~~071~~973.0408 0.~~064~~065 13.500 13.999 8 ~~633~~632,~~261~~981.9718 0.~~202~~205 14.000 14.499 9 ~~332~~331,~~042~~944.4499 0.~~106~~107 14.500 14.999 2322 1,~~069~~013,~~859~~062.2125 0.~~341~~328 15.000 15.499 13 ~~470~~469,~~118~~838.6618 0.~~150~~152 15.500 15.999 10 343,~~822~~742.2180 0.~~109~~111 16.000 16.499 10 308,~~051~~004.1491 0.~~098~~100 16.500 16.999 3 124,~~159~~086.6603 0.040 17.000 17.499 0 0.00 0.000 17.500 17.999 2 38,~~774~~649.0843 0.~~012~~013 18.000 18.499 1 28,~~387~~383.4805 0.009 18.500 18.999 0 0.00 0.000 >= 19.000 0 0.00 0.000 Total 1,~~212~~191 ~~314~~309,~~054~~076,~~034~~582.0148 100.000

Filing Compare · ACE Securities Corp. Home Equity Loan Trust, Series 2007-ASAP2