10-D 1 ace07as1_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: 333-131727-26 ACE Securities Corp. Home Equity Loan Trust, Series 2007-ASAP1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-131727 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) 54-2199218 54-2199219 54-2199220 (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-ASAP1. 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-ASAP1, 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-ASAP1 (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-ASAP1, 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-ASAP1 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 00442JAA2 1012/24/2007 54.~~29125~~94313% ~~264~~257,~~911~~337,~~409~~415.0136 1,~~168~~060,~~093~~043.7458 A-2A 00442JAB0 1012/24/2007 54.~~25125~~90313% ~~155~~152,~~840~~582,~~674~~853.0687 ~~681~~623,~~965~~444.2864 A-2B 00442JAC8 1012/24/2007 54.~~33125~~98313% 67,264,000.00 ~~298~~279,~~834~~321.3305 A-2C 00442JAD6 1012/24/2007 5.~~39125~~04313% 57,273,000.00 ~~257~~240,~~310~~695.8899 A-2D 00442JAE4 1012/24/2007 5.~~51125~~16313% 57,045,000.00 ~~261~~245,~~991~~442.0529 M-1 00442JAF1 1012/24/2007 5.~~55625~~20813% 31,510,000.00 ~~145~~136,~~897~~756.8681 M-2 00442JAG9 1012/24/2007 5.~~66125~~31313% 28,608,000.00 ~~134~~126,~~964~~665.2002 M-3 00442JAH7 1012/24/2007 5.~~96125~~61313% 16,170,000.00 8075,~~327~~636.8493 M-4 00442JAJ3 1012/24/2007 65.~~33125~~98313% 14,097,000.00 7470,~~376~~286.3682 M-5 00442JAK0 1012/24/2007 6.~~88125~~53313% 13,682,000.00 7874,~~457~~488.7257 M-6 00442JAL8 1012/24/2007 7.~~63125~~28313% 12,438,000.00 7975,~~097~~489.9164 M-7 00442JAM6 1012/24/2007 7.~~63125~~28313% 12,438,000.00 7975,~~097~~489.9164 M-8 00442JAN4 1012/24/2007 7.~~63125~~28313% 11,609,000.00 7370,~~825~~458.9821 M-9 00442JAP9 1012/24/2007 7.~~63125~~28313% 8,292,000.00 5250,~~731~~326.9443 CE ACE07ASCE 0911/30/2007 0.00000% 32,753,989.00 ~~193~~323,~~654~~164.2891 P ACE07ASP1 0911/30/2007 0.00000% 100.00 3648,~~889~~809.1519 R ACE07ASR1 0911/30/2007 0.00000% 0.00 0.00 Totals ~~783~~773,~~932~~100,~~172~~358.0723 3,~~697~~576,~~516~~519.4372

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A-1 35,~~585~~297,~~595~~565.5429 0.00 ~~261~~252,~~325~~039,~~813~~850.4707 46,~~753~~357,~~689~~608.2887 0.00 A-2A 13,~~599~~086,~~042~~124.7484 0.00 ~~154~~149,~~241~~496,~~631~~729.3203 23,~~281~~709,~~008~~569.0248 0.00 A-2B 0.00 0.00 67,264,000.00 ~~298~~279,~~834~~321.3305 0.00 A-2C 0.00 0.00 57,273,000.00 ~~257~~240,~~310~~695.8899 0.00 A-2D 0.00 0.00 57,045,000.00 ~~261~~245,~~991~~442.0529 0.00 M-1 0.00 0.00 31,510,000.00 ~~145~~136,~~897~~756.8681 0.00 M-2 0.00 0.00 28,608,000.00 ~~134~~126,~~964~~665.2002 0.00 M-3 0.00 0.00 16,170,000.00 8075,~~327~~636.8493 0.00 M-4 0.00 0.00 14,097,000.00 7470,~~376~~286.3682 0.00 M-5 0.00 0.00 13,682,000.00 7874,~~457~~488.7257 0.00 M-6 0.00 0.00 12,438,000.00 7975,~~097~~489.9164 0.00 M-7 0.00 0.00 12,438,000.00 7975,~~097~~489.9164 0.00 M-8 0.00 0.00 11,609,000.00 7370,~~825~~458.9821 0.00 M-9 0.00 0.00 8,292,000.00 5250,~~731~~326.9443 0.00 CE 0.00 0.00 32,753,989.00 ~~193~~323,~~654~~164.2891 0.00 P 0.00 0.00 100.00 3648,~~889~~809.1519 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 58,~~184~~383,~~638~~690.2813 0.00 ~~778~~764,~~747~~716,~~533~~668.7910 811,~~882~~960,~~154~~209.7185 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-1 284,631,000.00 ~~264~~257,~~911~~337,~~409~~415.0136 0.00 35,~~585~~297,~~595~~565.5429 0.00 A-2A 181,404,000.00 ~~155~~152,~~840~~582,~~674~~853.0687 0.00 13,~~599~~086,~~042~~124.7484 0.00 A-2B 67,264,000.00 67,264,000.00 0.00 0.00 0.00 A-2C 57,273,000.00 57,273,000.00 0.00 0.00 0.00 A-2D 57,045,000.00 57,045,000.00 0.00 0.00 0.00 M-1 31,510,000.00 31,510,000.00 0.00 0.00 0.00 M-2 28,608,000.00 28,608,000.00 0.00 0.00 0.00 M-3 16,170,000.00 16,170,000.00 0.00 0.00 0.00 M-4 14,097,000.00 14,097,000.00 0.00 0.00 0.00 M-5 13,682,000.00 13,682,000.00 0.00 0.00 0.00 M-6 12,438,000.00 12,438,000.00 0.00 0.00 0.00 M-7 12,438,000.00 12,438,000.00 0.00 0.00 0.00 M-8 11,609,000.00 11,609,000.00 0.00 0.00 0.00 M-9 8,292,000.00 8,292,000.00 0.00 0.00 0.00 CE 32,753,811.51 32,753,989.00 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 829,214,911.51 ~~783~~773,~~932~~100,~~172~~358.0723 0.00 58,~~184~~383,~~638~~690.2813 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 35,~~585~~297,~~595~~565.5429 ~~261~~252,~~325~~039,~~813~~850.4707 0.~~91812140~~88549684 35,~~585~~297,~~595~~565.5429 A-2A 0.00 13,~~599~~086,~~042~~124.7484 ~~154~~149,~~241~~496,~~631~~729.3203 0.~~85026588~~82410933 13,~~599~~086,~~042~~124.7484 A-2B 0.00 0.00 67,264,000.00 1.00000000 0.00 A-2C 0.00 0.00 57,273,000.00 1.00000000 0.00 A-2D 0.00 0.00 57,045,000.00 1.00000000 0.00 M-1 0.00 0.00 31,510,000.00 1.00000000 0.00 M-2 0.00 0.00 28,608,000.00 1.00000000 0.00 M-3 0.00 0.00 16,170,000.00 1.00000000 0.00 M-4 0.00 0.00 14,097,000.00 1.00000000 0.00 M-5 0.00 0.00 13,682,000.00 1.00000000 0.00 M-6 0.00 0.00 12,438,000.00 1.00000000 0.00 M-7 0.00 0.00 12,438,000.00 1.00000000 0.00 M-8 0.00 0.00 11,609,000.00 1.00000000 0.00 M-9 0.00 0.00 8,292,000.00 1.00000000 0.00 CE 0.00 0.00 32,753,989.00 1.00000542 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 58,~~184~~383,~~638~~690.2813 ~~778~~764,~~747~~716,~~533~~668.7910 0.~~93913836~~92221770 58,~~184~~383,~~638~~690.2813 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-1 284,631,000.00 ~~930~~904.~~71875168~~10888259 0.00000000 1218.~~59734723~~61204609 0.00000000 A-2A 181,404,000.00 ~~859~~841.~~08069315~~12177168 0.00000000 817.~~81481522~~01244096 0.00000000 A-2B 67,264,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2C 57,273,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-2D 57,045,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 31,510,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 28,608,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 16,170,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 14,097,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 13,682,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 12,438,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 12,438,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 11,609,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 8,292,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE 32,753,811.51 1000.00541891 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 1218.~~59734723~~61204609 ~~918~~885.~~12140445~~49683650 0.~~91812140~~88549684 1218.~~59734723~~61204609 A-2A 0.00000000 817.~~81481522~~01244096 ~~850~~824.~~26587793~~10933072 0.~~85026588~~82410933 817.~~81481522~~01244096 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 1000.00541891 1.00000542 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.~~29125~~94313% ~~264~~257,~~911~~337,~~409~~415.0136 1,~~168~~060,~~093~~043.7458 0.00 A-2A 0911/2526/07 - 1012/2425/07 30 54.~~25125~~90313% ~~155~~152,~~840~~582,~~674~~853.0687 ~~681~~623,~~965~~444.2864 0.00 A-2B 0911/2526/07 - 1012/2425/07 30 54.~~33125~~98313% 67,264,000.00 ~~298~~279,~~834~~321.3305 0.00 A-2C 0911/2526/07 - 1012/2425/07 30 5.~~39125~~04313% 57,273,000.00 ~~257~~240,~~310~~695.8899 0.00 A-2D 0911/2526/07 - 1012/2425/07 30 5.~~51125~~16313% 57,045,000.00 ~~261~~245,~~991~~442.0529 0.00 M-1 0911/2526/07 - 1012/2425/07 30 5.~~55625~~20813% 31,510,000.00 ~~145~~136,~~897~~756.8681 0.00 M-2 0911/2526/07 - 1012/2425/07 30 5.~~66125~~31313% 28,608,000.00 ~~134~~126,~~964~~665.2002 0.00 M-3 0911/2526/07 - 1012/2425/07 30 5.~~96125~~61313% 16,170,000.00 8075,~~327~~636.8493 0.00 M-4 0911/2526/07 - 1012/2425/07 30 65.~~33125~~98313% 14,097,000.00 7470,~~376~~286.3682 0.00 M-5 0911/2526/07 - 1012/2425/07 30 6.~~88125~~53313% 13,682,000.00 7874,~~457~~488.7257 0.00 M-6 0911/2526/07 - 1012/2425/07 30 7.~~63125~~28313% 12,438,000.00 7975,~~097~~489.9164 ~~1,374~~0.1800 M-7 0911/2526/07 - 1012/2425/07 30 7.~~63125~~28313% 12,438,000.00 7975,~~097~~489.9164 ~~1,374~~0.1800 M-8 0911/2526/07 - 1012/2425/07 30 7.~~63125~~28313% 11,609,000.00 7370,~~825~~458.9821 ~~1,282~~0.5900 M-9 0911/2526/07 - 1012/2425/07 30 7.~~63125~~28313% 8,292,000.00 5250,~~731~~326.9443 ~~916~~0.1200 CE N/A N/A 0.00000% 32,753,989.00 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 3,~~466~~204,~~973~~545.0062 ~~4,947~~0.0700

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A-1 0.00 0.00 1,~~168~~060,~~093~~043.7458 0.00 ~~261~~252,~~325~~039,~~813~~850.4707 A-2A 0.00 0.00 ~~681~~623,~~965~~444.2864 0.00 ~~154~~149,~~241~~496,~~631~~729.3203 A-2B 0.00 0.00 ~~298~~279,~~834~~321.3305 0.00 67,264,000.00 A-2C 0.00 0.00 ~~257~~240,~~310~~695.8899 0.00 57,273,000.00 A-2D 0.00 0.00 ~~261~~245,~~991~~442.0529 0.00 57,045,000.00 M-1 0.00 0.00 ~~145~~136,~~897~~756.8681 0.00 31,510,000.00 M-2 0.00 0.00 ~~134~~126,~~964~~665.2002 0.00 28,608,000.00 M-3 0.00 0.00 8075,~~327~~636.8493 0.00 16,170,000.00 M-4 0.00 0.00 7470,~~376~~286.3682 0.00 14,097,000.00 M-5 0.00 0.00 7874,~~457~~488.7257 0.00 13,682,000.00 M-6 ~~1,374~~0.1800 0.00 7975,~~097~~489.9164 0.00 12,438,000.00 M-7 ~~1,374~~0.1800 0.00 7975,~~097~~489.9164 0.00 12,438,000.00 M-8 ~~1,282~~0.5900 0.00 7370,~~825~~458.9821 0.00 11,609,000.00 M-9 ~~916~~0.1200 0.00 5250,~~731~~326.9443 0.00 8,292,000.00 CE 0.00 0.00 ~~193~~323,~~654~~164.2891 0.00 32,753,989.00 P 0.00 0.00 3648,~~889~~809.1519 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 Totals ~~4,947~~0.0700 0.00 3,~~697~~576,~~516~~519.4372 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-1 284,631,000.00 54.~~29125~~94313% ~~930~~904.~~71875168~~10888259 43.~~10388798~~72427311 0.00000000 A-2A 181,404,000.00 54.~~25125~~90313% ~~859~~841.~~08069315~~12177168 3.~~75937289~~43677449 0.00000000 A-2B 67,264,000.00 54.~~33125~~98313% 1000.00000000 4.~~44270828~~15260838 0.00000000 A-2C 57,273,000.00 5.~~39125~~04313% 1000.00000000 4.~~49270826~~20260838 0.00000000 A-2D 57,045,000.00 5.~~51125~~16313% 1000.00000000 4.~~59270839~~30260829 0.00000000 M-1 31,510,000.00 5.~~55625~~20813% 1000.00000000 4.~~63020819~~34010822 0.00000000 M-2 28,608,000.00 5.~~66125~~31313% 1000.00000000 4.~~71770833~~42760836 0.00000000 M-3 16,170,000.00 5.~~96125~~61313% 1000.00000000 4.~~96770810~~67760853 0.00000000 M-4 14,097,000.00 65.~~33125~~98313% 1000.00000000 54.~~27604171~~98594169 0.00000000 M-5 13,682,000.00 6.~~88125~~53313% 1000.00000000 5.~~73437509~~44427496 0.00000000 M-6 12,438,000.00 7.~~63125~~28313% 1000.00000000 6.~~35937530~~06927480 0.~~11048239~~00000000 M-7 12,438,000.00 7.~~63125~~28313% 1000.00000000 6.~~35937530~~06927480 0.~~11048239~~00000000 M-8 11,609,000.00 7.~~63125~~28313% 1000.00000000 6.~~35937462~~06927470 0.~~11048238~~00000000 M-9 8,292,000.00 7.~~63125~~28313% 1000.00000000 6.~~35937530~~06927521 0.~~11048239~~00000000 CE 32,753,811.51 0.00000% 1000.00541891 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.~~10388798~~72427311 0.00000000 ~~918~~885.~~12140445~~49683650 A-2A 0.00000000 0.00000000 3.~~75937289~~43677449 0.00000000 ~~850~~824.~~26587793~~10933072 A-2B 0.00000000 0.00000000 4.~~44270828~~15260838 0.00000000 1000.00000000 A-2C 0.00000000 0.00000000 4.~~49270826~~20260838 0.00000000 1000.00000000 A-2D 0.00000000 0.00000000 4.~~59270839~~30260829 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~63020819~~34010822 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~71770833~~42760836 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 4.~~96770810~~67760853 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 54.~~27604171~~98594169 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 5.~~73437509~~44427496 0.00000000 1000.00000000 M-6 0.~~11048239~~00000000 0.00000000 6.~~35937530~~06927480 0.00000000 1000.00000000 M-7 0.~~11048239~~00000000 0.00000000 6.~~35937530~~06927480 0.00000000 1000.00000000 M-8 0.~~11048238~~00000000 0.00000000 6.~~35937462~~06927470 0.00000000 1000.00000000 M-9 0.~~11048239~~00000000 0.00000000 6.~~35937530~~06927521 0.00000000 1000.00000000 CE 0.00000000 0.00000000 59.~~91241969~~86648256 0.00000000 1000.00541891 P 0.00000000 0.00000000 ~~368891~~488091.~~50000000~~90000000 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 1013,~~118~~407,~~989~~542.0122 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 1,~~700~~833,~~209~~174.7550 Gains & Subsequent Recoveries (Realized Losses) (1,~~468~~293,~~787~~708.8931) Prepayment Penalties 3648,~~889~~809.1519 Swap/Cap Payments ~~231~~25,~~820~~655.5219 Total Deposits 1014,~~619~~021,~~120~~472.5479 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 1,~~399~~728,~~221~~185.7153 Total Administration Fees ~~337~~333,~~744~~077.1241 Payment of Interest and Principal 811,~~882~~960,~~154~~209.7185 Total Withdrawals (Pool Distribution Amount) 1014,~~619~~021,~~120~~472.5479 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~326~~322,~~638~~125.4115 Credit Risk Management Fee- Clayton Fixed Income 8,~~819~~697.2438 Master Servicing Fee- Wells Fargo Bank, N.A. 2,~~286~~254.4788 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~337~~333,~~744~~077.1241 *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 0.00 0.00 1,000.00 Supplemental Interest Trust 0.00 ~~231~~25,~~820~~655.5219 ~~231~~25,~~820~~655.5219 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Group I Cap Agreement l- Bear Stearns 0.00 0.00 0.00 Group II Cap Agreement - Bear Stearns 0.00 0.00 0.00 Interest Rate Swap Agreement - Bear Stearns 32,~~059~~656,~~881~~352.8323 2,~~828~~630,~~061~~697.3104 ~~231~~25,~~820~~655.5219

Collateral Statement Group Group I Group II Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 8.~~285032~~273419 7.~~919555~~907482 Weighted Average Net Rate 7.~~785032~~773419 7.~~419555~~407482 Weighted Average Pass-Through Rate 7.~~768032~~756419 7.~~402555~~390482 Weighted Average Remaining Term ~~343~~341 ~~339~~337 Principal And Interest Constant 2,~~519~~469,~~849~~817.6640 3,~~036~~005,~~736~~053.2307 Beginning Loan Count 2,~~350~~302 2,~~050~~022 Loans Paid in Full 2032 1827 Ending Loan Count 2,~~330~~270 21,~~032~~995 Beginning Scheduled Balance ~~345~~338,~~744~~989,~~598~~940.5581 ~~438~~434,~~187~~110,~~573~~417.5343 Ending Scheduled Balance ~~342~~334,~~955~~183,~~201~~286.7329 ~~435~~430,~~792~~533,~~332~~381.0782 Actual Ending Collateral Balance ~~343~~334,~~153~~410,~~542~~453.2636 ~~436~~430,~~012~~785,~~661~~659.9125 Scheduled Principal 132,~~762~~645.0893 144,~~860~~452.6777 Unscheduled Principal 24,~~656~~674,~~634~~008.7459 23,~~250~~432,~~380~~582.7984 Negative Amortized Principal 0.00 0.00 Scheduled Interest 2,~~387~~337,~~087~~171.5847 2,~~891~~860,~~875~~600.5630 Servicing Fees ~~144~~141,~~060~~245.2581 ~~182~~180,~~578~~879.1634 Master Servicing Fees ~~1,008~~988.4373 1,~~278~~266.0415 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 3,~~889~~813.6364 4,~~929~~883.6174 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 2,~~238~~191,~~129~~123.2729 2,~~703~~673,~~089~~571.7507 Realized Loss Amount ~~174~~298,~~239~~723.6490 1994,~~294,548~~984.2541 Cumulative Realized Loss ~~427~~1,~~477~~080,599.9433 34,~~659~~843,~~178~~371.7049 Percentage of Cumulative Losses 0.~~1173~~2965 01.~~7873~~0421 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 2635,~~078~~471.7943 1013,~~810~~337.3676 Prepayment Penalty Paid Count 612 49 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 87.~~013967~~960427 Weighted Average Net Rate 7.~~513967~~460427 Weighted Average Pass-Through Rate 7.~~496966~~443426 Weighted Average Remaining Term ~~341~~339 Principal And Interest Constant 5,~~556~~474,~~585~~870.8947 Beginning Loan Count 4,~~400~~324 Loans Paid in Full 3859 Ending Loan Count 4,~~362~~265 Beginning Scheduled Balance ~~783~~773,~~932~~100,~~172~~358.0824 Ending Scheduled Balance ~~778~~764,~~747~~716,~~533~~668.8011 Actual Ending Collateral Balance ~~779~~765,~~166~~196,~~204~~112.1761 Scheduled Principal 277,~~622~~098.7570 Unscheduled Principal 48,~~907~~106,~~015~~591.5343 Negative Amortized Principal 0.00 Scheduled Interest 5,~~278~~197,~~963~~771.1477 Servicing Fees ~~326~~322,~~638~~125.4115 Master Servicing Fees 2,~~286~~254.4788 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 8,~~819~~697.2438 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 4,~~941~~864,~~219~~694.0236 Realized Loss Amount 1,~~468~~293,~~787~~708.8931 Cumulative Realized Loss 45,~~086~~923,~~656~~970.6482 Percentage of Cumulative Losses 0.~~4928~~7144 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 3648,~~889~~809.1519 Prepayment Penalty Paid Count 1021 Special Servicing Fee 0.00

Additional Reporting - Deal Level Cash Reporting Net Monthly Excess Cashflow 1,~~359~~528,~~952~~180.40100 Informational Reporting Aggregate Loss Severity Percentage 0.~~727079~~745351% Credit Enhancement Percentage 21.~~991984~~554481% Delinquency Percentage 1520.~~411608~~544326% Extraordinary Trust Fund Expenses 0.00 Relief Act Interest Shortfalls ~~677~~1403.7199 Structural Reporting Overcollateralization Amount 32,753,989.00 Overcollateralization Reduction Amount 0.00 Overcollateralization Increase Amount 0.00 Required Overcollateralization Amount 32,753,989.00 Trigger Event Reporting Stepdown Occurred NO Trigger Event Occured NO Enhancement Delinquency Trigger Trigger Result Fail Threshold Value 87.~~027074~~867386% Calculated Value 1520.~~411608~~544326% Cumulative Loss Trigger Trigger Result Pass Threshold Value 1.550000% Calculated Value 0.~~475222~~687583% Trigger Trigger Result N/A

Delinquency Status - OTS Delinquency Calculation Method DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 108 0 0 108 1,~~739~~050,~~395~~565.3035 0.00 0.00 1,~~739~~050,~~395~~565.3035 30 Days ~~222~~245 1 0 0 ~~223~~246 4043,~~789~~608,~~615~~614.9534 5296,~~414~~000.4300 0.00 0.00 4043,~~842~~704,~~030~~614.3834 60 Days ~~147~~168 0 1 0 0169 ~~148 26~~32,~~606~~406,~~193~~872.0803 ~~77,834~~0.5500 0192,000.00 0.00 2632,~~684~~598,~~027~~872.6303 90 Days 74 32 4952 0 ~~126~~128 10,~~006~~733,~~611~~166.1437 ~~471~~121,~~219~~400.3635 913,~~339~~604,~~387~~405.9697 0.00 1924,~~817~~458,~~218~~972.4669 120 Days 4858 13 5653 23 ~~107~~117 7,~~213~~791,~~336~~096.4781 ~~227~~142,~~904~~502.5669 1513,~~208~~669,~~755~~045.7741 ~~170~~354,~~683~~296.9901 2221,~~820~~956,~~680~~940.7992 150 Days 1935 62 4345 83 7685 24,~~637~~855,~~202~~709.7076 1190,~~077,943~~157.5771 139,~~444~~661,~~180~~165.8776 1241,~~065,164~~854.90 1814,~~224~~948,~~492~~888.0413 180+ Days 1329 817 56106 3283 ~~109~~235 24,~~304~~187,~~136~~928.1607 23,~~116~~234,~~600~~546.7976 1827,~~138~~468,~~412~~545.1765 827,~~267~~323,~~258~~828.62 30 62,~~826~~214,~~407~~848.7478 Totals ~~523~~609 3033 ~~204~~257 4289 ~~799~~988 89103,~~557~~583,~~095~~387.5038 54,~~763~~835,~~312~~172.5686 5664,~~130~~595,~~736~~162.7779 927,~~503~~919,~~107~~979.5121 ~~160~~200,~~954~~933,~~252~~702.3424 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.~~229253~~187573% 0.000000% 0.000000% 0.~~229253~~187573% 0.~~223238~~137294% 0.000000% 0.000000% 0.~~223238~~137294% 30 Days 5.~~089409~~744431% 0.~~022925~~023447% 0.000000% 0.000000% 5.~~112334~~767878% 5.~~235034~~699011% 0.~~006727~~012546% 0.000000% 0.000000% 5.~~241761~~711557% 60 Days 3.~~370014~~939039% 0.~~022925~~000000% 0.~~000000~~023447% 0.000000% 3.~~392939~~962485% 34.~~414701~~235107% 0.~~009989~~000000% 0.~~000000~~025092% 0.000000% 34.~~424690~~260198% 90 Days 1.~~696470~~735053% 0.~~068776~~046893% 1.~~123338~~219226% 0.000000% 23.~~888583~~001172% 1.~~284272~~402669% 0.~~060477~~015865% 1.~~198639~~777898% 0.000000% 23.~~543388~~196432% 120 Days 1.~~100413~~359906% 0.~~022925~~070340% 1.~~283815~~242673% 0.~~045851~~070340% 2.~~453003~~743259% 01.~~925776~~018183% 0.~~029250~~018623% 1.~~951927~~786345% 0.~~021906~~046301% 2.~~928859~~869453% 150 Days 0.~~435580~~820633% 0.~~137552~~046893% 01.~~985786~~055100% 0.~~183402~~070340% 1.~~742320~~992966% 0.~~338465~~634571% 0.~~138346~~024851% 1.~~725457~~262574% 0.~~136706~~031607% 21.~~338974~~953602% 180+ Days 0.~~298028~~679953% 0.~~183402~~398593% 12.~~283815~~485346% 01.~~733608~~946073% 25.~~498854~~509965% 0.~~295718~~547301% 0.~~271649~~422708% 23.~~327926~~589739% 13.~~061039~~570827% 38.~~956333~~130576% Totals 1114.~~989913~~279015% 0.~~687758~~773740% 46.~~676754~~025791% 02.~~962861~~086753% 1823.~~317286~~165299% 1113.~~493966~~536842% 0.~~739677~~631887% 78.~~203949~~441648% 13.~~219651~~648735% 2026.~~657243~~259112% Please refer to CTSLink.com for a list of delinquency code descriptions.

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 1,~~700~~833,~~209~~174.7550

SUBORDINATION LEVEL/CREDIT ENHANCEMENT/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class R 181,597,911.51 21.89998141% 181,598,089.00 23.~~31925061~~74710747% 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 4 0 0 4 548,~~948~~559.2763 0.00 0.00 548,~~948~~559.2763 30 Days ~~112~~142 1 0 0 ~~113~~143 1621,~~945~~056,~~714~~267.3084 5296,~~414~~000.4300 0.00 0.00 1621,~~998~~152,~~128~~267.7384 60 Days 7976 0 01 0 7977 1112,~~946~~635,~~654~~229.4775 0.00 0192,000.00 0.00 1112,~~946~~827,~~654~~229.4775 90 Days 4039 1 2226 0 6366 45,~~359~~714,~~951~~823.5382 ~~356~~52,~~000~~414.0043 4,~~164~~369,~~645~~939.2859 0.00 810,~~880~~137,~~596~~177.8184 120 Days 23 1 2531 2 5157 2,~~834~~872,~~043~~275.1734 ~~227~~18,~~904~~579.5618 5,~~040~~962,~~041~~454.8225 ~~170~~184,~~683~~592.9963 89,~~272~~037,~~673~~901.5440 150 Days 714 32 1920 51 3437 ~~555~~1,~~282~~198,788.7013 ~~587~~190,~~346~~157.4671 3,~~911~~610,~~802~~083.0993 ~~649~~84,~~820~~782.7700 5,~~704~~083,~~252~~811.0277 180+ Days 413 311 1443 1634 37101 ~~160~~1,~~851~~123,326.3226 ~~544~~1,~~558~~796,715.9563 27,~~167~~566,~~351~~615.4217 36,~~182~~768,~~967~~090.5798 617,~~055~~254,~~729~~748.2604 Totals ~~265~~307 1320 80121 2337 ~~381~~485 3644,~~802~~600,~~497~~711.4914 2,~~317~~702,~~172~~426.6758 1521,~~283~~701,~~840~~092.6194 47,~~003~~037,~~472~~465.3361 5876,~~406~~041,~~983~~696.1027 0-29 Days 0.~~171674~~176211% 0.000000% 0.000000% 0.~~171674~~176211% 0.~~159972~~164038% 0.000000% 0.000000% 0.~~159972~~164038% 30 Days 46.~~806867~~255507% 0.~~042918~~044053% 0.000000% 0.000000% 46.~~849785~~299559% 46.~~938231~~296534% 0.~~015274~~028707% 0.000000% 0.000000% 46.~~953505~~325241% 60 Days 3.~~390558~~348018% 0.000000% 0.~~000000~~044053% 0.000000% 3.~~390558~~392070% 3.~~481431~~778360% 0.000000% 0.~~000000~~057414% 0.000000% 3.~~481431~~835774% 90 Days 1.~~716738~~718062% 0.~~042918~~044053% 01.~~944206~~145374% 0.000000% 2.~~703863~~907489% 1.~~270554~~708925% 0.~~103744~~015674% 1.~~213639~~306759% 0.000000% 23.~~587937~~031358% 120 Days 01.~~987124~~013216% 0.~~042918~~044053% 1.~~072961~~365639% 0.~~085837~~088106% 2.~~188841~~511013% 0.~~825882~~858907% 0.~~066415~~005556% 1.~~468742~~782975% 0.~~049740~~055199% 2.~~410779~~702637% 150 Days 0.~~300429~~616740% 0.~~128755~~088106% 0.~~815451~~881057% 0.~~214592~~044053% 1.~~459227~~629956% 0.~~161818~~358478% 0.~~171161~~056864% 1.~~139957~~079537% 0.~~189367~~025353% 1.~~662303~~520231% 180+ Days 0.~~171674~~572687% 0.~~128755~~484581% 01.~~600858~~894273% 01.~~686695~~497797% 14.~~587983~~449339% 0.~~046874~~335912% 0.~~158693~~537279% 02.~~631598~~262673% 02.~~927564~~023887% 15.~~764729~~159751% Totals 1113.~~373391~~524229% 0.~~557940~~881057% 35.~~433476~~330396% 01.~~987124~~629956% 1621.~~351931~~365639% 1013.~~724790~~337116% 0.~~675258~~808117% 46.~~453936~~489358% 12.~~166671~~104439% 1722.~~020656~~739031% 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 64 0 0 64 1502,~~190,447~~005.0372 0.00 0.00 1502,~~190,447~~005.0372 30 Days ~~110~~103 0 0 0 ~~110~~103 2322,~~843~~552,~~901~~346.6550 0.00 0.00 0.00 2322,~~843~~552,~~901~~346.6550 60 Days 6892 10 0 0 6992 1419,~~659~~771,~~538~~642.6128 ~~77,834~~0.5500 0.00 0.00 1419,~~737~~771,~~373~~642.1628 90 Days 3435 21 2726 0 6362 5,~~646~~018,~~659~~342.6155 ~~115~~68,~~219~~985.3692 59,~~174~~234,~~742~~466.6838 0.00 1014,~~936~~321,~~621~~794.6585 120 Days 2535 02 3122 01 5660 4,~~379~~918,~~293~~821.3047 0123,923.0051 107,~~168~~706,~~713~~591.9516 0169,703.0038 1412,~~548~~919,~~007~~039.2552 150 Days 1221 30 2425 32 4248 23,~~081~~656,~~920~~921.0063 ~~490,597~~0.1100 96,~~532~~051,~~378~~081.7883 ~~415~~157,~~344~~072.1390 129,~~520~~865,~~240~~076.0236 180+ Days 916 56 4263 1649 72134 23,~~143~~064,~~284~~601.8481 1,~~572~~437,~~041~~831.8413 1519,~~971~~901,~~060~~930.7548 520,~~084~~555,~~291~~737.0532 2444,~~770~~960,~~678~~100.4874 Totals ~~258~~302 1713 ~~124~~136 1952 ~~418~~503 5258,~~754~~982,~~598~~676.0124 32,~~446~~132,~~139~~746.8928 4042,~~846~~894,~~896~~069.1685 520,~~499~~882,~~635~~513.1860 ~~102~~124,~~547~~892,~~269~~005.2497 0-29 Days 0.~~295276~~200501% 0.000000% 0.000000% 0.~~295276~~200501% 0.~~273030~~116533% 0.000000% 0.000000% 0.~~273030~~116533% 30 Days 5.~~413386~~162907% 0.000000% 0.000000% 0.000000% 5.~~413386~~162907% 5.~~468626~~235166% 0.000000% 0.000000% 0.000000% 5.~~468626~~235166% 60 Days 34.~~346457~~611529% 0.~~049213~~000000% 0.000000% 0.000000% 34.~~395669~~611529% 34.~~362182~~589670% 0.~~017851~~000000% 0.000000% 0.000000% 34.~~380033~~589670% 90 Days 1.~~673228~~754386% 0.~~098425~~050125% 1.~~328740~~303258% 0.000000% 3.~~100394~~107769% 1.~~295068~~164928% 0.~~026426~~016014% 12.~~186833~~143634% 0.000000% 23.~~508327~~324576% 120 Days 1.~~230315~~754386% 0.~~000000~~100251% 1.~~525591~~102757% 0.~~000000~~050125% 23.~~755906~~007519% 1.~~004396~~141826% 0.~~000000~~028767% 21.~~332206~~788962% 0.~~000000~~039394% 32.~~336602~~998948% 150 Days 01.~~590551~~052632% 0.~~147638~~000000% 1.~~181102~~253133% 0.~~147638~~100251% 2.~~066929~~406015% 0.~~477491~~848896% 0.~~112519~~000000% 21.~~186262~~404662% 0.~~095260~~036462% 2.~~871531~~290020% 180+ Days 0.~~442913~~802005% 0.~~246063~~300752% 23.~~066929~~157895% 02.~~787402~~456140% 36.~~543307~~716792% 0.~~491565~~711398% 0.~~360550~~333769% 34.~~662981~~619915% 14.~~166088~~771686% 510.~~681183~~436768% Totals 1215.~~696850~~137845% 0.~~836614~~651629% 6.~~102362~~817043% 02.~~935039~~606516% 2025.~~570866~~213033% 1213.~~099327~~691885% 0.~~790376~~495083% 9.~~368282~~957172% 14.~~261348~~847541% 2328.~~519333~~991681% 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 4785 1318,~~923~~713,~~701~~114.4685 12.~~787~~446 1643 6,821,387.24 2.040 210 - 239 53 14,~~105~~561,~~028~~582.92 1.903 28 5,136,206.01 1.536 240 - 269 41 13,388,211.58 1.750 11 1,748,454.45 0.~~613~~523 ~~210~~270 - ~~239~~299 3532 109,~~687~~761,~~182~~415.4358 1.~~372~~276 11 2,356,793.60 0.~~687~~705 ~~240~~300 - ~~269~~329 2119 4,~~737~~372,329.13 0.~~608~~571 76 1880,~~222,~~706.74 0.~~356~~263 ~~270~~330 - ~~299~~359 65 1,~~478~~418,194.72 0.~~190~~185 32 ~~371~~311,200.00 0.~~108~~093 Total ~~109~~235 3062,~~826~~214,~~407~~848.7478 38.~~957~~131 37101 617,~~055~~254,~~729~~748.2604 15.~~764~~160

180+ Delinquency Summary (continued) Group II Days Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Balance($) 180 - 209 3142 11,~~818~~891,~~672~~727.5461 2.~~711~~760 210 - 239 2425 89,~~330~~425,~~388~~376.8391 12.~~911~~188 240 - 269 1430 11,639,757.13 2.702 270 - 299 21 7,404,621.98 1.719 300 - 329 13 3,~~514~~491,622.39 0.~~806~~811 ~~270~~330 - ~~299~~359 3 1,106,994.72 0.~~254~~257 Total 72134 2444,~~770~~960,~~678~~100.4874 510.~~682~~437 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 2031 ~~Nov~~Jan-0607 0.000% Original Principal Balance 411,~~650~~493,~~834~~550.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 411,~~646~~490,~~781~~342.6462 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 4289 ~~Apr~~Jun-07 0.~~000~~020% Original Principal Balance 927,~~509~~931,~~376~~475.40 ~~May~~Jul-07 0.~~000~~194% Current Actual Balance 927,~~503~~919,~~107~~979.5121 ~~Jun~~Aug-07 0.~~020~~412% ~~Jul~~Sep-07 0.~~194~~619% ~~Aug~~Oct-07 01.~~412~~220% ~~Sep~~Nov-07 02.~~619~~136% ~~Oct~~Dec-07 13.~~220~~649% *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 212 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~524~~2,~~680~~582,850.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance ~~524~~2,~~100~~581,135.2976 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 3 ~~Apr~~Jun-07 0.~~000~~046% Original Principal Balance 703,680.00 ~~May~~Jul-07 0.~~000~~144% Current Actual Balance 703,001.05 ~~Jun~~Aug-07 0.~~046~~363% ~~Jul~~Sep-07 0.~~144~~581% ~~Aug~~Oct-07 01.~~363~~167% ~~Sep~~Nov-07 01.~~581~~342% ~~Oct~~Dec-07 12.~~167~~104% *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 92 ~~Nov~~Jan-0607 0.000% Original Principal Balance 2228,~~656,954~~000.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 2227,~~654,739~~376.9921 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 13 ~~Apr~~Jun-07 0.000% Original Principal Balance ~~426~~654,300.00 ~~May~~Jul-07 0.~~000~~234% Current Actual Balance ~~426~~653,~~300~~676.0021 ~~Jun~~Aug-07 0.~~000~~451% ~~Jul~~Sep-07 0.~~234~~649% ~~Aug~~Oct-07 01.~~451~~261% ~~Sep~~Nov-07 02.~~649~~757% ~~Oct~~Dec-07 14.~~261~~848% *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 0113503946 Dec-2007 01-Dec-2006 MI 80.00 84,800.00 Group I 0113579334 Nov-2007 01-Dec-2006 MN 80.00 232,000.00 Group I 0113587914 Dec-2007 01-Dec-2006 CA 75.00 258,750.00 Group I 0113600647 Nov-2007 01-Nov-2006 GA 80.00 204,000.00 Group I 0113615288 Dec-2007 01-Dec-2006 CA 100.00 335,000.00 Group I 0113706441 Oct-2007 01-Dec-2006 CA 95.00 380,000.00 Group I 0113718497 Aug-2007 01-Dec-2006 MN 100.00 179,000.00 Group I 0113721126 Nov-2007 01-Dec-2006 TX 100.00 136,377.00 Group I 0113729334 Jun-2007 01-Dec-2006 MI 100.00 165,000.00 Group I 0113737389 Oct-2007 01-Dec-2006 MT 80.00 240,000.00 Group I 0113775298 Sep-2007 01-Dec-2006 MI 100.00 225,000.00 Group I 0113795796 Oct-2007 01-Dec-2006 AZ 79.99 279,800.00 Group I 0113796518 Dec-2007 01-Jan-2007 CA 87.39 402,000.00 Group I 0113825892 Oct-2007 01-Dec-2006 AZ 100.00 277,000.00 Group I 0113837935 Sep-2007 01-Dec-2006 AL 80.00 71,200.00 Group I 0113841822 Aug-2007 01-Nov-2006 MI 80.00 78,000.00 Group I ~~0113841924~~0113842005 ~~Jul~~Oct-2007 01-Dec-2006 MDTX ~~100~~82.0044 ~~342~~144,~~000~~680.00 Group I ~~0113842005~~0113842691 ~~Oct~~Sep-2007 01-Dec-2006 TXMI 8290.4400 ~~144~~85,~~680~~500.00 Group I ~~0113842691~~0113842694 ~~Sep~~Oct-2007 01-Dec-2006 MI 90.00 8581,~~500~~000.00 Group I ~~0113842694~~0113851238 ~~Oct~~Dec-2007 01-Dec-2006 MIAZ 90100.00 81241,~~000~~500.00 Group I 0113859377 Dec-2007 01-Jan-2007 AZ 80.00 197,600.00 Group I 0113918743 Oct-2007 01-Jan-2007 AZ 80.00 88,000.00 Group I 0113936070 Dec-2007 01-Jan-2007 MN 100.00 286,000.00 Group I 0113968087 Sep-2007 01-Jan-2007 TN 80.00 169,842.40 Group I 0113977739 Dec-2007 01-Jan-2007 MN 80.00 202,400.00 Group I 0113977805 Sep-2007 01-Dec-2006 FL 85.00 192,950.00 Group I ~~0113993941~~0113994198 ~~Oct~~Aug-2007 01-Jan-2007 TNTX 90100.00 95159,~~400~~000.00 Group I ~~0113994198~~0113994282 ~~Aug~~Dec-2007 01-Jan-2007 TXMI 100.00 ~~159~~100,000.00 Group I 0114088271 Dec-2007 01-Jan-2007 MI 100.00 85,000.00 Group I 0114207255 Oct-2007 01-Feb-2007 TN 100.00 75,000.00 Group I 0114216218 Aug-2007 01-Jan-2007 MN 90.00 261,000.00 Group I 0114223624 Dec-2007 01-Jan-2007 AZ 80.00 164,800.00 Group I 0114364584 Oct-2007 01-Feb-2007 MN 90.00 243,000.00 Group I 0114366395 Dec-2007 01-Feb-2007 MN 100.00 225,000.00 Group I 0114455482 Nov-2007 01-Feb-2007 AZ 79.60 318,400.00 Group I 0114633241 Aug-2007 01-Mar-2007 MI 100.00 84,000.00 Group I 0114635424 Oct-2007 01-Mar-2007 MI 100.00 90,000.00 Group II 0113053711 Nov-2007 01-Sep-2006 CA 80.00 487,200.00 Group II 0113308558 Dec-2007 01-Oct-2006 NV 80.00 232,000.00 Group II 0113324563 Oct-2007 01-Oct-2006 CA 80.00 252,000.00 Group II 0113356651 Nov-2007 01-Dec-2006 CA 80.00 440,000.00 Group II 0113432031 Oct-2007 01-Nov-2006 MI 100.00 374,900.00 Group II 0113507634 Dec-2007 01-Dec-2006 TN 62.50 40,000.00 Group II 0113587508 Oct-2007 01-Nov-2006 WV 80.00 354,210.00 Group II 0113603235 Sep-2007 01-Dec-2006 MI 80.00 64,000.00 Group II 0113603256 Nov-2007 01-Dec-2006 CA 80.00 217,600.00 Group II 0113674254 Dec-2007 01-Dec-2006 CA 80.00 260,000.00 Group II 0113674650 Dec-2007 01-Dec-2006 NV 80.00 520,000.00 Group II 0113691851 Dec-2007 01-Dec-2006 CA 80.00 780,000.00 Group II 0113724921 Oct-2007 01-Dec-2006 NV 80.00 240,000.00 Group II 0113767184 Oct-2007 01-Dec-2006 TX 80.00 150,960.00 Group II 0113767193 Nov-2007 01-Dec-2006 CA 80.00 529,600.00 Group II 0113767223 Sep-2007 01-Dec-2006 CA 100.00 360,000.00 Group II 0113767292 Dec-2007 01-Dec-2006 CA 80.00 1,032,000.00 Group II 0113767861 Oct-2007 01-Jan-2007 CA 80.00 616,000.00 Group II 0113775515 Nov-2007 01-Dec-2006 CA 79.99 799,900.00 Group II 0113775758 Oct-2007 01-Dec-2006 TN 80.00 183,992.00 Group II 0113776507 Aug-2007 01-Jan-2007 MI 98.00 426,300.00 Group II 0113795826 Oct-2007 01-Jan-2007 CA 80.00 288,892.00 Group II 0113820416 Jul-2007 01-Dec-2006 MI 80.00 367,200.00 Group II 0113822368 Jul-2007 01-Dec-2006 VA 80.00 552,000.00 Group II 0113836795 Nov-2007 06-Dec-2006 MI 100.00 75,000.00 Group II 0113837795 Sep-2007 01-Nov-2006 AZ 80.00 300,000.00 Group II 0113838291 Nov-2007 01-Jan-2007 CA 80.00 480,192.00 Group II 0113839375 Dec-2007 01-Dec-2006 OH 100.00 46,900.00 Group II 0113839691 Nov-2007 01-Dec-2006 FL 80.00 352,000.00 Group II 0113841903 Nov-2007 01-Dec-2006 AZ 80.00 167,680.00 Group II 0113842652 Sep-2007 01-Dec-2006 TX 80.00 140,000.00 Group II 0113846681 Dec-2007 01-Jan-2007 CA 80.00 776,000.00 Group II 0113852136 Dec-2007 01-Jan-2007 MO 100.00 170,000.00 Group II 0113880025 Nov-2007 01-Feb-2007 CA 80.00 1,160,000.00 Group II 0113882445 Jul-2007 01-Dec-2006 MO 85.00 46,750.00 Group II 0113882813 Dec-2007 01-Jan-2007 CA 80.00 1,480,000.00 Group II 0113891799 Nov-2007 01-Jan-2007 CA 80.00 468,000.00 Group II 0113921349 Nov-2007 01-Dec-2006 MI 100.00 118,000.00 Group II 0113950719 Dec-2007 01-Jan-2007 CO 80.00 217,600.00 Group II 0114021463 Dec-2007 01-Jan-2007 MI 80.00 188,000.00 Group II 0114037976 Dec-2007 01-Jan-2007 CA 80.00 267,200.00 Group II 0114158050 Sep-2007 01-Jan-2007 MI 100.00 69,800.00 Group II 0114202914 Nov-2007 01-Feb-2007 CA 80.00 440,000.00 Group II 0114233159 Aug-2007 01-Feb-2007 MI 80.00 520,000.00 Group II 0114265012 Nov-2007 01-Feb-2007 CA 80.00 740,000.00 Group II 0114343249 Dec-2007 01-Feb-2007 FL 100.00 350,000.00 Group II 0114366434 Dec-2007 01-Feb-2007 CA 80.00 608,000.00 Group II 0114373935 Dec-2007 01-Feb-2007 CA 80.00 864,000.00 Group II 0114425772 Oct-2007 01-Feb-2007 MN 80.00 196,000.00 Group II 0114490048 Dec-2007 01-Mar-2007 CA 80.00 444,000.00 Group II 0114503923 Dec-2007 01-Mar-2007 MI 100.00 170,000.00 Group II 0114739640 Dec-2007 01-Jan-2007 AZ 100.00 465,000.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I 0113503946 84,800.00 01-Jun-2007 4 8.500% 3,392.04 Group I 0113579334 232,000.00 01-Dec-2006 10 9.950% 18,270.00 Group I 0113587914 257,975.13 01-Apr-2007 6 8.625% 13,943.19 Group I 0113600647 203,403.75 01-Feb-2007 8 7.625% 12,035.96 Group I 0113615288 334,901.30 01-Apr-2007 6 9.990% 21,183.51 Group I 0113706441 379,685.09 01-Jan-2007 79 8.875% 2126,~~176~~464.9587 Group I 0113718497 178,900.76 01-Jan-2007 79 8.125% 11,349.79 Group I 0113721126 136,270.02 01-Mar-2007 7 9.875% 9,~~082~~581.49 Group I 0113729334 164,934.43 01-Dec-2006 810 10.500% 1013,~~970~~707.7861 Group I 0113737389 240,000.00 01-Nov-2006 911 9.750% 1418,~~753~~433.9422 Group I 0113775298 224,532.01 01-Mar-2007 57 10.500% 1316,~~081~~811.0826 Group I 0113795796 279,124.76 01-Feb-2007 68 7.125% 1215,~~292~~352.3852 Group I ~~0113825892~~0113796518 ~~276~~402,~~939~~000.2900 01-~~Jan~~Mar-2007 7 86.~~375~~500% 1418,~~531~~090.9500 Group I ~~0113837935~~0113825892 71276,~~200~~939.0029 01-~~Nov~~Jan-~~2006~~2007 9 78.~~900~~375% 318,~~496~~162.5984 Group I ~~0113841822~~0113837935 7871,~~000~~200.00 01-~~Feb~~Nov-~~2007~~2006 611 87.~~125~~900% 34,~~965~~367.0356 Group I ~~0113841924~~0113841822 ~~342~~78,000.00 01-~~Dec~~Feb-~~2006~~2007 8 118.125% 244,~~225~~956.0229 Group I 0113842005 144,415.20 01-Feb-2007 68 8.500% 79,~~685~~600.2132 Group I 0113842691 85,301.45 01-Mar-2007 57 9.750% 45,~~595~~906.9206 Group I 0113842694 80,772.57 01-Apr-2007 46 9.750% 34,~~731~~972.0927 Group I 0113851238 241,362.41 01-Apr-2007 6 11.125% 17,089.35 Group I 0113859377 197,600.00 01-Feb-2007 8 7.500% 11,526.70 Group I 0113918743 88,000.00 01-Dec-2006 810 8.250% 45,~~530~~659.4121 Group I 0113936070 285,807.43 01-Apr-2007 6 8.875% 15,957.88 Group I 0113968087 169,793.99 01-Mar-2007 57 7.500% 8,914.42 Group I 0113977739 202,314.86 01-Apr-2007 6 8.500% 10,~~933~~786.5004 Group I 0113977805 192,914.51 01-Dec-2006 810 9.500% 14,450.67 Group I 0113994198 158,995.71 01-Jan-2007 9 11.875% 15,~~562~~068.8039 Group I ~~0113993941~~0113994282 9599,~~216~~792.2563 01-~~Mar~~Jun-2007 54 811.250% 45,~~296~~358.0499 Group I ~~0113994198~~0114088271 ~~158~~84,~~995~~782.7100 01-~~Jan~~May-2007 75 119.~~875~~375% 124,~~054~~382.9122 Group I 0114207255 74,977.07 01-Mar-2007 57 10.125% 45,~~207~~408.6597 Group I 0114216218 260,857.82 01-Jan-2007 79 9.013% 1418,~~767~~448.3252 Group I 0114223624 164,800.00 01-Apr-2007 6 8.200% 8,459.68 Group I 0114364584 243,000.00 01-Jan-2007 79 8.888% 1316,~~574~~964.8160 Group I 0114366395 225,000.00 01-Apr-2007 6 9.875% 14,062.48 Group I 0114455482 318,400.00 01-Mar-2007 7 7.625% 17,014.50 Group I 0114633241 84,000.00 01-Feb-2007 68 10.875% 57,~~802~~250.4225 Group I 0114635424 89,911.42 01-Apr-2007 46 9.630% 45,~~099~~463.15 Group II 0113053711 486,787.56 01-Dec-2006 10 8.075% 30,669.99 Group II 0113308558 231,737.25 01-Jan-2007 9 8.075% 14,580.42 Group II 0113324563 251,263.46 01-Jan-2007 79 7.625% 1114,~~894~~856.4048 Group II 0113356651 440,000.00 01-Feb-2007 8 8.250% 28,416.70 Group II 0113432031 374,758.86 01-Nov-2006 911 10.750% 2531,~~543~~916.4323 Group II 0113507634 39,376.21 01-May-2007 5 9.400% 2,027.44 Group II 0113587508 354,210.00 01-Dec-2006 810 8.750% 1924,~~481~~351.5290 Group II 0113603235 64,000.00 01-Dec-2006 810 9.375% 34,~~786~~733.6430 Group II 0113603256 217,600.00 01-Mar-2007 7 8.500% 13,055.94 Group II 0113674254 260,000.00 01-Apr-2007 6 7.125% 11,483.36 Group II 0113674650 520,000.00 01-Jan-2007 9 7.875% 31,958.30 Group II 0113691851 780,000.00 01-Mar-2007 7 8.125% 44,606.25 Group II 0113724921 240,000.00 01-Jan-2007 79 7.750% 1114,~~600~~500.00 Group II 0113767184 149,623.67 01-Mar-2007 57 8.625% 9,106.36 Group II 0113767193 529,422.69 01-Feb-2007 8 7.990% 33,~~084~~045.9689 Group II 0113767223 360,000.00 01-Dec-2006 810 10.375% 2329,~~700~~625.00 Group II 0113767292 1,032,000.00 01-Apr-2007 6 7.875% 50,740.00 Group II 0113767861 616,000.00 01-Jan-2007 79 8.500% 3241,~~853~~066.2860 Group II 0113775515 799,591.70 01-Feb-2007 8 9.250% 58,305.83 Group II 0113775758 183,992.00 01-Feb-2007 68 8.500% 912,~~812~~266.9620 Group II 0113776507 426,300.00 01-Dec-2006 810 10.375% 2834,~~000~~985.2206 Group II 0113795826 288,892.00 01-Jan-2007 79 8.000% 1418,~~444~~055.6480 Group II 0113820416 366,629.64 01-Jan-2007 79 8.750% 2025,~~110~~122.3952 Group II 0113822368 551,999.86 01-Dec-2006 810 6.750% 2328,~~000~~750.00 Group II 0113836795 74,930.52 06-Feb-2007 8 11.700% 6,985.62 Group II 0113837795 299,804.76 01-Dec-2006 810 8.150% 1519,~~233~~029.8922 Group II 0113838291 480,039.44 01-Feb-2007 8 7.625% 28,503.20 Group II 0113839375 46,858.33 01-Jan-2007 9 10.000% 3,700.18 Group II 0113839691 352,000.00 01-Jan-2007 9 9.750% 27,133.30 Group II 0113841903 167,680.00 01-Dec-2006 10 6.625% 8,558.60 Group II 0113842652 139,709.05 01-Feb-2007 68 7.875% 8,558.64 Group II 0113846681 776,000.00 01-Feb-2007 8 7.625% 46,075.00 Group II 0113852136 170,000.00 01-Apr-2007 6 9.500% 10,~~851~~200.9100 Group II 0113880025 1,160,000.00 01-Feb-2007 8 8.625% 78,541.70 Group II 0113882445 46,731.42 01-Dec-2006 810 10.500% 3,~~108~~885.8747 Group II 0113882813 1,480,000.00 01-Apr-2007 6 7.625% 70,300.00 Group II 0113891799 468,000.00 01-Feb-2007 8 8.125% 29,737.50 Group II 0113921349 117,696.69 01-May-2007 5 10.250% 6,684.98 Group II 0113950719 217,530.31 01-Feb-2007 8 7.375% 12,453.46 Group II 0114021463 188,000.00 01-Dec-2006 10 8.375% 12,316.41 Group II 0114037976 267,200.00 01-Mar-2007 7 7.625% 14,278.50 Group II 0114158050 69,720.46 01-Mar-2007 57 10.750% 45,~~164~~353.5272 Group II 0114202914 440,000.00 01-Feb-2007 8 8.125% 27,958.40 Group II 0114233159 520,000.00 01-Feb-2007 68 9.000% 2936,~~466~~833.6430 Group II 0114265012 739,922.96 01-Feb-2007 8 8.499% 49,298.31 Group II 0114343249 349,963.58 01-Feb-2007 8 8.500% 23,319.69 Group II 0114366434 608,000.00 01-Feb-2007 8 6.990% 32,882.70 Group II 0114373935 864,000.00 01-Mar-2007 7 7.990% 48,535.20 Group II 0114425772 196,000.00 01-Mar-2007 57 8.250% 11,392.47 Group II 0114490048 444,000.00 01-Apr-2007 6 6.500% 17,760.00 Group II 0114503923 169,703.38 01-Jun-2007 4 10.125% 8,~~860~~157.8175 Group II 0114739640 464,837.80 01-Apr-2007 6 9.000% 26,332.54

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 6177 ~~Nov~~Jan-0607 0.000% Original Principal Balance 1119,~~897~~420,~~727~~361.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 1119,~~882~~387,~~601~~442.9564 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 01.~~000~~043% Loans in Foreclosure ~~204~~257 ~~Apr~~Jun-07 02.~~000~~145% Original Principal Balance 5664,~~167~~671,~~412~~150.0060 ~~May~~Jul-07 13.~~043~~748% Current Actual Balance 5664,~~130~~595,~~736~~162.7779 ~~Jun~~Aug-07 25.~~145~~319% ~~Jul~~Sep-07 36.~~748~~946% ~~Aug~~Oct-07 57.~~319~~204% ~~Sep~~Nov-07 67.~~946~~840% ~~Oct~~Dec-07 78.~~204~~442% *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 271 ~~Nov~~Jan-0607 0.000% Original Principal Balance 5116,~~171,478~~000.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 5115,~~162,701~~593.1202 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 0.~~000~~589% Loans in Foreclosure 15 ~~Apr~~Jun-07 01.~~000~~354% Original Principal Balance ~~125~~822,~~000~~516.00 ~~May~~Jul-07 01.~~589~~819% Current Actual Balance ~~124~~820,~~873~~133.2633 ~~Jun~~Aug-07 12.~~354~~815% ~~Jul~~Sep-07 14.~~819~~129% ~~Aug~~Oct-07 24.~~815~~454% ~~Sep~~Nov-07 45.~~129~~625% ~~Oct~~Dec-07 46.~~454~~489% *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 32 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~214~~728,800.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance ~~213~~726,~~686~~877.6417 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 01.~~000~~399% Loans in Foreclosure 6 ~~Apr~~Jun-07 02.~~000~~770% Original Principal Balance ~~808~~1,452,750.00 ~~May~~Jul-07 15.~~399~~266% Current Actual Balance ~~806~~1,~~855~~449,655.3590 ~~Jun~~Aug-07 27.~~770~~300% ~~Jul~~Sep-07 59.~~266~~170% ~~Aug~~Oct-07 79.~~300~~368% ~~Sep~~Nov-07 9.~~170~~570% ~~Oct~~Dec-07 9.~~368~~957% *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 0113436744 Sep-2007 01-Dec-2006 FL 65.00 149,500.00 Group I 0113568079 Oct-2007 01-Nov-2006 CA 80.00 300,000.00 Group I 0113568711 Oct-2007 01-Nov-2006 TN 80.00 163,080.00 Group I 0113579334 May-2007 01-Dec-2006 MN 80.00 232,000.00 Group I 0113587301 Sep-2007 01-Nov-2006 GA 85.00 109,225.00 Group I 0113587914 Sep-2007 01-Dec-2006 CA 75.00 258,750.00 Group I 0113600647 Jul-2007 01-Nov-2006 GA 80.00 204,000.00 Group I 0113615123 Oct-2007 01-Dec-2006 NV 100.00 240,000.00 Group I 0113621863 Oct-2007 01-Dec-2006 CA 100.00 275,000.00 Group I 0113633852 Oct-2007 01-Dec-2006 CA 80.00 368,000.00 Group I 0113663730 Oct-2007 01-Dec-2006 CA 72.47 308,000.00 Group I 0113674475 Sep-2007 01-Dec-2006 NY 75.00 303,750.00 Group I 0113688845 Oct-2007 01-Dec-2006 MS 80.00 101,648.00 Group I 0113697695 Aug-2007 01-Dec-2006 WY 100.00 123,350.00 Group I 0113721126 Aug-2007 01-Dec-2006 TX 100.00 136,377.00 Group I 0113724331 Aug-2007 01-Dec-2006 OK 90.00 103,500.00 Group I 0113729532 May-2007 01-Dec-2006 WI 100.00 125,000.00 Group I 0113729547 Jul-2007 01-Dec-2006 FL 80.00 176,000.00 Group I 0113729829 Oct-2007 01-Dec-2006 AZ 80.00 264,000.00 Group I 0113729979 Sep-2007 01-Dec-2006 CA 100.00 310,000.00 Group I 0113765821 Sep-2007 01-Dec-2006 CA 80.00 297,600.00 Group I 0113775209 Sep-2007 01-Dec-2006 MD 100.00 66,000.00 Group I 0113775548 Jul-2007 01-Dec-2006 PA 90.00 165,150.00 Group I 0113796518 Aug-2007 01-Jan-2007 CA 87.39 402,000.00 Group I 0113808261 Aug-2007 01-Jan-2007 WA 80.00 150,800.00 Group I 0113837710 Oct-2007 01-Dec-2006 AZ 75.00 208,500.00 Group I 0113837789 Aug-2007 01-Dec-2006 MA 80.00 156,000.00 Group I 0113837995 Oct-2007 01-Dec-2006 VA 80.00 216,000.00 Group I 0113839730 Aug-2007 01-Dec-2006 FL 80.00 300,000.00 Group I 0113841771 Jun-2007 01-Dec-2006 FL 95.00 242,241.00 Group I 0113841819 Oct-2007 01-Dec-2006 PA 80.00 108,800.00 Group I 0113841960 Oct-2007 01-Dec-2006 PA 85.00 110,500.00 Group I 0113842338 Sep-2007 01-Dec-2006 CO 90.00 279,900.00 Group I 0113842356 Oct-2007 01-Dec-2006 MO 80.00 127,920.00 Group I 0113842661 Aug-2007 01-Dec-2006 NV 100.00 190,000.00 Group I 0113851238 Sep-2007 01-Dec-2006 AZ 100.00 241,500.00 Group I 0113851410 Jul-2007 01-Jan-2007 KY 86.21 75,000.00 Group I 0113858779 Sep-2007 01-Dec-2006 WI 85.00 59,500.00 Group I 0113859377 Jul-2007 01-Jan-2007 AZ 80.00 197,600.00 Group I 0113865467 Sep-2007 01-Jan-2007 NV 80.00 211,393.00 Group I 0113905052 Sep-2007 01-Nov-2006 OH 100.00 65,000.00 Group I 0113921652 Jul-2007 01-Jan-2007 GA 80.00 106,400.00 Group I 0113936070 Sep-2007 01-Jan-2007 MN 100.00 286,000.00 Group I 0113950713 Sep-2007 01-Jan-2007 WI 100.00 180,000.00 Group I 0113951160 Oct-2007 01-Dec-2006 FL 80.00 104,000.00 Group I 0113966862 Sep-2007 01-Jan-2007 CA 90.00 333,000.00 Group I 0113975457 Sep-2007 01-Jan-2007 IL 80.00 153,600.00 Group I 0113977739 Sep-2007 01-Jan-2007 MN 80.00 202,400.00 Group I 0114019163 Jun-2007 01-Feb-2007 FL 80.00 138,400.00 Group I 0114022157 Oct-2007 01-Jan-2007 FL 80.00 131,480.00 Group I 0114044820 Oct-2007 01-Feb-2007 WI 100.00 107,000.00 Group I 0114045010 Sep-2007 01-Feb-2007 AZ 100.00 255,000.00 Group I 0114088262 May-2007 01-Jan-2007 WI 100.00 77,900.00 Group I 0114088271 Oct-2007 01-Jan-2007 MI 100.00 85,000.00 Group I 0114131402 Oct-2007 01-Jan-2007 PA 100.00 44,000.00 Group I 0114161846 Jun-2007 01-Jan-2007 OH 90.00 65,700.00 Group I 0114162674 Oct-2007 01-Nov-2006 IN 84.90 216,500.00 Group I 0114201799 Oct-2007 01-Feb-2007 FL 100.00 289,800.00 Group I 0114212230 Oct-2007 01-Jan-2007 WI 78.76 152,000.00 Group I 0114223624 Sep-2007 01-Jan-2007 AZ 80.00 164,800.00 Group I 0114230779 Aug-2007 01-Jan-2007 WI 100.00 160,000.00 Group I 0114261321 Aug-2007 01-Jan-2007 WI 100.00 180,000.00 Group I 0114264677 Aug-2007 01-Feb-2007 FL 90.00 225,000.00 Group I 0114352214 Oct-2007 01-Feb-2007 CA 80.00 244,000.00 Group I 0114364602 Sep-2007 01-Jan-2007 FL 80.00 132,000.00 Group I 0114364686 Aug-2007 01-Feb-2007 FL 100.00 135,000.00 Group I 0114366395 Sep-2007 01-Feb-2007 MN 100.00 225,000.00 Group I 0114373644 Sep-2007 01-Nov-2006 IL 80.00 360,000.00 Group I 0114373665 Oct-2007 01-Feb-2007 MN 95.00 232,750.00 Group I 0114373677 Aug-2007 01-Feb-2007 WI 100.00 100,000.00 Group I 0114455482 Aug-2007 01-Feb-2007 AZ 79.60 318,400.00 Group I 0114470597 Oct-2007 01-Feb-2007 WI 100.00 123,000.00 Group I 0114490057 Oct-2007 01-Feb-2007 CA 85.00 301,750.00 Group I 0114622020 Oct-2007 01-Nov-2006 IL 90.00 100,800.00 Group I 0114622029 Sep-2007 01-Feb-2007 IL 94.70 125,000.00 Group I 0114635415 Sep-2007 01-Mar-2007 FL 77.14 243,000.00 Group I 0114642067 Sep-2007 01-Feb-2007 MD 80.00 213,840.00 Group I 0114739627 Sep-2007 01-Jan-2007 IL 80.00 240,000.00 Group I 0114739682 Sep-2007 01-Jan-2007 OR 80.00 177,200.00 Group I 0114739746 Oct-2007 01-Feb-2007 NV 95.00 247,950.00 Group II 0113007288 May-2007 01-Sep-2006 MN 80.00 437,520.00 Group II 0113053711 Jul-2007 01-Sep-2006 CA 80.00 487,200.00 Group II 0113356651 Jul-2007 01-Dec-2006 CA 80.00 440,000.00 Group II 0113395890 Jun-2007 01-Nov-2006 OH 80.00 99,440.00 Group II 0113396185 Aug-2007 01-Dec-2006 CA 100.00 110,000.00 Group II 0113485707 May-2007 01-Nov-2006 FL 80.00 190,392.00 Group II 0113485758 Oct-2007 01-Nov-2006 AZ 79.97 214,300.00 Group II 0113507634 Oct-2007 01-Dec-2006 TN 62.50 40,000.00 Group II 0113538675 Aug-2007 01-Dec-2006 CA 80.00 335,983.00 Group II 0113570544 Oct-2007 01-Dec-2006 CA 80.00 136,000.00 Group II 0113579361 Sep-2007 01-Dec-2006 IL 80.00 55,920.00 Group II 0113584701 Aug-2007 01-Dec-2006 VA 80.00 133,200.00 Group II 0113600653 Oct-2007 01-Nov-2006 FL 80.00 143,200.00 Group II 0113603256 Aug-2007 01-Dec-2006 CA 80.00 217,600.00 Group II 0113663558 Jul-2007 01-Dec-2006 OH 100.00 80,000.00 Group II 0113664133 Sep-2007 01-Oct-2006 NJ 80.00 204,000.00 Group II 0113666636 Oct-2007 01-Dec-2006 OH 80.00 48,000.00 Group II 0113674254 Sep-2007 01-Dec-2006 CA 80.00 260,000.00 Group II 0113674463 Aug-2007 01-Dec-2006 GA 80.00 259,248.00 Group II 0113681054 Oct-2007 01-Jan-2007 OR 80.00 220,000.00 Group II 0113691619 Jun-2007 01-Dec-2006 CA 80.00 1,000,000.00 Group II 0113691851 Aug-2007 01-Dec-2006 CA 80.00 780,000.00 Group II 0113695659 May-2007 01-Dec-2006 OH 80.00 300,000.00 Group II 0113729316 Aug-2007 02-Dec-2006 OH 80.00 63,920.00 Group II 0113737386 Sep-2007 01-Dec-2006 CA 84.25 535,000.00 Group II 0113764315 Oct-2007 01-Dec-2006 NV 80.00 239,280.00 Group II 0113767193 Jul-2007 01-Dec-2006 CA 80.00 529,600.00 Group II 0113767292 Sep-2007 01-Dec-2006 CA 80.00 1,032,000.00 Group II 0113767903 Sep-2007 01-Dec-2006 CA 80.00 354,400.00 Group II 0113767909 Sep-2007 01-Dec-2006 TX 80.00 189,200.00 Group II 0113775515 Jul-2007 01-Dec-2006 CA 79.99 799,900.00 Group II 0113776492 Oct-2007 01-Jan-2007 CA 80.00 436,000.00 Group II 0113793213 Sep-2007 01-Feb-2007 WA 100.00 148,000.00 Group II 0113793240 Jun-2007 01-Dec-2006 IN 90.00 76,950.00 Group II 0113794114 Aug-2007 01-Apr-2006 FL 94.96 195,600.00 Group II 0113794382 Oct-2007 01-Jan-2007 TX 79.97 114,800.00 Group II 0113794407 Jul-2007 01-Jan-2007 SC 80.00 231,200.00 Group II 0113795886 Oct-2007 01-Jan-2007 WA 80.00 86,800.00 Group II 0113826084 Oct-2007 01-Jan-2007 CA 80.00 320,000.00 Group II 0113831488 Oct-2007 01-Jan-2007 TX 80.00 234,560.00 Group II 0113836795 Oct-2007 06-Dec-2006 MI 100.00 75,000.00 Group II 0113837822 Sep-2007 01-Dec-2006 FL 80.00 560,000.00 Group II 0113838291 Jul-2007 01-Jan-2007 CA 80.00 480,192.00 Group II 0113839351 Jul-2007 01-Dec-2006 OH 80.00 115,980.00 Group II 0113839369 Aug-2007 01-Dec-2006 OH 79.84 122,160.00 Group II 0113839375 Jun-2007 01-Dec-2006 OH 100.00 46,900.00 Group II 0113839381 Oct-2007 01-Dec-2006 OH 85.00 104,550.00 Group II 0113839396 Oct-2007 01-Dec-2006 OH 80.00 273,689.00 Group II 0113839691 Jun-2007 01-Dec-2006 FL 80.00 352,000.00 Group II 0113839748 Jun-2007 01-Jan-2007 NJ 100.00 104,700.00 Group II 0113841762 Oct-2007 01-Dec-2006 MD 80.00 280,878.00 Group II 0113841804 Jul-2007 01-Dec-2006 IL 80.00 319,200.00 Group II 0113841903 May-2007 01-Dec-2006 AZ 80.00 167,680.00 Group II 0113841981 Aug-2007 01-Dec-2006 FL 80.00 552,000.00 Group II 0113843042 Jun-2007 01-Jan-2007 OH 80.00 57,200.00 Group II 0113843613 Oct-2007 01-Jan-2007 OH 80.00 101,600.00 Group II 0113845201 Sep-2007 01-Dec-2006 CA 80.00 404,000.00 Group II 0113845509 Aug-2007 01-Jan-2007 CA 80.00 976,000.00 Group II 0113846651 Jul-2007 01-Jan-2007 GA 80.00 92,000.00 Group II 0113846681 Jul-2007 01-Jan-2007 CA 80.00 776,000.00 Group II 0113851483 Sep-2007 01-Jan-2007 FL 79.98 183,950.00 Group II 0113852136 Sep-2007 01-Jan-2007 MO 100.00 170,000.00 Group II 0113858142 Sep-2007 01-Jan-2007 OH 100.00 110,000.00 Group II 0113859380 Oct-2007 01-Jan-2007 MD 65.00 191,750.00 Group II 0113870644 Sep-2007 01-Jan-2007 FL 79.98 175,950.00 Group II 0113880025 Jul-2007 01-Feb-2007 CA 80.00 1,160,000.00 Group II 0113882382 Oct-2007 01-Jan-2007 CO 80.00 284,000.00 Group II 0113882556 Jun-2007 01-Jan-2007 CA 80.00 784,000.00 Group II 0113882813 Sep-2007 01-Jan-2007 CA 80.00 1,480,000.00 Group II 0113891799 Jul-2007 01-Jan-2007 CA 80.00 468,000.00 Group II 0113905644 Oct-2007 01-Jan-2007 OR 80.00 186,640.00 Group II 0113921349 Oct-2007 01-Dec-2006 MI 100.00 118,000.00 Group II 0113921418 Oct-2007 01-Jan-2007 PA 80.00 60,000.00 Group II 0113930383 Sep-2007 01-Jan-2007 SD 100.00 52,395.00 Group II 0113934078 Sep-2007 01-Jan-2007 IL 80.00 111,600.00 Group II 0113936738 Aug-2007 01-Jan-2007 CA 80.00 1,024,000.00 Group II 0113950719 Jul-2007 01-Jan-2007 CO 80.00 217,600.00 Group II 0113977715 Jun-2007 01-Dec-2006 FL 80.00 624,000.00 Group II 0113977977 Jun-2007 01-Jan-2007 MO 85.00 123,250.00 Group II 0113992625 Jul-2007 01-Jan-2007 SC 80.00 272,000.00 Group II 0113994291 Oct-2007 16-Dec-2006 OH 80.00 201,660.00 Group II 0114007861 Aug-2007 01-Feb-2007 CT 100.00 315,000.00 Group II 0114020745 Aug-2007 01-Jan-2007 WY 80.00 171,200.00 Group II 0114027177 Oct-2007 01-Jan-2007 CA 80.00 280,000.00 Group II 0114037976 Aug-2007 01-Jan-2007 CA 80.00 267,200.00 Group II 0114044754 Aug-2007 01-Feb-2007 IL 80.00 584,000.00 Group II 0114053849 Sep-2007 01-Jan-2007 CA 80.00 412,000.00 Group II 0114087270 Aug-2007 01-Jan-2007 OH 100.00 69,500.00 Group II 0114090026 Sep-2007 01-Feb-2007 CA 80.00 239,999.00 Group II 0114137437 Aug-2007 01-Feb-2007 CA 80.00 292,000.00 Group II 0114162656 Oct-2007 01-Jan-2007 CA 80.00 551,200.00 Group II 0114165177 Aug-2007 01-Dec-2006 CA 80.00 1,120,000.00 Group II 0114202914 Jul-2007 01-Feb-2007 CA 80.00 440,000.00 Group II 0114208122 Sep-2007 01-Feb-2007 AZ 80.00 301,200.00 Group II 0114212139 Sep-2007 01-Feb-2007 OH 80.00 127,920.00 Group II 0114229099 Jul-2007 01-Dec-2006 IL 79.78 568,000.00 Group II 0114229123 Oct-2007 01-Feb-2007 AZ 80.00 133,142.00 Group II 0114261233 Aug-2007 01-Dec-2006 NJ 80.00 812,000.00 Group II 0114261251 Jul-2007 01-Feb-2007 CA 80.00 428,000.00 Group II 0114261271 Oct-2007 01-Feb-2007 CA 80.00 181,600.00 Group II 0114264794 Oct-2007 01-Feb-2007 CA 79.99 228,600.00 Group II 0114265012 Jul-2007 01-Feb-2007 CA 80.00 740,000.00 Group II 0114332233 Sep-2007 01-Feb-2007 AL 89.58 172,000.00 Group II 0114343249 Jul-2007 01-Feb-2007 FL 100.00 350,000.00 Group II 0114366407 Sep-2007 01-Feb-2007 CA 80.00 520,000.00 Group II 0114366434 Aug-2007 01-Feb-2007 CA 80.00 608,000.00 Group II 0114373935 Aug-2007 01-Feb-2007 CA 80.00 864,000.00 Group II 0114380386 Sep-2007 01-Feb-2007 FL 80.00 153,600.00 Group II 0114455533 Sep-2007 01-Feb-2007 FL 80.00 142,840.00 Group II 0114464536 Sep-2007 01-Mar-2007 FL 80.00 219,200.00 Group II 0114488893 Oct-2007 01-Mar-2007 PA 100.00 136,000.00 Group II 0114490048 Sep-2007 01-Mar-2007 CA 80.00 444,000.00 Group II 0114551199 Aug-2007 01-Feb-2007 WI 100.00 150,000.00 Group II 0114567223 Sep-2007 01-Mar-2007 CA 80.00 527,200.00 Group II 0114621989 Sep-2007 01-Mar-2007 PA 100.00 76,900.00 Group II 0114622009 Oct-2007 01-Mar-2007 WI 80.00 184,000.00 Group II 0114633249 Oct-2007 01-Mar-2007 CA 80.00 500,000.00 Group II 0114635485 Oct-2007 01-Mar-2007 OH 85.00 119,000.00 Group II 0114643287 Oct-2007 01-Mar-2007 OH 80.00 92,000.00 Group II 0114737613 Sep-2007 01-Mar-2007 FL 80.00 224,000.00 Group II 0114739640 Sep-2007 01-Jan-2007 AZ 100.00 465,000.00 Group II 0114739665 Jul-2007 01-Jan-2007 NV 80.00 271,920.00 Group II 0114739686 Aug-2007 01-Jan-2007 CO 80.00 435,200.00 Group II 0114739694 Oct-2007 01-Jan-2007 AZ 100.00 210,000.00

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 0113436744 149,384.45 01-Mar-2007 5 9.375% 7,729.13 Group I 0113568079 299,436.47 01-May-2007 3 8.875% 10,444.09 Group I 0113568711 162,265.02 01-May-2007 3 7.790% 4,921.49 Group I 0113579334 232,000.00 01-Dec-2006 8 9.950% 14,616.00 Group I 0113587301 108,887.52 01-Apr-2007 4 9.375% 4,825.40 Group I 0113587914 257,975.13 01-Apr-2007 4 8.625% 10,464.00 Group I 0113600647 203,403.75 01-Feb-2007 6 7.625% 9,636.20 Group I 0113615123 239,937.83 01-Feb-2007 6 9.000% 13,592.24 Group I 0113621863 274,127.94 01-May-2007 3 9.250% 9,983.27 Group I 0113633852 367,703.21 01-May-2007 3 7.875% 11,296.07 Group I 0113663730 307,846.28 01-May-2007 3 9.125% 11,061.31 Group I 0113674475 303,440.86 01-Apr-2007 4 6.750% 9,477.59 Group I 0113688845 101,589.04 01-Apr-2007 4 7.875% 3,746.10 Group I 0113697695 123,350.00 01-Feb-2007 6 9.500% 7,400.96 Group I 0113721126 136,270.02 01-Mar-2007 5 9.875% 7,452.27 Group I 0113724331 103,281.49 01-Mar-2007 5 9.219% 5,244.38 Group I 0113729532 124,957.80 01-Dec-2006 8 11.250% 8,938.08 Group I 0113729547 175,624.92 01-Feb-2007 6 7.750% 8,466.83 Group I 0113729829 264,000.00 01-May-2007 3 7.850% 8,085.00 Group I 0113729979 309,889.13 01-Apr-2007 4 9.500% 13,942.45 Group I 0113765821 297,600.00 01-Mar-2007 5 7.750% 12,586.00 Group I 0113775209 65,862.93 01-Apr-2007 4 10.375% 3,248.46 Group I 0113775548 165,149.98 01-Feb-2007 6 9.125% 9,496.16 Group I 0113796518 402,000.00 01-Mar-2007 5 6.500% 14,070.00 Group I 0113808261 150,799.20 01-Mar-2007 5 8.500% 7,037.31 Group I 0113837710 208,247.58 01-Apr-2007 4 8.625% 8,454.78 Group I 0113837789 155,849.51 01-Mar-2007 5 9.050% 7,767.98 Group I 0113837995 215,127.47 01-May-2007 3 8.075% 6,780.52 Group I 0113839730 299,476.54 01-Mar-2007 5 10.125% 16,791.53 Group I 0113841771 242,129.13 01-Jan-2007 7 8.750% 13,306.92 Group I 0113841819 108,472.47 01-May-2007 3 9.500% 4,063.48 Group I 0113841960 110,130.98 01-May-2007 3 9.000% 3,895.96 Group I 0113842338 279,900.00 01-Apr-2007 4 8.500% 11,196.00 Group I 0113842356 127,480.62 01-May-2007 3 8.875% 4,443.27 Group I 0113842661 190,000.00 01-Mar-2007 5 8.750% 9,143.75 Group I 0113851238 241,362.41 01-Apr-2007 4 11.125% 12,818.57 Group I 0113851410 74,917.75 01-Feb-2007 6 9.000% 4,236.96 Group I 0113858779 59,355.95 01-Apr-2007 4 9.650% 2,712.11 Group I 0113859377 197,600.00 01-Feb-2007 6 7.500% 9,221.36 Group I 0113865467 211,392.99 01-Mar-2007 5 7.625% 8,786.05 Group I 0113905052 64,885.74 01-Apr-2007 4 11.150% 3,451.98 Group I 0113921652 106,280.26 01-Feb-2007 6 8.875% 5,921.97 Group I 0113936070 285,807.43 01-Apr-2007 4 8.875% 11,968.50 Group I 0113950713 179,724.51 01-Apr-2007 4 10.750% 9,201.75 Group I 0113951160 103,615.22 01-May-2007 3 8.500% 3,449.43 Group I 0113966862 332,999.31 01-Apr-2007 4 7.875% 12,279.36 Group I 0113975457 153,148.57 01-Apr-2007 4 7.875% 5,637.24 Group I 0113977739 202,314.86 01-Apr-2007 4 8.500% 8,090.41 Group I 0114019163 138,400.00 01-Jan-2007 7 7.000% 5,974.91 Group I 0114022157 130,893.56 01-May-2007 3 6.625% 3,334.39 Group I 0114044820 106,870.16 01-May-2007 3 11.875% 5,062.07 Group I 0114045010 254,945.72 01-Apr-2007 4 9.500% 11,470.46 Group I 0114088262 77,900.00 01-Dec-2006 8 10.990% 5,436.83 Group I 0114088271 84,782.00 01-May-2007 3 9.375% 3,131.84 Group I 0114131402 43,942.11 01-May-2007 3 12.750% 2,241.72 Group I 0114161846 65,700.00 01-Jan-2007 7 9.500% 3,942.00 Group I 0114162674 215,611.96 01-Apr-2007 4 7.990% 8,060.36 Group I 0114201799 289,499.11 01-May-2007 3 8.375% 9,494.13 Group I 0114212230 151,915.85 01-May-2007 3 8.375% 4,983.44 Group I 0114223624 164,800.00 01-Apr-2007 4 8.200% 6,344.76 Group I 0114230779 159,812.68 01-Mar-2007 5 10.625% 9,427.52 Group I 0114261321 179,758.61 01-Mar-2007 5 9.990% 9,937.35 Group I 0114264677 224,956.50 01-Mar-2007 5 8.700% 10,757.23 Group I 0114352214 243,902.18 01-May-2007 3 8.625% 8,255.41 Group I 0114364602 132,000.00 01-Apr-2007 4 7.950% 4,917.00 Group I 0114364686 134,844.09 01-Mar-2007 5 8.750% 6,477.84 Group I 0114366395 225,000.00 01-Apr-2007 4 9.875% 10,546.86 Group I 0114373644 359,503.38 01-Mar-2007 5 9.350% 18,547.89 Group I 0114373665 232,669.43 01-Apr-2007 4 8.250% 9,013.29 Group I 0114373677 99,981.94 01-Mar-2007 5 8.875% 4,883.18 Group I 0114455482 318,400.00 01-Mar-2007 5 7.625% 13,233.50 Group I 0114470597 122,755.11 01-May-2007 3 9.500% 4,598.60 Group I 0114490057 301,655.63 01-May-2007 3 9.263% 11,012.43 Group I 0114622020 100,630.02 01-May-2007 3 10.000% 3,981.89 Group I 0114622029 124,873.26 01-Mar-2007 5 9.375% 6,454.72 Group I 0114635415 242,733.00 01-Apr-2007 4 8.990% 10,289.53 Group I 0114642067 213,617.43 01-Mar-2007 5 9.250% 10,885.92 Group I 0114739627 239,690.74 01-Apr-2007 4 7.625% 8,531.92 Group I 0114739682 177,200.00 01-Apr-2007 4 6.500% 5,316.00 Group I 0114739746 247,593.87 01-May-2007 3 7.250% 6,958.48 Group II 0113007288 437,235.86 01-Nov-2006 9 7.575% 20,578.10 Group II 0113053711 486,787.56 01-Dec-2006 8 8.075% 24,543.37 Group II 0113356651 440,000.00 01-Feb-2007 6 8.250% 22,733.36 Group II 0113395890 99,440.00 01-Jan-2007 7 7.875% 4,889.18 Group II 0113396185 109,907.24 01-Feb-2007 6 12.125% 8,509.09 Group II 0113485707 190,392.00 01-Dec-2006 8 8.000% 9,519.60 Group II 0113485758 213,400.44 01-Apr-2007 4 7.875% 7,854.87 Group II 0113507634 39,376.21 01-May-2007 3 9.400% 1,452.22 Group II 0113538675 335,983.00 01-Mar-2007 5 8.500% 15,679.23 Group II 0113570544 135,952.87 01-Mar-2007 5 9.000% 6,739.19 Group II 0113579361 55,893.91 01-Dec-2006 8 9.750% 3,438.31 Group II 0113584701 133,200.00 01-Mar-2007 5 9.125% 6,701.64 Group II 0113600653 142,917.42 01-May-2007 3 8.125% 4,537.96 Group II 0113603256 217,600.00 01-Mar-2007 5 8.500% 10,154.62 Group II 0113663558 79,895.75 01-Feb-2007 6 10.125% 5,118.55 Group II 0113664133 203,718.30 01-Jan-2007 7 7.875% 9,984.21 Group II 0113666636 48,000.00 01-May-2007 3 9.000% 1,700.00 Group II 0113674254 260,000.00 01-Apr-2007 4 7.125% 8,612.52 Group II 0113674463 258,527.29 01-Mar-2007 5 7.875% 11,098.17 Group II 0113681054 220,000.00 01-May-2007 3 7.375% 6,302.05 Group II 0113691619 1,000,000.00 01-Jan-2007 7 8.500% 53,333.28 Group II 0113691851 780,000.00 01-Mar-2007 5 8.125% 34,693.75 Group II 0113695659 299,822.88 01-Dec-2006 8 8.625% 16,186.19 Group II 0113729316 63,736.08 02-Mar-2007 5 10.750% 3,807.80 Group II 0113737386 534,624.32 01-Apr-2007 4 7.750% 19,373.13 Group II 0113764315 239,280.00 01-May-2007 3 7.875% 7,352.90 Group II 0113767193 529,422.69 01-Feb-2007 6 7.990% 26,436.93 Group II 0113767292 1,032,000.00 01-Apr-2007 4 7.875% 38,055.00 Group II 0113767903 353,763.19 01-Apr-2007 4 7.250% 11,928.48 Group II 0113767909 188,588.41 01-Apr-2007 4 8.250% 7,295.60 Group II 0113775515 799,591.70 01-Feb-2007 6 9.250% 46,645.11 Group II 0113776492 436,000.00 01-May-2007 3 7.625% 12,943.75 Group II 0113793213 147,834.25 01-Apr-2007 4 11.125% 7,853.70 Group II 0113793240 76,950.00 01-Jan-2007 7 12.500% 6,156.00 Group II 0113794114 194,359.62 01-Mar-2007 5 9.600% 10,316.38 Group II 0113794382 114,489.86 01-May-2007 3 9.125% 4,109.89 Group II 0113794407 231,128.76 01-Feb-2007 6 10.100% 14,784.01 Group II 0113795886 86,365.95 01-May-2007 3 8.250% 2,785.10 Group II 0113826084 320,000.00 01-May-2007 3 8.000% 10,000.00 Group II 0113831488 233,963.89 01-May-2007 3 6.000% 5,356.14 Group II 0113836795 74,930.52 06-Feb-2007 6 11.700% 5,590.33 Group II 0113837822 559,075.56 01-Apr-2007 4 7.550% 19,690.68 Group II 0113838291 480,039.44 01-Feb-2007 6 7.625% 22,802.74 Group II 0113839351 115,980.00 01-Feb-2007 6 6.750% 4,832.49 Group II 0113839369 122,160.00 01-Mar-2007 5 6.750% 4,453.75 Group II 0113839375 46,858.33 01-Jan-2007 7 10.000% 2,961.54 Group II 0113839381 104,308.56 01-Apr-2007 4 9.875% 4,883.59 Group II 0113839396 273,689.00 01-Mar-2007 5 5.625% 8,182.16 Group II 0113839691 352,000.00 01-Jan-2007 7 9.750% 21,706.64 Group II 0113839748 104,700.00 01-Jan-2007 7 12.250% 8,201.44 Group II 0113841762 280,650.93 01-May-2007 3 7.875% 8,621.79 Group II 0113841804 318,686.51 01-Feb-2007 6 9.125% 18,288.96 Group II 0113841903 167,680.00 01-Dec-2006 8 6.625% 6,846.88 Group II 0113841981 552,000.00 01-Mar-2007 5 8.000% 24,150.00 Group II 0113843042 57,167.08 01-Jan-2007 7 8.750% 3,135.84 Group II 0113843613 101,339.42 01-May-2007 3 9.375% 3,743.48 Group II 0113845201 404,000.00 01-Apr-2007 4 9.500% 18,180.00 Group II 0113845509 976,000.00 01-Jan-2007 7 8.990% 55,241.60 Group II 0113846651 92,000.00 01-Feb-2007 6 8.875% 5,136.72 Group II 0113846681 776,000.00 01-Feb-2007 6 7.625% 36,860.00 Group II 0113851483 183,438.59 01-Apr-2007 4 7.875% 6,752.22 Group II 0113852136 170,000.00 01-Apr-2007 4 9.500% 7,650.00 Group II 0113858142 109,826.02 01-Apr-2007 4 10.625% 5,554.30 Group II 0113859380 191,676.76 01-Apr-2007 4 8.750% 7,904.71 Group II 0113870644 175,731.19 01-Apr-2007 4 7.750% 6,365.18 Group II 0113880025 1,160,000.00 01-Feb-2007 6 8.625% 62,833.36 Group II 0113882382 283,373.42 01-May-2007 3 7.875% 8,702.36 Group II 0113882556 784,000.00 01-Jan-2007 7 8.500% 41,813.28 Group II 0113882813 1,480,000.00 01-Apr-2007 4 7.625% 52,725.00 Group II 0113891799 468,000.00 01-Feb-2007 6 8.125% 23,790.00 Group II 0113905644 186,640.00 01-May-2007 3 7.750% 5,638.05 Group II 0113921349 117,696.69 01-May-2007 3 10.250% 4,777.16 Group II 0113921418 59,820.57 01-May-2007 3 9.375% 2,209.75 Group II 0113930383 52,319.24 01-Apr-2007 4 11.000% 2,744.19 Group II 0113934078 111,493.22 01-Apr-2007 4 8.875% 4,668.78 Group II 0113936738 1,024,000.00 01-Mar-2007 5 7.500% 41,813.31 Group II 0113950719 217,530.31 01-Feb-2007 6 7.375% 9,964.43 Group II 0113977715 623,778.61 01-Jan-2007 7 7.100% 27,423.84 Group II 0113977977 123,167.31 01-Jan-2007 7 8.000% 6,139.33 Group II 0113992625 272,000.00 01-Feb-2007 6 8.625% 14,733.36 Group II 0113994291 201,660.00 16-May-2007 3 7.250% 5,671.65 Group II 0114007861 314,893.66 01-Feb-2007 6 11.250% 22,539.95 Group II 0114020745 170,870.25 01-Mar-2007 5 8.250% 7,709.48 Group II 0114027177 280,000.00 01-May-2007 3 8.750% 9,625.00 Group II 0114037976 267,200.00 01-Mar-2007 5 7.625% 11,105.50 Group II 0114044754 583,687.79 01-Mar-2007 5 8.250% 26,365.92 Group II 0114053849 411,665.50 01-Apr-2007 4 6.750% 12,857.87 Group II 0114087270 69,420.79 01-Mar-2007 5 10.750% 4,145.89 Group II 0114090026 239,874.92 01-Apr-2007 4 7.875% 8,845.38 Group II 0114137437 292,000.00 01-Mar-2007 5 7.250% 11,497.50 Group II 0114162656 551,200.00 01-Mar-2007 5 7.850% 23,632.70 Group II 0114165177 1,119,594.88 01-Mar-2007 5 8.140% 49,878.15 Group II 0114202914 440,000.00 01-Feb-2007 6 8.125% 22,366.72 Group II 0114208122 301,135.13 01-Apr-2007 4 8.125% 11,480.82 Group II 0114212139 127,920.00 01-Mar-2007 5 8.250% 5,783.05 Group II 0114229099 567,782.90 01-Feb-2007 6 7.990% 28,338.31 Group II 0114229123 133,142.00 01-May-2007 3 8.125% 4,230.00 Group II 0114261233 810,158.81 01-Mar-2007 5 8.875% 39,510.07 Group II 0114261251 427,872.89 01-Feb-2007 6 7.875% 21,014.76 Group II 0114261271 181,357.50 01-May-2007 3 7.500% 5,285.97 Group II 0114264794 228,315.72 01-May-2007 3 7.750% 6,892.65 Group II 0114265012 739,922.96 01-Feb-2007 6 8.499% 39,442.93 Group II 0114332233 172,000.00 01-Apr-2007 4 9.750% 7,954.98 Group II 0114343249 349,963.58 01-Feb-2007 6 8.500% 18,657.78 Group II 0114366407 519,805.22 01-Apr-2007 4 8.990% 22,065.72 Group II 0114366434 608,000.00 01-Feb-2007 6 6.990% 26,306.16 Group II 0114373935 864,000.00 01-Mar-2007 5 7.990% 37,749.60 Group II 0114380386 153,600.00 01-Apr-2007 4 8.250% 5,952.00 Group II 0114455533 142,643.70 01-Apr-2007 4 9.875% 6,678.55 Group II 0114464536 219,149.59 01-Apr-2007 4 8.250% 8,489.56 Group II 0114488893 135,813.13 01-May-2007 3 9.875% 5,300.21 Group II 0114490048 444,000.00 01-Apr-2007 4 6.500% 13,320.00 Group II 0114551199 149,918.40 01-Mar-2007 5 12.250% 10,266.99 Group II 0114567223 527,189.42 01-Apr-2007 4 8.375% 20,758.08 Group II 0114621989 76,871.03 01-Apr-2007 4 13.875% 5,138.25 Group II 0114622009 183,566.80 01-May-2007 3 7.250% 5,154.55 Group II 0114633249 500,000.00 01-May-2007 3 8.375% 16,406.25 Group II 0114635485 119,000.00 01-May-2007 3 8.625% 4,028.65 Group II 0114643287 91,973.17 01-May-2007 3 7.000% 2,490.95 Group II 0114737613 223,861.89 01-Apr-2007 4 7.625% 7,972.50 Group II 0114739640 464,837.80 01-Apr-2007 4 9.000% 19,751.20 Group II 0114739665 271,920.00 01-Jan-2007 7 7.375% 12,463.02 Group II 0114739686 435,200.00 01-Mar-2007 5 6.625% 15,549.38 Group II 0114739694 210,000.00 01-May-2007 3 10.875% 8,903.15

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1110 ~~Nov~~Jan-0607 0.000% Original Principal Balance 21,~~621~~387,~~191~~380.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 21,~~619~~384,~~923~~740.2177 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.~~000~~021% Current Bankruptcy Total ~~Mar~~May-07 0.~~000~~073% Loans in Bankruptcy 3033 ~~Apr~~Jun-07 0.~~021~~134% Original Principal Balance 54,~~767~~842,~~803~~158.00 ~~May~~Jul-07 0.~~073~~159% Current Actual Balance 54,~~763~~835,~~312~~172.5686 ~~Jun~~Aug-07 0.~~134~~371% ~~Jul~~Sep-07 0.~~159~~518% ~~Aug~~Oct-07 0.~~371~~740% ~~Sep~~Nov-07 0.~~518~~854% ~~Oct~~Dec-07 0.~~740~~632% *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 13 ~~Nov~~Jan-0607 0.000% Original Principal Balance 5297,650.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 5297,~~414~~404.4368 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.~~000~~047% Current Bankruptcy Total ~~Mar~~May-07 0.~~000~~092% Loans in Bankruptcy 47 ~~Apr~~Jun-07 0.~~047~~135% Original Principal Balance ~~300~~284,~~690~~440.00 ~~May~~Jul-07 0.~~092~~137% Current Actual Balance ~~299~~283,~~925~~420.5542 ~~Jun~~Aug-07 0.~~135~~127% ~~Jul~~Sep-07 0.~~137~~385% ~~Aug~~Oct-07 0.~~127~~675% ~~Sep~~Nov-07 0.~~385~~663% ~~Oct~~Dec-07 0.~~675~~808% *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 32 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~230~~243,~~266~~250.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance ~~229~~242,~~960~~337.1652 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Bankruptcy Total ~~Mar~~May-07 0.~~000~~058% Loans in Bankruptcy 64 ~~Apr~~Jun-07 0.~~000~~133% Original Principal Balance ~~476~~174,~~516~~966.00 ~~May~~Jul-07 0.~~058~~177% Current Actual Balance ~~475~~174,~~703~~587.6133 ~~Jun~~Aug-07 0.~~133~~563% ~~Jul~~Sep-07 0.~~177~~623% ~~Aug~~Oct-07 0.~~563~~790% ~~Sep~~Nov-07 01.~~623~~002% ~~Oct~~Dec-07 0.~~790~~495% *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 0113171170 Oct-2007 01-Oct-2006 AZ 99.98 52,650.00 Group I ~~0113615126~~0113354600 ~~Oct~~Nov-2007 01-Dec-2006 CAMS 74100.5300 ~~395~~18,~~000~~600.00 Group I ~~0113729964~~0113568711 ~~Sep~~Dec-2007 01-~~Dec~~Nov-2006 SCTN 8580.00 72163,~~250~~080.00 Group I ~~0113760764~~0113614811 ~~Sep~~Dec-2007 01-Dec-2006 MIVA 80100.00 6444,~~800~~300.00 Group I ~~0113793384~~0113615123 ~~Sep~~Nov-2007 01-Dec-2006 NV 80100.00 ~~180~~240,000.00 Group I ~~0113842008~~0113664121 ~~Oct~~Dec-2007 01-Dec-2006 MDTX ~~100~~80.00 ~~340~~111,~~000~~752.00 Group I ~~0113920509~~0113664124 ~~Oct~~Dec-2007 01-~~Jan~~Dec-~~2007~~2006 ILTX 79100.9900 ~~127~~27,~~900~~938.00 Group I ~~0113921229~~0113688845 ~~Jun~~Dec-2007 01-Dec-2006 OHMS 9580.00 50101,~~540~~648.00 Group I ~~0113921274~~0113688851 ~~Aug~~Dec-2007 01-Dec-2006 TNMS 100.00 ~~132~~25,~~500~~412.00 Group I ~~0114038309~~0113729964 Sep-2007 01-~~Jan~~Dec-~~2007~~2006 MISC 8085.00 ~~255~~72,~~192~~250.00 Group I ~~0114208721~~0113729976 ~~Sep~~Nov-2007 01-~~Feb~~Dec-~~2007~~2006 FLGA 9480.9300 ~~356~~96,000.00 Group I ~~0114306487~~0113729979 ~~Jun~~Dec-2007 01-~~Feb~~Dec-~~2007~~2006 MOCA 100.00 65310,000.00 Group I ~~0114739757~~0113760764 ~~Oct~~Sep-2007 01-~~Feb~~Dec-2006 MI 80.00 64,800.00 Group I 0113793384 Sep-2007 MN01-Dec-2006 95NV 80.00 ~~228~~180,000.00 Group III ~~0113303151~~0113842008 ~~Jul~~Oct-2007 01-~~Nov~~Dec-2006 TXMD 100.00 27340,~~700~~000.00 Group III ~~0113350834~~0113920509 ~~Aug~~Oct-2007 01-~~Dec~~Jan-~~2006~~2007 CAIL 79.99 ~~278~~127,~~200~~900.00 Group III ~~0113350837~~0113921229 ~~Aug~~Jun-2007 01-Dec-2006 CAOH 9995.9800 6950,~~550~~540.00 Group III ~~0113436714~~0114038309 ~~Oct~~Sep-2007 01-Jan-2007 MI 80.00 255,192.00 Group I 0114306487 Jun-2007 01-Feb-2007 MO 100.00 65,000.00 Group I 0114373644 Dec-2007 01-Nov-2006 NVIL ~~100~~80.00 46360,~~266~~000.00 Group II ~~0113477339~~0113303151 ~~Oct~~Jul-2007 01-~~Dec~~Nov-2006 ILTX 100.00 7827,~~000~~700.00 Group II ~~0113500640~~0113436714 ~~Sep~~Oct-2007 01-~~Dec~~Nov-2006 FLNV 100.00 ~~295~~46,~~000~~266.00 Group II ~~0113579849~~0113477339 Oct-2007 01-Dec-2006 CAIL 94100.5300 ~~106~~78,000.00 Group II ~~0113690961~~0113691619 ~~Aug~~Nov-2007 01-Dec-2006 CA ~~100~~80.00 ~~149~~1,000,000.00 Group II 0113729385 Sep-2007 01-Dec-2006 FL 75.00 141,750.00 Group II ~~0113875856~~0113846651 ~~Oct~~Nov-2007 01-Jan-2007 CAGA 80.00 ~~840~~92,000.00 Group II ~~0113930392~~0113846654 ~~Jun~~Nov-2007 01-Jan-2007 ILGA 70100.00 6923,~~230~~000.00 Group II ~~0113994486~~0113930392 ~~Oct~~Jun-2007 01-Jan-2007 TNIL ~~100~~70.00 8269,~~000~~230.00 Group II ~~0114091257~~0113977977 ~~Oct~~Dec-2007 01-~~Feb~~Jan-2007 CAMO 9585.00 ~~325~~123,~~375~~250.00 Group II ~~0114264979~~0113994486 ~~Aug~~Oct-2007 01-~~Feb~~Jan-2007 ARTN 80100.00 8482,000.00 Group II ~~0114366651~~0114332233 ~~Jun~~Nov-2007 01-Feb-2007 MIAL 8089.0058 ~~236~~172,000.00 Group II ~~0114373950~~0114374502 Aug-2007 01-Feb-2007 CATN 80100.00 ~~460~~159,~~000~~900.00 Group II ~~0114374502~~0114403066 ~~Aug~~Dec-2007 01-Feb-2007 TNOH 100.00 ~~159~~120,~~900~~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 0113171170 52,414.43 01-Jul-2007 13 10.125% 12,~~260~~100.6304 Group I ~~0113615126~~0113354600 ~~395~~18,~~000~~579.0018 01-~~Mar~~Jun-2007 54 712.~~875~~250% 161,~~993~~091.2729 Group I ~~0113729964~~0113568711 72162,~~185~~265.8002 01-~~Jan~~May-2007 75 107.~~000~~790% 46,~~562~~884.3290 Group I ~~0113760764~~0113614811 6444,~~692~~240.8250 01-~~Mar~~Apr-2007 56 1012.375% 3,~~721~~499.7770 Group I ~~0113793384~~0113615123 ~~178~~239,~~618~~937.3083 01-~~Sep~~Feb-2007 08 79.~~750~~000% 216,~~159~~988.1376 Group I ~~0113842008~~0113664121 ~~340~~111,~~000~~752.00 01-~~Jan~~Apr-2007 76 107.~~875~~250% 235,~~516~~028.6488 Group I ~~0113920509~~0113664124 ~~127~~27,~~653~~892.6469 01-~~Mar~~May-2007 5 812.~~250~~375% 51,~~759~~930.6174 Group I ~~0113921229~~0113688845 50101,~~351~~589.0504 01-~~Sep~~Apr-2007 06 107.~~990~~875% ~~880~~4,994.4780 Group I ~~0113921274~~0113688851 ~~132~~25,~~373~~271.1549 01-~~Feb~~Apr-2007 6 11.~~550~~250% 91,~~740~~808.1659 Group I ~~0114038309~~0113729964 ~~255~~72,~~192~~185.0080 01-~~Sep~~Jan-2007 09 710.~~625~~000% 35,~~030~~700.4020 Group I ~~0114208721~~0113729976 ~~356~~96,000.00 01-~~May~~Sep-2007 31 9.500% 2,160.00 Group I 0113729979 309,889.13 01-Apr-2007 6 9.~~000~~500% 818,~~158~~588.3553 Group I ~~0114306487~~0113760764 64,~~786~~692.9282 01-~~Sep~~Mar-2007 07 10.~~500~~375% 14,~~080~~783.0203 Group I ~~0114739757~~0113793384 ~~227~~178,~~904~~345.5650 01-~~Apr~~Nov-2007 40 7.750% 82,~~258~~155.6083 Group III ~~0113303151~~0113842008 27340,~~671~~000.9900 01-~~Feb~~Jan-2007 69 1210.~~625~~875% 229,~~234~~395.7680 Group III ~~0113350834~~0113920509 ~~278~~127,~~200~~653.64 01-Mar-2007 7 8.250% 7,400.23 Group I 0113921229 50,290.84 01-Nov-2007 0 10.990% 879.61 Group I 0114038309 255,192.00 01-~~Sep~~Nov-2007 0 7.~~125~~625% 3,~~071~~030.7840 Group III ~~0113350837~~0114306487 6964,~~311~~731.4729 01-~~Sep~~Nov-2007 0 1110.~~375~~500% 1,~~256~~079.4909 Group III ~~0113436714~~0114373644 46359,~~162~~503.3238 01-~~May~~Mar-2007 37 119.~~625~~350% 223,~~138~~842.3928 Group II ~~0113477339~~0113303151 7727,~~834~~671.5599 01-~~Jun~~Feb-2007 28 1112.~~875~~625% 2,~~949~~792.8274 Group II ~~0113500640~~0113436714 ~~295~~46,~~000~~088.0096 01-~~Nov~~Jun-~~2006~~2007 94 911.~~250~~625% 172,~~148~~564.9118 Group II ~~0113579849~~0113477339 ~~105~~77,~~963~~834.2955 01-~~Mar~~Jun-2007 54 11.~~990~~875% 74,~~100~~423.2754 Group II ~~0113690961~~0113691619 ~~148~~1,~~759~~000,000.9900 01-~~Mar~~Jan-2007 59 108.500% 866,~~668~~666.3860 Group II 0113729385 141,~~455~~399.3572 01-~~Oct~~Dec-2007 (1) 7.000% 766.3706 Group II ~~0113875856~~0113846651 ~~840~~92,000.00 01-~~Feb~~Apr-2007 6 98.~~250~~875% 495,~~000~~136.0072 Group II ~~0113930392~~0113846654 6922,~~057~~991.0483 01-~~May~~Feb-2007 38 914.~~500~~125% 2,~~586~~608.9737 Group II ~~0113994486~~0113930392 8168,~~615~~985.4292 01-~~Sep~~Jul-2007 03 9.~~375~~500% 12,~~207~~584.5527 Group II ~~0114091257~~0113977977 ~~325~~123,~~375~~167.0031 01-~~Feb~~Jan-2007 69 78.~~625~~000% 157,~~455~~668.3676 Group II ~~0114264979~~0113994486 8381,~~994~~571.8500 01-~~Feb~~Oct-2007 60 9.~~850~~375% 51,~~234~~206.5423 Group II ~~0114366651~~0114332233 ~~235~~172,~~873~~000.8300 01-~~Mar~~Apr-2007 56 89.~~250~~750% 10,~~654~~606.7164 Group II ~~0114373950~~0114374502 ~~460~~159,~~000~~864.0079 01-~~Aug~~Oct-2007 0 68.~~375~~875% 42,~~504~~231.1644 Group II ~~0114374502~~0114403066 ~~159~~119,~~864~~170.7921 01-~~Aug~~Nov-2007 0 8.~~875~~000% 21,~~231~~490.8017

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 7 ~~285~~322,~~167~~756.2291 ~~174~~298,~~239~~723.6490 0.~~207~~348% Group II 1211 1979,~~227,757~~857.0217 1994,~~294,548~~984.2541 10.~~242~~971% Total 1918 1,~~512~~302,~~924~~614.2408 1,~~468~~293,~~787~~708.8931 0.~~189~~169%

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 ~~0112906055~~0113086267 3823,~~900~~000.00 1113.~~750~~125% WVCT 100.00 ~~360~~180 Group I ~~0113469460~~0113315304 2022,~~640~~600.00 1213.~~375~~000% TXOK 100.00 180 Group I ~~0113503925~~0113436846 3744,980.00 916.~~200~~750% TNPA 100.00 180 Group I ~~0113538359~~0113568079 26300,~~580~~000.00 128.~~125~~875% NCCA ~~100~~80.00 ~~180~~360 Group I ~~0113587947~~0113668028 ~~123~~67,~~500~~400.00 810.~~500~~625% MNCA 95100.00 ~~360~~180 Group I ~~0113747449~~0113795799 3869,~~400~~950.00 11.~~125~~875% GAAZ ~~100~~99.0099 240 Group I ~~0114403165~~0113993941 ~~143~~95,~~500~~400.00 98.~~263~~250% UTTN ~~100~~90.00 360 Group II ~~0113261953~~0113123328 73120,~~200~~000.00 1112.~~875~~750% CA 100.00 ~~120~~180 Group II ~~0113315301~~0113394200 3543,~~744~~395.00 1412.~~750~~125% ILTX 100.00 180 Group II ~~0113332162~~0113396185 ~~289~~110,~~400~~000.00 912.~~990~~125% CA 100.00 ~~240~~180 Group II ~~0113431719~~0113577919 ~~116~~49,~~400~~121.00 1012.~~990~~000% CAAZ 100.00 180 Group II ~~0113588010~~0113618293 ~~100~~54,~~000~~400.00 1112.500% CA 100.00 180 Group II ~~0113615246~~0113667175 ~~260~~83,~~000~~996.00 912.~~990~~125% CA 100.00 ~~240~~180 Group II ~~0113767196~~0113690961 ~~132~~149,~~400~~000.00 10.~~750~~500% CA 100.00 240 Group II ~~0113775578~~0113706797 ~~199~~116,~~900~~989.00 1210.~~750~~875% CA 99100.9800 ~~240~~180 Group II ~~0113776852~~0113846684 ~~960~~145,~~000~~500.00 811.~~250~~875% CA 8095.00 ~~360~~180 Group II ~~0113837762~~0114551062 80224,000.00 87.~~400~~500% MONV 80.00 360 Group II ~~0113838276~~0114739528 23108,~~600~~800.00 1211.~~125~~375% MICO 100.00 180 ~~Group II 0114201781 169,600.00 9.000% OH 80.00 360~~

Realized Loss Loan Detail Report - Loans With Losses during Current Period (continued) Prior Cumulative Loan Actual Realized Realized Group Number Balance Loss/(Gain) Loss/(Gain) Group I ~~0112906055~~0113086267 3822,~~840~~979.0223 4024,~~360~~871.5345 4024,~~360~~871.5345 Group I ~~0113469460~~0113315304 022,573.0060 1023,935.5080 1023,~~196~~935.8880 Group I ~~0113503925~~0113436846 3744,~~940~~962.0542 4047,~~370~~627.3936 4047,~~370~~627.3936 Group I ~~0113538359~~0113568079 ~~26,557~~0.5700 ~~27,505~~676.9850 2741,~~505~~532.9875 Group I ~~0113587947~~0113668028 067,180.0035 170,~~438~~114.37 24 70,~~308~~114.4624 Group I ~~0113747449~~0113795799 3869,~~386~~845.6806 4072,~~063~~624.3119 4072,~~063~~624.3119 Group I ~~0114403165~~0113993941 ~~143~~95,~~442~~216.9025 2458,~~490~~874.5636 2458,~~490~~874.5636 Group II ~~0113261953~~0113123328 73119,~~112~~753.5883 78124,~~909~~855.5088 78124,~~909~~855.5088 Group II ~~0113315301~~0113394200 3543,~~727~~294.3787 398,~~467~~561.8613 398,~~467~~561.8613 Group II ~~0113332162~~0113396185 ~~289~~109,~~077~~907.8924 ~~309~~119,~~204~~475.0293 ~~309~~119,~~204~~475.0293 Group II ~~0113431719~~0113577919 ~~116~~49,~~100~~063.7395 ~~124~~51,~~969~~167.6368 ~~124~~51,~~969~~167.6368 Group II ~~0113588010~~0113618293 9954,~~903~~343.2144 ~~103~~58,~~750~~426.7793 ~~103~~58,~~750~~426.7793 Group II ~~0113615246~~0113667175 ~~259~~83,~~651~~901.3004 ~~268~~88,~~415~~152.9247 ~~268~~88,~~415~~152.9247 Group II ~~0113767196~~0113690961 ~~130~~148,~~952~~759.3999 ~~135~~153,~~656~~978.6252 ~~135~~153,~~656~~978.6252 Group II ~~0113775578~~0113706797 ~~199~~116,~~644~~770.7675 ~~208~~121,~~141~~145.5516 ~~208~~121,~~141~~145.5516 Group II ~~0113776852~~0113846684 0145,370.0030 ~~435~~155,446.5008 51155,~~660~~446.0508 Group II ~~0113837762~~0114551062 0.00 60705.5036 ~~39,996~~705.0536 Group II ~~0113838276~~0114739528 23108,~~586~~691.7976 24113,~~560~~069.8827 24113,~~560~~069.~~88 Group II 0114201781 0.00 975.50 6,128.64~~27

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.~~193~~168% Current Month 129.~~574~~020% 3 Month Average 0.~~221~~160% 3 Month Average 169.~~659~~549% 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 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.020% N/A Jul-2007 2.004% N/A Aug-2007 0.293% N/A Aug-2007 24.335% N/A Sep-2007 0.178% N/A Sep-2007 13.070% N/A Oct-2007 0.193% N/A Oct-2007 12.574% N/A Nov-2007 0.119% N/A Nov-2007 7.055% N/A Dec-2007 0.168% N/A Dec-2007 9.020% 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 2.~~287~~000% Current Month (Cumulative) 75.~~286~~121% 3 Month Average 21.~~620~~903% 3 Month Average 66(Cumulative) 74.~~730~~406% 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 0.000% N/A Mar-2007 ~~N/A~~0.000% N/A Apr-2007 0.000% N/A Apr-2007 ~~N/A~~0.000% N/A May-2007 0.000% N/A May-2007 ~~N/A~~0.000% N/A Jun-2007 0.000% N/A Jun-2007 ~~N/A~~0.000% N/A Jul-2007 0.245% N/A Jul-2007 102.875% N/A Aug-2007 3.456% N/A Aug-2007 58.040% N/A Sep-2007 2.117% N/A Sep-2007 66.863% N/A Oct-2007 2.287% N/A Oct-2007 75.286% N/A Nov-2007 1.424% N/A Nov-2007 72.811% N/A Dec-2007 2.000% N/A Dec-2007 75.121% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I MDR SDA Current Month 0.~~082~~095% Current Month 5.~~378~~089% 3 Month Average 0.~~059~~132% 3 Month Average 47.~~141~~755% 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 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.019% N/A Jul-2007 1.886% N/A Aug-2007 0.019% N/A Aug-2007 1.566% N/A Sep-2007 0.075% N/A Sep-2007 5.479% N/A Oct-2007 0.082% N/A Oct-2007 5.378% N/A Nov-2007 0.219% N/A Nov-2007 12.798% N/A Dec-2007 0.095% N/A Dec-2007 5.089% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR ~~Cumulative~~ Loss Severity Current Month 01.~~984~~134% Current Month ~~109~~(Cumulative) 61.~~639~~543% 3 Month Average 01.~~700~~572% 3 Month Average ~~105~~(Cumulative) 59.~~111~~611% 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 0.000% N/A Mar-2007 ~~N/A~~0.000% N/A Apr-2007 0.000% N/A Apr-2007 ~~N/A~~0.000% N/A May-2007 0.000% N/A May-2007 ~~N/A~~0.000% N/A Jun-2007 0.000% N/A Jun-2007 ~~N/A~~0.000% N/A Jul-2007 0.232% N/A Jul-2007 102.269% N/A Aug-2007 0.224% N/A Aug-2007 102.722% N/A Sep-2007 0.893% N/A Sep-2007 8463.~~453~~905% N/A Oct-2007 0.984% N/A Oct-2007 9162.~~358~~731% N/A Nov-2007 2.597% N/A Nov-2007 54.559% N/A Dec-2007 1.134% N/A Dec-2007 61.543% 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~~225% Current Month 1812.~~251~~095% 3 Month Average 0.~~349~~182% 3 Month Average 2610.~~448~~931% 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 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.021% N/A Jul-2007 2.099% N/A Aug-2007 0.508% N/A Aug-2007 42.009% N/A Sep-2007 0.260% N/A Sep-2007 19.084% N/A Oct-2007 0.280% N/A Oct-2007 18.251% N/A Nov-2007 0.041% N/A Nov-2007 2.446% N/A Dec-2007 0.225% N/A Dec-2007 12.095% 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 32.~~303~~671% Current Month ~~108~~(Cumulative) 79.~~769~~010% 3 Month Average 42.~~103~~155% 3 Month Average ~~107~~(Cumulative) 85.~~126~~670% 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 0.000% N/A Mar-2007 ~~N/A~~0.000% N/A Apr-2007 0.000% N/A Apr-2007 ~~N/A~~0.000% N/A May-2007 0.000% N/A May-2007 ~~N/A~~0.000% N/A Jun-2007 0.000% N/A Jun-2007 ~~N/A~~0.000% N/A Jul-2007 0.255% N/A Jul-2007 103.309% N/A Aug-2007 5.932% N/A Aug-2007 ~~102~~55.~~363~~500% N/A Sep-2007 3.074% N/A Sep-2007 9867.~~220~~196% N/A Oct-2007 3.303% N/A Oct-2007 77.088% N/A Nov-2007 0.492% N/A Nov-2007 100.~~684~~914% N/A Dec-2007 2.671% N/A Dec-2007 79.010% 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 1526 24,~~366~~350,~~301~~116.00 24,~~359~~326,~~219~~734.7467 0 0.00 0.00 Group II 917 12,~~006~~425,~~790~~862.4000 12,~~003~~418,~~004~~301.9384 0 0.00 0.00 Total 2443 36,~~373~~775,~~091~~978.4000 36,~~362~~745,~~224~~036.6751 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 56 ~~285~~323,~~360~~330.00 ~~284~~321,~~793~~961.0572 1326,~~255~~419.9289 Group II 0 0.00 0.00 910 1981,~~230,644~~201.00 1978,~~224,908~~228.6008 2336,~~156~~918.4493 Total 0 0.00 0.00 1416 1,~~516~~304,~~004~~531.00 1,~~509~~300,~~701~~189.6580 3663,~~412~~338.3682

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0112906055~~0113071541 WVNY 100.00 01-~~Oct~~Nov-2006 3835,~~900~~400.00 3835,~~777~~244.0540 Group I ~~0113194130~~0113086267 AZCT 95100.00 01-Nov-2006 2923,~~076~~000.00 2822,~~923~~934.2590 Group I ~~0113414955~~0113176014 AZWA 6180.3100 01-Nov-2006 ~~187~~148,~~000~~800.00 ~~187~~148,~~000~~800.00 Group I ~~0113416872~~0113315304 OROK 70100.00 01-Nov-2006 ~~157~~22,~~500~~600.00 ~~157~~22,~~373~~540.9500 Group I ~~0113436687~~0113401391 NYWA 99100.6500 01-Nov-2006 ~~142~~56,~~000~~790.00 ~~140~~56,~~755~~488.9416 Group I ~~0113501438~~0113436780 NVAZ 100.00 01-Nov-2006 3245,~~500~~980.00 3245,~~382~~766.0670 Group I ~~0113503925~~0113436846 TNPA 100.00 01-Nov-2006 3744,980.00 3744,~~752~~939.5203 Group I ~~0113538359~~0113481675 NCTX ~~100~~79.0099 01-~~Nov~~Dec-2006 26141,~~580~~900.00 26139,~~518~~127.6692 Group I ~~0113568094~~0113551710 ORCA 5960.5064 01-Nov-2006 ~~238~~285,000.00 ~~236~~283,~~387~~290.3853 Group I ~~0113602199~~0113668028 NCCA 83100.3300 01-Dec-2006 9267,~~500~~400.00 9267,~~077~~037.5279 Group I ~~0113736062~~0113706456 GAVA 4473.9487 01-Dec-2006 195,750.00 194,740.64 Group I 0113775295 FL 80.00 01-Dec-2006 134,~~000~~320.00 79134,~~513~~320.5300 Group I ~~0113747449~~0113795799 AZ 99.99 01-Dec-2006 69,950.00 69,734.84 Group I 0113837662 UT 94.08 01-Dec-2006 193,800.00 192,964.65 Group I 0113841951 GA 100.00 01-~~Jan~~Dec-~~2007~~2006 3898,~~400~~000.00 97,575.99 Group I 0113842554 MD 80.00 01-Dec-2006 315,200.00 313,975.20 Group I 0113842566 WA 80.00 01-Dec-2006 164,800.00 164,777.38 Group I 0113851380 GA 46.43 01-Dec-2006 78,~~304~~000.1300 77,390.34 Group I ~~0113776789~~0113882340 IL 100.00 01-Jan-2007 ~~278~~247,000.00 ~~277~~246,~~806~~719.8445 Group I ~~0113921400~~0113905698 MIWI 7480.2400 01-~~Dec~~Jan-~~2006~~2007 ~~245~~77,~~000~~600.00 ~~244~~76,857.10 Group I 0113911669 KY 100.00 01-Dec-2006 152,349.00 151,188.02 Group I ~~0113955088~~0113914031 NJUT 9590.00 01-Jan-2007 ~~237~~301,500.00 ~~237~~301,~~219~~500.2600 Group I ~~0114027081~~0113977691 CAMI 80.00 01-Jan-2007 65,520.00 64,951.05 Group I 0113993941 TN 90.00 01-~~Feb~~Jan-2007 ~~192~~95,400.00 94,641.74 Group I 0113994474 FL 80.00 01-Jan-2007 360,000.00 ~~191~~350,~~557~~635.6446 Group I ~~0114208140~~0114006108 WIMI 95100.00 01-Jan-2007 ~~164~~132,~~825~~000.00 ~~163~~131,~~962~~339.7826 Group I ~~0114342539~~0114044805 CAWA 4879.0255 01-~~Feb~~Jan-2007 ~~170~~350,000.00 ~~169~~348,~~996~~902.8480 Group I ~~0114367125~~0114044909 WIMI 80.00 01-Jan-2007 66,320.00 65,744.86 Group I 0114061556 AZ 80.00 01-Feb-2007 ~~120~~169,~~400~~937.00 ~~119~~169,~~597~~937.1000 Group I ~~0114403165~~0114166320 UTMN ~~100~~85.00 01-Jan-2007 194,650.00 194,650.00 Group I 0114425992 WI 90.00 01-Feb-2007 ~~143~~112,500.00 ~~143~~112,~~372~~314.3735 Group I 0114739674 DC 48.30 01-Jan-2007 227,000.00 226,559.14 Group II ~~0113230983~~0113123328 WACA 80100.00 01-~~Nov~~Oct-2006 ~~280~~120,000.00 ~~280~~119,~~000~~592.0020 Group II ~~0113261953~~0113288228 CAOH 100.00 01-Nov-2006 7333,~~200~~000.00 7232,~~927~~833.0531 Group II ~~0113307854~~0113394197 CATX 80.00 01-Dec-2006 173,580.00 172,188.73 Group II 0113394200 TX 100.00 01-~~Nov~~Dec-2006 9943,~~600~~395.00 9943,228.6808 Group II ~~0113308060~~0113396185 NCCA 100.00 01-~~Nov~~Dec-2006 27110,~~219~~000.4000 27109,~~127~~611.55 Group II ~~0113315301~~0113407045 IL 100.00 01-Nov-2006 3526,~~744~~700.00 3526,~~673~~579.6651 Group II ~~0113332162~~0113445866 CAAZ 100.00 01-Nov-2006 ~~289~~50,~~400~~270.00 ~~287~~50,~~717~~002.8406 Group II ~~0113431719~~0113505354 CANJ 70.00 01-Nov-2006 633,500.00 633,500.00 Group II 0113577919 AZ 100.00 01-~~Aug~~Dec-2006 ~~116~~49,~~400~~121.00 ~~115~~48,~~734~~989.5038 Group II ~~0113588010~~0113587217 FL 80.00 01-Nov-2006 191,992.00 191,296.71 Group II 0113618293 CA 100.00 01-Dec-2006 54,400.00 54,223.03 Group II 0113621995 IL 100.00 01-Dec-2006 73,900.00 73,793.00 Group II 0113664136 OH 84.25 01-Dec-2006 107,000.00 99107,~~735~~000.6100 Group II ~~0113615246~~0113667175 CA 100.00 01-Dec-2006 ~~260~~83,~~000~~996.00 ~~259~~83,~~050~~751.5126 Group II ~~0113669870~~0113674635 ORWA 80.00 01-Dec-2006 ~~115~~208,~~200~~000.00 ~~115~~208,~~031~~000.6100 Group II ~~0113670150~~0113690961 ORCA 100.00 01-Dec-2006 28149,~~800~~000.00 28148,~~741~~447.9798 Group II ~~0113747458~~0113695731 CAOR 2545.6561 01-~~Jan~~Dec-~~2007~~2006 ~~103~~145,~~471~~000.00 ~~100~~143,~~453~~616.7276 Group II ~~0113767196~~0113706797 CA 100.00 01-~~Dec~~Nov-2006 ~~132~~116,~~400~~989.00 ~~130~~116,~~632~~542.6342 Group II ~~0113775578~~0113729048 CAUT 9989.9858 01-Dec-2006 ~~199~~215,~~900~~000.00 ~~199~~214,~~383~~087.9070 Group II ~~0113838276~~0113762860 MIOH 100.00 01-Dec-2006 79,000.00 78,484.67 Group II 0113846684 CA 95.00 01-Jan-2007 23145,~~600~~500.00 23145,~~552~~005.5812 Group II ~~0114038387~~0113849447 PAOH 80.00 01-Dec-2006 114,320.00 114,279.51 Group II 0113905384 IL 100.00 01-Jan-2007 63,~~000~~500.00 6263,~~732~~007.5470 Group II ~~0114207246~~0113951166 MDVA 5761.4652 01-~~Feb~~Dec-~~2007~~2006 65101,500.00 65100,~~500~~263.0081 Group II ~~0114551062~~0114364470 NVNM 80.00 01-~~Mar~~Dec-2006 135,600.00 135,110.56 Group II 0114428087 AZ 42.77 01-Feb-2007 ~~224~~74,000.00 ~~224~~73,~~000~~724.43 Group II 0114739528 CO 100.00 01-Jan-2007 108,800.00 108,504.43

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0112906055~~0113071541 ~~Liquidation~~Loan 5Paid in Full 0 11.~~750~~875% 180 13 Group I 0113086267 Liquidation 7 13.125% 180 13 Group I 0113176014 Loan Paid in Full 0 7.625% 360 13 Group I 0113315304 Liquidation 6 13.000% 180 13 Group I 0113401391 Loan Paid in Full 0 12.625% 180 13 Group I ~~0113194130~~0113436780 Loan Paid in Full 0 1011.625% 180 13 Group I 0113436846 Liquidation 7 16.750% 180 1113 Group I ~~0113414955~~0113481675 Loan Paid in Full ~~(1)~~0 7.875% 360 12 Group I 0113551710 Loan Paid in Full 0 8.250% 360 1113 Group I ~~0113416872~~0113668028 Liquidation 3 10.625% 180 12 Group I 0113706456 Loan Paid in Full 60 97.~~750~~375% 360 1112 Group I ~~0113436687~~0113775295 Loan Paid in Full 0 8.~~750~~875% 360 12 Group I 0113795799 Liquidation 5 11.875% 240 12 Group I ~~0113501438~~0113837662 Loan Paid in Full 0 7.625% 360 12 Group I 0113841951 Loan Paid in Full 0 11.625% 360 12 Group I 0113842554 Loan Paid in Full 0 8.000% ~~180~~360 1112 Group I ~~0113503925~~0113842566 ~~Liquidation~~Loan 7Paid 9in Full 0 7.~~200~~875% ~~180~~360 1112 Group I ~~0113538359~~0113851380 ~~Liquidation~~Loan 6Paid in Full 0 8.750% 360 12 Group I 0113882340 Loan Paid in Full 0 10.~~125~~570% ~~180~~360 11 Group I ~~0113568094~~0113905698 Loan Paid in Full 0 7.~~625~~875% 360 11 Group I ~~0113602199~~0113911669 Loan Paid in Full 0 108.~~500~~875% 360 1012 Group I ~~0113736062~~0113914031 Loan Paid in Full 0 97.~~125~~500% 360 11 Group I 0113977691 Loan Paid in Full (1) 10.125% 360 11 Group I ~~0113747449~~0113993941 Liquidation 6 118.~~125~~250% ~~240~~360 911 Group I ~~0113776789~~0113994474 Loan Paid in Full 0 98.~~625~~750% 360 911 Group I ~~0113921400~~0114006108 Loan Paid in Full 0 710.~~990~~500% 360 1011 Group I ~~0113955088~~0114044805 Loan Paid in Full 0 8.~~250~~450% 360 11 Group I 0114044909 Loan Paid in Full 0 9.250% 360 11 Group I ~~0114027081~~0114061556 Loan Paid in Full 0 8.~~500~~875% 360 810 Group I ~~0114208140~~0114166320 Loan Paid in Full 0 9.~~375~~750% 360 911 Group I ~~0114342539~~0114425992 Loan Paid in Full 0 7.~~125~~625% 360 810 Group I ~~0114367125~~0114739674 Loan Paid in Full 0 8.~~250~~375% 360 811 Group III ~~0114403165~~0113123328 Liquidation 36 912.~~263~~750% ~~360~~180 814 Group II ~~0113230983~~0113288228 Loan Paid in Full 0 711.~~990~~250% 240 13 Group II 0113394197 Loan Paid in Full 2 8.625% 360 1112 Group II ~~0113261953~~0113394200 Liquidation 52 1112.~~875~~125% ~~120~~180 1112 Group II ~~0113307854~~0113396185 Liquidation 7 12.125% 180 12 Group II 0113407045 Loan Paid in Full 0 11.~~875~~750% 180 1113 Group II ~~0113308060~~0113445866 Loan Paid in Full 0 1211.~~375~~125% 180 1113 Group II ~~0113315301~~0113505354 ~~Liquidation~~Loan 6Paid 14in Full 0 8.~~750~~125% ~~180~~360 1113 Group II ~~0113332162~~0113577919 Liquidation 76 912.~~990~~000% ~~240~~180 1112 Group II ~~0113431719~~0113587217 ~~Liquidation~~Loan 5Paid 10in Full 0 7.~~990~~375% ~~180~~360 1413 Group II ~~0113588010~~0113618293 Liquidation 56 1112.500% 180 1012 Group II ~~0113615246~~0113621995 ~~Liquidation~~Loan 5Paid 9in Full 0 12.~~990~~750% ~~240~~360 1012 Group II ~~0113669870~~0113664136 Loan Paid in Full 0 8.~~125~~375% 360 1012 Group II ~~0113670150~~0113667175 Liquidation 6 12.125% 180 12 Group II 0113674635 Loan Paid in Full 0 147.~~375~~875% ~~180~~360 12 Group II 0113690961 Liquidation 6 10.500% 240 12 Group II ~~0113747458~~0113695731 Loan Paid in Full ~~(1)~~0 7.~~125~~750% 360 912 Group II ~~0113767196~~0113706797 Liquidation 56 10.~~750~~875% ~~240~~180 1013 Group II ~~0113775578~~0113729048 ~~Liquidation~~Loan 5Paid in Full 0 8.500% 360 12 Group II 0113762860 Loan Paid in Full 0 11.~~750~~500% ~~240~~360 1012 Group II ~~0113838276~~0113846684 Liquidation 56 1211.~~125~~875% 180 911 Group II ~~0114038387~~0113849447 Loan Paid in Full 0 108.~~375~~500% 360 912 Group II ~~0114207246~~0113905384 Loan Paid in Full 0 8.~~625~~375% 360 811 Group II ~~0114551062~~0113951166 Loan Paid in Full 53 7.~~500~~750% 360 712 Group II 0114364470 Loan Paid in Full 0 8.250% 360 12 Group II 0114428087 Loan Paid in Full 0 8.300% 360 10 Group II 0114739528 Liquidation 6 11.375% 180 11

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Group I 612 1,~~035~~709,~~165~~751.3487 2635,~~078~~471.7943 0.00 Group II 49 ~~430~~791,~~554~~429.2477 1013,~~810~~337.3676 0.00 Total 1021 12,~~465~~501,~~719~~181.5864 3648,~~889~~809.1519 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 ~~0113194130~~0113176014 0911/2521/2007 28148,~~935~~800.4600 14,~~244~~538.0940 0.00 Group I ~~0113568094~~0113551710 1012/0305/2007 ~~236~~283,~~473~~377.0361 9,~~462~~362.3323 0.00 Group I ~~0113921400~~0113706456 0912/2513/2007 ~~244~~194,~~100~~813.48 3,896.27 0.00 Group I 0113775295 11/28/2007 134,320.00 1,~~960~~343.20 0.00 Group I 0113837662 11/21/2007 193,031.38 5,884.12 0.00 Group I ~~0114027081~~0113851380 0912/2706/2007 ~~191~~77,~~607~~439.9631 6619.36 0.00 Group I 0113905698 12/03/2007 76,~~517~~915.7500 806.79 0.00 Group I ~~0114208140~~0113977691 0911/1723/2007 ~~164~~64,~~052~~983.80 649.84 0.00 Group I 0114006108 12/05/2007 2131,~~049~~397.6200 1,313.97 0.00 Group I ~~0114342539~~0114044909 1012/0912/2007 ~~169~~65,~~996~~783.8438 657.83 0.00 Group I 0114425992 12/13/2007 112,331.77 4,~~845~~282.65 0.00 Group I 0114739674 11/21/2007 226,559.14 2,116.77 0.00 Group II ~~0113669870~~0113288228 0912/1803/2007 ~~115~~32,~~046~~845.89 328.58 0.00 Group II 0113445866 11/27/2007 50,021.81 52,~~753~~224.0675 0.00 Group II ~~0113670150~~0113587217 0911/1828/2007 191,296.71 1,912.97 0.00 Group II 0113664136 11/27/2007 107,000.00 1,070.00 0.00 Group II 0113695731 12/14/2007 143,727.32 4,441.40 0.00 Group II 0113762860 12/11/2007 78,512.91 785.13 0.00 Group II 0113849447 11/28/2007 114,~~747~~279.4151 1,~~437~~143.6420 0.00 Group II ~~0114038387~~0114428087 1011/0923/2007 6273,~~760~~745.3362 2,~~602~~449.0732 0.00 Group II 0114551062 09/27/2007 ~~224,000~~0.00 (1,017.59) 0.00

Prepayment Rates

Summary SMM CPR PSA Current Month 01.~~626~~049% Current Month 711.~~261~~886% Current Month ~~399~~536.~~236~~182% 3 Month Average 0.~~810~~788% 3 Month Average 9.~~285~~039% 3 Month Average ~~588~~443.~~146~~437% 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 8.080% N/A Mar-2007 1,912.949% N/A Apr-2007 8.367% N/A Apr-2007 1,344.610% N/A May-2007 5.674% N/A May-2007 690.109% N/A Jun-2007 10.500% N/A Jun-2007 1,027.204% N/A Jul-2007 8.297% N/A Jul-2007 678.848% N/A Aug-2007 10.801% N/A Aug-2007 760.471% N/A Sep-2007 9.794% N/A Sep-2007 604.730% N/A Oct-2007 7.261% N/A Oct-2007 399.236% N/A Nov-2007 7.970% N/A Nov-2007 394.893% N/A Dec-2007 11.886% N/A Dec-2007 536.182% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I SMM CPR PSA Current Month 01.~~769~~379% Current Month 815.~~844~~352% Current Month ~~483~~689.~~364~~073% 3 Month Average 01.~~806~~089% 3 Month Average 912.~~249~~272% 3 Month Average ~~569~~598.~~736~~115% 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 9.542% N/A Mar-2007 2,212.124% N/A Apr-2007 5.312% N/A Apr-2007 841.907% N/A May-2007 5.980% N/A May-2007 719.664% N/A Jun-2007 7.264% N/A Jun-2007 704.802% N/A Jul-2007 10.383% N/A Jul-2007 843.383% N/A Aug-2007 7.748% N/A Aug-2007 541.590% N/A Sep-2007 11.156% N/A Sep-2007 684.254% N/A Oct-2007 8.844% N/A Oct-2007 483.364% N/A Nov-2007 12.620% N/A Nov-2007 621.910% N/A Dec-2007 15.352% N/A Dec-2007 689.073% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II SMM CPR PSA Current Month 0.~~514~~791% Current Month 59.~~994~~090% Current Month ~~331~~411.~~151~~640% 3 Month Average 0.~~812~~553% 3 Month Average 96.~~278~~412% 3 Month Average ~~600~~316.~~584~~483% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~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 6.919% N/A Mar-2007 1,665.626% N/A Apr-2007 10.693% N/A Apr-2007 1,737.609% N/A May-2007 5.433% N/A May-2007 666.353% N/A Jun-2007 12.968% N/A Jun-2007 1,277.130% N/A Jul-2007 6.620% N/A Jul-2007 544.656% N/A Aug-2007 13.137% N/A Aug-2007 930.365% N/A Sep-2007 8.703% N/A Sep-2007 540.238% N/A Oct-2007 5.994% N/A Oct-2007 331.151% N/A Nov-2007 4.154% N/A Nov-2007 206.659% N/A Dec-2007 9.090% N/A Dec-2007 411.640% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Interest Rate Stratification Summary Group I Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.500 12 4,~~677~~664,~~777~~829.5138 0.~~601~~610 3 1,~~037~~032,~~069~~379.0904 0.~~302~~309 5.500 5.999 112 48,~~447~~309,~~463~~776.8514 6.~~221~~317 36 9,~~212~~185,~~463~~770.7092 2.~~686~~749 6.000 6.499 101 29,~~369~~338,~~281~~972.1970 3.~~771~~837 43 9,~~869~~853,~~071~~907.6875 2.~~878~~949 6.500 6.999 ~~327~~326 85,~~681~~530,~~152~~292.6383 11.~~002~~185 ~~147~~146 3130,~~114~~997,~~618~~979.1826 9.~~073~~276 7.000 7.499 ~~419~~415 9594,~~410~~629,~~581~~544.9558 12.~~252~~374 ~~213~~211 4140,~~129~~788,~~350~~522.3890 1112.~~993~~205 7.500 7.999 ~~682~~666 ~~155~~153,~~996~~481,~~902~~946.1614 20.~~032~~070 ~~360~~348 6765,~~147~~283,~~181~~637.4860 19.~~579~~535 8.000 8.499 ~~491~~476 9995,~~253~~832,~~584~~378.2576 12.~~745~~532 ~~274~~265 4846,~~775~~476,~~363~~765.2541 1413.~~222~~908 8.500 8.999 ~~529~~515 9996,~~325~~407,~~116~~904.2203 12.~~754~~607 ~~338~~330 5250,~~391~~914,~~112~~341.5257 15.~~276~~235 9.000 9.499 ~~276~~273 42,~~870~~536,~~137~~396.0440 5.~~505~~562 ~~171~~168 2322,~~047~~725,~~106~~652.8257 6.~~720~~800 9.500 9.999 ~~287~~281 3837,~~946~~982,~~362~~748.3999 54.~~001~~967 ~~184~~180 2322,~~509~~774,~~704~~087.8910 6.~~855~~815 10.000 10.499 ~~175~~172 1918,~~177~~932,~~039~~953.3542 2.~~463~~476 9391 8,~~855~~690,~~057~~202.74 2.~~582~~600 10.500 10.999 ~~205~~202 18,~~768~~434,~~077~~080.5048 2.~~410~~411 ~~103~~100 9,~~739~~444,~~263~~670.4234 2.~~840~~826 11.000 11.499 ~~222~~218 1413,~~173~~628,~~092~~761.8720 1.~~820~~782 9493 5,~~846~~499,~~474~~944.6949 1.~~705~~646 11.500 11.999 ~~209~~200 1211,~~216~~584,~~101~~600.9489 1.~~569~~515 9487 4,~~697~~242,~~797~~186.2618 1.~~370~~269 12.000 12.499 ~~154~~146 7,~~970~~495,~~589~~599.6898 10.~~024~~980 9089 3,~~732~~689,~~501~~077.3540 1.~~088~~104 12.500 12.999 5854 2,~~651~~346,~~647~~378.2743 0.~~341~~307 3433 1,~~207~~150,~~623~~903.4244 0.~~352~~344 >= 13.000 ~~103~~96 3,~~812~~579,~~626~~503.0076 0.~~490~~468 5347 1,~~643~~433,~~441~~257.8658 0.~~479~~429 Total 4,~~362~~265 ~~778~~764,~~747~~716,~~533~~668.8011 100.000 2,~~330~~270 ~~342~~334,~~955~~183,~~201~~286.7329 100.000

Interest Rate Stratification (continued) Group II Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.500 9 3,~~640~~632,~~708~~450.4234 0.~~835~~844 5.500 5.999 76 39,~~235~~124,~~000~~005.1522 9.~~003~~087 6.000 6.499 58 19,~~500~~485,~~209~~064.5195 4.~~475~~526 6.500 6.999 180 54,~~566~~532,~~534~~313.4557 12.~~521~~666 7.000 7.499 ~~206~~204 5453,~~281~~841,~~231~~021.5768 12.~~456~~506 7.500 7.999 ~~322~~318 88,~~849~~198,~~720~~308.6854 20.~~388~~486 8.000 8.499 ~~217~~211 5049,~~478~~355,~~221~~613.0035 11.~~583~~464 8.500 8.999 ~~191~~185 4645,~~934~~493,~~003~~562.7046 10.~~770~~567 9.000 9.499 105 19,~~823~~810,~~030~~743.2283 4.~~549~~601 9.500 9.999 ~~103~~101 15,~~436~~208,~~657~~661.5089 3.~~542~~533 10.000 10.499 8281 10,~~321~~242,~~981~~750.6168 2.~~369~~379 10.500 10.999 102 98,~~028~~989,~~814~~410.0814 2.~~072~~088 11.000 11.499 ~~128~~125 8,~~326~~128,~~618~~816.1871 1.~~911~~888 11.500 11.999 ~~115~~113 7,~~518~~342,~~304~~414.6871 1.~~725~~705 12.000 12.499 6457 43,~~238~~806,~~088~~522.3358 0.~~973~~884 12.500 12.999 2421 1,~~444~~195,~~023~~474.8599 0.~~331~~278 >= 13.000 5049 2,~~169~~146,~~184~~246.1418 0.~~498~~499 Total 21,~~032~~995 ~~435~~430,~~792~~533,~~332~~381.0782 100.000

Filing Compare · ACE Securities Corp. Home Equity Loan Trust, Series 2007-ASAP1