10-D 1 csm07001_10d-200705.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: April 26, 2007 to May 25, 2007 Commission File Number of issuing entity: 333-135481-13 CSMC Mortgage-Backed Trust 2007-1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-135481 Credit Suisse First Boston Mortgage Securities Corp. (Exact name of depositor as specified in its charter) DLJ Mortgage Capital, Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2198763 54-2198764 54-2198765 54-2198766 54-2198767 54-6731733 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Rd. 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)) 1-A-1A _____ _____ __X___ ____________ 1-A-1B _____ _____ __X___ ____________ 1-A-1C _____ _____ __X___ ____________ 1-A-1D _____ _____ __X___ ____________ 1-A-2A _____ _____ __X___ ____________ 1-A-2B _____ _____ __X___ ____________ 1-A-2C _____ _____ __X___ ____________ 1-A-3 _____ _____ __X___ ____________ 1-A-4 _____ _____ __X___ ____________ 1-A-5A _____ _____ __X___ ____________ 1-A-5B _____ _____ __X___ ____________ 1-A-6A _____ _____ __X___ ____________ 1-A-6B _____ _____ __X___ ____________ 1-M-1 _____ _____ __X___ ____________ 1-M-2 _____ _____ __X___ ____________ 1-M-3 _____ _____ __X___ ____________ 1-M-4 _____ _____ __X___ ____________ 1-M-5 _____ _____ __X___ ____________ 1-B-1 _____ _____ __X___ ____________ 1-R _____ _____ __X___ ____________ 1-P _____ _____ __X___ ____________ 1-X _____ _____ __X___ ____________ 2-A-1 _____ _____ __X___ ____________ 3-A-1 _____ _____ __X___ ____________ 3-A-2 _____ _____ __X___ ____________ 4-A-1 _____ _____ __X___ ____________ 5-A-1 _____ _____ __X___ ____________ 5-A-2 _____ _____ __X___ ____________ 5-A-3 _____ _____ __X___ ____________ 5-A-4 _____ _____ __X___ ____________ 5-A-5 _____ _____ __X___ ____________ 5-A-6 _____ _____ __X___ ____________ 5-A-7 _____ _____ __X___ ____________ 5-A-8 _____ _____ __X___ ____________ 5-A-9 _____ _____ __X___ ____________ 5-A-10 _____ _____ __X___ ____________ 5-A-11 _____ _____ __X___ ____________ 5-A-12 _____ _____ __X___ ____________ 5-A-13 _____ _____ __X___ ____________ 5-A-14 _____ _____ __X___ ____________ 5-A-15 _____ _____ __X___ ____________ 5-A-16 _____ _____ __X___ ____________ C-X _____ _____ __X___ ____________ A-X _____ _____ __X___ ____________ C-B-1 _____ _____ __X___ ____________ C-B-2 _____ _____ __X___ ____________ C-B-3 _____ _____ __X___ ____________ C-B-4 _____ _____ __X___ ____________ C-B-5 _____ _____ __X___ ____________ C-B-6 _____ _____ __X___ ____________ AR _____ _____ __X___ ____________ AR-L _____ _____ __X___ ____________ PP _____ _____ __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 May 25, 2007 a distribution was made to holders of CSMC Mortgage-Backed Trust 2007-1. 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 CSMC Mortgage-Backed Trust 2007-1, relating to the May 25, 2007 distribution. (b) The exhibits required to be filed by the Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Credit Suisse First Boston Mortgage Securities Corp. (Depositor) /s/ Kevin Steele Kevin Steele, Vice President Date: June 05, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of CSMC Mortgage-Backed Trust 2007-1, relating to the May 25, 2007 distribution. EX-99.1 Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed P/T Certificates Distribution Date: 5/25/2007 Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed P/T Certificates Series 2007-1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance 1-A-1A 126378AA6 0104/3130/2007 5.94210% ~~189~~173,~~000~~557,~~000~~006.0029 ~~935~~859,~~880~~410.7591 1-A-1B 126378AB4 0205/2324/2007 5.40000% 4844,~~589~~618,~~000~~843.0028 ~~196~~200,~~785~~784.4579 1-A-1C 126378AC2 0205/2324/2007 5.38000% 4743,~~000~~159,~~000~~678.0082 ~~189~~193,~~645~~499.0023 1-A-1D 126378AD0 0104/3130/2007 5.94210% 1816,~~000~~529,~~000~~238.0070 8981,~~131~~848.5066 1-A-2A 126378AE8 0104/3130/2007 5.80210% 34,038,000.00 164,576.57 1-A-2B 126378AF5 0205/2324/2007 5.45000% 20,000,000.00 8190,~~750~~833.0033 1-A-2C 126378AU2 0104/3130/2007 5.80210% 25,000,000.00 120,877.08 1-A-3 126378AG3 0104/3130/2007 5.98890% 84,567,000.00 422,052.76 1-A-4 126378AH1 0104/3130/2007 6.13070% 49,579,000.00 253,294.98 1-A-5A 126378AJ7 0104/3130/2007 6.21570% 36,250,000.00 187,765.94 1-A-5B 126378AK4 0104/3130/2007 6.21570% 10,415,000.00 53,947.10 1-A-6A 126378AL2 0104/3130/2007 5.86310% 100,756,000.00 492,285.42 1-A-6B 126378AM0 0104/3130/2007 5.85000% 6,375,000.00 31,078.13 1-M-1 126378AN8 0104/3130/2007 6.03210% 16,018,000.00 80,518.48 1-M-2 126378AP3 0104/3130/2007 6.33000% 8,899,000.00 46,942.23 1-M-3 126378AQ1 0104/3130/2007 6.50000% 3,204,000.00 17,355.00 1-M-4 126378AR9 0205/2324/2007 6.57000% 3,560,000.00 1719,~~541~~491.9000 1-M-5 126378AS7 0205/2324/2007 6.57000% 2,848,000.00 1415,~~033~~592.5280 1-B-1 126378AT5 0205/2324/2007 7.32000% 3,916,000.00 2123,~~498~~887.8460 1-R 126378CE6 0104/3130/2007 0.00000% ~~100~~0.00 0.00 1-P 126378CB2 0104/3130/2007 0.00000% 200.00 711,~~895~~316.0126 1-X 126378CD8 0104/3130/2007 0.00000% 3,~~914~~915,~~692~~608.8236 ~~752~~662,~~354~~368.1379 2-A-1 126378AV0 0104/3130/2007 5.50000% 4342,~~249~~766,~~900~~209.0010 ~~198~~196,~~228~~011.7179 3-A-1 126378AW8 0104/3130/2007 6.00000% 9391,~~533~~250,~~000~~100.0015 ~~467~~456,~~665~~250.0050 3-A-2 126378AX6 0104/3130/2007 6.00000% 3,~~508~~422,~~000~~378.0075 17,~~540~~111.0089 4-A-1 126378AY4 0104/3130/2007 6.50000% 7570,~~330~~086,~~000~~148.0016 ~~408~~379,~~037~~633.5030 5-A-1 126378AZ1 0205/2324/2007 5.92000% ~~100~~92,~~000~~436,~~000~~848.0049 ~~493~~456,~~333~~021.3379 5-A-2 126378BA5 0205/2324/2007 0.08000% 0.00 6,~~666~~162.6746 5-A-3 126378BB3 0104/3130/2007 6.00000% 3029,~~000~~033,~~000~~297.0053 ~~150~~145,~~000~~166.0049 5-A-4 126378BC1 0104/3130/2007 6.00000% 30,000,000.00 150,000.00 5-A-5 126378BD9 0104/3130/2007 6.00000% 2,261,000.00 11,305.00 5-A-6 126378BE7 0104/3130/2007 6.00000% 1,095,000.00 5,475.00 5-A-7 126378BF4 0104/3130/2007 5.75000% 25,000,000.00 119,791.67 5-A-8 126378BG2 0104/3130/2007 6.00000% 1,~~875~~814,~~000~~581.0010 9,~~375~~072.0091 5-A-9 126378BH0 0104/3130/2007 0.25000% 0.00 5,208.33 5-A-10 126378BJ6 0104/3130/2007 5.75000% 8885,~~625~~769,~~000~~199.0079 ~~424~~410,~~661~~977.4642 5-A-11 126378BK3 0104/3130/2007 0.25000% 0.00 1817,~~463~~868.5458 5-A-12 126378BL1 0104/3130/2007 6.00000% 3,~~323~~215,~~000~~921.0059 16,~~615~~079.0061 5-A-13 126378BM9 0104/3130/2007 6.00000% 25,000,000.00 125,000.00 5-A-14 126378BN7 0104/3130/2007 6.00000% 8885,~~625~~769,~~000~~199.0079 ~~443~~428,~~125~~846.00 5-A-15 126378BP2 0104/3130/2007 6.00000% 9188,~~948~~985,~~000~~121.0037 ~~459~~444,~~740~~925.0061 5-A-16 126378BQ0 0104/3130/2007 6.00000% 5,845,000.00 29,225.00 C-X 126378BS6 0104/3130/2007 0.50000% 0.00 98,~~548~~249.1062 A-X 126378BR8 0104/3130/2007 6.00000% 0.00 8077,~~952~~008.9528 C-B-1 126378BT4 0104/3130/2007 6.~~03186~~03180% 10,~~205~~164,~~000~~239.0040 51,~~295~~090.9256 C-B-2 126378BU1 0104/3130/2007 6.~~03186~~03180% 3,~~662~~647,~~000~~373.0032 18,~~407~~333.2253 C-B-3 126378BV9 0104/3130/2007 6.~~03186~~03180% 2,~~093~~084,~~000~~640.0018 10,~~520~~478.5645 C-B-4 126378BY3 0104/3130/2007 6.~~03186~~03180% 1,~~308~~302,~~000~~775.0061 6,~~574~~548.7240 C-B-5 126378BZ0 0104/3130/2007 6.~~03186~~03180% 1,~~308~~302,~~000~~775.0061 6,~~574~~548.7240 C-B-6 126378CA4 0104/3130/2007 6.~~03186~~03180% 1,~~048~~044,~~203~~016.5786 5,~~268~~247.8475 AR 126378BW7 0104/3130/2007 5.50000% 500.00 0.2300 AR-L 126378BX5 0104/3130/2007 5.50000% 500.00 0.2300 PP 126378CC0 0104/3130/2007 0.00000% 100.00 06,750.00 Totals 1,~~440~~390,~~771~~501,~~296~~502.3925 7,~~925~~650,~~809~~115.4940

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses 1-A-1A 5,~~528~~932,~~253~~347.2773 0.00 ~~183~~167,~~471~~624,~~746~~658.7355 6,~~464~~791,~~134~~758.0264 0.00 1-A-1B 1,~~421~~525,~~229~~115.0858 0.00 4743,~~167~~093,~~770~~727.9270 1,~~618~~725,~~014~~900.5337 0.00 1-A-1C 1,~~374~~475,~~750~~239.8191 0.00 4541,~~625~~684,~~249~~438.1991 1,~~564~~668,~~395~~739.8114 0.00 1-A-1D ~~526~~564,~~500~~985.3150 0.00 1715,~~473~~964,~~499~~253.6920 ~~615~~646,~~631~~834.8116 0.00 1-A-2A 0.00 0.00 34,038,000.00 164,576.57 0.00 1-A-2B 0.00 0.00 20,000,000.00 8190,~~750~~833.0033 0.00 1-A-2C 0.00 0.00 25,000,000.00 120,877.08 0.00 1-A-3 0.00 0.00 84,567,000.00 422,052.76 0.00 1-A-4 0.00 0.00 49,579,000.00 253,294.98 0.00 1-A-5A 0.00 0.00 36,250,000.00 187,765.94 0.00 1-A-5B 0.00 0.00 10,415,000.00 53,947.10 0.00 1-A-6A 0.00 0.00 100,756,000.00 492,285.42 0.00 1-A-6B 0.00 0.00 6,375,000.00 31,078.13 0.00 1-M-1 0.00 0.00 16,018,000.00 80,518.48 0.00 1-M-2 0.00 0.00 8,899,000.00 46,942.23 0.00 1-M-3 0.00 0.00 3,204,000.00 17,355.00 0.00 1-M-4 0.00 0.00 3,560,000.00 1719,~~541~~491.9000 0.00 1-M-5 0.00 0.00 2,848,000.00 1415,~~033~~592.5280 0.00 1-B-1 0.00 0.00 3,916,000.00 2123,~~498~~887.8460 0.00 1-R ~~100~~0.00 0.00 0.00 ~~100~~0.00 0.00 1-P 0.00 0.00 200.00 711,~~895~~316.0126 0.00 1-X 0.00 0.00 3,915,608.36 ~~752~~662,~~354~~368.1379 0.00 2-A-1 ~~157~~165,~~798~~312.5364 0.00 4342,~~092~~600,~~101~~896.4746 ~~356~~361,~~027~~324.2443 0.00 3-A-1 ~~650~~494,~~385~~435.8860 0.00 9290,~~882~~755,~~614~~664.1255 1950,~~118,050~~686.8810 0.00 3-A-2 2418,~~393~~544.0304 0.00 3,~~483~~403,~~606~~834.9770 4135,~~933~~655.0393 0.00 4-A-1 ~~426~~1,~~039~~593,731.0113 0.00 7468,~~903~~492,~~960~~417.9904 ~~834~~1,~~076~~973,364.5143 0.00 5-A-1 35,~~913~~261,~~496~~553.5284 0.00 9687,~~086~~175,~~503~~294.4865 45,~~406~~717,~~829~~575.8563 0.00 5-A-2 0.00 0.00 0.00 6,~~666~~162.6746 0.00 5-A-3 322,234.16 0.00 2928,~~677~~711,~~765~~063.8437 ~~472~~467,~~234~~400.1665 0.00 5-A-4 0.00 0.00 30,000,000.00 150,000.00 0.00 5-A-5 0.00 0.00 2,261,000.00 11,305.00 0.00 5-A-6 0.00 0.00 1,095,000.00 5,475.00 0.00 5-A-7 0.00 0.00 25,000,000.00 119,791.67 0.00 5-A-8 20,139.63 0.00 1,~~854~~794,~~860~~441.3746 29,~~514~~212.6354 0.00 5-A-9 0.00 0.00 0.00 5,208.33 0.00 5-A-10 951,933.40 0.00 8784,~~673~~817,~~066~~266.6038 1,~~376~~362,~~594~~910.8682 0.00 5-A-11 0.00 0.00 0.00 1817,~~463~~868.5458 0.00 5-A-12 35,692.80 0.00 3,~~287~~180,~~307~~228.2079 5251,~~307~~772.8041 0.00 5-A-13 0.00 0.00 25,000,000.00 125,000.00 0.00 5-A-14 951,933.40 0.00 8784,~~673~~817,~~066~~266.6038 1,~~395~~380,~~058~~779.40 0.00 5-A-15 987,626.21 0.00 9087,~~960~~997,~~373~~495.7917 1,~~447~~432,~~366~~551.2182 0.00 5-A-16 0.00 0.00 5,845,000.00 29,225.00 0.00 C-X 0.00 0.00 0.00 98,~~548~~249.1062 0.00 A-X 0.00 0.00 0.00 8077,~~952~~008.9528 0.00 C-B-1 13,~~486~~803.1373 0.00 10,~~191~~150,~~513~~435.8768 64,~~782~~894.0529 0.00 C-B-2 4,~~839~~953.4138 0.00 3,~~657~~642,~~160~~419.5994 23,~~246~~286.6391 0.00 C-B-3 2,~~765~~831.9408 0.00 2,~~090~~081,~~234~~809.0610 13,~~286~~309.5053 0.00 C-B-4 1,~~728~~769.5526 0.00 1,~~306~~301,~~271~~006.4536 8,~~303~~317.2766 0.00 C-B-5 1,~~728~~769.5526 0.00 1,~~306~~301,~~271~~006.4536 8,~~303~~317.2766 0.00 C-B-6 1,~~385~~417.2285 0.00 1,~~046~~042,~~818~~599.3501 6,~~654~~665.0660 0.00 AR 500.00 0.00 0.00 500.2300 0.00 AR-L 500.00 0.00 0.00 500.2300 0.00 PP 0.00 0.00 100.00 06,750.00 0.00 Totals 1720,~~318~~327,~~539~~370.8413 0.00 1,~~423~~370,~~453~~174,~~672~~132.0912 2527,~~244~~977,~~349~~485.3353 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. NOTE: 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 Realized Face Certificate Principal Principal Loss Amount Balance Distribution Distribution 1-A-1A 189,000,000.00 ~~189~~173,~~000~~557,~~000~~006.0029 0.00 5,~~528~~932,~~253~~347.2773 0.00 0.00 1-A-1B 48,589,000.00 4844,~~589~~618,~~000~~843.0028 0.00 1,~~421~~525,~~229~~115.0858 0.00 0.00 1-A-1C 47,000,000.00 4743,~~000~~159,~~000~~678.0082 0.00 1,~~374~~475,~~750~~239.8191 0.00 0.00 1-A-1D 18,000,000.00 1816,~~000~~529,~~000~~238.0070 0.00 ~~526~~564,~~500~~985.3150 0.00 0.00 1-A-2A 34,038,000.00 34,038,000.00 0.00 0.00 0.00 0.00 1-A-2B 20,000,000.00 20,000,000.00 0.00 0.00 0.00 0.00 1-A-2C 25,000,000.00 25,000,000.00 0.00 0.00 0.00 0.00 1-A-3 84,567,000.00 84,567,000.00 0.00 0.00 0.00 0.00 1-A-4 49,579,000.00 49,579,000.00 0.00 0.00 0.00 0.00 1-A-5A 36,250,000.00 36,250,000.00 0.00 0.00 0.00 0.00 1-A-5B 10,415,000.00 10,415,000.00 0.00 0.00 0.00 0.00 1-A-6A 100,756,000.00 100,756,000.00 0.00 0.00 0.00 0.00 1-A-6B 6,375,000.00 6,375,000.00 0.00 0.00 0.00 0.00 1-M-1 16,018,000.00 16,018,000.00 0.00 0.00 0.00 0.00 1-M-2 8,899,000.00 8,899,000.00 0.00 0.00 0.00 0.00 1-M-3 3,204,000.00 3,204,000.00 0.00 0.00 0.00 0.00 1-M-4 3,560,000.00 3,560,000.00 0.00 0.00 0.00 0.00 1-M-5 2,848,000.00 2,848,000.00 0.00 0.00 0.00 0.00 1-B-1 3,916,000.00 3,916,000.00 0.00 0.00 0.00 0.00 1-R 100.00 ~~100~~0.00 0.00 ~~100~~0.00 0.00 0.00 1-P 200.00 200.00 0.00 0.00 0.00 0.00 1-X 3,914,692.82 3,~~914~~915,~~692~~608.8236 0.00 0.00 0.00 0.00 2-A-1 43,249,900.00 4342,~~249~~766,~~900~~209.0010 ~~113~~115,~~343~~412.5709 4449,~~454~~900.9656 0.00 0.00 3-A-1 93,533,000.00 9391,~~533~~250,~~000~~100.0015 ~~214~~215,~~779~~589.3929 ~~435~~278,~~606~~846.4931 0.00 0.00 3-A-2 3,508,000.00 3,~~508~~422,~~000~~378.0075 8,~~055~~085.4078 1610,~~337~~458.6326 0.00 0.00 4-A-1 75,330,000.00 7570,~~330~~086,~~000~~148.0016 ~~173~~170,~~066~~726.4723 ~~252~~1,~~972~~423,004.5490 0.00 0.00 5-A-1 100,000,000.00 ~~100~~92,~~000~~436,~~000~~848.0049 ~~116~~119,~~600~~358.0981 35,~~796~~142,~~896~~195.4303 0.00 0.00 5-A-2 0.00 0.00 0.00 0.00 0.00 0.00 5-A-3 30,000,000.00 3029,~~000~~033,~~000~~297.0053 97,~~600~~309.7691 ~~312~~314,~~633~~924.4025 0.00 0.00 5-A-4 30,000,000.00 30,000,000.00 0.00 0.00 0.00 0.00 5-A-5 2,261,000.00 2,261,000.00 0.00 0.00 0.00 0.00 5-A-6 1,095,000.00 1,095,000.00 0.00 0.00 0.00 0.00 5-A-7 25,000,000.00 25,000,000.00 0.00 0.00 0.00 0.00 5-A-8 1,875,000.00 1,~~875~~814,~~000~~581.0010 ~~600~~456.0587 19,~~539~~682.5977 0.00 0.00 5-A-9 0.00 0.00 0.00 0.00 0.00 0.00 5-A-10 88,625,000.00 8885,~~625~~769,~~000~~199.0079 2821,~~362~~594.2469 ~~923~~930,~~571~~338.1771 0.00 0.00 5-A-11 0.00 0.00 0.00 0.00 0.00 0.00 5-A-12 3,323,000.00 3,~~323~~215,~~000~~921.0059 ~~1,063~~809.4469 34,~~629~~883.3611 0.00 0.00 5-A-13 25,000,000.00 25,000,000.00 0.00 0.00 0.00 0.00 5-A-14 88,625,000.00 8885,~~625~~769,~~000~~199.0079 6275,~~281~~742.6434 ~~889~~876,~~651~~191.7606 0.00 0.00 5-A-15 91,948,000.00 9188,~~948~~985,~~000~~121.0037 6478,~~616~~582.9030 ~~923~~909,~~009~~043.3190 0.00 0.00 5-A-16 5,845,000.00 5,845,000.00 0.00 0.00 0.00 0.00 C-X 0.00 0.00 0.00 0.00 0.00 0.00 A-X 0.00 0.00 0.00 0.00 0.00 0.00 C-B-1 10,205,000.00 10,~~205~~164,~~000~~239.0040 13,~~486~~803.1373 0.00 0.00 0.00 C-B-2 3,662,000.00 3,~~662~~647,~~000~~373.0032 4,~~839~~953.4138 0.00 0.00 0.00 C-B-3 2,093,000.00 2,~~093~~084,~~000~~640.0018 2,~~765~~831.9408 0.00 0.00 0.00 C-B-4 1,308,000.00 1,~~308~~302,~~000~~775.0061 1,~~728~~769.5526 0.00 0.00 0.00 C-B-5 1,308,000.00 1,~~308~~302,~~000~~775.0061 1,~~728~~769.5526 0.00 0.00 0.00 C-B-6 1,048,203.57 1,~~048~~044,~~203~~016.5786 1,~~385~~417.2285 0.00 0.00 0.00 AR 50.00 500.00 350.9100 140.0900 0.00 0.00 AR-L 50.00 500.00 350.9100 140.0900 0.00 0.00 PP 100.00 100.00 0.00 0.00 0.00 0.00 Totals 1,440,771,296.39 1,~~440~~390,~~771~~501,~~296~~502.3925 ~~818~~840,~~375~~212.5756 1619,~~500~~487,~~164~~157.2958 0.00 0.00

Principal Distribution Statement (continued) Class Total Ending Ending Total Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1A 5,~~528~~932,~~253~~347.2773 ~~183~~167,~~471~~624,~~746~~658.7355 0.~~97074998~~88690296 5,~~528~~932,~~253~~347.2773 1-A-1B 1,~~421~~525,~~229~~115.0858 4743,~~167~~093,~~770~~727.9270 0.~~97074998~~88690296 1,~~421~~525,~~229~~115.0858 1-A-1C 1,~~374~~475,~~750~~239.8191 4541,~~625~~684,~~249~~438.1991 0.~~97074998~~88690296 1,~~374~~475,~~750~~239.8191 1-A-1D ~~526~~564,~~500~~985.3150 1715,~~473~~964,~~499~~253.6920 0.~~97074998~~88690296 ~~526~~564,~~500~~985.3150 1-A-2A 0.00 34,038,000.00 1.00000000 0.00 1-A-2B 0.00 20,000,000.00 1.00000000 0.00 1-A-2C 0.00 25,000,000.00 1.00000000 0.00 1-A-3 0.00 84,567,000.00 1.00000000 0.00 1-A-4 0.00 49,579,000.00 1.00000000 0.00 1-A-5A 0.00 36,250,000.00 1.00000000 0.00 1-A-5B 0.00 10,415,000.00 1.00000000 0.00 1-A-6A 0.00 100,756,000.00 1.00000000 0.00 1-A-6B 0.00 6,375,000.00 1.00000000 0.00 1-M-1 0.00 16,018,000.00 1.00000000 0.00 1-M-2 0.00 8,899,000.00 1.00000000 0.00 1-M-3 0.00 3,204,000.00 1.00000000 0.00 1-M-4 0.00 3,560,000.00 1.00000000 0.00 1-M-5 0.00 2,848,000.00 1.00000000 0.00 1-B-1 0.00 3,916,000.00 1.00000000 0.00 1-R ~~100~~0.00 0.00 0.00000000 ~~100~~0.00 1-P 0.00 200.00 1.00000000 0.00 1-X 0.00 3,915,608.36 1.00023387 0.00 2-A-1 ~~157~~165,~~798~~312.5364 4342,~~092~~600,~~101~~896.4746 0.~~99635147~~98499410 ~~157~~165,~~798~~312.5364 3-A-1 ~~650~~494,~~385~~435.8860 9290,~~882~~755,~~614~~664.1255 0.~~99304646~~97030636 ~~650~~494,~~385~~435.8860 3-A-2 2418,~~393~~544.0304 3,~~483~~403,~~606~~834.9770 0.~~99304646~~97030636 2418,~~393~~544.0304 4-A-1 ~~426~~1,~~039~~593,731.0113 7468,~~903~~492,~~960~~417.9904 0.~~99434436~~90923161 ~~426~~1,~~039~~593,731.0113 5-A-1 35,~~913~~261,~~496~~553.5284 9687,~~086~~175,~~503~~294.4865 0.~~96086503~~87175295 35,~~913~~261,~~496~~553.5284 5-A-2 0.00 0.00 0.00000000 0.00 5-A-3 322,234.16 2928,~~677~~711,~~765~~063.8437 0.~~98925886~~95703545 322,234.16 5-A-4 0.00 30,000,000.00 1.00000000 0.00 5-A-5 0.00 2,261,000.00 1.00000000 0.00 5-A-6 0.00 1,095,000.00 1.00000000 0.00 5-A-7 0.00 25,000,000.00 1.00000000 0.00 5-A-8 20,139.63 1,~~854~~794,~~860~~441.3746 0.~~98925886~~95703545 20,139.63 5-A-9 0.00 0.00 0.00000000 0.00 5-A-10 951,933.40 8784,~~673~~817,~~066~~266.6038 0.~~98925886~~95703545 951,933.40 5-A-11 0.00 0.00 0.00000000 0.00 5-A-12 35,692.80 3,~~287~~180,~~307~~228.2079 0.~~98925886~~95703545 35,692.80 5-A-13 0.00 25,000,000.00 1.00000000 0.00 5-A-14 951,933.40 8784,~~673~~817,~~066~~266.6038 0.~~98925886~~95703545 951,933.40 5-A-15 987,626.21 9087,~~960~~997,~~373~~495.7917 0.~~98925886~~95703545 987,626.21 5-A-16 0.00 5,845,000.00 1.00000000 0.00 C-X 0.00 0.00 0.00000000 0.00 A-X 0.00 0.00 0.00000000 0.00 C-B-1 13,~~486~~803.1373 10,~~191~~150,~~513~~435.8768 0.~~99867848~~99465318 13,~~486~~803.1373 C-B-2 4,~~839~~953.4138 3,~~657~~642,~~160~~419.5994 0.~~99867848~~99465318 4,~~839~~953.4138 C-B-3 2,~~765~~831.9408 2,~~090~~081,~~234~~809.0610 0.~~99867848~~99465318 2,~~765~~831.9408 C-B-4 1,~~728~~769.5526 1,~~306~~301,~~271~~006.4536 0.~~99867848~~99465318 1,~~728~~769.5526 C-B-5 1,~~728~~769.5526 1,~~306~~301,~~271~~006.4536 0.~~99867848~~99465318 1,~~728~~769.5526 C-B-6 1,~~385~~417.2285 1,~~046~~042,~~818~~599.3501 0.~~99867848~~99465318 1,~~385~~417.2285 AR 500.00 0.00 0.00000000 500.00 AR-L 500.00 0.00 0.00000000 500.00 PP 0.00 100.00 1.00000000 0.00 Totals 1720,~~318~~327,~~539~~370.8413 1,~~423~~370,~~453~~174,~~672~~132.0912 0.~~98798031~~95100044 1720,~~318~~327,~~539~~370.8413

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution 1-A-1A 189,000,000.00 ~~1000~~918.~~00000000~~29103857 0.00000000 2931.~~25001730~~38808323 0.00000000 1-A-1B 48,589,000.00 ~~1000~~918.~~00000000~~29103871 0.00000000 2931.~~25001708~~38808331 0.00000000 1-A-1C 47,000,000.00 ~~1000~~918.~~00000000~~29103872 0.00000000 2931.~~25001723~~38808319 0.00000000 1-A-1D 18,000,000.00 ~~1000~~918.~~00000000~~29103889 0.00000000 2931.~~25001722~~38808333 0.00000000 1-A-2A 34,038,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-2B 20,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-2C 25,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-3 84,567,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-4 49,579,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-5A 36,250,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-5B 10,415,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-6A 100,756,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-6B 6,375,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-M-1 16,018,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-M-2 8,899,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-M-3 3,204,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-M-4 3,560,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-M-5 2,848,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-B-1 3,916,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-R 100.00 ~~1000~~0.00000000 0.00000000 ~~1000~~0.00000000 0.00000000 1-P 200.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-X 3,914,692.82 1000.~~00000000~~23387276 0.00000000 0.00000000 0.00000000 2-A-1 43,249,900.00 ~~1000~~988.~~00000000~~81636952 2.~~62066664~~66849380 1.~~02786272~~15377284 0.00000000 3-A-1 93,533,000.00 ~~1000~~975.~~00000000~~59257321 2.~~29629532~~30495429 42.~~65724921~~98126127 0.00000000 3-A-2 3,508,000.00 ~~1000~~975.~~00000000~~59257412 2.~~29629418~~30495439 42.~~65724914~~98125998 0.00000000 4-A-1 75,330,000.00 ~~1000~~930.~~00000000~~38826709 2.~~29744418~~26637767 318.~~35819116~~89028143 0.00000000 5-A-1 100,000,000.00 ~~1000~~924.~~00000000~~36848490 1.~~16600090~~19358810 3751.~~96896430~~42195030 0.00000000 5-A-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 5-A-3 30,000,000.00 ~~1000~~967.~~00000000~~77658433 0.~~32002533~~24366367 10.~~42111333~~49747500 0.00000000 5-A-4 30,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-5 2,261,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-6 1,095,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-7 25,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-8 1,875,000.00 ~~1000~~967.~~00000000~~77658667 0.~~32002667~~24366400 10.~~42111467~~49747733 0.00000000 5-A-9 0.00 0.00000000 0.00000000 0.00000000 0.00000000 5-A-10 88,625,000.00 ~~1000~~967.~~00000000~~77658437 0.~~32002528~~24366364 10.~~42111334~~49747487 0.00000000 5-A-11 0.00 0.00000000 0.00000000 0.00000000 0.00000000 5-A-12 3,323,000.00 ~~1000~~967.~~00000000~~77658441 0.~~32002407~~24366235 10.~~42111345~~49747517 0.00000000 5-A-13 25,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-14 88,625,000.00 ~~1000~~967.~~00000000~~77658437 0.~~70275475~~85463853 109.~~03838375~~88649997 0.00000000 5-A-15 91,948,000.00 ~~1000~~967.~~00000000~~77658427 0.~~70275482~~85463849 109.~~03838376~~88649998 0.00000000 5-A-16 5,845,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 C-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 C-B-1 10,205,000.00 ~~1000~~996.~~00000000~~00582068 1.~~32152180~~35264380 0.00000000 0.00000000 C-B-2 3,662,000.00 ~~1000~~996.~~00000000~~00582196 1.~~32152103~~35264336 0.00000000 0.00000000 C-B-3 2,093,000.00 ~~1000~~996.~~00000000~~00581940 1.~~32151935~~35264214 0.00000000 0.00000000 C-B-4 1,308,000.00 ~~1000~~996.~~00000000~~00581804 1.~~32152141~~35264526 0.00000000 0.00000000 C-B-5 1,308,000.00 ~~1000~~996.~~00000000~~00581804 1.~~32152141~~35264526 0.00000000 0.00000000 C-B-6 1,048,203.57 ~~1000~~996.~~00000000~~00582356 1.~~32151811~~35264756 0.00000000 0.00000000 AR 50.00 ~~1000~~0.00000000 ~~718~~0.~~20000000~~00000000 ~~281~~0.~~80000000~~00000000 0.00000000 AR-L 50.00 ~~1000~~0.00000000 ~~718~~0.~~20000000~~00000000 ~~281~~0.~~80000000~~00000000 0.00000000 PP 100.00 1000.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution 1-A-1A 0.00000000 2931.~~25001730~~38808323 ~~970~~886.~~74998270~~90295529 0.~~97074998~~88690296 2931.~~25001730~~38808323 1-A-1B 0.00000000 2931.~~25001708~~38808331 ~~970~~886.~~74998292~~90295540 0.~~97074998~~88690296 2931.~~25001708~~38808331 1-A-1C 0.00000000 2931.~~25001723~~38808319 ~~970~~886.~~74998277~~90295553 0.~~97074998~~88690296 2931.~~25001723~~38808319 1-A-1D 0.00000000 2931.~~25001722~~38808333 ~~970~~886.~~74998278~~90295556 0.~~97074998~~88690296 2931.~~25001722~~38808333 1-A-2A 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-2B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-2C 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-5A 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-5B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-6A 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-A-6B 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-B-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-R 0.00000000 ~~1000~~0.00000000 0.00000000 0.00000000 ~~1000~~0.00000000 1-P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 1-X 0.00000000 0.00000000 1000.23387276 1.00023387 0.00000000 2-A-1 0.00000000 3.~~64852936~~82226641 ~~996~~984.~~35147064~~99410311 0.~~99635147~~98499410 3.~~64852936~~82226641 3-A-1 0.00000000 65.~~95354452~~28621556 ~~993~~970.~~04645548~~30635765 0.~~99304646~~97030636 65.~~95354452~~28621556 3-A-2 0.00000000 65.~~95354333~~28621437 ~~993~~970.~~04645667~~30635690 0.~~99304646~~97030636 65.~~95354333~~28621437 4-A-1 0.00000000 521.~~65563534~~15665910 ~~994~~909.~~34436466~~23160812 0.~~99434436~~90923161 521.~~65563534~~15665910 5-A-1 0.00000000 3952.~~13496520~~61553840 ~~960~~871.~~86503480~~75294650 0.~~96086503~~87175295 3952.~~13496520~~61553840 5-A-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5-A-3 0.00000000 10.74113867 ~~989~~957.~~25886133~~03544567 0.~~98925886~~95703545 10.74113867 5-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 5-A-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 5-A-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 5-A-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 5-A-8 0.00000000 10.74113600 ~~989~~957.~~25886400~~03544533 0.~~98925886~~95703545 10.74113600 5-A-9 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5-A-10 0.00000000 10.74113850 ~~989~~957.~~25886150~~03544575 0.~~98925886~~95703545 10.74113850 5-A-11 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5-A-12 0.00000000 10.74113753 ~~989~~957.~~25886247~~03544689 0.~~98925886~~95703545 10.74113753 5-A-13 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 5-A-14 0.00000000 10.74113850 ~~989~~957.~~25886150~~03544575 0.~~98925886~~95703545 10.74113850 5-A-15 0.00000000 10.74113858 ~~989~~957.~~25886142~~03544580 0.~~98925886~~95703545 10.74113858 5-A-16 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 C-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 C-B-1 0.00000000 1.~~32152180~~35264380 ~~998~~994.~~67847820~~65317785 0.~~99867848~~99465318 1.~~32152180~~35264380 C-B-2 0.00000000 1.~~32152103~~35264336 ~~998~~994.~~67847897~~65317859 0.~~99867848~~99465318 1.~~32152103~~35264336 C-B-3 0.00000000 1.~~32151935~~35264214 ~~998~~994.~~67848065~~65317726 0.~~99867848~~99465318 1.~~32151935~~35264214 C-B-4 0.00000000 1.~~32152141~~35264526 ~~998~~994.~~67847859~~65318043 0.~~99867848~~99465318 1.~~32152141~~35264526 C-B-5 0.00000000 1.~~32152141~~35264526 ~~998~~994.~~67847859~~65318043 0.~~99867848~~99465318 1.~~32152141~~35264526 C-B-6 0.00000000 1.~~32151811~~35264756 ~~998~~994.~~67848189~~65317600 0.~~99867848~~99465318 1.~~32151811~~35264756 AR 0.00000000 ~~1000~~0.00000000 0.00000000 0.00000000 ~~1000~~0.00000000 AR-L 0.00000000 ~~1000~~0.00000000 0.00000000 0.00000000 ~~1000~~0.00000000 PP 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance 1-A-1A 0104/01/07 - 0104/30/07 30 5.94210% ~~189~~173,~~000~~557,~~000~~006.0029 ~~935~~859,~~880~~410.7591 0.00 1-A-1B 0104/3025/07 - 0205/2524/07 2730 5.40000% 4844,~~589~~618,~~000~~843.0028 ~~196~~200,~~785~~784.4579 0.00 1-A-1C 0104/3025/07 - 0205/2524/07 2730 5.38000% 4743,~~000~~159,~~000~~678.0082 ~~189~~193,~~645~~499.0023 0.00 1-A-1D 0104/01/07 - 0104/30/07 30 5.94210% 1816,~~000~~529,~~000~~238.0070 8981,~~131~~848.5066 0.00 1-A-2A 0104/01/07 - 0104/30/07 30 5.80210% 34,038,000.00 164,576.57 0.00 1-A-2B 0104/3025/07 - 0205/2524/07 2730 5.45000% 20,000,000.00 8190,~~750~~833.0033 0.00 1-A-2C 0104/01/07 - 0104/30/07 30 5.80210% 25,000,000.00 120,877.08 0.00 1-A-3 0104/01/07 - 0104/30/07 30 5.98890% 84,567,000.00 422,052.76 0.00 1-A-4 0104/01/07 - 0104/30/07 30 6.13070% 49,579,000.00 253,294.98 0.00 1-A-5A 0104/01/07 - 0104/30/07 30 6.21570% 36,250,000.00 187,765.94 0.00 1-A-5B 0104/01/07 - 0104/30/07 30 6.21570% 10,415,000.00 53,947.10 0.00 1-A-6A 0104/01/07 - 0104/30/07 30 5.86310% 100,756,000.00 492,285.42 0.00 1-A-6B 0104/01/07 - 0104/30/07 30 5.85000% 6,375,000.00 31,078.13 0.00 1-M-1 0104/01/07 - 0104/30/07 30 6.03210% 16,018,000.00 80,518.48 0.00 1-M-2 0104/01/07 - 0104/30/07 30 6.33000% 8,899,000.00 46,942.23 0.00 1-M-3 0104/01/07 - 0104/30/07 30 6.50000% 3,204,000.00 17,355.00 0.00 1-M-4 0104/3025/07 - 0205/2524/07 2730 6.57000% 3,560,000.00 1719,~~541~~491.9000 0.00 1-M-5 0104/3025/07 - 0205/2524/07 2730 6.57000% 2,848,000.00 1415,~~033~~592.5280 0.00 1-B-1 0104/3025/07 - 0205/2524/07 2730 7.32000% 3,916,000.00 2123,~~498~~887.8460 0988.0092 1-R N/A N/A 0.00000% ~~100~~0.00 0.00 0.00 1-P N/A N/A 0.00000% 200.00 0.00 0.00 1-X N/A N/A 0.00000% ~~711~~687,~~928~~205,~~792~~375.8244 0.00 0.00 2-A-1 0104/01/07 - 0104/30/07 30 5.50000% 4342,~~249~~766,~~900~~209.0010 ~~198~~196,~~228~~011.7179 0.00 3-A-1 0104/01/07 - 0104/30/07 30 6.00000% 9391,~~533~~250,~~000~~100.0015 ~~467~~456,~~665~~250.0050 0.00 3-A-2 0104/01/07 - 0104/30/07 30 6.00000% 3,~~508~~422,~~000~~378.0075 17,~~540~~111.0089 0.00 4-A-1 0104/01/07 - 0104/30/07 30 6.50000% 7570,~~330~~086,~~000~~148.0016 ~~408~~379,~~037~~633.5030 0.00 5-A-1 0104/25/07 - 0205/24/07 30 5.92000% ~~100~~92,~~000~~436,~~000~~848.0049 ~~493~~456,~~333~~021.3379 0.00 5-A-2 0104/25/07 - 0205/24/07 30 0.08000% ~~100~~92,~~000~~436,~~000~~848.0049 6,~~666~~162.6746 0.00 5-A-3 0104/01/07 - 0104/30/07 30 6.00000% 3029,~~000~~033,~~000~~297.0053 ~~150~~145,~~000~~166.0049 0.00 5-A-4 0104/01/07 - 0104/30/07 30 6.00000% 30,000,000.00 150,000.00 0.00 5-A-5 0104/01/07 - 0104/30/07 30 6.00000% 2,261,000.00 11,305.00 0.00 5-A-6 0104/01/07 - 0104/30/07 30 6.00000% 1,095,000.00 5,475.00 0.00 5-A-7 0104/01/07 - 0104/30/07 30 5.75000% 25,000,000.00 119,791.67 0.00 5-A-8 0104/01/07 - 0104/30/07 30 6.00000% 1,~~875~~814,~~000~~581.0010 9,~~375~~072.0091 0.00 5-A-9 0104/01/07 - 0104/30/07 30 0.25000% 25,000,000.00 5,208.33 0.00 5-A-10 0104/01/07 - 0104/30/07 30 5.75000% 8885,~~625~~769,~~000~~199.0079 ~~424~~410,~~661~~977.4642 0.00 5-A-11 0104/01/07 - 0104/30/07 30 0.25000% 8885,~~625~~769,~~000~~199.0079 1817,~~463~~868.5458 0.00 5-A-12 0104/01/07 - 0104/30/07 30 6.00000% 3,~~323~~215,~~000~~921.0059 16,~~615~~079.0061 0.00 5-A-13 0104/01/07 - 0104/30/07 30 6.00000% 25,000,000.00 125,000.00 0.00 5-A-14 0104/01/07 - 0104/30/07 30 6.00000% 8885,~~625~~769,~~000~~199.0079 ~~443~~428,~~125~~846.00 0.00 5-A-15 0104/01/07 - 0104/30/07 30 6.00000% 9188,~~948~~985,~~000~~121.0037 ~~459~~444,~~740~~925.0061 0.00 5-A-16 0104/01/07 - 0104/30/07 30 6.00000% 5,845,000.00 29,225.00 0.00 C-X 0104/01/07 - 0104/30/07 30 0.50000% 2219,~~915~~799,~~441~~098.4637 98,~~548~~249.1062 0.00 A-X 0104/01/07 - 0104/30/07 30 6.00000% 1615,~~190~~401,~~589~~655.1791 8077,~~952~~008.9528 0.00 C-B-1 0104/01/07 - 0104/30/07 30 6.~~03186~~03180% 10,~~205~~164,~~000~~239.0040 51,~~295~~090.9256 0.00 C-B-2 0104/01/07 - 0104/30/07 30 6.~~03186~~03180% 3,~~662~~647,~~000~~373.0032 18,~~407~~333.2253 0.00 C-B-3 0104/01/07 - 0104/30/07 30 6.~~03186~~03180% 2,~~093~~084,~~000~~640.0018 10,~~520~~478.5645 0.00 C-B-4 0104/01/07 - 0104/30/07 30 6.~~03186~~03180% 1,~~308~~302,~~000~~775.0061 6,~~574~~548.7240 0.00 C-B-5 0104/01/07 - 0104/30/07 30 6.~~03186~~03180% 1,~~308~~302,~~000~~775.0061 6,~~574~~548.7240 0.00 C-B-6 0104/01/07 - 0104/30/07 30 6.~~03186~~03180% 1,~~048~~044,~~203~~016.5786 5,~~268~~247.8475 0.00 AR 01N/~~01/07~~A ~~- 01~~N/~~30/07~~A 30 5.50000% 500.00 0.2300 0.00 AR-L 01N/~~01/07~~A ~~- 01~~N/~~30/07~~A 30 5.50000% 500.00 0.2300 0.00 PP N/A N/A 0.00000% ~~523~~503,~~269~~541,~~203~~505.5764 0.00 0.00 Totals 76,~~165~~969,~~560~~680.35 0988.0092

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 1-A-1A 0.00 0.00 ~~935~~859,~~880~~410.7591 0.00 ~~183~~167,~~471~~624,~~746~~658.7355 1-A-1B 0.00 0.00 ~~196~~200,~~785~~784.4579 0.00 4743,~~167~~093,~~770~~727.9270 1-A-1C 0.00 0.00 ~~189~~193,~~645~~499.0023 0.00 4541,~~625~~684,~~249~~438.1991 1-A-1D 0.00 0.00 8981,~~131~~848.5066 0.00 1715,~~473~~964,~~499~~253.6920 1-A-2A 0.00 0.00 164,576.57 0.00 34,038,000.00 1-A-2B 0.00 0.00 8190,~~750~~833.0033 0.00 20,000,000.00 1-A-2C 0.00 0.00 120,877.08 0.00 25,000,000.00 1-A-3 0.00 0.00 422,052.76 0.00 84,567,000.00 1-A-4 0.00 0.00 253,294.98 0.00 49,579,000.00 1-A-5A 0.00 0.00 187,765.94 0.00 36,250,000.00 1-A-5B 0.00 0.00 53,947.10 0.00 10,415,000.00 1-A-6A 0.00 0.00 492,285.42 0.00 100,756,000.00 1-A-6B 0.00 0.00 31,078.13 0.00 6,375,000.00 1-M-1 0.00 0.00 80,518.48 0.00 16,018,000.00 1-M-2 0.00 0.00 46,942.23 0.00 8,899,000.00 1-M-3 0.00 0.00 17,355.00 0.00 3,204,000.00 1-M-4 0.00 0.00 1719,~~541~~491.9000 0.00 3,560,000.00 1-M-5 0.00 0.00 1415,~~033~~592.5280 0.00 2,848,000.00 1-B-1 0988.0092 0.00 2123,~~498~~887.8460 0.00 3,916,000.00 1-R 0.00 0.00 0.00 0.00 0.00 1-P 0.00 0.00 711,~~895~~316.0126 0.00 200.00 1-X 0.00 0.00 ~~752~~662,~~354~~368.1379 0.00 ~~703~~677,~~078~~707,~~874~~686.9272 2-A-1 0.00 0.00 ~~198~~196,~~228~~011.7179 0.00 4342,~~092~~600,~~101~~896.4746 3-A-1 0.00 0.00 ~~467~~456,~~665~~250.0050 0.00 9290,~~882~~755,~~614~~664.1255 3-A-2 0.00 0.00 17,~~540~~111.0089 0.00 3,~~483~~403,~~606~~834.9770 4-A-1 0.00 0.00 ~~408~~379,~~037~~633.5030 0.00 7468,~~903~~492,~~960~~417.9904 5-A-1 0.00 0.00 ~~493~~456,~~333~~021.3379 0.00 9687,~~086~~175,~~503~~294.4865 5-A-2 0.00 0.00 6,~~666~~162.6746 0.00 9687,~~086~~175,~~503~~294.4865 5-A-3 0.00 0.00 ~~150~~145,~~000~~166.0049 0.00 2928,~~677~~711,~~765~~063.8437 5-A-4 0.00 0.00 150,000.00 0.00 30,000,000.00 5-A-5 0.00 0.00 11,305.00 0.00 2,261,000.00 5-A-6 0.00 0.00 5,475.00 0.00 1,095,000.00 5-A-7 0.00 0.00 119,791.67 0.00 25,000,000.00 5-A-8 0.00 0.00 9,~~375~~072.0091 0.00 1,~~854~~794,~~860~~441.3746 5-A-9 0.00 0.00 5,208.33 0.00 25,000,000.00 5-A-10 0.00 0.00 ~~424~~410,~~661~~977.4642 0.00 8784,~~673~~817,~~066~~266.6038 5-A-11 0.00 0.00 1817,~~463~~868.5458 0.00 8784,~~673~~817,~~066~~266.6038 5-A-12 0.00 0.00 16,~~615~~079.0061 0.00 3,~~287~~180,~~307~~228.2079 5-A-13 0.00 0.00 125,000.00 0.00 25,000,000.00 5-A-14 0.00 0.00 ~~443~~428,~~125~~846.00 0.00 8784,~~673~~817,~~066~~266.6038 5-A-15 0.00 0.00 ~~459~~444,~~740~~925.0061 0.00 9087,~~960~~997,~~373~~495.7917 5-A-16 0.00 0.00 29,225.00 0.00 5,845,000.00 C-X 0.00 0.00 98,~~548~~249.1062 0.00 2218,~~832~~025,~~391~~723.2362 A-X 0.00 0.00 8077,~~952~~008.9528 0.00 1514,~~831~~790,~~867~~728.4981 C-B-1 0.00 0.00 51,~~295~~090.9256 0.00 10,~~191~~150,~~513~~435.8768 C-B-2 0.00 0.00 18,~~407~~333.2253 0.00 3,~~657~~642,~~160~~419.5994 C-B-3 0.00 0.00 10,~~520~~478.5645 0.00 2,~~090~~081,~~234~~809.0610 C-B-4 0.00 0.00 6,~~574~~548.7240 0.00 1,~~306~~301,~~271~~006.4536 C-B-5 0.00 0.00 6,~~574~~548.7240 0.00 1,~~306~~301,~~271~~006.4536 C-B-6 0.00 0.00 5,~~268~~247.8475 0.00 1,~~046~~042,~~818~~599.3501 AR 0.00 0.00 0.2300 0.00 0.00 AR-L 0.00 0.00 0.2300 0.00 0.00 PP 0.00 0.00 06,750.00 0.00 ~~516~~494,~~741~~651,~~056~~383.7984 Totals 0988.0092 0.00 7,~~925~~650,~~809~~115.4940 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 1-A-1A 189,000,000.00 5.94210% ~~1000~~918.~~00000000~~29103857 4.~~95175000~~54714767 0.00000000 1-A-1B 48,589,000.00 5.40000% ~~1000~~918.~~00000000~~29103871 4.~~05000000~~13230958 0.00000000 1-A-1C 47,000,000.00 5.38000% ~~1000~~918.~~00000000~~29103872 4.~~03500000~~11700489 0.00000000 1-A-1D 18,000,000.00 5.94210% ~~1000~~918.~~00000000~~29103889 4.~~95175000~~54714778 0.00000000 1-A-2A 34,038,000.00 5.80210% 1000.00000000 4.83508344 0.00000000 1-A-2B 20,000,000.00 5.45000% 1000.00000000 4.~~08750000~~54166650 0.00000000 1-A-2C 25,000,000.00 5.80210% 1000.00000000 4.83508320 0.00000000 1-A-3 84,567,000.00 5.98890% 1000.00000000 4.99075006 0.00000000 1-A-4 49,579,000.00 6.13070% 1000.00000000 5.10891668 0.00000000 1-A-5A 36,250,000.00 6.21570% 1000.00000000 5.17975007 0.00000000 1-A-5B 10,415,000.00 6.21570% 1000.00000000 5.17975036 0.00000000 1-A-6A 100,756,000.00 5.86310% 1000.00000000 4.88591667 0.00000000 1-A-6B 6,375,000.00 5.85000% 1000.00000000 4.87500078 0.00000000 1-M-1 16,018,000.00 6.03210% 1000.00000000 5.02674991 0.00000000 1-M-2 8,899,000.00 6.33000% 1000.00000000 5.27500056 0.00000000 1-M-3 3,204,000.00 6.50000% 1000.00000000 5.41666667 0.00000000 1-M-4 3,560,000.00 6.57000% 1000.00000000 45.~~92750000~~47500000 0.00000000 1-M-5 2,848,000.00 6.57000% 1000.00000000 45.~~92750000~~47500000 0.00000000 1-B-1 3,916,000.00 7.32000% 1000.00000000 56.~~49000000~~10000000 0.~~00000000~~25253320 1-R 100.00 0.00000% ~~1000~~0.00000000 0.00000000 0.00000000 1-P 200.00 0.00000% 1000.00000000 0.00000000 0.00000000 1-X 3,914,692.82 0.00000% ~~181860~~175545.~~70416120~~15948968 0.00000000 0.00000000 2-A-1 43,249,900.00 5.50000% ~~1000~~988.~~00000000~~81636952 4.~~58333337~~53207499 0.00000000 3-A-1 93,533,000.00 6.00000% ~~1000~~975.~~00000000~~59257321 54.~~00000000~~87796286 0.00000000 3-A-2 3,508,000.00 6.00000% ~~1000~~975.~~00000000~~59257412 54.~~00000000~~87796180 0.00000000 4-A-1 75,330,000.00 6.50000% ~~1000~~930.~~00000000~~38826709 5.~~41666667~~03960308 0.00000000 5-A-1 100,000,000.00 5.92000% ~~1000~~924.~~00000000~~36848490 4.~~93333330~~56021790 0.00000000 5-A-2 0.00 0.08000% ~~1000~~924.~~00000000~~36848490 0.~~06666670~~06162460 0.00000000 5-A-3 30,000,000.00 6.00000% ~~1000~~967.~~00000000~~77658433 54.~~00000000~~83888300 0.00000000 5-A-4 30,000,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 5-A-5 2,261,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 5-A-6 1,095,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 5-A-7 25,000,000.00 5.75000% 1000.00000000 4.79166680 0.00000000 5-A-8 1,875,000.00 6.00000% ~~1000~~967.~~00000000~~77658667 54.~~00000000~~83888533 0.00000000 5-A-9 0.00 0.25000% 1000.00000000 0.20833320 0.00000000 5-A-10 88,625,000.00 5.75000% ~~1000~~967.~~00000000~~77658437 4.~~79166669~~63726285 0.00000000 5-A-11 0.00 0.25000% ~~1000~~967.~~00000000~~77658437 0.~~20833331~~20162008 0.00000000 5-A-12 3,323,000.00 6.00000% ~~1000~~967.~~00000000~~77658441 54.~~00000000~~83888354 0.00000000 5-A-13 25,000,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 5-A-14 88,625,000.00 6.00000% ~~1000~~967.~~00000000~~77658437 54.~~00000000~~83888293 0.00000000 5-A-15 91,948,000.00 6.00000% ~~1000~~967.~~00000000~~77658427 54.~~00000000~~83888296 0.00000000 5-A-16 5,845,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 C-X 0.00 0.50000% ~~1000~~864.~~00000000~~00684903 0.~~41666664~~36000267 0.00000000 A-X 0.00 6.00000% ~~1000~~951.~~00000062~~27210985 54.~~00000026~~75636058 0.00000000 C-B-1 10,205,000.00 6.~~03186~~03180% ~~1000~~996.~~00000000~~00582068 5.~~02654777~~00642430 0.00000000 C-B-2 3,662,000.00 6.~~03186~~03180% ~~1000~~996.~~00000000~~00582196 5.~~02654833~~00642545 0.00000000 C-B-3 2,093,000.00 6.~~03186~~03180% ~~1000~~996.~~00000000~~00581940 5.~~02654563~~00642618 0.00000000 C-B-4 1,308,000.00 6.~~03186~~03180% ~~1000~~996.~~00000000~~00581804 5.~~02654434~~00642202 0.00000000 C-B-5 1,308,000.00 6.~~03186~~03180% ~~1000~~996.~~00000000~~00581804 5.~~02654434~~00642202 0.00000000 C-B-6 1,048,203.57 6.~~03186~~03180% ~~1000~~996.~~00000000~~00582356 5.~~02654270~~00642256 0.00000000 AR 50.00 5.50000% ~~1000~~0.00000000 40.~~60000000~~00000000 0.00000000 AR-L 50.00 5.50000% ~~1000~~0.00000000 40.~~60000000~~00000000 0.00000000 PP 100.00 0.00000% ~~5232692035~~5035415056.~~70000000~~40000000 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 1-A-1A 0.00000000 0.00000000 4.~~95175000~~54714767 0.00000000 ~~970~~886.~~74998270~~90295529 1-A-1B 0.00000000 0.00000000 4.~~05000000~~13230958 0.00000000 ~~970~~886.~~74998292~~90295540 1-A-1C 0.00000000 0.00000000 4.~~03500000~~11700489 0.00000000 ~~970~~886.~~74998277~~90295553 1-A-1D 0.00000000 0.00000000 4.~~95175000~~54714778 0.00000000 ~~970~~886.~~74998278~~90295556 1-A-2A 0.00000000 0.00000000 4.83508344 0.00000000 1000.00000000 1-A-2B 0.00000000 0.00000000 4.~~08750000~~54166650 0.00000000 1000.00000000 1-A-2C 0.00000000 0.00000000 4.83508320 0.00000000 1000.00000000 1-A-3 0.00000000 0.00000000 4.99075006 0.00000000 1000.00000000 1-A-4 0.00000000 0.00000000 5.10891668 0.00000000 1000.00000000 1-A-5A 0.00000000 0.00000000 5.17975007 0.00000000 1000.00000000 1-A-5B 0.00000000 0.00000000 5.17975036 0.00000000 1000.00000000 1-A-6A 0.00000000 0.00000000 4.88591667 0.00000000 1000.00000000 1-A-6B 0.00000000 0.00000000 4.87500078 0.00000000 1000.00000000 1-M-1 0.00000000 0.00000000 5.02674991 0.00000000 1000.00000000 1-M-2 0.00000000 0.00000000 5.27500056 0.00000000 1000.00000000 1-M-3 0.00000000 0.00000000 5.41666667 0.00000000 1000.00000000 1-M-4 0.00000000 0.00000000 45.~~92750000~~47500000 0.00000000 1000.00000000 1-M-5 0.00000000 0.00000000 45.~~92750000~~47500000 0.00000000 1000.00000000 1-B-1 0.~~00000000~~25253320 0.00000000 56.~~49000000~~10000000 0.00000000 1000.00000000 1-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-P 0.00000000 0.00000000 ~~39475~~56581.~~05000000~~30000000 0.00000000 1000.00000000 1-X 0.00000000 0.00000000 ~~192~~169.~~18727103~~20070628 0.00000000 ~~179600~~173118.~~01135415~~99499690 2-A-1 0.00000000 0.00000000 4.~~58333337~~53207499 0.00000000 ~~996~~984.~~35147064~~99410311 3-A-1 0.00000000 0.00000000 54.~~00000000~~87796286 0.00000000 ~~993~~970.~~04645548~~30635765 3-A-2 0.00000000 0.00000000 54.~~00000000~~87796180 0.00000000 ~~993~~970.~~04645667~~30635690 4-A-1 0.00000000 0.00000000 5.~~41666667~~03960308 0.00000000 ~~994~~909.~~34436466~~23160812 5-A-1 0.00000000 0.00000000 4.~~93333330~~56021790 0.00000000 ~~960~~871.~~86503480~~75294650 5-A-2 0.00000000 0.00000000 0.~~06666670~~06162460 0.00000000 ~~960~~871.~~86503480~~75294650 5-A-3 0.00000000 0.00000000 54.~~00000000~~83888300 0.00000000 ~~989~~957.~~25886133~~03544567 5-A-4 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 5-A-5 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 5-A-6 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 5-A-7 0.00000000 0.00000000 4.79166680 0.00000000 1000.00000000 5-A-8 0.00000000 0.00000000 54.~~00000000~~83888533 0.00000000 ~~989~~957.~~25886400~~03544533 5-A-9 0.00000000 0.00000000 0.20833320 0.00000000 1000.00000000 5-A-10 0.00000000 0.00000000 4.~~79166669~~63726285 0.00000000 ~~989~~957.~~25886150~~03544575 5-A-11 0.00000000 0.00000000 0.~~20833331~~20162008 0.00000000 ~~989~~957.~~25886150~~03544575 5-A-12 0.00000000 0.00000000 54.~~00000000~~83888354 0.00000000 ~~989~~957.~~25886247~~03544689 5-A-13 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 5-A-14 0.00000000 0.00000000 54.~~00000000~~83888293 0.00000000 ~~989~~957.~~25886150~~03544575 5-A-15 0.00000000 0.00000000 54.~~00000000~~83888296 0.00000000 ~~989~~957.~~25886142~~03544580 5-A-16 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 C-X 0.00000000 0.00000000 0.~~41666664~~36000267 0.00000000 ~~996~~786.~~37579620~~61908615 A-X 0.00000000 0.00000000 54.~~00000026~~75636058 0.00000000 ~~977~~913.~~84381615~~53864049 C-B-1 0.00000000 0.00000000 5.~~02654777~~00642430 0.00000000 ~~998~~994.~~67847820~~65317785 C-B-2 0.00000000 0.00000000 5.~~02654833~~00642545 0.00000000 ~~998~~994.~~67847897~~65317859 C-B-3 0.00000000 0.00000000 5.~~02654563~~00642618 0.00000000 ~~998~~994.~~67848065~~65317726 C-B-4 0.00000000 0.00000000 5.~~02654434~~00642202 0.00000000 ~~998~~994.~~67847859~~65318043 C-B-5 0.00000000 0.00000000 5.~~02654434~~00642202 0.00000000 ~~998~~994.~~67847859~~65318043 C-B-6 0.00000000 0.00000000 5.~~02654270~~00642256 0.00000000 ~~998~~994.~~67848189~~65317600 AR 0.00000000 0.00000000 40.~~60000000~~00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 40.~~60000000~~00000000 0.00000000 0.00000000 PP 0.00000000 0.00000000 067500.00000000 0.00000000 ~~5167410567~~4946513838.~~90000000~~40000000 (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 2224,~~297~~779,~~889~~085.8355 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0470,314.0079 Servicer Advances ~~251~~304,~~665~~711.1347 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 718,~~895~~066.0126 Swap/Cap Payments 0.00 Total Deposits 2225,~~557~~572,~~449~~178.9707 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 0262,200.0062 Total Administration Fees ~~280~~270,~~525~~823.2613 Payment of Interest and Principal 2225,~~276~~039,~~924~~154.7132 Total Withdrawals (Pool Distribution Amount) 2225,~~557~~572,~~449~~178.9707 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest. NOTE: Note: CSIN refers to Credit Suisse International as Counterparty. (2) The recipients of the lender paid mortgage insurance fee are United Guaranty Insurance, Radian Guaranty, PMI Mortgage Insurance Co., and Triad Guaranty.

ADMINISTRATION FEES Gross Servicing Fee* ~~279~~269,~~460~~888.3356 Lender Paid Mortgage Insurance (see note 2) ~~1,064~~934.9357 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~280~~270,~~525~~823.2613 *Servicer Payees include: ABN AMRO MORTGAGE GROUP; BANCO POPULAR DE PUERTO RICO; CHEVY CHASE FSB; COUNTRYWIDE HOME LOANS SERVICING LP; FIFTH THIRD MTG COMPANY; GREENPOINT MORTGAGE FUNDING, INC.; INDYMAC BANK, F.S.B.; NATIONAL CITY MTG CO; PHH MORTGAGE CORPORATION; SELECT PORTFOLIO SERVICING,INC; SUNTRUST MORTGAGE INC; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Class 1-A-1C Interest Rate Cap Account 0.00 0.00 0.00 0.00 Class 1-A-2B Interest Rate Cap Account 0.00 0.00 0.00 0.00 Class 1-B-1 Interest Rate Cap Account 0.00 0.00 0.00 0.00 Class 1-M-4 Interest Rate Cap Account 0.00 0.00 0.00 0.00 Class 1-M-5 Interest Rate Cap Account 0.00 0.00 0.00 0.00 Class 1-P Reserve Fund 200.00 0.00 0.00 200.00 Basis Risk Reserve Fund 5,000.00 0988.0092 0988.0092 5,000.00 Liquidation Reserve Fund 100.00 0.00 0.00 100.00 Class PP Reserve Fund 100.00 0.00 0.00 100.00 Class 5-A-1 Yield Maintenance Account 0.00 0.00 0.00 0.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Class 1-A-1C Interest Rate Cap Agreement - CSIN 0.00 0.00 0.00 Class 5-A-1 Yield Maintenance Agreement - CSIN 0.00 0.00 0.00 Class 1-A-2B Interest Rate Cap Agreement - CSIN 0.00 0.00 0.00 Class 1-M-4 Interest Rate Cap Agreement - CSIN 0.00 0.00 0.00 Class 1-M-5 Interest Rate Cap Agreement - CSIN 0.00 0.00 0.00 Class 1-B-1 Interest Rate Cap Agreement - CSIN 0.00 0.00 0.00

Collateral Statement Group P1 30yr Alt-B P2 15yr Jumbo A Collateral Description Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 7.~~280599~~272468 6.~~430276~~417748 Weighted Average Net Rate 7.~~030507~~022373 6.~~127023~~112946 Weighted Average Pass-Through Rate 7.~~029180~~021033 6.~~125535~~112019 Weighted Average Remaining Term ~~356~~353 ~~176~~173 Principal And Interest Constant 4,~~634~~474,~~045~~948.3531 1,~~729~~684,~~606~~782.7110 Beginning Loan Count 2,~~883~~813 ~~453~~445 Loans Paid in Full 1834 13 Ending Loan Count 2,~~865~~779 ~~452~~442 Beginning Scheduled Balance ~~711~~687,~~928~~205,~~792~~375.8244 ~~224~~215,~~023~~867,~~317~~061.2952 Ending Scheduled Balance ~~703~~677,~~078~~707,~~874~~686.9272 ~~222~~213,~~744~~574,~~753~~553.8705 Actual Ending Collateral Balance ~~703~~677,~~382~~987,~~828~~233.2887 ~~223~~213,~~131~~941,~~556~~551.9174 Scheduled Principal ~~314~~310,~~655~~215.4647 ~~529~~530,~~163~~298.6244 Unscheduled Principal 89,~~535~~187,~~262~~473.4425 ~~749~~1,~~399~~762,210.8003 Scheduled Interest 4,~~319~~164,~~389~~732.8984 1,~~200~~154,~~443~~483.0966 Servicing Fees ~~148~~143,~~373~~222.0417 5654,~~613~~830.0057 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee ~~787~~767.1674 ~~277~~166.7783 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 4,~~170~~020,~~229~~742.6993 1,~~143~~099,~~552~~486.3226 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 711,~~895~~316.0126 06,750.00 Prepayment Penalty Paid Count 24 01 Special Servicing Fee 0.00 0.00

Collateral Statement Group P3 30yr Jumbo A Total Collateral Description Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 6.~~623277~~620886 6.~~967133~~960102 Weighted Average Net Rate 6.~~324630~~321231 6.~~695636~~688116 Weighted Average Pass-Through Rate 6.~~324630~~321231 6.~~694601~~687174 Weighted Average Remaining Term ~~357~~354 ~~323~~320 Principal And Interest Constant 1,~~813~~742,~~970~~805.5389 87,~~177~~902,~~622~~536.5930 Beginning Loan Count ~~511~~495 3,~~847~~753 Loans Paid in Full 89 2746 Ending Loan Count ~~503~~486 3,~~820~~707 Beginning Scheduled Balance ~~299~~287,~~245~~674,~~886~~444.2812 1,~~235~~190,~~197~~746,~~996~~881.3908 Ending Scheduled Balance ~~293~~281,~~996~~076,~~302~~830.9279 1,~~219~~172,~~819~~359,~~931~~070.7156 Actual Ending Collateral Balance ~~294~~281,~~177~~198,~~761~~582.2232 1,~~220~~173,~~692~~127,~~146~~367.4193 Scheduled Principal ~~162~~155,~~313~~589.4247 1996,~~006,132~~103.5038 Unscheduled Principal 56,~~087~~442,~~269~~023.9486 1417,~~371~~391,~~932~~707.1814 Scheduled Interest 1,~~651~~587,~~657~~216.1142 76,~~171~~906,~~490~~432.0992 Servicing Fees 7471,~~474~~835.2982 ~~279~~269,~~460~~888.3356 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 ~~1,064~~934.9357 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,~~577~~515,~~182~~380.8260 6,~~890~~635,~~964~~609.8379 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 718,~~895~~066.0126 Prepayment Penalty Paid Count 0 25 Special Servicing Fee 0.00 0.00

Additional Reporting - Deal Level Cash Reporting Loan Group 1 - Insurance Proceeds 0.00 Loan Group 1 - Substitution Adj Amt 0.00 Loan Group 2 - Insurance Proceeds 0.00 Loan Group 2 - Substitution Adj Amt 0.00 Loan Group 3 - Insurance Proceeds 0.00 Loan Group 3 - Substitution Adj Amt 0.00 Loan Group 4 - Insurance Proceeds 0.00 Loan Group 4 - Substitution Adj Amt 0.00 Loan Group 5 - Insurance Proceeds 0.00 Loan Group 5 - Substitution Adj Amt 0.00 Trigger Event Reporting Loan Grp 2 Senior Prepayment % Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Rolling Six Month Delinquency Rate 01.~~000000~~764611% Loan Grp 2 Senior Prepayment % Loss Trigger Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Loan Grp 2 Senior Prepayment % Delinq/Loss Trigger Trigger Result Pass ~~Threshold Value 0.000000% Calculated Value 0.000000%~~ Loan Grp 3 Senior Prepayment % Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Rolling Six Month Delinquency Rate 02.~~000000~~356512% Loan Grp 3 Senior Prepayment % Loss Trigger Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Loan Grp 3 Senior Prepayment % Delinq/Loss Trigger Trigger Result Pass ~~Threshold Value 0.000000% Calculated Value 0.000000%~~ Loan Grp 4 Senior Prepayment % Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Rolling Six Month Delinquency Rate 01.~~000000~~750625% Loan Grp 4 Senior Prepayment % Loss Trigger Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Loan Grp 4 Senior Prepayment % Delinq/Loss Trigger Trigger Result Pass ~~Threshold Value 0.000000% Calculated Value 0.000000%~~ Loan Grp 5 Senior Prepayment % Delinquency Trigger Trigger Result Pass Threshold Value 50.000000% Rolling Six Month Delinquency Rate 01.~~000000~~156848% Loan Grp 5 Senior Prepayment % Loss Trigger Trigger Result Pass Threshold Value 30.000000% Calculated Value 0.000000% Loan Grp 5 Senior Prepayment % Delinq/Loss Trigger Trigger Result Pass ~~Threshold Value 0.000000% Calculated Value 0.000000%~~

Additional Reporting - Group Level Informational Reporting P1 30yr Alt-B 1-A-1C Cap Agreement ~~Libor~~Strike Rate 06.~~000000~~969000% 1-A-2B Cap Agreement ~~Libor~~Strike Rate 06.~~000000~~899000% 1-M-4 Cap Agreement ~~Libor~~Strike Rate 07.~~000000~~029000% 1-M-5 Cap Agreement ~~Libor~~Strike Rate 07.~~000000~~029000% 1-B-1 Cap Agreement ~~Libor~~Strike Rate 07.~~000000~~029000% Current Month Delinquency Rate 01.~~000000~~071587% Current Month LIBOR Rate 5.320000% Net Funds Cap Non-Libor Certificates 7.~~029180~~016960% Net Funds Cap Libor Certificates 7.~~810200~~016960% Senior Enhancement Percentage 56.~~949990~~164185% Structural Reporting P1 30yr Alt-B Overcollateralization Reduction 0.00 Excess Cash Amount ~~752~~663,~~353~~357.7471 Overcollateralization Increase ~~915~~0.5400 Overcollateralization Amount 3,915,608.3635 Overcollateralization Deficiency 0.00 Targeted Overcollateralization Amount 3,915,608.36 Extra Principal Distribution Amount ~~915~~0.5400 Trigger Event Reporting P1 30yr Alt-B Has Stepdown Occured NO Cumulative Loss Trigger Trigger Result Pass Threshold Value 0.200000% Calculated Value 0.000000% Delinquency Trigger Trigger Result Pass Threshold Value 23.~~974995~~082092% Rolling Three Month Delinquency Rate 0.~~000000~~515543% Trigger Event Trigger Result Pass ~~Threshold Value 0.000000% Calculated Value 0.000000%~~

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 05 0 0 05 01,074,495.0097 0.00 0.00 01,074,495.0097 30 Days 141 0 0 0 141 ~~365~~13,~~920~~207,482.0029 0.00 0.00 0.00 ~~365~~13,~~920~~207,482.0029 60 Days 018 0 0 0 018 05,509,482.0084 0.00 0.00 0.00 05,509,482.0084 90 Days 01 0 011 0 012 0100,000.00 0.00 02,863,647.0041 0.00 02,963,647.0041 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 160 05 011 0 176 ~~365~~18,~~920~~816,965.0013 01,074,495.0097 02,863,647.0041 0.00 ~~365~~22,~~920~~755,108.0051 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.~~000000~~134880% 0.000000% 0.000000% 0.~~000000~~134880% 0.~~000000~~091592% 0.000000% 0.000000% 0.~~000000~~091592% 30 Days 01.~~026178~~106016% 0.000000% 0.000000% 0.000000% 01.~~026178~~106016% 01.~~029976~~125835% 0.000000% 0.000000% 0.000000% 01.~~029976~~125835% 60 Days 0.~~000000~~485568% 0.000000% 0.000000% 0.000000% 0.~~000000~~485568% 0.~~000000~~469641% 0.000000% 0.000000% 0.000000% 0.~~000000~~469641% 90 Days 0.~~000000~~026976% 0.000000% 0.~~000000~~296736% 0.000000% 0.~~000000~~323712% 0.~~000000~~008524% 0.000000% 0.~~000000~~244104% 0.000000% 0.~~000000~~252628% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 01.~~026178~~618559% 0.~~000000~~134880% 0.~~000000~~296736% 0.000000% 02.~~026178~~050175% 01.~~029976~~604000% 0.~~000000~~091592% 0.~~000000~~244104% 0.000000% 01.~~029976~~939696% 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 ~~251~~304,~~665~~711.1347

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 150,000.00 0.01214380% 150,000.00 0.~~01229690~~01279471% Fraud 15,698,076.00 1.27089552% 15,698,076.00 1.~~28691749~~33901604% Special Hazard 7,654,970.00 0.61973627% 7,654,970.00 0.~~62754918~~65295439% Limit of Subordinate's Exposure to Certain Types of Losses

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total P1 30yr Alt-B - 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 05 0 0 05 01,074,495.0097 0.00 0.00 01,074,495.0097 30 Days 141 0 0 0 141 ~~365~~13,~~920~~207,482.0029 0.00 0.00 0.00 ~~365~~13,~~920~~207,482.0029 60 Days 016 0 0 0 016 04,518,146.0039 0.00 0.00 0.00 04,518,146.0039 90 Days 01 0 010 0 011 0100,000.00 0.00 02,655,752.0077 0.00 02,755,752.0077 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 158 05 010 0 173 ~~365~~17,~~920~~825,628.0068 01,074,495.0097 02,655,752.0077 0.00 ~~365~~21,~~920~~555,877.0042 0-29 Days 0.~~000000~~179921% 0.000000% 0.000000% 0.~~000000~~179921% 0.~~000000~~158483% 0.000000% 0.000000% 0.~~000000~~158483% 30 Days 01.~~034904~~475351% 0.000000% 0.000000% 0.000000% 01.~~034904~~475351% 01.~~052023~~948043% 0.000000% 0.000000% 0.000000% 01.~~052023~~948043% 60 Days 0.~~000000~~575747% 0.000000% 0.000000% 0.000000% 0.~~000000~~575747% 0.~~000000~~666406% 0.000000% 0.000000% 0.000000% 0.~~000000~~666406% 90 Days 0.~~000000~~035984% 0.000000% 0.~~000000~~359842% 0.000000% 0.~~000000~~395826% 0.~~000000~~014750% 0.000000% 0.~~000000~~391711% 0.000000% 0.~~000000~~406461% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 02.~~034904~~087082% 0.~~000000~~179921% 0.~~000000~~359842% 0.000000% 02.~~034904~~626844% 02.~~052023~~629198% 0.~~000000~~158483% 0.~~000000~~391711% 0.000000% 03.~~052023~~179393% DELINQUENT BANKRUPTCY FORECLOSURE REO Total P2 15yr Jumbo A - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 01 0 0 0 01 0472,000.00 0.00 0.00 0.00 0472,000.00 90 Days 0 0 01 0 01 0.00 0.00 0207,894.0064 0.00 0207,894.0064 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 01 0 01 0 02 0472,000.00 0.00 0207,894.0064 0.00 0679,894.0064 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.~~000000~~226244% 0.000000% 0.000000% 0.000000% 0.~~000000~~226244% 0.~~000000~~220621% 0.000000% 0.000000% 0.000000% 0.~~000000~~220621% 90 Days 0.000000% 0.000000% 0.~~000000~~226244% 0.000000% 0.~~000000~~226244% 0.000000% 0.000000% 0.~~000000~~097174% 0.000000% 0.~~000000~~097174% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~000000~~226244% 0.000000% 0.~~000000~~226244% 0.000000% 0.~~000000~~452489% 0.~~000000~~220621% 0.000000% 0.~~000000~~097174% 0.000000% 0.~~000000~~317795% Please refer to CTSLink.com for a list of delinquency code descriptions. DELINQUENT BANKRUPTCY FORECLOSURE REO Total P3 30yr Jumbo A - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 01 0 0 0 01 0519,336.0045 0.00 0.00 0.00 0519,336.0045 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 01 0 0 0 01 0519,336.0045 0.00 0.00 0.00 0519,336.0045 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.~~000000~~205761% 0.000000% 0.000000% 0.000000% 0.~~000000~~205761% 0.~~000000~~184687% 0.000000% 0.000000% 0.000000% 0.~~000000~~184687% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.~~000000~~205761% 0.000000% 0.000000% 0.000000% 0.~~000000~~205761% 0.~~000000~~184687% 0.000000% 0.000000% 0.000000% 0.~~000000~~184687% Please refer to CTSLink.com for a list of delinquency code descriptions.

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure ~~Detail~~History* -New ~~All~~Foreclosure ~~Mortgage~~Loans Month Foreclosure Percentage Loans in Foreclosure ~~during~~11 Jun-06 0.000% Original Principal Balance 2,875,344.00 Jul-06 0.000% Current ~~Period~~Actual ~~Summary~~Balance 2,863,647.41 Aug-06 No0.000% Sep-06 0.000% Current Foreclosure ~~Information~~Total toOct-06 0.000% Loans in Foreclosure 11 Nov-06 0.000% Original Principal Balance 2,875,344.00 Dec-06 0.000% Current Actual Balance 2,863,647.41 Jan-07 0.000% Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.244% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. P1 30yr Alt-B 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 10 Jun-06 No0.000% Original Principal Balance 2,657,344.00 Jul-06 0.000% Current Actual Balance 2,655,752.77 Aug-06 0.000% Sep-06 0.000% Current Foreclosure ~~Information~~Total toOct-06 0.000% Loans in Foreclosure 10 Nov-06 0.000% Original Principal Balance 2,657,344.00 Dec-06 0.000% Current Actual Balance 2,655,752.77 Jan-07 0.000% Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.392% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. P2 15yr Jumbo A 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 1 Jun-06 No0.000% Original Principal Balance 218,000.00 Jul-06 0.000% Current Actual Balance 207,894.64 Aug-06 0.000% Sep-06 0.000% Current Foreclosure ~~Information~~Total toOct-06 0.000% Loans in Foreclosure 1 Nov-06 0.000% Original Principal Balance 218,000.00 Dec-06 0.000% Current Actual Balance 207,894.64 Jan-07 0.000% Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.097% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. P3 30yr Jumbo A - No Foreclosure Information to report this period.

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 NoP1 ~~Foreclosure~~30yr ~~Loans~~Alt-B ~~this~~0500844613 ~~Period~~May-2007 01-Jun-2006 NY 80.00 77,600.00 P1 30yr Alt-B 0500863620 May-2007 01-Nov-2006 NC 75.00 187,500.00 P1 30yr Alt-B 0500866188 May-2007 01-Nov-2006 FL 80.00 217,600.00 P1 30yr Alt-B 0500874608 May-2007 01-Nov-2006 CA 80.00 400,000.00 P1 30yr Alt-B 0500876730 May-2007 01-Nov-2006 FL 80.00 264,000.00 P1 30yr Alt-B 0500878273 May-2007 01-Dec-2006 MN 84.52 65,500.00 P1 30yr Alt-B 0700418104 May-2007 01-Jan-2007 NY 70.00 133,000.00 P1 30yr Alt-B 0700432602 May-2007 01-Jan-2007 NJ 80.00 246,800.00 P1 30yr Alt-B 0700434578 May-2007 01-Nov-2006 NY 80.00 617,344.00 P1 30yr Alt-B 0700452623 May-2007 01-Jan-2007 NY 80.00 448,000.00 P2 15yr Jumbo A 0405980451 May-2007 01-Nov-2005 CA 76.49 218,000.00

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 NoP1 ~~Foreclosure~~30yr ~~Loans~~Alt-B ~~this~~0500844613 ~~Period~~77,340.35 01-Dec-2006 3 9.750% 2,446.06 P1 30yr Alt-B 0500863620 187,500.00 01-Dec-2006 3 7.625% 4,609.40 P1 30yr Alt-B 0500866188 217,600.00 01-Dec-2006 3 7.875% 5,530.68 P1 30yr Alt-B 0500874608 399,404.42 01-Dec-2006 3 7.500% 9,634.00 P1 30yr Alt-B 0500876730 263,685.02 01-Dec-2006 3 8.592% 7,321.06 P1 30yr Alt-B 0500878273 65,460.32 01-Dec-2006 3 8.500% 1,797.39 P1 30yr Alt-B 0700418104 133,000.00 01-Dec-2006 3 8.000% 3,430.03 P1 30yr Alt-B 0700432602 246,800.00 01-Dec-2006 3 7.125% 5,655.84 P1 30yr Alt-B 0700434578 616,962.66 01-Dec-2006 3 7.750% 15,411.98 P1 30yr Alt-B 0700452623 448,000.00 01-Dec-2006 3 7.750% 11,200.00 P2 15yr Jumbo A 0405980451 207,894.64 01-Dec-2006 3 7.000% 4,635.37

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy ~~Detail~~History* -New ~~All~~Bankruptcy ~~Mortgage~~Loans Month Bankruptcy Percentage Loans in Bankruptcy ~~during~~2 Jun-06 0.000% Original Principal Balance 368,920.00 Jul-06 0.000% Current ~~Period~~Actual ~~Summary~~Balance 368,521.06 Aug-06 No0.000% Sep-06 0.000% Current Bankruptcy ~~Information~~Total toOct-06 0.000% Loans in Bankruptcy 5 Nov-06 0.000% Original Principal Balance 1,077,520.00 Dec-06 0.000% Current Actual Balance 1,074,495.97 Jan-07 0.000% Feb-07 0.000% Mar-07 0.046% Apr-07 0.059% May-07 0.092% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. P1 30yr Alt-B 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 Jun-06 No0.000% Original Principal Balance 368,920.00 Jul-06 0.000% Current Actual Balance 368,521.06 Aug-06 0.000% Sep-06 0.000% Current Bankruptcy ~~Information~~Total toOct-06 0.000% Loans in Bankruptcy 5 Nov-06 0.000% Original Principal Balance 1,077,520.00 Dec-06 0.000% Current Actual Balance 1,074,495.97 Jan-07 0.000% Feb-07 0.000% Mar-07 0.080% Apr-07 0.103% May-07 0.158% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. P2 15yr Jumbo A - No Bankruptcy Information to report this period. P3 30yr Jumbo A - No Bankruptcy Information to report this period.

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 NoP1 ~~Bankruptcy~~30yr ~~Loans~~Alt-B ~~this~~0408847529 ~~Period~~Apr-2007 01-Jul-2006 CA 51.67 155,000.00 P1 30yr Alt-B 0500854579 May-2007 01-Nov-2006 SC 80.00 81,920.00 P1 30yr Alt-B 0500871180 Mar-2007 01-Nov-2006 AZ 80.00 232,000.00 P1 30yr Alt-B 0700421086 May-2007 01-Dec-2006 MA 65.98 287,000.00 P1 30yr Alt-B 0700459771 Mar-2007 01-Jan-2007 SC 80.00 321,600.00

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 NoP1 ~~Bankruptcy~~30yr ~~Loans~~Alt-B ~~this~~0408847529 ~~Period~~153,438.61 01-May-2007 (1) 6.750% 831.89 P1 30yr Alt-B 0500854579 81,521.06 01-Apr-2007 0 7.125% 934.48 P1 30yr Alt-B 0500871180 232,000.00 01-Apr-2007 0 6.625% 2,465.00 P1 30yr Alt-B 0700421086 287,000.00 01-Apr-2007 0 7.125% 3,288.54 P1 30yr Alt-B 0700459771 320,536.30 01-Apr-2007 0 7.000% 3,607.55

Realized Loss Report - Collateral Summary - No Realized Loss Information to report this period. P1 30yr Alt-B - No Realized Loss Information to report this period. P2 15yr Jumbo A - No Realized Loss Information to report this period. P3 30yr Jumbo A - No Realized Loss Information to report this period. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 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 ~~Approximation for current period~~: ~~sum~~Sum (Realized ~~Loss Amount~~Losses) /~~sum~~ Sum (~~Beg~~Ending ~~Scheduled~~Actual Balance offor ~~Liquidated Loans). Includes losses on~~ loans ~~liquidating~~that inhave ~~the~~experienced ~~current~~a ~~period only~~loss).

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 P1 30yr Alt-B 1832 8,~~474~~654,~~635~~537.00 8,~~457~~641,~~199~~501.2143 02 0468,000.00 0467,109.0010 P2 15yr Jumbo A 13 ~~500~~1,~~000~~515,600.00 ~~493~~1,~~286~~508,614.73 0 0.00 0.00 P3 30yr Jumbo A 89 5,~~272~~945,~~950~~800.00 45,~~516~~831,~~228~~303.5437 0 0.00 0.00 Total 2744 1416,~~247~~115,~~585~~937.00 1315,~~466~~981,~~714~~419.4853 02 0468,000.00 0467,109.0010

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 P1 30yr Alt-B 0 0.00 0.00 0 0.00 0.00 81,~~992~~089.5071 P2 15yr Jumbo A 0 0.00 0.00 0 0.00 0.00 ~~257~~255,~~813~~162.7379 P3 30yr Jumbo A 0 0.00 0.00 0 0.00 0.00 ~~577~~612,~~703~~937.9621 Total 0 0.00 0.00 0 0.00 0.00 ~~917~~949,~~510~~189.1971

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount P1 30yr Alt-B ~~0409313357~~0409313391 SCIL 70.00 01-~~Jul~~Sep-2006 ~~192~~245,~~078~~000.00 ~~190~~245,~~883~~000.2500 P1 30yr Alt-B ~~0409313802~~0409313680 ORMD 6970.9900 01-Oct-2006 ~~185~~357,~~400~~000.00 ~~185~~356,~~392~~996.3843 P1 30yr Alt-B ~~0409314300~~0409761215 ILAZ 80.00 01-Nov-2006 324,000.00 324,000.00 P1 30yr Alt-B 0409921448 NC 69.9982 01-~~Oct~~Nov-2006 ~~391~~266,~~900~~000.00 ~~391~~266,~~900~~000.00 P1 30yr Alt-B ~~0409761248~~0409935369 CA 71.43 01-Nov-2006 475,000.00 475,000.00 P1 30yr Alt-B 0500800854 NJ 75.00 01-Aug-2006 165,000.00 163,962.93 P1 30yr Alt-B 0500806124 NV 80.00 01-~~Nov~~Sep-2006 ~~279~~200,~~866~~000.00 ~~278~~199,~~917~~410.4084 P1 30yr Alt-B ~~0409935333~~0500831733 HINJ 5475.1400 01-Oct-2006 1235,~~949~~500.00 235,500.00 P1 30yr Alt-B 0500837849 FL 59.09 01-Oct-2006 130,000.00 1129,~~949~~108.54 P1 30yr Alt-B 0500858488 FL 43.14 01-Nov-2006 110,000.00 109,403.21 P1 30yr Alt-B ~~0409935374~~0500860272 WAIL 6279.9246 01-~~Oct~~Nov-2006 1117,~~982~~600.00 116,~~055~~929.26 P1 30yr Alt-B 0500862940 PA 80.00 101-Nov-2006 78,~~971~~800.00 78,~~186~~475.5661 P1 30yr Alt-B ~~0500810381~~0500867197 CAGA 5080.00 01-~~Aug~~Nov-2006 184,000.00 184,000.00 P1 30yr Alt-B 0500868434 SC 80.00 01-Nov-2006 135,600.00 135,600.00 P1 30yr Alt-B 0500873349 NJ 80.00 01-Dec-2006 164,000.00 ~~596~~163,~~322~~438.2705 P1 30yr Alt-B ~~0500814489~~0500875868 CAAZ 5680.8100 01-~~Sep~~Dec-2006 ~~417~~142,020.00 142,020.00 P1 30yr Alt-B 0500876772 MO 71.11 01-Dec-2006 96,000.00 ~~417~~95,703.38 P1 30yr Alt-B 0500878919 NJ 74.29 01-Nov-2006 260,000.00 258,956.75 P1 30yr Alt-B ~~0500841691~~0500891936 FLCA 6575.00 01-Oct-2006 ~~546~~626,~~000~~250.00 ~~543~~622,~~844~~529.4607 P1 30yr Alt-B ~~0500848715~~0500892361 FLCT 7780.4200 01-~~Nov~~Dec-2006 ~~240~~880,000.00 ~~240~~880,000.00 P1 30yr Alt-B ~~0500864580~~0500896055 NYGA 7080.00 01-Jan-2007 208,000.00 208,000.00 P1 30yr Alt-B 0500897360 CA 80.00 01-Jan-2007 294,800.00 294,211.74 P1 30yr Alt-B 0700352758 MA 58.14 01-Sep-2006 150,000.00 148,811.15 P1 30yr Alt-B 0700357618 CT 47.17 01-Sep-2006 100,000.00 100,000.00 P1 30yr Alt-B 0700398132 MA 25.25 01-Oct-2006 ~~133~~125,000.00 ~~132~~124,~~487~~259.7296 P1 30yr Alt-B ~~0500866737~~0700408380 MNSC 80.00 01-~~Nov~~Oct-2006 ~~105~~164,~~536~~720.00 ~~105~~164,~~325~~706.8861 P1 30yr Alt-B ~~0500872471~~0700431819 MAOH 80.00 01-Dec-2006 ~~448~~61,800.00 ~~448~~61,~~157~~588.1524 P1 30yr Alt-B ~~0500876813~~0700443480 NJMD 80.00 01-~~Nov~~Dec-2006 ~~317~~208,~~600~~000.00 ~~317~~208,~~126~~000.6200 P1 30yr Alt-B ~~0700391198~~0700446537 NJGA 7080.00 01-~~Jan~~Dec-~~2007~~2006 92159,~~400~~200.00 92158,~~357~~324.3271 P1 30yr Alt-B ~~0700411849~~0700450949 FLMA 4580.1100 01-~~Oct~~Dec-2006 ~~106~~615,~~000~~200.00 ~~105~~615,~~527~~200.2000 P1 30yr Alt-B ~~0700452050~~0700450996 NHMA 80.00 01-Dec-2006 ~~280~~695,~~000~~200.00 ~~280~~695,200.00 P1 30yr Alt-B 0700454360 IL 80.00 01-Dec-2006 406,847.00 405,096.05 P1 30yr Alt-B 0700455971 NJ 90.00 01-Dec-2006 306,000.00 304,951.51 P1 30yr Alt-B ~~0700488822~~0700459574 AZNY 80.00 01-~~Feb~~Dec-~~2007~~2006 ~~208~~436,000.00 ~~207~~435,~~841~~999.7350 P2 15yr Jumbo A ~~0410670625~~0410027207 CA 6469.9469 01-~~Oct~~Dec-2006 ~~500~~1,000,000.00 ~~491~~995,~~586~~219.0717 P3P2 ~~30yr~~15yr Jumbo A ~~0409487291~~0500797422 COCA 6345.9045 01-~~Nov~~Aug-2006 ~~500~~250,000.00 ~~500~~250,000.00 P2 15yr Jumbo A 0700477793 WA 80.00 01-Jan-2007 265,600.00 261,828.07 P3 30yr Jumbo A ~~0409935370~~0409807153 CAMD 7080.1600 01-~~Nov~~Dec-2006 ~~587~~753,~~950~~600.00 ~~585~~753,~~908~~600.0100 P3 30yr Jumbo A ~~0409988758~~0409810112 CAFL 80.00 01-~~Nov~~Sep-2006 ~~520~~748,000.00 ~~518~~742,~~104~~351.3433 P3 30yr Jumbo A ~~0410155832~~0409810118 MDOH 7075.00 01-Oct-2006 ~~665~~900,000.00 ~~662~~893,~~374~~366.6137 P3 30yr Jumbo A ~~0410155844~~0409935398 DCMN 8055.0056 01-~~Nov~~Oct-2006 ~~652~~625,000.00 ~~652~~524,886.91 P3 30yr Jumbo A 0410027227 CA 53.37 01-Dec-2006 435,000.00 432,932.93 P3 30yr Jumbo A ~~0410155855~~0410086282 MDIL 80.00 01-~~Nov~~Dec-2006 ~~920~~439,~~000~~200.00 ~~163~~436,~~240~~949.0211 P3 30yr Jumbo A ~~0410678174~~0410678205 MOIL 7664.4396 01-Dec-2006 ~~428~~648,000.00 ~~427~~648,~~939~~000.00 P3 30yr Jumbo A ~~0410678402~~0410678238 CA 5064.0002 01-~~Dec~~Jan-~~2006~~2007 1557,000.00 557,000.00 1P3 30yr Jumbo A 0500876797 CA 80.00 01-Nov-2006 840,000.00 840,000.00

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning P1 30yr Alt-B ~~0409313357~~0409313391 Loan Paid in Full (1) 7.250% 360 8 P1 30yr Alt-B 0409313680 Loan Paid in Full 0 7.~~375~~000% 360 7 P1 30yr Alt-B ~~0409313802~~0409761215 Loan Paid in Full 0 6.~~875~~750% 360 46 P1 30yr Alt-B ~~0409314300~~0409921448 Loan Paid in Full 0 87.~~125~~500% 360 46 P1 30yr Alt-B ~~0409761248~~0409935369 Loan Paid in Full 0 68.~~875~~000% 360 36 P1 30yr Alt-B ~~0409935333~~0500800854 Loan Paid in Full 0 68.~~750~~500% 360 49 P1 30yr Alt-B ~~0409935374~~0500806124 Loan Paid in Full 0 67.625% 360 48 P1 30yr Alt-B ~~0500810381~~0500831733 Loan Paid in Full 0 8.500% 360 7 P1 30yr Alt-B 0500837849 Loan Paid in Full 0 6.~~750~~875% 360 7 P1 30yr Alt-B 0500858488 Loan Paid in Full 0 7.375% 360 6 P1 30yr Alt-B ~~0500814489~~0500860272 Loan Paid in Full 0 7.125% 360 6 P1 30yr Alt-B 0500862940 Loan Paid in Full (1) 8.~~875~~750% 360 56 P1 30yr Alt-B ~~0500841691~~0500867197 Loan Paid in Full 0 7.250% 360 46 P1 30yr Alt-B ~~0500848715~~0500868434 Loan Paid in Full 0 9.000% 360 6 P1 30yr Alt-B 0500873349 Loan Paid in Full 0 8.875% 360 35 P1 30yr Alt-B ~~0500864580~~0500875868 Loan Paid in Full 0(1) 7.~~375~~875% 360 45 P1 30yr Alt-B ~~0500866737~~0500876772 Loan Paid in Full 0 9.375% 360 5 P1 30yr Alt-B 0500878919 Repurchase 0 8.875% 360 6 P1 30yr Alt-B 0500891936 Loan Paid in Full (1) 8.500% 360 37 P1 30yr Alt-B ~~0500872471~~0500892361 Loan Paid in Full 0 97.~~679~~875% 360 25 P1 30yr Alt-B ~~0500876813~~0500896055 Repurchase 1 8.000% 360 4 P1 30yr Alt-B 0500897360 Loan Paid in Full 0 106.~~860~~875% 360 34 P1 30yr Alt-B ~~0700391198~~0700352758 Loan Paid in Full 0 86.750% 360 8 P1 30yr Alt-B 0700357618 Loan Paid in Full (1) 6.875% 360 8 P1 30yr Alt-B ~~0700411849~~0700398132 Loan Paid in Full 0 67.625% 360 47 P1 30yr Alt-B ~~0700452050~~0700408380 Loan Paid in Full (1) 7.250% 360 7 P1 30yr Alt-B 0700431819 Loan Paid in Full 0 8.875% 360 5 P1 30yr Alt-B 0700443480 Loan Paid in Full 0 6.875% 360 5 P1 30yr Alt-B 0700446537 Loan Paid in Full 0 6.500% 360 5 P1 30yr Alt-B 0700450949 Loan Paid in Full (1) 9.375% 360 5 P1 30yr Alt-B 0700450996 Loan Paid in Full (1) 9.500% 360 5 P1 30yr Alt-B 0700454360 Loan Paid in Full (1) 7.~~125~~750% 360 25 P1 30yr Alt-B ~~0700488822~~0700455971 Loan Paid in Full 0 8.875% 360 5 P1 30yr Alt-B 0700459574 Loan Paid in Full (1) 7.~~375~~125% 360 5 P2 15yr Jumbo A 0410027207 Loan Paid in Full 0 7.250% 180 5 P2 15yr Jumbo A ~~0410670625~~0500797422 Loan Paid in Full 0 6.750% 180 9 P2 15yr Jumbo A 0700477793 Loan Paid in Full 0 8.375% 180 4 P3 30yr Jumbo A ~~0409487291~~0409807153 Loan Paid in Full 0(1) 67.~~500~~125% 360 35 P3 30yr Jumbo A ~~0409935370~~0409810112 Loan Paid in Full 0 67.~~750~~000% 360 38 P3 30yr Jumbo A ~~0409988758~~0409810118 Loan Paid in Full 0 6.500% 360 37 P3 30yr Jumbo A ~~0410155832~~0409935398 Loan Paid in Full (1) 6.750% 360 7 P3 30yr Jumbo A 0410027227 Loan Paid in Full 0 7.250% 360 45 P3 30yr Jumbo A ~~0410155844~~0410086282 Loan Paid in Full 0 6.~~750~~875% 360 35 P3 30yr Jumbo A ~~0410155855~~0410678205 Loan Paid in Full 0 76.~~000~~750% 360 35 P3 30yr Jumbo A ~~0410678174~~0410678238 Loan Paid in Full 0 6.~~875~~625% 360 24 P3 30yr Jumbo A ~~0410678402~~0500876797 Loan Paid in Full 0(1) 67.~~500~~000% 360 26

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived P1 30yr Alt-B 24 ~~291~~400,~~015~~336.1844 711,~~895~~316.0126 0.00 P2 15yr Jumbo A 01 0250,000.00 06,750.00 0.00 P3 30yr Jumbo A 0 0.00 0.00 0.00 Total 25 ~~291~~650,~~015~~336.1844 718,~~895~~066.0126 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 P1 30yr Alt-B ~~0409313802~~0500837849 0105/2303/2007 ~~185~~129,~~392~~222.3821 53,~~098~~548.5026 0.00 P1 30yr Alt-B ~~0700411849~~0500858488 0105/1608/2007 ~~105~~109,~~622~~490.8004 4,400.00 0.00 P1 30yr Alt-B 0700357618 04/18/2007 100,000.00 2,~~796~~750.5100 0.00 P1 30yr Alt-B 0700431819 04/20/2007 61,624.19 618.00 0.00 P2 15yr Jumbo A 0500797422 04/24/2007 250,000.00 6,750.00 0.00

Prepayment Rates

Summary SMM CPR PSA Current Month 1.~~164~~462% Current Month 1316.~~113~~198% Current Month 21,~~056~~307.~~220~~405% 3 Month Average 01.~~000~~232% 3 Month Average 013.~~000~~797% 3 Month Average 01,354.~~000~~188% 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. ~~Mar~~Jun-2006 N/A N/A ~~Mar~~Jun-2006 N/A N/A ~~Apr~~Jul-2006 N/A N/A ~~Apr~~Jul-2006 N/A N/A ~~May~~Aug-2006 N/A N/A ~~May~~Aug-2006 N/A N/A ~~Jun~~Sep-2006 N/A N/A ~~Jun~~Sep-2006 N/A N/A ~~Jul~~Oct-2006 N/A N/A ~~Jul~~Oct-2006 N/A N/A ~~Aug~~Nov-2006 N/A N/A ~~Aug~~Nov-2006 N/A N/A ~~Sep~~Dec-2006 N/A N/A ~~Sep~~Dec-2006 N/A N/A ~~Oct~~Jan-~~2006~~2007 N/A N/A ~~Oct~~Jan-~~2006~~2007 N/A N/A ~~Nov~~Feb-~~2006~~2007 ~~N/A~~13.113% N/A ~~Nov~~Feb-~~2006~~2007 ~~N/A~~2,056.220% N/A ~~Dec~~Mar-~~2006~~2007 ~~N/A~~14.242% N/A ~~Dec~~Mar-~~2006~~2007 ~~N/A~~1,700.142% N/A ~~Jan~~Apr-2007 ~~N/A~~10.953% N/A ~~Jan~~Apr-2007 ~~N/A~~1,055.016% N/A ~~Feb~~May-2007 1316.~~113~~198% N/A ~~Feb~~May-2007 21,~~056~~307.~~220~~405% 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. P1 30yr Alt-B SMM CPR PSA Current Month 1.~~199~~338% Current Month 1314.~~481~~921% Current Month 21,~~336~~268.~~986~~773% 3 Month Average 01.~~000~~173% 3 Month Average 013.~~000~~185% 3 Month Average 01,389.~~000~~117% 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. ~~Mar~~Jun-2006 N/A N/A ~~Mar~~Jun-2006 N/A N/A ~~Apr~~Jul-2006 N/A N/A ~~Apr~~Jul-2006 N/A N/A ~~May~~Aug-2006 N/A N/A ~~May~~Aug-2006 N/A N/A ~~Jun~~Sep-2006 N/A N/A ~~Jun~~Sep-2006 N/A N/A ~~Jul~~Oct-2006 N/A N/A ~~Jul~~Oct-2006 N/A N/A ~~Aug~~Nov-2006 N/A N/A ~~Aug~~Nov-2006 N/A N/A ~~Sep~~Dec-2006 N/A N/A ~~Sep~~Dec-2006 N/A N/A ~~Oct~~Jan-~~2006~~2007 N/A N/A ~~Oct~~Jan-~~2006~~2007 N/A N/A ~~Nov~~Feb-~~2006~~2007 ~~N/A~~13.481% N/A ~~Nov~~Feb-~~2006~~2007 ~~N/A~~2,336.986% N/A ~~Dec~~Mar-~~2006~~2007 ~~N/A~~14.184% N/A ~~Dec~~Mar-~~2006~~2007 ~~N/A~~1,827.879% N/A ~~Jan~~Apr-2007 ~~N/A~~10.449% N/A ~~Jan~~Apr-2007 ~~N/A~~1,070.700% N/A ~~Feb~~May-2007 1314.~~481~~921% N/A ~~Feb~~May-2007 21,~~336~~268.~~986~~773% 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. P2 15yr Jumbo A SMM CPR PSA Current Month 0.~~335~~818% Current Month 39.~~950~~390% Current Month ~~453~~634.~~978~~501% 3 Month Average 01.~~000~~151% 3 Month Average 012.~~000~~807% 3 Month Average 01,069.~~000~~392% 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. ~~Mar~~Jun-2006 N/A N/A ~~Mar~~Jun-2006 N/A N/A ~~Apr~~Jul-2006 N/A N/A ~~Apr~~Jul-2006 N/A N/A ~~May~~Aug-2006 N/A N/A ~~May~~Aug-2006 N/A N/A ~~Jun~~Sep-2006 N/A N/A ~~Jun~~Sep-2006 N/A N/A ~~Jul~~Oct-2006 N/A N/A ~~Jul~~Oct-2006 N/A N/A ~~Aug~~Nov-2006 N/A N/A ~~Aug~~Nov-2006 N/A N/A ~~Sep~~Dec-2006 N/A N/A ~~Sep~~Dec-2006 N/A N/A ~~Oct~~Jan-~~2006~~2007 N/A N/A ~~Oct~~Jan-~~2006~~2007 N/A N/A ~~Nov~~Feb-~~2006~~2007 ~~N/A~~3.950% N/A ~~Nov~~Feb-~~2006~~2007 ~~N/A~~453.978% N/A ~~Dec~~Mar-~~2006~~2007 ~~N/A~~20.509% N/A ~~Dec~~Mar-~~2006~~2007 ~~N/A~~1,906.865% N/A ~~Jan~~Apr-2007 ~~N/A~~8.522% N/A ~~Jan~~Apr-2007 ~~N/A~~666.810% N/A ~~Feb~~May-2007 39.~~950~~390% N/A ~~Feb~~May-2007 ~~453~~634.~~978~~501% 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. P3 30yr Jumbo A SMM CPR PSA Current Month 12.~~701~~241% Current Month 1823.~~606~~809% Current Month 31,~~064~~971.~~456~~722% 3 Month Average 01.~~000~~431% 3 Month Average 015.~~000~~685% 3 Month Average 01,503.~~000~~616% 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. ~~Mar~~Jun-2006 N/A N/A ~~Mar~~Jun-2006 N/A N/A ~~Apr~~Jul-2006 N/A N/A ~~Apr~~Jul-2006 N/A N/A ~~May~~Aug-2006 N/A N/A ~~May~~Aug-2006 N/A N/A ~~Jun~~Sep-2006 N/A N/A ~~Jun~~Sep-2006 N/A N/A ~~Jul~~Oct-2006 N/A N/A ~~Jul~~Oct-2006 N/A N/A ~~Aug~~Nov-2006 N/A N/A ~~Aug~~Nov-2006 N/A N/A ~~Sep~~Dec-2006 N/A N/A ~~Sep~~Dec-2006 N/A N/A ~~Oct~~Jan-~~2006~~2007 N/A N/A ~~Oct~~Jan-~~2006~~2007 N/A N/A ~~Nov~~Feb-~~2006~~2007 ~~N/A~~18.606% N/A ~~Nov~~Feb-~~2006~~2007 ~~N/A~~3,064.456% N/A ~~Dec~~Mar-~~2006~~2007 ~~N/A~~9.349% N/A ~~Dec~~Mar-~~2006~~2007 ~~N/A~~1,159.085% N/A ~~Jan~~Apr-2007 ~~N/A~~13.898% N/A ~~Jan~~Apr-2007 ~~N/A~~1,380.041% N/A ~~Feb~~May-2007 1823.~~606~~809% N/A ~~Feb~~May-2007 31,~~064~~971.~~456~~722% 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))

Breaches Current Loan Scheduled Current Current Number Balance Rate Payment No0500878919 ~~Breaches~~259,109.10 ~~this~~8.875% ~~Period~~2,068.68 0500896055 208,000.00 8.000% 1,386.67 Loans reported as breaches were repurchased due to a breach of the representations and warrants of the governing transaction document(s).

Interest Rate Stratification Summary P1 30yr Alt-B Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.750 0 0.00 0.000 0 0.00 0.000 4.750 4.999 1 5655,~~845~~022.4512 0.005 1 5655,~~845~~022.4512 0.008 5.000 5.249 0 0.00 0.000 0 0.00 0.000 5.250 5.499 0 0.00 0.000 0 0.00 0.000 5.500 5.749 3 ~~580~~578,~~071~~226.0255 0.~~048~~049 3 ~~580~~578,~~071~~226.0255 0.~~083~~085 5.750 5.999 62 29,~~436~~123,~~390~~907.3431 2.~~413~~484 8 2,~~535~~529,~~664~~215.3265 0.~~361~~373 6.000 6.249 78 42,~~550~~112,~~489~~117.6002 3.~~488~~592 25 6,~~893~~878,~~496~~219.1291 01.~~980~~015 6.250 6.499 ~~387~~384 ~~176~~172,~~377~~384,~~636~~610.6053 14.~~459~~704 134 33,~~791~~730,~~329~~116.68 4.~~806~~977 6.500 6.749 ~~616~~607 ~~230~~225,~~642~~407,~~120~~602.8640 1819.~~908~~227 ~~375~~370 9896,~~431~~808,~~110~~685.6815 14.~~000~~285 6.750 6.999 ~~819~~800 ~~283~~275,~~246~~347,~~749~~615.7642 23.~~220~~487 ~~573~~562 ~~149~~146,~~078~~112,~~984~~443.1315 21.~~204~~560 7.000 7.249 ~~350~~338 9892,~~925~~321,~~708~~189.6705 87.~~110~~875 ~~300~~294 7271,~~843~~079,~~619~~926.2377 10.~~361~~488 7.250 7.499 ~~365~~349 9689,~~893~~494,~~170~~039.6689 7.~~943~~634 ~~333~~322 8177,~~578~~942,~~699~~098.1465 11.~~603~~501 7.500 7.749 ~~337~~326 8381,~~989~~213,~~491~~345.7422 6.~~885~~927 ~~322~~311 8178,~~154~~387,~~154~~877.5057 11.~~543~~567 7.750 7.999 ~~313~~299 7066,~~154~~023,~~522~~067.3040 5.~~751~~632 ~~307~~293 6965,~~673~~546,~~629~~702.5918 9.~~910~~672 8.000 8.249 ~~118~~112 2826,~~138~~578,~~373~~880.0175 2.~~307~~267 ~~118~~112 2826,~~138~~578,~~373~~880.0175 43.~~002~~922 8.250 8.499 ~~101~~98 2019,~~903~~728,~~052~~428.3375 1.~~714~~683 9795 2019,~~445~~536,~~568~~829.5752 2.~~908~~883 8.500 8.749 7670 1816,~~293~~724,~~169~~644.1284 1.~~500~~427 7670 1816,~~293~~724,~~169~~644.1284 2.~~602~~468 8.750 8.999 8276 1514,~~648~~210,~~056~~349.1180 1.~~283~~212 8175 1514,~~600~~162,~~076~~773.2272 2.~~219~~090 9.000 9.249 3634 76,~~797~~975,~~249~~005.3897 0.~~639~~595 3634 76,~~797~~975,~~249~~005.3897 1.~~109~~029 9.250 9.499 3734 87,~~411~~431,~~083~~097.4052 0.~~690~~634 3734 87,~~411~~431,~~083~~097.4052 1.~~196~~097 9.500 9.749 3633 76,~~533~~408,~~561~~079.7926 0.~~618~~547 3633 76,~~533~~408,~~561~~079.7926 10.~~072~~946 9.750 9.999 2 183,~~467~~198.3121 0.~~015~~016 2 183,~~467~~198.3121 0.~~026~~027 10.000 10.249 1 58,~~722~~642.2655 0.005 1 58,~~722~~642.2655 0.~~008~~009 10.250 10.499 0 0.00 0.000 0 0.00 0.000 10.500 10.749 0 0.00 0.000 0 0.00 0.000 10.750 10.999 0 0.00 0.000 0 0.00 0.000 >= 11.000 0 0.00 0.000 0 0.00 0.000 Total 3,~~820~~707 1,~~219~~172,~~819~~359,~~931~~070.7156 100.000 2,~~865~~779 ~~703~~677,~~078~~707,~~874~~686.9272 100.000

Interest Rate Stratification (continued) P2 15yr Jumbo A P3 30yr Jumbo A Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.750 0 0.00 0.000 0 0.00 0.000 4.750 4.999 0 0.00 0.000 0 0.00 0.000 5.000 5.249 0 0.00 0.000 0 0.00 0.000 5.250 5.499 0 0.00 0.000 0 0.00 0.000 5.500 5.749 0 0.00 0.000 0 0.00 0.000 5.750 5.999 54 26,~~900~~594,~~726~~691.0266 12.~~077~~452 0 0.00 0.000 6.000 6.249 53 35,~~656~~233,~~993~~897.4811 16.~~008~~497 0 0.00 0.000 6.250 6.499 ~~115~~114 6160,~~492~~121,~~543~~402.4399 2728.~~607~~150 ~~138~~136 8178,~~093~~533,~~763~~090.4986 27.~~583~~940 6.500 6.749 8079 3938,~~758~~438,~~911~~775.1446 17.~~850~~998 ~~161~~158 9290,~~452~~160,~~099~~141.0479 3132.~~447~~077 6.750 6.999 8685 39,~~775~~309,~~103~~456.7075 1718.~~857~~405 ~~160~~153 9489,~~392~~925,~~661~~715.9352 3231.~~107~~993 7.000 7.249 1815 74,~~392~~918,~~881~~979.3223 32.~~319~~303 3229 1816,~~689~~322,~~208~~283.1205 65.~~357~~807 7.250 7.499 2017 75,~~945~~416,~~901~~341.1867 32.~~567~~536 1210 76,~~368~~135,~~570~~599.3457 2.~~506~~183 7.500 7.749 15 2,~~835~~825,~~337~~467.2465 1.~~273~~323 0 0.00 0.000 7.750 7.999 6 ~~480~~476,~~892~~365.7122 0.~~216~~223 0 0.00 0.000 8.000 8.249 0 0.00 0.000 0 0.00 0.000 8.250 8.499 43 ~~457~~191,~~483~~599.7623 0.~~205~~090 0 0.00 0.000 8.500 8.749 0 0.00 0.000 0 0.00 0.000 8.750 8.999 1 47,~~979~~576.8908 0.022 0 0.00 0.000 9.000 9.249 0 0.00 0.000 0 0.00 0.000 9.250 9.499 0 0.00 0.000 0 0.00 0.000 9.500 9.749 0 0.00 0.000 0 0.00 0.000 9.750 9.999 0 0.00 0.000 0 0.00 0.000 10.000 10.249 0 0.00 0.000 0 0.00 0.000 10.250 10.499 0 0.00 0.000 0 0.00 0.000 10.500 10.749 0 0.00 0.000 0 0.00 0.000 10.750 10.999 0 0.00 0.000 0 0.00 0.000 >= 11.000 0 0.00 0.000 0 0.00 0.000 Total ~~452~~442 ~~222~~213,~~744~~574,~~753~~553.8705 100.000 ~~503~~486 ~~293~~281,~~996~~076,~~302~~830.9279 100.000

Filing Compare · CSMC Mortgage Backed Trust Series 2007-1