10-D 1 has07he1_10d-200709.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: August 28, 2007 to September 25, 2007 Commission File Number of issuing entity: 333-131607-13 HSI Asset Securitization Corporation Trust 2007-HE1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-131607 HSI Asset Securitization Corporation (Exact name of depositor as specified in its charter) HSBC Bank USA, National Association (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) 54-2198863 54-2198932 54-2199186 54-6740336 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices of the issuing entity) (Zip Code) (410) 884-2000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) I-A _____ _____ __X___ ____________ II-A-1 _____ _____ __X___ ____________ II-A-2 _____ _____ __X___ ____________ II-A-3 _____ _____ __X___ ____________ II-A-4 _____ _____ __X___ ____________ M-1 _____ _____ __X___ ____________ M-2 _____ _____ __X___ ____________ M-3 _____ _____ __X___ ____________ M-4 _____ _____ __X___ ____________ M-5 _____ _____ __X___ ____________ M-6 _____ _____ __X___ ____________ M-7 _____ _____ __X___ ____________ M-8 _____ _____ __X___ ____________ M-9 _____ _____ __X___ ____________ M-10 _____ _____ __X___ ____________ X _____ _____ __X___ ____________ R _____ _____ __X___ ____________ P _____ _____ __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 September 25, 2007 a distribution was made to holders of HSI Asset Securitization Corporation Trust 2007-HE1. 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 HSI Asset Securitization Corporation Trust 2007-HE1, relating to the September 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. HSI Asset Securitization Corporation Trust 2007-HE1 (Issuing Entity) Wells Fargo Bank, N.A. (Master Servicer) /s/ Elisabeth A. Brewster Elisabeth A. Brewster, Vice President Date: October 2, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of HSI Asset Securitization Corporation Trust 2007-HE1, relating to the September 25, 2007 distribution. EX-99.1 HSI Asset Securitization Corporation Mortgage Pass-Through Certificates Distribution Date: 9/25/2007 HSI Asset Securitization Corporation Mortgage Pass-Through Certificates Series 2007-HE1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 8480 Stagecoach Circle Frederick, MD 21701-4747 www.ctslink.com Telephone: 1-866-846-4526 Fax: 240-586-8675

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance I-A 40430FAA0 0609/2224/2007 5.~~46000~~64500% ~~353~~328,~~842~~784,~~117~~816.6053 1,~~663~~495,~~647~~103.6929 II-A-1 40430FAB8 0609/2224/2007 5.~~42000~~60500% ~~234~~213,~~467~~122,~~625~~731.1278 1962,~~094,312~~278.5173 II-A-2 40430FAC6 0609/2224/2007 5.~~46000~~64500% 30,548,000.00 ~~143~~138,~~626~~912.5179 II-A-3 40430FAD4 0609/2224/2007 5.~~51000~~69500% 126,204,000.00 ~~598~~578,~~802~~978.9238 II-A-4 40430FAE2 0609/2224/2007 5.~~60000~~78500% 8,313,000.00 4038,~~087~~739.1373 M-1 40430FAF9 0609/2224/2007 5.~~62000~~80500% 44,752,000.00 ~~216~~209,~~574~~271.8254 M-2 40430FAG7 0609/2224/2007 5.~~80000~~98500% 48,915,000.00 ~~244~~235,~~303~~831.2544 M-3 40430FAH5 0609/2224/2007 56.~~85000~~03500% 17,695,000.00 8986,~~138~~024.5673 M-4 40430FAJ1 0609/2224/2007 6.~~02000~~20500% 17,693,000.00 9188,~~718~~437.5597 M-5 40430FAK8 0609/2224/2007 6.~~17000~~35500% 18,213,000.00 9693,~~766~~237.6891 M-6 40430FAL6 0609/2224/2007 6.~~32000~~50500% 13,010,000.00 7068,~~803~~174.3121 M-7 40430FAM4 0609/2224/2007 7.~~32000~~50500% 10,408,000.00 6562,~~605~~923.0959 M-8 40430FAN2 0609/2224/2007 7.~~32000~~50500% 10,928,000.00 6866,~~882~~067.8335 M-9 40430FAP7 0609/2224/2007 7.~~32000~~50500% 14,571,000.00 9188,~~845~~091.8781 M-10 40430FAQ5 0609/2224/2007 7.~~32000~~50500% 16,132,000.00 ~~101~~97,~~685~~529.3714 X 40430FAS1 0508/31/2007 0.00000% 38,508,255.28 1,~~992~~908,~~514~~149.8855 R 40430FAT9 0508/31/2007 0.00000% 0.00 0.00 P 40430FAR3 0508/31/2007 0.00000% 100.00 ~~250~~110,~~996~~044.5045 Totals 1957,~~004~~797,~~200,098~~903.0059 6,~~921~~327,~~312~~796.4761

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A 93,~~618~~678,~~918~~523.6889 0.00 ~~344~~325,~~223~~106,~~198~~292.9264 115,~~282~~173,~~566~~627.3718 0.00 II-A-1 83,~~426~~764,~~752~~361.7871 0.00 ~~226~~209,~~040~~358,~~872~~370.3407 94,~~521~~726,~~065~~640.2944 0.00 II-A-2 0.00 0.00 30,548,000.00 ~~143~~138,~~626~~912.5179 0.00 II-A-3 0.00 0.00 126,204,000.00 ~~598~~578,~~802~~978.9238 0.00 II-A-4 0.00 0.00 8,313,000.00 4038,~~087~~739.1373 0.00 M-1 0.00 0.00 44,752,000.00 ~~216~~209,~~574~~271.8254 0.00 M-2 0.00 0.00 48,915,000.00 ~~244~~235,~~303~~831.2544 0.00 M-3 0.00 0.00 17,695,000.00 8986,~~138~~024.5673 0.00 M-4 0.00 0.00 17,693,000.00 9188,~~718~~437.5597 0.00 M-5 0.00 0.00 18,213,000.00 9693,~~766~~237.6891 0.00 M-6 0.00 0.00 13,010,000.00 7068,~~803~~174.3121 0.00 M-7 0.00 0.00 10,408,000.00 6562,~~605~~923.0959 0.00 M-8 0.00 0.00 10,928,000.00 6866,~~882~~067.8335 0.00 M-9 0.00 0.00 14,571,000.00 9188,~~845~~091.8781 0.00 M-10 0.00 0.00 16,132,000.00 ~~101~~97,~~685~~529.3714 0.00 X 0.00 0.00 38,508,255.28 1,~~992~~908,~~514~~149.8855 0.00 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 100.00 ~~250~~110,~~996~~044.5045 0.00 Totals 187,~~045~~442,~~671~~885.4660 0.00 ~~986~~950,~~154~~355,~~426~~017.5499 2413,~~966~~770,~~983~~682.9321 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: Additional information on losses passed can be found in the Supplemental Reporting section.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A 371,150,000.00 ~~353~~328,~~842~~784,~~117~~816.6053 0.00 93,~~618~~678,~~918~~523.6889 0.00 II-A-1 253,725,000.00 ~~234~~213,~~467~~122,~~625~~731.1278 0.00 83,~~426~~764,~~752~~361.7871 0.00 II-A-2 30,548,000.00 30,548,000.00 0.00 0.00 0.00 II-A-3 126,204,000.00 126,204,000.00 0.00 0.00 0.00 II-A-4 8,313,000.00 8,313,000.00 0.00 0.00 0.00 M-1 44,752,000.00 44,752,000.00 0.00 0.00 0.00 M-2 48,915,000.00 48,915,000.00 0.00 0.00 0.00 M-3 17,695,000.00 17,695,000.00 0.00 0.00 0.00 M-4 17,693,000.00 17,693,000.00 0.00 0.00 0.00 M-5 18,213,000.00 18,213,000.00 0.00 0.00 0.00 M-6 13,010,000.00 13,010,000.00 0.00 0.00 0.00 M-7 10,408,000.00 10,408,000.00 0.00 0.00 0.00 M-8 10,928,000.00 10,928,000.00 0.00 0.00 0.00 M-9 14,571,000.00 14,571,000.00 0.00 0.00 0.00 M-10 16,132,000.00 16,132,000.00 0.00 0.00 0.00 X 38,506,556.18 38,508,255.28 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 Totals 1,040,763,656.18 1957,~~004~~797,~~200,098~~903.0059 0.00 187,~~045~~442,~~671~~885.4660 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution I-A 0.00 93,~~618~~678,~~918~~523.6889 ~~344~~325,~~223~~106,~~198~~292.9264 0.~~92745035~~87594313 93,~~618~~678,~~918~~523.6889 II-A-1 0.00 83,~~426~~764,~~752~~361.7871 ~~226~~209,~~040~~358,~~872~~370.3407 0.~~89088924~~82513891 83,~~426~~764,~~752~~361.7871 II-A-2 0.00 0.00 30,548,000.00 1.00000000 0.00 II-A-3 0.00 0.00 126,204,000.00 1.00000000 0.00 II-A-4 0.00 0.00 8,313,000.00 1.00000000 0.00 M-1 0.00 0.00 44,752,000.00 1.00000000 0.00 M-2 0.00 0.00 48,915,000.00 1.00000000 0.00 M-3 0.00 0.00 17,695,000.00 1.00000000 0.00 M-4 0.00 0.00 17,693,000.00 1.00000000 0.00 M-5 0.00 0.00 18,213,000.00 1.00000000 0.00 M-6 0.00 0.00 13,010,000.00 1.00000000 0.00 M-7 0.00 0.00 10,408,000.00 1.00000000 0.00 M-8 0.00 0.00 10,928,000.00 1.00000000 0.00 M-9 0.00 0.00 14,571,000.00 1.00000000 0.00 M-10 0.00 0.00 16,132,000.00 1.00000000 0.00 X 0.00 0.00 38,508,255.28 1.00004412 0.00 R 0.00 0.00 0.00 0.00000000 0.00 P 0.00 0.00 100.00 1.00000000 0.00 Totals 0.00 187,~~045~~442,~~671~~885.4660 ~~986~~950,~~154~~355,~~426~~017.5499 0.~~94752965~~91313240 187,~~045~~442,~~671~~885.4660

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A 371,150,000.00 ~~953~~885.~~36688024~~85428137 0.00000000 259.~~91652615~~91115153 0.00000000 II-A-1 253,725,000.00 ~~924~~839.~~10138977~~97529522 0.00000000 3314.~~21215008~~83638471 0.00000000 II-A-2 30,548,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-3 126,204,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-4 8,313,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 44,752,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 48,915,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 17,695,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 17,693,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 18,213,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 13,010,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 10,408,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-8 10,928,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-9 14,571,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-10 16,132,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 38,506,556.18 1000.04412495 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 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 I-A 0.00000000 259.~~91652615~~91115153 ~~927~~875.~~45035409~~94312984 0.~~92745035~~87594313 259.~~91652615~~91115153 II-A-1 0.00000000 3314.~~21215008~~83638471 ~~890~~825.~~88923969~~13891051 0.~~89088924~~82513891 3314.~~21215008~~83638471 II-A-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 II-A-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M-10 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 1000.04412495 1.00004412 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 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 I-A 0508/2527/07 - 0609/24/07 3129 5.~~46000~~64500% ~~353~~328,~~842~~784,~~117~~816.6053 1,~~663~~495,~~647~~103.6929 0.00 II-A-1 0508/2527/07 - 0609/24/07 3129 5.~~42000~~60500% ~~234~~213,~~467~~122,~~625~~731.1278 1962,~~094,312~~278.5173 0.00 II-A-2 0508/2527/07 - 0609/24/07 3129 5.~~46000~~64500% 30,548,000.00 ~~143~~138,~~626~~912.5179 0.00 II-A-3 0508/2527/07 - 0609/24/07 3129 5.~~51000~~69500% 126,204,000.00 ~~598~~578,~~802~~978.9238 0.00 II-A-4 0508/2527/07 - 0609/24/07 3129 5.~~60000~~78500% 8,313,000.00 4038,~~087~~739.1373 0.00 M-1 0508/2527/07 - 0609/24/07 3129 5.~~62000~~80500% 44,752,000.00 ~~216~~209,~~574~~271.8254 0.00 M-2 0508/2527/07 - 0609/24/07 3129 5.~~80000~~98500% 48,915,000.00 ~~244~~235,~~303~~831.2544 0.00 M-3 0508/2527/07 - 0609/24/07 3129 56.~~85000~~03500% 17,695,000.00 8986,~~138~~024.5673 0.00 M-4 0508/2527/07 - 0609/24/07 3129 6.~~02000~~20500% 17,693,000.00 9188,~~718~~437.5597 0.00 M-5 0508/2527/07 - 0609/24/07 3129 6.~~17000~~35500% 18,213,000.00 9693,~~766~~237.6891 0.00 M-6 0508/2527/07 - 0609/24/07 3129 6.~~32000~~50500% 13,010,000.00 7068,~~803~~174.3121 0.00 M-7 0508/2527/07 - 0609/24/07 3129 7.~~32000~~50500% 10,408,000.00 6562,~~605~~923.0959 0.00 M-8 0508/2527/07 - 0609/24/07 3129 7.~~32000~~50500% 10,928,000.00 6866,~~882~~067.8335 0.00 M-9 0508/2527/07 - 0609/24/07 3129 7.~~32000~~50500% 14,571,000.00 9188,~~845~~091.8781 0.00 M-10 0508/2527/07 - 0609/24/07 3129 7.~~32000~~50500% 16,132,000.00 ~~101~~97,~~685~~529.3714 0.00 X N/A N/A 0.00000% 1957,~~004~~797,~~200,098~~903.0059 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 Totals 4,~~677~~309,~~801~~602.0961 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A 0.00 0.00 1,~~663~~495,~~647~~103.6929 0.00 ~~344~~325,~~223~~106,~~198~~292.9264 II-A-1 0.00 0.00 1962,~~094,312~~278.5173 0.00 ~~226~~209,~~040~~358,~~872~~370.3407 II-A-2 0.00 0.00 ~~143~~138,~~626~~912.5179 0.00 30,548,000.00 II-A-3 0.00 0.00 ~~598~~578,~~802~~978.9238 0.00 126,204,000.00 II-A-4 0.00 0.00 4038,~~087~~739.1373 0.00 8,313,000.00 M-1 0.00 0.00 ~~216~~209,~~574~~271.8254 0.00 44,752,000.00 M-2 0.00 0.00 ~~244~~235,~~303~~831.2544 0.00 48,915,000.00 M-3 0.00 0.00 8986,~~138~~024.5673 0.00 17,695,000.00 M-4 0.00 0.00 9188,~~718~~437.5597 0.00 17,693,000.00 M-5 0.00 0.00 9693,~~766~~237.6891 0.00 18,213,000.00 M-6 0.00 0.00 7068,~~803~~174.3121 0.00 13,010,000.00 M-7 0.00 0.00 6562,~~605~~923.0959 0.00 10,408,000.00 M-8 0.00 0.00 6866,~~882~~067.8335 0.00 10,928,000.00 M-9 0.00 0.00 9188,~~845~~091.8781 0.00 14,571,000.00 M-10 0.00 0.00 ~~101~~97,~~685~~529.3714 0.00 16,132,000.00 X 0.00 0.00 1,~~992~~908,~~514~~149.8855 0.00 ~~986~~950,~~154~~355,~~426~~017.5499 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 ~~250~~110,~~996~~044.5045 0.00 100.00 Totals 0.00 0.00 6,~~921~~327,~~312~~796.4761 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 I-A 371,150,000.00 5.~~46000~~64500% ~~953~~885.~~36688024~~85428137 4.~~48241328~~02829931 0.00000000 II-A-1 253,725,000.00 5.~~42000~~60500% ~~924~~839.~~10138977~~97529522 43.~~31298654~~79260510 0.00000000 II-A-2 30,548,000.00 5.~~46000~~64500% 1000.00000000 4.~~70166656~~54736120 0.00000000 II-A-3 126,204,000.00 5.~~51000~~69500% 1000.00000000 4.~~74472220~~58763890 0.00000000 II-A-4 8,313,000.00 5.~~60000~~78500% 1000.00000000 4.~~82222182~~66013834 0.00000000 M-1 44,752,000.00 5.~~62000~~80500% 1000.00000000 4.~~83944449~~67625000 0.00000000 M-2 48,915,000.00 5.~~80000~~98500% 1000.00000000 4.~~99444444~~82124992 0.00000000 M-3 17,695,000.00 56.~~85000~~03500% 1000.00000000 54.~~03749986~~86152755 0.00000000 M-4 17,693,000.00 6.~~02000~~20500% 1000.00000000 54.~~18388911~~99847228 0.00000000 M-5 18,213,000.00 6.~~17000~~35500% 1000.00000000 5.~~31305551~~11930544 0.00000000 M-6 13,010,000.00 6.~~32000~~50500% 1000.00000000 5.~~44222214~~24013912 0.00000000 M-7 10,408,000.00 7.~~32000~~50500% 1000.00000000 6.~~30333301~~04569466 0.00000000 M-8 10,928,000.00 7.~~32000~~50500% 1000.00000000 6.~~30333364~~04569455 0.00000000 M-9 14,571,000.00 7.~~32000~~50500% 1000.00000000 6.~~30333333~~04569419 0.00000000 M-10 16,132,000.00 7.~~32000~~50500% 1000.00000000 6.~~30333313~~04569427 0.00000000 X 38,506,556.18 0.00000% ~~26078~~24873.~~67848025~~63188525 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance I-A 0.00000000 0.00000000 4.~~48241328~~02829931 0.00000000 ~~927~~875.~~45035409~~94312984 II-A-1 0.00000000 0.00000000 43.~~31298654~~79260510 0.00000000 ~~890~~825.~~88923969~~13891051 II-A-2 0.00000000 0.00000000 4.~~70166656~~54736120 0.00000000 1000.00000000 II-A-3 0.00000000 0.00000000 4.~~74472220~~58763890 0.00000000 1000.00000000 II-A-4 0.00000000 0.00000000 4.~~82222182~~66013834 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~83944449~~67625000 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~99444444~~82124992 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 54.~~03749986~~86152755 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 54.~~18388911~~99847228 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 5.~~31305551~~11930544 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 5.~~44222214~~24013912 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 6.~~30333301~~04569466 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 6.~~30333364~~04569455 0.00000000 1000.00000000 M-9 0.00000000 0.00000000 6.~~30333333~~04569419 0.00000000 1000.00000000 M-10 0.00000000 0.00000000 6.~~30333313~~04569427 0.00000000 1000.00000000 X 0.00000000 0.00000000 5149.~~74482160~~55388742 0.00000000 ~~25610~~24680.~~03954574~~34309658 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 ~~2509965~~1100444.~~00000000~~50000000 0.00000000 1000.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable. NOTE: All classes per $1,000 denomination.

Certificateholder Account Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 2312,~~641~~239,~~479~~921.0304 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 1,~~293~~763,~~953~~294.7731 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties ~~250~~110,~~996~~044.5045 Swap/Cap Payments ~~193~~50,~~280~~854.2015 Total Deposits 2514,~~379~~164,~~709~~113.5095 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~412~~393,~~725~~431.5774 Payment of Interest and Principal 2413,~~966~~770,~~983~~682.9321 Total Withdrawals (Pool Distribution Amount) 2514,~~379~~164,~~709~~113.5095 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~401~~382,~~009~~257.9043 Credit Risk Manager-OfficeTiger Global RE Services Inc 11,~~715~~174.6731 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~412~~393,~~725~~431.5774 *Servicer Payees include: COUNTRYWIDE HOME LOANS SERVICING LP; OPTION ONE; WELLS FARGO BANK, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Supplemental Interest Cap Trust Account 500.00 0.00 0.00 500.00 Excess Reserve Fund Account 1,000.00 0.00 0.00 1,000.00 Supplemental Interest Trust Swap Account 500.00 50,854.15 50,854.15 500.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Cap Agreement - Bear Stearns Financial Products 0.00 0.00 0.00 Swap Agreement - Bear Stearns Financial Products 43,~~295~~784,~~925~~900.9507 43,~~102~~734,~~645~~045.7592 ~~193~~50,~~280~~854.2015

Collateral Statement Group Group I Group II Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 8.~~318057~~302765 8.~~158233~~154750 Weighted Average Net Rate 7.~~843920~~829328 7.~~674550~~671041 Weighted Average Pass-Through Rate 7.~~843920~~829328 7.~~674550~~671041 Weighted Average Remaining Term ~~350~~347 ~~349~~346 Principal And Interest Constant 3,~~495~~308,~~399~~257.1518 3,~~837~~685,~~731~~000.7876 Beginning Loan Count 2,~~583~~449 2,~~476~~391 Loans Paid in Full 5119 2816 Ending Loan Count 2,~~532~~430 2,~~448~~375 Beginning Scheduled Balance ~~471~~446,~~691~~545,~~996~~419.9198 ~~532~~511,~~508~~252,~~101~~483.0961 Ending Scheduled Balance ~~462~~442,~~073~~866,~~078~~896.2309 ~~524~~507,~~081~~488,~~348~~121.3190 Actual Ending Collateral Balance ~~462~~443,~~315~~144,~~624~~625.6122 ~~524~~507,~~336~~779,~~103~~419.7013 Scheduled Principal ~~225~~218,~~764~~622.9647 ~~217~~210,~~460~~720.9245 Unscheduled Principal 93,~~393~~459,~~153~~901.7242 83,~~209~~553,~~291~~641.8626 Negative Amortized Principal 0.00 0.00 Scheduled Interest 3,~~269~~089,634.1971 3,~~620~~474,~~270~~280.8631 Servicing Fees ~~186~~176,~~372~~176.2200 ~~214~~206,~~637~~081.6843 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 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 32,~~083~~913,~~261~~458.8471 3,~~405~~268,~~633~~198.3688 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0192,179.0019 0.00 Percentage of Cumulative Losses 0.~~0000~~0393 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount ~~116~~70,~~628~~678.5054 ~~134~~39,~~368~~365.0091 Prepayment Penalty Paid Count 1914 137 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~233305~~223758 Weighted Average Net Rate 7.~~754106~~744837 Weighted Average Pass-Through Rate 7.~~754106~~744837 Weighted Average Remaining Term ~~349~~346 Principal And Interest Constant 76,~~333~~993,~~130~~257.9394 Beginning Loan Count 54,~~059~~840 Loans Paid in Full 7935 Ending Loan Count 4,~~980~~805 Beginning Scheduled Balance 1957,~~004~~797,~~200,098~~903.0059 Ending Scheduled Balance ~~986~~950,~~154~~355,~~426~~017.5499 Actual Ending Collateral Balance ~~986~~950,~~651~~924,~~728~~044.3135 Scheduled Principal ~~443~~429,~~225~~342.8892 Unscheduled Principal 177,~~602~~013,~~445~~542.5868 Negative Amortized Principal 0.00 Scheduled Interest 6,~~889~~563,~~905~~915.0502 Servicing Fees ~~401~~382,~~009~~257.9043 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 6,~~488~~181,~~895~~657.2059 Realized Loss Amount 0.00 Cumulative Realized Loss 0192,179.0019 Percentage of Cumulative Losses 0.~~0000~~0185 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~250~~110,~~996~~044.5045 Prepayment Penalty Paid Count 3221 Special Servicing Fee 0.00

Additional Reporting - Deal Level Informational Reporting Credit Enhancement Percentage 2526.~~434683~~392795% Cumulative Loss Percentage 0.~~000000~~017915% Stepdown Date NO Structural Reporting Net Monthly Excess Cash Flow 1,~~992~~908,~~514~~149.8855 Extra Principal Payment Amount 0.00 Overcollateralization Amount 38,508,255.28 Overcollateralization Deficiency 0.00 Overcollateralization Increase 0.00 Overcollateralization Reduction Amount 0.00 Overcollateralization Target Amount 38,508,255.28 Trigger Event Reporting Cumulative Loss Trigger Event Trigger Result Pass Threshold Value 1.550000% Calculated Value 0.~~000000~~017915% Delinquency Trigger Event Trigger Result Pass Threshold Value 8.~~444318~~829462% Calculated Value 28.~~662264~~094160% Trigger Event Trigger Result ~~Pass~~N/A

Delinquency Status - OTS Delinquency Calculation Method DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 45 10 0 5 ~~600~~764,~~108~~043.3323 ~~124,910~~0.3100 0.00 ~~725~~764,~~018~~043.6423 30 Days ~~181~~235 03 01 0 ~~181~~239 3548,~~541~~850,~~979~~392.7888 0391,388.0027 066,388.0044 0.00 3549,~~541~~308,~~979~~169.7859 60 Days 80106 14 2333 0 ~~104~~143 1420,~~658~~314,~~297~~924.7902 ~~261~~634,~~020~~868.8512 47,~~937~~608,~~831~~328.7163 0.00 1928,~~857~~558,~~150~~120.3577 90 Days 2035 24 3558 01 5798 45,~~871~~294,~~479~~525.3029 ~~156~~681,~~817~~659.0047 812,~~178~~891,~~145~~900.3993 0118,349.0074 1318,~~206~~986,~~441~~435.6943 120 Days 927 45 1754 21 3287 14,~~408~~742,~~576~~468.0352 ~~984~~705,~~420~~805.5074 412,~~909~~627,~~442~~719.9828 ~~356~~65,~~305~~845.7916 718,~~658~~141,~~745~~838.3070 150 Days 011 03 249 013 276 02,225,500.0037 0377,443.0016 ~~771~~10,~~602~~353,809.7202 01,431,067.00 ~~771~~14,~~602~~387,819.7255 180+ Days 07 06 044 012 069 0722,021.0044 0948,709.0025 013,156,306.0076 02,223,185.0070 017,050,223.0015 Totals ~~290~~421 1130 78239 227 ~~381~~717 5682,~~480~~149,~~332~~832.9052 24,~~002~~503,~~366~~917.6824 1856,~~921~~704,~~933~~453.1106 ~~356~~3,~~305~~838,447.7960 77147,~~760~~196,~~938~~650.4842 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.~~080321~~104058% 0.~~020080~~000000% 0.000000% 0.~~100402~~104058% 0.~~060823~~080347% 0.~~012660~~000000% 0.000000% 0.~~073483~~080347% 30 Days 34.~~634538~~890739% 0.~~000000~~062435% 0.~~000000~~020812% 0.000000% 34.~~634538~~973985% 35.~~602282~~137150% 0.~~000000~~041159% 0.~~000000~~006981% 0.000000% 35.~~602282~~185290% 60 Days 12.~~606426~~206035% 0.~~020080~~083247% 0.~~461847~~686785% 0.000000% 2.~~088353~~976067% 12.~~485661~~136335% 0.~~026455~~066763% 0.~~500463~~800098% 0.000000% 23.~~012579~~003197% 90 Days 0.~~401606~~728408% 0.~~040161~~083247% 01.~~702811~~207076% 0.~~000000~~020812% 12.~~144578~~039542% 0.~~493738~~556777% 0.~~015894~~071684% 01.~~828879~~355724% 0.~~000000~~012446% 1.~~338511~~996630% 120 Days 0.~~180723~~561915% 0.~~080321~~104058% 01.~~341365~~123829% 0.~~040161~~020812% 01.~~642570~~810614% 0.~~142763~~498722% 0.~~099774~~074223% 01.~~497586~~327942% 0.~~036113~~006924% 01.~~776236~~907812% 150 Days 0.~~000000~~228928% 0.~~000000~~062435% 01.~~040161~~019771% 0.~~000000~~270552% 01.~~040161~~581686% 0.~~000000~~234036% 0.~~000000~~039692% 01.~~078204~~088816% 0.~~000000~~150492% 01.~~078204~~513036% 180+ Days 0.~~000000~~145682% 0.~~000000~~124870% 0.~~000000~~915713% 0.~~000000~~249740% 01.~~000000~~436004% 0.~~000000~~075928% 0.~~000000~~099767% 01.~~000000~~383529% 0.~~000000~~233792% 01.~~000000~~793016% Totals 58.~~823293~~761707% 0.~~220884~~624350% 14.~~566265~~973985% 0.~~040161~~561915% 714.~~650602~~921956% 58.~~724445~~638948% 0.~~202946~~473636% 15.~~917793~~963090% 0.~~036113~~403654% 715.~~881296~~479328% Please refer to CTSLink.com for a list of delinquency code descriptions.

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 1,~~293~~763,~~953~~294.7731

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 2 0 0 2 ~~276~~287,~~932~~989.4275 0.00 0.00 ~~276~~287,~~932~~989.4275 30 Days 75111 03 01 0 75115 1420,~~541~~923,~~686~~288.4666 0391,388.0027 066,388.0044 0.00 1421,~~541~~381,~~686~~065.4637 60 Days 3948 13 1422 0 5473 58,~~691~~753,~~519~~004.2256 ~~261~~519,~~020~~677.8537 24,~~490~~521,~~589~~022.9830 0.00 813,~~443~~793,~~130~~704.0523 90 Days 812 2 1827 01 2842 1,~~608~~807,~~480~~258.4041 ~~156~~300,~~817~~893.0099 35,~~291~~103,~~347~~462.2037 0118,349.0074 57,~~056~~329,~~644~~964.6051 120 Days 8 2 127 40 237 ~~9 106~~1,~~950~~157,161.5993 32241,~~928~~163.3462 ~~761~~5,~~664~~954,255.4211 ~~356,305~~0.7900 17,~~257~~352,~~849~~580.1466 150 Days 03 03 026 09 041 0227,965.0069 0377,443.0016 04,363,104.0092 0935,507.0047 05,904,021.0024 180+ Days 01 03 018 05 027 041,967.0095 0261,478.0042 03,649,123.0005 0929,485.00 04,882,054.0042 Totals ~~124~~183 618 36121 215 ~~168~~337 2132,~~948~~910,~~636~~647.6720 ~~727~~2,~~698~~380,034.6158 623,~~543~~657,~~601~~356.6019 ~~356~~1,~~305~~983,342.7921 2960,~~576~~931,~~242~~380.6718 0-29 Days 0.~~078989~~082305% 0.000000% 0.000000% 0.~~078989~~082305% 0.~~059901~~064988% 0.000000% 0.000000% 0.~~059901~~064988% 30 Days 24.~~962085~~567901% 0.~~000000~~123457% 0.~~000000~~041152% 0.000000% 24.~~962085~~732510% 34.~~145402~~721549% 0.~~000000~~088321% 0.~~000000~~014981% 0.000000% 34.~~145402~~824850% 60 Days 1.~~540284~~975309% 0.~~039494~~123457% 0.~~552923~~905350% 0.000000% 23.~~132701~~004115% 1.~~231090~~975203% 0.~~056459~~117270% 01.~~538721~~020214% 0.000000% 13.~~826270~~112687% 90 Days 0.~~315956~~493827% 0.~~078989~~082305% 01.~~710900~~111111% 0.~~000000~~041152% 1.~~105845~~728395% 0.~~347918~~407826% 0.~~033920~~067900% 01.~~711926~~151647% 0.~~000000~~026707% 1.~~093765~~654080% 120 Days 0.~~078989~~329218% 0.~~039494~~082305% 01.~~157978~~111111% 0.~~078989~~000000% 01.~~355450~~522634% 0.~~023134~~261125% 0.~~007122~~054421% 01.~~164750~~343637% 0.~~077070~~000000% 01.~~272076~~659183% 150 Days 0.~~000000~~123457% 0.~~000000~~123457% 01.~~000000~~069959% 0.~~000000~~370370% 01.~~000000~~687243% 0.~~000000~~051443% 0.~~000000~~085174% 0.~~000000~~984578% 0.~~000000~~211107% 01.~~000000~~332301% 180+ Days 0.~~000000~~041152% 0.~~000000~~123457% 0.~~000000~~740741% 0.~~000000~~205761% 01.~~000000~~111111% 0.~~000000~~009470% 0.~~000000~~059005% 0.~~000000~~823461% 0.~~000000~~209748% 01.~~000000~~101684% Totals 47.~~897314~~530864% 0.~~236967~~740741% 14.~~421801~~979424% 0.~~078989~~617284% 613.~~635071~~868313% 47.~~747544~~426615% 0.~~157403~~537079% 15.~~415397~~338518% 0.~~077070~~447561% 613.~~397414~~749773% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 23 10 0 3 ~~323~~476,~~175~~053.9148 ~~124,910~~0.3100 0.00 ~~448~~476,~~086~~053.2248 30 Days ~~106~~124 0 0 0 ~~106~~124 2127,~~000~~927,~~293~~104.3222 0.00 0.00 0.00 2127,~~000~~927,~~293~~104.3222 60 Days 4158 01 911 0 5070 811,~~966~~561,~~778~~919.5746 0115,190.0075 23,~~447~~087,~~241~~306.7333 0.00 1114,~~414~~764,~~020~~416.3054 90 Days 1223 02 1731 0 2956 3,~~262~~487,~~998~~266.9088 0380,765.0048 47,~~886~~788,~~798~~438.1956 0.00 811,~~149~~656,~~797~~470.0992 120 Days 719 3 1327 01 2350 13,~~301~~585,~~625~~306.4459 ~~951~~464,~~492~~642.1612 46,~~147~~673,~~778~~464.5617 065,845.0016 610,~~400~~789,~~896~~258.1604 150 Days 08 0 223 04 235 01,997,534.0068 0.00 ~~771~~5,~~602~~990,704.7210 0495,559.0053 ~~771~~8,~~602~~483,798.7231 180+ Days 06 03 026 07 042 0680,053.0049 0687,230.0083 09,507,183.0071 01,293,700.0070 012,168,168.0073 Totals ~~166~~238 512 42118 012 ~~213~~380 3449,~~531~~239,~~696~~185.2332 12,~~274~~123,~~668~~882.0766 1233,~~378~~047,~~331~~096.5187 01,855,105.0039 4886,~~184~~265,~~695~~270.8124 0-29 Days 0.~~081699~~126316% 0.~~040850~~000000% 0.000000% 0.~~122549~~126316% 0.~~061635~~093752% 0.~~023823~~000000% 0.000000% 0.~~085458~~093752% 30 Days 45.~~330065~~221053% 0.000000% 0.000000% 0.000000% 45.~~330065~~221053% 45.~~005121~~499850% 0.000000% 0.000000% 0.000000% 45.~~005121~~499850% 60 Days 12.~~674837~~442105% 0.~~000000~~042105% 0.~~367647~~463158% 0.000000% 2.~~042484~~947368% 12.~~710120~~276957% 0.~~000000~~022685% 0.~~466731~~608001% 0.000000% 2.~~176852~~907644% 90 Days 0.~~490196~~968421% 0.~~000000~~084211% 01.~~694444~~305263% 0.000000% 12.~~184641~~357895% 0.~~622311~~686768% 0.~~000000~~074986% 01.~~931997~~533823% 0.000000% 12.~~554308~~295578% 120 Days 0.~~285948~~800000% 0.~~122549~~126316% 01.~~531046~~136842% 0.~~000000~~042105% 02.~~939542~~105263% 0.~~248243~~706076% 0.~~181466~~091505% 01.~~791053~~314245% 0.~~000000~~012967% 12.~~220762~~124792% 150 Days 0.~~000000~~336842% 0.000000% 0.~~081699~~968421% 0.~~000000~~168421% 01.~~081699~~473684% 0.~~000000~~393386% 0.000000% 01.~~147158~~179785% 0.~~000000~~097593% 01.~~147158~~670765% 180+ Days 0.~~000000~~252632% 0.~~000000~~126316% 01.~~000000~~094737% 0.~~000000~~294737% 01.~~000000~~768421% 0.~~000000~~133927% 0.~~000000~~135340% 01.~~000000~~872306% 0.~~000000~~254776% 02.~~000000~~396349% Totals 610.~~781046~~021053% 0.~~204248~~505263% 14.~~715686~~968421% 0.~~000000~~505263% 816.~~700980~~000000% 69.~~585794~~696964% 0.~~243101~~418269% 26.~~360763~~508160% 0.~~000000~~365337% 916.~~189658~~988729% Please refer to CTSLink.com for a list of delinquency code descriptions.

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~Summary History*Group ~~New~~I ~~REO~~Days ~~Loans~~Number ~~Month~~of ~~REO~~Outstanding Percentage ~~Loans~~of inNumber ~~REO~~of 2Outstanding ~~Jul-06~~Percentage ~~0.000%~~of ~~Original~~Delinquent ~~Principal~~Loans ~~Balance 356,320.00 Aug-06 0.000% Current~~ Actual Balance ~~356,305.79 Sep-06 0.000~~(%) ~~Oct-06 0.000% Current REO Total Nov-06 0.000%~~ Loans inActual ~~REO 2 Dec-06 0.000~~Balance(%) ~~Original~~Balance($) ~~Principal~~ Balance($) ~~356,320.00~~180 ~~Jan~~-07 ~~0.000%~~209 ~~Current~~43 ~~Actual Balance 356~~10,~~305~~102,751.7956 ~~Feb-07 0~~1.~~000%~~062 ~~Mar-07~~21 03,793,141.~~000%~~66 ~~Apr-07~~ 0.~~000%~~856 ~~May-07~~210 ~~0.000% Jun~~-07 ~~0.036%~~239 *The25 text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 Jul-06 0.000% Original Principal Balance 626,~~000~~687,471.0059 ~~Aug-06~~ 0.~~000%~~703 ~~Current~~6 ~~Actual Balance 61~~1,~~985~~088,912.7976 ~~Sep-06~~ 0.~~000%~~246 ~~Oct-06~~240 ~~0.000% Current REO Total Nov~~-06 ~~0.000%~~269 ~~Loans in REO~~ 1 ~~Dec-06 0.000% Original Principal Balance 62~~260,000.00 ~~Jan-07~~ 0.~~000%~~027 ~~Current Actual Balance 61,985.79 Feb-07~~ 0~~.000%~~ ~~Mar-07~~ 0.~~000%~~00 ~~Apr-07~~ 0.000% ~~May-07~~Total ~~0.000%~~69 ~~Jun-07 0~~17,050,223.~~077%~~15 *The text reported in the above table is presented graphically on the monthly bond remittance report1.792 ~~The~~27 ~~monthly bond remittance report can be viewed online at www~~4,882,054.~~ctslink.com.~~42 ~~Group II - No REO Information to report this period~~1.102

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~Group ~~Mortgage~~II ~~Loans~~Days inNumber ~~REO~~of ~~during~~Outstanding ~~Current~~Percentage ~~Period~~of ~~Month~~Delinquent ~~Loan~~Loans ~~First~~Actual ~~Original~~Balance(%) ~~Loan~~Balance($) ~~Entered~~180 ~~Payment~~- ~~LTV~~209 at22 ~~Principal~~6,309,609.90 ~~Group~~1.243 ~~Number~~210 ~~REO~~- ~~Date~~239 ~~State~~19 ~~Origination~~5,598,558.83 ~~Balance~~1.103 ~~Group~~240 ~~I 0061032190 Jun~~-~~2007~~ ~~01-Dec-2006~~269 MD1 80260,000.00 ~~294~~0.051 Total 42 12,~~320~~168,168.0073 ~~Group~~2.397 IThis ~~0609199293~~report ~~Jun-2007~~includes ~~01-Dec-2006~~all MDloans ~~20.00~~greater 62than 180 days delinquent regardless of status (REO,~~000~~ Foreclosure, Bankruptcy).00

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO ~~Loan~~History* ~~Detail~~New -REO ~~All~~Loans ~~Mortgage~~Month REO Percentage Loans in REO ~~during~~17 ~~Current~~Oct-06 ~~Period~~0.000% ~~(continued)~~Original Principal Balance 2,348,995.00 Nov-06 0.000% Current ~~Paid~~Actual Balance 2,346,317.34 Dec-06 0.000% Jan-07 0.000% Current ~~Approximate~~REO ~~Loan~~Total ~~Actual~~Feb-07 To0.000% ~~Months~~Loans ~~Loan~~in ~~Delinquent~~REO ~~Group~~27 ~~Number~~Mar-07 0.000% Original Principal Balance ~~Date~~3,843,275.00 ~~Delinquent~~Apr-07 ~~Rate~~0.000% ~~Interest~~Current Actual Balance 3,838,447.60 May-07 0.000% Jun-07 0.036% Jul-07 0.045% Aug-07 0.156% Sep-07 0.404% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I ~~0061032190~~12 ~~294~~Month REO History* New REO Loans Month REO Percentage Loans in REO 2 Oct-06 0.000% Original Principal Balance 312,~~320~~700.00 01Nov-06 0.000% Current Actual Balance 312,340.80 Dec-~~2006~~06 40.000% 8Jan-07 0.~~090~~000% 7Current REO Total Feb-07 0.000% Loans in REO 1 Mar-07 0.000% Original Principal Balance 209,~~446~~000.3200 Apr-07 0.000% Current Actual Balance 208,607.54 May-07 0.000% Jun-07 0.077% Jul-07 0.079% Aug-07 0.239% Sep-07 0.448% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group III ~~0609199293~~12 61Month REO History* New REO Loans Month REO Percentage Loans in REO 1 Oct-06 0.000% Original Principal Balance 66,~~985~~000.7900 01Nov-06 0.000% Current Actual Balance 65,845.16 Dec-~~2006~~06 40.000% 12Jan-07 0.~~990~~000% Current REO Total Feb-07 0.000% Loans in REO 2 Mar-07 0.000% Original Principal Balance 208,~~578~~500.9900 Apr-07 0.000% Current Actual Balance 208,204.42 May-07 0.000% Jun-07 0.000% Jul-07 0.016% Aug-07 0.083% Sep-07 0.365% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Summary~~REO 12Loan ~~Month~~Detail ~~Foreclosure~~- History*All ~~New~~Mortgage ~~Foreclosure~~ Loans ~~Month~~in ~~Foreclosure~~REO ~~Percentage~~during ~~Loans~~Current inPeriod ~~Foreclosure~~Month 53Loan ~~Jul-06~~First ~~0.000%~~ Original ~~Principal~~Loan ~~Balance~~Entered ~~12,220,790.00~~Payment ~~Aug-06~~LTV ~~0.000%~~at ~~Current~~Principal ~~Actual~~Group ~~Balance~~Number ~~12,206,922.05~~REO ~~Sep-06~~Date ~~0.000%~~State ~~Oct-06~~Origination ~~0.000%~~Balance ~~Current~~Group ~~Foreclosure~~I ~~Total~~0061031065 ~~Nov~~Sep-062007 ~~0.000% Loans in Foreclosure 78~~ 01-Dec-062006 0MO 85.~~000%~~00 ~~Original Principal Balance 18~~130,~~939,474~~900.00 ~~Jan-07~~Group ~~0.000%~~I ~~Current~~0061032190 ~~Actual~~Jun-2007 ~~Balance~~01-Dec-2006 ~~18,921,933~~MD 80.1100 ~~Feb-07 0~~294,320.~~000%~~00 ~~Mar-07~~Group ~~0.000%~~I ~~Apr~~0061033174 Sep-072007 ~~0.000% May~~01-07Dec-2006 0MO 85.~~798%~~00 ~~Jun-07 1~~122,995.~~918%~~00 *TheGroup ~~text~~I ~~reported~~0154727713 inAug-2007 ~~the~~01-Oct-2006 ~~above~~MI ~~table~~90.00 is113,400.00 ~~presented~~Group ~~graphically~~I on0154730279 ~~the~~Sep-2007 ~~monthly~~01-Oct-2006 ~~bond~~MI ~~remittance~~90.00 ~~report~~81,000.00 ~~The~~Group ~~monthly~~I ~~bond~~0154733158 ~~remittance~~Aug-2007 ~~report~~01-Oct-2006 ~~can~~MI be90.00 ~~viewed online at www~~102,060.~~ctslink.com.~~00 Group I 120154735369 ~~Month~~Aug-2007 ~~Foreclosure~~01-Oct-2006 History*MI ~~New~~90.00 ~~Foreclosure~~134,100.00 ~~Loans~~Group ~~Month~~I ~~Foreclosure~~0154737308 ~~Percentage~~Sep-2007 ~~Loans in Foreclosure 5 Jul~~01-06Oct-2006 0MI 90.~~000%~~00 ~~Original Principal Balance 931~~98,~~600~~100.00 Group I 0154738835 Aug-062007 ~~0.000%~~01-Oct-2006 ~~Current~~MI ~~Actual~~90.00 ~~Balance 930~~88,~~240~~200.7400 ~~Sep-06~~Group ~~0.000%~~I ~~Oct~~0155547599 Aug-062007 001-Nov-2006 MN 95.00 209,000%.00 ~~Current~~Group ~~Foreclosure~~I ~~Total~~0211046873 Aug-2007 01-Nov-062006 0VA 80.00 128,000%.00 ~~Loans~~Group inI ~~Foreclosure~~0609224523 6Sep-2007 01-Dec-062006 0CO 80.~~000%~~00 ~~Original Principal Balance 1~~168,~~032,300~~000.00 ~~Jan-07~~Group ~~0.000%~~I ~~Current~~0610065854 ~~Actual~~Sep-2007 ~~Balance~~01-Dec-2006 ~~1,030,773~~CO 82.7722 ~~Feb-07 0~~144,700.~~000%~~00 ~~Mar-07~~Group ~~0.000%~~I ~~Apr~~0761017214 Sep-072007 ~~0.000% May~~01-07Sep-2006 0MI 95.~~281%~~00 ~~Jun-07 1~~118,750.~~415%~~00 *TheGroup ~~text~~I ~~reported~~0841017319 inSep-2007 ~~the~~01-Oct-2006 ~~above~~MI ~~table~~90.00 is53,100.00 ~~presented~~Group ~~graphically~~II on0011659336 ~~the~~Aug-2007 ~~monthly~~01-Oct-2006 ~~bond~~CA ~~remittance~~80.00 ~~report~~202,400.00 ~~The~~Group ~~monthly~~II ~~bond~~0060926050 ~~remittance~~Sep-2007 ~~report~~01-Dec-2006 ~~can~~CA be80.00 ~~viewed online at www~~260,000.~~ctslink.com.~~00 Group II 120060928908 ~~Month~~Sep-2007 ~~Foreclosure~~04-Nov-2006 History*NC ~~New~~80.00 ~~Foreclosure~~74,000.00 ~~Loans~~Group ~~Month~~II ~~Foreclosure~~0060930753 ~~Percentage~~Sep-2007 ~~Loans in Foreclosure 5 Jul~~10-06Nov-2006 0TN 90.~~000%~~00 ~~Original Principal Balance 784~~103,~~400~~500.00 ~~Aug-06~~Group ~~0.000%~~II ~~Current~~0060938930 ~~Actual Balance 783,511.94~~ Sep-062007 ~~0.000% Oct~~01-06Dec-2006 0MI 79.34 192,000%.00 ~~Current~~Group ~~Foreclosure~~II ~~Total~~0061035802 Sep-2007 30-Nov-062006 0MI 90.~~000%~~00 ~~Loans~~65,700.00 inGroup ~~Foreclosure~~II 70061036319 Sep-2007 01-Dec-062006 0KS 80.~~000%~~00 ~~Original Principal Balance 1~~256,~~564,400~~000.00 ~~Jan-07~~Group ~~0.000%~~II ~~Current~~0061043630 ~~Actual~~Sep-2007 ~~Balance~~01-Dec-2006 ~~1,563,371~~MI 75.2000 ~~Feb-07 0~~124,500.~~000%~~00 ~~Mar-07~~Group ~~0.000%~~II ~~Apr~~0061046660 Sep-072007 ~~0.000% May~~01-07Dec-2006 1MI 79.~~256%~~52 ~~Jun-07 2~~66,000.~~361%~~00 *TheGroup ~~text~~II ~~reported~~0068753284 inAug-2007 ~~the~~01-Nov-2006 ~~above~~MN ~~table~~95.00 is142,500.00 ~~presented~~Group ~~graphically~~II on0608028268 ~~the~~Sep-2007 ~~monthly~~01-Nov-2006 ~~bond~~CA ~~remittance~~95.00 ~~report~~289,750.00 ~~The~~Group ~~monthly~~II ~~bond~~0609282373 ~~remittance~~Jul-2007 ~~report~~01-Nov-2006 ~~can~~AL be100.00 ~~viewed online at www~~80,300.~~ctslink.com.~~00

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period ~~Month~~(continued) ~~Loan~~Current ~~First~~Paid ~~Original~~Current Approximate Loan ~~Entered~~Actual ~~Payment~~To ~~LTV~~Months atLoan ~~Principal~~Delinquent Group Number FCBalance Date ~~State~~Delinquent ~~Origination~~Rate ~~Balance~~Interest Group I ~~0060926342~~0061031065 ~~Jun-2007 01-Nov-2006 SC 80.00 61~~130,~~600~~753.0014 ~~Group I 0061031065 Jun-2007~~ 01-~~Dec~~Jan-~~2006~~2007 MO6 858.00890% ~~130~~6,~~900~~385.0056 Group I ~~0061072282~~0061032190 ~~Jun-2007 01-Nov-2006 OH 80.00 74~~294,320.00 ~~Group I 0154727713 Jun-2007~~ 01-~~Oct~~Dec-2006 MI7 908.00090% ~~113~~13,~~400~~031.0006 Group I ~~0154730279~~0061033174 ~~Jun-2007 01-Oct-2006 MI 90.00 81~~122,~~000~~780.0070 ~~Group I 0154733158 Jun-2007~~ 01-~~Oct~~Feb-~~2006~~2007 MI5 908.00740% ~~102~~5,~~060~~892.0006 Group I ~~0154735369~~0154727713 ~~Jun-2007 01-Oct-2006 MI 90.00 134~~113,~~100~~131.0009 ~~Group I 0154738835 Jun-2007~~ 01-~~Oct~~Feb-~~2006~~2007 MI5 909.00750% 886,~~200~~177.0070 Group I ~~0155322787~~0154730279 ~~Jun-2007 01-Nov-2006 NC~~ 80~~.00 76~~,~~000~~797.0057 ~~Group I 0155547599 Jun-2007~~ 01-~~Nov~~Feb-~~2006~~2007 MN5 959.00500% ~~209~~4,~~000~~294.0009 Group I ~~0155557465~~0154733158 ~~May-2007 01-Nov-2006 WI 95.00 100~~101,~~700~~804.0098 ~~Group I 0155707011 Jun-2007~~ 01-~~Dec~~Feb-~~2006~~2007 CA5 959.00500% ~~380~~5,~~000~~410.0057 Group I ~~0291007765~~0154735369 ~~May-2007 01-Nov-2006 MI 80.28 315~~133,~~000~~782.0002 ~~Group I 0511050132 Jun-2007~~ 01-~~Oct~~Feb-~~2006~~2007 CA5 709.00750% ~~136~~7,~~500~~305.0038 Group I ~~0551020227~~0154737308 ~~May-2007 01-Nov-2006 OK 79.46 58~~97,~~034~~854.0088 ~~Group I 0608176151 Jun-2007~~ 01-~~Dec~~Feb-~~2006 FL 90.00 324,000.00 Group I 0609110354 Jun-~~2007 ~~01-Nov-2006~~5 ~~NY 74~~9.14500% ~~205~~5,~~000~~200.0062 Group I ~~0609201674~~0154738835 ~~Jun-2007 01-Nov-2006 KY 90.00 148~~87,~~500~~979.0059 ~~Group I 0609212948 Jun-2007~~ 01-~~Dec~~Feb-~~2006 IL 90.00 251,910.00 Group I 0609224284 May-~~2007 ~~01-Dec-2006~~5 ~~NY 95~~9.00500% ~~279~~4,~~300~~675.0078 Group I ~~0609224523~~0155547599 ~~May-2007 01-Dec-2006 CO 80.00 168~~208,~~000~~607.0054 ~~Group I 0609224673 Jun-2007~~ 01-~~Nov~~Jan-~~2006 IL 90.00 414,000.00 Group I 0609254928 May-~~2007 ~~01-Dec-2006~~6 ~~FL 79~~8.61375% 829,~~000~~709.0090 Group I ~~0609269103~~0211046873 ~~May-2007 01-Dec-2006 AZ 80.00 230~~127,~~400~~819.0038 ~~Group I 0609271168 Jun-2007~~ 01-~~Dec~~Jan-~~2006 MD 85.00 221,000.00 Group I 0609271514 Jun-~~2007 ~~01-Dec-2006~~6 ~~MD 64~~9.00750% ~~160~~7,~~000~~032.0034 Group I ~~0609283899~~0609224523 ~~Jun-2007 01-Dec-2006 ND 80.00 68~~167,~~800~~984.0094 ~~Group I 0610026302 Jun-2007~~ 01-~~Dec~~Jan-~~2006 NY 62.60 385,000.00 Group I 0610053289 Jun-~~2007 ~~01-Dec-2006~~6 ~~CT 85~~7.00490% ~~261~~6,~~800~~849.0064 Group I ~~0610054062~~0610065854 ~~Jun-2007 01-Dec-2006 ME 89.52 188~~144,~~000~~355.0086 ~~Group I 0610123147 Jun-2007~~ 01-~~Dec~~Feb-~~2006 IL 85.00 76,500.00 Group I 0610123653 Jun-~~2007 ~~01-Dec-2006~~5 ~~AZ 75~~7.00199% ~~177~~5,~~750~~627.0096 Group I ~~0610135517~~0761017214 ~~Jun-2007 01-Dec-2006 WA 85.00 178~~118,~~500~~349.0074 ~~Group I 0610181683 Jun-2007~~ 01-~~Dec~~Apr-~~2006 NJ 74.72 269,000.00 Group I 0861003088 Jun-~~2007 ~~01-Oct-2006~~3 ~~FL 90~~11.00553% ~~207~~5,~~000~~546.0004 Group I ~~0861003123~~0841017319 ~~Jun-2007 01-Oct-2006 FL 90.00 194~~53,~~400~~020.0078 ~~Group II 0011605664 May-2007~~ 01-~~Sep~~Feb-~~2006 CA 80.00 512,000.00 Group II 0011640676 May-~~2007 ~~01-Oct-2006~~5 ~~CA 80~~11.00900% ~~237~~3,~~600~~584.0036 Group II 0011659336 ~~May-2007 01-Oct-2006 CA 80.00~~ 202,~~400~~079.0041 ~~Group II 0060831760 May-2007~~ 01-~~Nov~~Feb-~~2006~~2007 FL5 807.00695% ~~407~~8,~~200~~473.0012 Group II 0060926050 ~~May-2007 01-Dec-2006 CA 80.00~~ 260,000.00 ~~Group II 0060926266 Jun-2007~~ 01-Nov-2006 FL8 858.00840% ~~212~~12,~~500~~649.00 Group II 0060928908 ~~May-2007 04-Nov-2006 NC 80.00 74~~73,~~000~~868.0038 ~~Group II 0060937000 Jun~~04-~~2007 03~~Jan-~~Nov-2006 IN 80.00 71,200.00 Group II 0060938930 Jun-~~2007 ~~01-Dec-2006~~6 ~~MI 79~~8.34640% ~~192~~3,~~000~~501.0010 Group II ~~0060980760~~0060930753 ~~May-2007 01-Dec-2006 NY 85.00 637~~103,~~500~~445.0010 ~~Group II 0060981140 May~~10-Feb-2007 ~~01-Dec-2006~~5 ~~NJ 80~~10.00620% ~~444~~6,~~000~~105.0003 Group II ~~0061027020~~0060938930 ~~Jun-2007 01-Dec-2006 CA 78.71 610~~191,~~000~~895.0099 ~~Group II 0061036319 May-2007~~ 01-Dec-2006 KS7 809.00040% ~~256~~9,~~000~~534.0054 Group II ~~0068753284~~0061035802 ~~May-2007 01-Nov-2006 MN 95.00 142~~65,~~500~~611.0023 ~~Group II 0154902712 May~~28-~~2007 01~~Feb-~~Nov-2006 FL 90.00 585,000.00 Group II 0155264526 Jun-~~2007 ~~01-Nov-2006~~5 ~~CA 95~~11.00440% ~~286~~4,~~900~~184.0021 Group II ~~0155542897~~0061036319 ~~Jun-2007 01-Nov-2006 MD 95.00 287~~255,~~850~~797.0049 ~~Group II 0155788243 May-2007~~ 01-Dec-2006 FL7 907.00180% ~~346~~9,~~500~~930.0072 Group II ~~0607194394~~0061043630 ~~Jun-2007 01-Sep-2006 CA 100.00 340~~124,~~000~~423.0079 ~~Group II 0608028268 May-2007~~ 01-~~Nov~~Feb-~~2006 CA 95.00 289,750.00 Group II 0608039663 Jun-~~2007 ~~01-Oct-2006~~5 ~~AZ 92~~9.68200% ~~570~~6,~~000~~310.0093 Group II ~~0608187183~~0061046660 ~~Jun-2007 01-Oct-2006 IL 80.00 276~~65,~~000~~845.0016 ~~Group II 0609053294 Jun-2007~~ 01-~~Nov~~Mar-~~2006 FL 100.00 330,000.00 Group II 0609077050 Jun-~~2007 ~~01-Nov-2006~~4 ~~FL 100~~8.00740% ~~325~~2,~~000~~708.0074 Group II ~~0609088025~~0068753284 ~~Jun-2007 01-Nov-2006 FL 100.00 397~~142,~~000~~359.0026 ~~Group II 0609110640 Jun-2007~~ 01-Dec-2006 CA7 909.00500% ~~144~~7,~~900~~558.0036 Group II ~~0609156227~~0608028268 ~~May-2007 01-Dec-2006 IL 80.00 292~~289,~~000~~532.0059 ~~Group II 0609188508 May-2007~~ 01-~~Nov~~Jan-~~2006 OH 100.00 76,000.00 Group II 0609212302 Jun-~~2007 ~~01-Nov-2006~~6 ~~TX 100~~8.00490% ~~208~~13,~~000~~481.0071 Group II ~~0609213201 Jun-2007 01-Nov-2006 OH 100.00 119,900.00 Group II 0609268632 Jun-2007 01-Dec-2006 CA 90.00 252,000.00 Group II~~ 0609282373 ~~May-2007 01-Nov-2006 AL 100.00~~ 80,~~300~~246.0099 ~~Group II 0609294485 Jun-2007~~ 01-Dec-2006 LA7 9511.00375% 975,~~850~~082.00 Group II 0610038695 Jun-2007 01-Dec-2006 FL 95.00 299,250.00 Group II 0610039294 Jun-2007 01-Dec-2006 NY 47.83 550,000.00 Group II 0610053182 Jun-2007 01-Dec-2006 CO 80.00 400,000.00 Group II 0610054161 Jun-2007 01-Dec-2006 TN 90.00 100,800.00 Group II 0610110701 May-2007 01-Dec-2006 OH 100.00 125,000.00 Group II 0610110755 Jun-2007 01-Dec-2006 FL 80.00 414,400.00 Group II 0610136063 Jun-2007 01-Dec-2006 OH 85.00 153,000.00 Group II 0610170038 Jun-2007 01-Dec-2006 OH 80.00 264,000.00 Group II 0610182033 May-2007 01-Dec-2006 NY 75.00 517,500.0068

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

~~Foreclosure~~Summary ~~Loan~~12 ~~Detail~~Month -Foreclosure ~~All~~History* ~~Mortgage~~New Foreclosure Loans inMonth Foreclosure ~~during~~Percentage ~~Current~~Loans ~~Period~~in ~~(continued)~~Foreclosure ~~Current~~98 ~~Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I 0060926342 61,484.86 01~~Oct-~~Jan-2007~~06 ~~3 8~~0.~~440~~000% ~~1,624.99~~Original ~~Group~~Principal IBalance ~~0061031065 130~~21,~~753.14 01-Jan-2007 3 8.890% 3~~647,~~652~~244.5300 ~~Group I 0061072282 74,281.56 01~~Nov-~~Feb-2007~~06 ~~2 10~~0.~~700~~000% ~~2,574.58~~Current ~~Group~~Actual IBalance ~~0154727713 113~~21,~~131.09 01-Feb-2007 2 9.750% 3~~598,~~532~~730.7550 ~~Group I 0154730279 80,797.57 01~~Dec-~~Feb-2007~~06 ~~2 9~~0.~~500~~000% ~~2,455.70 Group I 0154733158 101,804.98 01~~Jan-~~Feb-2007~~07 ~~2 9~~0.~~500~~000% ~~3,094.19~~Current ~~Group~~Foreclosure ITotal ~~0154735369 133,782.02 01-~~Feb-~~2007~~07 ~~2 9~~0.~~750~~000% ~~4,177.61~~Loans ~~Group~~in IForeclosure ~~0154738835~~239 ~~87,979.59 01~~Mar-~~Feb-2007~~07 ~~2 9~~0.~~500~~000% ~~2,673.98~~Original ~~Group~~Principal IBalance ~~0155322787 75~~56,~~908.78 01-Feb-2007 2 7.875% 1~~793,~~896~~651.8500 ~~Group I 0155547599 208,607.54 01~~Apr-~~Jan-2007~~07 ~~3 8~~0.~~375~~000% ~~5,553.96~~Current ~~Group~~Actual IBalance ~~0155557465 100~~56,~~533.03 01-Dec-2006 4 8.250% 2~~704,~~632~~453.9406 ~~Group I 0155707011 379,659.19 01~~May-~~Feb-2007~~07 ~~2 7~~0.~~875~~798% ~~9,487.15 Group I 0291007765 314,274.62 01~~Jun-~~Feb-2007~~07 ~~2 8~~1.~~800~~918% ~~8,896.56 Group I 0511050132 136,354.15 01~~Jul-~~Feb-2007~~07 2 9.~~050~~844% ~~3,975.69 Group I 0551020227 57,980.76 01~~Aug-~~Dec-2006~~07 4 9.~~850~~350% ~~1,842.69 Group I 0608176151 323,946.78 01~~Sep-~~Dec-2006~~07 ~~4 9~~5.~~875~~963% ~~10,118.67~~*The ~~Group~~text Ireported ~~0609110354~~in ~~204,580.37~~the ~~01-Jan-2007~~above 3table ~~7.950%~~is ~~5,073.33~~presented ~~Group~~graphically Ion ~~0609201674~~the ~~148,219.73~~monthly ~~01-Jan-2007~~bond 3remittance 8report.~~350%~~ ~~3,873.41~~The ~~Group~~monthly Ibond ~~0609212948~~remittance ~~251,658.85~~report ~~01-Jan-2007~~can 3be ~~9.850%~~viewed ~~7,836.00~~online ~~Group~~at ~~I 0609224284 279,203~~www.~~85 01-Dec-2006 4 7~~ctslink.~~359% 6,377~~com.40 Group I ~~0609224523 167,984.94 01-Jan-2007 3 7.490% 3,914.08 Group I 0609224673 413,691.73 01-Feb-2007 2 9.500%~~ 12~~,408.38~~ ~~Group~~Month IForeclosure ~~0609254928~~History* ~~81,925.56~~New ~~01-Jan-2007~~Foreclosure 3Loans ~~9.899%~~Month ~~2,564.35~~Foreclosure ~~Group~~Percentage ILoans ~~0609269103~~in ~~230,319.86~~Foreclosure ~~01-Jan-2007 3 9.700%~~ 7~~,060.61~~ ~~Group I 0609271168 220,781.72 01~~Oct-~~Jan-2007~~06 ~~3 9~~0.~~500~~000% ~~6,616.77~~Original ~~Group~~Principal IBalance ~~0609271514 159~~1,~~819.92 01-Jan-2007 3 8.875% 4~~275,~~456~~650.5200 ~~Group I 0609283899 68,730.16 01~~Nov-~~Jan-2007~~06 ~~3 10~~0.~~125~~000% ~~2,203.14~~Current ~~Group~~Actual IBalance ~~0610026302 384~~1,~~480.55 01-Jan-2007 3 7.990% 9~~271,~~585~~331.9910 ~~Group I 0610053289 261,674.57 01~~Dec-~~Jan-2007~~06 ~~3 8~~0.~~625~~000% ~~7,083.57 Group I 0610054062 187,808.36 01-~~Jan-~~2007~~07 ~~3 9~~0.~~350~~000% ~~5,534.58~~Current ~~Group~~Foreclosure ITotal ~~0610123147 76,424.44 01-Jan-2007 3 9.500% 2,290.41 Group I 0610123653 177,350.90 01-Jan-2007 3 7.640% 4,214.67 Group I 0610135517 178,345.11 01-~~Feb-~~2007~~07 ~~2 7~~0.~~990~~000% ~~4,451.37~~Loans ~~Group~~in IForeclosure ~~0610181683~~15 ~~268,741.73 01~~Mar-~~Jan-2007~~07 ~~3 9~~0.~~750~~000% ~~8,278.27~~Original ~~Group~~Principal IBalance ~~0861003088 206,576.91 01-Feb-2007~~ 2 ~~10.450% 6~~,~~984.75 Group I 0861003123 194~~901,~~002~~675.68 01-Feb-2007 2 10.450% 6,559.59 Group II 0011605664 511,602.72 01-Nov-2006 5 8.375% 13,413.50 Group II 0011640676 237,160.18 01-Dec-2006 4 8.445% 6,266.87 Group II 0011659336 202,208.88 01-Dec-2006 4 7.695% 4,844.17 Group II 0060831760 407,200.00 01Apr-~~Dec-2006~~07 ~~4 7~~0.~~490% 9,487.76 Group II 0060926050 260,~~000~~.00 01-Nov-2006 5 8.840~~% ~~7,228.00~~Current ~~Group~~Actual IIBalance ~~0060926266 212,356.14 01-Jan-2007 3 8.840% 5,900.78 Group II 0060928908 73,868.38 04-Jan-2007 3 8.640%~~ 2,~~002.47 Group II 0060937000 71~~895,~~100~~033.9980 03May-~~Jan-2007~~07 ~~3 9~~0.~~820~~281% ~~2,207.29 Group II 0060938930 191,895.99 01~~Jun-~~Dec-2006~~07 ~~4 9~~1.~~040~~415% ~~5,453.59 Group II 0060980760 637,500.00 01~~Jul-~~Dec-2006~~07 ~~4 7~~2.~~340~~430% ~~14,535.00 Group II 0060981140 444,000.00 01~~Aug-~~Dec-2006~~07 ~~4 9.230% 12,920.40 Group II 0061027020 609,757.17 01-Jan-2007~~ 3 9.~~250~~553% ~~17,777.35 Group II 0061036319 255,797.49 01~~Sep-~~Dec-2006~~07 ~~4 7~~5.~~180~~339% ~~5,683.17~~*The ~~Group~~text IIreported ~~0068753284~~in ~~142,359.26~~the ~~01-Dec-2006~~above 4table ~~9.500%~~is ~~4,322.44~~presented ~~Group~~graphically IIon ~~0154902712~~the ~~585,000.00~~monthly ~~01-Dec-2006~~bond 4remittance 8report.~~625%~~ ~~16,087.52~~The ~~Group~~monthly IIbond ~~0155264526~~remittance ~~286,790.92~~report ~~01-Feb-2007~~can 2be ~~9.125%~~viewed ~~8,364.76~~online ~~Group~~at ~~II 0155542897 287,591~~www.~~87 01-Feb-2007 2 8~~ctslink.~~875% 8,145~~com.64 Group II ~~0155788243~~12 ~~346,255.44~~Month ~~01-Dec-2006~~Foreclosure 4History* ~~7.750%~~New ~~8,490.73~~Foreclosure ~~Group~~Loans IIMonth ~~0607194394~~Foreclosure ~~340,000.00~~Percentage ~~01-Jan-2007~~Loans 3in ~~9.500%~~Foreclosure 10~~,200.00~~ ~~Group II 0608028268 289,532.59 01~~Oct-~~Jan-2007~~06 ~~3 8~~0.~~490~~000% ~~7,707.26~~Original ~~Group~~Principal IIBalance ~~0608039663 569~~2,~~681.43 01-Jan-2007 3 10.500% 18~~092,~~983.98 Group II 0608187183 275,189.26 01-Jan-2007 3 7.~~600~~% 6,503~~.00 ~~Group II 0609053294 329,754.26 01~~Nov-~~Feb-2007~~06 ~~2 9~~0.~~500~~000% ~~9,889.78~~Current ~~Group~~Actual IIBalance ~~0609077050 324,232.08 01-Feb-2007~~ 2 ~~8.675% 8~~,~~827.29 Group II 0609088025 396~~086,~~281~~004.7642 01Dec-~~Jan-2007~~06 ~~3 8~~0.~~625~~000% ~~10,719.54 Group II 0609110640 144,726.24 01-~~Jan-~~2007~~07 ~~3 8~~0.~~590~~000% ~~3,898.61~~Current ~~Group~~Foreclosure IITotal ~~0609156227 291,859.02 01~~Feb-~~Jan-2007~~07 ~~3 8~~0.~~599~~000% ~~7,875.33~~Loans ~~Group~~in IIForeclosure ~~0609188508~~17 ~~75,898.06 01~~Mar-~~Jan-2007~~07 ~~3 9~~0.~~990~~000% ~~2,398.70~~Original ~~Group~~Principal IIBalance ~~0609212302 207,698.65 01-Jan-2007~~ 3 ~~9.625% 6~~,~~311.24 Group II 0609213201 119~~690,~~783~~590.3700 01Apr-~~Feb-2007~~07 ~~2 8~~0.~~599~~000% ~~3,232.54~~Current ~~Group~~Actual IIBalance ~~0609268632 251,854.72 01-Jan-2007~~ 3 ~~7.990% 6~~,~~283.35 Group II 0609282373 80,246.99 01-Dec-2006 4 11.375% 2,906.23 Group II 0609294485 97,~~681~~.25 01-Feb-2007 2 8.790% 2~~,~~696~~736.8991 ~~Group II 0610038695 299,250.00 01~~May-~~Feb-2007~~07 ~~2 8~~1.~~375~~256% ~~7,855.32 Group II 0610039294 549,410.61 01~~Jun-~~Feb-2007~~07 2 7.~~250~~361% ~~12,355.01 Group II 0610053182 399,693.45 01~~Jul-~~Jan-2007~~07 3 6.~~990~~207% ~~8,639.97 Group II 0610054161 100,765.21 01~~Aug-~~Dec-2006~~07 ~~4 11~~5.~~150~~047% ~~3,573.66 Group II 0610110701 124,910.31 01~~Sep-~~Apr-2007~~07 ~~0 10~~6.~~375~~508% ~~2,055.65~~*The ~~Group~~text IIreported ~~0610110755~~in ~~413,666.74~~the ~~01-Jan-2007~~above 3table ~~6.625%~~is ~~8,430.50~~presented ~~Group~~graphically IIon ~~0610136063~~the ~~152,747.37~~monthly ~~01-Feb-2007~~bond 2remittance 9report.~~000%~~ ~~4,325.41~~The ~~Group~~monthly IIbond ~~0610170038~~remittance ~~263,633.59~~report ~~01-Jan-2007~~can 3be ~~7.850%~~viewed ~~6,451.01~~online ~~Group~~at ~~II 0610182033 517,389~~www.~~12 01-Dec-2006 4 8~~ctslink.~~990% 14,633~~com.32

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 7 Jul-06 0.000% Original Principal Balance 1,075,815.00 Aug-06 0.000% Current Actual Balance 1,073,323.14 Sep-06 0.000% Oct-06 0.000% Current Bankruptcy Total Nov-06 0.000% Loans in Bankruptcy 11 Dec-06 0.000% Original Principal Balance 2,005,755.00 Jan-07 0.000% Current Actual Balance 2,002,366.68 Feb-07 0.000% Mar-07 0.000% Apr-07 0.029% May-07 0.122% Jun-07 0.203% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Jul-06 0.000% Original Principal Balance 32,980.00 Aug-06 0.000% Current Actual Balance 32,928.34 Sep-06 0.000% Oct-06 0.000% Current Bankruptcy Total Nov-06 0.000% Loans in Bankruptcy 1 Dec-06 0.000% Original Principal Balance 32,980.00 Jan-07 0.000% Current Actual Balance 32,928.34 Feb-07 0.000% Mar-07 0.000% Apr-07 0.062% May-07 0.096% Jun-07 0.157% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Jul-06 0.000% Original Principal Balance 179,550.00 Aug-06 0.000% Current Actual Balance 179,265.62 Sep-06 0.000% Oct-06 0.000% Current Bankruptcy Total Nov-06 0.000% Loans in Bankruptcy 1 Dec-06 0.000% Original Principal Balance 179,550.00 Jan-07 0.000% Current Actual Balance 179,265.62 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.145% Jun-07 0.243% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance Group I 0051069582 Jun-2007 01-Oct-2006 TN 20.00 32,980.00 Group I 0051070076 May-2007 01-Nov-2006 AL 85.00 95,200.00 Group I 0155089048 Jun-2007 01-Nov-2006 KS 95.00 119,225.00 Group I 0155220148 May-2007 01-Nov-2006 AL 95.00 61,750.00 Group I 0155647951 Jun-2007 01-Nov-2006 CO 95.00 261,250.00 Group I 0609201241 Jun-2007 01-Nov-2006 TN 100.00 158,400.00 Group II 0051068438 May-2007 01-Oct-2006 LA 95.00 323,000.00 Group II 0060934370 Jun-2007 12-Nov-2006 FL 73.54 239,000.00 Group II 0581012324 May-2007 01-Oct-2006 CA 90.00 449,990.00 Group II 0608188088 Jun-2007 01-Oct-2006 LA 95.00 179,550.00 Group II 0608298887 Jun-2007 01-Nov-2006 IA 90.00 85,410.00

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~~9 ~~Current~~Oct-06 ~~Period~~0.000% ~~(continued)~~Original ~~Group~~Principal ~~Loan~~Balance 1,315,700.00 Nov-06 0.000% Current ~~Paid~~Actual ToBalance ~~Months~~1,313,982.08 Dec-06 0.000% Jan-07 0.000% Current ~~Approximate~~Bankruptcy ~~Number~~Total ~~Actual~~Feb-07 ~~Date~~0.000% ~~Delinquent~~Loans ~~Loan~~in ~~Rate~~Bankruptcy ~~Delinquent~~30 ~~Balance~~Mar-07 ~~Interest~~0.000% ~~Group~~Original IPrincipal ~~0051069582~~Balance 324,~~928~~512,318.3400 01Apr-~~Dec-2006~~07 ~~4 9~~0.~~310~~029% ~~987~~Current Actual Balance 4,503,917.1224 ~~Group~~May-07 I0.122% ~~0051070076~~Jun-07 ~~95,102~~0.67203% 01Jul-~~Jan~~07 0.274% Aug-~~2007~~07 30.383% 11Sep-07 0.~~250~~474% ~~3,468~~*The text reported in the above table is presented graphically on the monthly bond remittance report.20 The monthly bond remittance report can be viewed online at www.ctslink.com. Group I ~~0155089048~~12 ~~118,724.55~~Month 01Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Oct-~~May-2007~~06 0 8.~~750~~000% 1Original Principal Balance 100,~~657~~000.7000 ~~Group~~Nov-06 I0.000% ~~0155220148~~Current 61Actual Balance 99,~~714~~802.3365 01Dec-06 0.000% Jan-~~2007~~07 30.000% 9Current Bankruptcy Total Feb-07 0.~~375~~000% Loans in Bankruptcy 1~~,850~~ Mar-07 0.52000% ~~Group~~Original IPrincipal ~~0155647951~~Balance ~~261~~32,~~020~~980.8500 01Apr-~~Feb-2007~~07 ~~2 8~~0.~~950~~062% 7Current Actual Balance 32,~~458~~928.3534 ~~Group~~May-07 I0.096% ~~0609201241~~Jun-07 ~~158,207~~0.87157% 01Jul-~~Apr-2007~~07 0.158% 9Aug-07 0.~~250~~448% ~~2,306~~Sep-07 0.96537% ~~Group~~*The IItext ~~0051068438~~reported ~~322,472.23~~in ~~01-Dec-2006~~the 4above 9table is presented graphically on the monthly bond remittance report.~~050%~~ ~~9,387~~The monthly bond remittance report can be viewed online at www.01ctslink.com. Group II ~~0060934370~~12 ~~238,039.17~~Month 12Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Oct-~~Apr-2007~~06 0 8.~~090~~000% 3Original Principal Balance 285,~~012~~000.2300 ~~Group~~Nov-06 II0.000% ~~0581012324~~Current ~~449~~Actual Balance 284,~~754~~642.3112 ~~01-~~Dec-~~2006~~06 40.000% 9Jan-07 0.~~700~~000% ~~14,083~~Current Bankruptcy Total Feb-07 0.43000% ~~Group~~Loans IIin ~~0608188088~~Bankruptcy ~~179~~5 Mar-07 0.000% Original Principal Balance 830,~~265~~150.6200 01Apr-~~Dec-2006~~07 ~~4 9~~0.~~200~~000% 5Current Actual Balance 828,~~190~~983.9341 ~~Group~~May-07 II0.145% ~~0608298887~~Jun-07 ~~85,136~~0.74243% 01Jul-~~Apr~~07 0.376% Aug-~~2007~~07 0.327% 9Sep-07 0.~~925~~418% ~~1,337~~*The text reported in the above table is presented graphically on the monthly bond remittance report.04 The monthly bond remittance report can be viewed online at www.ctslink.com.

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.014% 3 Month Average 1.007% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 NoN/A ~~Realized~~N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.043% N/A Aug-2007 3.022% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss ~~Information~~Severity toCurrent Month 0.000% Current Month 46.243% 3 Month Average 0.171% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 0.000% N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 N/A N/A Jul-2007 0.000% N/A Jul-2007 N/A N/A Aug-2007 0.512% N/A Aug-2007 46.243% N/A Sep-2007 0.000% N/A Sep-2007 46.243% 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. ~~this~~The ~~period~~graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.031% 3 Month Average 2.153% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 NoN/A ~~Realized~~N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.092% N/A Aug-2007 6.459% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss ~~Information~~Severity toCurrent Month 0.000% Current Month 35.234% 3 Month Average 0.364% 3 Month Average 59.838% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 1.093% N/A Aug-2007 109.044% N/A Sep-2007 0.000% N/A Sep-2007 35.234% 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. ~~this~~The ~~period~~graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II - 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: Sum (Realized Losses) / Sum (Ending Actual Balance for loans that have experienced a 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 Group I 5119 93,~~411~~331,~~040~~175.00 93,~~382~~315,~~304~~617.8756 0 0.00 0.00 Group II 2816 83,~~229~~555,~~370~~670.00 83,~~200~~530,~~407~~529.9093 0 0.00 0.00 Total 7935 176,~~640~~886,~~410~~845.00 176,~~582~~846,~~712~~147.7749 0 0.00 0.00

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group I 0 0.00 0.00 0 0.00 0.00 15145,~~142~~856.3321 Group II 0 0.00 0.00 0 0.00 0.00 1224,~~174~~838.4552 Total 0 0.00 0.00 0 0.00 0.00 27170,~~316~~694.7873

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0060770690~~0155009525 NJMD ~~80.00 13-Oct-2006 93,280.00 92,729.29 Group I 0155244502 AZ~~ 95.00 01-Nov-2006 ~~342~~226,~~000~~100.00 ~~340~~224,~~504~~241.6254 Group I ~~0155477011~~0261058337 WIGA 9095.00 01-Nov-2006 45190,000.00 44188,~~831~~832.6260 Group I ~~0371037378~~0381029492 FLRI 8595.00 01-~~Oct~~Nov-2006 ~~179~~148,~~350~~675.00 ~~178~~148,~~739~~120.9860 Group I ~~0371038658~~0607103220 FL ~~63.52 01-Nov-2006 155,000.00 154,095.82 Group I 0607259850 IL~~ 90.00 01-~~Oct~~Sep-2006 ~~148~~220,500.00 ~~148~~220,~~297~~131.3119 Group I ~~0608072709~~0608232578 IL 7089.0090 01-Oct-2006 77280,~~000~~500.00 76279,~~210~~726.71 Group I ~~0608152981~~0609065611 CAFL 7240.~~90 01-Oct-2006 390,000.~~00 ~~389,199.12 Group I 0608163476 NY 79.37~~ 01-~~Oct-2006 200,000.00 199,259.11 Group I 0608309915 IL 64.14 01-~~Nov-2006 ~~218~~140,000.00 ~~217~~138,~~469~~858.9880 Group I ~~0609012126~~0609199593 IN 100.00 01-Nov-2006 200,000.00 199,083.91 Group I 0609076889 IL 90.00 01-Nov-2006 306,000.00 304,616.72 Group I 0609088175 WV 73.17 01-Dec-2006 150,000.00 149,387.54 Group I 0609088659 IL 51.22 01-Nov-2006 210,000.00 209,480.58 Group I 0609121563 MD 5663.06 01-Nov-2006 185,000.00 184,112.97 Group I 0609133145 NC 67.64 01-Nov-2006 186,000.00 185,421.88 Group I 0609145317 MD 90.00 01-Nov-2006 138,960.00 138,749.50 Group I 0609145704 WA 67.50 01-Nov-2006 135,000.00 134,795.07 Group I 0609157119 NJ 69.89 01-Nov-2006 260,000.00 259,637.85 Group I 0609199301 LA 92.43 01-Nov-2006 171,000.00 170,305.75 ~~Group I 0609201612 MD 54.41~~ 01-~~Nov-2006 185,000.00 184,040.97 Group I 0609201688 MD 67.51 01-~~Dec-2006 ~~133~~255,000.00 ~~132~~253,~~707~~686.7282 Group I ~~0609212656~~0609255860 NVCA 5828.1819 01-Dec-2006 ~~160~~117,000.00 ~~159~~115,~~455~~939.9406 Group I ~~0609212706~~0609268648 NCVA ~~100~~80.00 01-Nov-2006 ~~230~~70,~~000~~400.00 ~~229~~70,~~526~~003.0252 Group I ~~0609223746~~0610053267 ILWI ~~75.19 01-Dec-2006 304,500.00 303,846.40 Group I 0609223921 IL~~ 85.00 01-~~Nov~~Dec-2006 ~~216~~148,750.00 ~~216~~148,~~417~~505.~~08 Group I 0609267211 NJ 82.00~~ 01~~-Dec-2006~~ ~~352,600.00 351,707.32~~ Group I ~~0609267838~~0610064784 ~~MD 79.22 01-Dec-2006 161,600.00 161,328.81 Group I 0609268634 IA 85.00 01-Dec-2006 117,300.00 116,918.28 Group I 0609268931~~ FL 3766.8679 01-Dec-2006 ~~145~~177,000.00 ~~144~~175,~~644~~276.0956 Group I ~~0609271606~~0610065624 NY 3534.8115 01-Dec-2006 ~~154~~210,000.00 ~~153~~209,~~615~~233.6371 Group I ~~0609283055~~0610108897 NJAR ~~100~~87.0050 01-Dec-2006 ~~350~~119,000.00 ~~350~~118,~~000~~672.0097 Group I ~~0609283723~~0610111596 NYNJ 8261.3798 01-Dec-2006 ~~313~~75,000.00 ~~312~~72,~~538~~859.5954 Group I ~~0609283811~~0610123440 CAFL ~~52.38 01-Dec-2006 110,000.00 109,558.~~46 ~~Group I 0610025805 MD 78~~.6889 01-Dec-2006 ~~155~~143,000.00 ~~154~~142,~~272~~576.0159 Group I ~~0610026753~~0610168749 NJIL 78.1685 01-Dec-2006 ~~136~~164,000.00 ~~133~~162,~~224~~747.3598 Group I ~~0610027047~~0610193833 INSC 7559.2957 01-Dec-2006 64140,000.00 63139,~~749~~283.~~71 Group I 0610038291 MD 75.00 01-Dec-2006 202,500.00 202,086.90 Group I 0610039117 IL 75.00 01-Dec-2006 258,750.00 257,736.~~02 Group I ~~0610040272~~0610239840 ~~AL 83.97 01-Dec-2006 131,000.00 127,990.28 Group I 0610040892 MD 75.19 01-Dec-2006 200,000.00 199,513.86 Group I 0610052759~~ IL ~~46.80 01-Dec-2006 117,000.00 116,562.93 Group I 0610110633 MI~~ 75.00 01-Dec-2006 97356,~~500~~250.00 97356,~~164~~250.~~49 Group I 0610124498 NH 45.21 01-Dec-2006 236,000.~~00 ~~234,948.01~~ Group I ~~0610135181~~0610249960 FL 7081.0097 01-Dec-2006 ~~157~~150,~~500.00 157,320.70 Group I 0610170128 NM 80.00 01-Dec-2006 104,~~000.00 ~~103~~149,~~840~~098.4599 Group III ~~0610170294~~0011638037 NJCA 7420.~~56 01-Dec-2006 126,750.~~00 ~~126,325.81 Group I 0610194113 NY 43.30~~ 01-~~Dec~~Sep-2006 ~~153~~66,~~700.00 153,385.48 Group I 0610194923 NV 73.96 01-Dec-2006 196,~~000.00 ~~195~~65,~~593~~649.0197 Group III ~~0610206850~~0060927748 NJSC 4586.9071 0118-~~Dec~~Nov-2006 ~~140~~137,000.00 ~~139~~136,~~294~~305.77 Group ~~I 0610252645 CO 85.00 01-Dec-2006 212,500.00 211,767.97 Group~~ II ~~0060715117~~0060940740 ~~GA 90.00 01-Oct-2006 350,100.00 347,919.78 Group II 0060879890~~ NY 80.00 01-Nov-2006 ~~217~~52,~~600~~720.00 ~~216~~52,~~128~~428.5323 Group II ~~0060930806~~0061035081 OKTN 9079.0023 1726-Nov-2006 75221,~~600~~850.00 75220,~~278~~411.4408 Group II ~~0060981330~~0061045570 NYIL 7085.00 01-Dec-2006 ~~248~~234,~~500~~600.00 ~~247~~234,~~640~~600.0800 Group II ~~0060996310~~0061046350 CAWI 9070.00 01-~~Nov~~Dec-2006 ~~362~~60,~~700~~900.00 ~~362~~60,~~700~~655.0050 Group II ~~0061016740~~0061049300 PAMO 8085.00 01-Dec-2006 ~~112~~289,~~000~~850.00 ~~111~~288,~~440~~510.3118 Group II ~~0061032858~~0144054541 NCNY 8685.6783 1801-~~Nov~~Sep-~~2006~~2005 ~~130~~648,000.00 ~~129~~631,~~485~~628.2355 Group II ~~0061099050~~0608310885 CAMD 8090.00 01-~~Dec~~Nov-2006 576,000.00 574,~~278~~590.4650 Group II ~~0068528207~~0609156873 GAVA 8079.0067 01-Nov-2006 ~~304~~418,~~720~~250.00 ~~299~~417,~~720~~390.~~00 Group II 0155362197 TX 80.00 01-Nov-2006 528,000.00 525,069.~~61 Group II ~~0155591365~~0609156894 FLAL 90.00 01-Nov-2006 77121,~~400.00 77,061.36 Group II 0155607096 IL 94.92 01-Nov-2006 308,~~500.00 ~~307~~120,~~938~~763.~~46 Group II 0155842446 NJ~~ 95~~.00~~ ~~01-Nov-2006 270,750.00 269,438.54~~ Group II ~~0608016392~~0609256736 NYNV 6049.2678 01-~~Oct~~Dec-2006 ~~455~~112,000.00 ~~452~~111,~~511~~055.5860 Group II ~~0608119715~~0609295167 SCIL ~~79.00 01-Oct-2006 395,000.00 392,373.52 Group II 0608243997 VT~~ 80.00 01-Nov-2006 ~~159~~148,~~200~~000.00 ~~158~~147,~~387~~136.~~62 Group II 0608243998 VT 20.00 01-Nov-2006 39,800.00 39,700.~~04 Group II ~~0608287662~~0610038553 ~~WA 85.00 01-Nov-2006 680,000.00 679,111.55 Group II 0608309933~~ FL 6264.1190 01-~~Nov~~Dec-2006 ~~177~~159,000.00 ~~176~~157,~~665~~878.7737 Group II ~~0609121803~~0610123580 FL ~~70.00 01-Dec-2006 147,000.00 146,348.82 Group II 0609212997 CA~~ 80.00 01-Dec-2006 ~~500~~248,000.00 ~~500~~247,~~000~~994.0092 Group II ~~0609212998~~0610135480 CAFL 20.00 01-Dec-2006 ~~125~~62,000.00 ~~124~~61,~~678~~803.59 Group II 0609224576 CA 80.00 01-Dec-2006 511,200.00 511,200.00 Group II 0609224578 CA 20.00 01-Dec-2006 127,800.00 127,563.76 Group II 0609271545 CA 85.00 01-Dec-2006 467,500.00 464,034.18 Group II 0609271774 CA 70.00 01-Dec-2006 168,000.00 168,000.00 Group II 0609283029 CA 45.45 01-Dec-2006 175,000.00 174,161.41 Group II 0610041059 IL 90.00 01-Dec-2006 540,000.00 538,281.7747

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0060770690~~0155009525 Loan Paid in Full 0 7.~~640~~625% 360 810 Group I ~~0155244502~~0261058337 Loan Paid in Full 0 9.~~125~~075% 360 710 Group I ~~0155477011~~0381029492 Loan Paid in Full ~~(1)~~0 911.~~875~~450% 360 ~~7 Group I 0371037378 Loan Paid in Full 0~~ 10~~.900%~~ ~~360 8~~ Group I ~~0371038658~~0607103220 Loan Paid in Full ~~3 7.700% 360 7 Group I 0607259850 Loan Paid in Full~~ 0 10.~~250~~850% 360 812 Group I ~~0608072709~~0608232578 Loan Paid in Full 0 78.~~999~~990% 360 811 Group I ~~0608152981~~0609065611 Loan Paid in Full 0 8.~~900~~890% 360 ~~8 Group I 0608163476 Loan Paid in Full 0~~ 10~~.500%~~ ~~360 8~~ Group I ~~0608309915~~0609199593 Loan Paid in Full 0 75.~~875~~990% 360 ~~7 Group I 0609012126 Loan Paid in Full 2 8.899% 360 7 Group I 0609076889 Loan Paid in Full 0~~ 9~~.000%~~ ~~360 7~~ Group I ~~0609088175~~0609255860 Loan Paid in Full 0 ~~8.790% 360~~ 6 ~~Group I 0609088659 Loan Paid in Full 0 7~~.~~850~~612% 360 ~~7 Group I 0609121563 Loan Paid in Full 0 8.675% 360 7 Group I 0609133145 Loan Paid in Full 0 10.750% 360 7 Group I 0609145317 Loan Paid in Full 0~~ 9~~.500%~~ ~~360 7~~ Group I ~~0609145704~~0609268648 Loan Paid in Full 0 9.~~490~~499% 360 710 Group I ~~0609157119~~0610053267 Loan Paid in Full 0 9.~~875~~990% 360 ~~7 Group I 0609199301 Loan Paid in Full 0~~ 9~~.750%~~ ~~360 7~~ Group I ~~0609201612~~0610064784 Loan Paid in Full 0 86.~~290% 360 7 Group I 0609201688 Loan Paid in Full 0 7.~~750% 360 ~~6 Group I 0609212656 Loan Paid in Full (1) 7.129% 360 6 Group I 0609212706 Loan Paid in Full 0 8.999% 360 7 Group I 0609223746 Loan Paid in Full 0 7.875% 360 6 Group I 0609223921 Loan Paid in Full 0~~ 9~~.450%~~ ~~360 7~~ Group I ~~0609267211~~0610065624 Loan Paid in Full 0 7.250% 360 69 Group I ~~0609267838~~0610108897 Loan Paid in Full 0 8.~~750~~250% 360 ~~6 Group I 0609268634 Loan Paid in Full 0~~ 9~~.950%~~ ~~360 6~~ Group I ~~0609268931~~0610111596 Loan Paid in Full 0 7.359% 360 6 Group I 0609271606 Loan Paid in Full 0 7.300% 360 6 Group I 0609283055 Loan Paid in Full (1) 9.990% 360 6 Group I 0609283723 Loan Paid in Full 0 9.125% 360 6 Group I 0609283811 Loan Paid in Full 0 8.~~990% 360 6 Group I 0610025805 Loan Paid in Full (1) 8.100% 360 6 Group I 0610026753 Loan Paid in Full 0 8.~~500% 180 ~~6 Group I 0610027047 Loan Paid in Full 0~~ 9~~.000%~~ ~~360 6~~ Group I ~~0610038291~~0610123440 Loan Paid in Full ~~(1) 8.010% 360 6 Group I 0610039117 Loan Paid in Full~~ 0 87.990% 360 ~~6 Group I 0610040272 Loan Paid in Full 0 7.999% 180 6 Group I 0610040892 Loan Paid in Full 0 8.750% 360 6 Group I 0610052759 Loan Paid in Full (1)~~ 9~~.250%~~ ~~360 6~~ Group I ~~0610110633~~0610168749 Loan Paid in Full (1) 7.~~999~~500% 360 ~~6 Group I 0610124498 Loan Paid in Full 0 8.359% 360 6 Group I 0610135181 Loan Paid in Full 0~~ 9~~.990%~~ ~~360 6~~ Group I ~~0610170128~~0610193833 Loan Paid in Full 0 ~~8.990% 360 6 Group I 0610170294 Loan Paid in Full 0~~ 9.~~750% 360 6 Group I 0610194113 Loan Paid in Full 0 7.~~999% 360 69 Group I ~~0610194923~~0610239840 Loan Paid in Full 0 ~~7.990% 360~~ 6 ~~Group I 0610206850 Loan Paid in Full 0 7~~.~~750~~999% 360 69 Group I ~~0610252645~~0610249960 Loan Paid in Full ~~(1) 9.350% 360 6 Group II 0060715117 Loan Paid in Full~~ 0 ~~7.980% 360~~ 8 ~~Group II 0060879890 Loan Paid in Full 0 8~~.~~590~~700% 360 79 Group II ~~0060930806~~0011638037 Loan Paid in Full 0 810.~~590~~625% ~~360~~180 612 Group II ~~0060981330~~0060927748 Loan Paid in Full 0 9.~~590~~530% 360 69 Group II ~~0060996310~~0060940740 Loan Paid in Full 0 79.~~440~~620% 360 710 Group II ~~0061016740~~0061035081 Loan Paid in Full 01 ~~7.790% 360 6 Group II 0061032858 Loan Paid in Full 0~~ 8.~~940~~320% 360 69 Group II ~~0061099050~~0061045570 Loan Paid in Full 0 7.~~390~~690% 360 69 Group II ~~0068528207~~0061046350 Loan Paid in Full ~~(1) 8.125% 360 7 Group II 0155362197 Loan Paid in Full~~ 0 710.~~950~~640% 360 79 Group II ~~0155591365~~0061049300 Loan Paid in Full 0 9.~~500~~970% 360 79 Group II ~~0155607096~~0144054541 Loan Paid in Full 0 86.~~875~~250% 360 724 Group II ~~0155842446~~0608310885 Loan Paid in Full 0 8.~~625~~990% 360 710 Group II ~~0608016392~~0609156873 Loan Paid in Full 0 89.625% 360 810 Group II ~~0608119715~~0609156894 Loan Paid in Full 0 79.~~875~~655% 360 810 Group II ~~0608243997~~0609256736 Loan Paid in Full 0 86.~~400~~990% 360 79 Group II ~~0608243998~~0609295167 Loan Paid in Full 0 ~~11.990% 180 7 Group II 0608287662 Loan Paid in Full 0~~ 9.~~990~~325% 360 710 Group II ~~0608309933~~0610038553 Loan Paid in Full 0 ~~8.750% 360~~ 7 ~~Group II 0609121803 Loan Paid in Full (1) 8~~.~~390~~900% 360 69 Group II ~~0609212997~~0610123580 Loan Paid in Full 0 7.~~375~~750% 360 69 Group II ~~0609212998~~0610135480 Loan Paid in Full 0 1011.~~990~~999% 180 6 Group II 0609224576 Loan Paid in Full 0 8.125% 360 6 Group II 0609224578 Loan Paid in Full 0 12.500% 180 6 Group II 0609271545 Loan Paid in Full (1) 8.300% 360 6 Group II 0609271774 Loan Paid in Full 0 6.999% 360 6 Group II 0609283029 Loan Paid in Full 0 8.000% 360 6 Group II 0610041059 Loan Paid in Full 0 9~~.990% 360 6~~

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Group I 1914 31,~~252~~906,~~986~~012.9870 ~~116~~70,~~628~~678.5054 0.00 Group II 137 41,~~185~~095,~~073~~359.6711 ~~134~~39,~~368~~365.0091 0.00 Total 3221 73,~~438~~001,~~060~~371.6581 ~~250~~110,~~996~~044.5045 0.00

Prepayment Penalty Loan Detail - Prepayment Penalty Paid during Current Period Paid In Prepayment Prepayment Loan Full Prior Penalty Penalty Group Number Date Balance Amount Waived Group I ~~0371037378~~0011508075 0506/3019/2007 ~~178,810.24 7,794.04~~ 0.00 ~~Group I 0371038658 05/25/2007 154~~8,~~211~~198.3996 ~~4,765.46~~ 0.00 Group I ~~0608152981~~0051069817 0608/0508/2007 ~~389,290.20 13,852.00~~ 0.00 ~~Group I 0609088175 06/06/2007 149,476.96~~ 1,~~495~~762.0003 0.00 Group I ~~0609133145~~0155009525 0508/2114/2007 ~~185~~224,~~496~~415.4289 ~~1,855.00 0.00 Group I 0609145704 06/13/2007 134,821.40~~ 6,~~742~~783.00 0.00 Group I ~~0609199301~~0381029492 0608/1130/2007 ~~170~~148,~~390~~173.4943 82,~~519~~965.0055 0.00 Group I ~~0609201688~~0607103220 ~~06/~~08/~~2007 132,750.28 1,142.00 0.00 Group I 0609212656 05~~24/~~25/~~2007 ~~159~~220,~~517~~161.5912 711,~~975~~009.00 0.00 Group I ~~0609212706~~0609065611 0509/3013/2007 ~~229~~138,~~578~~944.3386 24,~~295~~939.00 0.00 Group I ~~0609268931~~0609199593 ~~06/~~08/23/2007 ~~144~~253,~~695~~821.8710 71,~~194~~686.00 0.00 Group I ~~0609283811~~0609255860 0509/2406/2007 ~~109~~116,~~621~~047.5180 3,~~938~~062.00 0.00 Group I ~~0610027047~~0609268648 0508/2223/2007 6370,~~786~~041.2700 31,~~189~~400.00 0.00 Group I ~~0610110633~~0610053267 0508/31/2007 97148,~~194~~530.4743 ~~971.00 0.00 Group I 0610124498 05/30/2007 235~~1,~~101~~950.~~44 11,755.~~00 0.00 Group I ~~0610135181~~0610064784 0508/1723/2007 ~~157~~175,~~346~~358.9612 78,~~868~~771.00 0.00 Group I ~~0610194113~~0610108897 0508/2924/2007 ~~153~~118,~~431~~706.3169 43,~~907~~562.00 0.00 Group I ~~0610194923~~0610123440 0609/0604/2007 ~~195~~142,~~651~~620.6521 97,~~782~~131.00 0.00 Group I ~~0610252645~~0610249960 0508/3029/2007 ~~211~~149,~~814~~192.~~20 10,590.00 0.00 Group II 0060715117 06/06/2007 348,168.50 3,501.00 0.00 Group II 0060930806 06/~~05~~/2007~~ 757,~~325~~459.~~37 3,780.~~00 0.00 Group II ~~0060996310~~0011638037 0609/1512/2007 ~~362~~65,~~700~~678.0034 102,~~793~~787.0091 0.00 Group II ~~0061016740~~0061035081 0609/1513/2007 ~~111~~220,~~521~~559.8349 511,~~600~~092.00 0.00 Group II ~~0061099050~~0061046350 0609/11/2007 ~~574~~60,~~484~~680.3493 ~~16,970.00 0.00 Group II 0608119715 06/01/2007 392,660.71~~ 3,~~929~~045.00 0.00 Group II ~~0608287662~~0609156873 0608/~~07/2007 679,225.85 33,961.00 0.00 Group II 0608309933 05/~~30/2007 ~~176~~417,~~708~~470.6296 68,~~184~~349.00 0.00 Group II ~~0609121803~~0609256736 0608/1222/2007 ~~146~~111,~~443~~152.8053 73,~~317~~101.00 0.00 Group II ~~0609224576~~0610038553 0608/~~06/2007 511,200.00 16,614.00 0.00 Group II 0609271545 05/~~31/2007 ~~464~~157,~~351~~993.0487 157,~~445~~899.00 0.00 Group II ~~0609271774~~0610135480 0508/22/2007 ~~168~~61,~~000~~822.0099 43,~~703~~092.00 0.00 ~~Group II 0609283029 05/31/2007 174,283.61 5,571.00 0.00~~

Prepayment Rates

Summary SMM CPR PSA Current Month 10.~~754~~733% Current Month 198.~~128~~445% Current Month ~~1,479~~446.~~094~~444% 3 Month Average 1.~~482~~180% 3 Month Average 1613.~~371~~214% 3 Month Average ~~1,497~~807.~~933~~330% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~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 N/A ~~Nov~~Feb-~~2006~~2007 N/A N/A ~~Dec~~Mar-~~2006~~2007 ~~N/A~~8.459% N/A ~~Dec~~Mar-~~2006~~2007 ~~N/A~~1,218.981% N/A ~~Jan~~Apr-2007 ~~N/A~~13.337% N/A ~~Jan~~Apr-2007 ~~N/A~~1,492.621% N/A ~~Feb~~May-2007 ~~N/A~~16.648% N/A ~~Feb~~May-2007 ~~N/A~~1,522.085% N/A ~~Mar~~Jun-2007 819.~~459~~128% N/A ~~Mar~~Jun-2007 1,~~218~~479.~~981~~094% N/A ~~Apr~~Jul-2007 1316.~~337~~877% N/A ~~Apr~~Jul-2007 1,~~492~~130.~~621~~050% N/A ~~May~~Aug-2007 1614.~~648~~321% N/A ~~May~~Aug-2007 ~~1,522~~845.~~085~~495% N/A ~~Jun~~Sep-2007 198.~~128~~445% N/A ~~Jun~~Sep-2007 ~~1,479~~446.~~094~~444% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group I SMM CPR PSA Current Month 10.~~992~~775% Current Month 218.~~455~~916% Current Month ~~1,660~~471.~~311~~191% 3 Month Average 1.~~501~~356% 3 Month Average 1615.~~520~~001% 3 Month Average ~~1,493~~920.~~995~~797% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~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 N/A ~~Nov~~Feb-~~2006~~2007 N/A N/A ~~Dec~~Mar-~~2006~~2007 ~~N/A~~10.604% N/A ~~Dec~~Mar-~~2006~~2007 ~~N/A~~1,532.347% N/A ~~Jan~~Apr-2007 ~~N/A~~12.103% N/A ~~Jan~~Apr-2007 ~~N/A~~1,357.040% N/A ~~Feb~~May-2007 ~~N/A~~16.003% N/A ~~Feb~~May-2007 ~~N/A~~1,464.635% N/A ~~Mar~~Jun-2007 1021.~~604~~455% N/A ~~Mar~~Jun-2007 1,~~532~~660.~~347~~311% N/A ~~Apr~~Jul-2007 1220.~~103~~019% N/A ~~Apr~~Jul-2007 1,~~357~~341.~~040~~691% N/A ~~May~~Aug-2007 16.~~003~~070% N/A ~~May~~Aug-2007 ~~1,464~~949.~~635~~507% N/A ~~Jun~~Sep-2007 218.~~455~~916% N/A ~~Jun~~Sep-2007 ~~1,660~~471.~~311~~191% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II SMM CPR PSA Current Month 10.~~542~~695% Current Month 178.~~015~~033% Current Month ~~1,314~~424.~~770~~723% 3 Month Average 1.~~464~~026% 3 Month Average 1611.~~215~~602% 3 Month Average ~~1,499~~705.~~213~~047% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jul~~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 N/A ~~Nov~~Feb-~~2006~~2007 N/A N/A ~~Dec~~Mar-~~2006~~2007 ~~N/A~~6.518% N/A ~~Dec~~Mar-~~2006~~2007 ~~N/A~~937.067% N/A ~~Jan~~Apr-2007 ~~N/A~~14.414% N/A ~~Jan~~Apr-2007 ~~N/A~~1,610.405% N/A ~~Feb~~May-2007 ~~N/A~~17.215% N/A ~~Feb~~May-2007 ~~N/A~~1,572.465% N/A ~~Mar~~Jun-2007 617.~~518~~015% N/A ~~Mar~~Jun-2007 ~~937~~1,314.~~067~~770% N/A ~~Apr~~Jul-2007 14.~~414~~013% N/A ~~Apr~~Jul-2007 ~~1,610~~937.~~405~~542% N/A ~~May~~Aug-2007 1712.~~215~~761% N/A ~~May~~Aug-2007 ~~1,572~~752.~~465~~876% N/A ~~Jun~~Sep-2007 178.~~015~~033% N/A ~~Jun~~Sep-2007 ~~1,314~~424.~~770~~723% 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))

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

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

Interest Rate Stratification Summary Group I Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 2 ~~878~~876,~~759~~181.1878 0.~~089~~092 0 0.00 0.000 5.500 5.999 4644 12,~~866~~284,~~462~~986.5686 1.~~305~~293 1817 43,~~191~~929,~~834~~141.9175 0.~~907~~887 6.000 6.499 ~~120~~116 3332,~~828~~395,~~142~~798.0739 3.~~430~~409 4544 1110,~~156~~879,~~871~~870.1989 2.~~415~~457 6.500 6.999 ~~454~~438 ~~116~~112,~~143~~836,~~990~~192.9668 11.~~777~~873 ~~222~~214 4846,~~287~~643,~~834~~348.7898 10.~~450~~532 7.000 7.499 ~~427~~416 ~~103~~100,~~626~~627,~~978~~874.8328 10.~~508~~588 ~~206~~198 4240,~~115~~521,~~972~~287.1015 9.~~115~~150 7.500 7.999 ~~891~~857 ~~201~~194,~~952~~037,~~779~~771.5978 20.~~479~~417 ~~482~~462 9793,~~713~~618,~~303~~208.7071 21.~~147~~139 8.000 8.499 ~~588~~568 ~~125~~121,~~695~~206,~~968~~578.4486 12.~~746~~754 ~~325~~316 6261,~~989~~023,~~756~~680.5917 13.~~632~~779 8.500 8.999 ~~928~~890 ~~184~~176,~~619~~965,~~441~~896.6128 18.~~721~~621 ~~500~~475 9590,~~072~~419,~~481~~217.0584 20.~~575~~417 9.000 9.499 ~~425~~415 7371,~~370~~774,~~428~~106.4898 7.~~440~~552 ~~192~~184 3332,~~532~~212,~~655~~551.7707 7.~~257~~274 9.500 9.999 ~~560~~538 7976,~~982~~071,~~921~~454.7528 8.~~111~~005 ~~289~~276 4139,~~864~~706,~~790~~005.2751 98.~~060~~966 10.000 10.499 ~~153~~150 1918,~~345~~953,~~665~~415.4745 1.~~962~~994 8179 9,~~704~~406,~~180~~035.7186 2.~~100~~124 10.500 10.999 ~~194~~187 1918,~~320~~624,~~536~~357.7110 1.~~959~~960 9188 9,~~711~~232,~~562~~171.3297 2.~~102~~085 11.000 11.499 4442 43,~~276~~914,~~116~~348.3899 0.~~434~~412 2120 1,~~635~~485,~~501~~921.1319 0.~~354~~336 11.500 11.999 8279 5,~~998~~838,~~917~~798.9063 0.~~608~~614 4241 2,~~933~~885,~~360~~586.6267 0.~~635~~652 12.000 12.499 1716 1,~~214~~017,~~906~~677.7940 0.~~123~~107 109 ~~694~~497,~~272~~524.0087 0.~~150~~112 12.500 12.999 2523 1,~~787~~687,~~405~~283.4943 0.~~181~~178 87 ~~468~~406,~~701~~343.0946 0.~~101~~092 13.000 13.499 6 434,~~366~~043.0719 0.~~044~~046 0 0.00 0.000 13.500 13.999 5 ~~264~~263,~~904~~842.6844 0.~~027~~028 0 0.00 0.000 >= 14.000 13 ~~545~~544,~~733~~409.5819 0.~~055~~057 0 0.00 0.000 Total 4,~~980~~805 ~~986~~950,~~154~~355,~~426~~017.5499 100.000 2,~~532~~430 ~~462~~442,~~073~~866,~~078~~896.2309 100.000

Interest Rate Stratification (continued) Group II Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.000 0 0.00 0.000 5.000 5.499 2 ~~878~~876,~~759~~181.1878 0.~~168~~173 5.500 5.999 2827 8,~~674~~355,~~627~~845.6511 1.~~655~~647 6.000 6.499 7572 2221,~~671~~515,~~270~~927.8850 4.~~326~~240 6.500 6.999 ~~232~~224 6766,~~856~~192,~~156~~843.1870 1213.~~948~~043 7.000 7.499 ~~221~~218 6160,~~511~~106,~~006~~587.7313 11.~~737~~844 7.500 7.999 ~~409~~395 ~~104~~100,~~239~~419,~~475~~563.8907 19.~~890~~788 8.000 8.499 ~~263~~252 6260,~~706~~182,~~211~~898.8569 11.~~965~~859 8.500 8.999 ~~428~~415 8986,546,~~960~~678.5644 17.~~086~~054 9.000 9.499 ~~233~~231 39,~~837~~561,~~772~~555.7191 7.~~601~~796 9.500 9.999 ~~271~~262 3836,~~118~~365,~~131~~448.4877 7.~~273~~166 10.000 10.499 7271 9,~~641~~547,~~484~~379.7659 1.~~840~~881 10.500 10.999 ~~103~~99 9,~~608~~392,~~974~~185.3913 1.~~833~~851 11.000 11.499 2322 2,~~640~~428,~~615~~427.2580 0.~~504~~479 11.500 11.999 4038 32,~~065~~953,~~557~~211.2896 0.~~585~~582 12.000 12.499 7 520,~~634~~152.7953 0.~~099~~102 12.500 12.999 1716 1,~~318~~280,~~704~~939.4097 0.252 13.000 13.499 6 434,~~366~~043.0719 0.~~083~~086 13.500 13.999 5 ~~264~~263,~~904~~842.6844 0.~~051~~052 >= 14.000 13 ~~545~~544,~~733~~409.5819 0.~~104~~107 Total 2,~~448~~375 ~~524~~507,~~081~~488,~~348~~121.3190 100.000

SUPPLEMENTAL REPORTING Business Day Any day other than (i) Saturday or Sunday, or (ii) a day on which banking and savings and loan institutions, in (a) the States of New York, California, Maryland or Minnesota, (b) the Commonwealth of Pennsylvania or any other State in which a Servicer's servicing operations are located, or (c) any State in which the Corporate Trust Office is located, are authorized or obligated by law or executive order to be closed. Closing Date March 8, 2007. Determination Date For each Remittance Date (i) with respect to Wells Fargo, as Servicer, the business day immediately preceding such Remittance Date, (ii) with respect to Countrywide Servicing, the 15th day of the calendar month in which such Remittance Date occurs, or if that day is not a business day, the immediately succeeding business day, and (iii) with respect to Option One, the 15th day of the calendar month in which such Remittance Date occurs, or if that day is not a business day, the immediately preceding business day. Distribution Account Deposit Date As to any Distribution Date, 12:00 noon New York City time on the third Business Day immediately preceding such Distribution Date. Distribution Date The 25th day of each calendar month, or if such day is not a Business Day, the next succeeding Business Day, commencing in March 2007. Libor Determination Date With respect to any Interest Accrual Period for the LIBOR Certificates, the second London Business Day preceding the commencement of such Interest Accrual Period. Record Date With respect to any Distribution Date and any Certificate (other than a Certificate issued in definitive form), the close of business on the Business Day immediately preceding such Distribution Date; provided, however, that, for any Certificate issued in definitive form, the Record Date shall be the close of business on the last Business Day of the month preceding the month in which such applicable Distribution Date occurs (or, in the case of the first Distribution Date, the Closing Date). London Business Day Any day on which dealings in deposits of United States dollars are transacted in the London interbank market. Remittance Date To the extent provided in the related Servicing Agreement, (i) with respect to Wells Fargo, as Servicer, the 18th calendar day of any month, or if such 18th day is not a Business Day, the first Business Day immediately following, (ii) with respect to Countrywide Servicing, the 21st day of any month, or if such 21st day is not a Business Day, the first Business Day immediately preceding and (iii) with respect to Option One, the 20th day of any month, or if such 20th day is not a Business Day, the first Business Day immediately preceding. Interest Accrual Period With respect to each Class of LIBOR Certificates and any Distribution Date, the period commencing on the Distribution Date occurring in the month preceding the month in which the current Distribution Date occurs and ending on the day immediately preceding the current Distribution Date (or, in the case of the first Distribution Date, the period from and including the Closing Date to but excluding such first Distribution Date). For purposes of computing interest accruals on each Class of LIBOR Certificates, each Interest Accrual Period has the actual number of days in such month and each year is assumed to have 360 days. With respect to each Class of Lower Tier Interests and any Distribution Date, the calendar month immediately preceding the month in which such Distribution Date occurs. Page 1 Footnote These figures include an unsupported loss from Countrywide. After reviewing a loss received from Countrywide (ln# 0609199293) for this deal, no loss package could be located for this claim. Attempts were made to obtain information from Countrywide regarding a $67,591.80 loss. Countrywide made an adjustment without providing supporting documentation. Wells Fargo will continue to make contact with Countrywide to obtain needed information

Filing Compare · HSI Asset Securitization CORP Trust 2007-HE1