10-D 1 has07he1_10d-200706.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: May 26, 2007 to June 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 June 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 June 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/ Kelly Rentz Kelly Rentz, Officer Date: July 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 June 25, 2007 distribution. EX-99.1 HSI Asset Securitization Corporation Mortgage Pass-Through Certificates Distribution Date: 6/25/2007 HSI Asset Securitization Corporation Mortgage Pass-Through Certificates Series 2007-HE1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance I-A 40430FAA0 0506/2422/2007 5.46000% ~~360~~353,~~973~~842,~~598~~117.3760 1,~~642~~663,~~429~~647.8769 II-A-1 40430FAB8 0506/2422/2007 5.42000% ~~243~~234,~~136~~467,~~262~~625.5312 1,~~098~~094,~~165~~312.4551 II-A-2 40430FAC6 0506/2422/2007 5.46000% 30,548,000.00 ~~138~~143,~~993~~626.4051 II-A-3 40430FAD4 0506/2422/2007 5.51000% 126,204,000.00 ~~579~~598,~~486~~802.7092 II-A-4 40430FAE2 0506/2422/2007 5.60000% 8,313,000.00 3840,~~794~~087.0013 M-1 40430FAF9 0506/2422/2007 5.62000% 44,752,000.00 ~~209~~216,~~588~~574.5382 M-2 40430FAG7 0506/2422/2007 5.80000% 48,915,000.00 ~~236~~244,~~422~~303.5025 M-3 40430FAH5 0506/2422/2007 5.85000% 17,695,000.00 8689,~~263~~138.1356 M-4 40430FAJ1 0506/2422/2007 6.02000% 17,693,000.00 8891,~~759~~718.8855 M-5 40430FAK8 0506/2422/2007 6.17000% 18,213,000.00 9396,~~645~~766.1768 M-6 40430FAL6 0506/2422/2007 6.32000% 13,010,000.00 6870,~~519~~803.3331 M-7 40430FAM4 0506/2422/2007 7.32000% 10,408,000.00 6365,~~488~~605.8009 M-8 40430FAN2 0506/2422/2007 7.32000% 10,928,000.00 6668,~~660~~882.8083 M-9 40430FAP7 0506/2422/2007 7.32000% 14,571,000.00 8891,~~883~~845.1087 M-10 40430FAQ5 0506/2422/2007 7.32000% 16,132,000.00 98101,~~405~~685.2037 X 40430FAS1 0405/3031/2007 0.00000% 38,508,255.28 21,~~040~~992,~~745~~514.4388 R 40430FAT9 0405/3031/2007 0.00000% 0.00 0.00 P 40430FAR3 0405/3031/2007 0.00000% 100.00 ~~227~~250,~~396~~996.7350 Totals 1,~~020~~004,~~000~~200,~~216~~098.1800 6,~~866~~921,~~648~~312.0247

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses I-A 79,~~131~~618,~~480~~918.7768 0.00 ~~353~~344,~~842~~223,~~117~~198.6092 811,~~773~~282,~~910~~566.6437 0.00 II-A-1 8,~~668~~426,~~637~~752.4178 0.00 ~~234~~226,~~467~~040,~~625~~872.1234 9,~~766~~521,~~802~~065.8629 0.00 II-A-2 0.00 0.00 30,548,000.00 ~~138~~143,~~993~~626.4051 0.00 II-A-3 0.00 0.00 126,204,000.00 ~~579~~598,~~486~~802.7092 0.00 II-A-4 0.00 0.00 8,313,000.00 3840,~~794~~087.0013 0.00 M-1 0.00 0.00 44,752,000.00 ~~209~~216,~~588~~574.5382 0.00 M-2 0.00 0.00 48,915,000.00 ~~236~~244,~~422~~303.5025 0.00 M-3 0.00 0.00 17,695,000.00 8689,~~263~~138.1356 0.00 M-4 0.00 0.00 17,693,000.00 8891,~~759~~718.8855 0.00 M-5 0.00 0.00 18,213,000.00 9396,~~645~~766.1768 0.00 M-6 0.00 0.00 13,010,000.00 6870,~~519~~803.3331 0.00 M-7 0.00 0.00 10,408,000.00 6365,~~488~~605.8009 0.00 M-8 0.00 0.00 10,928,000.00 6668,~~660~~882.8083 0.00 M-9 0.00 0.00 14,571,000.00 8891,~~883~~845.1087 0.00 M-10 0.00 0.00 16,132,000.00 98101,~~405~~685.2037 0.00 X 0.00 0.00 38,508,255.28 21,~~040~~992,~~745~~514.4388 0.00 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 100.00 ~~227~~250,~~396~~996.7350 0.00 Totals 1518,~~800~~045,~~118~~671.1846 0.00 1986,~~004~~154,~~200,098~~426.0054 2224,~~666~~966,~~766~~983.2093 0.00 As Master Servicer, Wells Fargo Bank, N.A. has independently calculated collateral information based on loan level data received from external parties, which may include the Servicers, Issuer and other parties to the transaction. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished to it by those third parties. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A 371,150,000.00 ~~360~~353,~~973~~842,~~598~~117.3760 0.00 79,~~131~~618,~~480~~918.7768 0.00 II-A-1 253,725,000.00 ~~243~~234,~~136~~467,~~262~~625.5312 0.00 8,~~668~~426,~~637~~752.4178 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 1,~~020~~004,~~000~~200,~~216~~098.1800 0.00 1518,~~800~~045,~~118~~671.1846 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 79,~~131~~618,~~480~~918.7768 ~~353~~344,~~842~~223,~~117~~198.6092 0.~~95336688~~92745035 79,~~131~~618,~~480~~918.7768 II-A-1 0.00 8,~~668~~426,~~637~~752.4178 ~~234~~226,~~467~~040,~~625~~872.1234 0.~~92410139~~89088924 8,~~668~~426,~~637~~752.4178 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 1518,~~800~~045,~~118~~671.1846 1986,~~004~~154,~~200,098~~426.0054 0.~~96486853~~94752965 1518,~~800~~045,~~118~~671.1846

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution I-A 371,150,000.00 ~~972~~953.~~58143169~~36688024 0.00000000 1925.~~21455145~~91652615 0.00000000 II-A-1 253,725,000.00 ~~958~~924.~~26687370~~10138977 0.00000000 3433.~~16548393~~21215008 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 1925.~~21455145~~91652615 ~~953~~927.~~36688024~~45035409 0.~~95336688~~92745035 1925.~~21455145~~91652615 II-A-1 0.00000000 3433.~~16548393~~21215008 ~~924~~890.~~10138977~~88923969 0.~~92410139~~89088924 3433.~~16548393~~21215008 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 0405/25/07 - 0506/24/07 3031 5.46000% ~~360~~353,~~973~~842,~~598~~117.3760 1,~~642~~663,~~429~~647.8769 0.00 II-A-1 0405/25/07 - 0506/24/07 3031 5.42000% ~~243~~234,~~136~~467,~~262~~625.5312 1,~~098~~094,~~165~~312.4551 0.00 II-A-2 0405/25/07 - 0506/24/07 3031 5.46000% 30,548,000.00 ~~138~~143,~~993~~626.4051 0.00 II-A-3 0405/25/07 - 0506/24/07 3031 5.51000% 126,204,000.00 ~~579~~598,~~486~~802.7092 0.00 II-A-4 0405/25/07 - 0506/24/07 3031 5.60000% 8,313,000.00 3840,~~794~~087.0013 0.00 M-1 0405/25/07 - 0506/24/07 3031 5.62000% 44,752,000.00 ~~209~~216,~~588~~574.5382 0.00 M-2 0405/25/07 - 0506/24/07 3031 5.80000% 48,915,000.00 ~~236~~244,~~422~~303.5025 0.00 M-3 0405/25/07 - 0506/24/07 3031 5.85000% 17,695,000.00 8689,~~263~~138.1356 0.00 M-4 0405/25/07 - 0506/24/07 3031 6.02000% 17,693,000.00 8891,~~759~~718.8855 0.00 M-5 0405/25/07 - 0506/24/07 3031 6.17000% 18,213,000.00 9396,~~645~~766.1868 0.00 M-6 0405/25/07 - 0506/24/07 3031 6.32000% 13,010,000.00 6870,~~519~~803.3331 0.00 M-7 0405/25/07 - 0506/24/07 3031 7.32000% 10,408,000.00 6365,~~488~~605.8009 0.00 M-8 0405/25/07 - 0506/24/07 3031 7.32000% 10,928,000.00 6668,~~660~~882.8083 0.00 M-9 0405/25/07 - 0506/24/07 3031 7.32000% 14,571,000.00 8891,~~883~~845.1087 0.00 M-10 0405/25/07 - 0506/24/07 3031 7.32000% 16,132,000.00 98101,~~405~~685.2037 0.00 X N/A N/A 0.00000% 1,~~020~~004,~~000~~200,~~216~~098.1800 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,~~598~~677,~~505~~801.8709 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,~~642~~663,~~429~~647.8769 0.00 ~~353~~344,~~842~~223,~~117~~198.6092 II-A-1 0.00 0.00 1,~~098~~094,~~165~~312.4551 0.00 ~~234~~226,~~467~~040,~~625~~872.1234 II-A-2 0.00 0.00 ~~138~~143,~~993~~626.4051 0.00 30,548,000.00 II-A-3 0.00 0.00 ~~579~~598,~~486~~802.7092 0.00 126,204,000.00 II-A-4 0.00 0.00 3840,~~794~~087.0013 0.00 8,313,000.00 M-1 0.00 0.00 ~~209~~216,~~588~~574.5382 0.00 44,752,000.00 M-2 0.00 0.00 ~~236~~244,~~422~~303.5025 0.00 48,915,000.00 M-3 0.00 0.00 8689,~~263~~138.1356 0.00 17,695,000.00 M-4 0.00 0.00 8891,~~759~~718.8855 0.00 17,693,000.00 M-5 0.00 0.00 9396,~~645~~766.1768 0.00 18,213,000.00 M-6 0.00 0.00 6870,~~519~~803.3331 0.00 13,010,000.00 M-7 0.00 0.00 6365,~~488~~605.8009 0.00 10,408,000.00 M-8 0.00 0.00 6668,~~660~~882.8083 0.00 10,928,000.00 M-9 0.00 0.00 8891,~~883~~845.1087 0.00 14,571,000.00 M-10 0.00 0.00 98101,~~405~~685.2037 0.00 16,132,000.00 X 0.00 0.00 21,~~040~~992,~~745~~514.4388 0.00 1986,~~004~~154,~~200,098~~426.0054 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 ~~227~~250,~~396~~996.7350 0.00 100.00 Totals 0.00 0.00 6,~~866~~921,~~648~~312.0247 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% ~~972~~953.~~58143169~~36688024 4.~~42524551~~48241328 0.00000000 II-A-1 253,725,000.00 5.42000% ~~958~~924.~~26687370~~10138977 4.~~32817204~~31298654 0.00000000 II-A-2 30,548,000.00 5.46000% 1000.00000000 4.~~55000000~~70166656 0.00000000 II-A-3 126,204,000.00 5.51000% 1000.00000000 4.~~59166667~~74472220 0.00000000 II-A-4 8,313,000.00 5.60000% 1000.00000000 4.~~66666667~~82222182 0.00000000 M-1 44,752,000.00 5.62000% 1000.00000000 4.~~68333326~~83944449 0.00000000 M-2 48,915,000.00 5.80000% 1000.00000000 4.~~83333333~~99444444 0.00000000 M-3 17,695,000.00 5.85000% 1000.00000000 45.~~87500028~~03749986 0.00000000 M-4 17,693,000.00 6.02000% 1000.00000000 5.~~01666648~~18388911 0.00000000 M-5 18,213,000.00 6.17000% 1000.00000000 5.~~14166694~~31305551 0.00000000 M-6 13,010,000.00 6.32000% 1000.00000000 5.~~26666641~~44222214 0.00000000 M-7 10,408,000.00 7.32000% 1000.00000000 6.~~10000000~~30333301 0.00000000 M-8 10,928,000.00 7.32000% 1000.00000000 6.~~10000000~~30333364 0.00000000 M-9 14,571,000.00 7.32000% 1000.00000000 6.~~10000000~~30333333 0.00000000 M-10 16,132,000.00 7.32000% 1000.00000000 6.~~10000000~~30333313 0.00000000 X 38,506,556.18 0.00000% ~~26489~~26078.~~00128622~~67848025 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.~~42524551~~48241328 0.00000000 ~~953~~927.~~36688024~~45035409 II-A-1 0.00000000 0.00000000 4.~~32817204~~31298654 0.00000000 ~~924~~890.~~10138977~~88923969 II-A-2 0.00000000 0.00000000 4.~~55000000~~70166656 0.00000000 1000.00000000 II-A-3 0.00000000 0.00000000 4.~~59166667~~74472220 0.00000000 1000.00000000 II-A-4 0.00000000 0.00000000 4.~~66666667~~82222182 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 4.~~68333326~~83944449 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 4.~~83333333~~99444444 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 45.~~87500028~~03749986 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 5.~~01666648~~18388911 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 5.~~14166639~~31305551 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 5.~~26666641~~44222214 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 6.~~10000000~~30333301 0.00000000 1000.00000000 M-8 0.00000000 0.00000000 6.~~10000000~~30333364 0.00000000 1000.00000000 M-9 0.00000000 0.00000000 6.~~10000000~~30333333 0.00000000 1000.00000000 M-10 0.00000000 0.00000000 6.~~10000000~~30333313 0.00000000 1000.00000000 X 0.00000000 0.00000000 5251.~~99734987~~74482160 0.00000000 ~~26078~~25610.~~67848025~~03954574 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 ~~2273967~~2509965.~~30000000~~00000000 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 2023,~~025~~641,~~074~~479.2603 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans ~~1,641,896~~0.3100 Servicer Advances 1,~~135~~293,~~544~~953.0377 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties ~~227~~250,~~396~~996.7350 Swap/Cap Payments 55193,~~981~~280.8720 Total Deposits 2325,~~085~~379,~~893~~709.2050 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~419~~412,~~127~~725.0057 Payment of Interest and Principal 2224,~~666~~966,~~766~~983.2093 Total Withdrawals (Pool Distribution Amount) 2325,~~085~~379,~~893~~709.2050 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~407~~401,~~227~~009.0090 Credit Risk Manager-OfficeTiger Global RE Services Inc 11,~~900~~715.0067 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~419~~412,~~127~~725.0057 *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 Trust Account 500.00 0.00 0.00 500.00 Excess Reserve Fund Account 1,000.00 0.00 0.00 1,000.00 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 4,~~254~~295,~~622~~925.3195 4,~~198~~102,~~640~~645.4475 55193,~~981~~280.8720

Collateral Statement Group Group I Group II Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 8.~~320646~~318057 8.~~165086~~158233 Weighted Average Net Rate 7.~~846242~~843920 7.~~681849~~674550 Weighted Average Pass-Through Rate 7.~~846242~~843920 7.~~681850~~674550 Weighted Average Remaining Term ~~351~~ 350 349 Principal And Interest Constant 3,~~546~~495,~~682~~399.6215 3,~~901~~837,~~034~~731.4078 Beginning Loan Count 2,~~622~~583 2,~~519~~476 Loans Paid in Full 3951 4328 Ending Loan Count 2,~~583~~532 2,~~476~~448 Beginning Scheduled Balance ~~478~~471,~~823~~691,~~477~~996.6891 ~~541~~532,~~176~~508,~~738~~101.5009 Ending Scheduled Balance ~~471~~462,~~691~~073,~~996~~078.9123 ~~532~~524,~~508~~081,~~101~~348.0931 Actual Ending Collateral Balance ~~471~~462,~~922~~315,~~303~~624.6061 ~~532~~524,~~742~~336,~~714~~103.4170 Scheduled Principal ~~226~~225,~~581~~764.9596 ~~218~~217,~~738~~460.8692 Unscheduled Principal 69,~~904~~393,~~898~~153.8272 8,~~449~~209,~~898~~291.5586 Negative Amortized Principal 0.00 0.00 Scheduled Interest 3,~~320~~269,~~100~~634.6719 3,~~682~~620,~~295~~270.5486 Servicing Fees ~~189~~186,~~296~~372.6722 ~~217~~214,~~930~~637.3368 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 3,~~130~~083,~~804~~261.0084 3,~~464~~405,~~365~~633.2136 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount ~~152~~116,~~171~~628.3750 75134,~~225~~368.3600 Prepayment Penalty Paid Count 2219 1513 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~238111~~233305 Weighted Average Net Rate 7.~~759021~~754106 Weighted Average Pass-Through Rate 7.~~759021~~754106 Weighted Average Remaining Term ~~350~~349 Principal And Interest Constant 7,~~447~~333,~~717~~130.0293 Beginning Loan Count 5,~~141~~059 Loans Paid in Full 8279 Ending Loan Count 54,~~059~~980 Beginning Scheduled Balance 1,~~020~~004,~~000~~200,~~216~~098.1800 Ending Scheduled Balance 1986,~~004~~154,~~200,098~~426.0054 Actual Ending Collateral Balance 1986,~~004~~651,~~665,018~~728.0131 Scheduled Principal ~~445~~443,~~320~~225.8188 Unscheduled Principal 1517,~~354~~602,~~797~~445.3758 Negative Amortized Principal 0.00 Scheduled Interest 76,~~002~~889,~~396~~905.2105 Servicing Fees ~~407~~401,~~227~~009.0090 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,~~595~~488,~~169~~895.2120 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~227~~250,~~396~~996.7350 Prepayment Penalty Paid Count 3732 Special Servicing Fee 0.00

Additional Reporting - Deal Level Informational Reporting Credit Enhancement Percentage 2425.~~977617~~434683% Cumulative Loss Percentage 0.000000% Stepdown Date NO Structural Reporting Net Monthly Excess Cash Flow 21,~~040~~992,~~745~~514.4388 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% Delinquency Trigger Event Trigger Result Pass Threshold Value 8.~~292572~~444318% Calculated Value 12.~~266334~~662264% Trigger Event Trigger Result ~~N/A~~Pass

Delinquency Status - OTS Delinquency Calculation Method DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 04 01 0 05 0600,108.0033 0124,910.0031 0.00 0725,018.0064 30 Days ~~176~~181 0 0 0 ~~176~~181 3435,~~384~~541,~~393~~979.0378 0.00 0.00 0.00 3435,~~384~~541,~~393~~979.0378 60 Days 6780 31 923 0 79104 14,~~817~~658,~~904~~297.3579 ~~453~~261,~~817~~020.0085 14,~~814~~937,~~913~~831.1171 0.00 1719,~~086~~857,~~634~~150.4635 90 Days 1920 2 1835 0 3957 34,~~335~~871,~~351~~479.0830 ~~772~~156,~~226~~817.5400 58,~~433~~178,~~501~~145.9439 0.00 913,~~541~~206,~~079~~441.5669 120 Days 09 04 217 0 2 032 1,408,576.0003 0984,420.0050 ~~771~~4,~~602~~909,442.7298 0356,305.0079 ~~771~~7,~~602~~658,745.7230 150 Days 0 0 02 0 02 0.00 0.00 0771,602.0072 0.00 0771,602.0072 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals ~~262~~290 511 2978 02 ~~296~~381 5256,~~537~~480,~~648~~332.4690 12,~~226~~002,~~043~~366.5468 818,~~020~~921,~~017~~933.7711 0356,305.0079 6177,~~783~~760,~~709~~938.7748 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.~~000000~~080321% 0.~~000000~~020080% 0.000000% 0.~~000000~~100402% 0.~~000000~~060823% 0.~~000000~~012660% 0.000000% 0.~~000000~~073483% 30 Days 3.~~478948~~634538% 0.000000% 0.000000% 0.000000% 3.~~478948~~634538% 3.~~422473~~602282% 0.000000% 0.000000% 0.000000% 3.~~422473~~602282% 60 Days 1.~~324372~~606426% 0.~~059300~~020080% 0.~~177901~~461847% 0.000000% 12.~~561573~~088353% 1.~~474910~~485661% 0.~~045171~~026455% 0.~~180649~~500463% 0.000000% 12.~~700730~~012579% 90 Days 0.~~375568~~401606% 0.~~039534~~040161% 0.~~355802~~702811% 0.000000% 01.~~770903~~144578% 0.~~331986~~493738% 0.~~076864~~015894% 0.~~540827~~828879% 0.000000% 01.~~949678~~338511% 120 Days 0.~~000000~~180723% 0.~~000000~~080321% 0.~~039534~~341365% 0.~~000000~~040161% 0.~~039534~~642570% 0.~~000000~~142763% 0.~~000000~~099774% 0.~~076802~~497586% 0.~~000000~~036113% 0.~~076802~~776236% 150 Days 0.000000% 0.000000% 0.~~000000~~040161% 0.000000% 0.~~000000~~040161% 0.000000% 0.000000% 0.~~000000~~078204% 0.000000% 0.~~000000~~078204% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 5.~~178889~~823293% 0.~~098834~~220884% 01.~~573236~~566265% 0.~~000000~~040161% 57.~~850959~~650602% 5.~~229370~~724445% 0.~~122035~~202946% 01.~~798278~~917793% 0.~~000000~~036113% 67.~~149683~~881296% 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,~~135~~293,~~544~~953.0377

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 02 0 0 02 0276,932.0042 0.00 0.00 0276,932.0042 30 Days 7975 0 0 0 7975 14,~~294~~541,~~818~~686.3846 0.00 0.00 0.00 14,~~294~~541,~~818~~686.3846 60 Days 3539 31 314 0 4154 65,~~387~~691,~~389~~519.4422 ~~453~~261,~~817~~020.0085 ~~480~~2,~~230~~490,589.3698 0.00 78,~~321~~443,~~436~~130.8005 90 Days 8 02 518 0 1328 1,~~171~~608,~~542~~480.8840 0156,817.00 ~~846~~3,~~802~~291,347.5520 0.00 25,~~018~~056,~~345~~644.4360 120 Days 02 01 04 02 09 0106,950.0059 032,928.0034 0761,664.0042 0356,305.0079 01,257,849.0014 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals ~~122~~124 36 836 02 ~~133~~168 21,~~853~~948,~~750~~636.7067 ~~453~~727,~~817~~698.0061 16,~~327~~543,~~032~~601.9160 0356,305.0079 2329,~~634~~576,~~600~~242.6167 0-29 Days 0.~~000000~~078989% 0.000000% 0.000000% 0.~~000000~~078989% 0.~~000000~~059901% 0.000000% 0.000000% 0.~~000000~~059901% 30 Days 32.~~058459~~962085% 0.000000% 0.000000% 0.000000% 32.~~058459~~962085% 3.~~029062~~145402% 0.000000% 0.000000% 0.000000% 3.~~029062~~145402% 60 Days 1.~~355014~~540284% 0.~~116144~~039494% 0.~~116144~~552923% 0.000000% 12.~~587302~~132701% 1.~~353483~~231090% 0.~~096163~~056459% 0.~~101760~~538721% 0.000000% 1.~~551407~~826270% 90 Days 0.~~309717~~315956% 0.~~000000~~078989% 0.~~193573~~710900% 0.000000% 01.~~503291~~105845% 0.~~248249~~347918% 0.~~000000~~033920% 0.~~179437~~711926% 0.000000% 01.~~427686~~093765% 120 Days 0.~~000000~~078989% 0.~~000000~~039494% 0.~~000000~~157978% 0.~~000000~~078989% 0.~~000000~~355450% 0.~~000000~~023134% 0.~~000000~~007122% 0.~~000000~~164750% 0.~~000000~~077070% 0.~~000000~~272076% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 4.~~723190~~897314% 0.~~116144~~236967% 01.~~309717~~421801% 0.~~000000~~078989% 56.~~149051~~635071% 4.~~630794~~747544% 0.~~096163~~157403% 01.~~281197~~415397% 0.~~000000~~077070% 56.~~008155~~397414% 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 02 01 0 03 0323,175.0091 0124,910.0031 0.00 0448,086.0022 30 Days 97106 0 0 0 97106 2021,~~089~~000,~~574~~293.6532 0.00 0.00 0.00 2021,~~089~~000,~~574~~293.6532 60 Days 3241 0 69 0 3850 8,~~430~~966,~~514~~778.9157 0.00 12,~~334~~447,~~682~~241.7573 0.00 911,~~765~~414,~~197~~020.6630 90 Days 1112 20 1317 0 2629 23,~~163~~262,~~808~~998.2090 ~~772,226~~0.5400 4,~~586~~886,~~699~~798.3919 0.00 78,~~522~~149,~~734~~797.1309 120 Days 07 03 213 0 223 01,301,625.0044 0951,492.0016 ~~771~~4,~~602~~147,778.7256 0.00 ~~771~~6,~~602~~400,896.7216 150 Days 0 0 02 0 02 0.00 0.00 0771,602.0072 0.00 0771,602.0072 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals ~~140~~166 25 2142 0 ~~163~~213 3034,~~683~~531,~~897~~696.7623 ~~772~~1,~~226~~274,668.5407 612,~~692~~378,~~984~~331.8651 0.00 3848,~~149~~184,~~109~~695.1681 0-29 Days 0.~~000000~~081699% 0.~~000000~~040850% 0.000000% 0.~~000000~~122549% 0.~~000000~~061635% 0.~~000000~~023823% 0.000000% 0.~~000000~~085458% 30 Days 34.~~917609~~330065% 0.000000% 0.000000% 0.000000% 34.~~917609~~330065% 34.~~770971~~005121% 0.000000% 0.000000% 0.000000% 34.~~770971~~005121% 60 Days 1.~~292407~~674837% 0.000000% 0.~~242326~~367647% 0.000000% 12.~~534733~~042484% 1.~~582474~~710120% 0.000000% 0.~~250530~~466731% 0.000000% 12.~~833004~~176852% 90 Days 0.~~444265~~490196% 0.~~080775~~000000% 0.~~525040~~694444% 0.000000% 1.~~050081~~184641% 0.~~406164~~622311% 0.~~144953~~000000% 0.~~860960~~931997% 0.000000% 1.~~412076~~554308% 120 Days 0.~~000000~~285948% 0.~~000000~~122549% 0.~~080775~~531046% 0.000000% 0.~~080775~~939542% 0.~~000000~~248243% 0.~~000000~~181466% 0.~~144836~~791053% 0.000000% 01.~~144836~~220762% 150 Days 0.000000% 0.000000% 0.~~000000~~081699% 0.000000% 0.~~000000~~081699% 0.000000% 0.000000% 0.~~000000~~147158% 0.000000% 0.~~000000~~147158% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 56.~~654281~~781046% 0.~~080775~~204248% 01.~~848142~~715686% 0.000000% 68.~~583199~~700980% 56.~~759609~~585794% 0.~~144953~~243101% 12.~~256326~~360763% 0.000000% 79.~~160888~~189658% Please refer to CTSLink.com for a list of delinquency code descriptions.

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO ~~Detail~~History* -New ~~All~~REO ~~Mortgage~~Loans Month REO Percentage Loans in REO ~~during~~2 Jul-06 0.000% Original Principal Balance 356,320.00 Aug-06 0.000% Current ~~Period~~Actual ~~Summary~~Balance 356,305.79 Sep-06 No0.000% Oct-06 0.000% Current REO ~~Information~~Total toNov-06 0.000% Loans in REO 2 Dec-06 0.000% Original Principal Balance 356,320.00 Jan-07 0.000% Current Actual Balance 356,305.79 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.000% Jun-07 0.036% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 Jul-06 No0.000% Original Principal Balance 62,000.00 Aug-06 0.000% Current Actual Balance 61,985.79 Sep-06 0.000% Oct-06 0.000% Current REO ~~Information~~Total toNov-06 0.000% Loans in REO 1 Dec-06 0.000% Original Principal Balance 62,000.00 Jan-07 0.000% Current Actual Balance 61,985.79 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.000% Jun-07 0.077% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. Group II - No REO Information to report this period.

REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance NoGroup ~~REO~~I ~~Loans~~0061032190 ~~this~~Jun-2007 ~~Period~~01-Dec-2006 MD 80.00 294,320.00 Group I 0609199293 Jun-2007 01-Dec-2006 MD 20.00 62,000.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest NoGroup ~~REO~~I ~~Loans~~0061032190 ~~this~~294,320.00 ~~Period~~01-Dec-2006 4 8.090% 7,446.32 Group I 0609199293 61,985.79 01-Dec-2006 4 12.990% 2,578.99

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2953 ~~Jun~~Jul-06 0.000% Original Principal Balance 812,~~024~~220,~~784~~790.00 ~~Jul~~Aug-06 0.000% Current Actual Balance 812,~~020~~206,~~017~~922.7705 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Foreclosure Total ~~Oct~~Nov-06 0.000% Loans in Foreclosure 2978 ~~Nov~~Dec-06 0.000% Original Principal Balance 818,~~024~~939,~~784~~474.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 818,~~020~~921,~~017~~933.7711 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% ~~Apr~~May-07 0.~~000~~798% ~~May~~Jun-07 01.~~798~~918% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group I 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 15 ~~Jun~~Jul-06 0.000% Original Principal Balance ~~100~~931,~~700~~600.00 ~~Jul~~Aug-06 0.000% Current Actual Balance ~~100~~930,~~533~~240.0374 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Foreclosure Total ~~Oct~~Nov-06 0.000% Loans in Foreclosure 16 ~~Nov~~Dec-06 0.000% Original Principal Balance ~~100~~1,~~700~~032,300.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance ~~100~~1,~~533~~030,773.0377 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% ~~Apr~~May-07 0.~~000~~281% ~~May~~Jun-07 01.~~281~~415% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group II 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 35 ~~Jun~~Jul-06 0.000% Original Principal Balance 1784,~~208,~~400.00 ~~Jul~~Aug-06 0.000% Current Actual Balance 1783,~~207,801~~511.5694 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Foreclosure Total ~~Oct~~Nov-06 0.000% Loans in Foreclosure 37 ~~Nov~~Dec-06 0.000% Original Principal Balance 1,~~208~~564,400.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 1,~~207~~563,~~801~~371.5620 ~~Jan-07 0.000%~~ Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 1.256% Jun-07 2.361% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Group I ~~0060940840~~0060926342 ~~May~~Jun-2007 01-Nov-2006 SC 80.00 61,600.00 Group I 0061031065 Jun-2007 01-Dec-2006 ILMO 85.00 130,900.00 Group I 0061072282 Jun-2007 01-Nov-2006 OH 80.00 74,320.00 Group I 0154727713 Jun-2007 01-Oct-2006 MI 90.00 94113,~~500~~400.00 Group I 0154730279 Jun-2007 01-Oct-2006 MI 90.00 81,000.00 Group I 0154733158 Jun-2007 01-Oct-2006 MI 90.00 102,060.00 Group I 0154735369 Jun-2007 01-Oct-2006 MI 90.00 134,100.00 Group I 0154738835 Jun-2007 01-Oct-2006 MI 90.00 88,200.00 Group I 0155322787 Jun-2007 01-Nov-2006 NC 80.00 76,000.00 Group I 0155547599 Jun-2007 01-Nov-2006 MN 95.00 209,000.00 Group I 0155557465 May-2007 01-Nov-2006 WI 95.00 100,700.00 Group I 0155707011 Jun-2007 01-Dec-2006 CA 95.00 380,000.00 Group I 0291007765 May-2007 01-Nov-2006 MI 80.28 315,000.00 Group I 0511050132 Jun-2007 01-Oct-2006 CA 70.00 136,500.00 Group I 0551020227 May-2007 01-Nov-2006 OK 79.46 58,034.00 Group I 0608176151 Jun-2007 01-Dec-2006 FL 90.00 324,000.00 Group I 0609110354 Jun-2007 01-Nov-2006 NY 74.14 205,000.00 Group I 0609201674 Jun-2007 01-Nov-2006 KY 90.00 148,500.00 Group I 0609212948 Jun-2007 01-Dec-2006 IL 90.00 251,910.00 Group I 0609224284 May-2007 01-Dec-2006 NY 95.00 279,300.00 Group I 0609224523 May-2007 01-Dec-2006 CO 80.00 168,000.00 Group I 0609224673 Jun-2007 01-Nov-2006 IL 90.00 414,000.00 Group I 0609254928 May-2007 01-Dec-2006 FL 79.61 82,000.00 Group I 0609269103 May-2007 01-Dec-2006 AZ 80.00 230,400.00 Group I 0609271168 Jun-2007 01-Dec-2006 MD 85.00 221,000.00 Group I 0609271514 Jun-2007 01-Dec-2006 MD 64.00 160,000.00 Group I 0609283899 Jun-2007 01-Dec-2006 ND 80.00 68,800.00 Group I 0610026302 Jun-2007 01-Dec-2006 NY 62.60 385,000.00 Group I 0610053289 Jun-2007 01-Dec-2006 CT 85.00 261,800.00 Group I 0610054062 Jun-2007 01-Dec-2006 ME 89.52 188,000.00 Group I 0610123147 Jun-2007 01-Dec-2006 IL 85.00 76,500.00 Group I 0610123653 Jun-2007 01-Dec-2006 AZ 75.00 177,750.00 Group I 0610135517 Jun-2007 01-Dec-2006 WA 85.00 178,500.00 Group I 0610181683 Jun-2007 01-Dec-2006 NJ 74.72 269,000.00 Group I 0861003088 Jun-2007 01-Oct-2006 FL 90.00 207,000.00 Group I 0861003123 Jun-2007 01-Oct-2006 FL 90.00 194,400.00 Group II 0011605664 May-2007 01-Sep-2006 CA 80.00 512,000.00 Group II 0011640676 May-2007 01-Oct-2006 CA 80.00 237,600.00 Group II 0011659336 May-2007 01-Oct-2006 CA 80.00 202,400.00 Group II 0060831760 May-2007 01-Nov-2006 FL 80.00 407,200.00 Group II 0060926050 May-2007 01-Dec-2006 CA 80.00 260,000.00 Group II 0060926266 Jun-2007 01-Nov-2006 FL 85.00 212,500.00 Group II 0060928908 May-2007 04-Nov-2006 NC 80.00 74,000.00 Group II 0060937000 Jun-2007 03-Nov-2006 IN 80.00 71,200.00 Group II 0060938930 Jun-2007 01-Dec-2006 MI 79.34 192,000.00 Group II 0060980760 May-2007 01-Dec-2006 NY 85.00 637,500.00 Group II 0060981140 May-2007 01-Dec-2006 NJ 80.00 444,000.00 Group II 0061027020 Jun-2007 01-Dec-2006 CA 78.71 610,000.00 Group II 0061036319 May-2007 01-Dec-2006 KS 80.00 256,000.00 Group II 0068753284 May-2007 01-Nov-2006 MN 95.00 142,500.00 Group II ~~0154303994~~0154902712 May-2007 01-Nov-2006 MAFL 90.00 ~~428~~585,~~400~~000.00 Group II ~~0154902712~~0155264526 ~~May~~Jun-2007 01-Nov-2006 FLCA 9095.00 ~~585~~286,~~000~~900.00 Group II ~~0155405848~~0155542897 ~~May~~Jun-2007 01-Nov-2006 NJMD 95.00 ~~304~~287,~~000~~850.00 Group II 0155788243 May-2007 01-Dec-2006 FL 90.00 346,500.00 Group II 0607194394 Jun-2007 01-Sep-2006 CA 100.00 340,000.00 Group II 0608028268 May-2007 01-Nov-2006 CA 95.00 289,750.00 Group II ~~0608072180~~0608039663 ~~May~~Jun-2007 01-Oct-2006 NYAZ 92.68 570,000.00 Group II 0608187183 Jun-2007 01-Oct-2006 IL 80.00 ~~479~~276,~~200~~000.00 Group II 0609053294 Jun-2007 01-Nov-2006 FL 100.00 330,000.00 Group II 0609077050 Jun-2007 01-Nov-2006 FL 100.00 325,000.00 Group II 0609088025 Jun-2007 01-Nov-2006 FL 100.00 397,000.00 Group II 0609110640 Jun-2007 01-Dec-2006 CA 90.00 144,900.00 Group II 0609156227 May-2007 01-Dec-2006 IL 80.00 292,000.00 Group II 0609188508 May-2007 01-Nov-2006 OH 100.00 76,000.00 Group II 0609212302 Jun-2007 01-Nov-2006 TX 100.00 208,000.00 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 80,300.00 Group II 0609294485 Jun-2007 01-Dec-2006 LA 95.00 97,850.00 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 75.00 517,500.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Group I ~~0060940840~~0060926342 9461,~~444~~484.9586 01-~~Dec~~Jan-~~2006~~2007 3 8.~~690~~440% 1,~~931~~624.4099 Group I 0061031065 130,753.14 01-Jan-2007 3 8.890% 3,652.53 Group I 0061072282 74,281.56 01-Feb-2007 2 10.700% 2,574.58 Group I 0154727713 113,131.09 01-Feb-2007 2 9.750% 3,532.75 Group I 0154730279 80,797.57 01-Feb-2007 2 9.500% 2,455.70 Group I 0154733158 101,804.98 01-Feb-2007 2 9.500% 3,094.19 Group I 0154735369 133,782.02 01-Feb-2007 2 9.750% 4,177.61 Group I 0154738835 87,979.59 01-Feb-2007 2 9.500% 2,673.98 Group I 0155322787 75,908.78 01-Feb-2007 2 7.875% 1,896.85 Group I 0155547599 208,607.54 01-Jan-2007 3 8.375% 5,553.96 Group I 0155557465 100,533.03 01-Dec-2006 34 8.250% 12,~~975~~632.3694 Group I 0155707011 379,659.19 01-Feb-2007 2 7.875% 9,487.15 Group I 0291007765 314,~~639~~274.9662 01-~~Dec~~Feb-~~2006~~2007 32 8.800% 68,~~674~~896.4056 Group I 0511050132 136,354.15 01-Feb-2007 2 9.050% 3,975.69 Group I 0551020227 57,980.76 01-Dec-2006 34 9.850% 1,~~382~~842.3569 Group I 0608176151 323,946.78 01-Dec-2006 4 9.875% 10,118.67 Group I 0609110354 204,580.37 01-Jan-2007 3 7.950% 5,073.33 Group I 0609201674 148,219.73 01-Jan-2007 3 8.350% 3,873.41 Group I 0609212948 251,658.85 01-Jan-2007 3 9.850% 7,836.00 Group I 0609224284 279,203.85 01-Dec-2006 34 7.359% 46,~~784~~377.3240 Group I 0609224523 167,984.94 01-Jan-2007 23 7.490% 3,914.08 Group I 0609224673 413,691.73 01-Feb-2007 2 9.500% 12,~~935~~408.5638 Group I 0609254928 81,925.56 01-Jan-2007 23 9.899% 12,~~923~~564.8635 Group I 0609269103 230,319.86 01-Jan-2007 23 9.700% 7,060.61 Group I 0609271168 220,781.72 01-Jan-2007 3 9.500% 6,616.77 Group I 0609271514 159,819.92 01-Jan-2007 3 8.875% 4,456.52 Group I 0609283899 68,730.16 01-Jan-2007 3 10.125% 2,203.14 Group I 0610026302 384,480.55 01-Jan-2007 3 7.990% 9,585.99 Group I 0610053289 261,674.57 01-Jan-2007 3 8.625% 7,083.57 Group I 0610054062 187,808.36 01-Jan-2007 3 9.350% 5,~~296~~534.0958 Group I 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 2 7.990% 4,451.37 Group I 0610181683 268,741.73 01-Jan-2007 3 9.750% 8,278.27 Group I 0861003088 206,576.91 01-Feb-2007 2 10.450% 6,984.75 Group I 0861003123 194,002.68 01-Feb-2007 2 10.450% 6,559.59 Group II 0011605664 511,602.72 01-Nov-2006 45 8.375% 1013,~~061~~413.4950 Group II 0011640676 237,160.18 01-Dec-2006 34 8.445% 46,~~701~~266.6687 Group II 0011659336 202,208.88 01-Dec-2006 34 7.695% 34,~~633~~844.7217 Group II 0060831760 407,200.00 01-Dec-2006 34 7.490% 79,~~115~~487.8276 Group II 0060926050 260,000.00 01-Nov-2006 45 8.840% 57,~~421~~228.00 Group II 0060926266 212,356.14 01-Jan-2007 3 8.840% 5,900.78 Group II 0060928908 73,868.38 04-Jan-2007 23 8.640% 12,~~502~~002.3147 Group II 0060937000 71,100.99 03-Jan-2007 3 9.820% 2,207.29 Group II 0060938930 191,895.99 01-Dec-2006 4 9.040% 5,453.59 Group II 0060980760 637,500.00 01-Dec-2006 34 7.340% 1014,~~901~~535.2500 Group II 0060981140 444,000.00 01-Dec-2006 34 9.230% 12,920.40 Group II 0061027020 609,757.17 01-Jan-2007 3 9.250% 17,~~690~~777.3035 Group II 0061036319 255,797.49 01-Dec-2006 34 7.180% 45,~~264~~683.9717 Group II 0068753284 142,359.26 01-Dec-2006 34 9.500% 34,~~242~~322.6644 Group II ~~0154303994~~0154902712 ~~427~~585,~~942~~000.3000 01-Dec-2006 34 98.~~125~~625% 916,~~345~~087.9152 Group II ~~0154902712~~0155264526 ~~585~~286,~~000~~790.0092 01-~~Dec~~Feb-~~2006~~2007 32 89.~~625~~125% 128,~~065~~364.6476 Group II ~~0155405848~~0155542897 ~~303~~287,~~639~~591.7387 01-~~Dec~~Feb-~~2006~~2007 32 8.~~625~~875% 68,~~251~~145.2164 Group II 0155788243 346,255.44 01-Dec-2006 34 7.750% 68,~~370~~490.3773 Group II 0607194394 340,000.00 01-Jan-2007 3 9.500% 10,200.00 Group II 0608028268 289,532.59 01-Jan-2007 23 8.490% 57,~~781~~707.26 Group II 0608039663 569,681.43 01-Jan-2007 3 10.500% 18,983.98 Group II ~~0608072180~~0608187183 ~~478~~275,~~560~~189.1126 01-Jan-2007 23 7.600% 6,503.00 Group II 0609053294 329,754.26 01-Feb-2007 2 9.500% 9,889.78 Group II 0609077050 324,232.08 01-Feb-2007 2 8.675% 8,~~371~~827.0029 Group II 0609088025 396,281.76 01-Jan-2007 3 8.625% 10,719.54 Group II 0609110640 144,726.24 01-Jan-2007 3 8.590% 3,898.61 Group II 0609156227 291,859.02 01-Jan-2007 23 8.599% 57,~~907~~875.4733 Group II 0609188508 75,898.06 01-Jan-2007 3 9.990% 2,398.70 Group II 0609212302 207,698.65 01-Jan-2007 3 9.625% 6,311.24 Group II 0609213201 119,783.37 01-Feb-2007 2 8.599% 3,232.54 Group II 0609268632 251,854.72 01-Jan-2007 3 7.990% 16,~~799~~283.5835 Group II 0609282373 80,246.99 01-Dec-2006 34 11.375% 2,~~180~~906.23 Group II 0609294485 97,681.25 01-Feb-2007 2 8.790% 2,696.89 Group II 0610038695 299,250.00 01-Feb-2007 2 8.375% 7,855.32 Group II 0610039294 549,410.61 01-Feb-2007 2 7.250% 12,355.01 Group II 0610053182 399,693.45 01-Jan-2007 3 6.990% 8,639.97 Group II 0610054161 100,765.21 01-Dec-2006 4 11.150% 3,573.66 Group II 0610110701 124,~~964~~910.5931 01-~~Jan~~Apr-2007 20 10.375% 2,055.65 Group II 0610110755 413,666.74 01-Jan-2007 3 6.625% 8,~~084~~430.4650 Group II 0610136063 152,747.37 01-Feb-2007 2 9.000% 4,325.41 Group II 0610170038 263,633.59 01-Jan-2007 3 7.850% 6,451.01 Group II 0610182033 517,389.12 01-Dec-2006 34 8.990% 1014,~~976~~633.8032

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 47 ~~Jun~~Jul-06 0.000% Original Principal Balance ~~929~~1,~~940~~075,815.00 ~~Jul~~Aug-06 0.000% Current Actual Balance ~~929~~1,~~043~~073,323.5414 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Bankruptcy Total ~~Oct~~Nov-06 0.000% Loans in Bankruptcy 511 ~~Nov~~Dec-06 0.000% Original Principal Balance 12,~~226~~005,~~940~~755.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 12,~~226~~002,~~043~~366.5468 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.~~000~~029% ~~Apr~~May-07 0.~~029~~122% ~~May~~Jun-07 0.~~122~~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 ~~Jun~~Jul-06 0.000% Original Principal Balance 6132,~~750~~980.00 ~~Jul~~Aug-06 0.000% Current Actual Balance 6132,~~714~~928.3334 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Bankruptcy Total ~~Oct~~Nov-06 0.000% Loans in Bankruptcy 1 ~~Nov~~Dec-06 0.000% Original Principal Balance 6132,~~750~~980.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 6132,~~714~~928.3334 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.~~000~~062% ~~Apr~~May-07 0.~~062~~096% ~~May~~Jun-07 0.~~096~~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 21 ~~Jun~~Jul-06 0.000% Original Principal Balance ~~772~~179,~~990~~550.00 ~~Jul~~Aug-06 0.000% Current Actual Balance ~~772~~179,~~226~~265.5462 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Bankruptcy Total ~~Oct~~Nov-06 0.000% Loans in Bankruptcy 21 ~~Nov~~Dec-06 0.000% Original Principal Balance ~~772~~179,~~990~~550.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance ~~772~~179,~~226~~265.5462 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% ~~Apr~~May-07 0.~~000~~145% ~~May~~Jun-07 0.~~145~~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 ~~0610108638~~0155647951 ~~Apr~~Jun-2007 01-~~Dec~~Nov-2006 VACO 9095.00 ~~297~~261,~~000~~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 (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest Group I 0051069582 32,928.34 01-Dec-2006 4 9.310% 987.12 Group I 0051070076 95,102.67 01-Jan-2007 23 11.250% 23,~~601~~468.6120 Group I 0155089048 118,724.55 01-May-2007 0 8.750% 1,657.70 Group I 0155220148 61,714.33 01-Jan-2007 23 9.375% 1,~~388~~850.0352 Group I ~~0610108638~~0155647951 ~~297~~261,~~000~~020.0085 01-~~Jan~~Feb-2007 2 8.950% 7,458.~~625~~35 Group I 0609201241 158,207.87 01-Apr-2007 0 9.250% 52,~~290~~306.3296 Group II 0051068438 322,472.23 01-Dec-2006 34 9.050% 79,~~042~~387.2601 Group II 0060934370 238,039.17 12-Apr-2007 0 8.090% 3,012.23 Group II 0581012324 449,754.31 01-Dec-2006 34 9.700% 1014,~~563~~083.5443 Group II 0608188088 179,265.62 01-Dec-2006 4 9.200% 5,190.93 Group II 0608298887 85,136.74 01-Apr-2007 0 9.925% 1,337.04

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 3951 69,~~857~~411,~~870~~040.00 69,~~842~~382,~~889~~304.2287 0 0.00 0.00 Group II 3128 68,~~809~~229,~~866~~370.00 68,~~794~~200,~~508~~407.1190 120 ~~1,629,000~~0.00 ~~1,629,000~~0.00 Total 7079 1317,~~667~~640,~~736~~410.00 1317,~~637~~582,~~397~~712.3377 120 ~~1,629,000~~0.00 ~~1,629,000~~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 6415,~~829~~142.8633 Group II 0 0.00 0.00 0 0.00 0.00 2912,~~287~~174.3545 Total 0 0.00 0.00 0 0.00 0.00 9427,~~117~~316.2178

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group I ~~0061036054~~0060770690 MDNJ 80.00 0113-~~Dec~~Oct-2006 ~~210~~93,~~320~~280.00 ~~209~~92,~~996~~729.29 Group I ~~0155340227~~0155244502 MNAZ 9095.00 01-Nov-2006 ~~130~~342,~~500~~000.00 ~~130~~340,~~140~~504.8162 Group I ~~0511050594~~0155477011 NVWI 8090.00 01-Nov-2006 ~~170~~45,~~800~~000.00 ~~170~~44,~~590~~831.9762 Group I ~~0608151965~~0371037378 PAFL 9085.00 01-Oct-2006 ~~231~~179,~~750~~350.00 ~~231~~178,~~342~~739.4798 Group I ~~0608221351~~0371038658 VAFL ~~100~~63.0052 01-Nov-2006 78155,000.00 77154,~~607~~095.6582 Group I ~~0609053635~~0607259850 NJIL ~~100~~90.00 01-~~Nov~~Oct-2006 ~~350~~148,~~000~~500.00 ~~349~~148,~~313~~297.6331 Group I ~~0609145620~~0608072709 IL 9070.00 01-~~Dec~~Oct-2006 ~~232~~77,~~200~~000.00 ~~231~~76,~~332~~210.1071 Group I ~~0609156927~~0608152981 VACA 7472.8690 01-~~Nov~~Oct-2006 ~~129~~390,~~500~~000.00 ~~129~~389,~~286~~199.7712 Group I ~~0609200757~~0608163476 ILNY 8079.0037 01-~~Dec~~Oct-2006 ~~228~~200,000.00 ~~227~~199,~~586~~259.6911 Group I ~~0609200758~~0608309915 IL 2064.0014 01-~~Dec~~Nov-2006 57218,000.00 56217,~~822~~469.0598 Group I ~~0609212166~~0609012126 NYIN 56100.00 01-~~Dec~~Nov-2006 ~~252~~200,000.00 ~~251~~199,~~468~~083.6991 Group I ~~0609212518~~0609076889 NJIL ~~100~~90.00 01-~~Dec~~Nov-2006 ~~150~~306,000.00 ~~149~~304,~~384~~616.6872 Group I ~~0609213395~~0609088175 NYWV 73.3317 01-Dec-2006 ~~275~~150,000.00 ~~274~~149,~~712~~387.7354 Group I ~~0609223698~~0609088659 GAIL ~~100~~51.0022 01-~~Dec~~Nov-2006 90210,~~600~~000.00 90209,~~354~~480.3558 Group I ~~0609254988~~0609121563 MIMD 6756.0006 01-~~Dec~~Nov-2006 67185,000.00 66184,~~822~~112.6097 Group I ~~0609255842~~0609133145 AZNC 6167.0064 01-~~Dec~~Nov-2006 ~~147~~186,000.00 ~~146~~185,~~398~~421.0888 Group I ~~0609256566~~0609145317 NYMD 6790.4500 01-~~Dec~~Nov-2006 ~~371~~138,~~000~~960.00 ~~369~~138,~~657~~749.2450 Group I ~~0609256824~~0609145704 CAWA 8467.8550 01-~~Dec~~Nov-2006 ~~280~~135,000.00 ~~278~~134,~~588~~795.9507 Group I ~~0609270006~~0609157119 NYNJ 8069.0089 01-~~Dec~~Nov-2006 95260,~~200~~000.00 94259,~~836~~637.6685 Group I ~~0609279777~~0609199301 FLLA 6592.0043 01-~~Dec~~Nov-2006 71171,~~500~~000.00 71170,~~304~~305.1275 Group I ~~0609294693~~0609201612 NYMD 9054.0041 01-~~Dec~~Nov-2006 ~~315~~185,000.00 ~~313~~184,~~707~~040.8997 Group I ~~0610026653~~0609201688 ORMD 7967.7751 01-Dec-2006 ~~138~~133,000.00 ~~137~~132,~~457~~707.3372 Group I ~~0610027020~~0609212656 UTNV 9058.0018 01-Dec-2006 ~~126~~160,000.00 ~~125~~159,~~822~~455.8794 Group I ~~0610027547~~0609212706 ORNC 78100.3400 01-~~Dec~~Nov-2006 ~~170~~230,000.00 ~~169~~229,~~632~~526.2802 Group I ~~0610039310~~0609223746 NYIL 2975.4819 01-Dec-2006 ~~171~~304,~~000~~500.00 ~~170~~303,~~367~~846.2940 Group I ~~0610041690~~0609223921 NVIL 85.00 01-~~Dec~~Nov-2006 ~~221~~216,~~000~~750.00 ~~220~~216,~~999~~417.9908 Group I ~~0610041695~~0609267211 MNNJ 8582.00 01-Dec-2006 ~~111~~352,~~350~~600.00 ~~111~~351,~~005~~707.1732 Group I ~~0610108701~~0609267838 NJMD 2979.3022 01-Dec-2006 80161,~~000~~600.00 79161,~~446~~328.1881 Group I ~~0610110463~~0609268634 ILIA 85.00 01-Dec-2006 ~~223~~117,~~550~~300.00 ~~223~~116,~~316~~918.4828 Group I ~~0610123274~~0609268931 ILFL 7137.4886 01-Dec-2006 ~~289~~145,~~500~~000.00 ~~289~~144,~~036~~644.0209 Group I ~~0610123861~~0609271606 ILNY 6835.0481 01-Dec-2006 66154,000.00 65153,~~813~~615.7263 Group I ~~0610135192~~0609283055 FLNJ 69100.4400 01-Dec-2006 ~~200~~350,000.00 ~~199~~350,~~726~~000.9900 Group I ~~0610136380~~0609283723 IANY 9082.0037 01-Dec-2006 ~~108~~313,000.00 ~~107~~312,~~870~~538.5659 Group I ~~0610168988~~0609283811 AZCA 7452.4738 01-Dec-2006 ~~175~~110,000.00 ~~174~~109,~~222~~558.4846 Group I ~~0610170200~~0610025805 VAMD 6178.5468 01-Dec-2006 ~~120~~155,000.00 ~~119~~154,~~879~~272.2801 Group I ~~0610179525~~0610026753 NJ 8078.0016 01-Dec-2006 ~~177~~136,~~600~~000.00 ~~177~~133,~~229~~224.1335 Group I ~~0610181856~~0610027047 NYIN 4175.2029 01-Dec-2006 ~~171~~64,000.00 ~~170~~63,~~144~~749.9771 Group I ~~0610206706~~0610038291 NJMD 4575.4500 01-Dec-2006 ~~100~~202,~~000~~500.00 99202,~~728~~086.3590 Group I ~~0610240599~~0610039117 NVIL 8275.3400 01-Dec-2006 ~~277~~258,~~500~~750.00 ~~277~~257,~~114~~736.4502 Group III ~~0051067287~~0610040272 LAAL 2083.0097 01-~~Aug~~Dec-2006 25131,~~800~~000.00 25127,~~750~~990.4528 Group III ~~0060820814~~0610040892 WAMD 9075.0019 01-Dec-2006 76200,~~500~~000.00 76199,~~257~~513.1986 Group III ~~0060909770~~0610052759 NMIL 8546.0080 01-Dec-2006 ~~208~~117,~~250.00 207,638.23 Group II 0060930552 VA 80.66 24-Nov-2006 342,~~000.00 ~~340~~116,~~782~~562.7793 Group III ~~0060930963~~0610110633 IAMI 8775.00 01-Dec-2006 ~~119~~97,~~190~~500.00 ~~118~~97,~~300~~164.0949 Group III ~~0061019460~~0610124498 NCNH 8045.0021 1801-~~Nov~~Dec-2006 ~~343~~236,~~200~~000.00 ~~341~~234,~~581~~948.9401 Group III ~~0061045520~~0610135181 WIFL 7570.00 01-Dec-2006 ~~120~~157,~~000~~500.00 ~~119~~157,~~472~~320.3970 Group III ~~0154408355~~0610170128 CANM 9080.00 01-~~Oct~~Dec-2006 ~~130~~104,~~500~~000.00 ~~130~~103,~~500~~840.0045 Group III ~~0154606594~~0610170294 CANJ 9074.0056 01-~~Oct~~Dec-2006 ~~130~~126,~~500~~750.00 ~~130~~126,~~500~~325.0081 Group III ~~0154609853~~0610194113 CANY 9043.0030 01-~~Oct~~Dec-2006 ~~139~~153,~~500~~700.00 ~~139~~153,~~500~~385.0048 Group III ~~0154610224~~0610194923 CANV 9073.0096 01-~~Oct~~Dec-2006 ~~139~~196,~~500~~000.00 ~~139~~195,~~500~~593.0001 Group III ~~0154611081~~0610206850 CANJ 9045.0090 01-~~Oct~~Dec-2006 ~~130~~140,~~500~~000.00 ~~130~~139,~~500~~294.0077 Group III ~~0154611958~~0610252645 CACO 9085.00 01-~~Oct~~Dec-2006 ~~130~~212,500.00 ~~130~~211,~~500~~767.0097 Group II ~~0154638274~~0060715117 CAGA 90.00 01-Oct-2006 ~~130~~350,~~500~~100.00 ~~130~~347,~~500~~919.0078 Group II ~~0154638548~~0060879890 CANY 9080.00 01-~~Oct~~Nov-2006 ~~139~~217,~~500~~600.00 ~~139~~216,~~500~~128.0053 Group II ~~0154638605~~0060930806 CAOK 90.00 0117-~~Oct~~Nov-2006 ~~139~~75,~~500~~600.00 ~~139~~75,~~500~~278.0044 Group II ~~0154638894~~0060981330 CANY 9070.00 01-~~Oct~~Dec-2006 ~~139~~248,500.00 ~~139~~247,~~500~~640.0008 Group II ~~0154995708~~0060996310 CA 90.00 01-~~Oct~~Nov-2006 ~~139~~362,~~500~~700.00 ~~139~~362,~~500~~700.00 Group II ~~0154996003~~0061016740 CAPA 9080.00 01-~~Oct~~Dec-2006 ~~139~~112,~~500~~000.00 ~~139~~111,~~500~~440.0031 Group II ~~0155087737~~0061032858 KSNC 9086.0067 0118-Nov-2006 ~~162~~130,~~558~~000.00 ~~161~~129,~~954~~485.23 Group II ~~0155640253~~0061099050 WACA 9580.00 01-Dec-2006 ~~469~~576,~~300~~000.00 ~~468~~574,~~709~~278.3146 Group II ~~0155786007~~0068528207 FLGA 80.00 01-~~Dec~~Nov-2006 ~~440~~304,~~000~~720.00 ~~438~~299,~~453~~720.1100 Group II ~~0155875909~~0155362197 VATX 2780.00 01-~~Dec~~Nov-2006 ~~189~~528,000.00 ~~188~~525,~~245~~069.5361 Group II ~~0156059982~~0155591365 VAFL 8490.00 01-~~Dec~~Nov-2006 ~~105~~77,~~000~~400.00 ~~104~~77,~~775~~061.0736 Group II ~~0608255655~~0155607096 TNIL ~~100~~94.0092 01-Nov-2006 54308,~~000~~500.00 53307,~~832~~938.1146 Group II ~~0609012354~~0155842446 OHNJ 9095.00 01-Nov-2006 ~~207~~270,~~900~~750.00 ~~207~~269,~~204~~438.2054 Group II ~~0609012579~~0608016392 GANY 8460.8826 01-~~Nov~~Oct-2006 73455,000.00 72452,~~714~~511.4058 Group II ~~0609064589~~0608119715 FLSC 6679.00 01-~~Dec~~Oct-2006 ~~165~~395,000.00 ~~164~~392,~~589~~373.7952 Group II ~~0609133601~~0608243997 MAVT 5780.5200 01-Nov-2006 ~~325~~159,~~000~~200.00 ~~324~~158,~~520~~387.9162 Group II ~~0609144824~~0608243998 KSVT ~~100~~20.00 01-Nov-2006 ~~325~~39,~~000~~800.00 ~~324~~39,~~484~~700.3004 Group II ~~0609156127~~0608287662 OHWA 9085.00 01-Nov-2006 97680,~~020~~000.00 96679,~~797~~111.4755 Group II ~~0609270815~~0608309933 NJFL 2062.0011 0501-Nov-2006 73177,~~748~~000.00 73176,~~514~~665.1777 Group II ~~0609283555~~0609121803 FL 3170.9800 01-Dec-2006 63147,000.00 62146,~~554~~348.7782 Group II ~~0610027827~~0609212997 CA 3880.5100 01-Dec-2006 ~~258~~500,000.00 ~~258~~500,000.00 Group II ~~0610038486~~0609212998 NJCA 8520.6100 01-Dec-2006 ~~565~~125,000.00 ~~563~~124,~~811~~678.9159 Group II ~~0610040089~~0609224576 MICA 7480.~~29 01-Dec-2006 78,000.~~00 ~~77,849.75 Group II 0610064917 NJ 71.60~~ 01-Dec-2006 ~~196~~511,~~900~~200.00 ~~196~~511,~~900~~200.00 Group II ~~0610096530~~0609224578 FLCA 5520.1400 01-Dec-2006 ~~220~~127,~~000~~800.00 ~~219~~127,~~099~~563.2376 Group II ~~0610108904~~0609271545 ILCA 9085.00 01-Dec-2006 ~~450~~467,~~000~~500.00 ~~449~~464,~~358~~034.1118 Group II ~~0610109378~~0609271774 CA 8070.00 01-Dec-2006 ~~692~~168,000.00 ~~690~~168,~~682~~000.2600 Group II ~~0610111141~~0609283029 ALCA 5745.1445 01-Dec-2006 60175,000.00 59174,~~868~~161.3241 Group II ~~0610170662~~0610041059 OHIL 8090.00 01-Dec-2006 ~~100~~540,000.00 99538,~~588~~281.~~86 Group II 0610206974 AZ 59.57 01-Dec-2006 205,500.00 204,320.33~~77

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group I ~~0061036054~~0060770690 Loan Paid in Full 0 87.~~440~~640% 360 58 Group I ~~0155340227~~0155244502 Loan Paid in Full 0 69.~~950~~125% 360 67 Group I ~~0511050594~~0155477011 Loan Paid in Full 0(1) 9.~~750~~875% 360 67 Group I ~~0608151965~~0371037378 Loan Paid in Full 0 910.~~125~~900% 360 78 Group I ~~0608221351~~0371038658 Loan Paid in Full 03 97.~~250~~700% 360 67 Group I ~~0609053635~~0607259850 Loan Paid in Full 0 810.~~200~~250% 360 68 Group I ~~0609145620~~0608072709 Loan Paid in Full 0 87.~~450~~999% 360 58 Group I ~~0609156927~~0608152981 Loan Paid in Full 0 8.~~750~~900% 360 68 Group I ~~0609200757~~0608163476 Loan Paid in Full ~~(1)~~0 810.~~359~~500% 360 58 Group I ~~0609200758~~0608309915 Loan Paid in Full ~~(1) 12.599% 180 5 Group I 0609212166 Loan Paid in Full~~ 0 7.~~375~~875% 360 57 Group I ~~0609212518~~0609012126 Loan Paid in Full ~~(1)~~2 78.~~990~~899% 360 57 Group I ~~0609213395~~0609076889 Loan Paid in Full 0 9.~~750~~000% 360 57 Group I ~~0609223698~~0609088175 Loan Paid in Full 0 98.~~999~~790% 360 56 Group I ~~0609254988~~0609088659 Loan Paid in Full 0 107.~~250~~850% 360 57 Group I ~~0609255842~~0609121563 Loan Paid in Full ~~(1)~~0 78.~~999~~675% 360 57 Group I ~~0609256566~~0609133145 Loan Paid in Full ~~(1)~~0 810.~~835~~750% 360 57 Group I ~~0609256824~~0609145317 Loan Paid in Full 0 69.~~950~~500% 360 57 Group I ~~0609270006~~0609145704 Loan Paid in Full 0 109.~~500~~490% 360 57 Group I ~~0609279777~~0609157119 Loan Paid in Full 0 9.~~950~~875% 360 57 Group I ~~0609294693~~0609199301 Loan Paid in Full 0 79.~~990~~750% 360 57 Group I ~~0610026653~~0609201612 Loan Paid in Full 0 8.~~200~~290% 360 57 Group I ~~0610027020~~0609201688 Loan Paid in Full 0 87.750% 360 56 Group I ~~0610027547~~0609212656 Loan Paid in Full 0(1) 7.~~250~~129% 360 56 Group I ~~0610039310~~0609212706 Loan Paid in Full 0 8.~~500~~999% 360 57 Group I ~~0610041690~~0609223746 Loan Paid in Full 0 67.~~375~~875% 360 56 Group I ~~0610041695~~0609223921 Loan Paid in Full 0 9.~~379~~450% 360 57 Group I ~~0610108701~~0609267211 Loan Paid in Full ~~(1)~~0 87.~~700~~250% 360 56 Group I ~~0610110463~~0609267838 Loan Paid in Full ~~(1)~~0 98.750% 360 56 Group I ~~0610123274~~0609268634 Loan Paid in Full 0 89.~~300~~950% 360 56 Group I ~~0610123861~~0609268931 Loan Paid in Full 0 97.~~999~~359% 360 56 Group I ~~0610135192~~0609271606 Loan Paid in Full 0 87.~~850~~300% 360 56 Group I ~~0610136380~~0609283055 Loan Paid in Full 0(1) 9.~~290~~990% 360 56 Group I ~~0610168988~~0609283723 Loan Paid in Full 0 79.~~590~~125% 360 56 Group I ~~0610170200~~0609283811 Loan Paid in Full 0 98.~~875~~990% 360 56 Group I ~~0610179525~~0610025805 Loan Paid in Full 0(1) 78.~~375~~100% 360 56 Group I ~~0610181856~~0610026753 Loan Paid in Full 0 68.~~990~~500% ~~360~~180 56 Group I ~~0610206706~~0610027047 Loan Paid in Full 0 9.~~990~~000% 360 56 Group I ~~0610240599~~0610038291 Loan Paid in Full (1) 8.~~790~~010% 360 56 Group III ~~0051067287~~0610039117 Loan Paid in Full ~~(1)~~0 148.~~000~~990% 360 96 Group III ~~0060820814~~0610040272 Loan Paid in Full 0 97.~~290~~999% ~~360~~180 56 Group III ~~0060909770~~0610040892 Loan Paid in Full 0 68.~~140~~750% 360 56 Group III ~~0060930552~~0610052759 Loan Paid in Full 0(1) 89.~~690~~250% 360 56 Group III ~~0060930963~~0610110633 Loan Paid in Full 0(1) 7.~~970~~999% 360 56 Group III ~~0061019460~~0610124498 Loan Paid in Full 0 78.~~290~~359% 360 56 Group III ~~0061045520~~0610135181 Loan Paid in Full 0 89.~~640~~990% 360 56 Group III ~~0154408355~~0610170128 ~~Repurchase~~Loan ~~(2)~~Paid ~~9.875%~~in ~~360~~Full ~~7 Group II 0154606594 Repurchase~~ 0 98.~~875~~990% 360 76 Group III ~~0154609853~~0610170294 ~~Repurchase~~Loan 0Paid ~~9.875%~~in ~~360~~Full ~~7 Group II 0154610224 Repurchase~~ 0 9.~~875~~750% 360 76 Group III ~~0154611081~~0610194113 ~~Repurchase~~Loan Paid in Full 0 97.~~875~~999% 360 76 Group III ~~0154611958~~0610194923 ~~Repurchase~~Loan Paid in Full 0 97.~~875~~990% 360 76 Group III ~~0154638274~~0610206850 ~~Repurchase~~Loan Paid in Full 0 97.~~875~~750% 360 76 Group III ~~0154638548~~0610252645 ~~Repurchase~~Loan 0Paid in Full (1) 9.~~875~~350% 360 76 Group II ~~0154638605~~0060715117 ~~Repurchase~~Loan Paid in Full 0 97.~~875~~980% 360 78 Group II ~~0154638894~~0060879890 ~~Repurchase~~Loan Paid in Full 0 98.~~875~~590% 360 7 Group II ~~0154995708~~0060930806 ~~Repurchase~~Loan Paid in Full 0 98.~~875~~590% 360 76 Group II ~~0154996003~~0060981330 ~~Repurchase~~Loan Paid in Full 0 9.~~875~~590% 360 76 Group II ~~0155087737~~0060996310 Loan Paid in Full ~~(1)~~0 97.~~250~~440% 360 67 Group II ~~0155640253~~0061016740 Loan Paid in Full 0 97.~~125~~790% 360 56 Group II ~~0155786007~~0061032858 Loan Paid in Full 0 8.~~750~~940% 360 56 Group II ~~0155875909~~0061099050 Loan Paid in Full 0 87.~~125~~390% 360 56 Group II ~~0156059982~~0068528207 Loan Paid in Full 0(1) 8.125% 360 57 Group II ~~0608255655~~0155362197 Loan Paid in Full 0 107.~~250~~950% 360 67 Group II ~~0609012354~~0155591365 Loan Paid in Full 0 9.~~750~~500% 360 67 Group II ~~0609012579~~0155607096 Loan Paid in Full 0 8.~~999~~875% 360 67 Group II ~~0609064589~~0155842446 Loan Paid in Full 0 68.~~750~~625% 360 57 Group II ~~0609133601~~0608016392 Loan Paid in Full 0 98.~~125~~625% 360 68 Group II ~~0609144824~~0608119715 Loan Paid in Full 0 87.875% 360 68 Group II ~~0609156127~~0608243997 Loan Paid in Full 0 78.~~599~~400% 360 67 Group II ~~0609270815~~0608243998 Loan Paid in Full 0 1011.~~250~~990% 180 67 Group II ~~0609283555~~0608287662 Loan Paid in Full 0 79.~~580~~990% 360 57 Group II ~~0610027827~~0608309933 Loan Paid in Full 0 8.~~820~~750% 360 57 Group II ~~0610038486~~0609121803 Loan Paid in Full 0(1) 78.~~350~~390% 360 56 Group II ~~0610040089~~0609212997 Loan Paid in Full 0 117.~~590~~375% 360 56 Group II ~~0610064917~~0609212998 Loan Paid in Full 0 610.~~999~~990% ~~360~~180 56 Group II ~~0610096530~~0609224576 Loan Paid in Full 0 78.~~999~~125% 360 56 Group II ~~0610108904~~0609224578 Loan Paid in Full 0 812.~~700~~500% ~~360~~180 56 Group II ~~0610109378~~0609271545 Loan Paid in Full (1) 78.~~700~~300% 360 56 Group II ~~0610111141~~0609271774 Loan Paid in Full 0 106.~~990~~999% 360 56 Group II ~~0610170662~~0609283029 Loan Paid in Full 0 78.~~990~~000% 360 56 Group II ~~0610206974~~0610041059 Loan Paid in Full ~~(1)~~0 69.~~275~~990% 360 56

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Group I 2219 3,~~707~~252,~~400~~986.9098 ~~152~~116,~~171~~628.3750 0.00 Group II 1513 24,~~660~~185,~~687~~073.1867 75134,~~225~~368.3600 0.00 Total 3732 67,~~368~~438,~~088~~060.0865 ~~227~~250,~~396~~996.7350 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 ~~0155340227~~0371037378 0405/0230/2007 ~~130~~178,~~193~~810.0224 37,~~915~~794.0004 0.00 Group I ~~0511050594~~0371038658 0405/1825/2007 ~~170~~154,~~621~~211.5639 64,~~655~~765.4546 0.00 Group I ~~0608151965~~0608152981 06/05/~~07/~~2007 ~~231~~389,~~392~~290.8920 1113,~~569~~852.6400 0.00 Group I ~~0608221351~~0609088175 0506/0106/2007 77149,~~650~~476.7896 1,~~553~~495.0200 0.00 Group I ~~0609156927~~0609133145 05/0121/2007 ~~129~~185,~~317~~496.9042 21,~~586~~855.7600 0.00 Group I ~~0609212166~~0609145704 0406/3013/2007 ~~251~~134,~~557~~821.7740 126,~~582~~742.3200 0.00 Group I ~~0609223698~~0609199301 0406/1711/2007 90170,~~396~~390.1449 ~~903~~8,519.9600 0.00 Group I ~~0609254988~~0609201688 0406/2508/2007 66132,~~851~~750.9628 ~~668~~1,142.8100 0.00 Group I ~~0609255842~~0609212656 05/0825/2007 ~~146~~159,~~500~~517.0759 47,~~683~~975.4100 0.00 Group I ~~0609256566~~0609212706 05/1030/2007 ~~369~~229,~~875~~578.2533 182,~~493~~295.7600 0.00 Group I ~~0609256824~~0609268931 0506/0208/2007 ~~278~~144,~~827~~695.5387 7,~~743~~194.2500 0.00 Group I ~~0609279777~~0609283811 0405/2624/2007 71109,~~337~~621.4451 3,~~566~~938.8700 0.00 Group I ~~0609294693~~0610027047 0405/2022/2007 ~~313~~63,~~926~~786.8327 153,~~718~~189.0200 0.00 Group I ~~0610026653~~0610110633 05/0731/2007 ~~137~~97,~~549~~194.3247 ~~6,877~~971.4700 0.00 Group I ~~0610027020~~0610124498 05/0130/2007 ~~125~~235,~~852~~101.9344 611,~~292~~755.6500 0.00 Group I ~~0610027547~~0610135181 05/0117/2007 ~~169~~157,~~694~~346.4996 87,~~484~~868.~~72 0.~~00 ~~Group I 0610039310 04/30/2007 170,474.61 8,529.06~~ 0.00 Group I ~~0610041695~~0610194113 05/0729/2007 ~~111~~153,~~063~~431.6031 14,~~712~~907.3200 0.00 Group I ~~0610135192~~0610194923 0406/2306/2007 ~~199~~195,~~773~~651.3365 9,~~990~~782.~~97 0.~~00 ~~Group I 0610168988 04/24/2007 174,354.12 8,724.25~~ 0.00 Group I ~~0610170200~~0610252645 05/0430/2007 ~~119~~211,~~899~~814.8120 210,~~398~~590.00 0.00 Group III ~~0610181856~~0060715117 0506/1406/2007 ~~170~~348,~~289~~168.5550 83,~~521~~501.6600 0.00 Group II ~~0060820814~~0060930806 06/05/~~14/~~2007 7675,~~298~~325.0937 3,~~825~~780.00 0.00 Group II ~~0060930552~~0060996310 0506/0915/2007 ~~340~~362,~~989~~700.3200 610,~~812~~793.7400 0.00 Group II ~~0155875909~~0061016740 0406/0315/2007 ~~188~~111,~~373~~521.4183 5,~~670~~600.00 0.00 Group II ~~0156059982~~0061099050 0406/1011/2007 ~~104~~574,~~805~~484.4034 316,~~150~~970.00 0.00 Group II ~~0608255655~~0608119715 0506/0301/2007 53392,~~855~~660.9971 23,~~692~~929.8000 0.00 Group II ~~0609012354~~0608287662 0506/1007/2007 ~~207~~679,~~306~~225.0385 233,~~079~~961.00 0.00 Group II ~~0609012579~~0608309933 05/0330/2007 72176,~~756~~708.1262 ~~727~~6,184.5600 0.00 Group II ~~0609064589~~0609121803 0406/1712/2007 ~~164~~146,~~659~~443.1280 87,~~239~~317.8300 0.00 Group II ~~0609156127~~0609224576 0506/1106/2007 96511,~~829~~200.8600 ~~968~~16,614.2900 0.00 Group II ~~0609283555~~0609271545 05/1431/2007 62464,~~603~~351.3004 115,~~897~~445.~~35 0.~~00 ~~Group II 0610040089 04/30/2007 77,875.39 778.75~~ 0.00 Group II ~~0610096530~~0609271774 05/1022/2007 ~~219~~168,~~251~~000.~~86 10,962.59 0.~~00 ~~Group II 0610109378 04/23/2007 690~~4,~~905~~703.~~41 21,296.90 0.~~00 ~~Group II 0610170662 04/16/2007 99,658.37 997.27~~ 0.00 Group II ~~0610206974~~0609283029 0405/3031/2007 ~~204~~174,~~519~~283.5161 5,~~127~~571.2800 0.00

Prepayment Rates

Summary SMM CPR PSA Current Month 1.~~506~~754% Current Month 1619.~~648~~128% Current Month 1,~~522~~479.~~085~~094% 3 Month Average 1.~~142~~482% 3 Month Average 1216.~~815~~371% 3 Month Average 1,~~411~~497.~~229~~933% 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. ~~Jun-2006 N/A N/A Jun-2006 N/A N/A~~ Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 8.459% N/A Mar-2007 1,218.981% N/A Apr-2007 13.337% N/A Apr-2007 1,492.621% N/A May-2007 16.648% N/A May-2007 1,522.085% N/A Jun-2007 19.128% N/A Jun-2007 1,479.094% 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 1.~~443~~992% Current Month 1621.~~003~~455% Current Month 1,~~464~~660.~~635~~311% 3 Month Average 1.~~147~~501% 3 Month Average 1216.~~903~~520% 3 Month Average 1,~~451~~493.~~341~~995% 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. ~~Jun-2006 N/A N/A Jun-2006 N/A N/A~~ Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 10.604% N/A Mar-2007 1,532.347% N/A Apr-2007 12.103% N/A Apr-2007 1,357.040% N/A May-2007 16.003% N/A May-2007 1,464.635% N/A Jun-2007 21.455% N/A Jun-2007 1,660.311% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group II SMM CPR PSA Current Month 1.~~562~~542% Current Month 17.~~215~~015% Current Month 1,~~572~~314.~~465~~770% 3 Month Average 1.~~137~~464% 3 Month Average 1216.~~716~~215% 3 Month Average 1,~~373~~499.~~312~~213% 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. ~~Jun-2006 N/A N/A Jun-2006 N/A N/A~~ Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 6.518% N/A Mar-2007 937.067% N/A Apr-2007 14.414% N/A Apr-2007 1,610.405% N/A May-2007 17.215% N/A May-2007 1,572.465% N/A Jun-2007 17.015% N/A Jun-2007 1,314.770% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Breaches Current Loan Scheduled Current Current Number Balance Rate Payment ~~0154408355~~No ~~130,500.00~~Breaches ~~9.875%~~this 1,073.91 0154606594 130,500.00 9.875% 1,073.91 0154609853 139,500.00 9.875% 1,147.97 0154610224 139,500.00 9.875% 1,147.97 0154611081 130,500.00 9.875% 1,073.91 0154611958 130,500.00 9.875% 1,073.91 0154638274 130,500.00 9.875% 1,073.91 0154638548 139,500.00 9.875% 1,147.97 0154638605 139,500.00 9.875% 1,147.97 0154638894 139,500.00 9.875% 1,147.97 0154995708 139,500.00 9.875% 1,147.97 0154996003 139,500.00 9.875% 1,147.97 Loans reported as breaches were repurchased due to a breach of the representations and warrants of the governing transaction document(s).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 ~~879~~878,~~610~~759.7518 0.~~088~~089 0 0.00 0.000 5.500 5.999 46 12,~~874~~866,~~711~~462.9856 1.~~282~~305 18 4,~~195~~191,~~025~~834.1791 0.~~889~~907 6.000 6.499 120 33,~~846~~828,~~568~~142.7007 3.~~371~~430 45 11,~~162~~156,~~951~~871.8819 2.~~367~~415 6.500 6.999 ~~455~~454 116,~~370~~143,~~746~~990.3596 11.~~588~~777 222 48,~~317~~287,~~401~~834.9978 10.~~243~~450 7.000 7.499 ~~434~~427 ~~105~~103,~~922~~626,~~890~~978.7483 10.~~548~~508 ~~210~~206 42,~~952~~115,~~637~~972.1610 9.~~106~~115 7.500 7.999 ~~907~~891 ~~205~~201,~~332~~952,~~200~~779.3359 20.~~447~~479 ~~494~~482 9997,~~667~~713,~~006~~303.6370 21.~~130~~147 8.000 8.499 ~~598~~588 ~~128~~125,~~286~~695,~~659~~968.0544 12.~~775~~746 ~~329~~325 6362,~~795~~989,~~033~~756.0259 13.~~525~~632 8.500 8.999 ~~946~~928 ~~188~~184,~~451~~619,~~038~~441.3661 18.~~766~~721 ~~511~~500 9795,~~236~~072,~~239~~481.7005 20.~~614~~575 9.000 9.499 ~~433~~425 7573,~~106~~370,~~545~~428.5848 7.~~479~~440 ~~200~~192 3533,~~250~~532,~~163~~655.2377 7.~~473~~257 9.500 9.999 ~~572~~560 8279,~~917~~982,~~780~~921.8375 8.~~257~~111 ~~297~~289 4341,~~245~~864,~~773~~790.4127 9.~~168~~060 10.000 10.499 ~~154~~153 19,~~500~~345,~~917~~665.5547 1.~~942~~962 8281 9,~~856~~704,~~552~~180.5571 2.~~090~~100 10.500 10.999 ~~198~~194 2019,~~016~~320,~~672~~536.5571 1.~~993~~959 9491 109,~~279~~711,~~200~~562.5732 2.~~179~~102 11.000 11.499 44 4,~~277~~276,~~677~~116.2738 0.~~426~~434 21 1,~~636~~635,~~096~~501.0613 0.~~347~~354 11.500 11.999 8382 65,~~040~~998,~~843~~917.0090 0.~~602~~608 42 2,~~934~~933,~~563~~360.4462 0.~~622~~635 12.000 12.499 17 1,~~215~~214,~~251~~906.6679 0.~~121~~123 10 694,~~476~~272.8000 0.~~147~~150 12.500 12.999 2625 1,~~915~~787,~~620~~405.4549 0.~~191~~181 8 468,~~875~~701.3009 0.~~099~~101 13.000 13.499 6 ~~433~~434,~~471~~366.3607 0.~~043~~044 0 0.00 0.000 13.500 13.999 5 264,~~991~~904.68 0.~~026~~027 0 0.00 0.000 >= 14.000 13 545,~~899~~733.8158 0.~~054~~055 0 0.00 0.000 Total 54,~~059~~980 1986,~~004~~154,~~200,098~~426.0054 100.000 2,~~583~~532 ~~471~~462,~~691~~073,~~996~~078.9123 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 ~~879~~878,~~610~~759.7518 0.~~165~~168 5.500 5.999 28 8,~~679~~674,~~686~~627.8165 1.~~630~~655 6.000 6.499 75 22,~~683~~671,~~616~~270.8288 4.~~260~~326 6.500 6.999 ~~233~~232 6867,~~053~~856,~~344~~156.3618 12.~~780~~948 7.000 7.499 ~~224~~221 6261,~~970~~511,~~253~~006.5873 11.~~825~~737 7.500 7.999 ~~413~~409 ~~105~~104,~~665~~239,~~193~~475.7089 19.~~843~~890 8.000 8.499 ~~269~~263 6462,~~491~~706,~~626~~211.0385 1211.~~111~~965 8.500 8.999 ~~435~~428 9189,~~214~~546,~~798~~960.6656 17.~~129~~086 9.000 9.499 233 39,~~856~~837,~~382~~772.3571 7.~~485~~601 9.500 9.999 ~~275~~271 3938,~~672~~118,~~007~~131.4248 7.~~450~~273 10.000 10.499 72 9,~~644~~641,~~365~~484.0076 1.~~811~~840 10.500 10.999 ~~104~~103 9,~~737~~608,~~471~~974.9839 1.~~829~~833 11.000 11.499 23 2,~~641~~640,~~581~~615.2125 0.~~496~~504 11.500 11.999 4140 3,~~106~~065,~~279~~557.5628 0.~~583~~585 12.000 12.499 7 520,~~774~~634.8679 0.~~098~~099 12.500 12.999 1817 1,~~446~~318,~~745~~704.1540 0.~~272~~252 13.000 13.499 6 ~~433~~434,~~471~~366.3607 0.~~081~~083 13.500 13.999 5 264,~~991~~904.68 0.~~050~~051 >= 14.000 13 545,~~899~~733.8158 0.~~103~~104 Total 2,~~476~~448 ~~532~~524,~~508~~081,~~101~~348.0931 100.000

Filing Compare · HSI Asset Securitization CORP Trust 2007-HE1