022013SAMPLE_ABSNet Loan Level Detail Report

ABSNet Loan Level Securitization Report

Prepared For

Homeowner(s)Property Address 1Property Address 2

Disclosure: You have engaged Your Company Name to examine your real estate documents. This information is not to be construed as legal advice or the practice of law. It is the intent of Your Company Name, its members, auditors, and independent contractors not to engage in activities that could be considered to be the practice of law by conduct exhibiting any of the following practices: “. . .the doing and/or performing of services in a court of justice on any matter depending therein throughout the various stages and in conformity with the adopted rules of procedure. This includes legal advice and counsel and the preparation of legal instruments and contracts by which the legal rights are secured although such matters may or may not be depending on the court.

Table of ContentsSECURITIZATION REPORT PAGE

Loan Level Drill-Thru Details 3

Pools and Tranches 5

Credit Supports and Triggers 7

Certificate Holder Distribution Summary 9

MERS Report 51

ADDITIONAL DOCUMENTS

Trust Prospectus Prospectus_OOMLT2007-HL1

Capital Structure and Performance Deal Snapshot-OOMLT-HL1.xlsx

ABSNET LOAN LEVEL DRILL-‐THRU

Raw Deal Name OPTION ONE 2007-HL1 Bloomberg Deal Name OOMLT 2007-HL1 Pool Group Id OPT07HL1-1 Loan Id 06510XXXX6 Loan Origination Date 11/1/2006 Original Loan Balance 235,600.00 Original Interest Rate 14.3200 Property State NY Property Zip 13027 Original Securitized Balance 234,849.17 Maturity Date 11/1/2036 First Payment Date 12/1/2006 Property Type Single Family Residence Lien Position 1st Original Amortization Term 360 Debt To Income Ratio Data Not Listed Risk Grade Data Not Listed Servicer American Home Mortgage Servicing, Inc. Originator Option One Mortgage Corporation FICO 645 Original Appraised Value 248,000.00 Purchase Price Of Property Data Not Available Property City Baldwinsville Bankruptcy Date N/A Foreclosure Date 3/1/2010 Reo Date N/A Liquidation Date N/A Original Servicer American Home Mortgage Servicing, Inc. Current Servicer Homeward Residential (American Home) Modification Date 10/1/2008 Modification Type Multiple Attributes Modified Times Modified 1 Pre Mod Interest Forgiven None Pre Mod Principal Forgiven None Original Name Option One Mortgage Loan Trust 2007-HL1 Closing Date 4/26/2007 ABSNet Deal ID 41378 Asset Type Subprime Deal Servicer Wells Fargo Record ID 8439XXXX0 Loan Status Foreclosure Remaining Term 286

3

Beginning Pool Balance 252,334.05 Ending Pool Balance 252,334.05 Current Gain Loss Amount 0.00 Servicer Fee Rate 0.6500 Current Pass Through Rate 6.6000 Draw Amount Not Listed Current Loan Id 06510XXXX6 Days In Bankruptcy N/A Days In Foreclosure 1,218 Days In REO Not Listed Days To Liquidation Not Listed

4

5

6

7

8

Option One Mortgage Loan Trust

Distribution Date: 25-Jan-2013

Customer Service - CTSLinkContact:

Securities Administration Services8480 Stagecoach Circle

Telephone:Fax:

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Frederick, MD 21701-4747

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Wells Fargo Bank, N.A.Asset-Backed Certificates

Option One Mortgage Loan TrustAsset-Backed Certificates

Series 2007-HL1

CumulativeRealizedLosses

TotalDistribution

EndingCertificateBalance

CurrentRealized

LossPrincipal

DistributionInterest

Distribution

BeginningCertificateBalance

CertificatePass-Through

RateCUSIP

Certificateholder Distribution Summary

Class

RecordDate

01/24/2013 0.45970 %68402SAA7 158,939,273.44 769,348.44 0.00 158,169,925.00 830,235.43 60,886.99 I-A-1 0.00 01/24/2013 0.32970 %68402SAB5 6,187,176.95 948,541.19 0.00 5,238,635.76 950,241.12 1,699.93 II-A-1 0.00 01/24/2013 0.45970 %68402SAC3 105,220,000.00 0.00 0.00 105,220,000.00 40,308.03 40,308.03 II-A-2 0.00 01/24/2013 0.50970 %68402SAD1 41,559,000.00 0.00 0.00 41,559,000.00 17,652.19 17,652.19 II-A-3 0.00 01/24/2013 0.60970 %68402SAE9 57,814,000.00 0.00 0.00 57,814,000.00 29,374.33 29,374.33 II-A-4 0.00 12/31/2012 0.00000 %OPT07HL1X 0.00 0.00 0.00 0.00 0.00 0.00 RX 0.00 12/31/2012 0.00000 %OPT07HL1P 100.00 0.00 0.00 100.00 0.00 0.00 P 0.00 12/31/2012 0.00000 %OPT07HL1C 0.00 0.00 0.00 0.00 0.00 0.00 C 0.00 12/31/2012 0.00000 %OPT07HL1R 0.00 0.00 0.00 0.00 0.00 0.00 R 0.00

369,719,550.39 1,717,889.63 149,921.47 0.00 368,001,660.76 1,867,811.10 0.00 Totals

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.

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Series 2007-HL1

TotalPrincipal

Distribution

EndingCertificatePercentage


TotalPrincipalReduction

RealizedLossAccretion

UnscheduledPrincipal

Distribution

ScheduledPrincipal

Distribution


OriginalFace

AmountClass

Principal Distribution Statement

I-A-1 304,935,000.00 158,939,273.44 0.00 769,348.44 0.00 0.00 769,348.44 158,169,925.00 769,348.44 0.51870046 II-A-1 193,379,000.00 6,187,176.95 0.00 948,541.19 0.00 0.00 948,541.19 5,238,635.76 948,541.19 0.02708999 II-A-2 105,220,000.00 105,220,000.00 0.00 0.00 0.00 0.00 0.00 105,220,000.00 0.00 1.00000000 II-A-3 41,559,000.00 41,559,000.00 0.00 0.00 0.00 0.00 0.00 41,559,000.00 0.00 1.00000000 II-A-4 57,814,000.00 57,814,000.00 0.00 0.00 0.00 0.00 0.00 57,814,000.00 0.00 1.00000000

RX 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00000000 P 100.00 100.00 0.00 0.00 0.00 0.00 0.00 100.00 0.00 1.00000000 C 91,338,521.78 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00000000 R 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00000000

794,245,621.78 369,719,550.39 0.00 1,717,889.63 0.00 0.00 1,717,889.63 368,001,660.76 1,717,889.63 Totals 0.46333483

NOTE: Accretion amount also includes Net Negative Amortization, if applicable.

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Series 2007-HL1

TotalPrincipal

Distribution

EndingCertificatePercentage


TotalPrincipalReduction

RealizedLoss Accretion

UnscheduledPrincipal

Distribution

ScheduledPrincipal

Distribution


OriginalFace

AmountClass

Principal Distribution Factors Statement

2.52299159 0.51870046 518.70046075 2.52299159 0.00000000 0.00000000 2.52299159 0.00000000 521.22345234 304,935,000.00 I-A-1 4.90508892 0.02708999 27.08999302 4.90508892 0.00000000 0.00000000 4.90508892 0.00000000 31.99508194 193,379,000.00 II-A-1 0.00000000 1.00000000 1000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 105,220,000.00 II-A-2 0.00000000 1.00000000 1000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 41,559,000.00 II-A-3 0.00000000 1.00000000 1000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 57,814,000.00 II-A-4 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00 RX 0.00000000 1.00000000 1000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 100.00 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 91,338,521.78 C 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00 R

NOTE: Accretion amount also includes Net Negative Amortization, if applicable.

NOTE: All classes per $1,000 denomination.

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Series 2007-HL1

Accrual Days

EndingCertificate/NotionalBalance

RemainingUnpaidInterest

Shortfall(1)

TotalInterest

Distribution

Non-Supported

InterestShortfall

CurrentInterest

Shortfall(1)

Payment ofUnpaidInterest

Shortfall(1)

CurrentAccruedInterest

BeginningCertificate/NotionalBalance

CurrentCertificate

RateClass

Interest Distribution Statement

Accrual Dates

60,886.99 0.00 12/26/12 - 01/24/13 158,169,925.00 0.00 60,886.99 0.00 0.00 158,939,273.44 0.45970 %I-A-1 30 1,699.93 0.00 12/26/12 - 01/24/13 5,238,635.76 0.00 1,699.93 0.00 0.00 6,187,176.95 0.32970 %II-A-1 30

40,308.03 0.00 12/26/12 - 01/24/13 105,220,000.00 0.00 40,308.03 0.00 0.00 105,220,000.00 0.45970 %II-A-2 30 17,652.19 0.00 12/26/12 - 01/24/13 41,559,000.00 0.00 17,652.19 0.00 0.00 41,559,000.00 0.50970 %II-A-3 30 29,374.33 0.00 12/26/12 - 01/24/13 57,814,000.00 0.00 29,374.33 0.00 0.00 57,814,000.00 0.60970 %II-A-4 30

0.00 0.00 N/A 0.00 0.00 0.00 0.00 0.00 0.00 0.00000 %RX N/A 0.00 0.00 N/A 100.00 0.00 0.00 0.00 0.00 100.00 0.00000 %P N/A 0.00 0.00 N/A 0.00 0.00 0.00 0.00 0.00 0.00 0.00000 %C N/A 0.00 0.00 N/A 0.00 0.00 0.00 0.00 0.00 0.00 0.00000 %R N/A

0.00 0.00 149,921.47 0.00 149,921.47 0.00

(1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable.

Totals

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Series 2007-HL1

EndingCertificate/NotionalBalance

RemainingUnpaidInterest

Shortfall(1)

Non-Supported

InterestShortfall

CurrentInterest

Shortfall(1)

Payment ofUnpaidInterest

Shortfall(1)

CurrentAccruedInterest

BeginningCertificate/NotionalBalance

CurrentCertificate

Rate

OriginalFace

AmountClass

Interest Distribution Factors Statement

TotalInterest

Distribution

0.19967203 I-A-1 0.00000000 0.19967203 0.00000000 518.70046075 304,935,000.00 0.45970 % 521.22345234 0.00000000 0.00000000 0.00879066 II-A-1 0.00000000 0.00879066 0.00000000 27.08999302 193,379,000.00 0.32970 % 31.99508194 0.00000000 0.00000000 0.38308335 II-A-2 0.00000000 0.38308335 0.00000000 1000.00000000 105,220,000.00 0.45970 % 1000.00000000 0.00000000 0.00000000 0.42475011 II-A-3 0.00000000 0.42475011 0.00000000 1000.00000000 41,559,000.00 0.50970 % 1000.00000000 0.00000000 0.00000000 0.50808334 II-A-4 0.00000000 0.50808334 0.00000000 1000.00000000 57,814,000.00 0.60970 % 1000.00000000 0.00000000 0.00000000 0.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00 0.00000 % 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 0.00000000 1000.00000000 100.00 0.00000 % 1000.00000000 0.00000000 0.00000000 0.00000000 C 0.00000000 0.00000000 0.00000000 0.00000000 91,338,521.78 0.00000 % 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00 0.00000 % 0.00000000 0.00000000 0.00000000

(1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable.

NOTE: All classes per $1,000 denomination.

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Series 2007-HL1

Certificateholder Account Statement

0.00

0.00

0.00

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL

Total Prepayment/Curtailment Interest Shortfall

Servicing Fee Support

Non-Supported Prepayment/Curtailment Interest Shortfall

0.00

(2,394,603.26)

0.00

0.00

680,793.26

4,509,393.69

CERTIFICATE ACCOUNT

Beginning Balance

Deposits

Payments of Interest and Principal

Reserve Funds and Credit Enhancements

Proceeds from Repurchased Loans

Servicer Advances

Gains & Subsequent Recoveries (Realized Losses)

Prepayment Penalties 0.00

Swap/Cap Payments 0.00

Total Deposits 2,795,583.69

Withdrawals

Swap Payments 0.00

Reserve Funds and Credit Enhancements 0.00

Reimbursement for Servicer Advances 701,938.32

Total Administration Fees 225,834.27

Payment of Interest and Principal 1,867,811.10

Total Withdrawals (Pool Distribution Amount) 2,795,583.69

Ending Balance 0.00

Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES

158,132.25 Gross Servicing Fee*

2,432.87 Administration Fee

61,619.91 Certificate Insurer-XL Capital Assurance Inc

3,649.24 Credit Risk Manager Fee-OfficeTiger Global Real Estate

0.00 Supported Prepayment/Curtailment Interest Shortfall

Total Administration Fees 225,834.27

*Servicer Payees include: HOMEWARD RESIDENTIAL INC.

Reserve and Guaranty Funds

Account Name

BeginningBalance

Current Withdrawals

Current Deposits

Ending Balance

Net Wac Carryover Reserve 0.00 0.00 0.00 0.00

Swap Account 0.00 0.00 0.00 0.00

Hedge Funds

Account NameFunds Out

(B)Net Amount

(A - B)Funds In

(A)

0.00 0.00 Swap - JPMorgan Chase Bank. 0.00

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Series 2007-HL1

Collateral Statement

Group 1 Group 2 Total

Collateral Description Mixed ARM Mixed ARM Mixed ARMWeighted Average Coupon Rate 4.882510 4.456515 4.655512Weighted Average Net Rate 4.232509 3.806515 4.005511Weighted Average Pass-Through Rate 4.207509 3.781514 3.980511Weighted Average Remaining Term 288 288 288Principal and Interest Constant 694,553.82 740,027.69 1,434,581.51Beginning Loan Count 713 522 1,235Loans Paid in Full 5 5 10Ending Loan Count 708 517 1,225Beginning Scheduled Balance 136,373,513.57 155,562,863.37 291,936,376.94Ending Scheduled Balance 135,096,787.33 153,505,339.92 288,602,127.25Actual Ending Collateral Balance 135,938,433.45 154,618,765.43 290,557,198.88Scheduled Principal 139,682.99 162,304.21 301,987.20Unscheduled Principal 1,137,043.25 1,895,219.24 3,032,262.49Negative Amortized Principal 0.00 0.00 0.00Scheduled Interest 554,870.83 577,723.48 1,132,594.31Servicing Fees 73,869.06 84,263.19 158,132.25Master Servicing Fees 1,136.43 1,296.44 2,432.87Trustee Fee 0.00 0.00 0.00FRY Amount 0.00 0.00 0.00Special Hazard Fee 0.00 0.00 0.00Other Fee 1,704.68 1,944.56 3,649.24Pool Insurance Fee 0.00 0.00 0.00Spread 1 0.00 0.00 0.00Spread 2 0.00 0.00 0.00Spread 3 0.00 0.00 0.00Net Interest 478,160.66 490,219.29 968,379.95Realized Loss Amount (1,318,870.89) (3,190,522.80) (4,509,393.69)Cumulative Realized Loss 102,752,769.11 151,308,710.50 254,061,479.61Percentage of Cumulative Losses 29.8214 33.6477 31.9878Prepayment Penalty Waived Amount 0.00 0.00 0.00Prepayment Penalty Waived Count 0 0 0Prepayment Penalty Paid Amount 0.00 0.00 0.00Prepayment Penalty Paid Count 0 0 0Special Servicing Fee 0.00 0.00 0.00

Group

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Series 2007-HL1

Additional Reporting - Deal Level

Informational Reporting

0.00Syncora Guarantee Claim fo I-A Prin

0.00Syncora Guarantee Claim for II-A1 Prin




0.00Syncora Guarantee Payment for Int I-A

0.00Syncora Guarantee Payment for Int II-A1




0.00Syncora Guarantee Payment for Prin I-A

0.00Syncora Guarantee Payment for Prin II-A1




0.00Reimbursement to Syncora Guarantee I-A

0.00Reimbursement to Syncora Guarantee II-A1




0.00Int on Claim Not Reimbursed I-A

0.00Int on Claim Not Reimbursed II-A1




0.00Syncora Guarantee Claim Curr Cycle I-A

0.00Syncora Guarantee Claim Curr Cycle II-A1




0.00Syncora Guarantee Payment I-A

0.00Syncora Guarantee Payment II-A1




0.00Ending Total Unreimbursed Claim I-A

0.00Ending Total Unreimbursed Claim II-A1






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Series 2007-HL1


Informational Reporting



0.00Cumulative Claims Not Paid I-A

0.00Cumulative Claims Not Paid II-A1




0.00Syncora Guarantee Claim for Int I-A

0.00Syncora Guarantee Claim for Int II-A1




Miscellaneous Reporting

0.00Current Deductible Amount

595Nbr Loans Cum Claims Received

7Nbr Loan Cur Claims Received

3Nbr Loans Cum Claims Denied

0Nbr Loans Cur Claims Denied

0.00Radian Cumulative Claim

295452.27Radian Cumulative Claims Denied

0.00Radian Current Month Claim

0.00Radian Current Month Claims Denied

595Cumulative Number of Rescissions

Structural Reporting

0.00Excess Overcollateralized Amount

0.00Extra A1 Principal Distribution Amount

0.00Overcollateralized Amount

111,194,387.05Overcollateralization Deficiency Amount

0.00Overcollateralization Release Amount

0.000000%Senior Enhancement Percentage

111,194,387.05Overcollateralization Target Amount

277,230.36Net Monthly Excess Cashflow

Trigger Event Reporting

NOOptional Termination Date

FALSEStepdown Date

Trigger

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Series 2007-HL1


Trigger Event Reporting

Trigger

Trigger Result Pass

Cumulative Loss Trigger

Trigger Result Fail

Threshold Value 12.500000%

Enhancement Delinquency Trigger

Calculated Value 38.857720%

Trigger Result Fail

Threshold Value 25.000000%

NOTE: Option One Mortgage Loan Trust Asset-Backed Certificates Series 2007-HL1 has a Radian deductible policy; therefore, paid claim funds are not received by Homeward Residential. Claim funds are applied to the deductible.

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Series 2007-HL1

Delinquency Status - OTS Delinquency Calculation Method

DELINQUENT BANKRUPTCY FORECLOSURE REO TOTAL

No. ofLoans

No. ofLoans

No. ofLoans

No. ofLoans

No. ofLoans

Actual Balance

Actual Balance

Actual Balance

Actual Balance

Actual Balance

0-29 Days 0-29 Days 0-29 Days 0-29 Days 0 0 23 23 4,451,662.54 0.00 0.00 4,451,662.54

30 Days 30 Days 30 Days 30 Days 30 Days 0 0 82 76 6 17,184,030.11 972,143.07 0.00 0.00 18,156,173.18

60 Days 60 Days 60 Days 60 Days 60 Days 0 0 34 31 3 7,730,904.57 868,149.61 0.00 0.00 8,599,054.18

90 Days 90 Days 90 Days 90 Days 90 Days 3 0 17 12 2 2,945,922.77 533,883.03 895,816.95 0.00 4,375,622.75

120 Days 120 Days 120 Days 120 Days 120 Days 12 0 28 12 4 2,863,811.24 713,266.18 2,354,211.00 0.00 5,931,288.42

150 Days 150 Days 150 Days 150 Days 150 Days 8 0 20 9 3 2,464,701.99 358,203.75 1,995,499.11 0.00 4,818,404.85

180+ Days 180+ Days 180+ Days 180+ Days 180+ Days 201 64 338 28 45 8,132,982.10 9,391,214.20 57,473,719.32 15,046,902.81 90,044,818.43

224 64 542 86 168 41,322,352.78 17,288,522.38 62,719,246.38 15,046,902.81 136,377,024.35

No. ofLoans

No. ofLoans

No. ofLoans

No. ofLoans

No. ofLoans

Actual Balance

Actual Balance

Actual Balance

Actual Balance

Actual Balance

1.532112 % 0.000000 % 0.000000 % 1.532112 % 1.877551 % 0.000000 % 0.000000 % 1.877551 %0-29 Days 0-29 Days 0-29 Days 0-29 Days

6.248743 % 0.000000 % 0.000000 % 0.334579 % 5.914164 % 6.693878 % 0.000000 % 0.000000 % 0.489796 % 6.204082 %30 Days 30 Days 30 Days 30 Days 30 Days





30.990393 % 5.178637 % 19.780518 % 3.232140 % 2.799098 % 27.591837 % 5.224490 % 16.408163 % 3.673469 % 2.285714 %180+ Days 180+ Days 180+ Days 180+ Days 180+ Days

14.221762 % 5.950127 % 21.585852 % 5.178637 % 46.936378 % 13.714286 % 7.020408 % 18.285714 % 5.224490 % 44.244898 %

Please refer to CTSLink.com for a list of delinquency code descriptions.

0.00 680,793.26Current Period Class A Insufficient Funds Principal Balance of Contaminated Properties Periodic Advance 0.00

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Series 2007-HL1

Delinquency Status By Group

BANKRUPTCY FORECLOSURE REO TOTALDELINQUENT

No of Loans

No of Loans

No of Loans

No of LoansNo of Loans

Actual Balance

Actual Balance

Actual Balance

Actual BalanceActual Bal

Group 1 - OTS

41

17

7

9

6

15

7,057,825.07

3,459,341.00

1,678,341.05

1,839,276.70

1,957,481.50

3,724,255.81

3 439,332.02 0 0.00 0 0.00

1 132,210.00 0 0.00 0 0.00

1 149,249.09 3 895,816.95 0 0.00

1 115,754.02 10 2,015,427.72 0 0.00

3 358,203.75 4 778,265.56 0 0.00

21 3,016,388.10 111 24,987,410.42 35 7,622,158.46

30 Days 30 Days 30 Days 30 Days 30 Days

60 Days

90 Days

120 Days

150 Days

180+ Days

60 Days 60 Days 60 Days60 Days

90 Days 90 Days 90 Days 90 Days



180+ Days 180+ Days 180+ Days 180+ Days

20

13

182

44

18

11

3,970,458.44

3,093,950.81

39,350,212.79

7,497,157.09

3,591,551.00

2,723,407.09

19,716,521.13 95 28,676,920.65 128 6,713,117.91 41 7,622,158.46 35 62,728,718.15 299

0-29 Days 0-29 Days 0-29 Days 0-29 Days 11 2,501,980.93 0 0.00 0 0.00 11 2,501,980.93


60 Days60 Days60 Days60 Days60 Days




180+ Days180+ Days180+ Days180+ Days180+ Days

5.790960% 5.191928%

2.401130%

0.988701%

1.271186%

0.847458%

2.118644%

2.544785%

1.234633%

1.353022%

1.439977%

2.739664%

0.097257%

0.109792%

0.085152%

0.263504%

2.218937%

0.323185% 0.000000%

0.000000%

0.658987%

1.482603%

0.572513%

18.381417%

0.000000%

0.000000%

0.000000%

0.000000%

0.000000%

5.607067%

5.515112%

2.642042%

2.003412%

2.920777%

2.275994%

28.947084%

46.144947% 13.418079% 14.504008% 4.938352% 21.095521% 5.607067%

0.423729%

0.141243%

0.141243%

0.141243%

0.423729%

2.966102%

5.790960%

0.000000%

0.000000%

0.423729%

1.412429%

0.564972%

15.677966%

18.079096%

0.000000%

0.000000%

0.000000%

0.000000%

0.000000%

4.943503%

4.943503%

6.214689%

2.542373%

1.553672%

2.824859%

1.836158%

25.706215%

42.231638%

0-29 Days 0-29 Days 0-29 Days 0-29 Days 1.553672% 1.840525% 0.000000% 0.000000% 0.000000% 0.000000% 1.553672% 1.840525%

BANKRUPTCY FORECLOSURE REO TOTALDELINQUENT

No of Loans

No of Loans

No of Loans

No of LoansNo of Loans

Actual Balance

Actual Balance

Actual Balance

Actual BalanceActual Bal

Group 2 - OTS

35

14

5

3

3

13

10,126,205.04

4,271,563.57

1,267,581.72

1,024,534.54

507,220.49

4,408,726.29

3 532,811.05 0 0.00 0 0.00

2 735,939.61 0 0.00 0 0.00

1 384,633.94 0 0.00 0 0.00

3 597,512.16 2 338,783.28 0 0.00

0 0.00 4 1,217,233.55 0 0.00

24 6,374,826.10 90 32,486,308.90 29 7,424,744.35


60 Days

90 Days

120 Days

150 Days

180+ Days

60 Days 60 Days 60 Days60 Days




180+ Days 180+ Days 180+ Days 180+ Days

8

7

156

38

16

6

1,960,829.98

1,724,454.04

50,694,605.64

10,659,016.09

5,007,503.18

1,652,215.66

21,605,831.65 73 34,042,325.73 96 10,575,404.47 45 7,424,744.35 29 73,648,306.20 243

0-29 Days 0-29 Days 0-29 Days 0-29 Days 12 1,949,681.61 0 0.00 0 0.00 12 1,949,681.61






180+ Days180+ Days180+ Days180+ Days180+ Days

6.769826% 6.549144%

2.707930%

0.967118%

0.580271%

0.580271%

2.514507%

2.762642%

0.819811%

0.662620%

0.328046%

2.851353%

0.475970%

0.248763%

0.386442%

0.000000%

4.122932%

0.344597% 0.000000%

0.000000%

0.000000%

0.219109%

0.787248%

21.010586%

0.000000%

0.000000%

0.000000%

0.000000%

0.000000%

4.801968%

6.893740%

3.238613%

1.068574%

1.268171%

1.115294%

32.786839%

47.632191% 14.119923% 13.973615% 6.839664% 22.016943% 4.801968%

0.580271%

0.386847%

0.193424%

0.580271%

0.000000%

4.642166%

8.704062%

0.000000%

0.000000%

0.000000%

0.386847%

0.773694%

17.408124%

18.568665%

0.000000%

0.000000%

0.000000%

0.000000%

0.000000%

5.609284%

5.609284%

7.350097%

3.094778%

1.160542%

1.547389%

1.353965%

30.174081%

47.001934%

0-29 Days 0-29 Days 0-29 Days 0-29 Days 2.321083% 1.260961% 0.000000% 0.000000% 0.000000% 0.000000% 2.321083% 1.260961%

Please refer to CTSLink.com for a list of delinquency code descriptions.20





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Series 2007-HL1

180+ Delinquency Summary

Summary Group 1 Group 2

Number Outstanding Percentage Of Actual Of Loans Balance($) Balance(%)



180 - 209 21 3,638,737.92 1.252 14 2,472,844.10 1.819 7 1,165,893.82 0.754

210 - 239 17 3,205,880.08 1.103 10 1,825,723.08 1.343 7 1,380,157.00 0.893

240 - 269 13 2,816,366.87 0.969 6 957,141.43 0.704 7 1,859,225.44 1.202

270 - 299 13 3,456,994.22 1.190 9 1,814,705.95 1.335 4 1,642,288.27 1.062

300 - 329 15 3,121,246.53 1.074 8 1,060,308.59 0.780 7 2,060,937.94 1.333

330 - 359 15 5,094,500.43 1.753 7 1,553,710.88 1.143 8 3,540,789.55 2.290

360 - 389 13 2,700,809.28 0.930 9 1,669,206.48 1.228 4 1,031,602.80 0.667

390 - 419 9 2,311,712.28 0.796 4 870,185.10 0.640 5 1,441,527.18 0.932

420 - 449 9 2,865,947.32 0.986 4 867,023.10 0.638 5 1,998,924.22 1.293

450 - 479 15 4,307,903.38 1.483 6 1,510,276.69 1.111 9 2,797,626.69 1.809

480 - 509 13 2,745,995.67 0.945 7 1,221,868.77 0.899 6 1,524,126.90 0.986

510 - 539 17 4,997,876.28 1.720 8 1,787,741.87 1.315 9 3,210,134.41 2.076

540 - 569 13 3,903,404.61 1.343 6 1,876,769.04 1.381 7 2,026,635.57 1.311

570 - 599 18 4,024,419.62 1.385 6 998,138.90 0.734 12 3,026,280.72 1.957

600 - 629 7 1,596,275.44 0.549 6 1,427,368.13 1.050 1 168,907.31 0.109

630 - 659 5 1,819,120.76 0.626 2 779,715.96 0.574 3 1,039,404.80 0.672

660 - 689 4 713,974.00 0.246 1 244,337.56 0.180 3 469,636.44 0.304

690 - 719 8 2,158,129.00 0.743 6 1,633,358.13 1.202 2 524,770.87 0.339

720 - 749 7 1,748,055.08 0.602 5 857,378.52 0.631 2 890,676.56 0.576

750 - 779 9 2,231,580.34 0.768 7 1,374,635.22 1.011 2 856,945.12 0.554

780 - 809 7 2,098,983.91 0.722 4 826,558.52 0.608 3 1,272,425.39 0.823

810 - 839 10 3,822,878.68 1.316 4 1,083,518.39 0.797 6 2,739,360.29 1.772

840 - 869 4 869,774.37 0.299 3 752,895.78 0.554 1 116,878.59 0.076

870 - 899 3 1,610,805.91 0.554 1 160,002.36 0.118 2 1,450,803.55 0.938

900 - 929 4 1,045,694.47 0.360 3 767,622.66 0.565 1 278,071.81 0.180

930 - 959 6 855,075.41 0.294 3 476,958.55 0.351 3 378,116.86 0.245

960 - 989 5 1,580,590.69 0.544 1 120,817.13 0.089 4 1,459,773.56 0.944

990 - 1019 2 765,196.48 0.263 2 765,196.48 0.563 0 0.00 0.000

1020 - 1049 2 409,790.48 0.141 1 147,127.70 0.108 1 262,662.78 0.170

1050 - 1079 1 126,186.00 0.043 1 126,186.00 0.093 0 0.00 0.000

1080 - 1109 4 1,824,606.46 0.628 1 188,622.69 0.139 3 1,635,983.77 1.058

1110 - 1139 6 1,396,577.65 0.481 5 1,005,860.43 0.740 1 390,717.22 0.253

1140 - 1169 5 1,924,212.71 0.662 3 1,182,540.57 0.870 2 741,672.14 0.480

1170 - 1199 1 539,131.34 0.186 0 0.00 0.000 1 539,131.34 0.349

1200 - 1229 4 734,072.36 0.253 2 458,785.32 0.337 2 275,287.04 0.178

1260 - 1289 3 869,646.36 0.299 2 482,359.72 0.355 1 387,286.64 0.250

1290 - 1319 1 236,500.00 0.081 0 0.00 0.000 1 236,500.00 0.153

1320 - 1349 3 867,804.05 0.299 1 291,975.49 0.215 2 575,828.56 0.372

1350 - 1379 2 288,796.24 0.099 2 288,796.24 0.212 0 0.00 0.000

Days Delinquent

21





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Series 2007-HL1

180+ Delinquency Summary





1380 - 1409 2 754,119.70 0.260 1 162,365.36 0.119 1 591,754.34 0.383

1410 - 1439 5 1,782,619.58 0.614 2 569,762.81 0.419 3 1,212,856.77 0.784

1440 - 1469 1 560,500.00 0.193 0 0.00 0.000 1 560,500.00 0.363

1470 - 1499 2 376,044.04 0.129 2 376,044.04 0.277 0 0.00 0.000

1530 - 1559 2 597,915.42 0.206 2 597,915.42 0.440 0 0.00 0.000

1590 - 1619 2 499,295.57 0.172 1 251,925.17 0.185 1 247,370.40 0.160

1620 - 1649 1 513,000.00 0.177 0 0.00 0.000 1 513,000.00 0.332

1650 - 1679 1 333,826.70 0.115 0 0.00 0.000 1 333,826.70 0.216

1680 - 1709 1 297,479.40 0.102 1 297,479.40 0.219 0 0.00 0.000

1710 - 1739 2 861,625.55 0.297 1 331,602.12 0.244 1 530,023.43 0.343

1770 - 1799 1 358,750.91 0.123 1 358,750.91 0.264 0 0.00 0.000

1860 - 1889 1 636,962.30 0.219 0 0.00 0.000 1 636,962.30 0.412

1890 - 1919 1 476,106.03 0.164 1 476,106.03 0.350 0 0.00 0.000

1980 - 2009 1 272,523.10 0.094 0 0.00 0.000 1 272,523.10 0.176

2070 - 2099 1 398,797.45 0.137 0 0.00 0.000 1 398,797.45 0.258

Total 338 90,044,818.43 30.989 182 39,350,212.79 28.949 156 50,694,605.64 32.787

This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy)

22





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Series 2007-HL1

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History

New REO LoansLoans in REO 5

829,190.00

897,408.53

Current REO TotalLoans in REO 64

14,294,503.00

15,046,902.81

0.00%

1.00%

2.00%

3.00%

4.00%

5.00%

6.00%

7.00%

8.00%

Feb-1

2

Mar

-12

Apr-1

2

May

-12

Jun-

12

Jul-1

2

Aug-1

2

Sep-1

2

Oct-1

2

Nov

-12

Dec

-12

Jan-

13

Current Actual Balance


Original Principal Balance


Group 1 12 Month REO History


334,550.00

352,905.77


7,153,888.00

7,622,158.46

0.00%

1.00%

2.00%

3.00%

4.00%

5.00%

6.00%

7.00%

8.00%

9.00%

Feb-1

2

Mar

-12

Apr-1

2

May

-12

Jun-

12

Jul-1

2

Aug-1

2

Sep-1

2

Oct-1

2

Nov

-12

Dec

-12

Jan-

13





Group 2 12 Month REO History


494,640.00

544,502.76


7,140,615.00

7,424,744.35

0.00%

1.00%

2.00%

3.00%

4.00%

5.00%

6.00%

7.00%

8.00%

Feb-1

2

Mar

-12

Apr-1

2

May

-12

Jun-

12

Jul-1

2

Aug-1

2

Sep-1

2

Oct-1

2

Nov

-12

Dec

-12

Jan-

13





23





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Series 2007-HL1

REO Loan Detail - All Mortgage Loans in REO during Current Period

LoanNumber

Month Loan Entered REO Paid To Date

ApproximateDelinquent

InterestGroup

FirstPayment

Date StateLTV at

OriginationMonths

DelinquentCurrent

Loan Rate

CurrentActual

Balance

OriginalPrincipalBalance

Group 1 0051071146 Mar-2012 01-Dec-2006 LA 94.50 160,650.00 155,615.67 6.500% 23 18,741.48 01-Dec-2010

Group 1 0051074187 Jun-2012 01-Feb-2007 LA 95.00 175,750.00 198,915.42 8.690% 51 62,992.95 01-Aug-2008

Group 1 0061076566 Sep-2012 01-Feb-2007 OH 100.00 180,000.00 191,788.93 6.000% 40 25,058.27 01-Jul-2009

Group 1 0101065294 Jul-2012 01-Jan-2007 LA 100.00 105,000.00 129,690.93 4.420% 19 8,485.42 01-Apr-2011

Group 1 0101066606 Jun-2012 01-Feb-2007 TX 95.00 130,055.00 185,329.83 3.250% 19 8,313.22 01-Apr-2011

Group 1 0121051791 Nov-2012 01-Mar-2007 MN 95.00 171,950.00 169,206.29 6.750% 24 22,017.23 01-Nov-2010

Group 1 0151039983 Jan-2013 01-Feb-2007 PA 95.00 185,250.00 175,244.73 6.750% 17 16,579.92 01-Jun-2011

Group 1 0151040297 Jul-2012 01-Mar-2007 PA 100.00 50,000.00 53,411.93 2.000% 24 1,537.19 01-Nov-2010

Group 1 0151040491 Jul-2012 01-Mar-2007 NJ 95.00 294,500.00 361,370.19 2.000% 23 12,379.28 01-Dec-2010

Group 1 0161051896 Nov-2011 01-Feb-2007 NH 94.56 403,750.00 432,962.12 4.000% 18 18,680.60 01-May-2011

Group 1 0191035655 Jul-2012 01-Feb-2007 WA 100.00 415,000.00 408,142.92 6.750% 27 58,902.92 01-Aug-2010

Group 1 0211051980 Apr-2012 01-Feb-2007 VA 95.00 209,000.00 202,305.67 6.375% 30 29,930.47 01-May-2010

Group 1 0231088669 Jul-2011 01-Mar-2007 MA 95.00 180,500.00 188,622.69 6.000% 36 25,102.12 01-Nov-2009

Group 1 0331050980 Dec-2012 01-Jan-2007 NY 95.00 337,250.00 429,589.24 6.750% 33 75,318.45 01-Feb-2010

Group 1 0331052623 Jan-2012 01-Mar-2007 NJ 95.00 399,000.00 399,000.00 6.750% 51 113,598.53 01-Aug-2008

Group 1 0351042098 Jan-2013 01-Feb-2007 TX 95.00 89,300.00 110,907.91 3.000% 7 1,944.28 01-Apr-2012

Group 1 0351042666 Oct-2010 01-Feb-2007 TX 100.00 145,230.00 147,127.70 5.000% 34 19,200.24 01-Jan-2010

Group 1 0371042515 Aug-2012 01-Mar-2007 FL 95.00 137,750.00 135,843.35 6.625% 45 34,226.68 01-Feb-2009

Group 1 0371043152 May-2012 01-Feb-2007 FL 100.00 101,000.00 125,977.02 2.000% 24 3,608.78 01-Nov-2010

Group 1 0411001314 May-2012 01-Jan-2007 VT 95.00 175,750.00 174,230.16 6.250% 49 46,866.42 01-Oct-2008

Group 1 0421000663 Nov-2012 01-Jan-2007 FL 95.00 157,700.00 199,471.20 2.000% 12 3,134.77 01-Nov-2011

Group 1 0421000666 May-2012 01-Dec-2006 AL 95.00 128,250.00 157,449.25 2.750% 23 6,810.59 01-Dec-2010

Group 1 0421001744 Dec-2012 01-Jan-2007 OH 95.00 69,350.00 75,163.47 9.950% 27 14,908.03 01-Aug-2010

Group 1 0511054854 May-2012 01-Feb-2007 CA 95.00 280,250.00 328,076.86 2.000% 18 7,388.15 01-May-2011

Group 1 0521048182 Sep-2012 01-Jan-2007 IL 100.00 298,000.00 295,593.54 6.250% 38 56,430.82 01-Sep-2009

Group 1 0551024053 Jan-2012 01-Jan-2007 TX 100.00 158,248.00 171,948.48 4.000% 17 8,962.73 01-Jun-2011

Group 1 0551025358 Dec-2012 01-Feb-2007 TX 95.00 132,905.00 127,151.72 6.750% 7 5,786.94 01-Apr-2012

Group 1 0621019732 Jun-2012 01-Jan-2007 FL 95.00 254,600.00 251,925.17 6.250% 53 73,224.62 01-Jun-2008

Group 1 0651023153 May-2012 01-Jan-2007 VA 100.00 255,900.00 254,031.97 4.320% 16 13,876.86 01-Jul-2011

Group 1 0661020322 Jul-2012 01-Feb-2007 CA 100.00 358,000.00 354,090.81 5.500% 23 29,532.46 01-Dec-2010

Group 1 0831074604 Dec-2012 01-Feb-2007 CA 100.00 270,000.00 298,000.55 4.000% 12 10,628.68 01-Nov-2011

Group 1 0841023033 Feb-2012 01-Mar-2007 MI 95.00 237,500.00 227,227.25 6.375% 20 23,218.44 01-Mar-2011

Group 1 0841023964 Jul-2012 01-Feb-2007 MI 95.00 137,750.00 135,183.79 6.750% 19 14,154.52 01-Apr-2011

Group 1 0841024262 Jan-2013 01-Feb-2007 MI 100.00 60,000.00 66,753.13 2.000% 9 821.10 01-Feb-2012

Group 1 0871006910 Feb-2012 01-Jan-2007 NJ 95.00 308,750.00 304,808.57 6.375% 42 65,270.77 01-May-2009

Group 2 0051072545 Sep-2012 01-Dec-2006 LA 95.00 118,750.00 123,415.78 4.370% 22 8,744.93 01-Jan-2011

Group 2 0061076402 Apr-2012 01-Feb-2007 MS 95.00 161,405.00 186,789.87 2.200% 18 4,720.46 01-May-2011

Group 2 0101066901 Jun-2009 01-Feb-2007 TX 95.00 409,709.00 403,944.72 6.750% 47 104,587.44 01-Dec-2008

Group 2 0101067101 Mar-2012 01-Feb-2007 TX 95.00 139,650.00 135,341.45 9.975% 15 17,771.23 01-Aug-2011

Group 2 0171035988 Sep-2012 01-Jan-2007 AZ 100.00 284,876.00 298,391.79 2.000% 15 5,668.33 01-Aug-2011

24





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Series 2007-HL1

REO Loan Detail - All Mortgage Loans in REO during Current Period

LoanNumber

Month Loan Entered REO Paid To Date


InterestGroup

FirstPayment

Date StateLTV at

OriginationMonths

DelinquentCurrent

Loan Rate

CurrentActual

Balance


Group 2 0231086983 Jul-2012 01-Jan-2007 PA 100.00 235,000.00 226,829.44 6.625% 24 27,887.04 01-Nov-2010

Group 2 0331052461 Feb-2012 01-Feb-2007 NY 94.16 532,000.00 530,023.43 6.750% 57 172,559.12 01-Feb-2008

Group 2 0341037337 Jan-2013 01-Dec-2006 NC 100.00 267,133.00 292,352.01 3.000% 13 8,452.23 01-Oct-2011

Group 2 0341037539 Aug-2011 01-Jan-2007 SC 95.00 138,700.00 145,331.36 5.000% 31 17,385.39 01-Apr-2010

Group 2 0341038448 Dec-2011 01-Mar-2007 GA 95.00 257,450.00 332,368.77 4.320% 19 21,262.37 01-Apr-2011

Group 2 0341039625 Dec-2012 01-Mar-2007 MS 95.00 159,058.00 154,415.55 6.750% 17 14,581.24 01-Jun-2011

Group 2 0351042822 Sep-2012 01-Mar-2007 TX 95.00 118,750.00 113,482.31 7.000% 10 7,207.82 01-Jan-2012

Group 2 0411000143 Nov-2012 01-Dec-2006 TN 95.00 90,250.00 89,833.61 11.750% 31 27,376.04 01-Apr-2010

Group 2 0411000489 Sep-2012 01-Jan-2007 FL 95.00 229,900.00 226,512.05 6.250% 47 56,206.37 01-Dec-2008

Group 2 0411001232 Dec-2012 01-Jan-2007 FL 100.00 190,000.00 187,153.79 5.600% 26 18,215.74 01-Sep-2010

Group 2 0411001280 Nov-2012 01-Jan-2007 OK 90.33 55,100.00 59,327.74 5.080% 19 4,578.71 01-Apr-2011

Group 2 0411002167 Mar-2012 01-Feb-2007 NV 100.00 436,000.00 449,127.57 6.750% 25 45,615.34 01-Oct-2010

Group 2 0421002197 Nov-2011 01-Feb-2007 MI 100.00 85,500.00 86,549.40 4.750% 19 6,181.79 01-Apr-2011

Group 2 0511054074 Jul-2012 01-Feb-2007 VA 90.37 510,570.00 531,277.61 5.000% 15 32,739.96 01-Aug-2011

Group 2 0521050366 Jul-2012 01-Feb-2007 IL 100.00 375,000.00 364,992.39 6.750% 32 61,433.69 01-Mar-2010

Group 2 0551024465 Sep-2012 01-Jan-2007 OK 100.00 243,000.00 242,758.99 4.950% 21 20,346.53 01-Feb-2011

Group 2 0551025078 Dec-2012 01-Feb-2007 TX 100.00 133,000.00 169,679.79 4.210% 16 8,915.20 01-Jul-2011

Group 2 0581015202 Oct-2012 01-Feb-2007 CA 100.00 500,000.00 499,826.00 6.750% 16 46,160.50 01-Jul-2011

Group 2 0621020251 Dec-2012 01-Jan-2007 FL 100.00 273,200.00 347,089.72 2.000% 18 7,774.54 01-May-2011

Group 2 0621021133 Jan-2013 01-Feb-2007 FL 95.00 227,507.00 252,150.75 3.000% 16 6,517.80 01-Jul-2011

Group 2 0681014526 Jul-2011 01-Jan-2007 MA 95.00 313,405.00 332,403.04 5.000% 44 54,241.14 01-Mar-2009

Group 2 0841020766 May-2012 01-Nov-2006 MI 100.00 335,000.00 333,826.70 9.540% 55 141,365.72 01-Apr-2008

Group 2 0841022243 Apr-2012 01-Jan-2007 MI 95.00 161,702.00 155,740.17 6.375% 22 17,824.90 01-Jan-2011

Group 2 0841023163 Feb-2012 01-Jan-2007 MI 100.00 159,000.00 153,808.55 6.375% 27 20,662.46 01-Aug-2010

25





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Series 2007-HL1

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

12 Month Foreclosure HistorySummary

New Foreclosure LoansLoans in Foreclosure

Current Foreclosure TotalLoans in Foreclosure

18

3,316,775.50

3,637,772.38

224

59,016,485.50

62,719,246.38

0.00%

4.00%

8.00%

12.00%

16.00%

20.00%

24.00%

Feb-1

2

Mar

-12

Apr-1

2

May

-12

Jun-

12

Jul-1

2

Aug-1

2

Sep-1

2

Oct-1

2

Nov

-12

Dec

-12

Jan-

13





12 Month Foreclosure HistoryGroup 1



12

2,176,069.50

2,313,285.22

128

26,961,541.50

28,676,920.65

0.00%

4.00%

8.00%

12.00%

16.00%

20.00%

24.00%

Feb-1

2

Mar

-12

Apr-1

2

May

-12

Jun-

12

Jul-1

2

Aug-1

2

Sep-1

2

Oct-1

2

Nov

-12

Dec

-12

Jan-

13





12 Month Foreclosure HistoryGroup 2



6

1,140,706.00

1,324,487.16

96

32,054,944.00

34,042,325.73

0.00%

4.00%

8.00%

12.00%

16.00%

20.00%

24.00%

28.00%

Feb-1

2

Mar

-12

Apr-1

2

May

-12

Jun-

12

Jul-1

2

Aug-1

2

Sep-1

2

Oct-1

2

Nov

-12

Dec

-12

Jan-

13





26





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Series 2007-HL1

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period

LoanNumber

Month Loan Entered FC Paid To Date


InterestGroup

FirstPayment

Date StateLTV at

OriginationMonths

DelinquentCurrent

Loan Rate

CurrentActual

Balance


Group 1 0031045778 Aug-2011 01-Dec-2006 CA 93.89 253,500.00 266,996.39 01-Jul-2009 40 6.250% 36,128.19

Group 1 0031046242 Jun-2012 01-Jan-2007 CA 100.00 340,000.00 346,798.75 01-Oct-2010 25 5.000% 33,942.78

Group 1 0051071492 Jan-2013 01-Dec-2006 TN 95.00 127,300.00 132,477.79 01-Jan-2012 10 4.540% 5,170.00

Group 1 0051074581 Oct-2012 01-Mar-2007 LA 92.68 331,784.00 311,637.42 01-May-2012 6 6.625% 12,452.80

Group 1 0061072916 Mar-2012 01-Jan-2007 OH 95.00 190,000.00 185,817.14 01-Sep-2010 26 10.450% 42,275.41

Group 1 0061073729 Aug-2012 01-Feb-2007 KY 100.00 101,000.00 100,869.13 01-Jun-2011 17 6.375% 8,996.23

Group 1 0061074030 Oct-2012 01-Jan-2007 OH 95.00 102,600.00 136,317.78 01-May-2012 6 9.000% 7,572.37

Group 1 0061074365 Oct-2012 01-Mar-2007 OH 95.00 75,050.00 84,790.24 01-May-2012 6 4.770% 2,317.30

Group 1 0061074862 Oct-2012 01-Feb-2007 OH 95.00 275,500.00 269,495.47 01-Sep-2009 38 6.375% 50,339.74

Group 1 0061075450 Dec-2012 01-Feb-2007 KY 100.00 110,000.00 115,913.44 01-May-2012 6 2.000% 1,040.61

Group 1 0061076171 Nov-2012 01-Mar-2007 KY 95.00 169,100.00 183,616.41 01-Aug-2010 27 2.000% 5,729.91

Group 1 0061076401 Jan-2013 01-Feb-2007 OH 95.00 76,950.00 86,763.10 01-Oct-2010 25 4.000% 6,490.27

Group 1 0061076554 May-2012 01-Mar-2007 KY 100.00 143,000.00 144,423.60 01-Jul-2011 16 4.950% 9,749.12

Group 1 0061076584 Aug-2012 01-Mar-2007 KY 95.00 138,605.00 131,258.42 01-Mar-2012 8 6.750% 6,710.57

Group 1 0061076675 Jan-2013 01-Feb-2007 OH 95.00 66,737.50 65,667.67 01-Oct-2010 25 6.750% 8,791.03

Group 1 0101065234 Dec-2012 01-Jan-2007 TX 100.00 117,000.00 124,705.77 01-Jul-2012 4 2.625% 1,203.27

Group 1 0101066198 Dec-2012 01-Feb-2007 TX 95.00 63,650.00 84,977.40 01-Jul-2012 4 4.270% 1,530.66

Group 1 0101066390 Feb-2012 01-Jan-2007 GA 100.00 215,000.00 208,949.94 01-Aug-2011 15 4.980% 12,769.59

Group 1 0101066520 Oct-2010 01-Feb-2007 TX 100.00 127,000.00 125,502.42 01-Apr-2010 31 6.375% 19,130.46

Group 1 0101066629 Oct-2012 01-Feb-2007 TX 100.00 125,000.00 118,191.75 01-May-2012 6 6.750% 4,784.00

Group 1 0101067302 Mar-2012 01-Feb-2007 FL 95.00 169,100.00 229,463.69 01-Apr-2011 19 2.000% 5,390.45

Group 1 0101067437 Sep-2012 01-Feb-2007 TX 95.00 119,462.00 131,273.96 01-May-2011 18 6.780% 11,569.59

Group 1 0101067694 Oct-2012 01-Feb-2007 TX 95.00 148,996.00 161,870.66 01-Feb-2012 9 2.000% 1,978.38

Group 1 0111002531 Feb-2012 01-Jan-2007 HI 100.00 622,000.00 616,444.48 01-Feb-2011 21 6.950% 74,144.44

Group 1 0121050652 Jul-2012 01-Jan-2007 MN 100.00 212,500.00 220,581.88 01-Apr-2012 7 5.000% 5,889.90

Group 1 0121051288 Nov-2011 01-Feb-2007 WI 100.00 170,000.00 163,271.48 01-Feb-2011 21 6.375% 17,442.36

Group 1 0121051524 Jan-2012 01-Feb-2007 WI 100.00 135,000.00 154,797.66 01-Aug-2011 15 4.870% 9,201.88

Group 1 0151036272 Jul-2012 01-Oct-2006 PA 100.00 372,000.00 400,148.83 01-Dec-2011 11 3.430% 11,901.46

Group 1 0151039236 Oct-2010 01-Jan-2007 NJ 98.53 335,000.00 416,647.42 01-May-2010 30 2.000% 14,823.20

Group 1 0151039369 Mar-2012 01-Jan-2007 NJ 95.00 203,300.00 200,135.68 01-Jun-2011 17 9.570% 28,216.31

Group 1 0151039893 Jan-2012 01-Feb-2007 NJ 95.00 171,000.00 176,236.49 01-Aug-2011 15 6.840% 15,404.14

Group 1 0151040171 Aug-2012 01-Feb-2007 PA 95.00 403,750.00 486,396.63 01-Feb-2012 9 2.000% 5,996.03

Group 1 0151040450 Jul-2012 01-Mar-2007 PA 100.00 136,500.00 207,874.58 01-Feb-2012 9 2.000% 2,565.49

Group 1 0161051372 Oct-2010 01-Jan-2007 MA 95.00 228,000.00 244,420.32 01-Oct-2009 37 6.500% 45,649.98

Group 1 0161052388 Dec-2011 01-Mar-2007 ME 95.00 171,000.00 209,334.45 01-Jul-2011 16 3.000% 7,322.82

Group 1 0171035795 Jun-2012 01-Jan-2007 AZ 93.30 156,750.00 150,623.37 01-Dec-2011 11 6.375% 9,203.69

Group 1 0191034099 Nov-2011 01-Dec-2006 MT 100.00 262,000.00 272,080.05 01-Dec-2010 23 5.000% 25,030.50

Group 1 0191034993 Jan-2013 01-Feb-2007 ID 95.00 256,500.00 238,790.21 01-Aug-2012 3 6.375% 5,679.79

Group 1 0191035068 Oct-2011 01-Feb-2007 ID 95.00 209,950.00 236,307.03 01-Sep-2010 26 2.000% 7,293.49

Group 1 0191035161 Mar-2012 01-Jan-2007 WA 95.00 194,750.00 193,927.06 01-Jun-2011 17 6.500% 17,052.40

27





Telephone:Fax:

1-866-846-4526240-586-8675


23-Jan-2013 3:44:53PM

www.ctslink.com



Series 2007-HL1


LoanNumber



InterestGroup

FirstPayment

Date StateLTV at

OriginationMonths

DelinquentCurrent

Loan Rate

CurrentActual

Balance


Group 1 0191035548 Apr-2012 01-Feb-2007 WA 100.00 248,000.00 269,669.70 01-Jul-2011 16 2.000% 5,343.38

Group 1 0211049547 Jul-2012 01-Dec-2006 MD 95.00 266,000.00 258,701.66 01-Nov-2011 12 6.500% 16,490.26

Group 1 0211051726 Nov-2012 01-Feb-2007 VA 95.00 241,300.00 240,309.04 01-Apr-2012 7 6.375% 10,270.08

Group 1 0211051834 Jan-2013 01-Feb-2007 FL 100.00 119,500.00 113,612.65 01-Jun-2012 5 6.750% 4,034.24

Group 1 0211052168 Oct-2011 01-Mar-2007 MD 95.00 380,000.00 425,010.90 01-Mar-2011 20 4.610% 30,671.83

Group 1 0231086663 Oct-2012 01-Dec-2006 MA 100.00 165,000.00 160,361.06 01-Mar-2011 20 10.150% 27,845.93

Group 1 0231087953 Sep-2012 01-Feb-2007 CT 100.00 111,000.00 147,060.89 01-Mar-2012 8 2.000% 1,648.71

Group 1 0231088628 Jul-2012 01-Feb-2007 RI 95.00 332,500.00 331,602.12 01-Feb-2008 57 6.375% 106,043.13

Group 1 0231088702 Aug-2012 01-Feb-2007 MA 95.00 204,250.00 204,012.81 01-Dec-2008 47 7.500% 57,030.50

Group 1 0231089044 Mar-2011 01-Feb-2007 MA 95.00 361,000.00 416,595.59 01-Aug-2010 27 4.940% 27,589.89

Group 1 0231089666 Jul-2011 01-Mar-2007 NY 100.00 115,000.00 111,074.96 01-Nov-2010 24 6.750% 14,391.87

Group 1 0291008034 Jul-2012 01-Dec-2006 GA 95.00 295,450.00 314,420.71 01-May-2012 6 4.720% 8,475.38

Group 1 0321038490 Dec-2012 01-Dec-2006 CO 100.00 256,668.00 246,687.56 01-Jul-2012 4 6.250% 6,881.51

Group 1 0321039756 Jul-2012 01-Feb-2007 WY 95.00 163,875.00 162,365.36 01-Jan-2009 46 6.750% 37,733.63

Group 1 0321039814 Mar-2012 01-Mar-2007 UT 100.00 146,000.00 160,854.04 01-Jan-2012 10 4.830% 6,659.35

Group 1 0331050338 Feb-2011 01-Jan-2007 NY 92.62 477,000.00 476,106.03 01-Aug-2007 63 6.250% 173,405.59

Group 1 0331050962 Dec-2012 01-Feb-2007 NJ 100.00 200,000.00 196,026.78 01-Jul-2012 4 4.875% 4,122.21

Group 1 0331051393 May-2012 01-Feb-2007 NY 100.00 200,000.00 192,156.54 01-Oct-2011 13 6.375% 13,524.87

Group 1 0331051451 Nov-2012 01-Mar-2007 NY 94.96 612,500.00 617,451.56 01-Sep-2009 38 5.000% 91,717.23

Group 1 0331051468 Jun-2012 01-Feb-2007 GA 92.43 171,000.00 169,617.69 01-Jan-2012 10 6.200% 9,122.23

Group 1 0341036940 Jan-2013 01-Jan-2007 NC 95.00 85,405.00 80,315.87 01-Jul-2012 4 6.250% 2,282.49

Group 1 0341037322 Dec-2009 01-Dec-2006 FL 95.00 175,750.00 177,551.15 01-May-2009 42 5.000% 28,271.62

Group 1 0341038298 Dec-2012 01-Feb-2007 GA 95.00 141,550.00 156,646.89 01-Jul-2012 4 4.490% 3,011.34

Group 1 0341038474 Aug-2011 01-Feb-2007 SC 100.00 137,500.00 137,173.80 01-Mar-2011 20 7.000% 15,902.88

Group 1 0341038837 Nov-2012 01-Feb-2007 NC 95.00 237,500.00 259,472.69 01-Dec-2011 11 5.050% 12,243.32

Group 1 0341039095 Aug-2011 01-Feb-2007 GA 95.00 155,800.00 172,852.29 01-Oct-2010 25 2.000% 5,207.12

Group 1 0341039326 Dec-2012 01-Feb-2007 SC 100.00 136,700.00 151,818.09 01-Dec-2011 11 3.035% 3,894.38

Group 1 0351041933 Oct-2010 01-Jan-2007 TX 95.00 120,175.00 120,817.13 01-Mar-2010 32 6.000% 17,964.89

Group 1 0371037437 Aug-2012 01-Oct-2006 FL 95.00 159,600.00 178,242.18 01-Nov-2011 12 2.000% 2,805.19

Group 1 0371040421 Oct-2012 01-Dec-2006 FL 95.00 193,800.00 241,234.02 01-May-2012 6 3.000% 3,759.68

Group 1 0371041879 Dec-2012 01-Feb-2007 FL 95.00 185,250.00 186,549.73 01-May-2012 6 4.000% 3,206.58

Group 1 0371042918 Feb-2009 01-Feb-2007 FL 100.00 193,000.00 201,813.88 01-Oct-2008 49 8.000% 50,602.86

Group 1 0371043163 Oct-2010 01-Mar-2007 FL 100.00 164,000.00 168,775.97 01-Apr-2010 31 6.750% 24,728.12

Group 1 0371043314 Mar-2011 01-Feb-2007 FL 94.59 175,000.00 182,680.16 01-Apr-2010 31 6.000% 16,838.66

Group 1 0371043408 Sep-2012 01-Mar-2007 FL 93.61 344,500.00 403,258.81 01-Apr-2012 7 2.000% 4,057.28

Group 1 0371043592 Dec-2010 01-Mar-2007 FL 95.00 232,750.00 229,632.24 01-Jul-2010 28 6.750% 34,407.11

Group 1 0371043698 May-2010 01-Feb-2007 FL 100.00 129,000.00 126,186.00 01-Dec-2009 35 7.250% 24,758.70

Group 1 0381030389 Oct-2012 01-Jan-2007 MA 95.00 299,250.00 332,752.16 01-Dec-2010 23 2.000% 9,181.39

Group 1 0411000392 Feb-2011 01-Dec-2006 NY 100.00 300,000.00 306,469.70 01-Sep-2010 26 5.000% 32,461.47

Group 1 0411000521 Aug-2010 01-Feb-2007 IN 100.00 145,000.00 142,500.64 01-Oct-2009 37 6.375% 25,915.33

28





Telephone:Fax:

1-866-846-4526240-586-8675


23-Jan-2013 3:44:53PM

www.ctslink.com



Series 2007-HL1


LoanNumber



InterestGroup

FirstPayment

Date StateLTV at

OriginationMonths

DelinquentCurrent

Loan Rate

CurrentActual

Balance


Group 1 0411000940 Mar-2012 01-Jan-2007 HI 100.00 455,000.00 449,985.54 01-Sep-2011 14 2.000% 7,944.15

Group 1 0411001365 Oct-2012 01-Jan-2007 VT 95.00 175,750.00 179,398.37 01-Apr-2012 7 3.625% 3,974.66

Group 1 0411001518 Oct-2010 01-Feb-2007 KS 95.00 153,900.00 152,952.89 01-Feb-2009 45 6.375% 35,608.04

Group 1 0411001613 Nov-2012 01-Jan-2007 AR 95.00 81,415.00 76,737.58 01-Mar-2012 8 4.000% 2,129.48

Group 1 0411002226 Feb-2012 01-Mar-2007 NJ 94.95 350,350.00 429,670.15 01-Jun-2011 17 2.300% 11,061.18

Group 1 0421000297 Dec-2012 01-Jan-2007 AR 95.00 52,250.00 73,015.46 01-May-2011 18 3.500% 3,443.70

Group 1 0421000610 Jul-2012 01-Dec-2006 NY 95.00 68,400.00 76,811.45 01-Jan-2012 10 5.000% 3,319.26


Group 1 0421002351 Dec-2012 01-Feb-2007 IN 95.00 85,500.00 116,991.89 01-Jul-2012 4 6.820% 3,597.97

Group 1 0511049551 Jan-2013 01-Oct-2006 WA 95.00 313,500.00 309,314.37 01-Aug-2012 3 7.600% 8,935.26

Group 1 0511052667 Jul-2012 01-Jan-2007 NV 95.00 306,850.00 373,758.95 01-Aug-2011 15 4.460% 20,078.20

Group 1 0511052685 Aug-2012 01-Jan-2007 MO 95.00 142,500.00 174,538.20 01-Feb-2012 9 2.000% 2,142.54

Group 1 0521042790 May-2012 01-Nov-2006 IN 100.00 137,500.00 147,871.82 01-Nov-2011 12 5.090% 7,575.34

Group 1 0521044379 Jun-2012 01-Nov-2006 IN 100.00 127,000.00 135,248.19 01-Oct-2009 37 7.000% 20,923.37

Group 1 0521045918 Mar-2012 01-Dec-2006 IN 95.00 109,250.00 139,820.02 01-Sep-2011 14 3.000% 2,857.46

Group 1 0521046041 Jan-2013 01-Dec-2006 IN 100.00 136,707.00 168,697.95 01-Jun-2012 5 2.000% 1,321.35

Group 1 0521047753 Mar-2011 01-Jan-2007 IL 95.00 304,000.00 295,587.79 01-Oct-2010 25 4.960% 28,331.92

Group 1 0521048012 Feb-2012 01-Jan-2007 IN 100.00 156,285.00 152,708.26 01-Oct-2011 13 6.250% 10,711.63

Group 1 0521048033 Mar-2012 01-Feb-2007 MO 95.00 147,250.00 142,728.69 01-Mar-2011 20 8.000% 18,090.39

Group 1 0521048413 Dec-2012 01-Feb-2007 IL 95.00 223,250.00 241,597.81 01-Jul-2012 4 4.875% 5,082.55

Group 1 0521048422 Apr-2011 01-Feb-2007 IL 95.00 171,000.00 164,045.64 01-Oct-2010 25 6.125% 19,605.62

Group 1 0521049181 Feb-2012 01-Mar-2007 KS 95.00 235,600.00 268,111.96 01-Oct-2011 13 2.000% 4,443.72

Group 1 0521050630 May-2012 01-Mar-2007 IL 100.00 185,297.00 218,614.30 01-Nov-2011 12 6.000% 13,547.32

Group 1 0521050724 Jul-2012 01-Mar-2007 MI 100.00 98,000.00 115,371.92 01-Jul-2011 16 4.870% 7,263.79

Group 1 0521050958 Sep-2012 01-Mar-2007 IN 100.00 79,900.00 88,487.44 01-Apr-2012 7 5.000% 2,875.38

Group 1 0551021710 Jan-2013 01-Dec-2006 AR 100.00 97,220.00 102,012.86 01-Jul-2011 16 6.780% 7,545.28

Group 1 0551024227 Nov-2011 01-Jan-2007 TX 95.00 113,050.00 107,704.98 01-Sep-2011 14 6.250% 7,990.17

Group 1 0551025105 Dec-2011 01-Feb-2007 OK 94.33 133,000.00 127,024.27 01-Jul-2011 16 6.750% 11,336.58

Group 1 0551025258 Jan-2011 01-Feb-2007 OK 95.00 166,250.00 160,002.36 01-Jun-2010 29 6.750% 24,527.06

Group 1 0581014725 Aug-2012 01-Feb-2007 CA 100.00 235,000.00 263,555.09 01-Mar-2012 8 4.000% 7,306.63

Group 1 0611025673 Jun-2009 01-Dec-2006 NY 95.00 365,750.00 365,750.00 01-Dec-2008 47 8.450% 119,364.21

Group 1 0621019762 Jun-2008 01-Jan-2007 FL 95.00 361,000.00 358,750.91 01-Dec-2007 59 6.250% 120,882.55

Group 1 0621020321 Jan-2013 01-Feb-2007 FL 95.00 337,250.00 430,738.07 01-Jul-2012 4 2.000% 2,910.25

Group 1 0621021237 Jun-2012 01-Mar-2007 FL 95.00 286,900.00 272,296.81 01-Jan-2012 10 7.000% 17,294.95

Group 1 0631015357 Apr-2012 01-Dec-2006 HI 95.00 353,400.00 416,696.52 01-Aug-2011 15 4.810% 24,216.91

Group 1 0631015632 Jan-2013 01-Jan-2007 CA 94.97 359,000.00 347,712.37 01-Aug-2012 3 2.000% 1,948.11

Group 1 0651022036 Mar-2010 01-Dec-2006 NY 95.00 235,600.00 259,730.06 01-Oct-2009 37 7.250% 47,183.51

Group 1 0651023081 Feb-2010 01-Jan-2007 GA 95.00 284,050.00 291,975.49 01-Mar-2009 44 8.850% 58,204.47

Group 1 0651023290 Oct-2011 01-Jan-2007 IL 100.00 190,000.00 220,156.66 01-Jun-2011 17 2.000% 4,680.42

Group 1 0651023353 Nov-2012 01-Jan-2007 NC 95.00 346,750.00 336,739.68 01-Jul-2012 4 6.375% 9,974.11

29





Telephone:Fax:

1-866-846-4526240-586-8675


23-Jan-2013 3:44:53PM

www.ctslink.com



Series 2007-HL1


LoanNumber



InterestGroup

FirstPayment

Date StateLTV at

OriginationMonths

DelinquentCurrent

Loan Rate

CurrentActual

Balance


Group 1 0651023483 Nov-2011 01-Jan-2007 PA 95.00 199,405.00 221,381.53 01-Apr-2011 19 2.000% 5,168.16

Group 1 0661020004 Sep-2011 01-Feb-2007 CA 95.00 384,750.00 397,708.32 01-Nov-2010 24 5.000% 37,483.94

Group 1 0661020229 Jan-2013 01-Feb-2007 GA 100.00 200,000.00 237,182.31 01-Dec-2011 11 2.480% 4,691.67

Group 1 0661020548 Oct-2012 01-Feb-2007 CA 100.00 335,000.00 335,607.24 01-Feb-2010 33 8.050% 51,880.33

Group 1 0661021159 Mar-2012 01-Feb-2007 WA 100.00 405,000.00 433,539.86 01-May-2011 18 4.500% 27,351.04

Group 1 0671016912 Nov-2012 01-Feb-2007 OR 95.00 160,550.00 200,603.56 01-Jun-2012 5 4.510% 4,495.25

Group 1 0841016304 Feb-2012 01-Nov-2006 IN 100.00 131,755.00 148,669.57 01-May-2010 30 2.000% 5,105.53

Group 1 0871007172 Nov-2012 01-Mar-2007 PA 100.00 257,000.00 295,351.40 01-Jun-2012 5 2.000% 2,315.71

Group 2 0051071548 Feb-2012 01-Dec-2006 AR 100.00 166,000.00 170,624.19 01-Jun-2011 17 5.080% 11,790.08

Group 2 0051073984 Oct-2011 01-Feb-2007 LA 95.00 234,650.00 224,516.43 01-May-2011 18 6.625% 21,722.99

Group 2 0051074021 Jan-2012 01-Feb-2007 LA 100.00 147,800.00 168,907.31 01-Mar-2011 20 2.000% 4,146.72

Group 2 0061071426 Sep-2011 01-Dec-2006 OH 95.00 65,455.00 72,316.40 01-Apr-2011 19 7.150% 8,192.44

Group 2 0061074860 Jan-2013 01-Feb-2007 IL 100.00 105,000.00 98,735.17 01-Jul-2012 4 6.750% 3,001.96

Group 2 0061075775 Sep-2011 01-Mar-2007 OH 100.00 72,000.00 76,899.12 01-Apr-2011 19 4.900% 5,637.48

Group 2 0061076114 Jun-2012 01-Feb-2007 OH 100.00 361,090.00 380,372.21 01-Aug-2011 15 5.000% 23,440.45

Group 2 0101066341 Aug-2012 01-Jan-2007 TX 100.00 212,700.00 268,297.30 01-Mar-2012 8 5.750% 11,323.21

Group 2 0101067018 Oct-2012 01-Feb-2007 TX 95.00 148,441.00 165,171.48 01-Apr-2012 7 4.000% 4,116.87

Group 2 0101067415 Jun-2011 01-Feb-2007 TX 100.00 264,934.00 262,662.78 01-Jan-2010 34 6.750% 39,090.83

Group 2 0101068012 Oct-2012 01-Mar-2007 TX 100.00 173,000.00 164,652.53 01-Jan-2012 10 6.750% 10,040.60

Group 2 0111002693 Jun-2012 01-Jan-2007 HI 95.00 681,150.00 718,696.50 01-Sep-2011 14 3.000% 22,141.42

Group 2 0111002727 May-2012 01-Feb-2007 HI 98.04 600,000.00 616,083.88 01-Dec-2011 11 2.000% 8,877.22

Group 2 0141057350 May-2012 01-Dec-2006 NY 94.95 508,000.00 547,571.26 01-Apr-2011 19 4.000% 26,525.01

Group 2 0151039658 Jul-2012 01-Jan-2007 PA 95.00 258,400.00 245,334.96 01-Dec-2011 11 6.250% 14,934.21

Group 2 0151039669 Sep-2012 01-Feb-2007 MD 100.00 360,000.00 402,642.15 01-Sep-2011 14 4.300% 19,322.91

Group 2 0161051661 Apr-2011 01-Jan-2007 MA 95.00 249,375.00 247,370.40 01-Jun-2008 53 6.375% 75,949.32

Group 2 0171036409 Jan-2012 01-Jan-2007 NV 100.00 289,000.00 331,232.06 01-May-2011 18 2.000% 7,426.69

Group 2 0171037392 Apr-2012 01-Feb-2007 AZ 100.00 260,999.00 264,604.91 01-Jun-2011 17 6.000% 18,411.99

Group 2 0171038770 Jan-2012 01-Feb-2007 NV 95.00 332,500.00 362,127.65 01-Aug-2011 15 2.000% 6,887.20

Group 2 0171038906 Jun-2012 01-Feb-2007 NV 100.00 563,650.00 549,085.49 01-Jan-2012 10 6.750% 33,400.84

Group 2 0191035059 Nov-2012 01-Jan-2007 WA 100.00 699,500.00 713,084.36 01-Aug-2010 27 5.000% 74,962.97

Group 2 0191035822 Jun-2012 01-Mar-2007 WA 100.00 261,000.00 278,071.81 01-May-2010 30 6.875% 34,772.68

Group 2 0211050482 Nov-2011 01-Feb-2007 FL 100.00 221,309.00 225,853.84 01-Jun-2011 17 5.000% 15,555.68

Group 2 0211050981 May-2012 01-Jan-2007 SC 95.00 122,768.00 126,652.78 01-Nov-2011 12 5.000% 6,427.68

Group 2 0211052551 Dec-2011 01-Mar-2007 VA 100.00 255,000.00 274,071.51 01-Apr-2011 19 2.000% 6,313.52

Group 2 0231087613 Jul-2011 01-Jan-2007 CT 100.00 269,440.00 271,203.21 01-Feb-2011 21 6.625% 26,518.02

Group 2 0231087816 Oct-2009 01-Mar-2007 NJ 100.00 380,000.00 387,286.64 01-May-2009 42 5.000% 61,795.57

Group 2 0321038736 Jan-2013 01-Jan-2007 CO 100.00 220,000.00 240,048.11 01-Jul-2012 4 3.000% 2,804.16

Group 2 0321039208 Oct-2012 01-Feb-2007 NV 100.00 322,690.00 364,916.24 01-Nov-2011 12 2.000% 5,722.22

Group 2 0321039662 Jun-2011 01-Feb-2007 UT 95.00 183,350.00 190,480.49 01-Jan-2011 22 4.710% 15,161.38

Group 2 0331049215 May-2011 01-Dec-2006 NY 100.00 650,000.00 663,847.12 01-Nov-2010 24 5.000% 64,365.62

30





Telephone:Fax:

1-866-846-4526240-586-8675


23-Jan-2013 3:44:53PM

www.ctslink.com



Series 2007-HL1


LoanNumber



InterestGroup

FirstPayment

Date StateLTV at

OriginationMonths

DelinquentCurrent

Loan Rate

CurrentActual

Balance


Group 2 0331049983 Oct-2012 01-Dec-2006 NY 100.00 590,000.00 667,657.90 01-Feb-2012 9 2.000% 8,204.69

Group 2 0331050624 Jun-2009 01-Jan-2007 NY 100.00 582,400.00 582,400.00 01-Dec-2008 47 6.250% 182,626.08

Group 2 0331050734 Mar-2011 01-Jan-2007 NY 95.00 446,500.00 463,664.85 01-Sep-2009 38 5.000% 67,328.19

Group 2 0331050900 Apr-2008 01-Jan-2007 NY 100.00 638,500.00 636,962.30 01-Sep-2007 62 6.375% 227,378.91

Group 2 0331050919 Sep-2008 01-Feb-2007 NY 93.27 513,000.00 513,000.00 01-May-2008 54 6.375% 150,704.33

Group 2 0331051009 Sep-2011 01-Mar-2007 NY 95.00 104,405.00 114,287.65 01-May-2011 18 4.500% 7,297.04

Group 2 0331051145 Jan-2012 01-Feb-2007 NY 100.00 639,000.00 734,048.53 01-Jun-2011 17 4.000% 32,738.91

Group 2 0331051158 Jan-2011 01-Feb-2007 NY 100.00 409,000.00 408,986.55 01-Mar-2010 32 6.750% 69,749.36

Group 2 0331052391 Nov-2009 01-Mar-2007 NY 95.00 399,000.00 398,797.45 01-Mar-2007 69 6.750% 160,089.13

Group 2 0331052540 Jul-2012 01-Mar-2007 NY 100.00 639,000.00 643,304.84 01-Dec-2011 11 2.000% 9,347.71

Group 2 0331052716 Mar-2010 01-Mar-2007 NY 100.00 395,000.00 390,717.22 01-Oct-2009 37 6.750% 76,368.82

Group 2 0331052739 Oct-2009 01-Feb-2007 NY 100.00 470,000.00 465,814.11 01-Nov-2009 36 6.750% 88,825.39

Group 2 0331052816 Nov-2011 01-Mar-2007 NY 100.00 520,000.00 508,563.10 01-Apr-2011 19 6.980% 43,995.49

Group 2 0341037578 Aug-2012 01-Feb-2007 SC 94.97 137,700.00 148,556.05 01-Mar-2012 8 5.500% 5,961.00

Group 2 0341037635 Oct-2011 01-Jan-2007 SC 95.00 211,375.00 248,921.30 01-May-2011 18 2.000% 5,530.97

Group 2 0341040241 Oct-2012 01-Mar-2007 NC 100.00 192,699.00 199,266.68 01-Mar-2012 8 2.000% 2,229.20

Group 2 0351041234 Oct-2012 01-Jan-2007 TX 100.00 129,000.00 147,991.10 01-May-2012 6 5.000% 4,264.30

Group 2 0351041637 Sep-2011 01-Jan-2007 TX 95.00 292,600.00 407,817.55 01-Oct-2010 25 2.000% 12,185.92

Group 2 0351042267 Sep-2012 01-Jan-2007 TX 100.00 256,000.00 262,717.33 01-Apr-2012 7 4.000% 6,547.30

Group 2 0351042464 Jun-2012 01-Feb-2007 TX 95.00 210,856.00 232,007.15 01-Aug-2011 15 4.750% 13,363.72

Group 2 0351042686 Nov-2011 01-Feb-2007 TX 95.00 132,650.00 163,436.15 01-Sep-2011 14 4.610% 8,514.77

Group 2 0351042776 Oct-2012 01-Feb-2007 TX 95.00 152,986.00 159,305.14 01-Jun-2012 5 7.500% 6,342.12

Group 2 0371041886 Jun-2011 01-Jan-2007 FL 100.00 279,000.00 330,531.44 01-Aug-2010 27 5.080% 34,997.02

Group 2 0371042163 Nov-2010 01-Jan-2007 FL 95.00 212,800.00 213,214.54 01-Jul-2009 40 5.600% 36,265.49

Group 2 0371042381 Jan-2012 01-Jan-2007 FL 100.00 355,580.00 339,926.89 01-Aug-2011 15 6.625% 28,768.37

Group 2 0371043054 Jun-2012 01-Feb-2007 FL 100.00 149,900.00 144,968.97 01-Jan-2012 10 5.000% 6,266.12

Group 2 0371043562 Feb-2011 01-Mar-2007 FL 95.00 522,500.00 518,502.39 01-Nov-2009 36 6.750% 98,591.81

Group 2 0371043640 Aug-2012 01-Mar-2007 FL 95.00 475,000.00 475,695.23 01-Sep-2011 14 6.000% 31,775.37

Group 2 0371044058 Oct-2011 01-Mar-2007 FL 95.00 484,500.00 573,798.54 01-May-2011 18 4.800% 39,510.87

Group 2 0371044082 Oct-2010 01-Mar-2007 FL 95.00 780,900.00 949,585.85 01-Jun-2010 29 2.000% 32,374.36

Group 2 0411001023 Jul-2012 01-Jan-2007 NJ 95.00 439,850.00 501,217.70 01-Jun-2010 29 2.875% 28,408.58

Group 2 0411002045 May-2010 01-Mar-2007 NY 95.00 551,000.00 539,131.34 01-Aug-2009 39 6.750% 110,323.68

Group 2 0411002071 Oct-2012 01-Feb-2007 ND 90.83 100,000.00 121,470.76 01-May-2012 6 2.000% 1,088.98

Group 2 0421000343 Aug-2012 01-Dec-2006 FL 100.00 180,000.00 220,029.40 01-Jul-2011 16 2.000% 4,400.66

Group 2 0421001469 Nov-2011 01-Jan-2007 SC 95.00 54,470.00 53,584.02 01-Jun-2011 17 6.375% 4,895.44

Group 2 0421002216 Sep-2012 01-Mar-2007 SD 100.00 64,500.00 62,963.70 01-Apr-2012 7 6.750% 2,901.17

Group 2 0511051574 Jun-2012 01-Dec-2006 CA 100.00 374,729.00 385,142.99 01-Aug-2011 15 5.000% 24,456.53

Group 2 0511051576 May-2012 01-Jan-2007 CA 100.00 230,000.00 246,396.13 01-Jul-2011 16 2.000% 4,977.95

Group 2 0511052284 Jun-2012 01-Feb-2007 CA 100.00 176,000.00 175,364.01 01-Jan-2012 10 4.190% 6,163.57

Group 2 0511054619 Nov-2012 01-Feb-2007 CA 98.93 742,000.00 840,770.39 01-Jun-2012 5 4.000% 16,402.41

31





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Series 2007-HL1


LoanNumber



InterestGroup

FirstPayment

Date StateLTV at

OriginationMonths

DelinquentCurrent

Loan Rate

CurrentActual

Balance


Group 2 0511055346 May-2009 01-Mar-2007 FL 95.00 546,250.00 591,754.34 01-Jan-2009 46 6.500% 127,911.16

Group 2 0521046073 Dec-2011 01-Dec-2006 IN 100.00 286,158.00 340,823.13 01-May-2012 6 5.070% 9,981.09

Group 2 0521047229 Jan-2011 01-Jan-2007 IL 95.00 508,250.00 569,488.30 01-Aug-2010 27 4.500% 48,634.32

Group 2 0521048573 Mar-2012 01-Feb-2007 IL 95.00 483,535.00 568,802.43 01-Jun-2011 17 2.000% 11,936.46

Group 2 0521048984 Jan-2013 01-Feb-2007 PA 100.00 477,424.00 651,667.27 01-Nov-2009 36 5.040% 88,649.90

Group 2 0551023574 Jan-2013 01-Jan-2007 TX 95.00 95,950.00 90,334.46 01-Jun-2012 5 6.375% 3,116.87

Group 2 0551024145 Aug-2009 01-Jan-2007 OK 100.00 244,560.00 243,425.52 01-Mar-2009 44 6.250% 55,441.02


Group 2 0551024883 Apr-2012 01-Jan-2007 TX 95.00 155,838.00 203,419.54 01-Nov-2011 12 3.640% 7,016.73

Group 2 0551025050 Nov-2012 01-Feb-2007 OK 100.00 232,000.00 223,282.89 01-Feb-2012 9 6.750% 12,403.16

Group 2 0551025103 Jan-2013 01-Feb-2007 TX 95.00 132,132.00 126,823.56 01-Jun-2012 5 6.750% 4,494.64

Group 2 0551025220 Jan-2013 01-Jan-2007 OK 95.00 110,200.00 116,878.59 01-Jul-2010 28 6.000% 12,203.12

Group 2 0551025941 Oct-2012 01-Mar-2007 TX 100.00 295,000.00 286,278.35 01-Apr-2012 7 2.000% 2,868.36

Group 2 0551025989 Jan-2012 01-Mar-2007 TX 100.00 138,611.00 136,044.83 01-Jul-2011 16 4.270% 7,244.95

Group 2 0551026287 Oct-2012 01-Mar-2007 TX 95.00 112,100.00 106,875.06 01-Oct-2011 13 6.750% 8,052.78

Group 2 0581014792 Jun-2012 01-Feb-2007 CA 100.00 570,000.00 587,538.57 01-Jan-2012 10 2.000% 7,825.26

Group 2 0621020355 Jun-2011 01-Feb-2007 FL 95.00 275,500.00 292,913.88 01-Dec-2010 23 8.000% 42,699.85

Group 2 0621021122 Sep-2011 01-Mar-2007 FL 98.71 202,350.00 192,725.41 01-Apr-2011 19 6.750% 20,201.96

Group 2 0631015771 Sep-2012 01-Dec-2006 CA 100.00 575,000.00 604,764.50 01-Jun-2011 17 2.000% 12,713.10

Group 2 0661020131 Dec-2010 01-Feb-2007 CA 100.00 498,000.00 538,913.80 01-Sep-2010 26 3.000% 29,276.02

Group 2 0661021679 Apr-2012 01-Mar-2007 CA 100.00 236,500.00 236,500.00 01-Apr-2009 43 6.750% 55,035.71

Group 2 0671016219 Oct-2012 01-Feb-2007 CA 99.13 800,000.00 813,818.70 01-Oct-2011 13 5.000% 44,251.35

Group 2 0831070248 May-2011 01-Dec-2006 CA 95.00 475,000.00 520,484.37 01-Mar-2010 32 7.000% 59,435.08

Group 2 0871006747 Apr-2009 01-Jan-2007 NY 95.00 560,500.00 560,500.00 01-Nov-2008 48 6.250% 144,819.47

32





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Series 2007-HL1

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

12 Month Bankruptcy HistorySummary

New Bankruptcy LoansLoans in Bankruptcy

Current Bankruptcy TotalLoans in Bankruptcy

5

1,384,451.00

1,510,731.01

86

16,917,222.60

17,288,522.38 0.00%

1.00%

2.00%

3.00%

4.00%

5.00%

6.00%

7.00%

Feb-1

2

Mar

-12

Apr-1

2

May

-12

Jun-

12

Jul-1

2

Aug-1

2

Sep-1

2

Oct-1

2

Nov

-12

Dec

-12

Jan-

13





12 Month Bankruptcy HistoryGroup 1



1

190,000.00

186,318.08

41

6,741,253.00

6,713,117.91 0.00%

1.00%

2.00%

3.00%

4.00%

5.00%

6.00%

Feb-1

2

Mar

-12

Apr-1

2

May

-12

Jun-

12

Jul-1

2

Aug-1

2

Sep-1

2

Oct-1

2

Nov

-12

Dec

-12

Jan-

13





12 Month Bankruptcy HistoryGroup 2



4

1,194,451.00

1,324,412.93

45

10,175,969.60

10,575,404.47 0.00%

1.00%

2.00%

3.00%

4.00%

5.00%

6.00%

7.00%

8.00%

Feb-1

2

Mar

-12

Apr-1

2

May

-12

Jun-

12

Jul-1

2

Aug-1

2

Sep-1

2

Oct-1

2

Nov

-12

Dec

-12

Jan-

13





33





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Series 2007-HL1


LoanNumber

Month Loan Entered

Bankruptcy Paid To Date


InterestGroup

FirstPayment

Date StateLTV at

OriginationMonths

DelinquentCurrent

Loan Rate

CurrentActual

Balance


0051073167 Sep-2010 01-Jan-2007 GA 100.00 141,200.00 132,210.00 01-Sep-2012 2 6.250% 2,503.81 Group 1

0051073432 Mar-2010 01-Jan-2007 GA 100.00 194,320.00 186,563.72 01-Oct-2012 1 2.000% 628.70 Group 1

0061073758 Aug-2010 01-Jan-2007 OH 99.17 119,000.00 115,754.02 01-Jul-2012 4 6.250% 3,302.87 Group 1

0061073769 May-2008 01-Jan-2007 OH 100.00 136,000.00 132,727.28 01-Jan-2012 10 7.000% 8,367.07 Group 1

0061074414 Sep-2011 01-Feb-2007 OH 90.82 116,250.00 109,309.00 01-May-2012 6 6.750% 4,471.42 Group 1

0061074539 Aug-2009 01-Jan-2007 KY 100.00 174,000.00 164,304.97 01-Apr-2012 7 7.750% 8,709.13 Group 1

0061074698 Jun-2011 01-Jan-2007 MS 95.00 74,100.00 70,445.15 01-Mar-2012 8 6.500% 3,463.92 Group 1

0061074888 Jun-2012 01-Jan-2007 MS 100.00 137,790.00 137,571.22 01-Jun-2012 5 4.770% 3,324.81 Group 1

0101067713 Mar-2012 01-Feb-2007 TX 95.00 168,150.00 211,824.90 01-Feb-2012 9 3.000% 4,500.14 Group 1

0111002451 Nov-2010 01-Jan-2007 HI 100.00 268,000.00 253,519.75 01-Dec-2012 0 3.375% 1,152.72 Group 1

0151037744 Jun-2012 01-Dec-2006 PA 95.00 100,035.00 97,089.13 01-Apr-2011 19 10.250% 16,280.72 Group 1

0151039025 Feb-2011 01-Jan-2007 PA 95.00 94,525.00 90,319.94 01-Nov-2011 12 6.750% 6,508.10 Group 1

0151040432 Oct-2012 01-Feb-2007 NY 100.00 103,000.00 97,473.55 01-Jun-2012 5 6.750% 3,464.47 Group 1

0291007078 Oct-2012 01-Oct-2006 OH 100.00 150,000.00 147,768.01 01-Jul-2010 28 9.330% 31,978.22 Group 1

0331050157 May-2011 01-Dec-2006 NY 94.14 522,500.00 502,531.83 01-Nov-2012 0 7.000% 5,314.89 Group 1

0331051360 Oct-2012 01-Feb-2007 FL 95.00 218,500.00 223,961.22 01-Oct-2009 37 8.250% 40,448.11 Group 1

0341037538 Mar-2011 01-Jan-2007 NC 95.00 126,350.00 131,585.87 01-Feb-2012 9 3.000% 2,814.91 Group 1

0341037928 Aug-2011 01-Jan-2007 AL 100.00 157,000.00 149,249.09 01-Aug-2012 3 6.250% 3,534.48 Group 1

0341038004 Jun-2009 01-Jan-2007 NC 95.00 66,405.00 63,296.37 01-Jan-2012 10 6.375% 3,707.82 Group 1

0341038039 Nov-2010 01-Feb-2007 NC 100.00 240,000.00 244,337.56 01-Jan-2011 22 5.000% 21,257.28 Group 1

0341038257 Mar-2008 01-Feb-2007 NC 95.00 142,500.00 132,135.05 01-Dec-2012 0 6.750% 1,344.30 Group 1

0341038707 Sep-2010 01-Mar-2007 AL 100.00 175,000.00 167,901.37 01-Nov-2012 0 2.000% 378.16 Group 1

0341038952 Dec-2007 01-Feb-2007 SC 100.00 157,000.00 146,517.90 01-Dec-2012 0 6.750% 1,490.63 Group 1

0371041939 Jan-2013 01-Jan-2007 FL 95.00 190,000.00 186,318.08 01-Dec-2012 0 5.600% 1,538.43 Group 1

0411001118 Oct-2012 01-Jan-2007 UT 95.00 176,700.00 176,050.32 01-Nov-2011 12 4.750% 8,368.59 Group 1

0421001046 Nov-2010 01-Jan-2007 GA 95.00 101,175.00 97,964.65 01-Sep-2010 26 6.250% 12,605.77 Group 1

0421001051 Jan-2012 01-Jan-2007 NC 95.00 128,250.00 123,158.98 01-Jun-2012 5 9.950% 6,688.92 Group 1

0421002283 Jan-2010 01-Feb-2007 AR 100.00 55,000.00 52,227.16 01-Jan-2012 10 6.750% 3,171.42 Group 1

0511053831 Mar-2010 01-Feb-2007 FL 95.00 173,755.00 169,512.56 01-Sep-2011 14 6.875% 15,529.70 Group 1

0521047165 Nov-2012 01-Dec-2006 IL 100.00 310,000.00 310,855.95 01-Dec-2012 0 2.000% 699.81 Group 1

0521047777 Mar-2011 01-Jan-2007 IN 100.00 149,900.00 154,834.27 01-Feb-2012 9 3.750% 4,430.59 Group 1

0521047801 Dec-2012 01-Jan-2007 IL 95.00 242,250.00 334,940.97 01-Dec-2012 0 2.000% 754.04 Group 1

0521048159 Jul-2009 01-Jan-2007 MO 100.00 163,000.00 152,564.03 01-Dec-2012 0 5.000% 1,107.08 Group 1

0521048600 Jul-2008 01-Feb-2007 IL 100.00 185,000.00 179,776.97 01-Oct-2012 1 6.375% 2,571.32 Group 1

0551023525 Mar-2012 01-Oct-2006 TX 95.00 153,900.00 179,685.84 01-Apr-2012 7 4.125% 4,645.39 Group 1

0551024649 Oct-2012 01-Jan-2007 TX 100.00 188,400.00 179,837.13 01-Aug-2011 15 6.250% 14,143.46 Group 1

0551025594 Jun-2009 01-Feb-2007 TX 100.00 75,048.00 72,991.33 01-Oct-2012 1 6.750% 1,112.42 Group 1

0551025794 Feb-2012 01-Feb-2007 MO 95.00 106,400.00 101,934.51 01-Nov-2011 12 7.000% 7,470.57 Group 1

0671016378 Apr-2011 01-Jan-2007 WA 100.00 210,000.00 201,263.08 01-Dec-2012 0 7.750% 2,382.20 Group 1

0841023176 Aug-2009 01-Feb-2007 MI 95.00 230,850.00 217,372.26 01-Dec-2011 11 6.375% 13,324.09 Group 1

34





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Series 2007-HL1


LoanNumber

Month Loan Entered



InterestGroup

FirstPayment

Date StateLTV at

OriginationMonths

DelinquentCurrent

Loan Rate

CurrentActual

Balance


0841024541 Nov-2012 01-Mar-2007 MI 100.00 120,000.00 113,432.92 01-Nov-2012 0 6.875% 1,176.03 Group 1

0061073733 Mar-2011 01-Jan-2007 OH 95.00 97,850.00 94,022.44 01-Oct-2012 1 2.000% 315.15 Group 2

0061074921 Apr-2011 01-Feb-2007 OH 95.00 133,000.00 144,167.22 01-Dec-2012 0 2.000% 324.57 Group 2

0061075508 Nov-2012 01-Feb-2007 OH 100.00 241,000.00 231,856.99 01-Dec-2010 23 6.750% 28,700.16 Group 2

0061075835 Sep-2012 01-Feb-2007 TN 100.00 215,000.00 267,486.42 01-Dec-2012 0 2.875% 993.11 Group 2

0101066381 Jun-2012 01-Jan-2007 TX 94.99 206,000.00 284,472.81 01-Dec-2011 11 4.170% 10,828.77 Group 2

0101066441 Jun-2009 01-Jan-2007 TX 100.00 272,500.00 257,845.26 01-Oct-2012 1 8.580% 5,106.46 Group 2

0101066633 Jul-2010 01-Feb-2007 TX 100.00 270,000.00 325,846.06 01-Jan-2012 10 6.500% 19,087.92 Group 2

0101066655 Oct-2012 01-Feb-2007 TX 95.00 202,273.00 210,144.28 01-Apr-2011 19 4.320% 12,767.99 Group 2

0101067047 Oct-2009 01-Feb-2007 TX 100.00 111,000.00 111,724.42 01-May-2012 6 10.850% 7,578.92 Group 2

0101067889 Apr-2010 01-Feb-2007 TX 95.00 184,695.00 180,943.35 01-Oct-2012 1 2.000% 609.65 Group 2

0121051880 Feb-2012 01-Feb-2007 WI 100.00 379,900.00 384,633.94 01-Aug-2012 3 5.000% 6,971.50 Group 2

0151040534 May-2011 01-Mar-2007 PA 100.00 62,900.00 62,072.50 01-Jul-2009 40 6.750% 13,073.46 Group 2

0151040772 Apr-2010 01-Mar-2007 PA 100.00 79,000.00 73,981.42 01-Dec-2012 0 6.750% 752.67 Group 2

0211049611 Feb-2012 01-Jan-2007 VA 94.99 785,700.00 741,516.96 01-Dec-2011 11 6.250% 45,063.24 Group 2

0211052066 Aug-2011 01-Feb-2007 VA 100.00 430,000.00 445,746.62 01-Apr-2011 19 5.000% 29,150.36 Group 2

0211052516 Mar-2011 01-Feb-2007 VA 95.00 158,600.00 157,117.78 01-May-2012 6 4.910% 4,434.56 Group 2

0321039277 Aug-2010 01-Feb-2007 UT 95.00 157,700.00 147,636.68 01-Nov-2012 0 6.750% 1,499.94 Group 2

0321039495 Oct-2010 01-Feb-2007 CO 100.00 176,425.00 168,084.33 01-Dec-2012 0 4.000% 939.44 Group 2

0331051550 Apr-2012 01-Feb-2007 NY 100.00 295,000.00 340,083.86 01-Feb-2012 9 2.000% 4,232.61 Group 2

0341037924 Feb-2012 01-Jan-2007 AL 100.00 305,648.00 293,376.44 01-Jul-2012 4 6.000% 7,817.78 Group 2

0341038187 Jan-2013 01-Feb-2007 NC 95.00 112,100.00 113,771.75 01-Oct-2011 13 5.000% 6,186.30 Group 2

0341038866 Nov-2012 01-Feb-2007 SC 100.00 146,900.00 142,951.89 01-Apr-2010 31 6.750% 23,391.53 Group 2

0341040091 Jan-2012 01-Mar-2007 GA 95.00 237,405.00 238,454.19 01-Sep-2011 14 3.000% 7,441.81 Group 2

0351042141 Mar-2012 01-Feb-2007 TX 100.00 155,000.00 146,430.08 01-Apr-2012 7 6.375% 6,258.36 Group 2

0351042192 Mar-2012 01-Jan-2007 TX 95.00 165,747.00 165,310.25 01-Mar-2010 32 5.000% 19,887.07 Group 2

0351042221 Jul-2008 01-Jan-2007 TX 95.00 216,776.00 201,839.75 01-Jan-2013 (1) 6.250% 943.34 Group 2

0351042600 Apr-2011 01-Feb-2007 TX 95.00 118,750.00 112,435.93 01-May-2012 6 6.750% 4,552.38 Group 2

0351042980 Jan-2012 01-Mar-2007 TX 95.00 213,750.00 265,516.38 01-Mar-2012 8 6.100% 12,177.92 Group 2

0351043104 Aug-2008 01-Mar-2007 TX 100.00 127,500.00 119,778.89 01-Jan-2013 (1) 6.750% 609.71 Group 2

0371043149 Jan-2013 01-Feb-2007 FL 100.00 137,000.00 133,038.95 01-Aug-2011 15 6.750% 11,344.41 Group 2

0371043472 Aug-2012 01-Feb-2007 IN 100.00 196,920.00 219,997.11 01-Apr-2011 19 5.080% 16,853.06 Group 2

0411001006 Sep-2009 01-Jan-2007 MO 95.00 57,855.00 56,159.78 01-Nov-2012 0 6.250% 529.83 Group 2

0411001700 Apr-2012 01-Jan-2007 TX 100.00 195,000.00 183,035.76 01-Sep-2012 2 6.250% 3,466.35 Group 2

0421002380 Mar-2012 01-Feb-2007 NJ 100.00 272,900.00 272,523.10 01-Jun-2007 66 6.750% 123,786.27 Group 2

0511054597 Jan-2013 01-Feb-2007 CA 100.00 456,101.00 524,698.38 01-Dec-2012 0 2.000% 1,180.92 Group 2

0521045759 Mar-2011 01-Dec-2006 IN 100.00 173,565.00 168,978.89 01-Jul-2012 4 6.500% 5,345.51 Group 2

0551024201 Apr-2010 01-Jan-2007 TX 95.00 85,405.00 79,813.92 01-Dec-2012 0 6.250% 754.53 Group 2

0551024524 Jun-2011 01-Feb-2007 TX 95.00 120,840.00 113,071.69 01-Jan-2013 (1) 6.625% 563.80 Group 2

0551025363 Sep-2010 01-Feb-2007 TX 95.00 143,514.60 135,156.83 01-Jul-2012 4 6.750% 4,108.93 Group 2

35





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Series 2007-HL1


LoanNumber

Month Loan Entered



InterestGroup

FirstPayment

Date StateLTV at

OriginationMonths

DelinquentCurrent

Loan Rate

CurrentActual

Balance


0551025797 Sep-2012 01-Mar-2007 TX 95.00 142,500.00 142,032.41 01-Mar-2012 8 6.100% 6,408.57 Group 2

0581014556 May-2012 01-Feb-2007 CA 98.32 480,000.00 546,357.80 01-Sep-2010 26 4.000% 27,537.35 Group 2

0581015720 Dec-2012 01-Mar-2007 CA 100.00 515,000.00 525,442.60 01-Feb-2011 21 6.750% 58,327.29 Group 2

0661021198 Nov-2012 01-Feb-2007 CA 100.00 395,000.00 439,981.38 01-Aug-2010 27 5.050% 32,895.56 Group 2

0661021266 Jan-2013 01-Feb-2007 CA 95.00 489,250.00 552,903.85 01-Sep-2012 2 2.000% 2,483.70 Group 2

0841023112 Jun-2011 01-Feb-2007 MI 95.00 57,000.00 52,963.13 01-Dec-2012 0 6.375% 505.96 Group 2

36





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Series 2007-HL1

Realized Loss Detail Report - Loans with Losses during Current Period

# Loans with

Losses

LiquidatedActual

Balance

RealizedLoss/(Gain)

Amount

CurrentLoss

Percentage

Inactive

# Loans with

Losses

Active Totals

EndingActual

Balance

Liquidated or Ending Actual

Balance

# Loans with

Losses

RealizedLoss/(Gain)

Amount

RealizedLoss/(Gain)

Amount

CurrentLoss

Percentage

CurrentLoss

PercentageGroup

Group 1 20 4,263,640.21 (1,505,796.01) (1.115 %) 3 0.138 %186,925.12587,770.65 23 4,851,410.86 (1,318,870.89) (0.976 %)

Group 2 23 9,584,579.01 (3,365,531.03) (2.192 %) 2 0.114 %175,008.23441,703.00 25 10,026,282.01 (3,190,522.80) (2.078 %)

Total 43 13,848,219.22 (4,871,327.04) (1.688 %) 5 0.125 %361,933.351,029,473.65 48 14,877,692.87 (4,509,393.69) (1.562 %)

LoanNumber

OriginalTerm

Liquidated orEnding Actual

Balance


RealizedLoss/(Gain)

CumulativeRealized

Loss/(Gain)GroupCurrent

Note Rate StateLTV at

Origination

Realized Loss Loan Detail Report - Loans with Losses during Current Period

LiquidationEffective

Date

Group 1 0051074244 9.000% GA 95.00 360 (103,450.34) 0.00 237,500.00 09/24/2008 234,561.31

Group 1 0051074315 4.000% GA 95.00 360 63.21 142,813.18 156,750.00 09/23/2012 186,635.21

Group 1 0061074165 6.625% GA 95.00 360 181,832.78 181,832.78 294,500.00 12/30/2012 289,591.98

Group 1 0061074770 11.850% OH 95.00 360 (95,718.88) 0.00 77,900.00 07/22/2008 77,420.88

Group 1 0101067976 6.500% TX 95.00 360 84,156.89 84,156.89 102,714.00 12/27/2012 100,852.33

Group 1 0141057235 4.250% CT 95.00 360 17,342.12 17,342.12 331,550.00 Active** 296,659.84

Group 1 0211051219 11.500% FL 95.00 360 (93,818.57) 0.00 89,775.00 08/28/2008 89,248.08

Group 1 0321039975 3.500% UT 100.00 360 57,762.82 57,762.82 125,000.00 12/01/2012 125,852.53

Group 1 0331052166 7.150% NY 95.00 360 (113,239.97) 0.00 342,000.00 09/03/2008 341,998.25

Group 1 0341038510 10.500% NC 95.00 360 (59,255.11) 0.00 115,900.00 04/04/2008 115,112.73

Group 1 0341039049 11.450% SC 95.00 360 (87,757.18) 0.00 99,750.00 06/27/2008 99,288.24

Group 1 0341039534 2.000% NC 95.00 360 1,700.00 1,700.00 159,163.00 Active** 149,947.27

Group 1 0341040044 5.750% NC 100.00 360 98,370.98 98,370.98 134,000.00 12/10/2012 148,257.52

Group 1 0351041959 6.375% TX 95.00 360 (446.23) 45,379.81 101,650.00 09/27/2012 95,511.01

Group 1 0511051491 10.000% AZ 95.00 360 (117,963.33) 0.00 195,700.00 05/21/2008 195,064.10

Group 1 0511051497 6.600% NV 95.00 360 (131,719.66) 0.00 289,750.00 01/22/2008 289,660.00

Group 1 0511054152 9.700% NV 95.00 360 (183,763.41) 0.00 342,000.00 04/09/2008 339,257.36

Group 1 0511054598 7.900% CA 95.00 360 (249,889.23) 10.00 351,500.00 06/12/2008 349,526.35

Group 1 0551025888 10.900% TX 95.00 360 (108,350.65) 0.00 111,150.00 05/30/2008 110,548.16

Group 1 0551026324 9.550% TX 95.00 360 (217,287.02) 0.00 361,000.00 04/21/2008 358,212.47

Group 1 0581014369 2.000% CA 95.00 360 167,883.00 167,883.00 285,000.00 Active** 141,163.54

Group 1 0661021544 8.400% CA 95.00 360 (253,391.12) 0.00 403,750.00 03/20/2008 399,953.07

Group 1 0671016863 9.400% WA 95.00 360 (111,931.99) 0.00 318,250.00 06/23/2008 317,088.63

Group 2 0171037161 11.025% TX 95.00 360 90,007.87 90,007.87 150,372.00 12/05/2012 145,636.16

Group 2 0171039477 6.000% AZ 100.00 360 142,087.16 142,087.16 310,000.00 12/03/2012 304,079.86

Group 2 0191035455 8.990% GA 100.00 360 (249,797.83) 0.00 565,000.00 07/15/2008 565,000.00

Group 2 0211049625 6.250% DE 95.00 360 109,921.39 109,921.39 104,500.00 12/21/2012 99,599.11

Group 2 0211051886 10.170% MD 100.00 360 (124,574.60) 81.00 245,000.00 06/04/2008 242,851.01

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Series 2007-HL1

LoanNumber

OriginalTerm

Liquidated orEnding Actual

Balance


RealizedLoss/(Gain)

CumulativeRealized

Loss/(Gain)GroupCurrent

Note Rate StateLTV at

Origination

Realized Loss Loan Detail Report - Loans with Losses during Current Period

LiquidationEffective

Date

Group 2 0211052800 6.750% AL 100.00 360 (173.32) 145,595.75 269,000.00 09/22/2012 266,981.86

Group 2 0321040203 9.200% CO 100.00 360 (72,189.96) 0.00 190,000.00 06/04/2008 189,308.43

Group 2 0351042050 9.990% TX 95.00 360 (78,889.40) 0.00 138,928.00 05/19/2008 137,808.17

Group 2 0351042931 11.250% TX 95.00 360 (80,614.83) 0.00 196,262.00 11/12/2007 195,570.71

Group 2 0371040152 10.500% FL 95.00 360 (417,120.13) 0.00 690,650.00 08/06/2008 684,352.87

Group 2 0371041346 5.040% FL 100.00 360 167,255.96 167,255.96 255,000.00 Active 172,666.22

Group 2 0411001320 2.000% NJ 95.00 360 7,752.27 222,780.12 423,700.00 Active 269,036.78

Group 2 0421001522 10.700% FL 95.00 360 (77,097.82) 0.00 133,950.00 09/17/2008 132,778.28

Group 2 0511052050 9.725% AZ 100.00 360 (255,004.91) 0.00 436,158.00 06/19/2008 434,537.51

Group 2 0511052085 8.850% CA 100.00 360 (341,241.67) 0.00 425,000.00 09/26/2008 422,741.95

Group 2 0511052378 5.000% CA 100.00 360 474,853.15 474,853.15 650,000.00 12/31/2012 659,990.81

Group 2 0581015090 9.050% FL 95.00 360 (402,694.77) 0.00 489,250.00 08/29/2008 489,250.00

Group 2 0651022887 4.300% VA 95.00 360 280,674.17 280,674.17 451,250.00 12/29/2012 498,646.53

Group 2 0671015053 9.750% CA 100.00 360 (317,224.51) 0.00 785,000.00 03/28/2008 782,415.82

Group 2 0671016413 8.600% CA 95.00 360 (278,880.29) 0.00 441,750.00 05/05/2008 436,732.47

Group 2 0671016722 9.510% CA 100.00 360 (394,438.84) 0.00 510,000.00 08/30/2008 509,999.40

Group 2 0671016841 9.450% AZ 100.00 360 (195,728.90) 0.00 360,000.00 08/28/2008 358,550.12

Group 2 0671016942 9.260% CA 100.00 360 (154,350.61) 0.00 644,100.00 10/24/2007 644,100.00

Group 2 0671017042 8.890% CA 100.00 360 (542,835.45) 0.00 775,000.00 09/26/2008 765,197.94

Group 2 0671017085 8.395% CA 95.00 360 (480,216.93) 0.00 618,450.00 08/15/2008 618,450.00

Realized Loss/(Gain) value may include Interest Loss, Principal Loss, and Expense amounts.

* This data is currently not provided for reporting.

** The current loss for this loan is associated with a modification; for further detail please see the Modification section.

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Series 2007-HL1

Realized Loss Report - Collateral

Summary

MDR

Current Month

3 Month Average

12 Month Average 12 Month Average

3 Month Average

Current Month

SDA

0.00%

0.20%

0.40%

0.60%

0.80%

1.00%

1.20%

1.40%

1.60%

1.80%

Feb-1

2

Mar

-12

Apr-12

May

-12

Jun-1

2

Jul-1

2

Aug-12

Sep-12

Oct

-12

Nov

-12

Dec

-12

Jan-1

3

Current MDR

12 Month Avg MDR

MDR: Current vs. 12mo Average

0.00%

5.00%

10.00%

15.00%

20.00%

25.00%

30.00%

35.00%

Feb-1

2

Mar

-12

Apr-12

May

-12

Jun-1

2

Jul-1

2

Aug-12

Sep-12

Oct

-12

Nov

-12

Dec

-12

Jan-1

3

Current SDA

12 Month Avg SDA

SDA: Current vs. 12mo Average

CDR

Current Month

3 Month Average

12 Month Average 12 Month Average (Cumulative)

3 Month Average (Cumulative)

Current Month (Cumulative)

Loss Severity

0.00%

2.00%

4.00%

6.00%

8.00%

10.00%

12.00%

14.00%

16.00%

18.00%

Feb-1

2

Mar

-12

Apr-12

May

-12

Jun-1

2

Jul-1

2

Aug-12

Sep-12

Oct

-12

Nov

-12

Dec

-12

Jan-1

3

Current CDR

12 Month Avg CDR

CDR: Current vs. 12mo Average

0.00%

10.00%

20.00%

30.00%

40.00%

50.00%

60.00%

70.00%

Feb-12 Mar-12 Apr-12 May-12 Jun-12 Jul-12 Aug-12 Sep-12 Oct-12 Nov-12 Dec-12 Jan-13

Current Severity

12 Month Avg Severity

Loss Severity: Current Month (Cumulative) Severity vs. 12mo Average (Cumulative) Severity

0.814%

0.877%

1.149%

18.997%

20.010%

23.672%

9.337%

10.026%

12.903%

64.664%

64.638%

64.711%

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Series 2007-HL1


Group 1

MDR

Current Month

3 Month Average


3 Month Average

Current Month

SDA

0.00%

0.20%

0.40%

0.60%

0.80%

1.00%

1.20%

1.40%

1.60%

Feb-1

2

Mar

-12

Apr-12

May

-12

Jun-1

2

Jul-1

2

Aug-12

Sep-12

Oct

-12

Nov

-12

Dec

-12

Jan-1

3

Current MDR

12 Month Avg MDR


0.00%

4.00%

8.00%

12.00%

16.00%

20.00%

24.00%

28.00%

32.00%

Feb-1

2

Mar

-12

Apr-12

May

-12

Jun-1

2

Jul-1

2

Aug-12

Sep-12

Oct

-12

Nov

-12

Dec

-12

Jan-1

3

Current SDA

12 Month Avg SDA


CDR

Current Month

3 Month Average




Loss Severity

0.00%

2.00%

4.00%

6.00%

8.00%

10.00%

12.00%

14.00%

16.00%

18.00%

Feb-1

2

Mar

-12

Apr-12

May

-12

Jun-1

2

Jul-1

2

Aug-12

Sep-12

Oct

-12

Nov

-12

Dec

-12

Jan-1

3

Current CDR

12 Month Avg CDR


0.00%

10.00%

20.00%

30.00%

40.00%

50.00%

60.00%

70.00%


Current Severity



0.488%

0.897%

1.081%

11.601%

20.274%

22.348%

5.700%

10.185%

12.173%

68.344%

68.398%

68.416%

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Series 2007-HL1


Group 2

MDR

Current Month

3 Month Average


3 Month Average

Current Month

SDA

0.00%

0.40%

0.80%

1.20%

1.60%

2.00%

Feb-1

2

Mar

-12

Apr-12

May

-12

Jun-1

2

Jul-1

2

Aug-12

Sep-12

Oct

-12

Nov

-12

Dec

-12

Jan-1

3

Current MDR

12 Month Avg MDR


0.00%

5.00%

10.00%

15.00%

20.00%

25.00%

30.00%

35.00%

40.00%

Feb-1

2

Mar

-12

Apr-12

May

-12

Jun-1

2

Jul-1

2

Aug-12

Sep-12

Oct

-12

Nov

-12

Dec

-12

Jan-1

3

Current SDA

12 Month Avg SDA


CDR

Current Month

3 Month Average




Loss Severity

0.00%

4.00%

8.00%

12.00%

16.00%

20.00%

24.00%

Feb-1

2

Mar

-12

Apr-12

May

-12

Jun-1

2

Jul-1

2

Aug-12

Sep-12

Oct

-12

Nov

-12

Dec

-12

Jan-1

3

Current CDR

12 Month Avg CDR


0.00%

10.00%

20.00%

30.00%

40.00%

50.00%

60.00%

70.00%


Current Severity



1.099%

0.858%

1.207%

25.260%

19.614%

24.682%

12.420%

9.805%

13.459%

62.384%

62.330%

62.477%

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 ≤ 30 then CDR / (WAS * 0.02) else if 30 < WAS ≤ 60 then CDR / 0.6 else if 60 < WAS ≤ 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS > 120 then CDR / 0.03

Cumulative Loss Severity: Sum(All Active & Inactive Realized Losses) / Sum(Active Loans or loans without a loss passed on or after liquidation: the Actual Ending Principal Balance as of the most recent cycle in which a Realized Loss was passed; loans with a loss passed on or after the month of liquidation: the Actual Beginning Principal Balance from the cycle in which the loan was liquidated).

3 Month Average and 12 Month Average will not have values until the 3rd and 12th month respectively.

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Series 2007-HL1

Prepayment Detail - Prepayments during Current Period

Loans Paid in Full

Count


CurrentScheduledBalance


OriginalPrincipalBalanceCount

Substitution Loans



Liquidated Loans



CurtailmentAmount

Curtailments

Summary

Repurchased Loans

665,372.31 4 0.00 0.00 0 0.00 0.00 0 313,033.32 327,750.00 1 Group 1 159,655.38 656,214.00

1,709,670.05 5 0.00 0.00 0 0.00 0.00 0 0.00 0.00 0 Group 2 187,266.77 1,666,122.00

2,375,042.36 9 0.00 0.00 0 0.00 0.00 0 313,033.32 327,750.00 1 Total 346,922.15 2,322,336.00

LoanNumber State

LTV atOrigination

FirstPayment

Date


PrepaymentAmount PIF Type

MonthsDelinquent

CurrentLoanRate

OriginalTerm SeasoningGroup

Prepayment Loan Detail - Prepayments during Current Period

Group 1 0061074165 GA 95.00 01-Jan-2007 294,500.00 289,591.98 Liquidation 19 6.625% 360 72

Group 1 0101067976 TX 95.00 01-Mar-2007 102,714.00 100,852.33 Liquidation 27 6.500% 360 70

Group 1 0321039772 UT 95.00 01-Feb-2007 327,750.00 312,833.51 Loan Paid in Full 0 6.750% 360 71

Group 1 0321039975 UT 100.00 01-Mar-2007 125,000.00 125,852.53 Liquidation 10 3.500% 360 70

Group 1 0341040044 NC 100.00 01-Mar-2007 134,000.00 148,257.52 Liquidation 20 5.750% 360 70

Group 2 0171037161 TX 95.00 01-Feb-2007 150,372.00 145,636.16 Liquidation 16 11.025% 360 71

Group 2 0171039477 AZ 100.00 01-Mar-2007 310,000.00 304,079.86 Liquidation 10 6.000% 360 70

Group 2 0211049625 DE 95.00 01-Jan-2007 104,500.00 99,599.11 Liquidation 38 6.250% 360 72

Group 2 0511052378 CA 100.00 01-Jan-2007 650,000.00 659,990.81 Liquidation 36 5.000% 360 72

Group 2 0651022887 VA 95.00 01-Dec-2006 451,250.00 498,646.53 Liquidation 6 4.300% 360 73

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Series 2007-HL1

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period

Loan CountSummaryPrepayment Penalty

WaivedPrior Balance

Prepayment PenaltyAmount

Group 1 0 0.00 0.00 0.00

Group 2 0 0.00 0.00 0.00

Total 0 0.00 0.00 0.00

LoanNumberGroup

Prepayment Penalty Loan Detail - Prepayment Penalty Paid during Current Period

Paid In FullDate

PriorBalance

Prepayment PenaltyAmount

Prepayment PenaltyWaived

No Prepayment Penalties this Period

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Series 2007-HL1

Prepayment Rates

Summary

SMM

Current Month

3 Month Average

12 Month Average

1.040%

0.870%

1.163%

CPR

12 Month Average

3 Month Average

Current Month 11.788%

9.950%

13.025% 12 Month Average

3 Month Average

Current Month

PSA

196.460%

165.825%

217.075%

0.00%

4.00%

8.00%

12.00%

16.00%

20.00%

24.00%

Feb-1

2

Mar

-12

Apr-1

2

May

-12

Jun-

12

Jul-1

2

Aug-1

2

Sep-1

2

Oct-1

2

Nov

-12

Dec

-12

Jan-

13

Current CPR12mo Average CPR

CPR: Current vs 12mo Average

0.00%

50.00%

100.00%

150.00%

200.00%

250.00%

300.00%

350.00%

400.00%

Feb-1

2

Mar

-12

Apr-1

2

May

-12

Jun-

12

Jul-1

2

Aug-1

2

Sep-1

2

Oct-1

2

Nov

-12

Dec

-12

Jan-

13

Current PSA12mo Average PSA

PSA: Current vs. 12mo Average

Group 1

SMM

Current Month

3 Month Average

12 Month Average

0.835%

1.036%

1.104%

CPR

12 Month Average

3 Month Average


11.722%


3 Month Average

Current Month

PSA

159.472%

195.367%

206.947%

0.00%

4.00%

8.00%

12.00%

16.00%

20.00%

Feb-1

2

Mar

-12

Apr-1

2

May

-12

Jun-

12

Jul-1

2

Aug-1

2

Sep-1

2

Oct-1

2

Nov

-12

Dec

-12

Jan-

13



0.00%

40.00%

80.00%

120.00%

160.00%

200.00%

240.00%

280.00%

320.00%

Feb-1

2

Mar

-12

Apr-1

2

May

-12

Jun-

12

Jul-1

2

Aug-1

2

Sep-1

2

Oct-1

2

Nov

-12

Dec

-12

Jan-

13



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Series 2007-HL1

Prepayment Rates

Group 2

SMM

Current Month

3 Month Average

12 Month Average

1.220%

0.723%

1.214%

CPR

12 Month Average

3 Month Average


8.249%


3 Month Average

Current Month

PSA

228.200%

137.486%

224.387%

0.00%

4.00%

8.00%

12.00%

16.00%

20.00%

24.00%

28.00%

Feb-1

2

Mar

-12

Apr-1

2

May

-12

Jun-

12

Jul-1

2

Aug-1

2

Sep-1

2

Oct-1

2

Nov

-12

Dec

-12

Jan-

13



0.00%

50.00%

100.00%

150.00%

200.00%

250.00%

300.00%

350.00%

400.00%

450.00%

Feb-1

2

Mar

-12

Apr-1

2

May

-12

Jun-

12

Jul-1

2

Aug-1

2

Sep-1

2

Oct-1

2

Nov

-12

Dec

-12

Jan-

13



Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal)

Calculation Methodology:

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))

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Series 2007-HL1

Modifications

LoanNumber

BeginningScheduledBalance

Current Scheduled

BalancePriorRate

ModifiedRate

Prior Payment

Modified Payment

1,752.691,531.714.550%5.250%305,641.45306,233.010101065448

2,706.554,604.442.000%6.375%721,797.52678,280.490111002525

1,644.871,849.424.250%4.810%296,065.64312,074.490141057235

808.67764.696.375%6.375%119,003.60119,299.850191035151

2,036.884,667.662.000%7.000%874,449.48875,683.550331053249

453.96696.742.000%6.375%105,458.94105,142.410341038007

454.08882.282.000%5.000%149,743.10148,340.990341039534

1,113.55748.644.500%5.000%195,901.87179,673.480521050146

815.171,060.752.500%5.000%176,853.57176,974.750521050404

1,851.852,561.483.500%7.000%360,483.54357,349.210551026045

427.48651.832.000%4.000%140,971.33301,711.800581014369

5,928.514,476.266.000%6.000%903,766.47699,683.840671016647

4,401.636,215.202.075%7.000%996,942.17999,615.300671016741

144.90367.812.000%4.000%92,339.3292,399.650841023926

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Series 2007-HL1

Loan Number

Current ScheduledBalance

Current Rate

Current Payment

Loans Repurchased

Loan Number

CurrentScheduled Balance

Current Rate

Current Payment

Loans Substituted

Substitutions

No Substitutions this Period

Repurchases Due to Breaches

Loan Number

BeginningScheduledBalance

Current Rate

Current Payment

PayoffBalance

No Repurchases Due to Breaches this Period

Loan Number

Beginning ScheduledBalance

Current Rate

Current Payment

Repurchases Due To Other

Payoff

Balance

No Repurchases Due to Other this Period

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Series 2007-HL1

Interest Rate Stratification


Number Outstanding Percentage Of Scheduled Of Loans Balance($) Balance(%)



< 5.000 516 142,213,802.15 49.277 284 62,179,771.48 46.026 232 80,034,030.67 52.138

5.000 5.499 123 32,917,210.12 11.406 62 13,051,856.78 9.661 61 19,865,353.34 12.941

5.500 5.999 28 5,524,712.85 1.914 18 3,589,850.07 2.657 10 1,934,862.78 1.260

6.000 6.499 229 43,634,755.00 15.119 138 22,296,130.86 16.504 91 21,338,624.14 13.901

6.500 6.999 224 44,490,160.45 15.416 129 20,373,443.11 15.081 95 24,116,717.34 15.711

7.000 7.499 42 8,011,747.82 2.776 31 5,947,251.95 4.402 11 2,064,495.87 1.345

7.500 7.999 13 2,265,818.77 0.785 11 1,793,439.24 1.328 2 472,379.53 0.308

8.000 8.499 11 2,656,795.12 0.921 8 1,702,435.50 1.260 3 954,359.62 0.622

8.500 8.999 10 2,646,744.92 0.917 7 1,482,564.37 1.097 3 1,164,180.55 0.758

9.000 9.499 6 1,106,893.11 0.384 4 494,254.56 0.366 2 612,638.55 0.399

9.500 9.999 5 861,118.60 0.298 3 396,814.39 0.294 2 464,304.21 0.302

10.000 10.499 6 757,788.83 0.263 6 757,788.83 0.561 0 0.00 0.000

10.500 10.999 6 1,024,107.03 0.355 4 754,446.17 0.558 2 269,660.86 0.176

11.000 11.499 0 0.00 0.000 0 0.00 0.000 0 0.00 0.000

11.500 11.999 4 391,524.71 0.136 2 227,361.50 0.168 2 164,163.21 0.107

12.000 12.499 2 98,947.77 0.034 1 49,378.52 0.037 1 49,569.25 0.032

12.500 12.999 0 0.00 0.000 0 0.00 0.000 0 0.00 0.000

>= 13.000 0 0.00 0.000 0 0.00 0.000 0 0.00 0.000

Total 1,225 288,602,127.25 100.000 708 135,096,787.33 100.000 517 153,505,339.92 100.000

Current InterestRate Range (%)

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Telephone:Fax:

1-866-846-4526240-586-8675


23-Jan-2013 3:44:53PM

www.ctslink.com



Series 2007-HL1

Supplemental Reporting

Closing Date

April 26, 2007

Servicer Remittance Date

With respect to any Distribution Date, the Business Day prior to such Distribution Date.

Determination Date

With respect to any Distribution Date, the 15th day of the calendar month in which such Distribution Date occurs or, if such 15th day is not a Business Day, the Business Day immediately preceding such 15th day.

Distribution Date

The 25th day of any calendar month, or if such 25th day is not a Business Day, the Business Day immediately following such 25th day, commencing in May 2007.

Accural Period

With respect to the Class C Certificates and each Distribution Date, the calendar month prior to the month of such Distribution Date. With respect to the Class A Certificates and each Distribution Date, the period commencing on the preceding Distribution Date (or in the case of the first such Accrual Period, commencing on the Closing Date) and ending on the day preceding the current Distribution Date.

Record Date

With respect to (i) the Class P Certificates, the Class C Certificates and the Residual Certificates, the Close of Business on the last Business Day of the calendar month preceding the month in which the related Distribution Date occurs and (ii) with respect to the Class A Certificates, the Close of Business on the Business Day immediately preceding the related Distribution Date; provided, however, that following the date on which Definitive Certificates for a Class A Certificate are available pursuant to Section 5.02, the Record Date for such Certificates shall be the Close of Business on the last Business Day of the calendar month preceding the month in which the related Distribution Date occurs

Miscellaneous Modification Reporting Footnote

In the absence of specific guidance in the governing agreements, Wells Fargo Bank, N.A. has determined that a reduction in principal agreed to by a servicer in connection with a loan modification should be treated in a manner similar to a realized principal loss on the related loan.

Additional Losses

American Home Mortgage Services, as Servicer, recently disclosed to the Trust that a population of loans had been liquidated through REO sales during the period of January 2008 through May 2009. The recent remittances and reporting of the related liquidation proceeds and losses has resulted in an increased amount of losses and liquidation proceeds during the February 2010 reporting cycle.

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Telephone:Fax:

1-866-846-4526240-586-8675


23-Jan-2013 3:44:53PM

www.ctslink.com



Series 2007-HL1

Supplemental Reporting

Extraordinary Costs and Expenses

Wells Fargo Bank, N.A. is processing an expense charge to recover extraordinary costs and expenses incurred as a result of the enhanced administration of residential mortgage backed securities transaction(s) necessitated by significant and/or unanticipated changes in industry and market conditions. These extraordinary costs and expenses may be adjusted periodically.

SPECIAL ADVANCE RECOVERIES

AMERICAN HOME MORTGAGE SERVICING, INC., AS SERVICER, HAS REIMBURSED ITSELF FOR UNREIMBURSED SERVICING ADVANCES AND P&I ADVANCES THAT IT DEEMS TO BE NONRECOVERABLE. THIS HAS RESULTED IN CERTAIN SHORTFALLS THAT ARE IMPACTING BOTH INTEREST AND PRINCIPAL PAYMENTS IN THE CURRENT MONTH'S DISTRIBUTION.

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1 record matched your search:

MIN: 1002739-00102XXXX9-1 Date: 11/01/2006 MIN Status: Inactive

Servicer: Wells Fargo Bank, N.A., d/b/a America's Servicing Company Minneapolis, MN Phone: (651) 605-3711

MERS & Securitization

Mortgage Electronic Registration System (MERS) has been named the beneficiary for this loan.MERS was created to eliminate the need for the executing and recording of assignment ofmortgages, with the idea that MERS would be the mortgagee of record. This would allow"MERS" to foreclose on the property, and at the same time, assist the lenders in avoiding therecording of the Assignments of Beneficiary on loans sold. This saved the lenders money inmanpower and the costs of recording these notes. It was also designed to "shield" investorsfrom liability as a result of lender misconduct regarding the process of mortgage lending.

MERS is simply an "artificial" entity designed to circumvent certain laws and other legalrequirements dealing with mortgage loans. By designating certain member employees to beMERS corporate officers, MERS has created a situation whereby the foreclosing agency andMERS "designated officer" has a conflict of interest.

Since neither MERS nor the servicer have a beneficial interest in the note, nor do they receivethe income from the payments, and since it is actually an employee of the servicer signing theAssignment in the name of MERS, the Assignment executed by the MERS employee is illegal.The actual owner of the note has not executed the Assignment to the new party. An assignmentof a mortgage in the absences of the assignment and physical delivery of the note will result in anullity.

It must also be noted that the lender or other holder of the note registers the loan on MERS.Thereafter, all sales or assignments of the mortgage loan are accomplished electronically underthe MERS system. MERS never acquires actual physical possession of the mortgage note, nordo they acquire any beneficial interest in the Note.

The existence of MERS indicated numerous violations of Unfair and Deceptive Acts andPractices due to the conflicting nature and identity of the servicer and the beneficiary. Each ofthese practices were intentionally designed to mislead the borrower and benefit the lenders.

So the question becomes, is MERS the foreclosing party or the Servicer? Since the Servicer isthe party initiating the foreclosure and they take the documents to their own employee who hasalso been designated as a "Corporate Officer of MERS", and who conveniently signs thedocument for MERS, aren't they the "foreclosing party"?

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http://www.wellsfargo.com/per/mortgage/mg_overview.jhtml

http://www.wellsfargo.com/per/mortgage/mg_overview.jhtml

Is MERS the Beneficial Owner of the Note?

1. MERS is named as the beneficiary on the Deed of Trust and holds only legal title to theinterest granted by Borrower in this Security Instrument...has the right: to exercise anyor all of those interest, including, but not limited to, releasing and canceling this securityinstrument.2. MERS has no actual possession of the Note, though they claim to hold the Note.3. MERS receives no payments or income from the monthly payments. This money goes tothe ultimate Investor. The Investor has the beneficial interest in the Note by reason ofthe Investor receiving the payments.4. MERS agreement says that MERS shall at all time comply with the instructions of theholder of mortgage loan promissory notes. Additionally, it says "in the absence ofcontrary instructions from the beneficial owner, MER may rely on instructions from theservicer shown on the MERS system in accordance with these rules and the procedureswith respect to transfers of beneficial ownership.5. MERS has testified in Florida Courts that they are not the beneficial owner of the note.

Assignment of Beneficiary

MERS does not record the assignment of beneficiary as required by law, until the foreclosureprocess starts and the Notice of Default has been filed, and apparently, only when it appearsthat the borrower will not be able to reinstate the loan and then foreclosure is inevitable. Itmaintains itself as the beneficiary throughout the entire process up to foreclosure.

MERS has represented in Florida Courts that its sole purpose is as a system to trackmortgages. It has stated that it does not do the entries itself, but the lenders and servicers do.When an Assignment of Beneficiary is executed, it is the member servicer or lender that goes tothe website, downloads the necessary forms, completes the forms and then takes it to thedesignated "MERS officer" to sign.

MERS agreements state that MERS and the Member agree that: (i) the MERS System is not avehicle for creating or transferring beneficial interest in mortgage loans, (ii) transfer of servicinginterests reflecting on MERS System are sUbject to the consent of the beneficial owner.

Since neither MERS nor the servicer have a beneficial interest in the note, nor do they receivethe income from the payments, and since it is actually an employee of the servicer signing theAssignment in the name of MERS, this begs the question:

Is the assignment executed by the MERS employee even legal, since the actual owner of thenote has not executed the assignment to the new party?

A good indicator might be in Sobel v Mutual Development, Inc, 313 So 2d 77 (1st DCA Fla1975). An assignment of a mortgage in the absence of the assignment and physical delivery ofthe note in question is a nullity.

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Possession of the Note & Holder in Due Course

Possession of the Note is a key argument coming to the forefront. The foreclosing entity mustprove possession and ownership of the original Note in order to foreclose. This comes to theforefront because it has been reported that upwards of 40% of the Notes are missing andcannot be found. MERS is once again involved in this.

In Judicial Foreclosure states, MERS foreclosure lawsuits often include a Lost, Missing, orDestroyed Affidavit. This affidavit "testifies" that the Note cannot be found, and that the Noteprior to being lost was in the possession of MERS. This has become very problematic forMERS, since they have admitted in Courts that they do not own the Note or even hold the Note.If this is so, then MERS is likely filing fraudulent Affidavits.

When challenged, one defense that MERS uses to support its "legal standing" is that theservicer has possession of the Note and Deed. MERS, by the act of having its own "Officers" asemployees of the servicer, entitles it to foreclose on behalf of the servicer and the beneficiary.When confronted with this defense, the response should be for the servicer to produce the note.

It must also be noted that the lender or other holder of the note registers the loan on MERS.Thereafter, all sales or assignments of the mortgage loan are accomplished electronically underthe MERS system. MERS never acquires actual physical possession of the mortgage note, nordo they acquire any beneficial interest in the Note.

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Documents

022013SAMPLE_ABSNet Loan Level Detail Report