10-D 1 sac07bc1_10d-200710.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 FORM 10-D ASSET-BACKED ISSUER DISTRIBUTION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the monthly distribution period from: September 02, 2007 to October 01, 2007 Commission File Number of issuing entity: 333-133985-45 Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-133985 Structured Asset Securities Corporation (Exact name of depositor as specified in its charter) Lehman Brothers Holdings Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) Not Applicable (I.R.S. Employer Identification No.) 745 Seventh Avenue New York, NY 10019 (Address of principal executive offices of the issuing entity) (Zip Code) (212) 526-7000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A1 _____ _____ __X___ ____________ A2 _____ _____ __X___ ____________ A3 _____ _____ __X___ ____________ A4 _____ _____ __X___ ____________ A5 _____ _____ __X___ ____________ A6 _____ _____ __X___ ____________ M1 _____ _____ __X___ ____________ M2 _____ _____ __X___ ____________ M3 _____ _____ __X___ ____________ M4 _____ _____ __X___ ____________ M5 _____ _____ __X___ ____________ M6 _____ _____ __X___ ____________ M7 _____ _____ __X___ ____________ M8 _____ _____ __X___ ____________ M9 _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On October 25, 2007 a distribution was made to holders of Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC1. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC1, relating to the October 25, 2007 distribution. (99.2) Clayton Credit Risk Management Report (b) The exhibits required to be filed by the Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC1 (Issuing Entity) Aurora Loan Services LLC (Master Servicer) /s/ Michele Olds Michele Olds, Vice President Servicer Oversight Date: November 01, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC1, relating to the October 25, 2007 distribution. EX-99.2 Clayton Credit Risk Management Report EX-99.1 Structured Asset Securities Corporation Mortgage Pass-Through Certificates Distribution Date: 10/25/2007 Structured Asset Securities Corporation Mortgage Pass-Through Certificates Series 2007-BC1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 8480 Stagecoach Circle Frederick, MD 21701-4747 www.ctslink.com Telephone: 1-866-846-4526 Fax: 240-586-8675

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance A1 86362PAA3 0910/24/2007 5.~~64000~~26625% ~~210~~208,~~402~~671,~~793~~763.6946 ~~955~~915,~~930~~764.0373 A2 86362PAB1 0910/24/2007 5.~~55500~~18125% ~~214~~210,~~245~~157,~~262~~150.8680 ~~958~~907,~~717~~397.8028 A3 86362PAC9 0910/24/2007 5.~~60500~~23125% 46,472,000.00 ~~209~~202,~~827~~588.5387 A4 86362PAD7 0910/24/2007 5.~~63500~~26125% 91,913,000.00 ~~417~~402,~~221~~981.1906 A5 86362PAE5 0910/24/2007 5.~~73500~~36125% 24,442,000.00 ~~112~~109,~~918~~199.6573 A6 86362PAF2 0910/24/2007 5.~~64000~~26625% ~~210~~208,~~402~~671,~~793~~763.6946 ~~955~~915,~~930~~764.0373 M1 86362PAG0 0910/24/2007 5.~~73500~~36125% 101,737,000.00 ~~470~~454,~~010~~531.8124 M2 86362PAH8 0910/24/2007 5.~~77500~~40125% 48,446,000.00 ~~225~~218,~~374~~057.8346 M3 86362PAJ4 0910/24/2007 5.~~80500~~43125% 19,378,000.00 9087,~~616~~705.3764 M4 86362PAK1 0910/24/2007 5.~~87500~~50125% 21,195,000.00 ~~100~~97,~~308~~165.2883 M5 86362PAL9 0910/24/2007 5.~~88500~~51125% 14,534,000.00 6866,~~901~~750.2542 M6 86362PAM7 0910/24/2007 5.~~95500~~58125% 13,928,000.00 6664,~~813~~779.7871 M7 86362PAN5 0910/24/2007 6.~~45500~~08125% 13,323,000.00 6967,~~277~~517.7508 M8 86362PAP0 0910/24/2007 6.~~95500~~58125% 9,690,000.00 5453,~~289~~143.5759 M9 86362PAQ8 0910/24/2007 87.~~00500~~63125% 11,506,000.00 7473,~~196~~170.1297 B1 86362PAR6 0910/24/2007 87.~~00500~~63125% 14,534,000.00 9392,~~722~~427.1016 B2 86362PAS4 0910/24/2007 87.~~00500~~63125% 13,927,000.00 8988,~~807~~567.8702 X SAC7BC1OC 0809/3128/2007 0.00000% 20,589,883.62 1,~~190~~185,~~310~~443.6319 P SAC07BC1P 0809/3128/2007 0.00000% 100.00 87102,~~439~~147.1226 R SAC07BC1R 0809/3128/2007 0.00000% 0.00 0.00 LT-R SAC7BC1LR 0809/3128/2007 0.00000% 0.00 0.00 Totals 1,~~100~~093,~~665~~115,~~833~~661.8634 6,~~291~~105,~~613~~102.7197

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A1 12,~~731~~318,~~030~~223.2348 0.00 ~~208~~206,~~671~~353,~~763~~539.4698 23,~~686~~233,~~960~~988.2621 0.00 A2 43,~~088~~547,~~112~~001.0657 0.00 ~~210~~206,~~157~~610,~~150~~149.8023 54,~~046~~454,~~829~~398.8685 0.00 A3 0.00 0.00 46,472,000.00 ~~209~~202,~~827~~588.5387 0.00 A4 0.00 0.00 91,913,000.00 ~~417~~402,~~221~~981.1906 0.00 A5 0.00 0.00 24,442,000.00 ~~112~~109,~~918~~199.6573 0.00 A6 12,~~731~~318,~~030~~223.2348 0.00 ~~208~~206,~~671~~353,~~763~~539.4698 23,~~686~~233,~~960~~988.2621 0.00 M1 0.00 0.00 101,737,000.00 ~~470~~454,~~010~~531.8124 0.00 M2 0.00 0.00 48,446,000.00 ~~225~~218,~~374~~057.8346 0.00 M3 0.00 0.00 19,378,000.00 9087,~~616~~705.3764 0.00 M4 0.00 0.00 21,195,000.00 ~~100~~97,~~308~~165.2883 0.00 M5 0.00 0.00 14,534,000.00 6866,~~901~~750.2542 0.00 M6 0.00 0.00 13,928,000.00 6664,~~813~~779.7871 0.00 M7 0.00 0.00 13,323,000.00 6967,~~277~~517.7508 0.00 M8 0.00 0.00 9,690,000.00 5453,~~289~~143.5759 0.00 M9 0.00 0.00 11,506,000.00 7473,~~196~~170.1297 0.00 B1 0.00 0.00 14,534,000.00 9392,~~722~~427.1016 0.00 B2 0.00 0.00 13,927,000.00 8988,~~807~~567.8702 0.00 X 0.00 0.00 20,589,883.62 1,~~190~~185,~~310~~443.6319 0.00 P 0.00 0.00 100.00 87102,~~439~~147.1226 0.00 R 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 78,~~550~~183,~~172~~448.5253 0.00 1,~~093~~084,~~115~~932,~~661~~212.3481 1314,~~841~~288,~~786~~551.2350 0.00 This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A1 237,022,000.00 ~~210~~208,~~402~~671,~~793~~763.6946 0.00 12,~~731~~318,~~030~~223.2348 0.00 A2 271,493,000.00 ~~214~~210,~~245~~157,~~262~~150.8680 0.00 43,~~088~~547,~~112~~001.0657 0.00 A3 46,472,000.00 46,472,000.00 0.00 0.00 0.00 A4 91,913,000.00 91,913,000.00 0.00 0.00 0.00 A5 24,442,000.00 24,442,000.00 0.00 0.00 0.00 A6 237,022,000.00 ~~210~~208,~~402~~671,~~793~~763.6946 0.00 12,~~731~~318,~~030~~223.2348 0.00 M1 101,737,000.00 101,737,000.00 0.00 0.00 0.00 M2 48,446,000.00 48,446,000.00 0.00 0.00 0.00 M3 19,378,000.00 19,378,000.00 0.00 0.00 0.00 M4 21,195,000.00 21,195,000.00 0.00 0.00 0.00 M5 14,534,000.00 14,534,000.00 0.00 0.00 0.00 M6 13,928,000.00 13,928,000.00 0.00 0.00 0.00 M7 13,323,000.00 13,323,000.00 0.00 0.00 0.00 M8 9,690,000.00 9,690,000.00 0.00 0.00 0.00 M9 11,506,000.00 11,506,000.00 0.00 0.00 0.00 B1 14,534,000.00 14,534,000.00 0.00 0.00 0.00 B2 13,927,000.00 13,927,000.00 0.00 0.00 0.00 X 20,589,883.62 20,589,883.62 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 1,211,151,983.62 1,~~100~~093,~~665~~115,~~833~~661.8634 0.00 78,~~550~~183,~~172~~448.5253 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 0.00 12,~~731~~318,~~030~~223.2348 ~~208~~206,~~671~~353,~~763~~539.4698 0.~~88038985~~87060923 12,~~731~~318,~~030~~223.2348 A2 0.00 43,~~088~~547,~~112~~001.0657 ~~210~~206,~~157~~610,~~150~~149.8023 0.~~77407945~~76101465 43,~~088~~547,~~112~~001.0657 A3 0.00 0.00 46,472,000.00 1.00000000 0.00 A4 0.00 0.00 91,913,000.00 1.00000000 0.00 A5 0.00 0.00 24,442,000.00 1.00000000 0.00 A6 0.00 12,~~731~~318,~~030~~223.2348 ~~208~~206,~~671~~353,~~763~~539.4698 0.~~88038985~~87060923 12,~~731~~318,~~030~~223.2348 M1 0.00 0.00 101,737,000.00 1.00000000 0.00 M2 0.00 0.00 48,446,000.00 1.00000000 0.00 M3 0.00 0.00 19,378,000.00 1.00000000 0.00 M4 0.00 0.00 21,195,000.00 1.00000000 0.00 M5 0.00 0.00 14,534,000.00 1.00000000 0.00 M6 0.00 0.00 13,928,000.00 1.00000000 0.00 M7 0.00 0.00 13,323,000.00 1.00000000 0.00 M8 0.00 0.00 9,690,000.00 1.00000000 0.00 M9 0.00 0.00 11,506,000.00 1.00000000 0.00 B1 0.00 0.00 14,534,000.00 1.00000000 0.00 B2 0.00 0.00 13,927,000.00 1.00000000 0.00 X 0.00 0.00 20,589,883.62 1.00000000 0.00 P 0.00 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00 0.00000000 0.00 LT-R 0.00 0.00 0.00 0.00000000 0.00 Totals 0.00 78,~~550~~183,~~172~~448.5253 1,~~093~~084,~~115~~932,~~661~~212.3481 0.~~90254211~~89578536 78,~~550~~183,~~172~~448.5253

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A1 237,022,000.00 ~~887~~880.~~69309891~~38985183 0.00000000 79.~~30324708~~78062576 0.00000000 A2 271,493,000.00 ~~789~~774.~~13733636~~07944514 0.00000000 1513.~~05789122~~06479935 0.00000000 A3 46,472,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A4 91,913,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A5 24,442,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A6 237,022,000.00 ~~887~~880.~~69309891~~38985183 0.00000000 79.~~30324708~~78062576 0.00000000 M1 101,737,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 48,446,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 19,378,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 21,195,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 14,534,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 13,928,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 13,323,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 9,690,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M9 11,506,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B1 14,534,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B2 13,927,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 20,589,883.62 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 0.00000000 79.~~30324708~~78062576 ~~880~~870.~~38985183~~60922606 0.~~88038985~~87060923 79.~~30324708~~78062576 A2 0.00000000 1513.~~05789122~~06479935 ~~774~~761.~~07944514~~01464579 0.~~77407945~~76101465 1513.~~05789122~~06479935 A3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A6 0.00000000 79.~~30324708~~78062576 ~~880~~870.~~38985183~~60922606 0.~~88038985~~87060923 79.~~30324708~~78062576 M1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A1 0809/2725/07 - 0910/24/07 2930 5.~~64000~~26625% ~~210~~208,~~402~~671,~~793~~763.6946 ~~955~~915,~~930~~764.0373 0.00 A2 0809/2725/07 - 0910/24/07 2930 5.~~55500~~18125% ~~214~~210,~~245~~157,~~262~~150.8680 ~~958~~907,~~717~~397.8028 0.00 A3 0809/2725/07 - 0910/24/07 2930 5.~~60500~~23125% 46,472,000.00 ~~209~~202,~~827~~588.5387 0.00 A4 0809/2725/07 - 0910/24/07 2930 5.~~63500~~26125% 91,913,000.00 ~~417~~402,~~221~~981.1906 0.00 A5 0809/2725/07 - 0910/24/07 2930 5.~~73500~~36125% 24,442,000.00 ~~112~~109,~~918~~199.6573 0.00 A6 0809/2725/07 - 0910/24/07 2930 5.~~64000~~26625% ~~210~~208,~~402~~671,~~793~~763.6946 ~~955~~915,~~930~~764.0373 0.00 M1 0809/2725/07 - 0910/24/07 2930 5.~~73500~~36125% 101,737,000.00 ~~470~~454,~~010~~531.8124 0.00 M2 0809/2725/07 - 0910/24/07 2930 5.~~77500~~40125% 48,446,000.00 ~~225~~218,~~374~~057.8346 0.00 M3 0809/2725/07 - 0910/24/07 2930 5.~~80500~~43125% 19,378,000.00 9087,~~616~~705.3764 0.00 M4 0809/2725/07 - 0910/24/07 2930 5.~~87500~~50125% 21,195,000.00 ~~100~~97,~~308~~165.2883 0.00 M5 0809/2725/07 - 0910/24/07 2930 5.~~88500~~51125% 14,534,000.00 6866,~~901~~750.2542 0.00 M6 0809/2725/07 - 0910/24/07 2930 5.~~95500~~58125% 13,928,000.00 6664,~~813~~779.7871 0.00 M7 0809/2725/07 - 0910/24/07 2930 6.~~45500~~08125% 13,323,000.00 6967,~~277~~517.7508 0.00 M8 0809/2725/07 - 0910/24/07 2930 6.~~95500~~58125% 9,690,000.00 5453,~~289~~143.5759 0.00 M9 0809/2725/07 - 0910/24/07 2930 87.~~00500~~63125% 11,506,000.00 7473,~~196~~170.1297 5,~~242~~488.3363 B1 0809/2725/07 - 0910/24/07 2930 87.~~00500~~63125% 14,534,000.00 9392,~~722~~427.1016 6,~~621~~933.9406 B2 0809/2725/07 - 0910/24/07 2930 87.~~00500~~63125% 13,927,000.00 8988,~~807~~567.8702 6,~~345~~643.3851 X N/A N/A 0.00000% 20,589,883.62 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 LT-R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 54,~~013~~817,~~863~~512.9652 1819,~~209~~065.6520

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A1 0.00 0.00 ~~955~~915,~~930~~764.0373 0.00 ~~208~~206,~~671~~353,~~763~~539.4698 A2 0.00 0.00 ~~958~~907,~~717~~397.8028 0.00 ~~210~~206,~~157~~610,~~150~~149.8023 A3 0.00 0.00 ~~209~~202,~~827~~588.5387 0.00 46,472,000.00 A4 0.00 0.00 ~~417~~402,~~221~~981.1906 0.00 91,913,000.00 A5 0.00 0.00 ~~112~~109,~~918~~199.6573 0.00 24,442,000.00 A6 0.00 0.00 ~~955~~915,~~930~~764.0373 0.00 ~~208~~206,~~671~~353,~~763~~539.4698 M1 0.00 0.00 ~~470~~454,~~010~~531.8124 0.00 101,737,000.00 M2 0.00 0.00 ~~225~~218,~~374~~057.8346 0.00 48,446,000.00 M3 0.00 0.00 9087,~~616~~705.3764 0.00 19,378,000.00 M4 0.00 0.00 ~~100~~97,~~308~~165.2883 0.00 21,195,000.00 M5 0.00 0.00 6866,~~901~~750.2542 0.00 14,534,000.00 M6 0.00 0.00 6664,~~813~~779.7871 0.00 13,928,000.00 M7 0.00 0.00 6967,~~277~~517.7508 0.00 13,323,000.00 M8 0.00 0.00 5453,~~289~~143.5759 0.00 9,690,000.00 M9 5,~~242~~488.3363 0.00 7473,~~196~~170.1297 0.00 11,506,000.00 B1 6,~~621~~933.9406 0.00 9392,~~722~~427.1016 0.00 14,534,000.00 B2 6,~~345~~643.3851 0.00 8988,~~807~~567.8702 0.00 13,927,000.00 X 0.00 0.00 1,~~190~~185,~~310~~443.6319 0.00 20,589,883.62 P 0.00 0.00 87102,~~439~~147.1226 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 1819,~~209~~065.6520 0.00 6,~~291~~105,~~613~~102.7197 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A1 237,022,000.00 5.~~64000~~26625% ~~887~~880.~~69309891~~38985183 43.~~03308566~~86362755 0.00000000 A2 271,493,000.00 5.~~55500~~18125% ~~789~~774.~~13733636~~07944514 3.~~53128000~~34224927 0.00000000 A3 46,472,000.00 5.~~60500~~23125% 1000.00000000 4.~~51513879~~35937489 0.00000000 A4 91,913,000.00 5.~~63500~~26125% 1000.00000000 4.~~53930554~~38437501 0.00000000 A5 24,442,000.00 5.~~73500~~36125% 1000.00000000 4.~~61986130~~46770845 0.00000000 A6 237,022,000.00 5.~~64000~~26625% ~~887~~880.~~69309891~~38985183 43.~~03308566~~86362755 0.00000000 M1 101,737,000.00 5.~~73500~~36125% 1000.00000000 4.~~61986111~~46770831 0.00000000 M2 48,446,000.00 5.~~77500~~40125% 1000.00000000 4.~~65208335~~50104157 0.00000000 M3 19,378,000.00 5.~~80500~~43125% 1000.00000000 4.~~67624987~~52604190 0.00000000 M4 21,195,000.00 5.~~87500~~50125% 1000.00000000 4.~~73263883~~58437509 0.00000000 M5 14,534,000.00 5.~~88500~~51125% 1000.00000000 4.~~74069423~~59270813 0.00000000 M6 13,928,000.00 5.~~95500~~58125% 1000.00000000 4.~~79708357~~65104179 0.00000000 M7 13,323,000.00 6.~~45500~~08125% 1000.00000000 5.~~19986114~~06770847 0.00000000 M8 9,690,000.00 6.~~95500~~58125% 1000.00000000 5.~~60263880~~48437461 0.00000000 M9 11,506,000.00 87.~~00500~~63125% 1000.00000000 6.~~44847210~~35937511 0.~~45561707~~47702329 B1 14,534,000.00 87.~~00500~~63125% 1000.00000000 6.~~44847255~~35937526 0.~~45561717~~47702353 B2 13,927,000.00 87.~~00500~~63125% 1000.00000000 6.~~44847203~~35937531 0.~~45561715~~47702377 X 20,589,883.62 0.00000% 1000.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 LT-R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A1 0.00000000 0.00000000 43.~~03308566~~86362755 0.00000000 ~~880~~870.~~38985183~~60922606 A2 0.00000000 0.00000000 3.~~53128000~~34224927 0.00000000 ~~774~~761.~~07944514~~01464579 A3 0.00000000 0.00000000 4.~~51513879~~35937489 0.00000000 1000.00000000 A4 0.00000000 0.00000000 4.~~53930554~~38437501 0.00000000 1000.00000000 A5 0.00000000 0.00000000 4.~~61986130~~46770845 0.00000000 1000.00000000 A6 0.00000000 0.00000000 43.~~03308566~~86362755 0.00000000 ~~880~~870.~~38985183~~60922606 M1 0.00000000 0.00000000 4.~~61986111~~46770831 0.00000000 1000.00000000 M2 0.00000000 0.00000000 4.~~65208335~~50104157 0.00000000 1000.00000000 M3 0.00000000 0.00000000 4.~~67624987~~52604190 0.00000000 1000.00000000 M4 0.00000000 0.00000000 4.~~73263883~~58437509 0.00000000 1000.00000000 M5 0.00000000 0.00000000 4.~~74069423~~59270813 0.00000000 1000.00000000 M6 0.00000000 0.00000000 4.~~79708357~~65104179 0.00000000 1000.00000000 M7 0.00000000 0.00000000 5.~~19986114~~06770847 0.00000000 1000.00000000 M8 0.00000000 0.00000000 5.~~60263880~~48437461 0.00000000 1000.00000000 M9 0.~~45561707~~47702329 0.00000000 6.~~44847210~~35937511 0.00000000 1000.00000000 B1 0.~~45561717~~47702353 0.00000000 6.~~44847255~~35937526 0.00000000 1000.00000000 B2 0.~~45561715~~47702377 0.00000000 6.~~44847203~~35937531 0.00000000 1000.00000000 X 0.00000000 0.00000000 57.~~81045935~~57405976 0.00000000 1000.00000000 P 0.00000000 0.00000000 ~~874391~~1021472.~~20000000~~60000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable. NOTE: All classes per $1,000 denomination.

Certificateholder Account Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 14,~~005~~602,~~481~~606.1287 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans ~~588~~517,~~567~~615.1900 Servicer Advances 1,~~488~~712,~~492~~116.0893 Gains & Subsequent Recoveries (Realized Losses) (~~525~~417,~~249~~312.7836) Prepayment Penalties 87102,~~439~~147.1226 Swap/Cap Payments ~~143,172~~0.9300 Total Deposits 1516,~~787~~517,~~902~~173.6670 Withdrawals Swap Payments 0115,484.0079 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 1,~~318~~488,~~095~~492.2408 Total Administration Fees ~~628~~624,~~021~~645.1933 Payment of Interest and Principal 1314,~~841~~288,~~786~~551.2350 Total Withdrawals (Pool Distribution Amount) 1516,~~787~~517,~~902~~173.6670 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~440~~437,~~512~~573.6982 Credit Risk Manager Fee-Clayton Fixed Income Services 10,~~089~~020.4423 Primary Mortgage Insurance 177,~~419~~051.0628 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~628~~624,~~021~~645.1933 *Servicer Payees include: AURORA LOAN SERVICING INC.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Basis Risk Reserve Fund 1,000.00 1819,~~209~~065.6520 1819,~~209~~065.6520 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Interest Rate Cap Account - Wachovia Bank N.A. 0.00 0.00 0.00 Swap Account - Wachovia Bank N.A. 43,~~260~~983,~~361~~740.8601 4,~~117~~099,~~188~~224.9380 ~~143~~(115,~~172~~484.9379)

Collateral Statement Group 1APool 1B1 Pool 2 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~912939~~930615 7.~~945434~~809905 Weighted Average Net Rate 7.~~474195~~447572 7.~~445434~~332528 Weighted Average Pass-Through Rate 7.~~202686~~214534 7.~~228689~~181164 Weighted Average Remaining Term ~~344~~349 ~~352~~347 Principal And Interest Constant 14,~~170~~026,~~344~~999.4428 23,~~881~~543,~~166~~400.7168 Beginning Loan Count ~~907~~* ~~1,919~~* Loans Paid in Full 1124 1018 Ending Loan Count ~~896~~2,781 1,~~909~~740 Beginning Scheduled Balance ~~161,938,868.80~~* ~~416,874,184.56~~* Ending Scheduled Balance ~~160~~571,~~417~~072,~~965~~153.3542 ~~415~~513,~~080~~860,~~518~~059.6339 Actual Ending Collateral Balance ~~160~~571,~~528~~370,~~961~~965.9254 ~~415~~514,~~240~~103,~~312~~868.9791 Scheduled Principal ~~102~~223,~~500~~618.8464 ~~120~~174,~~961~~616.3773 Unscheduled Principal 14,~~418~~202,~~402~~711.6192 13,~~672~~582,~~704~~501.5624 Negative Amortized Principal 0.00 0.00 Scheduled Interest 13,~~067~~803,~~843~~380.6064 23,~~760~~368,~~205~~783.3495 Servicing Fees 59231,~~208~~658.0348 ~~173~~205,~~697~~915.5834 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 36111,~~639~~761.9200 7565,~~296~~290.2928 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~971~~3,~~995~~459,961.6516 23,~~511~~097,~~211~~578.4733 Realized Loss Amount ~~122,511.75~~ 0.00 417,312.36 Cumulative Realized Loss ~~180~~277,~~256~~158.7841 96949,~~901~~732.6373 Percentage of Cumulative Losses 0.~~1042~~0439 0.~~0211~~1640 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 3280,~~783~~225.4843 1421,~~984~~921.7583 Prepayment Penalty Paid Count 715 54 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Collateral Statement Group 2ATotal 2B Collateral Description ~~Fixed~~Mixed ~~15/30 & ARM~~ Fixed ~~15/30~~ & ~~ARM~~Arm Weighted Average Coupon Rate 7.~~741160~~873455 ~~7.846878~~ Weighted Average Net Rate 7.~~320455~~393096 ~~7.347195~~ Weighted Average Pass-Through Rate 7.~~107350~~198733 ~~7.221204~~ Weighted Average Remaining Term ~~337~~348 ~~353~~ Principal And Interest Constant 17,~~030~~570,~~646~~399.9396 ~~2,543,458.15~~ Beginning Loan Count ~~618 1~~4,~~160~~563 Loans Paid in Full 742 13 Ending Loan Count ~~611 1~~4,~~147~~521 Beginning Scheduled Balance ~~147~~1,~~287~~093,~~059.47 374~~115,~~565,721~~661.0334 Ending Scheduled Balance ~~146~~1,~~437~~084,~~375.18 371~~932,~~179,802~~212.1881 Actual Ending Collateral Balance ~~146~~1,~~523~~085,~~821.14 371~~474,~~314,985~~834.7145 Scheduled Principal 80398,~~502~~235.9737 ~~94,148.67~~ Unscheduled Principal ~~769~~7,~~181.32 3~~785,~~291,770~~213.1816 Negative Amortized Principal 0.00 ~~0.00~~ Scheduled Interest ~~950~~7,~~143.96 2~~172,~~449,309~~164.4859 Servicing Fees 51437,~~637~~573.0082 ~~155,970.08~~ Master Servicing Fees 0.00 ~~0.00~~ Trustee Fee 0.00 ~~0.00~~ FRY Amount 0.00 ~~0.00~~ Special Hazard Fee 0.00 ~~0.00~~ Other Fee 26177,~~156~~051.3928 ~~39,326.46~~ Pool Insurance Fee 0.00 ~~0.00~~ Spread 1 0.00 ~~0.00~~ Spread 2 0.00 ~~0.00~~ Spread 3 0.00 ~~0.00~~ Net Interest ~~872~~6,~~350.57 2~~557,~~254,012~~539.9449 Realized Loss Amount ~~381~~417,~~913~~312.5036 ~~20,824.53~~ Cumulative Realized Loss ~~508~~1,~~906.69 23~~226,~~513~~891.6814 Percentage of Cumulative Losses 0.~~3218~~1013 ~~0.0019~~ Prepayment Penalty Waived Amount 0.00 ~~0.00~~ Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 8102,~~424~~147.3226 ~~31,246.57~~ Prepayment Penalty Paid Count 219 5 Special Servicing Fee 0.00 0* This data is currently not provided for reporting.00

Collateral Statement By Subgroup Group ~~Total~~1A 1B Collateral Description ~~Mixed~~Fixed 15/30 & ARM Fixed 15/30 & ~~Arm~~ARM Weighted Average Coupon Rate 7.~~879778~~901937 7.941698 Weighted Average Net Rate 7.~~399510~~462772 7.441698 Weighted Average Pass-Through Rate 7.~~206079~~189835 7.224079 Weighted Average Remaining Term ~~349~~343 351 Principal And Interest Constant 71,~~625~~158,~~616~~844.2372 2,868,154.56 Beginning Loan Count 4896 1,~~604~~909 Loans Paid in Full 417 17 Ending Loan Count 4889 1,~~563~~892 Beginning Scheduled Balance 1160,~~100~~417,~~665~~965.35 415,~~833~~080,518.8663 Ending Scheduled Balance 1159,~~093~~296,~~115~~863.77 411,~~661~~775,289.3465 Actual Ending Collateral Balance 1159,~~093~~416,~~608~~105.56 411,~~081~~954,859.7498 Scheduled Principal ~~398~~102,~~113~~500.85 121,117.79 Unscheduled Principal 71,~~152~~018,~~058~~600.6773 3,184,111.19 Negative Amortized Principal 0.00 0.00 Scheduled Interest 71,~~227~~056,~~502~~343.3887 2,747,036.77 Servicing Fees ~~440~~58,~~512~~708.6926 172,950.22 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee ~~177~~36,~~419~~486.0664 75,274.36 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 6961,~~609~~148.97 2,~~570~~498,812.6319 Realized Loss Amount ~~525,249~~0.7800 0.00 Cumulative Realized Loss ~~809~~180,~~578~~256.78 96,901.63 Percentage of Cumulative Losses 0.~~0668~~1042 0.0211 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 8719,~~439~~264.1265 60,960.78 Prepayment Penalty Paid Count 194 11 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

~~Additional~~Collateral ~~Reporting~~Statement By Subgroup Group 2A 2B Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.728728 7.841930 Weighted Average Net Rate 7.307885 7.342250 Weighted Average Pass-Through ~~Deal~~Rate ~~Level~~7.093609 ~~Cash~~7.215706 ~~Reporting~~Weighted ~~Monthly~~Average ~~Excess~~Remaining ~~Cashflow~~Term 336 352 Principal And Interest Constant 1,~~208~~023,~~520~~814.2834 ~~Cap~~2,519,586.34 ~~Payment~~Beginning -Loan ~~Wachovia~~Count ~~Bank~~611 N1,147 Loans Paid in Full 6 12 Ending Loan Count 605 1,135 Beginning Scheduled Balance 146,437,375.A18 371,179,802.18 0Ending Scheduled Balance 145,785,473.0009 ~~Net~~368,074,586.30 ~~Swap~~Actual ~~Payment~~Ending -Collateral ~~Wachovia~~Balance ~~Bank~~145,882,110.22 N368,221,758.A69 Scheduled Principal 80,668.79 ~~143~~93,~~172~~947.9294 ~~PPTL~~Unscheduled ~~Premium~~Principal 571,233.30 3,011,267.94 Negative Amortized Principal 0.00 ~~Informational~~0.00 ~~Reporting~~Scheduled ~~LIBOR~~Interest 5943,145.~~505000%~~55 ~~Pool~~2,425,638.40 1Servicing ~~Net~~Fees ~~Funds~~51,356.00 ~~Cap 7~~154,559.~~467506%~~34 ~~Pool~~Master 2Servicing ~~Net~~Fees ~~Funds~~0.00 ~~Cap~~0.00 7Trustee Fee 0.~~408739%~~00 ~~Senior~~0.00 ~~Enhancement~~FRY %Amount 270.~~699538%~~00 ~~Subordinate~~0.00 ~~Net~~Special ~~Funds~~Hazard ~~Cap~~Fee 70.~~439406%~~00 ~~Structural~~0.00 ~~Reporting~~Other ~~Overcollateralization~~Fee ~~Amount~~26,148.27 2039,~~589,883~~142.6201 ~~Targeted~~Pool ~~Overcollateralization~~Insurance ~~Amount~~Fee ~~20,589,983~~0.6200 ~~Overcollateralization~~0.00 ~~Deficiency~~Spread 1 0.00 ~~Overcollateralization~~0.00 ~~Floor~~Spread ~~605,575~~2 0.9900 ~~Trigger~~0.00 ~~Event~~Spread ~~Reporting~~3 ~~Stepdown~~0.00 ~~Date~~0.00 NONet ~~Initial~~Interest ~~Optional~~865,641.28 ~~Termination~~2,231,937.05 ~~Date~~Realized NOLoss ~~Trigger~~Amount ~~Event~~417,825.54 NO(513.18) ~~Delinquency~~Cumulative ~~Event~~Realized ~~Trigger~~Loss ~~Result~~926,732.23 ~~Pass~~23,000.50 ~~Threshold~~Percentage ~~Value~~of 8Cumulative Losses 0.~~863852%~~5860 ~~Calculated~~0.0055 ~~Value~~Prepayment 5Penalty Waived Amount 0.~~028676%~~00 ~~Cumulative~~0.00 ~~Loss~~Prepayment ~~Trigger~~Penalty ~~Event~~Waived ~~Trigger~~Count ~~Result~~0 ~~Pass~~0 ~~Threshold~~Prepayment ~~Value~~Penalty 1Paid Amount 0.~~150000%~~00 ~~Calculated~~21,921.83 ~~Value~~Prepayment Penalty Paid Count 0 4 Special Servicing Fee 0.~~064362%~~00 0.00 * This data is currently not provided for reporting.

~~Delinquency~~Additional ~~Status~~Reporting - ~~OTS~~Deal ~~Delinquency~~Level ~~Calculation~~Cash ~~Method~~Reporting ~~DELINQUENT~~Monthly ~~BANKRUPTCY~~Excess ~~FORECLOSURE~~Cashflow ~~REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 7 0 0 7~~ 1,~~588~~089,~~307~~023.6960 ~~0.00~~Cap ~~0.00~~Payment ~~1,588,307.69~~- 30Wachovia ~~Days~~Bank ~~168 2 0 0 170 39,921,452~~N.~~48 385,688~~A.26 0.00 ~~0.00~~Net ~~40,307,140.74~~Swap 60Payment ~~Days~~- 64Wachovia 1Bank ~~2 0 67 16,316,834~~N.~~09 549,000~~A.00 ~~601~~-115,~~634~~484.0979 ~~0.00~~PPTL ~~17,467,468.18~~Premium ~~90 Days 12 3 59~~ 0 ~~74 1,476,213~~.~~81 864,095.79 16,805,184.30 0.~~00 ~~19,145,493.90~~Informational ~~120~~Reporting ~~Days~~LIBOR ~~9 1 39 6 55 1,816,440~~5.78131250% ~~287,105.53~~Pool ~~11,099,786.36~~ 1~~,745,796.68~~ ~~14,949,129.35~~Net ~~150~~Funds ~~Days~~Cap ~~8 1 28 0 37 1,145,858.10 244,362.27~~ 7~~,940,124~~.79083834% ~~0.00~~Pool ~~9,330,345.16 180+ Days~~ 2 2Net 26Funds 7Cap ~~37 295,909~~7.36 387,379.08 8,776,973.08 1,537,810.58 10,998,072.10 Totals 263 17 154 13 447 60,972,708.62 4,305,938.62 45,223,702.62 3,283,607.26 113,785,957.12 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.153408031471% ~~0.000000%~~Senior ~~0.000000%~~Enhancement ~~0.153408~~% 027.~~145236~~908470% ~~0.000000%~~Subordinate ~~0.000000%~~Net ~~0.145236%~~Funds 30Cap ~~Days 3~~7.~~681788~~058822% ~~0.043831%~~Structural ~~0.000000%~~Reporting ~~0.000000%~~Overcollateralization ~~3.725619%~~Amount 320,589,883.~~650435%~~62 ~~0.035268%~~Targeted ~~0.000000%~~Overcollateralization ~~0.000000%~~Amount 320,589,983.~~685703%~~62 60Overcollateralization ~~Days~~Deficiency ~~1.402586%~~ 0.~~021915%~~00 ~~0.043831%~~Overcollateralization ~~0.000000%~~Floor 1605,575.~~468332%~~99 ~~1.492018%~~Trigger ~~0.050201%~~Event ~~0.055014%~~Reporting ~~0.000000%~~Stepdown ~~1.597233%~~Date 90NO ~~Days~~Initial ~~0.262985%~~Optional ~~0.065746%~~Termination ~~1.293009%~~Date ~~0.000000%~~NO ~~1.621740%~~Trigger ~~0.134986%~~Event ~~0.079013%~~NO ~~1.536673%~~Delinquency ~~0.000000%~~Event ~~1.750672%~~Trigger ~~120~~Result ~~Days~~Pass ~~0.197239%~~Threshold ~~0.021915%~~Value 08.~~854701~~930710% ~~0.131492%~~Calculated ~~1.205347%~~Value 06.~~166096~~915442% ~~0.026253%~~Cumulative ~~1.014969%~~Loss ~~0.159636%~~Trigger ~~1.366955%~~Event ~~150~~Trigger ~~Days~~Result ~~0.175323%~~Pass ~~0.021915%~~Threshold ~~0.613631%~~Value ~~0.000000% 0.810870% 0.104778% 0.022345% 0.726048% 0.000000% 0.853171% 180+ Days 0.043831% 0.043831% 0.569801% 0.153408% 0.810870% 0.027058% 0.035422% 0.802570% 0.140618%~~ 1.~~005669~~150000% ~~Totals~~Calculated ~~5.763752%~~Value 0.~~372562~~097240% ~~3.374973% 0.284900% 9.796187% 5.575371% 0.393737% 4.135275% 0.300254% 10.404638% Please refer to CTSLink.com for a list of delinquency code descriptions.~~

~~Current~~Delinquency ~~Period~~Status ~~Class~~- AOTS ~~Insufficient~~Delinquency ~~Funds~~Calculation Method DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 8 0 0 8 1,807,498.50 0.00 ~~Principal~~0.00 ~~Balance~~1,807,498.50 of30 ~~Contaminated~~Days ~~Properties~~186 1 0 0 187 41,364,849.55 239,066.61 0.00 ~~Periodic~~0.00 ~~Advance~~41,603,916.16 60 Days 91 2 9 0 102 24,990,042.24 265,298.34 2,142,518.67 0.00 27,397,859.25 90 Days 18 1 48 0 67 3,~~488~~338,139.06 549,000.00 13,361,678.41 0.00 17,248,817.47 120 Days 11 5 56 3 75 1,564,364.15 934,413.63 16,825,797.50 310,917.35 19,635,492.63 150 Days 4 6 39 6 55 585,889.41 1,350,241.19 11,516,191.99 1,745,796.68 15,198,119.27 180+ Days 5 2 35 20 62 783,086.84 387,379.08 10,725,971.56 5,765,995.38 17,662,432.86 Totals 315 25 187 29 556 72,626,371.25 5,532,897.35 54,572,158.13 7,822,709.41 140,554,136.14 No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0.176952% 0.000000% 0.000000% 0.176952% 0.166517% 0.000000% 0.000000% 0.166517% 30 Days 4.114134% 0.022119% 0.000000% 0.000000% 4.136253% 3.810761% 0.022024% 0.000000% 0.000000% 3.832785% 60 Days 2.012829% 0.044238% 0.199071% 0.000000% 2.256138% 2.302222% 0.024441% 0.197381% 0.000000% 2.524044% 90 Days 0.398142% 0.022119% 1.061712% 0.000000% 1.481973% 0.307528% 0.050577% 1.230952% 0.000000% 1.589057% 120 Days 0.243309% 0.110595% 1.238664% 0.066357% 1.658925% 0.144118% 0.086083% 1.550086% 0.028643% 1.808931% 150 Days 0.088476% 0.132714% 0.862641% 0.132714% 1.216545% 0.053975% 0.124392% 1.060936% 0.160833% 1.400136% 180+ Days 0.110595% 0.044238% 0.774165% 0.442380% 1.371378% 0.072142% 0.035688% 0.988136% 0.531196% 1.627162% Totals 6.967485% 0.552975% 4.136253% 0.641451% 12.298164% 6.690747% 0.509721% 5.027492% 0.720672% 12.948631% Please refer to CTSLink.com for a list of delinquency code descriptions.

~~Delinquency~~Current ~~Status~~Period ByClass ~~Group~~A ~~DELINQUENT~~Insufficient ~~BANKRUPTCY~~Funds ~~FORECLOSURE REO Total 1A - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance~~ 0~~-29 Days 2 0 0 2 361,865~~.~~51 0.~~00 ~~0.00~~Principal 361,865.51 30 Days 27 0 0 0 27 3,530,021.85 0.00 0.00 0.00 3,530,021.85 60 Days 7 0 0 0 7 746,129.58 0.00 0.00 0.00 746,129.58 90 Days 2 0 4 0 6 246,530.79 0.00 406,826.55 0.00 653,357.34 120 Days 2 1 6 0 9 167,026.47 287,105.53 1,133,842.97 0.00 1,587,974.97 150 Days 2 0 1 0 3 389,548.50 0.00 76,466.21 0.00 466,014.71 180+ Days 0 0 3 2 5 0.00 0.00 879,937.38 476,486.62 1,356,424.00 Totals 40 3 14 2 59 5,079,257.19 648,971.04 2,497,073.11 476,486.62 8,701,787.96 0-29 Days 0.223214% 0.000000% 0.000000% 0.223214% 0.225421% 0.000000% 0.000000% 0.225421% 30 Days 3.013393% 0.000000% 0.000000% 0.000000% 3.013393% 2.198994% 0.000000% 0.000000% 0.000000% 2.198994% 60 Days 0.781250% 0.000000% 0.000000% 0.000000% 0.781250% 0.464794% 0.000000% 0.000000% 0.000000% 0.464794% 90 Days 0.223214% 0.000000% 0.446429% 0.000000% 0.669643% 0.153574% 0.000000% 0.253429% 0.000000% 0.407003% 120 Days 0.223214% 0.111607% 0.669643% 0.000000% 1.004464% 0.104048% 0.178850% 0.706317% 0.000000% 0.989214% 150 Days 0.223214% 0.000000% 0.111607% 0.000000% 0.334821% 0.242666% 0.000000% 0.047634% 0.000000% 0.290299% 180+ Days 0.000000% 0.000000% 0.334821% 0.223214% 0.558036% 0.000000% 0.000000% 0.548149% 0.296823% 0.844972% Totals 4.464286% 0.334821% 1.562500% 0.223214% 6.584821% 3.164075% 0.404270% 1.555528% 0.296823% 5.420697% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1B - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 4 0 0 4 1,025,664.84 0.00 0.00 1,025,664.84 30 Days 80 1 0 0 81 17,269,455.57 239,129.83 0.00 0.00 17,508,585.40 60 Days 20 0 0 0 20 4,560,931.65 0.00 0.00 0.00 4,560,931.65 90 Days 3 1 25 0 29 638,141.78 237,444.27 4,765,919.85 0.00 5,641,505.90 120 Days 1 0 16 4 21 319,157.60 0.00 3,818,532.72 893,938.00 5,031,628.32 150 Days 2 0 12 0 14 356,972.52 0.00 2,786,116.88 0.00 3,143,089.40 180+ Days 0 1 7 2 10 0.00 242,200.51 1,954,753.89 423,123.57 2,620,077.97 Totals 106 7 60 6 179 23,144,659.12 1,744,439.45 13,325,323.34 1,317,061.57 39,531,483.48 0-29 Days 0.209534% 0.000000% 0.000000% 0.209534% 0.247005% 0.000000% 0.000000% 0.247005% 30 Days 4.190676% 0.052383% 0.000000% 0.000000% 4.243059% 4.158906% 0.057588% 0.000000% 0.000000% 4.216495% 60 Days 1.047669% 0.000000% 0.000000% 0.000000% 1.047669% 1.098384% 0.000000% 0.000000% 0.000000% 1.098384% 90 Days 0.157150% 0.052383% 1.309586% 0.000000% 1.519120% 0.153680% 0.057182% 1.147750% 0.000000% 1.358612% 120 Days 0.052383% 0.000000% 0.838135% 0.209534% 1.100052% 0.076861% 0.000000% 0.919596% 0.215282% 1.211739% 150 Days 0.104767% 0.000000% 0.628601% 0.000000% 0.733368% 0.085968% 0.000000% 0.670965% 0.000000% 0.756933% 180+ Days 0.000000% 0.052383% 0.366684% 0.104767% 0.523834% 0.000000% 0.058328% 0.470752% 0.101898% 0.630979% Totals 5.552645% 0.366684% 3.143007% 0.314301% 9.376637% 5.573799% 0.420104% 3.209063% 0.317181% 9.520146% Please refer to CTSLink.com for a list of ~~delinquency~~Contaminated ~~code~~Properties descriptions. DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2A - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0~~-29 Days 1 0 0 1 200,777~~.~~34 0.~~00 ~~0.00~~Periodic ~~200,777.34~~Advance ~~30 Days 9~~ 1 ~~0 0 10 2~~,364,701.89 146,558.43 0.00 0.00 2,511,260.32 60 Days 12 0 1 0 13 2,415,598.43 0.00 357,822.28 0.00 2,773,420.71 90 Days 6 0 2 0 8 521,656.34 0.00 1,238,956.47 0.00 1,760,612.81 120 Days 2 0 0 1 3 292,786.62 0.00 0.00 252,929.06 545,715.68 150 Days 4 0 1 0 5 399,337.08 0.00 223,503.13 0.00 622,840.21 180+ Days 1 1 0 1 3 139,709.36 145,178.57 0.00 52,712~~.45 337~~,~~600~~116.38 Totals 34 3 4 2 43 6,133,789.72 492,514.34 1,820,281.88 305,641.51 8,752,227.45 0-29 Days 0.163666% 0.000000% 0.000000% 0.163666% 0.137027% 0.000000% 0.000000% 0.137027% 30 Days 1.472995% 0.163666% 0.000000% 0.000000% 1.636661% 1.613869% 0.100024% 0.000000% 0.000000% 1.713892% 60 Days 1.963993% 0.000000% 0.163666% 0.000000% 2.127660% 1.648605% 0.000000% 0.244208% 0.000000% 1.892812% 90 Days 0.981997% 0.000000% 0.327332% 0.000000% 1.309329% 0.356022% 0.000000% 0.845567% 0.000000% 1.201588% 120 Days 0.327332% 0.000000% 0.000000% 0.163666% 0.490998% 0.199822% 0.000000% 0.000000% 0.172620% 0.372442% 150 Days 0.654664% 0.000000% 0.163666% 0.000000% 0.818331% 0.272541% 0.000000% 0.152537% 0.000000% 0.425078% 180+ Days 0.163666% 0.163666% 0.000000% 0.163666% 0.490998% 0.095349% 0.099082% 0.000000% 0.035975% 0.230406% Totals 5.564648% 0.490998% 0.654664% 0.327332% 7.037643% 4.186206% 0.336133% 1.242311% 0.208595% 5.973245% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2B - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 52 0 0 0 52 16,757,273.17 0.00 0.00 0.00 16,757,273.17 60 Days 25 1 1 0 27 8,594,174.43 549,000.00 243,811.81 0.00 9,386,986.24 90 Days 1 2 28 0 31 69,884.90 626,651.52 10,393,481.43 0.00 11,090,017.85 120 Days 4 0 17 1 22 1,037,470.09 0.00 6,147,410.67 598,929.62 7,783,810.38 150 Days 0 1 14 0 15 0.00 244,362.27 4,854,038.57 0.00 5,098,400.84 180+ Days 1 0 16 2 19 156,200.00 0.00 5,942,281.81 585,487.94 6,683,969.75 Totals 83 4 76 3 166 26,615,002.59 1,420,013.79 27,581,024.29 1,184,417.56 56,800,458.23 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 4.533566% 0.000000% 0.000000% 0.000000% 4.533566% 4.512954% 0.000000% 0.000000% 0.000000% 4.512954% 60 Days 2.179599% 0.087184% 0.087184% 0.000000% 2.353967% 2.314524% 0.147853% 0.065662% 0.000000% 2.528039% 90 Days 0.087184% 0.174368% 2.441151% 0.000000% 2.702703% 0.018821% 0.168765% 2.799101% 0.000000% 2.986687% 120 Days 0.348736% 0.000000% 1.482127% 0.087184% 1.918047% 0.279404% 0.000000% 1.655578% 0.161300% 2.096282% 150 Days 0.000000% 0.087184% 1.220575% 0.000000% 1.307759% 0.000000% 0.065810% 1.307256% 0.000000% 1.373066% 180+ Days 0.087184% 0.000000% 1.394943% 0.174368% 1.656495% 0.042067% 0.000000% 1.600334% 0.157680% 1.800081% Totals 7.236269% 0.348736% 6.625981% 0.261552% 14.472537% 7.167770% 0.382428% 7.427932% 0.318979% 15.297109% Please refer to CTSLink.com for a list of delinquency code descriptions.93

~~180+~~ Delinquency ~~Summary~~Status ~~Summary~~By 1AGroup ~~Days~~DELINQUENT ~~Number~~BANKRUPTCY FORECLOSURE REO Total Pool 1 - OTS No. of ~~Outstanding~~Loans ~~Percentage~~No. of ~~Number~~Loans No. of ~~Outstanding~~Loans ~~Percentage~~No. of ~~Delinquent~~Loans No. of Loans Actual Balance~~(%)~~ ~~Loans~~ Actual Balance~~(%)~~ Actual Balance~~($)~~ Actual Balance~~($)~~ ~~180~~Actual Balance 0-29 ~~209~~Days 296 80 0 6 1,~~429~~387,~~505~~405.4647 0.~~771~~00 0.00 1,387,405.47 ~~134~~30 Days 117 1 0 0 118 22,~~789~~220,360.8482 239,066.61 0.~~084~~00 ~~210~~0.00 -22,459,427.43 ~~239~~60 4Days 49 0 6 0 55 11,457,133.49 0.00 1,~~494~~241,~~878~~490.6817 0.~~137~~00 212,698,623.66 ~~669~~90 Days 8 0 24 0 32 1,~~124~~037,377.7722 0.~~417~~00 ~~240~~5,292,496.20 -0.00 ~~269~~6,329,873.42 120 Days 3 3 24 3 33 505,370.71 437,712.81 4,712,574.73 310,917.35 5,966,575.60 150 Days 2 3 22 4 31 293,102.79 577,517.07 5,114,254.56 893,938.00 6,878,812.42 180+ Days 3 1 17 8 29 487,~~073~~177.48 242,~~687~~200.9651 03,889,103.~~098~~40 2,009,998.04 ~~552~~6,~~509~~628,479.43 Totals 182 14 93 15 304 36,000,522.51 2,883,902.47 20,249,919.06 3,214,853.39 62,349,197.43 0-29 Days 0.~~344~~215750% ~~Total~~0.000000% 370.000000% 0.215750% 0.242820% 0.000000% 0.000000% 0.242820% 30 Days 4.207120% 0.035958% 0.000000% 0.000000% 4.243078% 3.888955% 0.041841% 0.000000% 0.000000% 3.930796% 60 Days 1.761956% 0.000000% 0.215750% 0.000000% 1.977706% 2.005201% 0.000000% 0.217283% 0.000000% 2.222483% 90 Days 0.287666% 0.000000% 0.862999% 0.000000% 1.150665% 0.181559% 0.000000% 0.926280% 0.000000% 1.107840% 120 Days 0.107875% 0.107875% 0.862999% 0.107875% 1.186624% 0.088449% 0.076607% 0.824784% 0.054416% 1.044256% 150 Days 0.071917% 0.107875% 0.791082% 0.143833% 1.114707% 0.051298% 0.101076% 0.895085% 0.156455% 1.203914% 180+ Days 0.107875% 0.035958% 0.611291% 0.287666% 1.042790% 0.085265% 0.042389% 0.680662% 0.351785% 1.160101% Totals 6.544408% 0.503416% 3.344121% 0.539374% 10.931320% 6.300727% 0.504734% 3.544093% 0.562656% 10.912210% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Pool 2 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 2 0 0 2 420,~~998~~093.03 0.00 0.00 420,~~072~~093.03 30 Days 69 0 0 0 69 19,144,488.73 0.00 0.00 0.00 19,144,488.73 60 Days 42 2 3 0 47 13,532,908.75 265,298.34 901,028.50 0.00 14,699,235.59 90 Days 10 1 24 0 35 2,300,761.~~006~~84 5549,000.00 8,069,182.21 0.00 10,918,944.05 120 Days 8 2 32 0 42 1,~~356~~058,~~424~~993.44 496,700.82 12,113,222.77 0.00 13,668,917.03 150 Days 2 3 17 2 24 292,786.62 772,724.12 6,401,937.43 851,858.68 8,319,306.85 180+ Days 2 1 18 12 33 295,909.36 145,178.57 6,836,868.16 3,755,997.34 11,033,953.43 Totals 133 11 94 14 252 36,625,848.74 2,648,994.88 34,322,239.07 4,607,856.02 78,204,938.71 0-29 Days 0.~~845~~114943% 0.000000% 0.000000% 0.114943% 0.081714% 0.000000% 0.000000% 0.081714% 30 Days 3.965517% 0.000000% 0.000000% 0.000000% 3.965517% 3.723856% 0.000000% 0.000000% 0.000000% 3.723856% 60 Days 2.413793% 0.114943% 0.172414% 0.000000% 2.701149% 2.632330% 0.051604% 0.175262% 0.000000% 2.859196% 90 Days 0.574713% 0.057471% 1.379310% 0.000000% 2.011494% 0.447529% 0.106788% 1.569563% 0.000000% 2.123879% 120 Days 0.459770% 0.114943% 1.839080% 0.000000% 2.413793% 0.205988% 0.096615% 2.356182% 0.000000% 2.658785% 150 Days 0.114943% 0.172414% 0.977011% 0.114943% 1.379310% 0.056951% 0.150305% 1.245261% 0.165698% 1.618215% 180+ Days 0.114943% 0.057471% 1.034483% 0.689655% 1.896552% 0.057558% 0.028239% 1.329861% 0.730591% 2.146250% Totals 7.643678% 0.632184% 5.402299% 0.804598% 14.482759% 7.124212% 0.515265% 6.676129% 0.896289% 15.211895% Please refer to CTSLink.com for a list of delinquency code descriptions.

~~180+~~ Delinquency ~~Summary~~Status ~~(continued)~~By 1BSubgroup 2ADELINQUENT ~~Days~~BANKRUPTCY ~~Number~~FORECLOSURE REO Total 1A - OTS No. of ~~Outstanding~~Loans ~~Percentage~~No. of ~~Number~~Loans No. of ~~Outstanding~~Loans ~~Percentage~~No. of ~~Delinquent~~Loans No. of Loans Actual Balance~~(%)~~ ~~Loans~~ Actual Balance~~(%)~~ Actual Balance~~($)~~ Actual Balance~~($)~~ ~~180~~Actual Balance 0-29 ~~209~~Days 92 0 0 2 361,~~377~~816.16 0.00 0.00 361,~~877~~816.16 30 Days 21 0 0 0 21 2,554,783.69 0.00 0.00 0.00 2,554,783.69 60 Days 10 0 4 0 14 1,386,771.45 0.00 759,703.33 0.00 2,146,474.78 90 Days 5 0 4 0 9 476,926.46 0.~~573~~00 488,679.30 0.00 965,605.76 120 Days 2 ~~192~~2 1 1 6 246,~~421~~530.8179 200,268.54 107,787.19 98,770.82 653,357.34 150 Days 2 2 6 0 10 293,102.~~131~~79 ~~210~~402,564.34 1,151,516.97 0.00 1,847,184.10 180+ Days 1 0 4 2 7 130,204.96 0.00 956,403.59 476,486.62 1,563,095.17 Totals 41 6 19 3 69 5,088,320.14 964,649.04 3,464,090.38 575,257.44 10,092,317.00 0-29 Days 0.224972% 0.000000% 0.000000% 0.224972% 0.226963% 0.000000% 0.000000% 0.226963% 30 Days 2.362205% 0.000000% 0.000000% 0.000000% 2.362205% 1.602588% 0.000000% 0.000000% 0.000000% 1.602588% 60 Days 1.124859% 0.000000% 0.449944% 0.000000% 1.574803% 0.869907% 0.000000% 0.476554% 0.000000% 1.346460% 90 Days 0.562430% 0.000000% 0.449944% 0.000000% 1.012373% 0.299171% 0.000000% 0.306543% 0.000000% 0.605714% 120 Days 0.224972% 0.224972% 0.112486% 0.112486% 0.674916% 0.154646% 0.125626% 0.067614% 0.061958% 0.409844% 150 Days 0.224972% 0.224972% 0.674916% 0.000000% 1.124859% 0.183860% 0.252524% 0.722334% 0.000000% 1.158719% 180+ Days 0.112486% 0.000000% 0.449944% 0.224972% 0.787402% 0.081676% 0.000000% 0.599942% 0.298895% 0.980513% Totals 4.611924% 0.674916% 2.137233% 0.337458% 7.761530% 3.191848% 0.605114% 2.172986% 0.360853% 6.330801% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1B - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 4 0 0 4 1,025,589.31 0.00 0.00 1,025,589.31 30 Days 96 1 0 0 97 19,665,577.13 239,066.61 0.00 0.00 19,904,643.74 60 Days 39 0 2 0 41 10,070,362.04 0.00 481,786.84 0.00 10,552,148.88 90 Days 3 0 20 0 23 560,450.76 0.00 4,803,816.90 0.00 5,364,267.66 120 Days 1 1 23 2 27 258,839.92 237,444.27 4,604,787.54 212,146.53 5,313,218.26 150 Days 0 1 16 4 21 0.00 174,952.73 3,962,737.59 893,938.00 5,031,628.32 180+ Days 2 1 13 6 22 356,972.52 242,200.51 2,932,699.81 1,533,511.42 5,065,384.26 Totals 141 8 74 12 235 30,912,202.37 1,919,253.43 16,785,828.68 2,639,595.95 52,256,880.43 0-29 Days 0.~~058~~211416% 0.000000% 0.00000000% 0.~~000~~211416% ~~240~~0.248957% 0.000000% 0.000000% 0.248957% 30 Days 5.073996% 0.052854% 0.000000% 0.000000% 5.126850% 4.773721% 0.058032% 0.000000% 0.000000% 4.831754% 60 Days 2.061311% 0.000000% 0.105708% 0.000000% 2.167019% 2.444530% 0.000000% 0.116951% 0.000000% 2.561482% 90 Days 0.158562% 0.000000% 1.057082% 0.000000% 1.215645% 0.136047% 0.000000% 1.166103% 0.000000% 1.302149% 120 Days 0.052854% 0.052854% 1.215645% 0.105708% 1.427061% 0.062832% 0.057638% 1.117789% 0.051498% 1.289757% 150 Days 0.000000% 0.052854% 0.845666% 0.211416% 1.109937% 0.000000% 0.042469% 0.961935% 0.216999% 1.221403% 180+ Days 0.105708% 0.052854% 0.687104% 0.317125% 1.162791% 0.086653% 0.058793% 0.711898% 0.372252% 1.229597% Totals 7.452431% 0.422833% 3.911205% 0.634249% 12.420719% 7.503784% 0.465889% 4.074677% 0.640749% 12.685099% Please refer to CTSLink.com for a list of delinquency code descriptions. DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2A - ~~269~~OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 1 0 0 1 200,652.43 0.00 0.~~000~~00 200,652.43 30 Days 22 0 0 0 22 4,710,693.50 0.00 0.00 0.00 4,710,693.50 60 Days 7 1 2 0 10 1,662,216.69 146,558.43 714,441.38 0.00 2,523,216.50 90 Days 6 0 3 0 9 814,814.22 0.00 838,069.00 0.00 1,652,883.22 120 Days 5 0 3 0 8 470,063.55 0.00 1,290,549.26 0.00 1,760,612.81 150 Days 2 0 0 1 3 292,786.62 0.00 0.00 252,929.06 545,715.68 180+ Days 1 1 0 2 4 139,709.36 145,178.57 0.~~099~~00 276,215.58 561,103.51 Totals 43 3 8 3 57 8,090,283.94 492,389.43 2,843,059.64 529,144.64 11,954,877.65 0-29 Days 0.165289% 0.000000% 0.000000% 0.165289% 0.137544% 0.000000% 0.000000% 0.137544% 30 Days 3.636364% 0.000000% 0.000000% 0.000000% 3.636364% 3.229110% 0.000000% 0.000000% 0.000000% 3.229110% 60 Days 1.157025% 0.165289% 0.330579% 0.000000% 1.652893% 1.139425% 0.100464% 0.489739% 0.000000% 1.729627% 90 Days 0.991736% 0.000000% 0.495868% 0.000000% 1.487603% 0.558543% 0.000000% 0.574484% 0.000000% 1.133027% 120 Days 0.826446% 0.000000% 0.495868% 0.000000% 1.322314% 0.322222% 0.000000% 0.884652% 0.000000% 1.206874% 150 Days 0.330579% 0.000000% 0.000000% 0.165289% 0.495868% 0.200701% 0.000000% 0.000000% 0.173379% 0.374080% 180+ Days 0.165289% 0.165289% 0.000000% 0.330579% 0.661157% 0.095769% 0.099518% 0.000000% 0.189342% 0.384628% Totals 7.107438% 0.495868% 1.322314% 0.495868% 9.421488% 5.545768% 0.337526% 1.948875% 0.362721% 8.194889% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 102B - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 1 0 0 1 219,440.60 0.00 0.00 219,440.60 30 Days 47 0 0 0 47 14,433,795.23 0.00 0.00 0.00 14,433,795.23 60 Days 35 1 1 0 37 11,870,692.06 118,739.91 186,587.12 0.00 12,176,019.09 90 Days 4 1 21 0 26 1,485,947.62 549,000.00 7,231,113.21 0.00 9,266,060.83 120 Days 3 2 29 0 34 588,~~620~~929.89 496,~~077~~700.9782 10,822,673.51 0.~~631~~00 11,908,304.22 150 Days 0 3 ~~337~~17 1 21 0.00 772,~~600~~724.12 6,401,937.43 598,929.62 7,773,591.17 180+ Days 1 0 18 10 29 156,200.00 0.00 6,836,868.16 3,479,781.76 10,472,849.92 Totals 90 8 86 11 195 28,535,564.80 2,156,605.45 31,479,179.43 4,078,711.38 66,250,061.06 0-29 Days 0.~~230~~088106% 0.000000% 0.000000% 0.088106% 0.059595% 0.000000% 0.000000% 0.059595% 30 Days 4.140969% 0.000000% 0.000000% 0.000000% 4.140969% 3.919865% 0.000000% 0.000000% 0.000000% 3.919865% 60 Days 3.083700% 0.088106% 0.088106% 0.000000% 3.259912% 3.223789% 0.032247% 0.050672% 0.000000% 3.306708% 90 Days 0.352423% 0.088106% 1.850220% 0.000000% 2.290749% 0.403547% 0.149095% 1.963793% 0.000000% 2.516435% 120 Days 0.264317% 0.176211% 2.555066% 0.000000% 2.995595% 0.159939% 0.134892% 2.939173% 0.000000% 3.234003% 150 Days 0.000000% 0.264317% 1.497797% 0.088106% 1.850220% 0.000000% 0.209853% 1.738609% 0.162655% 2.111117% 180+ Days 0.088106% 0.000000% 1.585903% 0.881057% 2.555066% 0.042420% 0.000000% 1.856726% 0.945023% 2.844169% Totals 7.929515% 0.704846% 7.577093% 0.969163% 17.180617% 7.749560% 0.585681% 8.548973% 1.107678% 17.991892% Please refer to CTSLink.com for a list of delinquency code descriptions.

180+ Delinquency Summary ~~(continued)~~Summary 2BPool 1 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 1727 57,~~724~~256,~~416~~360.3576 10.~~542~~668 14 2,651,977.46 0.464 210 - 239 128 ~~583~~8,~~553~~213,505.4046 0.~~157~~757 10 2,512,667.30 0.440 240 - 269 14 ~~376~~1,~~000~~494,878.0068 0.~~101~~138 ~~Total~~3 ~~19 6~~911,~~683,969~~325.7528 10.~~800~~159 ~~This~~270 ~~report~~- ~~includes~~299 ~~all~~3 ~~loans~~697,687.96 ~~greater~~0.064 ~~than~~2 ~~180~~552,509.39 ~~days~~0.097 ~~delinquent~~Total ~~regardless~~62 of17,662,432.86 ~~status~~1.627 ~~(REO,~~29 ~~Foreclosure~~6,628,479.43 ~~Bankruptcy)~~1.160

~~Summary~~180+ 12Delinquency ~~Month~~Summary ~~REO~~(continued) History*Pool ~~New~~2 ~~REO~~Days ~~Loans~~Number ~~Month~~of ~~REO~~Outstanding Percentage ~~Loans~~of inDelinquent ~~REO 11 Oct-06 0.000% Original Principal Balance 3,023,098.00 Nov-06 0.000% Current Actual Balance 3,019,649.36 Dec-06 0.000% Jan-07 0.000% Current REO Total Feb-07 0.000%~~ Loans ~~in REO 13 Mar-07 0.000% Original Principal Balance 3,287,598.00 Apr-07 0.000% Current~~ Actual Balance ~~3,283,607.26 May-07 0.000~~(%) Jun-07 0.000% Jul-07 0.000% Aug-07 0.055% Sep-07 0.300% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1A 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 2 Oct-06 0.000% Original Principal Balance($) ~~477,000.00~~180 ~~Nov~~-06 ~~0.000%~~209 ~~Current~~13 ~~Actual Balance 476~~4,~~486.62 Dec-06 0.000% Jan-07 0.000% Current REO Total Feb-07 0.000% Loans in REO 2 Mar-07 0.000% Original Principal Balance 477~~604,~~000~~383.0030 ~~Apr-07~~ 0.~~000%~~896 ~~Current~~210 ~~Actual Balance 476,486.62 May~~-07 ~~0.000%~~239 ~~Jun-07~~18 0.000% Jul-07 0.000% Aug-07 0.000% Sep-07 0.297% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1B 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 5 ~~Oct-06 0.000% Original Principal Balance 1~~,~~106~~700,~~098~~838.0016 ~~Nov-06 0.000% Current Actual Balance~~ 1~~,105,816~~.12109 ~~Dec-06~~240 ~~0.000% Jan~~-07 ~~0.000%~~269 ~~Current REO Total Feb-07 0.000% Loans in REO 6 Mar-07 0.000% Original Principal Balance~~ 1~~,317,598.00~~ ~~Apr-07 0.000% Current Actual Balance 1~~583,~~317,061~~553.5740 ~~May-07~~ 0.~~000%~~114 ~~Jun-07~~270 ~~0.000% Jul~~-07 ~~0.000%~~299 Aug-07 0.051% Sep-07 0.317% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2A 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 ~~Oct-06 0.000% Original Principal Balance 254~~145,~~400~~178.0057 ~~Nov-06~~ 0.~~000%~~028 ~~Current Actual Balance 252,929.06 Dec-06 0.000% Jan-07 0.000% Current REO~~ Total ~~Feb-07~~33 ~~0.000% Loans in REO 2 Mar-07 0.000% Original Principal Balance 307~~11,~~400.00 Apr-07 0.000% Current Actual Balance 305~~033,~~641~~953.5143 ~~May-07 0~~2.~~000%~~147 ~~Jun-07~~This ~~0.000% Jul-07 0.000% Aug-07 0.036% Sep-07 0.209% *The text reported in the above table is presented graphically on the monthly bond remittance~~ report. ~~The~~includes ~~monthly~~all ~~bond~~loans ~~remittance~~greater ~~report~~than ~~can~~180 bedays ~~viewed~~delinquent ~~online~~regardless atof ~~www.ctslink.com.~~status ~~2B 12 Month~~ (REO ~~History* New REO Loans Month REO Percentage Loans in REO 3 Oct-06 0.000% Original Principal Balance 1~~,~~185,600.00~~ ~~Nov-06 0.000% Current Actual Balance 1~~Foreclosure,~~184,417.56~~ ~~Dec-06 0~~Bankruptcy).000% Jan-07 0.000% Current REO Total Feb-07 0.000% Loans in REO 3 Mar-07 0.000% Original Principal Balance 1,185,600.00 Apr-07 0.000% Current Actual Balance 1,184,417.56 May-07 0.000% Jun-07 0.000% Jul-07 0.000% Aug-07 0.091% Sep-07 0.319% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO ~~Loan~~History* ~~Detail~~New -REO ~~All~~Loans ~~Mortgage~~Month REO Percentage Loans in REO ~~during~~17 ~~Current~~Nov-06 ~~Period~~0.000% ~~Month~~Original ~~Loan~~Principal ~~First~~Balance ~~Original~~4,917,163.00 ~~Loan~~Dec-06 ~~Entered~~0.000% ~~Payment~~Current ~~LTV~~Actual atBalance ~~Principal~~4,915,102.15 ~~Group~~Jan-07 ~~Number~~0.000% Feb-07 0.000% Current REO ~~Date~~Total ~~State~~Mar-07 ~~Origination~~0.000% ~~Balance~~Loans 1Ain ~~0121189849~~REO ~~Sep-2007~~29 01Apr-~~Aug-2006~~07 ~~CT 90~~0.00000% ~~342~~Original Principal Balance 7,~~000~~828,761.00 1AMay-07 ~~0121191126~~0.000% ~~Sep-2007~~Current ~~01-Jul-2006~~Actual VABalance ~~100~~7,822,709.0041 ~~135,~~Jun-07 0.000% Jul-07 0.00000% 1BAug-07 ~~0039293154~~0.055% Sep-~~2007~~07 010.300% Oct-~~Dec-2006~~07 CO0.721% 80*The text reported in the above table is presented graphically on the monthly bond remittance report.00 ~~212,000~~The monthly bond remittance report can be viewed online at www.00ctslink.com. 1BPool ~~0039388178~~1 ~~Sep-2007~~12 01Month REO History* New REO Loans Month REO Percentage Loans in REO 6 Nov-~~Dec-2006~~06 TN0.000% ~~100~~Original Principal Balance 1,323,154.00 ~~190~~Dec-06 0.000% Current Actual Balance 1,~~848~~322,534.0038 1BJan-07 ~~0122939275~~0.000% ~~Aug~~Feb-~~2007~~07 010.000% Current REO Total Mar-~~Dec-2006~~07 IL0.000% 90Loans in REO 12 Apr-07 0.00000% ~~211~~Original Principal Balance 2,~~500~~640,752.00 1BMay-07 ~~0123260283~~0.000% ~~Sep-2007~~Current ~~01-Jan-2007~~Actual CABalance 942,639,595.9195 ~~261,~~Jun-07 0.000% Jul-07 0.00000% 1BAug-07 ~~0123263980~~0.000% Sep-~~2007~~07 010.000% Oct-~~Jan-2007~~07 TN0.563% ~~100~~*The text reported in the above table is presented graphically on the monthly bond remittance report.00 ~~333,000~~The monthly bond remittance report can be viewed online at www.00ctslink.com. 1BPool ~~0123274904~~2 ~~Sep-2007~~12 ~~01-Jan-2007~~Month MIREO 95History* New REO Loans Month REO Percentage Loans in REO 9 Nov-06 0.00000% ~~109~~Original Principal Balance 3,~~250~~271,009.00 2ADec-06 ~~0039453576~~0.000% ~~Aug-2007~~Current ~~01-Dec-2006~~Actual ALBalance 793,270,293.1082 ~~53,~~Jan-07 0.000% Feb-07 0.00000% 2ACurrent ~~0121193437~~REO ~~Sep-2007~~Total 01Mar-~~Jul-2006~~07 TX0.000% 80Loans in REO 11 Apr-07 0.00000% ~~254~~Original Principal Balance 4,~~400~~080,609.00 2BMay-07 ~~0033380577~~0.000% ~~Sep-2007~~Current ~~01-Dec-2006~~Actual FLBalance 804,078,711.0038 ~~376,~~Jun-07 0.000% Jul-07 0.00000% 2BAug-07 ~~0039467733~~0.000% Sep-~~2007~~07 010.000% Oct-~~Dec-2006~~07 ~~CO 80~~0.00896% ~~209,600.00~~*The 2Btext ~~0123241010~~reported ~~Sep-2007~~in ~~01-Jan-2007~~the MDabove 80table is presented graphically on the monthly bond remittance report.00 ~~600,000~~The monthly bond remittance report can be viewed online at www.00ctslink.com.

REO Loan Detail - All Mortgage Loans in REO during Current Period ~~(continued)~~Month ~~Current~~Loan ~~Paid~~First ~~Current~~Original ~~Approximate~~ Loan ~~Actual~~Entered ToPayment ~~Months~~LTV ~~Loan~~at ~~Delinquent~~Principal Group Number ~~Balance~~REO Date ~~Delinquent~~State ~~Rate~~Origination ~~Interest~~Balance 1APool ~~0121189849~~1 ~~341~~0039293154 Sep-2007 01-Dec-2006 CO 80.00 212,~~696~~000.7800 Pool 1 0039388178 Sep-2007 01-Dec-2006 7TN 9100.~~675%~~00 24190,~~007~~848.2600 1APool ~~0121191126~~1 ~~134~~0121189849 Sep-2007 01-Aug-2006 CT 90.00 342,~~789~~000.8400 Pool 1 0121191126 Sep-2007 01-~~Jan~~Jul-~~2007~~2006 6VA 8100.~~950%~~00 7135,~~766~~000.5700 1BPool ~~0039293154~~1 0122939275 Aug-2007 01-Dec-2006 IL 90.00 211,~~878~~500.1200 Pool 1 0123240475 Oct-2007 01-Jan-2007 6CA 880.~~000%~~00 10264,~~582~~000.9800 1BPool ~~0039388178~~1 ~~190~~0123244311 Oct-2007 01-Jan-2007 CA 80.00 204,~~848~~000.00 Pool 1 0123250946 Oct-2007 01-~~Mar~~Jan-2007 4CA 880.~~625%~~00 7332,~~753~~000.2000 1BPool ~~0122939275~~1 ~~211,245.45~~0123251092 Oct-2007 01-Jan-2007 6CA 890.~~550%~~00 11310,~~312~~500.3200 1BPool 1 0123260283 ~~261,000.00~~Sep-2007 01-~~Mar~~Jan-2007 4CA 694.~~700%~~91 8261,~~091~~000.00 1BPool 1 0123263980 Sep-2007 01-Jan-2007 TN 100.00 333,000.00 Pool 1 0123268526 Oct-2007 01-~~Mar~~Jan-2007 4TN 990.~~100%~~00 14119,~~319~~154.00 1BPool 1 0123274904 Sep-2007 01-Jan-2007 MI 95.00 109,~~090~~250.00 Pool 1 0123275299 Oct-2007 01-~~Mar~~Dec-~~2007~~2006 4MI 985.~~575%~~00 493,~~943~~500.7600 2APool ~~0039453576~~1 ~~52,712.45~~0123275695 Oct-2007 01-Jan-2007 6MI 890.~~750%~~00 99,000.00 Pool 2 0039241617 Oct-2007 01-Nov-2006 FL 80.00 125,~~870~~939.00 Pool 2 0039453576 Aug-2007 01-Dec-2006 AL 79.10 53,000.00 Pool 2 0039467733 Sep-2007 01-Dec-2006 CO 80.00 2A209,600.00 Pool 2 0121193437 ~~252~~Sep-2007 01-Jul-2006 TX 80.00 254,~~929~~400.0600 Pool 2 0123239790 Oct-2007 01-~~Mar~~Dec-2006 CA 80.00 584,000.00 Pool 2 0123240137 Oct-2007 401-Jan-2007 8CA 80.~~350%~~00 10302,~~163~~320.2200 2BPool ~~0033380577~~2 ~~376~~0123241010 Sep-2007 01-Jan-2007 MD 80.00 600,000.00 Pool 2 0123249161 Oct-2007 01-~~Nov~~Dec-2006 8CA 880.00 488,000%.00 21Pool 2 0123249724 Oct-2007 01-Dec-2006 CA 95.00 261,~~150~~250.00 2BPool ~~0039467733~~2 ~~209~~0123262487 Oct-2007 01-Dec-2006 MN 80.00 224,~~487~~000.9400 Pool 2 0123273344 Oct-2007 01-Jan-2007 6AZ 866.~~250%~~16 10153,~~813~~500.1600 2BPool ~~0123241010~~2 ~~598~~0123276040 Oct-2007 01-Dec-2006 CA 80.00 424,~~929~~000.6200 Pool 2 0123276214 Oct-2007 01-~~Mar~~Jan-2007 4CA 880.~~625%~~00 24572,~~294~~000.4300 Pool 2 0123283095 Oct-2007 01-Jan-2007 AZ 90.00 360,000.00

~~Summary~~REO 12Loan ~~Month~~Detail ~~Foreclosure~~- History*All ~~New~~Mortgage ~~Foreclosure~~ Loans ~~Month~~in ~~Foreclosure~~REO ~~Percentage~~during ~~Loans~~Current inPeriod ~~Foreclosure~~(continued) 62Current ~~Oct-06~~Paid ~~0.000%~~Current ~~Original~~Approximate ~~Principal~~Loan ~~Balance~~Actual ~~17,641,494.00~~To ~~Nov-06~~Months ~~0.000%~~Loan ~~Current~~Delinquent ~~Actual~~Group Number Balance ~~17,622,206.63~~Date ~~Dec-06~~Delinquent ~~0.000%~~Rate ~~Jan-07~~Interest ~~0.000%~~Pool ~~Current~~1 ~~Foreclosure~~0039293154 ~~Total~~211,878.12 ~~Feb~~01-07Jan-2007 07 8.000% ~~Loans in Foreclosure 154 Mar-~~11,904.07 ~~0.010%~~Pool ~~Original~~1 ~~Principal~~0039388178 ~~Balance 45~~190,~~260,658~~848.00 ~~Apr~~01-07Mar-2007 05 8.~~042~~625% ~~Current~~9,045.40 ~~Actual~~Pool ~~Balance~~1 450121189849 341,~~223,702~~696.6278 ~~May~~01-07Dec-2006 08 9.~~082~~675% ~~Jun-07 0~~26,672.~~820%~~25 ~~Jul-07~~Pool 1~~.742%~~ ~~Aug-07~~0121191126 3134,789.~~025%~~84 ~~Sep~~01-07Jan-2007 47 8.~~135~~950% *The text reported in the above table is presented graphically on the monthly bond remittance report8,736.36 ~~The~~Pool ~~monthly~~1 ~~bond~~0122939275 ~~remittance report can be viewed online at www~~211,245.~~ctslink.com.~~45 ~~1A 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 4 Oct~~01-06Jan-2007 07 8.~~000~~550% ~~Original Principal Balance 408~~12,~~650~~722.0035 ~~Nov-06~~Pool ~~0.000%~~1 ~~Current~~0123240475 ~~Actual Balance 406~~264,~~826~~000.5500 ~~Dec~~01-~~06 0.000%~~ Jan-072007 ~~0.000%~~7 ~~Current Foreclosure Total Feb-07 0~~7.~~000~~650% ~~Loans in Foreclosure~~ 14 ~~Mar-07 0~~,157.~~000%~~00 ~~Original~~Pool ~~Principal~~1 ~~Balance~~0123244311 2204,~~504,702~~000.00 ~~Apr~~01-07Jan-2007 07 8.~~000~~700% ~~Current~~12,546.00 ~~Actual~~Pool ~~Balance~~1 20123250946 331,~~497,073~~947.1134 ~~May~~01-07Jan-2007 07 9.~~000~~990% ~~Jun-07 0~~23,610.~~000%~~92 ~~Jul-07~~Pool 1~~.138%~~ ~~Aug-07~~0123251092 1310,440.~~649%~~51 ~~Sep~~01-07Jan-2007 17 9.~~556~~365% *The text reported in the above table is presented graphically on the monthly bond remittance report20,624.18 ~~The~~Pool ~~monthly~~1 ~~bond~~0123260283 ~~remittance report can be viewed online at www~~261,000.~~ctslink.com.~~00 ~~1B 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 25 Oct~~01-06Mar-2007 05 6.~~000~~700% ~~Original~~9,439.50 ~~Principal~~Pool ~~Balance~~1 40123263980 333,~~772,604~~000.00 ~~Nov~~01-06Mar-2007 05 9.~~000~~100% ~~Current~~16,705.50 ~~Actual~~Pool ~~Balance~~1 40123268526 118,~~765,919~~911.8574 ~~Dec~~01-06Apr-2007 04 9.~~000~~400% ~~Jan-07 0~~5,284.~~000%~~63 ~~Current~~Pool ~~Foreclosure~~1 ~~Total~~0123274904 ~~Feb-07 0~~109,090.~~000%~~00 ~~Loans in Foreclosure 60~~ 01-Mar-072007 05 9.~~000~~575% ~~Original~~5,766.24 ~~Principal~~Pool ~~Balance~~1 130123275299 93,~~337,559~~234.0079 01-Apr-072007 04 8.~~000~~890% ~~Current~~3,569.83 ~~Actual~~Pool ~~Balance~~1 130123275695 98,~~325,323~~770.3482 ~~May~~01-~~07 0.056% Jun~~Apr-072007 04 8.~~465~~775% ~~Jul-07 1~~4,080.~~406%~~55 ~~Aug-07~~Pool 2 0039241617 125,854.~~595%~~60 ~~Sep~~01-07Jan-2007 37 8.~~209~~875% *The7,897.96 ~~text~~Pool ~~reported~~2 in0039453576 ~~the~~52,712.45 ~~above~~01-Jan-2007 ~~table~~7 is8.750% ~~presented~~3,224.99 ~~graphically~~Pool on2 ~~the~~0039467733 ~~monthly bond remittance report~~209,487.94 ~~The~~01-Jan-2007 ~~monthly~~7 ~~bond remittance report can be viewed online at www~~8.~~ctslink.com.~~250% 2A 12,163.11 ~~Month~~Pool ~~Foreclosure~~2 History*0121193437 ~~New~~252,929.06 ~~Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 3 Oct~~01-06Mar-2007 05 8.~~000~~350% ~~Original~~11,853.03 ~~Principal~~Pool ~~Balance~~2 10123239790 583,~~599,500~~553.0040 ~~Nov~~01-06Dec-2006 08 7.~~000~~350% ~~Current~~33,191.27 ~~Actual~~Pool ~~Balance~~2 10123240137 302,~~596,778~~320.7500 ~~Dec~~01-~~06 0.000%~~ Jan-072007 07 8.~~000~~850% ~~Current~~18,932.76 ~~Foreclosure~~Pool ~~Total~~2 ~~Feb-07~~0123241010 0598,929.~~000%~~62 ~~Loans in Foreclosure 4~~ 01-Mar-072007 05 8.~~000~~625% ~~Original~~28,334.72 ~~Principal~~Pool ~~Balance~~2 10123249161 488,~~823,500~~000.00 ~~Apr~~01-07Jan-2007 07 7.~~000~~588% ~~Current Actual Balance 1~~25,~~820,281~~942.8814 ~~May-07~~Pool ~~0.000%~~2 ~~Jun-07~~0123249724 0261,198.~~035%~~00 ~~Jul~~01-~~07 0.454% Aug~~Jan-072007 ~~0.505%~~7 ~~Sep-07 1~~8.~~242~~625% *The text reported in the above table is presented graphically on the monthly bond remittance report13,560.42 ~~The~~Pool ~~monthly~~2 ~~bond~~0123262487 ~~remittance report can be viewed online at www~~223,503.~~ctslink.com.~~13 ~~2B 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 30 Oct~~01-06Feb-2007 06 7.~~000~~550% ~~Original Principal Balance~~ 10,~~860,740~~476.0070 ~~Nov-06~~Pool ~~0.000%~~2 ~~Current~~0123273344 ~~Actual Balance 10~~153,~~852,681~~367.4884 ~~Dec~~01-~~06 0.000%~~ Jan-072007 07 6.~~000~~750% ~~Current~~7,163.85 ~~Foreclosure~~Pool ~~Total~~2 ~~Feb-07~~0123276040 0423,999.~~000%~~98 ~~Loans in Foreclosure 76 Mar~~01-07Jan-2007 07 8.~~028~~275% ~~Original~~24,724.44 ~~Principal~~Pool ~~Balance~~2 270123276214 572,~~594,897~~000.00 ~~Apr~~01-07Jan-2007 07 6.~~125~~990% ~~Current Actual Balance~~ 27,~~581,024~~842.2913 ~~May-07~~Pool ~~0.180%~~2 ~~Jun-07~~0123283095 1360,000.~~879%~~00 ~~Jul~~01-~~07 2.883% Aug~~Feb-072007 ~~5.091%~~6 ~~Sep-07~~ 7.~~428~~750% *The text reported in the above table is presented graphically on the monthly bond remittance report17,400. ~~The monthly bond remittance report can be viewed online at www.ctslink.com.~~00

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

~~Foreclosure~~Summary ~~Loan~~12 ~~Detail~~Month -Foreclosure ~~All~~History* ~~Mortgage~~New ~~Loans in~~ Foreclosure ~~during~~Loans ~~Current Period~~ Month ~~Loan~~Foreclosure ~~First~~Percentage ~~Original~~Loans ~~Loan~~in ~~Entered~~Foreclosure ~~Payment~~60 LTV at Principal Group Number FC Date State Origination Balance 1A 0033513409 Aug-2007 01-Jan-2007 OH 83.33 70,000.00 1A 0121188544 Sep-2007 01-Jul-2006 TN 80.00 78,400.00 1A 0121193734 Aug-2007 01-Jul-2006 TN 80.00 116,000.00 1A 0121194104 Aug-2007 01-Jul-2006 MA 80.00 360,000.00 1A 0121197206 Jul-2007 01-Jul-2006 CA 95.00 365,740.00 1A 0122671811 Jul-2007 01-Nov-~~2006~~06 ~~MA 80~~0.~~00 328,~~000~~.00~~% 1AOriginal ~~0122671936~~Principal ~~Jul-2007~~Balance ~~01-Oct-2006 OR 74.85 123~~16,~~500.00 1A 0122674708 Jul-2007 01-Sep-2006 FL 74.62 194~~314,~~012~~570.00 ~~1A 0122675598 Jul-2007 01-Sep-2006 FL 90.00 193,500.00 1A 0123248247 Aug-2007 01-~~Dec-~~2006~~06 ~~PA 80~~0.~~00 268,800.00 1A 0123248312 Sep-2007 01-Jan-2007 NJ 85.00 123,250.00 1A 0123268575 Jul-2007 01-Jan-2007 OH 90.00 76,500.00 1A 0123275463 Sep-2007 01-Jan-2007 FL 78.83 108,~~000~~.00~~% 1ACurrent ~~0123275695~~Actual ~~Sep-2007~~Balance ~~01-Jan-2007 MI 90.00 99~~16,~~000.00 1B 0033474776 Aug-2007 01-Dec-2006 WA 80.00 212~~287,~~800~~997.0045 ~~1B 0033540840 Sep-2007 01-~~Jan-~~2007~~07 ~~NC 81~~0.~~93 194,580.00 1B 0122909815 Sep-2007 01-Dec-2006 FL 100.00 195,~~000~~.00~~% ~~1B 0123239873 Jul~~Feb-~~2007~~07 ~~01-Jan-2007 CA 90~~0.~~00 213,300.00 1B 0123240335 Aug-2007 01-Jan-2007 CA 95.00 270,750.00 1B 0123240475 Jun-2007 01-Jan-2007 CA 80.00 264,~~000~~.00~~% 1BCurrent ~~0123242513~~Foreclosure ~~Jun-2007~~Total 01Mar-~~Jan-2007~~07 ~~IL 100~~0.00010% ~~145,000.00~~Loans 1Bin ~~0123243230~~Foreclosure ~~Sep-2007~~187 01Apr-~~Jan-2007~~07 ~~IL 56~~0.20042% ~~77,000.00~~Original 1BPrincipal ~~0123243586~~Balance ~~Sep-2007 01-Jan-2007 IN 90.00 88~~54,~~200.00 1B 0123243891 Jul-2007 01-Jan-2007 IL 90.00 315~~628,~~000~~947.00 ~~1B 0123244196 Aug~~May-~~2007~~07 ~~01-Jan-2007 CA 90~~0.00082% ~~306,000.00~~Current 1BActual ~~0123244311~~Balance ~~Jun-2007 01-Jan-2007 CA 80.00 204~~54,~~000.00 1B 0123244485 Sep-2007 01-Dec-2006 FL 80.00 86~~572,~~400~~158.0013 ~~1B 0123244618 Aug-2007 01-Jan-2007 FL 79.17 285,000.00 1B 0123244642~~ Jun-~~2007~~07 ~~01-Jan-2007 CA 85~~0.00820% ~~301,750.00 1B 0123245557 Sep-2007 01-Dec-2006 CA 57.95 234,700.00 1B 0123246902 Sep-2007 01-Dec-2006 CA 79.32 234,000.00 1B 0123246944~~ Jul-~~2007~~07 ~~01-Dec-2006 CA 90~~1.00742% ~~397,800.00 1B 0123247595 Sep-2007 01-Feb-2007 CA 82.50 165,000.00 1B 0123248395~~ Aug-~~2007~~07 ~~01-Jan-2007 AZ 80~~3.00025% ~~188,000.00 1B 0123248684~~ Sep-~~2007~~07 ~~01-Jan-2007 CA 80~~4.00 124,000.00 1B 0123248940 Aug-2007 01-Jan-2007 FL 90.00 162,000.00 1B 0123249369 Sep-2007 01-Jan-2007 CA 91.55 265,500.00 1B 0123250946 Jun-2007 01-Jan-2007 CA 80.00 332,000.00 1B 0123251092 Jun-2007 01-Jan-2007 CA 90.00 310,500.00 1B 0123251910 Sep-2007 01-Dec-2006 CA 80.00 244,000.00 1B 0123255333 Sep-2007 01-Jan-2007 CT 100.00 258,000.00 1B 0123255994 Aug-2007 01-Jan-2007 HI 80.00 135~~,680.00~~% ~~1B 0123258634 Aug~~Oct-~~2007~~07 ~~01-Jan-2007 FL 90~~5.00027% ~~130,500.00~~*The 1Btext ~~0123259178~~reported ~~Sep-2007~~in ~~01-Jan-2007~~the CAabove ~~54.67~~table ~~369,000.00~~is 1Bpresented ~~0123261232~~graphically ~~Sep-2007~~on ~~01-Jan-2007~~the FLmonthly ~~80.00~~bond ~~279,120.00~~remittance ~~1B 0123261596 Sep-2007 01-Jan-2007 WI 95~~report.00 ~~132,050.00~~The 1Bmonthly ~~0123261711~~bond ~~Sep-2007~~remittance ~~01-Jan-2007~~report WIcan ~~80.00~~be ~~164,000.00~~viewed 1Bonline ~~0123261729~~at ~~Jul-2007 01-Jan-2007 WI 85~~www.~~00 153,000~~ctslink.~~00 1B 0123262180 Jul-2007 01-Jan-2007 MN 85~~com.00 ~~191,250.00~~Pool 1B1 ~~0123262446~~12 ~~Sep-2007~~Month ~~01-Jan-2007~~Foreclosure SDHistory* ~~80.00~~New ~~92,800.00~~Foreclosure 1BLoans ~~0123262578~~Month ~~Aug-2007~~Foreclosure ~~01-Jan-2007~~Percentage MNLoans ~~90.00~~in ~~175,500.00~~Foreclosure 1B22 ~~0123263519 Aug~~Nov-~~2007~~06 ~~01-Jan-2007 CA 65~~0.~~00 187,525.00 1B 0123263576 Aug-2007 01-Jan-2007 FL 57.14 200,~~000~~.00~~% 1BOriginal ~~0123264186~~Principal ~~Aug-2007~~Balance ~~01-Jan-2007 CA 85.00 544~~5,~~000.00 1B 0123266363 Sep-2007 01-Jan-2007 FL 80.00 176~~258,~~800~~925.00 ~~1B 0123267023 Jul-2007 01-~~Dec-~~2006~~06 ~~IL 85~~0.~~00 293,250.00 1B 0123267106 Aug-2007 01-Jan-2007 GA 100.00 175,~~000~~.00~~% 1BCurrent ~~0123267361~~Actual ~~Jul-2007~~Balance ~~01-Jan-2007 IL 85.00 161~~5,500.00 1B 0123268526 Sep-2007 01-Jan-2007 TN 90.00 119,154.00 1B 0123268849 Jul-2007 01-Jan-2007 AZ 90.00 405,000.00 1B 0123269425 Aug-2007 01-Jan-2007 AZ 80.00 352,000.00 1B 0123270977 Aug-2007 01-Jan-2007 GA 85.00 173,400.00 1B 0123271124 Sep-2007 01-Dec-2006 CA 80.00 360,000.00 1B 0123271389 Jul-2007 01-Jan-2007 CA 95.00 375,250~~.00 1B 0123272031 Sep-2007 01-Jan-2007 CA 66.87 224~~,~~000~~847.0078 ~~1B 0123273062 Jul-2007 01-~~Jan-~~2007~~07 ~~AZ 85~~0.00 124,950.00 1B 0123273427 Aug-2007 01-Jan-2007 AZ 90.00 175,500.00 1B 0123275299 Sep-2007 01-Dec-2006 MI 85.00 93,500.00 1B 0123277626 Sep-2007 01-Jan-2007 UT 80.00 136,800.00 1B 0123279119 Aug-2007 01-Dec-2006 CA 85.00 361,250.00 1B 0123279739 Sep-2007 01-Jan-2007 MO 80.00 84,000~~.00~~% 1B 0123279929 Jul-2007 01-Dec-2006 IA 100.00 230,000.00 1B 0123282428 Jul-2007 01-Jan-2007 FL 90.00 112,500.00 1B 0123284606 Sep-2007 01-Jan-2007 CA 79.11 375,000.00 2A 0122675929 Sep-2007 01-Sep-2006 NY 79.12 360,000.00 2A 0123251688 Sep-2007 01-Jan-2007 CA 90.00 589,500.00 2A 0123262487 Jul-2007 01-Dec-2006 MN 80.00 224,000.00 2A 0123265472 Sep-2007 01-Jan-2007 CA 94.89 650,000.00 2B 0033280975 Aug-2007 01-Dec-2006 CA 80.00 300,000.00 2B 0033301870 Aug-2007 01-Dec-2006 FL 80.00 138,400.00 2B 0033302092 Aug-2007 01-Dec-2006 HI 52.34 335,000.00 2B 0033497041 Sep-2007 01-Dec-2006 TX 80.00 193,818.00 2B 0037250875 Sep-2007 01-Feb-~~2007~~07 ~~CA 79~~0.~~90 640,~~000~~.00~~% 2BCurrent ~~0039241617~~Foreclosure ~~Jun-2007~~Total 01Mar-~~Nov-2006~~07 ~~FL 80~~0.00 125,939.00 2B 0039433347 Sep-2007 01-Dec-2006 FL 80.00 212,800.00 2B 0039468608 Aug-2007 01-Jan-2007 FL 80.00 322,400.00 2B 0039729207 Sep-2007 01-Jan-2007 CO 80.00 276,327.00 2B 0039731294 Aug-2007 01-Jan-2007 NV 80.00 540,000~~.00~~% 2BLoans ~~0039859657~~in ~~Sep-2007~~Foreclosure ~~01-Feb-2007~~74 ~~NY 80.00 406,400.00 2B 0123239410 Sep~~Apr-~~2007~~07 ~~01-Jan-2007 CA 90~~0.~~00 589,500.00 2B 0123239790 Jun-2007 01-Dec-2006 CA 80.00 584,~~000~~.00~~% 2BOriginal ~~0123240137~~Principal ~~Jun-2007~~Balance ~~01-Jan-2007 CA 80.00 302~~16,~~320.00 2B 0123241036 Jul-2007 01-Jan-2007 MD 77.59 360~~805,~~000~~080.00 ~~2B 0123241820 Sep~~May-~~2007~~07 ~~01-Jan-2007 MD 95~~0.~~00 451,250.00 2B 0123243099 Sep-2007 01-Jan-2007 IL 80.00 500,~~000~~.00~~% 2BCurrent ~~0123246795~~Actual ~~Jul-2007~~Balance ~~01-Jan-2007 CA 80.00 199~~16,~~200.00 2B 0123247215 Sep-2007 01-Dec-2006 CA 80.00 480~~785,~~000~~828.0068 ~~2B 0123248155 Sep-2007 01-Dec-2006 NJ 100.00 149,900.00 2B 0123249161~~ Jun-~~2007~~07 ~~01-Dec-2006 CA 80~~0.~~00 488,~~000~~.00~~% ~~2B 0123249211~~ Jul-~~2007~~07 ~~01-Dec-2006 CA 80~~0.~~00 389,560.00 2B 0123249518 Sep-2007 01-Jan-2007 CA 90.00 529,200.00 2B 0123249724 Jun-2007 01-Dec-2006 CA 95.00 261,250.00 2B 0123250078 Sep-2007 01-Jan-2007 CA 88.54 425,~~000~~.00~~% ~~2B 0123250821~~ Aug-~~2007~~07 ~~01-Jan-2007 CA 89~~0.~~91 472,500.00 2B 0123251340 Aug-2007 01-Jan-2007 CA 80.00 244,~~000~~.00~~% ~~2B 0123251662 Jul-2007 01-Jan-2007 CA 90.00 553,500.00 2B 0123251746 Aug-2007 01-Jan-2007 CA 80.00 308,000.00 2B 0123251779~~ Sep-~~2007~~07 ~~01-Jan-2007 CA 95~~0.~~00 517,750.00 2B 0123252264 Jun-2007 01-Jan-2007 CA 80.00 216,~~000~~.00~~% ~~2B 0123252793 Aug~~Oct-~~2007~~07 ~~01-Jan-2007 CO 80~~3.00544% ~~176,000.00~~*The 2Btext ~~0123255986~~reported ~~Sep-2007~~in ~~01-Jan-2007~~the HIabove ~~90.00~~table ~~247,500.00~~is 2Bpresented ~~0123256166~~graphically ~~Jul-2007~~on ~~01-Jan-2007~~the FLmonthly ~~80.00~~bond ~~365,444.00~~remittance ~~2B 0123256232 Aug-2007 01-Jan-2007 NV 80~~report.00 ~~572,364.00~~The 2Bmonthly ~~0123256794~~bond ~~Sep-2007~~remittance ~~01-Jan-2007~~report FLcan ~~80.00~~be ~~240,000.00~~viewed 2Bonline ~~0123256828~~at ~~Sep-2007 01-Jan-2007 FL 75~~www.~~00 121,500~~ctslink.~~00 2B 0123256836 Jun-2007 01-Jan-2007 NY 90~~com.00 ~~445,500.00~~Pool 2B2 ~~0123257107~~12 ~~Jul-2007~~Month ~~01-Jan-2007~~Foreclosure NYHistory* ~~80.00~~New ~~360,000.00~~Foreclosure 2BLoans ~~0123257479~~Month ~~Sep-2007~~Foreclosure ~~01-Jan-2007~~Percentage WALoans ~~95.00~~in ~~456,000.00~~Foreclosure 2B23 ~~0123257503 Jul~~Nov-~~2007~~06 ~~01-Jan-2007 WA 89~~0.~~50 750,~~000~~.00~~% 2BOriginal ~~0123257826~~Principal ~~Jun-2007~~Balance ~~01-Jan-2007 OR 80.00 428~~8,~~000.00 2B 0123257925 Jun-2007 01-Jan-2007 OR 90.00 205~~059,200.00 2B 0123259392 Aug-2007 01-Jan-2007 CA 85.47 500,000.00 2B 0123261091 Aug-2007 01-Jan-2007 FL 100.00 307,500.00 2B 0123262057 Sep-2007 01-Jan-2007 MN 80.00 324,320.00 2B 0123262552 Aug-2007 01-Jan-2007 MN 100.00 395~~,000~~.00 ~~2B 0123262594 Sep~~Dec-~~2007~~06 ~~01-Jan-2007 MN 80~~0.~~00 428,~~000~~.00~~% 2BCurrent ~~0123264392~~Actual ~~Jun-2007~~Balance ~~01-Jan-2007 FL 100.00 340~~8,~~000.00 2B 0123265530 Sep-2007 01-Jan-2007 NJ 85.00 365~~051,~~500~~531.0006 ~~2B 0123265787 Sep-2007 01-~~Jan-~~2007~~07 ~~NJ 100~~0.~~00 299,~~000~~.00~~% ~~2B 0123269136 Aug~~Feb-~~2007~~07 ~~01-Dec-2006 AZ 100~~0.~~00 500,~~000~~.00~~% 2BCurrent ~~0123271132~~Foreclosure ~~Sep-2007~~Total 01Mar-~~Jan-2007~~07 ~~CA 80~~0.~~00 246,320.00 2B 0123271900 Sep-2007 01-Jan-2007 CA 100.00 600,~~000~~.00~~% 2BLoans ~~0123272676~~in ~~Sep-2007~~Foreclosure ~~01-Jan-2007~~86 ~~IL 73.33 396,000.00 2B 0123272965 Jun~~Apr-~~2007~~07 ~~01-Jan-2007 IL 70~~0.~~53 186,900.00 2B 0123273344 Jun-2007 01-Jan-2007 AZ 66.16 153,500.00 2B 0123276040 Jun-2007 01-Dec-2006 CA 80.00 424,~~000~~.00~~% 2BOriginal ~~0123276214~~Principal ~~Jun-2007~~Balance ~~01-Jan-2007 CA 80.00 572~~31,~~000.00 2B 0123276370 Sep-2007 01-Jan-2007 CA 90.00 472,~~500~~.00 2B 0123277600 Jul-2007 01-Jan-2007 UT 80.00 263~~,~~520~~065.00 ~~2B 0123278640 Sep~~May-~~2007~~07 ~~01-Jan-2007 CA 94~~0.~~81 320,~~000~~.00~~% 2BCurrent ~~0123278715~~Actual ~~Sep-2007~~Balance ~~01-Dec-2006 CA 80.00 184~~31,~~000.00 2B 0123278954 Sep-2007 01-Dec-2006 CA 80.00 219~~479,~~200~~179.0043 ~~2B 0123279309 Aug~~Jun-~~2007~~07 ~~01-Jan-2007 CA 100~~0.~~00 347,~~000~~.00~~% ~~2B 0123279390~~ Jul-~~2007~~07 ~~01-Jan-2007 CA 100~~0.~~00 320,~~000~~.00~~% ~~2B 0123280778~~ Aug-~~2007~~07 ~~01-Dec-2006 FL 56~~0.~~60 120,~~000~~.00~~% ~~2B 0123280950~~ Sep-~~2007~~07 ~~01-Jan-2007 FL 95~~0.~~00 141,455.00 2B 0123281388 Aug-2007 01-Jan-2007 FL 85.00 206,550.00 2B 0123282493 Aug-2007 01-Jan-2007 FL 100.00 275,~~000~~.00~~% ~~2B 0123283095 Jul~~Oct-~~2007~~07 ~~01-Jan-2007 AZ 90~~6.00676% ~~360,000.00~~*The 2Btext ~~0123284291~~reported ~~Sep-2007~~in ~~01-Dec-2006~~the CAabove ~~95.00~~table ~~427,500.00~~is 2Bpresented ~~0123284507~~graphically ~~Aug-2007~~on ~~01-Jan-2007~~the CAmonthly ~~80.00~~bond ~~519,110.00~~remittance ~~2B 0123284747 Jun-2007 01-Jan-2007 CA 80~~report.00 ~~520,000.00~~The 2Bmonthly ~~0123284812~~bond ~~Jun-2007~~remittance ~~01-Dec-2006~~report CAcan ~~90.00~~be ~~445,500.00~~viewed 2Bonline ~~0123285082~~at ~~Aug-2007 01-Jan-2007 CA 80~~www.~~00 536,000~~ctslink.00com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest 1A 0033513409 69,944.31 01-Mar-2007 4 8.290% 2,722.49 1A 0121188544 77,326.53 01-Apr-2007 3 11.050% 3,460.20 1A 0121193734 115,458.81 01-Mar-2007 4 9.400% 5,246.20 1A 0121194104 359,245.88 01-Nov-2006 8 6.700% 17,205.61 1A 0121197206 363,928.49 01-Mar-2007 4 9.110% 16,007.80 1A 0122671811 327,427.99 01-Dec-2006 7 6.700% 15,658.92 1A 0122671936 123,280.18 01-Mar-2007 4 11.950% 7,175.49 1A 0122674708 193,205.15 01-Mar-2007 4 8.700% 8,102.05 1A 0122675598 193,263.51 01-Nov-2006 8 10.425% 14,644.09 1A 0123248247 268,026.03 01-Mar-2007 4 7.700% 9,631.07 1A 0123248312 122,942.01 01-Apr-2007 3 9.300% 4,503.01 1A 0123268575 76,466.21 01-Feb-2007 5 8.900% 3,744.30 1A 0123275463 107,787.19 01-Apr-2007 3 9.550% 4,060.35 1A 0123275695 98,770.82 01-Apr-2007 3 8.775% 3,401.48 1B 0033474776 212,800.00 01-Feb-2007 5 8.625% 10,085.81 1B 0033540840 194,435.12 01-Apr-2007 3 9.500% 7,288.53 1B 0122909815 195,000.00 01-Apr-2007 3 10.700% 8,287.50 1B 0123239873 213,214.99 01-Feb-2007 5 9.565% 11,274.62 1B 0123240335 270,750.00 01-Mar-2007 4 9.300% 11,913.00 1B 0123240475 264,000.00 01-Jan-2007 6 7.650% 12,584.00 1B 0123242513 144,981.21 01-Jan-2007 6 10.650% 9,805.84 1B 0123243230 76,859.06 01-Apr-2007 3 9.900% 3,007.49 1B 0123243586 88,043.64 01-Apr-2007 3 10.050% 3,500.20 1B 0123243891 314,858.78 01-Feb-2007 5 8.850% 15,325.69 1B 0123244196 305,364.06 01-Mar-2007 4 7.875% 11,240.32 1B 0123244311 204,000.00 01-Jan-2007 6 8.700% 11,152.00 1B 0123244485 86,311.98 01-Apr-2007 3 9.700% 3,307.51 1B 0123244618 285,000.00 01-Mar-2007 4 8.625% 11,578.14 1B 0123244642 301,584.83 01-Jan-2007 6 8.990% 17,036.24 1B 0123245557 234,237.13 01-Apr-2007 3 6.950% 6,290.07 1B 0123246902 233,790.84 01-Apr-2007 3 9.850% 9,104.93 1B 0123246944 397,800.00 01-Jan-2007 6 9.450% 23,735.44 1B 0123247595 165,000.00 01-Apr-2007 3 7.200% 4,606.25 1B 0123248395 188,000.00 01-Mar-2007 4 6.850% 5,969.04 1B 0123248684 123,925.25 01-Apr-2007 3 10.200% 5,007.08 1B 0123248940 162,000.00 01-Mar-2007 4 9.450% 6,267.78 1B 0123249369 264,875.88 01-Apr-2007 3 8.700% 9,039.00 1B 0123250946 331,947.34 01-Jan-2007 6 9.990% 20,989.23 1B 0123251092 310,440.51 01-Jan-2007 6 9.365% 18,334.44 1B 0123251910 243,509.64 01-Apr-2007 3 6.850% 6,437.55 1B 0123255333 258,000.00 01-Apr-2007 3 8.750% 8,868.75 1B 0123255994 135,629.31 01-Mar-2007 4 8.050% 5,118.37 1B 0123258634 130,416.72 01-Mar-2007 4 9.040% 5,565.76 1B 0123259178 368,617.44 01-Apr-2007 3 8.325% 12,011.93 1B 0123261232 278,869.70 01-Apr-2007 3 8.875% 9,726.90 1B 0123261596 131,719.91 01-Apr-2007 3 8.400% 4,330.21 1B 0123261711 163,600.37 01-Apr-2007 3 8.525% 5,463.52 1B 0123261729 152,845.66 01-Feb-2007 5 9.400% 7,922.92 1B 0123262180 191,080.07 01-Feb-2007 5 10.000% 9,238.79 1B 0123262446 92,590.64 01-Apr-2007 3 8.900% 3,236.91 1B 0123262578 175,194.87 01-Mar-2007 4 8.750% 7,216.04 1B 0123263519 187,386.73 01-Mar-2007 4 8.550% 7,537.55 1B 0123263576 200,000.00 01-Mar-2007 4 7.150% 6,650.04 1B 0123264186 543,646.15 01-Mar-2007 4 8.975% 23,024.18 1B 0123266363 176,666.60 01-Apr-2007 3 6.950% 4,746.08 1B 0123267023 292,783.11 01-Feb-2007 5 9.300% 15,005.52 1B 0123267106 174,952.73 01-Mar-2007 4 11.850% 9,926.26 1B 0123267361 161,414.89 01-Feb-2007 5 8.300% 5,790.79 1B 0123268526 118,911.74 01-Apr-2007 3 9.400% 4,405.03 1B 0123268849 405,000.00 01-Feb-2007 5 9.040% 20,175.75 1B 0123269425 351,193.22 01-Mar-2007 4 7.400% 12,092.57 1B 0123270977 173,131.05 01-Mar-2007 4 9.300% 7,607.65 1B 0123271124 360,000.00 01-Apr-2007 3 7.525% 10,537.50 1B 0123271389 375,081.76 01-Feb-2007 5 8.850% 18,257.03 1B 0123272031 223,543.61 01-Apr-2007 3 5.975% 5,094.29 1B 0123273062 124,829.78 01-Feb-2007 5 9.625% 6,634.73 1B 0123273427 174,869.31 01-Mar-2007 4 7.100% 4,711.64 1B 0123275299 93,234.79 01-Apr-2007 3 8.890% 2,975.74 1B 0123277626 135,502.76 01-Apr-2007 3 8.950% 4,776.34 1B 0123279119 360,998.57 01-Mar-2007 4 9.725% 16,643.57 1B 0123279739 83,847.88 01-Apr-2007 3 9.950% 3,298.42 1B 0123279929 229,708.15 01-Feb-2007 5 10.250% 13,047.53 1B 0123282428 112,499.69 01-Feb-2007 5 8.850% 5,479.74 1B 0123284606 374,825.87 01-Apr-2007 3 11.050% 16,472.77 2A 0122675929 357,822.28 01-May-2007 2 8.125% 9,323.36 2A 0123251688 588,956.47 01-Apr-2007 3 6.400% 11,528.32 2A 0123262487 223,503.13 01-Feb-2007 5 7.550% 9,170.65 2A 0123265472 650,000.00 01-Apr-2007 3 7.050% 17,739.60 2B 0033280975 300,000.00 01-Mar-2007 4 7.750% 10,875.00 2B 0033301870 138,400.00 01-Feb-2007 5 8.000% 6,055.00 2B 0033302092 334,758.40 01-Feb-2007 5 8.625% 15,854.41 2B 0033497041 193,818.00 01-Mar-2007 4 8.125% 7,389.30 2B 0037250875 639,914.04 01-Apr-2007 3 7.375% 18,330.90 2B 0039241617 125,854.60 01-Jan-2007 6 8.875% 7,021.23 2B 0039433347 211,979.40 01-Apr-2007 3 7.875% 6,504.57 2B 0039468608 322,400.00 01-Apr-2007 3 8.000% 10,075.00 2B 0039729207 276,243.53 01-Mar-2007 4 7.250% 9,323.22 2B 0039731294 539,836.87 01-Feb-2007 5 7.250% 21,256.98 2B 0039859657 406,400.00 01-Apr-2007 3 8.250% 13,123.35 2B 0123239410 588,959.61 01-Apr-2007 3 8.800% 20,358.61 2B 0123239790 583,553.40 01-Dec-2006 7 7.350% 29,883.81 2B 0123240137 302,320.00 01-Jan-2007 6 8.850% 16,829.12 2B 0123241036 359,707.04 01-Feb-2007 5 6.775% 13,150.40 2B 0123241820 451,250.00 01-Apr-2007 3 8.800% 13,349.50 2B 0123243099 498,895.17 01-Apr-2007 3 9.000% 17,649.11 2B 0123246795 199,200.00 01-Feb-2007 5 9.150% 10,051.30 2B 0123247215 480,000.00 01-Apr-2007 3 7.175% 13,350.00 2B 0123248155 149,810.39 01-Apr-2007 3 10.990% 6,546.36 2B 0123249161 488,000.00 01-Jan-2007 6 7.588% 23,059.68 2B 0123249211 389,443.28 01-Feb-2007 5 8.625% 18,452.30 2B 0123249518 528,754.39 01-Apr-2007 3 6.650% 10,900.87 2B 0123249724 261,198.00 01-Jan-2007 6 8.625% 12,054.34 2B 0123250078 424,817.72 01-Apr-2007 3 8.450% 14,068.98 2B 0123250821 472,171.50 01-Mar-2007 4 8.750% 19,465.51 2B 0123251340 243,811.81 01-May-2007 2 7.500% 5,687.58 2B 0123251662 553,500.00 01-Jan-2007 6 8.450% 29,335.44 2B 0123251746 308,000.00 01-Mar-2007 4 7.725% 11,126.52 2B 0123251779 517,750.00 01-Apr-2007 3 6.825% 13,644.85 2B 0123252264 216,000.00 01-Jan-2007 6 8.925% 12,132.00 2B 0123252793 175,955.46 01-Feb-2007 5 8.000% 7,688.69 2B 0123255986 247,424.41 01-Apr-2007 3 9.325% 9,096.56 2B 0123256166 364,971.53 01-Feb-2007 5 8.200% 16,360.79 2B 0123256232 571,973.90 01-Mar-2007 4 7.750% 20,726.58 2B 0123256794 239,759.75 01-Apr-2007 3 8.500% 7,987.90 2B 0123256828 121,402.49 01-Apr-2007 3 9.250% 4,424.33 2B 0123256836 445,218.81 01-Jan-2007 6 8.300% 21,206.74 2B 0123257107 359,910.62 01-Feb-2007 5 8.050% 15,845.03 2B 0123257479 455,533.43 01-Apr-2007 3 8.425% 15,034.18 2B 0123257503 750,000.00 01-Feb-2007 5 7.800% 31,937.50 2B 0123257826 427,784.99 01-Jan-2007 6 9.400% 25,336.19 2B 0123257925 205,164.19 01-Jan-2007 6 9.675% 12,541.37 2B 0123259392 499,932.98 01-Mar-2007 4 7.300% 16,997.70 2B 0123261091 307,500.00 01-Mar-2007 4 10.200% 14,913.72 2B 0123262057 324,320.00 01-Jan-2007 6 7.650% 15,459.28 2B 0123262552 394,949.96 01-Mar-2007 4 10.800% 20,337.71 2B 0123262594 426,839.71 01-Apr-2007 3 8.000% 13,320.18 2B 0123264392 340,000.00 01-Jan-2007 6 8.950% 19,153.28 2B 0123265530 365,134.13 01-Apr-2007 3 8.500% 12,164.89 2B 0123265787 298,807.96 01-Feb-2007 5 11.500% 19,154.47 2B 0123269136 500,000.00 01-Mar-2007 4 9.800% 23,250.00 2B 0123271132 246,320.00 01-Apr-2007 3 6.850% 6,517.25 2B 0123271900 600,000.00 01-Apr-2007 3 7.700% 18,000.00 2B 0123272676 395,442.66 01-Apr-2007 3 8.550% 13,257.00 2B 0123272965 186,692.82 01-Apr-2007 3 8.150% 5,947.46 2B 0123273344 153,367.84 01-Jan-2007 6 6.750% 6,370.71 2B 0123276040 423,999.98 01-Jan-2007 6 8.275% 21,977.28 2B 0123276214 572,000.00 01-Jan-2007 6 6.990% 24,748.56 2B 0123276370 471,933.13 01-Apr-2007 3 7.875% 14,493.19 2B 0123277600 263,069.37 01-Feb-2007 5 6.800% 9,642.50 2B 0123278640 320,000.00 01-Mar-2007 4 9.950% 15,120.00 2B 0123278715 184,000.00 01-Apr-2007 3 6.650% 4,715.00 2B 0123278954 218,777.54 01-Apr-2007 3 7.000% 5,920.54 2B 0123279309 347,000.00 01-Mar-2007 4 11.800% 19,605.54 2B 0123279390 319,978.04 01-Feb-2007 5 11.300% 20,156.48 2B 0123280778 119,689.14 01-Mar-2007 4 8.225% 4,615.29 2B 0123280950 141,423.82 01-Apr-2007 3 10.150% 5,685.77 2B 0123281388 206,175.80 01-Mar-2007 4 8.550% 8,285.72 2B 0123282493 274,845.86 01-Mar-2007 4 9.475% 12,327.79 2B 0123283095 360,000.00 01-Feb-2007 5 7.750% 15,225.00 2B 0123284291 426,970.20 01-Apr-2007 3 8.550% 12,180.23 2B 0123284507 519,110.00 01-Mar-2007 4 7.325% 17,714.58 2B 0123284747 520,000.00 01-Jan-2007 6 7.175% 23,140.00 2B 0123284812 444,896.62 01-Apr-2007 3 8.240% 14,339.92 2B 0123285082 536,000.00 01-Mar-2007 4 7.575% 18,961.02

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 8 Oct-06 0.000% Original Principal Balance 2,206,770.00 Nov-06 0.000% Current Actual Balance 2,203,833.60 Dec-06 0.000% Jan-07 0.000% Current Bankruptcy Total Feb-07 0.000% Loans in Bankruptcy 17 Mar-07 0.042% Original Principal Balance 4,314,045.00 Apr-07 0.053% Current Actual Balance 4,305,938.62 May-07 0.093% Jun-07 0.233% Jul-07 0.308% Aug-07 0.252% Sep-07 0.394% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1A 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 Oct-06 0.000% Original Principal Balance 369,000.00 Nov-06 0.000% Current Actual Balance 367,666.56 Dec-06 0.000% Jan-07 0.000% Current Bankruptcy Total Feb-07 0.000% Loans in Bankruptcy 3 Mar-07 0.000% Original Principal Balance 651,000.00 Apr-07 0.000% Current Actual Balance 648,971.04 May-07 0.000% Jun-07 0.170% Jul-07 0.392% Aug-07 0.174% Sep-07 0.404% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 1B 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 3 Oct-06 0.000% Original Principal Balance 597,250.00 Nov-06 0.000% Current Actual Balance 595,988.47 Dec-06 0.000% Jan-07 0.000% Current Bankruptcy Total Feb-07 0.000% Loans in Bankruptcy 7 Mar-07 0.110% Original Principal Balance 1,747,000.00 Apr-07 0.140% Current Actual Balance 1,744,439.45 May-07 0.141% Jun-07 0.374% Jul-07 0.379% Aug-07 0.306% Sep-07 0.420% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2A 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Oct-06 0.000% Original Principal Balance 145,520.00 Nov-06 0.000% Current Actual Balance 145,178.57 Dec-06 0.000% Jan-07 0.000% Current Bankruptcy Total Feb-07 0.000% Loans in Bankruptcy 3 Mar-07 0.000% Original Principal Balance 495,420.00 Apr-07 0.000% Current Actual Balance 492,514.34 May-07 0.132% Jun-07 0.278% Jul-07 0.281% Aug-07 0.383% Sep-07 0.336% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2B 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 Oct-06 0.000% Original Principal Balance 1,095,000.00 Nov-06 0.000% Current Actual Balance 1,095,000.00 Dec-06 0.000% Jan-07 0.000% Current Bankruptcy Total Feb-07 0.000% Loans in Bankruptcy 4 Mar-07 0.000% Original Principal Balance 1,420,625.00 Apr-07 0.000% Current Actual Balance 1,420,013.79 May-07 0.063% Jun-07 0.085% Jul-07 0.204% Aug-07 0.173% Sep-07 0.382% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy ~~Detail~~History* -New ~~All~~Bankruptcy ~~Mortgage~~Loans Month Bankruptcy Percentage Loans in Bankruptcy ~~during~~9 ~~Current~~Nov-06 ~~Period~~0.000% ~~Group~~Original ~~Loan~~Principal ~~Month~~Balance ~~Loan~~1,777,718.00 ~~First~~Dec-06 ~~State~~0.000% ~~LTV~~Current atActual ~~Original~~Balance ~~Number~~1,773,404.60 ~~Entered~~Jan-07 ~~Payment~~0.000% ~~Origination~~Feb-07 ~~Principal~~0.000% Current Bankruptcy ~~Date~~Total ~~Balance~~Mar-07 1A0.042% ~~0122675549~~Loans ~~Sep-2007~~in ~~01-Oct-2006~~Bankruptcy NH25 90Apr-07 0.00053% ~~288~~Original Principal Balance 5,~~000~~545,763.00 ~~1A 0123246688 Sep~~May-~~2007~~07 ~~01-Jan-2007~~0.093% OHCurrent ~~40.52~~Actual 81Balance 5,~~000~~532,897.0035 1AJun-07 ~~0123279192~~0.233% ~~Jun~~Jul-~~2007~~07 010.308% Aug-~~Jan-2007~~07 CA0.252% 71Sep-07 0.85394% ~~282,000~~Oct-07 0.00510% 1B*The ~~0122939531~~text ~~Sep-2007~~reported ~~01-Dec-2006~~in MDthe ~~85.00~~above ~~242,250.00~~table 1Bis ~~0123243875~~presented ~~Sep-2007~~graphically ~~01-Jan-2007~~on ILthe 85monthly bond remittance report.00 ~~238,000~~The monthly bond remittance report can be viewed online at www.00ctslink.com. 1BPool ~~0123257933~~1 ~~Jul-2007~~12 ~~01-Jan-2007~~Month ORBankruptcy 95History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Nov-06 0.00000% ~~323~~Original Principal Balance 175,000.00 1BDec-06 ~~0123258287~~0.000% ~~Jun-2007~~Current ~~01-~~Actual Balance 174,952.73 Jan-~~2007~~07 ~~NV 88~~0.70000% ~~239,500~~Feb-07 0.00000% 1BCurrent ~~0123268138~~Bankruptcy ~~Sep-2007~~Total 01Mar-~~Jan-2007~~07 OH0.000% 90Loans in Bankruptcy 8 Apr-07 0.00000% ~~117~~Original Principal Balance 1,922,000.00 1BMay-07 ~~0123269102~~0.000% Current Actual Balance 1,919,253.43 Jun-~~2007~~07 010.000% Jul-~~Dec~~07 0.000% Aug-~~2006~~07 AZ0.000% 95Sep-07 0.00000% ~~280,250~~Oct-07 0.00505% 1B*The ~~0123273617~~text ~~Mar-2007~~reported ~~01-Jan-2007~~in CAthe ~~72.24~~above ~~307,000.00~~table 2Ais ~~0121189534~~presented ~~Sep-2007~~graphically ~~01-Jul-2006~~on TXthe ~~80.00~~monthly ~~145,520~~bond remittance report.00 2AThe ~~0121189625~~monthly ~~May-2007~~bond ~~01-Jul-2006~~remittance TXreport ~~80.00~~can ~~202,400~~be viewed online at www.00ctslink.com. 2APool ~~0121192520~~2 ~~Aug-2007~~12 ~~01-Jul-2006~~Month COBankruptcy ~~100~~History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 5 Nov-06 0.00000% ~~147~~Original Principal Balance 1,~~500~~285,068.00 2BDec-06 ~~0123244097~~0.000% ~~Sep-2007~~Current ~~01-Dec-2006~~Actual CABalance 901,282,724.0052 ~~549,~~Jan-07 0.000% Feb-07 0.00000% 2BCurrent ~~0123253502~~Bankruptcy ~~Sep-2007~~Total 01Mar-~~Jan-2007~~07 MI0.000% 89Loans in Bankruptcy 8 Apr-07 0.80000% ~~546~~Original Principal Balance 2,~~000~~159,693.00 2BMay-07 ~~0123268088~~0.000% Current Actual Balance 2,156,605.45 Jun-~~2007~~07 010.000% Jul-~~Dec-2006~~07 TN0.000% 75Aug-07 0.00000% ~~81,~~Sep-07 0.000% Oct-07 0.00515% 2B*The ~~0123277360~~text ~~May-2007~~reported ~~01-Jan-2007~~in UTthe 95above table is presented graphically on the monthly bond remittance report.00 ~~244,625~~The monthly bond remittance report can be viewed online at www.00ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period ~~(continued)~~ Group Loan ~~Current~~Month ~~Paid~~Loan ToFirst ~~Months~~State ~~Current~~LTV ~~Approximate~~at Original Number ~~Actual~~Entered ~~Date~~Payment ~~Delinquent~~Origination ~~Loan~~Principal ~~Rate~~Bankruptcy ~~Delinquent~~Date Balance ~~Interest~~Pool 1A1 ~~0122675549~~0121188544 ~~287,105.53~~Oct-2007 01-~~Mar~~Jul-~~2007~~2006 4TN 980.~~350%~~00 1178,~~253~~400.7000 1APool ~~0123246688~~1 ~~80,561.03~~0121193734 Oct-2007 01-~~Aug~~Jul-~~2007~~2006 0TN 880.~~800%~~00 1116,~~115~~000.6000 1APool ~~0123279192~~1 ~~281,304.48~~0122675549 Sep-2007 01-~~Aug~~Oct-~~2007~~2006 0NH 790.~~825%~~00 3288,~~434~~000.8000 1BPool 1 0122939531 ~~242,200.51~~Sep-2007 01-Dec-2006 7MD 985.~~150%~~00 15242,~~699~~250.2200 1BPool 1 0123243875 ~~237,444.27~~Sep-2007 01-~~Apr~~Jan-2007 3IL 885.~~750%~~00 8238,~~152~~000.3700 1BPool ~~0123257933~~1 ~~323~~0123246688 Sep-2007 01-Jan-2007 OH 40.52 81,000.00 Pool 1 0123248312 Oct-2007 01-~~Sep~~Jan-2007 (NJ 85.00 123,250.00 Pool 1) 70123257933 Jul-2007 01-Jan-2007 OR 95.~~990%~~00 2323,~~016~~000.0600 1BPool 1 0123258287 Jun-2007 01-Jan-2007 NV 88.70 239,~~129~~500.8300 Pool 1 0123267106 Oct-2007 01-~~Jun~~Jan-2007 1GA 8100.~~425%~~00 4175,~~736~~000.5100 1BPool 1 0123268138 ~~116,343.69~~Sep-2007 01-~~Sep~~Jan-2007 ~~(1)~~OH 890.~~500%~~00 ~~776~~117,000.1200 1BPool 1 0123269102 Jun-2007 01-Dec-2006 AZ 95.00 280,250.00 Pool 1 0123273617 Mar-2007 01-~~Aug~~Jan-2007 0CA 872.~~225%~~24 3307,~~047~~000.7200 1BPool ~~0123273617~~1 ~~306,071.15~~0123279192 Jun-2007 01-~~Aug~~Jan-2007 0CA 771.~~100%~~85 3282,~~367~~000.4300 2APool ~~0121189534~~2 ~~145~~0033302092 Oct-2007 01-Dec-2006 HI 52.34 335,~~178~~000.5700 Pool 2 0033497041 Oct-2007 01-~~Nov~~Dec-2006 8TX 980.~~800%~~00 10193,~~317~~818.9500 2APool ~~0121189625~~2 ~~200~~0121189534 Sep-2007 01-Jul-2006 TX 80.00 145,~~777~~520.3400 Pool 2 0121189625 May-2007 01-Jul-~~2007~~2006 0TX 880.~~900%~~00 2202,~~876~~400.9200 2APool 2 0121192520 ~~146,558.43~~Aug-2007 01-~~Jun~~Jul-~~2007~~2006 1CO 9100.~~450%~~00 3147,~~350~~500.6700 2BPool ~~0123244097~~2 ~~549~~0123242349 Oct-2007 01-Dec-2006 CA 80.00 220,000.00 Pool 2 0123244097 Sep-2007 01-~~May~~Dec-~~2007~~2006 2CA 690.~~750%~~00 11549,~~437~~000.5200 2BPool ~~0123253502~~2 ~~546~~0123268088 Jun-2007 01-Dec-2006 TN 75.00 81,000.00 Pool 2 0123274342 Oct-2007 01-~~Apr~~Jan-2007 3WA 795.~~800%~~00 16417,~~607~~050.5000 2BPool ~~0123268088~~2 ~~80,651.52~~0123277360 May-2007 01-~~Apr~~Jan-2007 3UT 895.~~740%~~00 2244,~~767~~625.9000 2BPool ~~0123277360~~2 ~~244,362.27~~0123277899 Oct-2007 01-~~Feb~~Jan-2007 5UT 980.~~100%~~00 12119,~~238~~200.5900

~~Realized~~Bankruptcy ~~Loss~~ Detail ~~Report~~ - All Mortgage Loans ~~with~~in ~~Losses~~Bankruptcy during Current Period ~~Summary~~(continued) #Group ~~Loans~~Loan ~~Prior~~Current ~~Realized~~Paid To Months Current ~~with~~Approximate Number Actual ~~Loss/(Gain)~~Date ~~Loss~~Delinquent ~~Group~~Loan ~~Losses~~Rate Delinquent Balance ~~Amount~~Interest ~~Percentage~~Pool 1A1 30121188544 ~~116~~77,~~961~~326.53 01-Apr-2007 4 11.050% 4,151.21 Pool 1 0121193734 115,458.81 01-Mar-2007 5 9.400% 6,118.86 Pool 1 0122675549 287,105.53 01-Mar-2007 5 9.350% 13,125.72 Pool 1 0122939531 242,200.51 01-Dec-2006 8 9.150% 17,441.75 Pool 1 0123243875 237,444.27 01-Apr-2007 4 8.750% 9,779.88 ~~122~~Pool 1 0123246688 80,511.7568 01-Sep-2007 0 8.~~076~~800% 1B1,114.50 0Pool 01 0123248312 122,942.01 01-Apr-2007 4 9.300% 5,402.14 Pool 1 0123257933 323,000.00 001-Oct-2007 (1) 7.990% 2,016.06 Pool 1 0123258287 239,066.61 01-Jul-2007 1 8.425% 4,735.25 Pool 1 0123267106 174,952.73 01-Mar-2007 5 11.850% 11,580.08 Pool 1 0123268138 116,268.16 01-Oct-2007 (1) 8.500% 775.62 Pool 1 0123269102 280,250.00 01-Sep-2007 0 8.~~000~~225% 2A3,047.72 5Pool ~~363~~1 0123273617 306,071.15 01-Aug-2007 0 7.100% 3,366.13 Pool 1 0123279192 281,304.48 01-Aug-2007 0 7.825% 3,433.2172 ~~381~~Pool 2 0033302092 334,~~913~~676.5071 01-Mar-2007 5 8.625% 15,850.45 Pool 2 0033497041 193,818.00 01-Mar-2007 5 8.125% 8,620.85 Pool 2 0121189534 145,178.57 01-Nov-2006 9 9.800% 11,461.54 Pool 2 0121189625 200,652.43 01-Aug-2007 0 8.~~261~~900% 2B2,875.12 Pool 2 950121192520 146,~~979~~558.43 2001-Jun-2007 2 9.450% 4,~~824~~466.5332 Pool 2 0123242349 219,440.60 01-Aug-2007 0 7.~~006~~400% ~~Total~~2,523.58 10Pool ~~576~~2 0123244097 549,~~374~~000.00 01-May-2007 3 6.750% 14,296.90 Pool 2 0123268088 80,651.52 ~~525~~01-Apr-2007 4 8.740% 3,~~249~~320.97 Pool 2 0123274342 416,049.30 01-Apr-2007 4 8.600% 16,823.97 Pool 2 0123277360 244,229.41 01-Mar-2007 5 9.100% 12,231.78 0Pool 2 0123277899 118,739.~~048~~91 01-Jun-2007 2 8.600% 3,203.16

Realized Loss ~~Loan~~ Detail Report - Loans ~~With~~with Losses during Current Period ~~Original~~Summary ~~Current~~# ~~Loan~~Loans ~~Principal~~Prior ~~Note~~Realized ~~LTV~~Current atwith ~~Original~~Actual Loss/(Gain) Loss Group ~~Number~~Losses Balance ~~Rate~~Amount ~~State~~Percentage ~~Origination~~Pool ~~Term~~1 1A0 ~~0123240483 66,000~~0.00 110.~~100% CA 20.~~00 ~~180 1A 0123244329 51,000~~0.~~00 11.850% CA 20.00 180 1A 0123245599 295,~~000~~.00 8.550~~% AKPool ~~100.00~~2 ~~360~~5 ~~2A 0123240152 75~~399,~~580~~337.0008 ~~12.050% CA 20.00 180 2A 0123249179 122~~417,~~000~~312.0036 100.~~375~~286% CATotal ~~20.00~~5 ~~180 2A 0123249674 80~~399,~~000~~337.0008 ~~11.450% DC 20.00 180 2A 0123260143 102~~417,~~000~~312.0036 110.~~600~~038% ~~CA 20.00 180 2A 0123276057 106,000.00 11.975% CA 20.00 180 2B 0123245417 96,000.00 8.990% VA 73.85 360 2B 0123257537 136,000.00 6.200% WA 79.53 360~~

Realized Loss Loan Detail Report - Loans With Losses during Current Period ~~(continued)~~Original ~~Prior~~Current ~~Cumulative~~ Loan ~~Actual~~Principal ~~Realized~~Note ~~Realized~~LTV at Original Group Number Balance ~~Loss/(Gain)~~Rate ~~Loss/(Gain)~~State 1AOrigination ~~0123240483~~Term ~~65,976.97~~Pool ~~68,989.38~~2 ~~68,989.38~~0123245417 ~~1A 0123244329 50~~96,~~984~~000.9100 ~~53,487~~8.37990% ~~53,487.37~~VA ~~1A 0123245599 0~~73.0085 ~~35.00~~360 ~~57,780.03~~Pool 2A2 ~~0123240152~~0123249229 7597,~~558~~390.6100 ~~79,277~~11.76350% ~~79,277.76~~CA ~~2A 0123249179 0~~20.00 ~~1,138.79~~180 ~~128,131.98~~Pool 2A2 ~~0123249674~~0123256174 7991,~~967~~362.7900 ~~83,613~~12.92175% ~~83,613~~FL 20.9200 2A180 ~~0123260143~~Pool ~~101,968.11~~2 ~~106~~0123262065 81,~~781~~080.6400 ~~106,781~~11.64350% 2AMN ~~0123276057 105,938~~20.7000 ~~111,101.39~~180 ~~111,101.39~~Pool 2B2 ~~0123245417~~0123284515 95129,~~979~~778.4300 ~~20,762~~12.53275% CA 20~~,762~~.~~53 2B 0123257537 0.~~00 ~~62.00 2,751.15~~180

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.052% Current Month 3.600% 3 Month Average 0.044% 3 Month Average 3.366% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 0.000% N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.026% N/A Jul-2007 2.341% N/A Aug-2007 0.053% N/A Aug-2007 4.156% N/A Sep-2007 0.052% N/A Sep-2007 3.600% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 0.626% Current Month 48.738% 3 Month Average 0.526% 3 Month Average 28.917% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 N/A N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.313% N/A Jul-2007 11.799% N/A Aug-2007 0.639% N/A Aug-2007 26.213% N/A Sep-2007 0.626% N/A Sep-2007 48.738% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1A MDR SDA Current Month 0.072% Current Month 4.454% 3 Month Average 0.083% 3 Month Average 6.056% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 0.000% N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.177% N/A Jul-2007 13.713% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.072% N/A Sep-2007 4.454% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 0.862% Current Month 43.851% 3 Month Average 0.990% 3 Month Average 27.707% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 N/A N/A Mar-2007 0.000% N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 N/A N/A Jul-2007 2.107% N/A Jul-2007 19.634% N/A Aug-2007 0.000% N/A Aug-2007 19.634% N/A Sep-2007 0.862% N/A Sep-2007 43.851% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1B MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.027% 3 Month Average 2.197% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 0.000% N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.080% N/A Aug-2007 6.592% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 0.000% Current Month 18.188% 3 Month Average 0.319% 3 Month Average 12.128% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 N/A N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.006% N/A Aug-2007 0.956% N/A Aug-2007 18.188% N/A Sep-2007 0.000% N/A Sep-2007 18.188% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 2A MDR SDA Current Month 0.246% Current Month 14.644% 3 Month Average 0.110% 3 Month Average 6.704% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 0.000% N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.082% N/A Aug-2007 5.469% N/A Sep-2007 0.246% N/A Sep-2007 14.644% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 2.918% Current Month 104.846% 3 Month Average 1.299% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 N/A N/A Mar-2007 0.000% N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 N/A N/A Jul-2007 0.000% N/A Jul-2007 N/A N/A Aug-2007 0.980% N/A Aug-2007 104.135% N/A Sep-2007 2.918% N/A Sep-2007 104.846% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 2B MDR SDA Current Month 0.026% Current Month 1.856% 3 Month Average 0.020% 3 Month Average 1.601% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 0.000% N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.036% N/A Aug-2007 2.945% N/A Sep-2007 0.026% N/A Sep-2007 1.856% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 0.307% Current Month 10.142% 3 Month Average 0.245% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 N/A N/A Mar-2007 0.000% N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 N/A N/A Jul-2007 0.000% N/A Jul-2007 N/A N/A Aug-2007 0.427% N/A Aug-2007 1.979% N/A Sep-2007 0.307% N/A Sep-2007 10.142% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Cumulative Loss Severity: Sum (Realized Losses) / Sum (Ending Actual Balance for loans that have experienced a loss).

~~Prepayment~~Realized ~~Detail~~Loss Report - ~~Prepayments~~Collateral ~~during~~Summary MDR SDA Current ~~Period~~Month ~~Summary~~0.071% ~~Loans~~Current ~~Paid~~Month In4.372% ~~Full~~3 ~~Repurchased~~Month ~~Loans~~Average ~~Original~~0.059% 3 Month Average 4.043% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current ~~Original~~vs. 12mo Average* SDA: Current ~~Principal~~vs. ~~Scheduled~~12mo ~~Principal~~Average* ~~Scheduled~~Month ~~Group~~Current ~~Count~~12mo ~~Balance~~Avg. ~~Balance~~Month ~~Count~~Current ~~Balance~~12mo ~~Balance~~Avg. 1ANov-2006 9N/A ~~1,304,~~N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 0.000% N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.026% N/A Jul-2007 2.341% N/A Aug-2007 0.053% N/A Aug-2007 4.156% N/A Sep-2007 0.052% N/A Sep-2007 3.600% N/A Oct-2007 0.00071% ~~1,298,036~~N/A Oct-2007 4.36372% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 0.847% Current Month 59.546% 3 Month Average 0.00704% 3 Month Average 44.832% 12 Month Average 0.00000% 1B12 10Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 N/A N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.313% N/A Jul-2007 11.799% N/A Aug-2007 0.639% N/A Aug-2007 26.213% N/A Sep-2007 0.626% N/A Sep-2007 48.738% N/A Oct-2007 0.847% N/A Oct-2007 59.546% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Pool 1~~,671,850~~ MDR SDA Current Month 0.00000% Current Month 0.000% 3 Month Average 0.026% 3 Month Average 1~~,666,517~~.98969% 12 Month Average 0.000% 12 Month Average 0.00000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.00000% 2AN/A Feb-2007 0.000% N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.050% N/A Jul-2007 4.472% N/A Aug-2007 0.058% N/A Aug-2007 4.507% N/A Sep-2007 0.020% N/A Sep-2007 1.399% N/A Oct-2007 0.000% N/A Oct-2007 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 0.000% Current Month 43.851% 3 ~~404,780~~Month Average 0.00310% ~~401,786~~3 Month Average 35.82297% 12 Month Average 0.000% 12 Month Average 0.00000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.00000% 2BN/A 11Feb-2007 ~~2,599,725~~N/A N/A Mar-2007 0.00000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.595% N/A Jul-2007 0.006% N/A Aug-2007 0.690% N/A Aug-2007 18.188% N/A Sep-2007 0.242% N/A Sep-2007 43.851% N/A Oct-2007 0.000% N/A Oct-2007 43.851% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Pool 2~~,594,014~~ MDR SDA Current Month 0.17150% 1Current ~~585,~~Month 9.144% 3 Month Average 0.095% 3 Month Average 6.307% 12 Month Average 0.000% 12 Month Average 0.00000% ~~584,004~~MDR: Current vs.66 ~~Total~~12mo 33Average* ~~5,980,955~~SDA: Current vs.00 ~~5,960,355~~12mo Average* Month Current 12mo Avg.33 Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 0.000% N/A Mar-2007 0.000% N/A Mar-2007 0.000% N/A Apr-2007 0.000% N/A Apr-2007 0.000% N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.049% N/A Aug-2007 3.770% N/A Sep-2007 0.088% N/A Sep-2007 6.007% N/A Oct-2007 0.150% N/A Oct-2007 9.144% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss Severity Current Month 1.782% ~~585,~~Current Month 114.669% 3 Month Average 1.138% 3 Month Average 111.924% 12 Month Average 0.000% 12 Month Average 0.00000% ~~584,004~~CDR: Current vs.66 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 0.000% N/A Feb-2007 N/A N/A Mar-2007 0.000% N/A Mar-2007 N/A N/A Apr-2007 0.000% N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 N/A N/A Jul-2007 0.000% N/A Jul-2007 N/A N/A Aug-2007 0.583% N/A Aug-2007 1.979% N/A Sep-2007 1.050% N/A Sep-2007 10.142% N/A Oct-2007 1.782% N/A Oct-2007 9.920% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Cumulative Loss Severity: Sum (Realized Losses) / Sum (Ending Actual Balance for loans that have experienced a loss).

Prepayment Detail - Prepayments during Current Period ~~(continued)~~ Summary ~~Substitution~~ Loans ~~Liquidated~~Paid ~~Loans~~In ~~Curtailments~~Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled ~~Curtailment~~ Group Count Balance Balance Count Balance Balance ~~Amount~~Pool 1A1 024 ~~0.00 0.00 2 117~~4,~~000~~212,080.00 ~~116,805.73~~ 4,~~241~~185,633.3078 1B 0 0.00 0.00 0Pool ~~0.00~~2 ~~0.00~~12 62,~~852.55 2A 0 0.00 0.00 4 363~~649,~~580~~000.00 ~~362~~2,~~982~~636,289.34 42 514,~~789~~400.~~60 2B 0 0.~~00 0514,400.00 1Total 9636 6,~~000~~861,080.00 956,~~831.07 18~~821,~~778~~923.2012 ~~Total~~2 ~~0 0.00 0.00 7 576~~514,~~580~~400.00 ~~575~~514,~~619~~400.~~14 34,661.65~~00

Prepayment ~~Loan~~ Detail - Prepayments during Current Period ~~First~~(continued) ~~Original~~Summary ~~Loan~~Substitution ~~LTV~~Loans atLiquidated ~~Payment~~Loans ~~Principal~~Curtailments ~~Prepayment~~Original ~~Group~~Current ~~Number~~Original ~~State~~Current ~~Origination~~Principal ~~Date~~Scheduled ~~Balance~~Principal ~~Amount~~Scheduled 1ACurtailment ~~0121191027~~Group WACount ~~50.65~~Balance ~~01-Jul-2006~~Balance ~~195,000.00~~Count ~~194,082.20~~Balance 1ABalance ~~0121191316~~Amount VAPool ~~80.00~~1 ~~01-Jul-2006~~0 ~~86,400~~0.00 ~~86,103~~0.~~89 1A 0121193304 TX 80.~~00 ~~01-Jul-2006~~0 ~~141,600~~0.00 ~~140,748~~0.~~20 1A 0121195515 AR 90.~~00 ~~01-Aug-2006 130~~19,~~500~~490.0044 ~~129,243.63~~Pool 1A2 ~~0122673338~~0 ~~FL 54~~0.~~60 01-Oct-2006 105,100.~~00 ~~104,636~~0.~~94 1A 0122675317 CA 35.~~00 ~~01-Oct-2006~~4 ~~119~~399,~~000~~610.00 ~~118~~398,~~178~~843.7306 ~~1A 0123240483 CA 20.00 01-Jan-2007 66~~34,~~000~~506.~~00 65,858.58 1A 0123244246 CA 83.70 01-Jan-2007 190,000.00 188,494.12 1A 0123244329 CA 20.00 01-Jan-2007 51,000.00 50,907.17 1A 0123258360 NV 77.58 01-Jan-2007 256,000.00 255,218.~~63 1ATotal ~~0123270902~~0 ~~PA 85~~0.~~26 01-Jan-2007 81,000.~~00 ~~80,689~~0.~~22 1B 0033323544 TN 100.~~00 ~~01-Dec-2006~~4 ~~100~~399,~~000~~610.00 99398,~~408~~843.4006 ~~1B 0039584354 PA 100.00 01-Jan-2007 200~~53,000.00 200,000.00 1B 0123240962 MD 80.00 01-Dec-2006 149,600.00 148,673.70 1B 0123240988 MD 90.00 01-Jan-2007 114,300.00 114,096.60 1B 0123247470 CA 65.00 01-Jan-2007 227,500.00 227,007.87 1B 0123254351 IL 85.00 01-Jan-2007 174,250.00 173,512.95 1B 0123257560 WI 80.00 01-Jan-2007 176,000.00 174,869.67 1B 0123259384 CA 63.51 01-Jan-2007 235,000.00 234,363.47 1B 0123262719 MN 84.64 01-Jan-2007 198,900.00 197,830.72 1B 0123276867 UT 90.00 01-Jan-2007 96,300.00 96,088.63 2A 0121197933 NC 80.00 01-Jul-2006 105,280.00 104,313.94 2A 0122671985 VA 70.00 01-Sep-2006 87,500.00 86,999.59 2A 0122672348 CT 100.00 01-Oct-2006 212,000.00 210,211.35 2A 0123240152 CA 20.00 01-Jan-2007 75,580.00 75,448.39 2A 0123249674 DC 20.00 01-Jan-2007 80,000.00 79,834.45 2A 0123260143 CA 20.00 01-Jan-2007 102,000.00 101,803.98 2A 0123276057 CA 20.00 01-Dec-2006 106,000.00 105,780.02 2B 0039685771 VA 100.00 01-Jan-2007 585,000.00 583,902.10 2B 0039794334 KS 42.35 01-Feb-2007 283,750.00 282,443.92 2B 0045011103 PA 80.00 01-Feb-2007 264,000.00 264,000.00 2B 0123241721 MD 79.64 01-Jan-2007 219,000.00 217,313.78 2B 0123245417 VA 73.85 01-Jan-2007 96,000.00 95,809.23 2B 0123249872 NJ 74.77 01-Jan-2007 572,000.00 572,000.00 2B 0123254906 RI 75.00 01-Dec-2006 217,500.00 216,997.76 2B 0123263071 MN 85.00 01-Jan-2007 270,725.00 270,065.36 2B 0123271728 CA 90.00 01-Jan-2007 198,000.00 197,708.63 2B 0123273492 AZ 54.30 01-Jan-2007 82,000.00 81,763.46 2B 0123281289 FL 65.00 01-Jan-2007 243,750.00 243,147.45 2B 0123282352 FL 58.14 01-Jan-2007 125,000.00 124,292.39 2B 0123283533 VA 62.00 01-Jan-2007 124,000.00 123,547.9007

Prepayment Loan Detail - Prepayments during Current Period ~~(continued)~~First ~~Current~~Original Loan ~~PIF~~LTV ~~Months~~at ~~Loan~~Payment ~~Original~~Principal Prepayment Group Number ~~Type~~State ~~Delinquent~~Origination ~~Rate~~Date ~~Term~~Balance ~~Seasoning~~Amount 1APool ~~0121191027~~1 ~~Loan~~0033471269 ~~Paid~~WI in70.00 ~~Full~~01-Jan-2007 0142,100.00 11138,001.~~900%~~10 ~~360~~Pool 141 1A0033554791 ~~0121191316~~OH ~~Loan~~100.00 ~~Paid~~01-Jan-2007 in50,000.00 ~~Full 0 8~~49,662.~~950%~~77 ~~360~~Pool 141 1A0039041512 ~~0121193304~~CO ~~Loan~~79.67 ~~Paid~~01-Nov-2006 in72,500.00 ~~Full~~70,057.01 0Pool ~~10.750%~~1 ~~360~~0039351838 RI 45.14 1A01-Dec-2006 ~~0121195515~~158,000.00 ~~Loan~~156,669.07 ~~Paid~~Pool in1 ~~Full~~0121189062 0FL 854.~~350%~~29 ~~360~~01-Jul-2006 13190,000.00 1A188,860.84 ~~0122673338~~Pool ~~Loan~~1 ~~Paid~~0121190466 inFL ~~Full~~51.44 501-Jul-2006 11125,000.~~100%~~00 ~~360~~119,192.49 11Pool 1A1 ~~0122675317~~0121191175 ~~Loan~~SC ~~Paid~~90.00 in01-Jul-2006 ~~Full~~135,000.00 ~~0 8~~134,518.~~950%~~72 ~~360~~Pool 111 1A0121196232 ~~0123240483~~NY ~~Liquidation~~43.16 501-Jul-2006 11205,000.~~100%~~00 ~~180~~203,997.96 8Pool 1A1 ~~0123244246~~0123240574 ~~Loan~~MD ~~Paid~~84.76 in01-Jan-2007 ~~Full~~203,000.00 ~~0 6~~202,070.~~750%~~67 ~~360~~Pool 81 1A0123244014 ~~0123244329~~IL ~~Liquidation~~70.00 501-Jan-2007 11188,300.~~850%~~00 ~~180~~187,964.36 8Pool 1A1 ~~0123258360~~0123247587 ~~Loan~~CA ~~Paid~~68.42 in01-Jan-2007 ~~Full~~325,000.00 ~~1 7~~323,983.~~500%~~01 ~~360~~Pool 81 1A0123247942 ~~0123270902~~WI ~~Loan~~78.37 ~~Paid~~01-Dec-2006 in153,600.00 ~~Full~~152,581.30 (Pool 1) ~~6.995%~~0123248007 ~~360~~IL 880.00 1B01-Jan-2007 ~~0033323544~~196,000.00 ~~Loan~~195,413.01 ~~Paid~~Pool in1 ~~Full~~0123252512 0CA 849.~~775%~~38 ~~360~~01-Jan-2007 9239,000.00 1B238,220.67 ~~0039584354~~Pool ~~Loan~~1 ~~Paid~~0123257099 inPA ~~Full~~85.00 001-Jan-2007 10279,650.~~375%~~00 ~~360~~277,861.56 8Pool 1B1 ~~0123240962~~0123258022 ~~Loan~~WA ~~Paid~~89.13 in01-Jan-2007 ~~Full~~205,000.00 ~~0 8~~204,321.~~550%~~61 ~~360~~Pool 91 1B0123259434 ~~0123240988~~CA ~~Loan~~68.39 ~~Paid~~01-Jan-2007 in212,000.00 ~~Full 0 9~~211,168.~~365%~~44 ~~360~~Pool 81 1B0123265175 ~~0123247470~~FL ~~Loan~~80.00 ~~Paid~~01-Jan-2007 in173,600.00 ~~Full 0 8~~172,882.~~700%~~42 ~~360~~Pool 81 1B0123274227 ~~0123254351~~WA ~~Loan~~70.00 ~~Paid~~01-Dec-2006 in137,900.00 ~~Full 0 9~~136,976.~~875%~~18 ~~360~~Pool 81 1B0123274417 ~~0123257560~~WA ~~Loan~~90.00 ~~Paid~~01-Jan-2007 in270,000.00 ~~Full 0 7~~269,999.~~825%~~98 ~~360~~Pool 81 1B0123275562 ~~0123259384~~MI ~~Loan~~90.00 ~~Paid~~01-Jan-2007 in113,400.00 ~~Full 0 7~~112,725.~~990%~~66 ~~360~~Pool 81 1B0123277212 ~~0123262719~~UT ~~Loan~~80.00 ~~Paid~~01-Dec-2006 in200,930.00 ~~Full 0 8~~200,446.~~775%~~85 ~~360~~Pool 81 1B0123279804 ~~0123276867~~IL ~~Loan~~81.99 ~~Paid~~01-Jan-2007 in115,600.00 ~~Full 0 8~~115,046.~~650%~~32 ~~360~~Pool 81 2A0123281115 ~~0121197933~~FL ~~Loan~~90.00 ~~Paid~~01-Jan-2007 in121,500.00 ~~Full 0 8~~120,599.~~700%~~48 ~~360~~Pool 142 2A0033301870 ~~0122671985~~FL ~~Loan~~80.00 ~~Paid~~01-Dec-2006 in138,400.00 ~~Full 0 10~~138,400.~~375%~~00 ~~360~~Pool 122 2A0033380577 ~~0122672348~~FL ~~Loan~~80.00 ~~Paid~~01-Dec-2006 in376,000.00 ~~Full 0 7~~376,000.~~950%~~00 ~~360~~Pool 112 2A0123006819 ~~0123240152~~NJ ~~Liquidation~~15.00 501-Dec-2006 12120,000.~~050%~~00 ~~180~~119,528.44 8Pool 2A2 ~~0123249674~~0123240616 ~~Liquidation~~PA ~~5 11~~57.~~450%~~52 ~~180~~01-Dec-2006 8348,000.00 ~~2A 0123260143 Liquidation 5 11~~344,784.~~600%~~63 ~~180~~Pool 82 2A0123241572 ~~0123276057~~DC ~~Liquidation~~66.67 501-Jan-2007 11140,000.~~975%~~00 ~~180~~139,286.24 9Pool 2B2 ~~0039685771~~0123249229 ~~Repurchase~~CA ~~3 9~~20.~~875%~~00 ~~360~~01-Dec-2006 897,390.00 2B97,124.03 ~~0039794334~~Pool ~~Loan~~2 ~~Paid~~0123250961 inMD ~~Full~~78.11 001-Dec-2006 8144,500.~~875%~~00 ~~360~~143,258.39 8Pool 2B2 ~~0045011103~~0123252264 ~~Loan~~CA ~~Paid~~80.00 in01-Jan-2007 ~~Full~~216,000.00 ~~0 7~~216,000.~~875%~~00 ~~360~~Pool 82 2B0123256174 ~~0123241721~~FL ~~Loan~~20.00 ~~Paid~~01-Jan-2007 in91,362.00 ~~Full 0 6~~91,179.~~900%~~55 ~~360~~Pool 82 2B0123256877 ~~0123245417~~NY ~~Liquidation~~80.00 501-Jan-2007 8520,000.~~990%~~00 ~~360~~517,895.32 8Pool 2B2 ~~0123249872~~0123260465 ~~Loan~~NY ~~Paid~~65.00 in01-Jan-2007 ~~Full~~266,500.00 ~~0 6~~264,278.~~990%~~45 ~~360~~Pool 82 2B0123262065 ~~0123254906~~MN ~~Loan~~20.00 ~~Paid~~01-Jan-2007 in81,080.00 ~~Full 0 8~~80,887.~~850%~~06 ~~360~~Pool 92 2B0123266439 ~~0123263071~~NJ ~~Loan~~76.92 ~~Paid~~01-Jan-2007 in250,000.00 ~~Full 0 8~~248,183.~~290%~~25 ~~360~~Pool 82 2B0123270829 ~~0123271728~~PA ~~Loan~~49.02 ~~Paid~~01-Jan-2007 in125,000.00 ~~Full 0 10~~124,293.~~000%~~68 ~~360~~Pool 82 2B0123277659 ~~0123273492~~UT ~~Loan~~80.00 ~~Paid~~01-Jan-2007 in143,200.00 ~~Full 0 7~~142,739.~~700%~~54 ~~360~~Pool 82 2B0123277667 ~~0123281289~~UT ~~Loan~~20.00 ~~Paid~~01-Jan-2007 in35,800.00 ~~Full 0 8~~35,670.~~240%~~48 ~~360~~Pool 82 2B0123283913 ~~0123282352~~MD ~~Loan~~100.00 ~~Paid~~01-Jan-2007 in340,000.00 ~~Full 0 8~~338,959.~~750%~~69 ~~360~~Pool 82 2B0123284515 ~~0123283533~~CA ~~Loan~~20.00 ~~Paid~~01-Jan-2007 ~~in Full 0 7~~129,778.~~700%~~00 ~~360 8~~129,525.86

Prepayment ~~Penalty~~Loan Detail - ~~Prepayment~~Prepayments ~~Penalty Paid~~ during Current Period ~~Prepayment~~(continued) ~~Prepayment~~Current ~~Summary~~Loan PIF Months Loan ~~Prior~~Original ~~Penalty~~Group ~~Penalty~~Number ~~Count~~Type ~~Balance~~Delinquent ~~Amount~~Rate ~~Waived~~Term 1ASeasoning Pool 1 0033471269 Loan Paid in Full 0 8.375% 180 9 Pool 1 0033554791 Loan Paid in Full 0 8.125% 360 9 Pool 1 0039041512 Loan Paid in Full (1) 9.000% 180 11 Pool 1 0039351838 Loan Paid in Full 0 7.500% 360 10 Pool 1~~,052,~~ 0121189062 Loan Paid in Full 0 8.150% 360 15 Pool 1 0121190466 Loan Paid in Full 0 8.550% 180 15 Pool 1 0121191175 Loan Paid in Full 0 9.25050% ~~32,783~~360 15 Pool 1 0121196232 Loan Paid in Full 0 7.48950% 360 15 Pool 1 0123240574 Loan Paid in Full (1) 9.300% 360 9 Pool 1 0123244014 Loan Paid in Full 0 9.00900% 1B360 9 Pool 1 0123247587 Loan Paid in Full 0 6.150% 360 9 Pool 1 0123247942 Loan Paid in Full 0 8.700% 360 10 Pool 1 0123248007 Loan Paid in Full 0 7.950% 360 9 Pool 1 0123252512 Loan Paid in Full 0 7.650% 360 9 Pool 1 0123257099 Loan Paid in Full 0 8.390% 360 9 Pool 1 0123258022 Loan Paid in Full (1) 7.598% 360 9 Pool 1 0123259434 Loan Paid in Full 0 6.990% 360 9 Pool 1 0123265175 Loan Paid in Full 0 6.800% 360 9 Pool 1 0123274227 Loan Paid in Full 0 8.650% 360 10 Pool 1 0123274417 Loan Paid in Full 0 7.765% 360 9 Pool 1 0123275562 Loan Paid in Full 0 8.750% 360 9 Pool 1 0123277212 Loan Paid in Full 0 9.050% 360 10 Pool 1 0123279804 Loan Paid in Full (1) 9.800% 360 9 Pool 1 0123281115 Loan Paid in Full 0 7.650% 360 9 Pool 2 0033301870 Repurchase 5 ~~620,597~~8.96000% ~~14,984~~360 10 Pool 2 0033380577 Repurchase 8 8.75000% 360 10 Pool 2 0123006819 Loan Paid in Full 0 11.00200% 2A180 10 Pool 2 ~~297,405~~0123240616 Loan Paid in Full 0 7.17025% 360 10 Pool 2 0123241572 Loan Paid in Full 0 6.050% 360 9 Pool 2 0123249229 Liquidation 5 11.350% 180 10 Pool 2 0123250961 Loan Paid in Full 0 7.400% 360 10 Pool 2 0123252264 Loan Paid in Full 6 8~~,424~~.32925% 360 9 Pool 2 0123256174 Liquidation 5 12.175% 180 9 Pool 2 0123256877 Loan Paid in Full 0 10.00600% 2B360 9 Pool 2 0123260465 Loan Paid in Full 0 7.050% 360 9 Pool 2 0123262065 Liquidation 5 ~~855,576~~11.27350% ~~31,246~~180 9 Pool 2 0123266439 Loan Paid in Full 0 7.57750% 360 9 Pool 2 0123270829 Loan Paid in Full 0 9.00000% ~~Total~~360 199 Pool 2~~,826,129~~ 0123277659 Loan Paid in Full 0 7.65700% ~~87,439~~360 9 Pool 2 0123277667 Loan Paid in Full 0 11.12150% 180 9 Pool 2 0123283913 Loan Paid in Full 0 11.00900% 360 9 Pool 2 0123284515 Liquidation 5 12.275% 180 9

Prepayment Penalty ~~Loan~~ Detail - Prepayment Penalty Paid during Current Period ~~Paid In~~ Prepayment Prepayment Summary Loan ~~Full~~ Prior Penalty Penalty ~~Group~~Count ~~Number Date~~ Balance Amount Waived 1APool ~~0121191027 08/31/2007 194,147.70 9,231.29 0.00 1A 0121191316 08/31/2007 86,124.67~~ 1~~,722.49~~ ~~0.00~~15 ~~1A 0121195515 08/31/2007 129,333.28~~ 2,~~588.45 0.00 1A 0122675317 08/31/2007 118~~654,~~250~~733.0092 ~~4,232.95 0.00 1A 0123244246 08/20/2007 188,665.22 5,090.70 0.00 1A 0123258360 08/21/2007 255,307.63 7,660.05 0.00 1A 0123270902 08/31/2007~~ 80,~~721~~225.7543 ~~2,257.55~~ 0.00 1BPool ~~0033323544 08/29/2007 99,469.52 3,486.73 0.00 1B 0123247470 08/31/2007 227,064.14 7,895.59 0.00 1B 0123262131 05/31/2007 0.00 (~~2~~,617.53)~~ ~~0.00~~4 ~~1B 0123262719 08/31/2007 197~~751,~~951~~598.~~50 2,895.04 0.~~00 1B 0123276867 08/31/2007 96,112.80 3,324.92 0.00 2A 0122671985 08/31/2007 87,039.29 1,741.57 0.00 2A 0122672348 08/31/2007 210,365.88 6,682.75 0.00 2B 0039794334 08/23/2007 282,611.42 12,555.58 0.00 2B 0123273492 08/31/2007 81,790.42 2,518.56 0.00 2B 0123281289 08/21~~/2007 243~~,~~216~~921.~~25 8,014.~~83 0.00 2BTotal ~~0123282352~~19 ~~08/31/2007 124~~3,~~368.91 4~~406,~~349~~331.1392 ~~0.00 2B 0123283533 08/29/2007 123~~102,~~589~~147.2726 ~~3,808.47~~ 0.00

~~Summary~~Prepayment ~~SMM~~Penalty ~~CPR~~Loan ~~PSA~~Detail ~~Current~~- ~~Month~~Prepayment ~~0.650%~~Penalty ~~Current~~Paid ~~Month~~during ~~7.527%~~ Current ~~Month~~Period ~~433.075%~~Paid 3In ~~Month~~Prepayment ~~Average~~Prepayment ~~0.894%~~Loan 3Full ~~Month~~Prior ~~Average~~Penalty ~~10.193%~~Penalty 3Group ~~Month~~Number ~~Average~~Date ~~683.554%~~Balance 12Amount ~~Month~~Waived ~~Average~~Pool ~~0.000%~~1 120033554791 ~~Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 N~~09/~~A N~~30/~~A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-~~2007 ~~N/A N/A Jan-2007 N/A N/A Feb-2007 7~~49,697.~~550%~~53 ~~N/A Feb-2007 2~~1,~~231~~612.~~257%~~71 ~~N/A Mar-2007 36~~0.~~194%~~00 ~~N/A~~Pool ~~Mar-2007~~1 ~~6,690.605%~~0039041512 N09/~~A Apr-~~28/2007 970,265.~~287%~~37 ~~N/A Apr-2007 1~~3,~~253~~161.~~853%~~94 ~~N/A May-2007 9~~0.~~874%~~00 ~~N/A~~Pool ~~May-2007~~ 1~~,050.070%~~ ~~N/A~~0039351838 ~~Jun-2007 13.422% N~~09/~~A Jun-~~18/2007 1156,~~178~~793.~~075%~~87 ~~N/A Jul-2007 12~~5,884.~~270%~~42 ~~N/A Jul-2007 916~~0.~~837%~~00 ~~N/A~~Pool ~~Aug-2007~~1 ~~10.780%~~0121189062 N09/~~A Aug-2007 700.751% N~~30/~~A Sep-~~2007 7188,920.~~527%~~29 ~~N/A Sep-2007 433~~6,158.~~075%~~96 N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1A SMM CPR PSA Current Month 0.~~876%~~00 ~~Current~~Pool ~~Month 10.025% Current Month 517.956% 3 Month Average~~ 1~~.027%~~ 30121190466 ~~Month~~09/30/2007 ~~Average 11~~119,575.~~600%~~11 ~~3 Month Average 687~~4,059.~~830%~~33 ~~12 Month Average~~ 0.~~000%~~00 12Pool ~~Month~~1 ~~Average~~0123247587 ~~0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 N~~09/~~A N~~27/~~A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-~~2007 ~~N/A N/A Jan-2007 N/A N/A Feb-2007 2~~323,983.~~377%~~01 ~~N/A Feb-2007 435.563% N/A Mar-2007 12.343% N/A Mar-2007 1~~7,~~653~~995.~~664%~~00 ~~N/A Apr-2007 9~~0.~~701%~~00 ~~N/A~~Pool ~~Apr-2007~~ 1~~,025.935%~~ ~~N/A~~0123252512 ~~May-2007 5.470% N~~09/~~A May-2007 478.011% N~~30/~~A Jun-~~2007 15238,300.~~103%~~85 ~~N/A Jun-2007 1~~7,~~126~~283.~~239%~~59 ~~N/A Jul-2007 15~~0.~~871%~~00 ~~N/A~~Pool ~~Jul-2007~~ 1~~,032.987%~~ ~~N/A~~0123257099 ~~Aug-2007 8.904% N~~09/~~A Aug-2007 512.548% N~~30/~~A Sep-~~2007 10278,046.~~025%~~06 N/A Sep-2007 517.956% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 1B SMM CPR PSA Current Month 0.401% Current Month 4.711% Current Month 285.595% 3 Month Average 0.819% 3 Month Average 9,317.~~348%~~77 ~~3 Month Average 673.844% 12 Month Average~~ 0.~~000%~~00 12Pool ~~Month~~1 ~~Average~~0123258022 ~~0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 N~~09/~~A N~~24/~~A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-~~2007 ~~N/A N/A Jan-2007 N/A N/A Feb-2007 4~~204,391.~~674%~~39 ~~N/A Feb-2007 1~~6,~~871~~207.~~290%~~24 ~~N/A Mar-2007 37~~0.~~943%~~00 ~~N/A~~Pool ~~Mar-2007~~1 ~~8,431.972%~~0123259434 N09/~~A Apr-2007 7.248% N~~24/~~A Apr-~~2007 1211,~~115~~253.~~189%~~79 ~~N/A May-2007 9.568% N/A May-2007 1~~5,~~126~~901.~~177%~~44 ~~N/A Jun-2007 16~~0.~~742%~~00 ~~N/A~~Pool ~~Jun-2007~~ 1~~,595.165%~~ ~~N/A~~0123265175 ~~Jul-2007 11.444% N~~10/~~A Jul-2007 915.863% N~~01/~~A Aug-~~2007 11172,956.~~888%~~02 ~~N/A Aug-2007 820.075% N/A Sep-2007~~ 4,702.~~711%~~52 N/A Sep-2007 285.595% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 2A SMM CPR PSA Current Month 0.~~523%~~00 ~~Current~~Pool ~~Month~~1 ~~6.093%~~0123274227 Current Month 305.822% 3 Month Average 0.802% 3 Month Average 9.152% 3 Month Average 530.709% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 N09/~~A N~~17/~~A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-~~2007 ~~N/A N/A Jan-2007 N/A N/A Feb-2007 8~~137,063.~~807%~~21 ~~N/A Feb-2007 1~~4,~~469~~735.~~917%~~15 ~~N/A Mar-2007 17~~0.~~783%~~00 ~~N/A~~Pool ~~Mar-2007~~1 ~~2,221.970%~~0123274417 N09/~~A Apr-2007 7.496% N~~19/~~A Apr-~~2007 ~~749~~269,999.~~615%~~98 ~~N/A May-2007 9~~8,386.~~299%~~20 ~~N/A May-2007 775~~0.~~726%~~00 ~~N/A~~Pool ~~Jun-2007~~1 ~~11.197%~~0123275562 N09/~~A Jun-2007 802.176% N~~18/~~A Jul-~~2007 13112,795.~~740%~~31 ~~N/A Jul-2007 861~~1,128.~~144%~~64 ~~N/A Aug-2007 7~~0.~~622%~~00 ~~N/A~~Pool ~~Aug-2007~~1 ~~425.162%~~0123281115 N09/~~A Sep-2007 6.093% N~~26/~~A Sep-~~2007 ~~305~~120,692.~~822%~~13 N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. 2B SMM CPR PSA Current Month 0.879% Current Month 10.053% Current Month 608.753% 3 ~~Month Average 0~~,690.~~955%~~52 ~~3 Month Average 10.871% 3 Month Average 761.620% 12 Month Average~~ 0.~~000%~~00 12Pool ~~Month~~2 ~~Average~~0123240616 ~~0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 N~~09/~~A N~~21/~~A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-~~2007 ~~N/A N/A Jan-2007 N/A N/A Feb-2007 12~~345,085.~~134%~~54 ~~N/A Feb-2007 4~~9,~~825~~686.~~174%~~94 ~~N/A Mar-2007 47~~0.~~816%~~00 ~~N/A~~Pool ~~Mar-2007~~2 ~~10,580.081%~~0123241572 N09/~~A Apr-2007 12.013% N~~30/~~A Apr-~~2007 1139,~~843~~358.~~456%~~83 ~~N/A May-2007 12.278% N/A May-2007 1~~3,~~442~~368.~~194%~~73 ~~N/A Jun-2007 9~~0.~~685%~~00 ~~N/A~~Pool ~~Jun-2007~~2 ~~921.564%~~0123270829 N09/~~A Jul-2007 11.006% N~~30/~~A Jul-~~2007 ~~879~~124,366.~~791%~~71 ~~N/A Aug-2007 11~~4,471.~~555%~~50 ~~N/A Aug-2007 796~~0.~~315%~~00 ~~N/A~~Pool ~~Sep-2007~~2 ~~10.053%~~0123277659 N09/~~A Sep-~~25/2007 ~~608~~142,786.~~753%~~92 ~~N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report~~4,394.66 The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.~~2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))~~00

Prepayment Rates

Repurchases Due to Other Beginning Loan Scheduled Payoff Current Current Number Balance Balance Rate Payment ~~0039685771~~0033301870 ~~584~~138,~~004~~400.6600 ~~583~~138,~~902~~400.1000 98.~~875~~000% 4922.67 0033380577 376,~~908~~000.4300 376,000.00 8.000% 2,506.67 Totals ~~584~~514,~~004~~400.6600 ~~583~~514,~~902~~400.1000

Interest Rate Stratification Summary 1APool 1 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 5.000 0 0.00 0.000 0 0.00 0.000 5.000 5.499 0 0.00 0.000 0 0.00 0.000 5.500 5.999 55 18,~~354~~347,~~722~~916.7193 1.~~679~~691 032 08,018,940.0085 01.~~000~~404 6.000 6.499 ~~237~~235 7372,~~097~~604,~~789~~451.8912 6.~~687~~692 51142 1237,~~049~~852,~~885~~108.6998 76.~~512~~628 6.500 6.999 ~~625~~623 ~~187~~186,~~260~~779,~~276~~025.3358 17.~~131~~216 ~~169~~376 4294,~~611~~983,~~105~~523.6071 2616.~~563~~632 7.000 7.499 ~~587~~584 ~~163~~162,~~803~~988,~~768~~606.1254 1415.~~985~~023 91346 2083,~~477~~365,~~953~~505.6500 1214.~~765~~598 7.500 7.999 ~~809~~800 ~~205~~204,~~980~~115,~~235~~274.9050 18.~~843~~814 ~~124~~456 2497,~~288~~910,~~095~~498.1186 1517.~~141~~145 8.000 8.499 ~~635~~629 ~~147~~146,~~944~~710,~~987~~920.1180 13.~~534~~523 85370 1574,~~570~~331,~~540~~830.9397 913.~~706~~016 8.500 8.999 ~~665~~660 ~~140~~139,~~356~~565,~~865~~640.5254 12.~~840~~864 ~~103~~431 1582,~~422~~430,~~709~~433.0513 914.~~614~~434 9.000 9.499 ~~304~~299 62,~~761~~006,~~092~~996.7971 5.~~741~~715 59206 837,~~460~~841,~~790~~890.1505 56.~~274~~626 9.500 9.999 ~~246~~244 47,~~744~~428,~~748~~169.1516 4.~~368~~372 63183 930,~~509~~030,~~624~~292.1012 5.~~928~~259 10.000 10.499 116 15,~~070~~065,~~853~~462.7136 1.~~379~~389 3184 39,~~187~~838,~~499~~630.9518 1.~~987~~723 10.500 10.999 7877 1110,~~279~~757,~~311~~866.3857 10.~~032~~992 2948 25,~~148~~475,~~591~~188.5874 10.~~339~~959 11.000 11.499 7874 7,~~940~~604,~~161~~866.1836 0.~~726~~701 3042 13,~~958~~643,~~322~~786.4144 10.~~221~~638 11.500 11.999 9089 8,~~489~~148,~~739~~168.8419 0.~~777~~751 4245 3,~~264~~716,~~049~~198.8240 20.~~035~~651 12.000 12.499 2725 21,~~119~~897,~~238~~224.3422 0.~~194~~175 1314 ~~853~~1,~~680~~018,370.2464 0.~~532~~178 12.500 12.999 11 911,~~870~~623.3723 0.~~083~~084 6 ~~615~~614,~~117~~955.0735 0.~~383~~108 >= 13.000 0 0.00 0.000 0 0.00 0.000 Total 4,~~563~~521 1,~~093~~084,~~115~~932,~~661~~212.3481 100.000 ~~896~~2,781 ~~160~~571,~~417~~072,~~965~~153.3542 100.000

Interest Rate Stratification (continued) 1BPool 2A2 Current Number of Outstanding Percentage of ~~Number of Outstanding Percentage of~~ Interest Rate Loans Scheduled Balance(%) ~~Loans Scheduled Balance(%)~~ Range(%) Balance($) ~~Balance($)~~ < 5.000 0 0.00 0.000 ~~0 0.00 0.000~~ 5.000 5.499 0 0.00 0.000 ~~0 0.00 0.000~~ 5.500 5.999 3223 810,~~021~~328,~~194~~976.3608 12.~~932~~010 ~~1 265,307.93 0.181~~ 6.000 6.499 9293 2634,~~141~~752,~~242~~342.4914 6.~~298~~763 ~~37 12,833,430.16 8.764~~ 6.500 6.999 ~~209~~247 5291,~~805~~795,~~072~~501.6687 1217.~~722~~864 ~~104 35,744,779.40 24.410~~ 7.000 7.499 ~~255~~238 6279,~~922~~623,~~216~~101.4154 15.~~159~~495 ~~83 25,415,559.66 17.356~~ 7.500 7.999 ~~339~~344 75106,~~052~~204,~~935~~775.7264 1820.~~082~~668 ~~99 26,141,967.92 17.852~~ 8.000 8.499 ~~289~~259 5972,~~447~~379,~~179~~089.8483 14.~~322~~085 ~~73 18,478,225.39 12.619~~ 8.500 8.999 ~~332~~229 6757,~~563~~135,~~664~~207.2941 1611.~~277~~119 ~~61 10,588,049.48 7.230~~ 9.000 9.499 ~~151~~93 ~~30,002,674.92 7.228~~ 24 5,~~640~~165,~~006~~106.8166 34.~~851~~703 9.500 9.999 ~~122~~61 2017,~~835~~397,~~729~~877.9604 53.~~020~~386 ~~16 2,160,444.75 1.475~~ 10.000 10.499 5332 65,~~654~~226,~~985~~832.9318 1.~~603~~017 ~~16 1,414,453.95 0.966~~ 10.500 10.999 1929 35,~~328~~282,~~476~~677.8883 ~~0.802 14~~ 1~~,580,351~~.34028 ~~1.079~~ 11.000 11.499 1232 13,~~686~~961,~~639~~079.1092 0.~~406~~771 ~~29 2,429,500.19 1.659~~ 11.500 11.999 344 ~~453~~4,~~544~~431,969.9179 0.~~109~~862 ~~37 2,622,883.29 1.791~~ 12.000 12.499 111 ~~164~~878,~~961~~853.1658 0.~~040~~171 12 ~~825,661~~.~~61 0.564 12.~~500 12.999 ~~0 0.00 0.000~~ 5 296,~~753~~667.3088 0.~~203~~058 >= 13.000 0 0.00 0.000 ~~0 0.00 0.000~~ Total 1,~~909~~740 ~~415~~513,~~080~~860,~~518~~059.6339 100.000 ~~611 146,437,375.18 100.000~~

Interest Rate Stratification (continued) 2B Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.000 0 0.00 0.000 5.000 5.499 0 0.00 0.000 5.500 5.999 22 10,068,220.42 2.712 6.000 6.499 57 22,073,231.55 5.947 6.500 6.999 143 56,099,318.67 15.114 7.000 7.499 158 54,988,038.40 14.814 7.500 7.999 247 80,497,237.15 21.687 8.000 8.499 188 54,449,040.95 14.669 8.500 8.999 169 46,782,442.70 12.604 9.000 9.499 70 18,657,620.91 5.027 9.500 9.999 45 15,238,949.34 4.106 10.000 10.499 16 3,813,913.88 1.028 10.500 10.999 16 4,221,891.58 1.137 11.000 11.499 7 1,865,699.48 0.503 11.500 11.999 8 2,149,261.82 0.579 12.000 12.499 1 274,935.33 0.074 12.500 12.999 0 0.00 0.000 >= 13.000 0 0.00 0.000 Total 1,147 371,179,802.18 100.000

EX-99.2 (logo) CLAYTON SASCO 2007-BC1 Credit Risk Management Report September 2007 (C) 2007 Clayton Fixed Income Services Inc. All rights reserved (page) The information contained in this Report is based upon a specific point in time and reflects performance solely through that point in time. It does not forecast the performance of the portfolio in the future. The information in this Report is not investment advice concerning a particular portfolio or security, and no mention of a particular security in this Report constitutes a recommendation to buy, sell, or hold that or any security. The Report is based upon information provided to Clayton Fixed Income Services Inc. by third parties and therefore Clayton Fixed Income Services Inc. cannot, and does not, warrant that the information contained in this Report is accurate or complete. (page) Table of Contents Section One Executive Summary Section Two Loan-Level Report Section Three Prepayment Penalty Analysis Section Four Mortgage Insurance Report Section Five Loss Analysis Section Six Analytics (page) Section One Executive Summary (page) SASCO 2007-BC1 Executive Summary September 2007 Transaction Summary

Collateral Summary

Closing Date As of 89/25/2007 89/25/2007 Balance as Percentage of Closing Date Balance Collateral Balance $1,212,065,010 $1,~~100~~093,~~665~~115,~~864~~661 90.8018 % Loan Count 5,069 4,~~604~~563 90.8302 % 0 OTS Method: A current loan becomes 30 days delinquent if the scheduled payment is not made by the close of business on the corresponding day of the following month. Similarly for 60 days delinquent and the second immediately succeeding month and 90 days delinquent and the third immediately succeeding month.

(page) Value Added

Total Value Added for SASCO 2007-BC1 as of 89/25/2007 Issues Amount Recovered 0 $0

Collateral Statistics

Loan Count Summed Balance First Payment Defaults 2 $532,200 Early Payment Defaults* 6354 $1615,~~853~~869,~~145~~436 * A default that occurs on the second or third scheduled payment.

Second Lien Statistics Loan Count Summed Balance Total Outstanding Second Lien Loans ~~167~~161 $10,~~905~~422,~~642~~296 30+ Days Delinquent 93 $~~579~~252,~~129~~425 60+ Days Delinquent 67 $~~511~~464,~~016~~028 90+ Days Delinquent 13 $1,~~206~~237,~~415~~035

Prepayments

Remittance Date Beginning Collateral Balance Total Prepayments Percentage of Prepayment 89/25/2007 $1,~~111~~100,~~577~~665,~~324~~834 $107,~~512~~152,~~221~~059 0.9464 78/25/2007 $1,~~124~~111,~~171~~577,~~336~~324 $1210,~~192~~512,~~704~~221 10.0894 67/25/2007 $1,~~138~~124,~~157~~171,~~186~~336 $1312,~~582~~192,~~652~~704 1.1908

Prepayment Penalty Analysis For each remittance, Clayton reconciles the prepayment penalties that are collected by the servicers and remitted to the trust to ensure all appropriate funds are passed to the certificateholders. Please refer to the Prepayment Penalty Analysis section of this report for details regarding paid-off loans with prepayment penalty flags. The table below provides a summary of Clayton's reconciliation for this remittance.

Total Cash Flows Remittance Date Amount Remitted to the Amount Remitted by the Trust Servicers Difference 89/25/2007 $~~119~~87,~~100~~439 $~~119~~87,~~100~~439 $0

(page) Mortgage Insurance Clayton actively monitors mortgage insurance (MI) coverage for this deal. Each month, loans with MI are reviewed to ensure that the servicer has followed the appropriate claim filing process, that appropriate claims are paid, and that appropriate proceeds are remitted to the trust. The Mortgage Insurance Watchlist consists of all claims pending for 60+ days. Clayton monitors these claims to ensure that the servicer and MI company are proceeding to resolve the pending claims. Clayton also reviews each coverage rescission to ensure the findings were warranted and disputes them if discrepancies are found. Please refer to the Mortgage Insurance Report section for information regarding MI coverage for this deal. Loss Analysis Loss Issues for Current Month For each remittance, Clayton analyzes each loan-level loss to ensure that the accurate amount of sale, MI, and hazard insurance proceeds are remitted to the trust. We also review these losses to ensure servicing advances, such as escrow advances and foreclosure fees, are reasonable. If any discrepancies are identified, Clayton actively pursues the servicer to mitigate the loss. Please refer to the Loss Analysis section of this report for details regarding losses to the security. Below is a summary of the losses passed through in this remittance.

Loss Summary Remittance Losses Remitted to the Trust Number of Loan-Level Losses/Gains 89/25/2007 $~~226~~525,~~572~~250 310

(page) Section Two Loan-Level Report (page) Loan-Level Report Definitions * FICO(R):: Represents the borrower's credit score at the time of securitization/origination. * Last Paid Date: Either the interest paid-through date or the last contractually due payment made by the borrower. Clayton Fixed Income Services Inc. uses this date to calculate delinquencies. * Valuation: Represents what is believed to be the most accurate known value of a property based on Clayton Fixed Income Services Inc.'s internal formulas. Several value appraisals may exist for a property, yet only what is believed to be the most accurate value according to these formulas is shown on the report. When no value is available, a valuation known as an "internal estimate" is calculated according to an internal formula that adjusts the original value of the property by the Housing Price Index (HPI) and a discount based on credit class. * Liquidation Date: Clayton Fixed Income Services Inc.'s internal estimate of the date on which the loan will liquidate if it proceeds through foreclosure and REO. This date takes into consideration servicing and state foreclosure timelines, as well as an estimated REO marketing period. * Estimated Loss/(Gain): Clayton Fixed Income Services Inc.'s internal estimate of the loss (or gain) that the loan will experience if it liquidates on the Liquidation Date. * Delinquency Status: Indicates the monthly payment and delinquency history for an individual loan. The right-most character specifies the last known delinquency status, according to the following: * C The contractually due payment arrived on time. * 3 The contractually due payment has not arrived within thirty days. * 6 The contractually due payment has not arrived within sixty days. * 9 The contractually due payment has not arrived within ninety days. * F The property is in the process of foreclosure. * R The property is real estate owned (REO). * 0 The mortgage has either liquidated or been paid off. * OTS Delinquency Method: A current loan becomes 30 days delinquent if the scheduled payment is not made by the close of business on the corresponding day of the following month. * MBA Delinquency Method: A current loan becomes 30 days delinquent if the scheduled payment is not made by the close of business on the last day of the month in which the payment was due. (page) SASCO 2007-BC1 Loan-Level Report Mortgage Data Through: August 31, 2007 Watchlist

Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO Last Paid Dt. Valuation Date Current Value Current Bal. 9261869 1 LA 1/1/2007 BPO $315,000 $252,000 558 4/1/2007 04/09/2007 $105,000 $251,429 (continued) OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss* Status 9261869 80% 7681.1936% 105/1/~~2008~~2009 $~~192~~205,~~015~~032 ~~C366936~~C3669369 239% Active - Pay Plan Default Reason: (Unknown) 9/20/2007 A BPO was performed on 4/9/2007 valuing the property at $105,000. An appraisal dated 4/23/2007 valued the property at $225,000. The BPO used comparables that were close in proximity; however, the appraisal used comparables that were further away due to the rural location of the property. Clayton reviewed both valuations, and agrees with the $225,000 value. Additionally, the borrower entered a payment plan on 8/30/2007. Clayton will continue to monitor the status of this loan. 8/31/2007 According to Clayton's records, a BPO was performed on 4/9/2007, returning a value of $105,000 for the property securing this loan. We requested the property valuations from the servicer, and received a BPO dated 4/23/2007 that returned a property value of $225,000, but did not receive a copy of the 4/9/2007 BPO. Clayton asked the servicer to advise if a BPO was performed on 4/9/2007 that valued the property at $105,000, and to update their system if this was an error. We will update accordingly. 7/17/2007 Clayton received copies of the requested valuations, and will research further into the value decline. Additionally, the payment plan seems to be working. Clayton will continue to monitor the status of the payment plan. 6/22/2007 A BPO dated 04/09/2007 showed a value change of $210,000, a 67 percent decline. Clayton requested that the servicer forward a copy of the original appraisal and updated valuation in order to research the decline in value. The borrower entered a payment plan on 3/30/2007, and Clayton will monitor for future payments. 6/4/2007 This loan is an early payment default. Clayton will continue to monitor this loan for the servicer's loss mitigation strategy.

Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO Last Paid Dt. Valuation Date Current Value Current Bal. ~~9261317~~9261877 1 MAVA 111/1/~~2006~~2007 BPO $~~410~~585,000 $~~328~~585,000 ~~664~~627 123/1/~~2006~~2007 06/26/2007 $~~210~~440,000 $~~327,428~~0 (continued) OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss* Status ~~9261317~~9261877 80100% 5039.7696% 68/131/~~2008~~2007 $~~166,509~~0 ~~C3699FF~~CCCC3690 ~~156~~0% Active Default Reason: (Unknown) 810/312/2007 ~~After~~Clayton ~~comparing~~reviewed the original appraisal toand ~~the 6/26/2007~~ BPO, ~~the~~and ~~property~~determined ~~decline~~that ~~seems~~the tooriginal beappraisal ~~caused~~was byinflated. ~~excessive~~It ~~deferred~~appears ~~maintenance~~that ~~and declining market values in~~ the ~~area.~~buyer ~~There~~received isa ~~not~~loan ~~enough~~for ~~evidence~~much tomore ~~determine~~then if the ~~original~~property ~~appraisal~~ was ~~inflated~~worth. ~~This~~Additionally, ~~property~~many isof the comparables were located in ~~Massachusetts,~~ a ~~state~~historic ~~with~~area, awhile ~~four~~the ~~month~~subject ~~estimated~~was ~~foreclosure timeline~~not. Clayton ~~will~~was ~~continue~~in tothe ~~monitor~~process ~~this~~of ~~loan~~building ~~through~~a ~~the~~case ~~foreclosure~~for ~~and~~repurchase; ~~marketing~~however, ~~process.~~this ~~7/18/2007~~loan ~~According~~was torepurchased in the 69/2625/2007 ~~BPO,~~distribution. ~~the~~10/1/2007 ~~property~~This ~~securing this~~ loan was ~~valued~~repurchased atin ~~$210,000,~~the a9/25/2007 ~~$200,000~~distribution ~~or 49 percent decline in value~~period. 9/18/2007 Clayton ~~obtained~~received the ~~original~~requested ~~appraisal~~valuations, and ~~requested~~is ~~the 6/26/2007 BPO~~ in ~~order~~the toprocess ~~further~~of ~~investigate~~researching the value decline. ~~Additionally,~~We ~~this~~will ~~loan~~update ~~is a first payment default~~accordingly. ~~Clayton~~7/17/2007 ~~will~~A ~~see~~BPO ifdated ~~this~~6/26/2007 ~~loan~~valued ~~violates~~ the ~~deal~~property ~~documents~~at $440,000, ~~and~~a ~~if so~~$145,000 ~~look~~decline in tovalue ~~submitting~~from the ~~loan~~original ~~for repurchase~~appraisal. ~~6/22/2007~~Clayton ~~According~~requested toa ~~the~~copy ~~servicer's system, foreclosure appears to be underway as~~ of ~~06/22/2007. Clayton will monitor~~ the ~~foreclosure~~original ~~process.~~appraisal * The estimated loss includes estimated mortgage insurance proceeds where applicable and ~~in addition if~~ the ~~loan~~updated ~~has~~BPO ~~been~~from ~~liquidated this reflects~~ the ~~actual~~servicer ~~loss~~in ~~that~~order ~~has been passed~~ to research the ~~trust~~value decline.

~~Total~~Lien ~~Cash~~State ~~Flows~~First ~~Trustee~~Pmt. ~~Remittance~~Valuation ~~Date~~Orig. ~~8/25/2007~~Appr. ~~7/25/2007~~Orig ~~6/25/2007~~ Amount ~~Remitted~~Loan toNumber ~~the~~Group ~~Trust~~FICO ~~$119,100~~Last ~~$143,526 $151,127 Amount Remitted by the Servicers $119,100 $143,526 $151,127 Difference $0 $0 $0 Total Collections by the Servicers Total~~ Paid ~~Off~~Dt. ~~Loans~~Valuation 44Date 50Current 69Value ~~Total~~Current ~~Paid~~Bal. ~~Off~~9261925 ~~Loans With Prepayment Flags 22 21 24 Exceptions Expired Prepayment Clauses (as stated in the Note)~~ 1 2FL ~~0 Liquidated out of REO Status 0 0 0 Acceleration of Debt~~ 2 0 /1/2007 ~~Loss~~BPO ~~Mitigation~~$200,000 ~~(Short Sales~~$156,200 ~~Charge~~613 ~~Offs)~~ 1 ~~0 0 Documentation Issues Preventing the Collection of Prepayment Penalties 0 0 0 Other - Actions Preventing the Collection of Prepayment Penalties 0 0~~ /1 Total Paid-Off Loans with Active Prepayment Flags 18 19 22 Other Exceptions Paid-Off Loans that Did Not Have Penalties Collected because of State Statutes 0 0 0 Paid-Off Loans with Active Prepayment Flags that Did Not Have Penalties Remitted 0 0 0 Aggregate Paid-Off Loans Loans with Active Prepayment Flags with Penalties Remitted 18 19 22 Loans without Prepayment Flags or with Expired Flags with Penalties Remitted 0 0 0 Total Loans with Penalties Remitted 18 19 22 Total Loans with Penalties Remitted to the Total Paid-Off Loans 40.91 % 38.00 % 31.88 % Penalties Remitted for loans with Active Prepayment Flags 100.00 % 100.00 % 100.00 % (continued) Total Cash Flows Trustee Remittance Date 5/~~25/~~2007 404/2524/2007 ~~3/25/2007 Amount Remitted to the Trust~~ $94200,~~370~~000 $72156,~~932~~200 ~~$68,651~~(continued) ~~Amount~~OLTV ~~Remitted~~Severity byLiq. ~~the~~Date ~~Servicers~~Delinquency ~~$94,370~~Loan ~~$72,932~~Number ~~$68,651~~CLTV ~~Difference~~MI $0Type $0Coverage $0Est ~~Total Collections by the Servicers Total Paid Off Loans 41 43 183 Total Paid Off Loans With Prepayment Flags 16 12 114 Exceptions Expired Prepayment Clauses~~ (~~as stated in the Note~~Gain)/Loss* ~~0 0 0 Liquidated out of REO~~ Status 09261925 078% 0-3.70% ~~Acceleration~~6/1/2008 ~~of Debt 0 0 0 Loss Mitigation~~ (~~Short Sales~~$5, ~~Charge Offs~~783) 0CC36FFF9 078% 0Active ~~Documentation~~- ~~Issues~~Pay ~~Preventing~~Plan ~~the~~Default ~~Collection~~Reason: of(Unknown) ~~Prepayment~~9/20/2007 ~~Penalties~~According 0to 0servicer 0data, ~~Other - Actions Preventing~~ the ~~Collection~~borrower ofentered ~~Prepayment~~a ~~Penalties~~payment 0plan 0on ~~105~~8/17/2007. ~~Total~~Clayton ~~Paid-Off~~will ~~Loans~~continue ~~with~~to ~~Active~~monitor ~~Prepayment~~this ~~Flags~~loan 16to 12see 9if ~~Other~~payments ~~Exceptions~~are ~~Paid-Off~~made ~~Loans~~on ~~that~~this ~~Did~~plan. ~~Not~~If ~~Have~~no ~~Penalties~~payments ~~Collected~~are ~~because~~made, ofClayton ~~State~~will ~~Statutes~~monitor ~~0 0 0 Paid-Off Loans with Active Prepayment Flags~~ that ~~Did~~the ~~Not~~foreclosure ~~Have~~process ~~Penalties~~continues. ~~Remitted~~6/29/2007 0This 0loan 0entered ~~Aggregate~~into ~~Paid-Off~~foreclosure ~~Loans~~status ~~Loans~~on ~~with~~05/24/2007. ~~Active~~Florida ~~Prepayment~~has ~~Flags~~a ~~with~~five ~~Penalties~~month ~~Remitted~~foreclosure 16timeline, 12Clayton 9will ~~Loans~~continue ~~without~~to ~~Prepayment~~monitor ~~Flags~~this orloan ~~with~~to ~~Expired~~see ~~Flags~~that ~~with~~a ~~Penalties~~foreclosure ~~Remitted~~sale 0is 0scheduled 0in ~~Total~~a ~~Loans~~timely ~~with~~manner. ~~Penalties~~6/4/2007 ~~Remitted~~This 16loan 12is 9an ~~Total~~early ~~Loans~~payment ~~with Penalties Remitted to the Total Paid-Off Loans 39~~default.02 %Clayton ~~27.91~~will %continue ~~4.92~~to %monitor ~~Penalties~~this ~~Remitted~~loan for ~~loans~~the ~~with~~servicer's ~~Active~~loss ~~Prepayment~~mitigation ~~Flags 100~~strategy.~~00% 100.00% 100.00 %~~

~~Loan~~Lien ~~Origination~~State ~~Years~~First toPmt. ~~Expiration~~Valuation ~~Number~~Orig. ~~State~~Appr. ~~Delinquency~~Orig ~~History~~Amount ~~Date~~Loan ~~Expiration~~Number ~~Date~~Group ~~9257887~~FICO CALast ~~C369990~~Paid ~~10/13/2006~~Dt. 2Valuation ~~10/13/2008~~Date ~~9257994~~Current FLValue ~~CCC36F0~~Current ~~11/7/2006~~Bal. 29258643 ~~11/07/2008~~1 ~~9258616~~OR ~~WA CC36FF0 11~~1/1/~~2006~~2007 3BPO ~~11/01/2009~~$535,000 ~~9260018~~$428,000 CA639 ~~CCCCCCC 11~~1/61/~~2006~~2007 ~~1 11~~04/0617/2007 ~~9261074~~$390,000 VA$427,785 ~~CCCCCC0~~(continued) ~~6/7/2006~~OLTV 2Severity ~~06/07/2008~~Liq. ~~9257676~~Date CADelinquency ~~CCCCCC0~~Loan ~~10/19/2006~~Number 2CLTV ~~10/19/2008~~MI ~~9258139~~Type CACoverage ~~CCCCCCC~~Est 10(Gain)/~~20/2006~~Loss* 2Status ~~10/20/2008~~9258643 ~~9257811~~80% CA28.48% ~~CCCCCCC 10~~5/251/~~2006~~2008 2$121,925 ~~10/25/2008~~CC36FFFF ~~9259144~~110% VAActive ~~CCCCCC0~~Default ~~10/26/2006~~Reason: 2(Unknown) 10/262/~~2008~~2007 ~~9258460~~Clayton HIreviewed ~~CCCCCC0~~the ~~10/30/2006~~servicer's 2value ~~10/30/2008~~reconciliation ~~9261482~~document, WAand ~~CCCCCC0~~it ~~11/9/2006~~appears 2that ~~11/09/2008~~there ~~9259716~~is VAevidence ~~CCCCCCC~~of ~~11/9/2006~~fraud 2upon ~~11/09/2008~~origination. ~~9258212~~The CAcomparables ~~CCCCCCC~~were ~~11/21/2006~~two 2and ~~11/21/2008~~three ~~9261271~~miles WIaway ~~CCCCCC0~~from ~~1/23/2006~~the 3subject, ~~01/23/2009~~which ~~9261040~~is PAunreasonable ~~CCCCC30~~given ~~5/26/2006~~the 3fact ~~05/26/2009~~that ~~9257283~~this CAis ~~CCCCCC0~~a ~~10/26/2006~~condominium. 3The ~~10/26/2009~~reconciliation ~~9257812~~also CAstated ~~CCCCCC0~~that ~~10/26/2006~~remodeling 3of ~~10/26/2009~~a ~~9257079~~1,563 CAsquare ~~CCCCCC0~~foot ~~11/7/2006~~home 3will ~~11/07/2009~~not ~~9259499~~increase DCa ~~CCCCCC0~~condo's ~~11/8/2006~~value 3by ~~11/08/2009~~$152,000 ~~9258787~~in CAsix ~~CCCCCC0~~months ~~11/9/2006~~in 3that ~~11/09/2009~~market. ~~9261678~~Clayton ALrequested ~~CCCCCCC~~the ~~11/22/2006~~original 3appraisal ~~11/22/2009~~and ~~(continued)~~most %recent ofvaluation ~~PPP~~in order to ~~Loan~~further ~~Payoff~~investigate ~~Payoff~~the ~~Number~~value ~~Amount~~decline, ~~PPP~~and ~~Remitted~~to ~~Amount~~explore ~~Comments~~this ~~9257887~~loan ~~$121,536~~as $0a 0%repurchase ~~Liquidated~~candidate. ~~through~~We ~~charge~~will ~~off~~update ~~9257994~~accordingly. ~~$337,021~~7/17/2007 $0This 0%loan ~~Liquidated~~is ~~out~~being ofadded ~~foreclosure~~to ~~status~~the ~~9258616~~Watchlist ~~$134,939~~due $0to 0%the ~~Liquidated~~high ~~out~~value ofdecline. ~~foreclosure~~The ~~status~~BPO ~~9260018~~dated ~~$224,486~~4/17/2007 ~~$7,266~~valued 3%the ~~9261074~~property ~~$141,155~~at $2390,~~823 2% 9257676 $345~~000,~~982~~ ~~$11,057~~a ~~3% 9258139~~ $~~178~~145,~~778~~000 ~~$5,395~~decline 3%in ~~9257811~~value ~~$107,417~~since ~~$3,956~~origination. 4%Clayton ~~9259144~~requested ~~$139,672~~a ~~$4,707~~copy 3%of ~~9258460~~the ~~$488,889~~reconciliation ~~$11,438~~documents 2%in ~~9261482~~order ~~$263,400~~to ~~$8,296~~further 3%investigate ~~9259716~~the ~~$274,078~~value ~~$10,359~~decline 4%and ~~9258212~~will ~~$244,279~~update ~~$7,037~~accordingly. 3%6/25/2007 ~~9261271~~According ~~$117,325~~to ~~$1,845~~the 2%5/31/2007 ~~9261040 $139~~data,~~205~~ ~~$4,990~~this 4%loan ~~9257283~~is ~~$267,278~~in ~~$6,092~~active 2%loss ~~9257812 $279~~mitigation,~~432~~ ~~$7,268~~and 3%the ~~9257079~~first ~~$337,588~~due ~~$9,042~~date 3%on ~~9259499~~the ~~$268,153~~payment ~~$7,936~~plan 3%was ~~9258787~~5/2/2007. ~~$170,598~~Clayton ~~$4,777~~will 3%continue ~~9261678~~to ~~$91,660~~monitor ~~$4,816~~this 5%loan.

(page) Section Three Prepayment Penalty Analysis (page) SASCO 2007-BC1 Prepayment Penalty Analysis Trustee Remittance Date: September 25, 2007

(page) SASCO 2007-BC1 Paid-Off Mortgages With Prepayment Flags Trustee Remittance Date: September 25, 2007

(page) SASCO 2007-BC1 Additional Funds Remitted Trustee Remittance Date: September 25, 2007

(page) Section Four Mortgage Insurance Report (page) SASCO 2007-BC1 Mortgage Insurance Claim Summary Mortgage Data Through: August 31, 2007

(page) Section Five Loss Analysis (page) SASCO 2007-BC1 Historical Monthly Losses Losses Through: August 31, 2007

Date Loan Loss Amount Loss Percentage 9/25/2007 $525,249.78 0.04% 8/25/2007 $226,571.97 0.02% 7/25/2007 $57,757.03 0.00% 6/25/2007 $0.00 0.00% 5/25/2007 $0.00 0.00% 4/25/2007 $0.00 0.00% 3/25/2007 $0.00 0.00% 2/25/2007 $0.00 0.00% Totals: $~~284~~809,~~329~~578.0078 0.0207% * The loss percentage is a calculation of the total monthly loss as a percentage of the original balance of the security.

(page) SASCO 2007-BC1 Loss Reconciliation Report Trustee Remittance Date: September 25, 2007

Remittance Statement Summary 89/25/2007 $~~226~~525,~~572~~250 Loan-Level Losses: $~~226~~524,~~572~~014 Subsequent Losses: $01,236 Subsequent Gains: $0 Monthly Security Loss: $~~226~~525,~~572~~250 Losses Remitted: $~~226~~525,~~572~~250 Difference: $0

Loan-Level Loss Report

Loan Number Loss Loan Number Loss Loan Number Loss ~~9257887~~9257080 $~~126~~79,~~993~~278 ~~9257994~~9257112 $9668,~~890~~989 ~~9258616~~9257460 $253,~~689~~487 9257557 $20,763 9257926 $83,614 9258846 $106,782 9260205 $111,101 Loan-Level Loss Report Total: $~~226~~524,~~572~~014 Loan Number Loss Loan Number Loss Loan Number Loss 9257572 $35 9257887 $1,139 9258616 $62 Subsequent Losses Total: $1,236

(page) SASCO 2007-BC1 Loss Report Losses Through: August 31, 2007

~~Lien~~Origination ~~Prop.~~Original ~~Type~~Amount ~~State Orig. Date Valuation Orig. Value~~ Loan Number ~~Pos~~State ~~Loan~~Date ~~Type~~Original ~~FICO~~LTV ~~OLTV~~Original ~~Valuation~~Appraisal ~~Date~~Loss ~~Current~~Loss ~~Value~~Severity ~~9257994~~September 125, ~~Planned~~2007 ~~Unit~~9257080 FLCA 11/78/2006 ~~BPO~~20% $~~375~~75,~~000~~580 ~~Development~~$79,277.76 ~~Cash~~104.89% ~~Out~~$380,000 ~~Refinance~~9257112 ~~619~~CA ~~90% 06/~~11/~~2007~~22/2006 20% $~~280~~66,000 ~~LIPD Actual Loss Liquidation Date Loan Number Orig~~$68,989.38 ~~Balance Doc~~104.53% ~~Level~~$330,000 ~~Loss~~9257460 ~~Liquidation~~CA ~~Method~~11/14/2006 ~~Delinquency~~20% ~~9257994~~ $~~337~~51,~~500~~000 ~~2/1/2007~~ $9653,~~889~~487.6337 ~~7/17/2007 CCC36F0 Full 28~~104.7188% ~~Short~~$255,000 ~~Sale/Refinance~~9257557 ~~Default~~VA ~~Reason: (Unknown) 8~~11/317/~~2007~~2006 A74% ~~loss of~~ $96,~~890~~000 $20,762.53 a21.63% ~~severity of 29 percent~~$130,000 ~~was~~9257926 ~~passed~~DC ~~through to the trust in the 8~~11/252/~~2007~~2006 ~~distribution.~~20% ~~This~~$80,000 ~~property liquidated through a short sale that resulted in sales proceeds of~~ $~~253~~83,~~572~~613.92 ~~The~~104.52% ~~unpaid~~$400,000 ~~principal~~9258846 ~~balance~~CA at10/30/2006 ~~liquidation~~20% ~~was~~ $~~337~~102,~~382.~~000 ~~The loss can be attributed in part to the~~ $11106,~~213~~781.64 ~~in interest advanced by the servicer~~104.69% ~~Additionally~~$510,000 ~~according~~9260205 toCA ~~the 6~~10/1116/~~2007~~2006 ~~appraisal~~20% of $~~280~~106,000 $111,101.39 ~~the~~104.81% ~~property declined in value~~ $95530,000, orMonthly 25Total: ~~percent~~$524,013.99 ~~This loan was not covered by mortgage insurance~~90.88%

(page) Section Six Analytics (page) SASCO 2007-BC1 FICO Distribution by Status Mortgage Data Through: August 31, 2007

~~Origination~~FICO ~~Orginal~~Delinquency ~~Amount~~Percentage ~~Loan~~500 ~~Number~~Current ~~State~~0.004 ~~Date~~500 ~~Orginal~~Delinquent ~~LTV~~0.005 ~~Original~~500 ~~Appraisal~~Paid ~~Loss~~Off ~~Loss~~0.006 ~~Severity~~510 ~~August~~Current ~~25,~~0.016 ~~2007~~510 ~~9257887~~Delinquent CA0.016 ~~10/13/2006~~510 ~~20%~~Paid ~~$122,000~~Off ~~$126,993~~0.1902 ~~104~~520 Current 0.09018 %520 $Delinquent 0.025 520 Paid Off 0.036 530 Current 0.019 530 Delinquent 0.023 530 Paid Off 0.02 540 Current 0.019 540 Delinquent 0.03 540 Paid Off 0.036 550 Current 0.03 550 Delinquent 0.046 550 Paid Off 0.034 560 Current 0.037 560 Delinquent 0.03 560 Paid Off 0.04 570 Current 0.03 570 Delinquent 0.05 570 Paid Off 0.046 580 Current 0.046 580 Delinquent 0.055 580 Paid Off 0.06 590 Current 0.051 590 Delinquent 0.064 590 Paid Off 0.054 600 Current 0.069 600 Delinquent 0.082 600 Paid Off 0.06 610~~,000~~ ~~9257994~~Current FL0.086 ~~11/7/2006~~610 ~~90%~~Delinquent ~~$337,500~~0.098 ~~$96,889~~610 Paid Off 0.63062 28620 Current 0.71082 %620 ~~$375,000~~Delinquent ~~9258616~~0.089 WA620 ~~11/1/2006~~Paid ~~80%~~Off ~~$136,000~~0.086 ~~$2,689~~630 Current 0.15078 1630 Delinquent 0.98066 %630 ~~$171,000~~Paid ~~Monthly~~Off ~~Total:~~0.074 ~~$226~~640 Current 0.078 640 Delinquent 0.08 640 Paid Off 0.066 650 Current 0.076 650 Delinquent 0.096 650 Paid Off 0.048 660 Current 0.061 660 Delinquent 0.041 660 Paid Off 0.036 670 Current 0.044 670 Delinquent 0.032 670 Paid Off 0.048 680 Current 0.037 680 Delinquent 0.023 680 Paid Off 0.03 690 Current 0.03 690 Delinquent 0.016 690 Paid Off 0.022 700 Current 0.022 700 Delinquent 0.007 700 Paid Off 0.038 710 Current 0.016 710 Delinquent 0.009 710 Paid Off 0.008 720 Current 0.011 720 Delinquent 0.007 720 Paid Off 0.028 730 Current 0.009 730 Delinquent 0.009 730 Paid Off 0.014 740 Current 0.008 740 Paid Off 0.012 750 Current 0.008 750 Paid Off 0.004 760 Current 0.003 760 Delinquent 0.005 760 Paid Off 0.002 770 Current 0.003 770 Paid Off 0.006 780 Current 0.004 780 Paid Off 0.002 790 Current 0.002 800 Current 0.002 810 Current 0 Status # of Loans Average Std. Deviation Current 4,~~571~~131 624 53.97947 38Delinquent 439 610 47.0574 %Paid Off 499 617 58.08 Total: 5,069

(page) SASCO 2007-BC1 Loan-to-Value Distribution by Status Mortgage Data Through: August 31, 2007

~~FICO~~LTV Delinquency Percentage ~~500 Current~~ 0.~~004~~1 ~~500 Delinquent 0.008 500 Paid Off 0.004 510~~ Current 0.~~016~~001 ~~510 Delinquent~~ 0.~~024~~2 ~~510 Paid Off 0.022 520~~ Current 0.~~019~~036 ~~520 Delinquent~~ 0.~~029~~2 ~~520~~ Paid Off 0.~~031~~064 ~~530 Current~~ 0.022 ~~530~~ Delinquent 0.~~013~~055 ~~530 Paid Off~~ 0.~~018~~3 ~~540 Current 0.02 540 Delinquent 0.034 540~~ Paid Off 0.~~033~~004 ~~550 Current~~ 0.033 ~~550 Delinquent 0.05 550 Paid Off 0.035 560~~ Current 0.~~037~~007 ~~560 Delinquent~~ 0.~~024~~3 ~~560 Paid Off 0.039 570 Current 0.03 570~~ Delinquent 0.~~045~~002 ~~570 Paid Off~~ 0.~~046~~4 ~~580 Current 0.046 580 Delinquent 0.069 580~~ Paid Off 0.~~057~~022 ~~590 Current~~ 0.~~051~~4 ~~590~~ Delinquent 0.~~069~~007 ~~590 Paid Off~~ 0.~~057~~4 ~~600~~ Current 0.~~071~~013 ~~600 Delinquent~~ 0.~~069~~5 ~~600 Paid Off 0.059 610 Current 0.086 610~~ Delinquent 0.~~101~~016 ~~610 Paid Off~~ 0.~~057~~5 ~~620~~ Current 0.~~082~~034 ~~620 Delinquent~~ 0.~~082~~5 ~~620~~ Paid Off 0.~~092~~052 ~~630 Current~~ 0.~~077~~6 ~~630 Delinquent 0.072 630 Paid Off 0.077 640~~ Current 0.~~079~~047 ~~640 Delinquent~~ 0.~~066~~6 ~~640~~ Paid Off 0.~~066~~084 ~~650 Current~~ 0.~~076~~6 ~~650~~ Delinquent 0.~~103~~021 ~~650 Paid Off~~ 0.~~046~~7 ~~660 Current 0.06 660 Delinquent 0.032 660~~ Paid Off 0.~~039~~118 ~~670 Current~~ 0.~~043~~7 ~~670 Delinquent 0.032 670 Paid Off 0.053 680~~ Current 0.~~036~~102 ~~680 Delinquent~~ 0.~~032~~7 ~~680 Paid Off 0.029 690 Current 0.03 690~~ Delinquent 0.~~013~~068 ~~690 Paid Off~~ 0.~~022~~8 ~~700 Current 0.022 700 Delinquent 0.005 700~~ Paid Off 0.~~042~~289 ~~710 Current~~ 0.~~016~~8 ~~710~~ Delinquent 0.~~005~~36 ~~710 Paid Off~~ 0.~~009~~8 ~~720~~ Current 0.~~011~~316 ~~720 Delinquent~~ 0.~~011~~9 ~~720~~ Paid Off 0.~~026~~218 ~~730 Current~~ 0.~~009~~9 ~~730~~ Delinquent 0.~~005~~292 ~~730 Paid Off~~ 0.~~015~~9 ~~740~~ Current 0.~~007~~299 ~~740~~1 ~~Paid Off 0.013 750 Current 0.008 750 Paid Off 0.002 760 Current 0.003 760~~ Delinquent 0.~~005~~18 ~~760~~1 Paid Off 0.~~002~~148 ~~770~~1 Current 0.~~003~~146 ~~770 Paid Off 0.007 780 Current 0.004 780 Paid Off 0.002 790 Current 0.002 800 Current 0.002 810 Current 0~~ Status # of Loans Average Std. Deviation Current 4,~~236~~131 ~~623~~0.817 530.~~875~~137 Delinquent ~~377~~439 ~~609~~0.843 480.~~689~~117 Paid Off ~~456~~499 ~~619~~0.801 570.~~708~~154 Total: 5,069

(page) SASCO 2007-BC1 Balance Distribution by Status Mortgage Data Through: August 31, 2007

~~LTV~~Balance Delinquency Percentage 20000 Current 0.1002 30000 Current 0.~~001~~007 30000 Delinquent 0.2005 40000 Current 0.009 40000 Delinquent 0.011 50000 Current 0.015 50000 Delinquent 0.016 60000 Current 0.018 60000 Delinquent 0.007 70000 Current 0.023 70000 Delinquent 0.007 80000 Current 0.022 80000 Delinquent 0.027 90000 Current 0.023 90000 Delinquent 0.03 100000 Current 0.028 100000 Delinquent 0.03 110000 Current 0.032 110000 Delinquent 0.027 120000 Current 0.033 120000 Delinquent 0.043 130000 Current 0.036 130000 Delinquent 0.036 140000 Current 0.033 140000 Delinquent 0.027 150000 Current 0.035 150000 Delinquent 0.203 ~~Paid~~160000 ~~Off~~Current 0.~~057~~034 160000 Delinquent 0.203 170000 Current 0.037 170000 Delinquent 0.~~074~~032 180000 Current 0.3034 ~~Paid~~180000 ~~Off~~Delinquent 0.~~004~~021 190000 Current 0.3031 190000 Delinquent 0.036 200000 Current 0.~~006~~037 200000 Delinquent 0.3027 210000 Current 0.028 210000 Delinquent 0.~~003~~036 220000 Current 0.4036 ~~Paid~~220000 ~~Off~~Delinquent 0.021 230000 Current 0.028 230000 Delinquent 0.03 240000 Current 0.023 240000 Delinquent 0.032 250000 Current 0.03 250000 Delinquent 0.018 260000 Current 0.4024 260000 Delinquent 0.~~008~~027 270000 Current 0.4029 270000 Delinquent 0.018 280000 Current 0.023 280000 Delinquent 0.016 290000 Current 0.016 290000 Delinquent 0.011 300000 Current 0.02 300000 Delinquent 0.023 310000 Current 0.02 310000 Delinquent 0.021 320000 Current 0.013 320000 Delinquent 0.5021 330000 Current 0.013 330000 Delinquent 0.~~019~~018 340000 Current 0.5013 340000 Delinquent 0.014 350000 Current 0.017 350000 Delinquent 0.011 360000 Current 0.013 360000 Delinquent 0.034 370000 Current 0.5012 ~~Paid~~370000 ~~Off~~Delinquent 0.~~048~~014 380000 Current 0.6012 380000 Delinquent 0.014 390000 Current 0.~~047~~008 390000 Delinquent 0.6009 ~~Paid~~400000 ~~Off~~Current 0.~~086~~012 400000 Delinquent 0.6007 410000 Current 0.006 410000 Delinquent 0.~~024~~009 420000 Current 0.7008 ~~Paid~~420000 ~~Off~~Delinquent 0.~~118~~011 430000 Current 0.7005 430000 Delinquent 0.021 440000 Current 0.~~102~~008 440000 Delinquent 0.7002 450000 Current 0.008 450000 Delinquent 0.~~066~~014 460000 Current 0.8008 ~~Paid~~460000 ~~Off~~Delinquent 0.~~294~~005 470000 Current 0.8007 470000 Delinquent 0.~~353~~005 480000 Current 0.8006 480000 Delinquent 0.009 490000 Current 0.~~316~~004 490000 Delinquent 0.9005 ~~Paid~~500000 ~~Off~~Current 0.~~226~~007 500000 Delinquent 0.9009 510000 Current 0.005 510000 Delinquent 0.~~281~~002 520000 Current 0.9006 520000 Delinquent 0.016 530000 Current 0.~~298~~005 1530000 Delinquent 0.~~172~~002 1540000 ~~Paid~~Current ~~Off~~0.003 540000 Delinquent 0.~~149~~007 1550000 Current 0.~~147~~004 ~~Status~~550000 #Delinquent of0.011 ~~Loans~~560000 ~~Average~~Current ~~Std~~0.004 ~~Deviation~~570000 Current ~~4,236~~0.004 570000 Delinquent 0.~~817~~007 580000 Current 0.~~138~~005 580000 Delinquent ~~377~~0.002 590000 Current 0.~~846~~003 590000 Delinquent 0.~~118~~007 ~~Paid~~600000 ~~Off~~Current ~~456~~0.002 600000 Delinquent 0.~~802~~007 610000 Current 0.~~151~~002 610000 Delinquent 0.002 620000 Current 0.001 630000 Current 0.001 640000 Current 0.001 640000 Delinquent 0.002 650000 Current 0.002 650000 Delinquent 0.005 660000 Current 0 670000 Current 0.001 680000 Current 0.001 700000 Current 0 710000 Current 0 720000 Current 0.001 740000 Current 0 750000 Current 0 750000 Delinquent 0.002 830000 Current 0 830000 Delinquent 0.002 840000 Current 0 860000 Current 0 900000 Current 0 920000 Current 0 940000 Current 0 1000000 Current 0 1050000 Current 0 1190000 Current 0 1430000 Current 0 Status # of Loans Average Std. Deviation Current 4,131 237,894.99 139,707.80 Delinquent 439 255,124.81 144,952.82 Total: 54,~~069~~570

(page) SASCO 2007-BC1 Mortgage Type Distribution by Status Mortgage Data Through: August 31, 2007

~~Balance~~Mortgage Type Delinquency Percentage ~~20000~~Investment ~~Current~~Home ~~0.002 30000~~ Current 0.~~006~~075 ~~30000~~Investment ~~Delinquent~~Home ~~0.005 40000 Current 0.009 40000~~ Delinquent 0.~~011~~087 ~~50000~~Investment ~~Current~~Home ~~0.015~~Paid ~~50000~~Off ~~Delinquent~~ 0.~~019~~074 ~~60000~~Primary ~~Current~~Home ~~0.018 60000 Delinquent 0.005 70000~~ Current 0.~~021~~91 ~~70000~~Primary ~~Delinquent~~Home ~~0.016 80000 Current 0.022 80000~~ Delinquent 0.~~032~~893 ~~90000~~Primary ~~Current~~Home ~~0.024~~Paid ~~90000~~Off ~~Delinquent~~ 0.~~027~~908 ~~100000~~Second ~~Current~~Home ~~0.029 100000 Delinquent 0.034 110000~~ Current 0.~~032~~015 ~~110000~~Second ~~Delinquent~~Home ~~0.029 120000 Current 0.034 120000~~ Delinquent 0.034 130000 Current 0.036 130000 Delinquent 0.034 140000 Current 0.033 140000 Delinquent 0.027 150000 Current 0.035 150000 Delinquent 0.027 160000 Current 0.034 160000 Delinquent 0.029 170000 Current 0.037 170000 Delinquent 0.037 180000 Current 0.034 180000 Delinquent 0.021 ~~190000~~Second ~~Current~~Home ~~0.031~~Paid ~~190000~~Off ~~Delinquent~~ 0.~~037~~018 ~~200000~~Mortgage ~~Current~~Type ~~0.036~~Loan ~~200000~~Count ~~Delinquent~~Total ~~0.024~~Balance ~~210000 Current 0~~Avg.~~029~~ ~~210000~~Balance ~~Delinquent 0~~Std.~~034~~ ~~220000~~Deviation ~~Current~~ARM ~~0.035~~3,425 ~~220000 Delinquent 0~~787,615,593.~~024~~68 ~~230000 Current 0~~229,960.~~028~~76 ~~230000 Delinquent 0~~150,996.~~029~~42 ~~240000~~Fixed Current 0.025 240000 Delinquent 0.024 250000 Current 0.028 250000 Delinquent 0.024 260000 Current 0.023 260000 Delinquent 0.034 270000 Current 0.029 270000 Delinquent 0.027 280000 Current 0.023 280000 Delinquent 0.016 290000 Current 0.017 290000 Delinquent 0.008 300000 Current 0.02 300000 Delinquent 0.016 310000 Current 0.02 310000 Delinquent 0.024 320000 Current 0.013 320000 Delinquent 0.019 330000 Current 0.013 330000 Delinquent 0.021 340000 Current 0.013 340000 Delinquent 0.011 350000 Current 0.017 350000 Delinquent 0.011 360000 Current 0.013 360000 Delinquent 0.034 370000 Current 0.012 370000 Delinquent 0.011 380000 Current 0.012 380000 Delinquent 0.008 390000 Current 0.007 390000 Delinquent 0.011 400000 Current 0.012 400000 Delinquent 0.005 410000 Current 0.006 410000 Delinquent 0.008 420000 Current 0.008 420000 Delinquent 0.013 430000 Current 0.006 430000 Delinquent 0.019 440000 Current 0.008 450000 Current 0.008 450000 Delinquent 0.013 460000 Current 0.007 460000 Delinquent 0.005 470000 Current 0.007 470000 Delinquent 0.005 480000 Current 0.006 480000 Delinquent 0.011 490000 Current 0.004 490000 Delinquent 0.003 500000 Current 0.006 500000 Delinquent 0.013 510000 Current 0.005 520000 Current 0.006 520000 Delinquent 0.016 530000 Current 0.005 530000 Delinquent 0.003 540000 Current 0.003 540000 Delinquent 0.008 550000 Current 0.004 550000 Delinquent 0.011 560000 Current 0.004 570000 Current 0.004 570000 Delinquent 0.008 580000 Current 0.005 580000 Delinquent 0.005 590000 Current 0.003 590000 Delinquent 0.005 600000 Current 0.002 600000 Delinquent 0.005 610000 Current 0.003 620000 Current 0.001 630000 Current 0.001 640000 Current 0.001 640000 Delinquent 0.003 650000 Current 0.002 650000 Delinquent 0.005 660000 Current 0 670000 Current 0.001 680000 Current 0.001 700000 Current 0 710000 Current 0 720000 Current 0.001 740000 Current 0 750000 Current 0 750000 Delinquent 0.003 830000 Current 0 840000 Current 0 860000 Current 0 900000 Current 0 920000 Current 0 940000 Current 0 1000000 Current 0 1050000 Current 0 1190000 Current 0 1430000 Current 0 Status # of Loans Average Std. Deviation Current 41,~~236~~644 ~~237~~307,~~992.04 139~~128,~~887~~407.0266 ~~Delinquent 377 251~~186,~~095~~817.5777 ~~143~~147,~~523~~225.5354 Total: 45,~~613~~069 1,094,744,001.34

(page) SASCO 2007-BC1 Mortgage Term Distribution by Status Mortgage Data Through: August 31, 2007

Mortgage Term Delinquency Percentage ~~Investment~~0 ~~Home~~ Current 0.~~076~~003 ~~Investment~~0 ~~Home~~ Delinquent 0.~~066~~014 ~~Investment~~180 ~~Home~~ Paid Off 0.~~075~~066 ~~Primary~~180 ~~Home~~ Current 0.~~908~~04 ~~Primary~~180 ~~Home~~ Delinquent 0.~~915~~055 ~~Primary~~240 ~~Home~~Delinquent ~~Paid Off~~ 0.~~906~~002 ~~Second~~240 ~~Home~~ Current 0.~~016~~005 ~~Second~~360 ~~Home~~Current ~~Delinquent~~ 0.~~019~~952 ~~Second~~360 ~~Home~~ Paid Off 0.02934 ~~Mortgage~~360 ~~Type~~Delinquent ~~Loan~~0.929 ~~Count~~# ~~Total~~of ~~Balance~~Loans ~~Avg.~~Other ~~Balance~~120 ~~Std.~~180 ~~Deviation~~240 ~~ARM~~360 35,~~425~~069 ~~793,286,962.~~17 ~~231,616.63~~0 ~~150,110.21~~224 ~~Fixed~~20 ~~1,644 309,510,369.68 188,266.65 146,271.44 Total: 5,069 1,102,797,331.85~~4808

(page) SASCO 2007-BC1 Mortgage Purpose Distribution Mortgage Data Through: August 31, 2007

~~Mortgage~~Origination ~~Term~~Statistics ~~Delinquency~~Current Loans Purpose Number Percentage 0Purpose ~~Current~~Number 0Percentage Cash-out 3,084 60.~~003~~8% 0Cash-out ~~Delinquent~~2,556 061.~~013~~9% ~~180~~refinance ~~Paid~~refinance ~~Off~~Purchase 01,336 26.~~059~~4% ~~180~~Purchase ~~Delinquent~~1,002 024.083% ~~180~~Rate/term ~~Current~~649 12.8% Rate/term 573 13.9% refinance refinance Home 0 0.~~039~~0% ~~240~~Home ~~Current~~0 0.~~005~~0% ~~360~~Improvement ~~Current~~Improvement Other 0 0.~~953~~0% ~~360~~Other ~~Delinquent~~0 0.~~907~~0% ~~360~~Total 5,069 100% Total 4,131 100% Delinquent Loans Paid Off 0Loans Purpose Number Percentage Purpose Number Percentage Cash-out 236 53.~~941~~8% #Cash-out of292 ~~Loans~~58.5% ~~Other~~refinance ~~120~~refinance ~~180~~Purchase ~~240~~172 ~~360~~39.2% Purchase 162 32.5~~,069~~% 17Rate/term 31 7.1% Rate/term 45 9.0% ~~224~~refinance 20refinance ~~4808~~Home 0 0.0% Home 0 0.0% Improvement Improvement Other 0 0.0% Other 0 0.0% Total 439 100% Total 499 100%

(page) SASCO 2007-BC1 Ownership Distribution by Status Mortgage Data Through: August 31, 2007

~~Origination~~Ownership ~~Statistics~~Type ~~Current~~Delinquency ~~Loans Purpose Number~~ Percentage ~~Purpose~~Investment ~~Number~~Home ~~Percentage~~Current ~~Cash-out 3,084 60~~0.8%075 ~~Cash-out~~Investment ~~2,633~~Home ~~62.2%~~Delinquent ~~refinance refinance Purchase 1,336 26~~0.4%087 ~~Purchase~~Investment ~~1,020~~Home ~~24.1%~~Paid ~~Rate/term~~Off ~~649 12~~0.8%074 ~~Rate/term~~Primary ~~583 13.8% refinance refinance~~ Home 0Current 0.0%91 Primary Home 0Delinquent 0.0%893 ~~Improvement~~Primary ~~Improvement~~Home ~~Other~~Paid 0Off 0.0%908 ~~Other~~Second 0Home Current 0.0%015 ~~Total~~Second ~~5,069~~Home ~~100%~~Delinquent ~~Total~~0.021 ~~4,236~~Second ~~100%~~Home ~~Delinquent Loans~~ Paid Off ~~Loans Purpose Number Percentage Purpose Number Percentage Cash-out 191 50.7% Cash-out 260 57.~~0~~% refinance refinance Purchase 163 43~~.2%018 ~~Purchase~~Title ~~153~~# ~~33.6%~~of ~~Rate/term~~Loans 23Investment ~~6.1%~~Home ~~Rate/term~~383 43Primary ~~9.4% refinance refinance~~ Home 04,604 ~~0.0%~~Second Home 082 ~~0.0% Improvement Improvement Other 0 0.0% Other 0 0.0%~~ Total: ~~377 100% Total 456 100%~~5,069

(page) SASCO 2007-BC1 Delinquent Balance Over Time Mortgage Data Through: August 31, 2007

~~Ownership~~AsOfDate ~~Type~~30 ~~Delinquency~~Days ~~Percentage~~60 ~~Investment~~Days ~~Home~~90 ~~Current~~Days ~~0.076~~Foreclosure ~~Investment~~REO ~~Home~~1/31/2007 ~~Delinquent~~2910200.9 0110073.~~066~~15 ~~Investment~~0 ~~Home~~0 ~~Paid~~0 ~~Off~~2/28/2007 018588242.~~075~~16 ~~Primary~~1524200.79 ~~Home~~110288.13 ~~Current~~0 0~~.908~~ ~~Primary~~3/31/2007 ~~Home~~16802109.95 ~~Delinquent~~2557153.99 0697687.~~915~~96 ~~Primary~~486288.13 ~~Home~~0 ~~Paid~~4/30/2007 ~~Off~~24725391.71 011071168.~~906~~83 ~~Second~~2331924.95 ~~Home~~827801 ~~Current~~ 0~~.016~~ ~~Second~~5/31/2007 ~~Home~~32690491.14 ~~Delinquent~~10671679.16 03744439.~~019~~85 ~~Second~~9592468.11 ~~Home~~0 ~~Paid~~6/30/2007 ~~Off~~39993089.17 012811003.0219 ~~Title~~2966550.7 #21212325.05 of52712.45 ~~Loans~~7/31/2007 ~~Investment~~36927539.19 ~~Home~~19310328.41 ~~383~~5974045.02 ~~Primary~~32187160.92 ~~Home~~263957.45 ~~4,604~~8/31/2007 ~~Second~~40109277.89 ~~Home~~16865834.6 826517367.73 ~~Total:~~45223706.09 ~~5,069~~3283607.19

(page) SASCO 2007-BC1 Delinquent Count Over Time Mortgage Data Through: August 31, 2007

AsOfDate 30 Days 60 Days 90 Days Foreclosure REO 1/31/2007 ~~2910200.9~~14 ~~110073.15~~1 0 0 0 2/28/2007 ~~18588242.16~~71 ~~1524200.79~~6 ~~110288.13~~1 0 0 3/31/2007 ~~16802109.95~~67 ~~2557153.99~~9 ~~697687.96~~3 ~~486288.13~~2 0 4/30/2007 ~~24725391.71~~100 ~~11071168.83~~46 ~~2331924.95~~8 ~~827801~~3 0 5/31/2007 ~~32690491.14~~134 ~~10671679.16~~44 ~~3744439.85~~20 ~~9592468.11~~32 0 6/30/2007 ~~39993089.17~~163 ~~12811003.19~~49 ~~2966550.7~~20 ~~21212325.05~~75 ~~52712.45~~1 7/31/2007 ~~36927539.19~~155 ~~19310328.41~~76 ~~5974045.02~~32 ~~32187160.92~~112 ~~263957.45~~2 8/31/2007 169 65 38 154 13

(page) SASCO 2007-BC1 Conditional Prepayment Rates Mortgage Data Through: August 31, 2007

~~AsOfDate~~Date 30Distribution ~~Days~~Date 60CPR ~~Days~~3-Month 90MA ~~Days~~6-Month ~~Foreclosure~~MA ~~REO~~12-Month 1MA 8/31/2007 149/25/2007 17.64% 010.28% 010.61% 07/31/2007 28/2825/2007 7110.82% 12.22% 15.96% 6/30/2007 17/25/2007 012.32% 011.93% 35/31/2007 676/25/2007 913.49% 310.93% ~~2 0~~ 4/30/2007 ~~100~~5/25/2007 469.95% 819.54% 3 ~~0 5~~/31/2007 ~~134~~4/25/2007 449.30% 202/28/2007 ~~32 0 6~~3/3025/2007 ~~163~~36.23% ~~49 20 75~~ 1 7/31/2007 ~~155 76 32 112~~ 2/25/2007 7.64%

(page) SASCO 2007-BC1 Historical SDA Performance Mortgage Data Through: August 31, 2007

~~Date~~Weighted ~~Distribution~~Monthly Date ~~CPR~~Average ~~3-Month~~Age MADefault 6Amt Default Rate CDR (F-~~Month~~R) MASDA 12Curve SDA % 31-~~Month~~Aug-07 MA9.69 7/$2,828,802 0.25% 2.96% 0.19% 1527% 31~~/2007~~-Jul-07 8~~/25/2007~~.69 10$211,245 0.8201% 120.2212% 150.9617% 6/69% 30~~/2007~~-Jun-07 7~~/25/2007~~.72 12$52,712 0.3200% 110.9300% 5/0.15% 0% 31~~/2007~~-May-07 6~~/25/2007~~.71 13$0 0.4900% 100.9300% 4/0.13% 0% 30~~/2007~~-Apr-07 5~~/25/2007~~.71 9$0 0.9500% 190.5400% 3/0.11% 0% 31~~/2007~~-Mar-07 4~~/25/2007~~.71 9$0 0.3000% 2/0.00% 0.09% 0% 28~~/2007~~-Feb-07 3~~/25/2007~~.81 36$0 0.2300% 1/0.00% 0.08% 0% 31~~/2007~~-Jan-07 2~~/25/2007~~.69 7$0 0.6400% 0.00% 0.05% 0% Averages: 6.22 $386,595 0.03% 0.38% 0.12% 199%

Weighted Monthly Date Average Age Default Amt Default Rate CDR (F-R) SDA Curve SDA % 31-Jul-07 8.69 $211,245 0.01% 0.12% 0.17% 69% 30-Jun-07 7.72 $52,712 0.00% 0.00% 0.15% 0% 31-May-07 6.71 $0 0.00% 0.00% 0.13% 0% 30-Apr-07 5.71 $0 0.00% 0.00% 0.11% 0% 31-Mar-07 4.71 $0 0.00% 0.00% 0.09% 0% 28-Feb-07 3.81 $0 0.00% 0.00% 0.08% 0% 31-Jan-07 2.69 $0 0.00% 0.00% 0.05% 0% Averages: 5.72 $37,708 0.00% 0.02% 0.11% 10%

Filing Compare · Structured Asset Securities CORP 2007-BC1