10-D 1 sac07bc1_10d-200712.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: November 02, 2007 to December 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 December 26, 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 December 26, 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: January 02, 2008 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 December 26, 2007 distribution. EX-99.2 Clayton Credit Risk Management Report EX-99.1 Structured Asset Securities Corporation Mortgage Pass-Through Certificates Distribution Date: 12/26/2007 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 1012/24/2007 54.~~26625~~91813% ~~208~~202,~~671~~977,~~763~~633.4638 ~~915~~831,~~764~~891.7399 A2 86362PAB1 1012/24/2007 54.~~18125~~83313% ~~210~~202,~~157~~802,~~150~~714.8054 ~~907~~816,~~397~~809.2890 A3 86362PAC9 1012/24/2007 54.~~23125~~88313% 46,472,000.00 ~~202~~189,~~588~~107.8735 A4 86362PAD7 1012/24/2007 54.~~26125~~91313% 91,913,000.00 ~~402~~376,~~981~~317.0610 A5 86362PAE5 1012/24/2007 5.~~36125~~01313% 24,442,000.00 ~~109~~102,~~199~~109.7310 A6 86362PAF2 1012/24/2007 54.~~26625~~91813% ~~208~~202,~~671~~977,~~763~~633.4638 ~~915~~831,~~764~~891.7399 M1 86362PAG0 1012/24/2007 5.~~36125~~01313% 101,737,000.00 ~~454~~425,~~531~~017.2434 M2 86362PAH8 1012/24/2007 5.~~40125~~05313% 48,446,000.00 ~~218~~204,~~057~~003.4628 M3 86362PAJ4 1012/24/2007 5.~~43125~~08313% 19,378,000.00 8782,~~705~~084.6408 M4 86362PAK1 1012/24/2007 5.~~50125~~15313% 21,195,000.00 9791,~~165~~017.8316 M5 86362PAL9 1012/24/2007 5.~~51125~~16313% 14,534,000.00 6662,~~750~~534.4211 M6 86362PAM7 1012/24/2007 5.~~58125~~23313% 13,928,000.00 6460,~~779~~739.7120 M7 86362PAN5 1012/24/2007 65.~~08125~~73313% 13,323,000.00 6763,~~517~~652.08 M8 86362PAP0 1012/24/2007 6.~~58125~~23313% 9,690,000.00 5350,~~143~~332.5952 M9 86362PAQ8 1012/24/2007 7.~~63125~~28313% 11,506,000.00 7369,~~170~~833.9708 B1 86362PAR6 1012/24/2007 7.~~63125~~28313% 14,534,000.00 9288,~~427~~210.1684 B2 86362PAS4 1012/24/2007 7.~~63125~~28313% 13,927,000.00 8884,~~567~~526.0279 X SAC7BC1OC 0911/2830/2007 0.00000% 20,589,883.62 1559,~~185,443~~870.1986 P SAC07BC1P 0911/2830/2007 0.00000% 100.00 ~~102~~64,~~147~~807.2642 R SAC07BC1R 0911/2830/2007 0.00000% 0.00 0.00 LT-R SAC7BC1LR 0911/2830/2007 0.00000% 0.00 0.00 Totals 1,~~093~~074,~~115~~372,~~661~~964.3492 65,~~105~~054,~~102~~756.9719

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A1 24,~~318~~697,~~223~~698.4865 0.00 ~~206~~198,~~353~~279,~~539~~934.9873 35,~~233~~529,~~988~~590.2164 0.00 A2 34,~~547~~388,~~001~~522.5713 0.00 ~~206~~198,~~610~~414,~~149~~192.2341 45,~~454~~205,~~398~~332.8503 0.00 A3 0.00 0.00 46,472,000.00 ~~202~~189,~~588~~107.8735 0.00 A4 0.00 0.00 91,913,000.00 ~~402~~376,~~981~~317.0610 0.00 A5 0.00 0.00 24,442,000.00 ~~109~~102,~~199~~109.7310 0.00 A6 24,~~318~~697,~~223~~698.4865 0.00 ~~206~~198,~~353~~279,~~539~~934.9873 35,~~233~~529,~~988~~590.2164 0.00 M1 0.00 0.00 101,737,000.00 ~~454~~425,~~531~~017.2434 0.00 M2 0.00 0.00 48,446,000.00 ~~218~~204,~~057~~003.4628 0.00 M3 0.00 0.00 19,378,000.00 8782,~~705~~084.6408 0.00 M4 0.00 0.00 21,195,000.00 9791,~~165~~017.8316 0.00 M5 0.00 0.00 14,534,000.00 6662,~~750~~534.4211 0.00 M6 0.00 0.00 13,928,000.00 6460,~~779~~739.7120 0.00 M7 0.00 0.00 13,323,000.00 6763,~~517~~652.08 0.00 M8 0.00 0.00 9,690,000.00 5350,~~143~~332.5952 0.00 M9 0.00 0.00 11,506,000.00 7369,~~170~~833.9708 0.00 B1 0.00 0.00 14,534,000.00 9288,~~427~~210.1684 0.00 B2 0.00 0.00 13,927,000.00 8884,~~567~~526.0279 0.00 X 0.00 0.00 20,589,883.62 1559,~~185,443~~870.1986 0.00 P 0.00 0.00 100.00 ~~102~~64,~~147~~807.2642 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 813,~~183~~783,~~448~~919.5343 0.00 1,~~084~~060,~~932~~589,~~212~~045.8149 1418,~~288~~838,~~551~~675.5062 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 ~~208~~202,~~671~~977,~~763~~633.4638 0.00 24,~~318~~697,~~223~~698.4865 0.00 A2 271,493,000.00 ~~210~~202,~~157~~802,~~150~~714.8054 0.00 34,~~547~~388,~~001~~522.5713 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 ~~208~~202,~~671~~977,~~763~~633.4638 0.00 24,~~318~~697,~~223~~698.4865 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,~~093~~074,~~115~~372,~~661~~964.3492 0.00 813,~~183~~783,~~448~~919.5343 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 0.00 24,~~318~~697,~~223~~698.4865 ~~206~~198,~~353~~279,~~539~~934.9873 0.~~87060923~~83654654 24,~~318~~697,~~223~~698.4865 A2 0.00 34,~~547~~388,~~001~~522.5713 ~~206~~198,~~610~~414,~~149~~192.2341 0.~~76101465~~73082618 34,~~547~~388,~~001~~522.5713 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 24,~~318~~697,~~223~~698.4865 ~~206~~198,~~353~~279,~~539~~934.9873 0.~~87060923~~83654654 24,~~318~~697,~~223~~698.4865 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 0.00 813,~~183~~783,~~448~~919.5343 1,~~084~~060,~~932~~589,~~212~~045.8149 0.~~89578536~~87568617 813,~~183~~783,~~448~~919.5343 NOTE: Accretion amount also includes Net Negative Amortization, if applicable.

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A1 237,022,000.00 ~~880~~856.~~38985183~~36621655 0.00000000 919.~~78062576~~81967349 0.00000000 A2 271,493,000.00 ~~774~~746.~~07944514~~99058370 0.00000000 1316.~~06479935~~16440251 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 ~~880~~856.~~38985183~~36621655 0.00000000 919.~~78062576~~81967349 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 919.~~78062576~~81967349 ~~870~~836.~~60922606~~54654306 0.~~87060923~~83654654 919.~~78062576~~81967349 A2 0.00000000 1316.~~06479935~~16440251 ~~761~~730.~~01464579~~82618119 0.~~76101465~~73082618 1316.~~06479935~~16440251 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 919.~~78062576~~81967349 ~~870~~836.~~60922606~~54654306 0.~~87060923~~83654654 919.~~78062576~~81967349 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: Accretion amount also includes Net Negative Amortization, if applicable. 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 0911/2526/07 - 1012/2425/07 30 54.~~26625~~91813% ~~208~~202,~~671~~977,~~763~~633.4638 ~~915~~831,~~764~~891.7399 0.00 A2 0911/2526/07 - 1012/2425/07 30 54.~~18125~~83313% ~~210~~202,~~157~~802,~~150~~714.8054 ~~907~~816,~~397~~809.2890 0.00 A3 0911/2526/07 - 1012/2425/07 30 54.~~23125~~88313% 46,472,000.00 ~~202~~189,~~588~~107.8735 0.00 A4 0911/2526/07 - 1012/2425/07 30 54.~~26125~~91313% 91,913,000.00 ~~402~~376,~~981~~317.0610 0.00 A5 0911/2526/07 - 1012/2425/07 30 5.~~36125~~01313% 24,442,000.00 ~~109~~102,~~199~~109.7310 0.00 A6 0911/2526/07 - 1012/2425/07 30 54.~~26625~~91813% ~~208~~202,~~671~~977,~~763~~633.4638 ~~915~~831,~~764~~891.7399 0.00 M1 0911/2526/07 - 1012/2425/07 30 5.~~36125~~01313% 101,737,000.00 ~~454~~425,~~531~~017.2434 0.00 M2 0911/2526/07 - 1012/2425/07 30 5.~~40125~~05313% 48,446,000.00 ~~218~~204,~~057~~003.4628 0.00 M3 0911/2526/07 - 1012/2425/07 30 5.~~43125~~08313% 19,378,000.00 8782,~~705~~084.6408 0.00 M4 0911/2526/07 - 1012/2425/07 30 5.~~50125~~15313% 21,195,000.00 9791,~~165~~017.8316 0.00 M5 0911/2526/07 - 1012/2425/07 30 5.~~51125~~16313% 14,534,000.00 6662,~~750~~534.4211 0.00 M6 0911/2526/07 - 1012/2425/07 30 5.~~58125~~23313% 13,928,000.00 6460,~~779~~739.7120 0.00 M7 0911/2526/07 - 1012/2425/07 30 65.~~08125~~73313% 13,323,000.00 6763,~~517~~652.08 0.00 M8 0911/2526/07 - 1012/2425/07 30 6.~~58125~~23313% 9,690,000.00 5350,~~143~~332.5952 0.00 M9 0911/2526/07 - 1012/2425/07 30 7.~~63125~~28313% 11,506,000.00 7369,~~170~~833.9708 54,~~488~~186.6327 B1 0911/2526/07 - 1012/2425/07 30 7.~~63125~~28313% 14,534,000.00 9288,~~427~~210.1684 65,~~933~~287.0696 B2 0911/2526/07 - 1012/2425/07 30 7.~~63125~~28313% 13,927,000.00 8884,~~567~~526.0279 65,~~643~~067.5111 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 4,~~817~~430,~~512~~077.5291 1914,~~065~~541.2034

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 ~~915~~831,~~764~~891.7399 0.00 ~~206~~198,~~353~~279,~~539~~934.9873 A2 0.00 0.00 ~~907~~816,~~397~~809.2890 0.00 ~~206~~198,~~610~~414,~~149~~192.2341 A3 0.00 0.00 ~~202~~189,~~588~~107.8735 0.00 46,472,000.00 A4 0.00 0.00 ~~402~~376,~~981~~317.0610 0.00 91,913,000.00 A5 0.00 0.00 ~~109~~102,~~199~~109.7310 0.00 24,442,000.00 A6 0.00 0.00 ~~915~~831,~~764~~891.7399 0.00 ~~206~~198,~~353~~279,~~539~~934.9873 M1 0.00 0.00 ~~454~~425,~~531~~017.2434 0.00 101,737,000.00 M2 0.00 0.00 ~~218~~204,~~057~~003.4628 0.00 48,446,000.00 M3 0.00 0.00 8782,~~705~~084.6408 0.00 19,378,000.00 M4 0.00 0.00 9791,~~165~~017.8316 0.00 21,195,000.00 M5 0.00 0.00 6662,~~750~~534.4211 0.00 14,534,000.00 M6 0.00 0.00 6460,~~779~~739.7120 0.00 13,928,000.00 M7 0.00 0.00 6763,~~517~~652.08 0.00 13,323,000.00 M8 0.00 0.00 5350,~~143~~332.5952 0.00 9,690,000.00 M9 54,~~488~~186.6327 0.00 7369,~~170~~833.9708 0.00 11,506,000.00 B1 65,~~933~~287.0696 0.00 9288,~~427~~210.1684 0.00 14,534,000.00 B2 65,~~643~~067.5111 0.00 8884,~~567~~526.0279 0.00 13,927,000.00 X 0.00 0.00 1559,~~185,443~~870.1986 0.00 20,589,883.62 P 0.00 0.00 ~~102~~64,~~147~~807.2642 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 1914,~~065~~541.2034 0.00 65,~~105~~054,~~102~~756.9719 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 54.~~26625~~91813% ~~880~~856.~~38985183~~36621655 3.~~86362755~~50976698 0.00000000 A2 271,493,000.00 54.~~18125~~83313% ~~774~~746.~~07944514~~99058370 3.~~34224927~~00858549 0.00000000 A3 46,472,000.00 54.~~23125~~88313% 1000.00000000 4.~~35937489~~06927505 0.00000000 A4 91,913,000.00 54.~~26125~~91313% 1000.00000000 4.~~38437501~~09427502 0.00000000 A5 24,442,000.00 5.~~36125~~01313% 1000.00000000 4.~~46770845~~17760822 0.00000000 A6 237,022,000.00 54.~~26625~~91813% ~~880~~856.~~38985183~~36621655 3.~~86362755~~50976698 0.00000000 M1 101,737,000.00 5.~~36125~~01313% 1000.00000000 4.~~46770831~~17760834 0.00000000 M2 48,446,000.00 5.~~40125~~05313% 1000.00000000 4.~~50104157~~21094167 0.00000000 M3 19,378,000.00 5.~~43125~~08313% 1000.00000000 4.~~52604190~~23594179 0.00000000 M4 21,195,000.00 5.~~50125~~15313% 1000.00000000 4.~~58437509~~29427506 0.00000000 M5 14,534,000.00 5.~~51125~~16313% 1000.00000000 4.~~59270813~~30260837 0.00000000 M6 13,928,000.00 5.~~58125~~23313% 1000.00000000 4.~~65104179~~36094199 0.00000000 M7 13,323,000.00 65.~~08125~~73313% 1000.00000000 54.~~06770847~~77760865 0.00000000 M8 9,690,000.00 6.~~58125~~23313% 1000.00000000 5.~~48437461~~19427451 0.00000000 M9 11,506,000.00 7.~~63125~~28313% 1000.00000000 6.~~35937511~~06927516 0.~~47702329~~36383365 B1 14,534,000.00 7.~~63125~~28313% 1000.00000000 6.~~35937526~~06927480 0.~~47702353~~36383377 B2 13,927,000.00 7.~~63125~~28313% 1000.00000000 6.~~35937531~~06927479 0.~~47702377~~36383356 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 3.~~86362755~~50976698 0.00000000 ~~870~~836.~~60922606~~54654306 A2 0.00000000 0.00000000 3.~~34224927~~00858549 0.00000000 ~~761~~730.~~01464579~~82618119 A3 0.00000000 0.00000000 4.~~35937489~~06927505 0.00000000 1000.00000000 A4 0.00000000 0.00000000 4.~~38437501~~09427502 0.00000000 1000.00000000 A5 0.00000000 0.00000000 4.~~46770845~~17760822 0.00000000 1000.00000000 A6 0.00000000 0.00000000 3.~~86362755~~50976698 0.00000000 ~~870~~836.~~60922606~~54654306 M1 0.00000000 0.00000000 4.~~46770831~~17760834 0.00000000 1000.00000000 M2 0.00000000 0.00000000 4.~~50104157~~21094167 0.00000000 1000.00000000 M3 0.00000000 0.00000000 4.~~52604190~~23594179 0.00000000 1000.00000000 M4 0.00000000 0.00000000 4.~~58437509~~29427506 0.00000000 1000.00000000 M5 0.00000000 0.00000000 4.~~59270813~~30260837 0.00000000 1000.00000000 M6 0.00000000 0.00000000 4.~~65104179~~36094199 0.00000000 1000.00000000 M7 0.00000000 0.00000000 54.~~06770847~~77760865 0.00000000 1000.00000000 M8 0.00000000 0.00000000 5.~~48437461~~19427451 0.00000000 1000.00000000 M9 0.~~47702329~~36383365 0.00000000 6.~~35937511~~06927516 0.00000000 1000.00000000 B1 0.~~47702353~~36383377 0.00000000 6.~~35937526~~06927480 0.00000000 1000.00000000 B2 0.~~47702377~~36383356 0.00000000 6.~~35937531~~06927479 0.00000000 1000.00000000 X 0.00000000 0.00000000 5727.~~57405976~~19155049 0.00000000 1000.00000000 P 0.00000000 0.00000000 ~~1021472~~648074.~~60000000~~20000000 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 1420,~~602~~320,~~606~~376.8754 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans ~~517~~335,~~615~~498.0032 Servicer Advances 12,~~712~~000,~~116~~745.9328 Gains & Subsequent Recoveries (Realized Losses) (~~417~~1,~~312~~130,041.3605) Prepayment Penalties ~~102~~64,~~147~~807.2642 Swap/Cap Payments 0.00 Total Deposits 1621,~~517~~591,~~173~~386.7051 Withdrawals Swap Payments ~~115~~292,~~484~~929.7989 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 1,~~488~~837,~~492~~774.0835 Total Administration Fees ~~624~~622,~~645~~006.3365 Payment of Interest and Principal 1418,~~288~~838,~~551~~675.5062 Total Withdrawals (Pool Distribution Amount) 1621,~~517~~591,~~173~~386.7051 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~437~~438,~~573~~831.8212 Credit Risk Manager Fee-Clayton Fixed Income Services 109,~~020~~848.2342 Primary Mortgage Insurance ~~177~~173,~~051~~327.2811 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~624~~622,~~645~~006.3365 *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 1914,~~065~~541.2033 1914,~~065~~541.2033 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. 3,~~983~~495,~~740~~995.01 43,~~099~~788,~~224~~924.8090 (~~115~~292,~~484~~929.7989)

Collateral Statement Group Pool 1 Pool 2 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~930615~~928911 7.~~809905~~799994 Weighted Average Net Rate 7.~~447572~~437337 7.~~332528~~311433 Weighted Average Pass-Through Rate 7.~~214534~~202852 7.~~181164~~163112 Weighted Average Remaining Term ~~349~~ 347 345 Principal And Interest Constant 43,~~026~~952,~~999~~416.2836 3,~~543~~488,~~400~~422.6897 Beginning Loan Count *2,754 *1,725 Loans Paid in Full 2441 1821 Ending Loan Count 2,~~781~~713 1,~~740~~704 Beginning Scheduled Balance *564,509,463.20 *509,863,501.72 Ending Scheduled Balance ~~571~~555,~~072~~231,~~153~~375.4260 ~~513~~505,~~860~~357,~~059~~669.3989 Actual Ending Collateral Balance ~~571~~555,~~370~~567,~~965~~502.5457 ~~514~~505,~~103~~633,~~868~~861.9107 Scheduled Principal ~~223~~222,~~618~~462.6401 174,~~616~~312.7367 Unscheduled Principal 49,~~202~~055,~~711~~625.9259 34,~~582~~331,~~501~~519.2416 Negative Amortized Principal 0.00 0.00 Scheduled Interest 3,~~803~~729,~~380~~954.6435 3,~~368~~314,~~783~~110.9530 Servicing Fees 231,~~658~~248.4839 ~~205~~207,~~915~~582.3473 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 ~~111~~110,~~761~~307.0036 6563,~~290~~019.2875 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 3,~~459~~388,~~961~~398.1660 3,~~097~~043,~~578~~507.3382 Realized Loss Amount 0463,544.0037 ~~417~~666,~~312~~496.3668 Cumulative Realized Loss ~~277~~776,~~158~~487.4180 ~~949~~2,~~732~~020,184.7398 Percentage of Cumulative Losses 0.~~0439~~1229 0.~~1640~~3489 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 8054,~~225~~547.4348 2110,~~921~~259.8394 Prepayment Penalty Paid Count 1512 41 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 7.~~873455~~867731 Weighted Average Net Rate 7.~~393096~~377587 Weighted Average Pass-Through Rate 7.~~198733~~183993 Weighted Average Remaining Term ~~348~~346 Principal And Interest Constant 7,~~570~~440,~~399~~839.9633 Beginning Loan Count 4,~~563~~479 Loans Paid in Full 4262 Ending Loan Count 4,~~521~~417 Beginning Scheduled Balance 1,~~093~~074,~~115~~372,~~661~~964.3492 Ending Scheduled Balance 1,~~084~~060,~~932~~589,~~212~~045.8149 Actual Ending Collateral Balance 1,~~085~~061,~~474~~201,~~834~~363.4564 Scheduled Principal ~~398~~396,~~235~~774.3768 Unscheduled Principal 713,~~785~~387,~~213~~144.1675 Negative Amortized Principal 0.00 Scheduled Interest 7,~~172~~044,~~164~~064.5965 Servicing Fees ~~437~~438,~~573~~831.8212 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee ~~177~~173,~~051~~327.2811 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 6,~~557~~431,~~539~~906.4942 Realized Loss Amount ~~417~~1,~~312~~130,041.3605 Cumulative Realized Loss 12,~~226~~796,~~891~~672.1478 Percentage of Cumulative Losses 0.~~1013~~2309 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~102~~64,~~147~~807.2642 Prepayment Penalty Paid Count 1913 Special Servicing Fee 0.00 * This data is currently not provided for reporting.

Collateral Statement By Subgroup Group 1A 1B Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~901937~~894656 7.~~941698~~942191 Weighted Average Net Rate 7.~~462772~~424816 7.~~441698~~442191 Weighted Average Pass-Through Rate 7.~~189835~~150075 7.~~224079~~223314 Weighted Average Remaining Term ~~343~~341 ~~351~~349 Principal And Interest Constant 1,~~158~~139,~~844~~297.7275 2,~~868~~813,~~154~~118.5661 Beginning Loan Count ~~896~~881 1,~~909~~873 Loans Paid in Full 714 1727 Ending Loan Count ~~889~~867 1,~~892~~846 Beginning Scheduled Balance ~~160~~157,~~417~~715,~~965~~426.3597 ~~415~~406,~~080~~794,~~518~~036.6323 Ending Scheduled Balance ~~159~~155,~~296~~082,~~863~~144.7792 ~~411~~400,~~775~~149,~~289~~230.6568 Actual Ending Collateral Balance ~~159~~155,~~416~~209,~~105~~925.5631 ~~411~~400,~~954~~357,~~859~~577.9826 Scheduled Principal ~~102~~101,~~500~~706.8582 ~~121~~120,~~117~~755.7919 Unscheduled Principal 12,~~018~~531,~~600~~575.7323 36,~~184~~524,~~111~~050.1936 Negative Amortized Principal 0.00 0.00 Scheduled Interest 1,~~056~~037,~~343~~590.8793 2,~~747~~692,~~036~~363.7742 Servicing Fees 5861,~~708~~750.2687 ~~172~~169,~~950~~497.2252 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 36,~~486~~109.6407 7574,~~274~~198.3629 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 ~~961~~939,~~148~~730.9799 2,~~498~~448,~~812~~667.1961 Realized Loss Amount 044,852.0070 0418,691.0067 Cumulative Realized Loss ~~180~~260,~~256~~546.7884 96515,~~901~~940.6396 Percentage of Cumulative Losses 0.~~1042~~1506 0.~~0211~~1124 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 1916,~~264~~607.6581 6037,~~960~~939.7867 Prepayment Penalty Paid Count 45 117 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Collateral Statement By Subgroup Group 2A 2B Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~728728~~704604 7.~~841930~~837918 Weighted Average Net Rate 7.~~307885~~244408 7.~~342250~~338080 Weighted Average Pass-Through Rate 7.~~093609~~028233 7.~~215706~~216735 Weighted Average Remaining Term ~~336~~334 ~~352~~350 Principal And Interest Constant 1,~~023~~012,~~814~~561.3466 2,~~519~~475,~~586~~861.3431 Beginning Loan Count ~~611~~600 1,~~147~~125 Loans Paid in Full 69 12 Ending Loan Count ~~605~~591 1,~~135~~113 Beginning Scheduled Balance ~~146~~145,~~437~~039,~~375~~756.1873 ~~371~~364,~~179~~823,~~802~~744.1899 Ending Scheduled Balance ~~145~~143,~~785~~712,~~473~~932.0902 ~~368~~361,~~074~~644,~~586~~737.3087 Actual Ending Collateral Balance ~~145~~143,~~882~~818,~~110~~097.2207 ~~368~~361,~~221~~815,~~758~~764.6900 Scheduled Principal 8081,~~668~~333.7944 9392,~~947~~979.9423 Unscheduled Principal ~~571~~1,~~233~~245,491.3027 3,~~011~~086,~~267~~027.9489 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~943~~931,~~145~~228.5522 2,~~425~~382,~~638~~882.4008 Servicing Fees 5155,~~356~~622.0023 ~~154~~151,~~559~~960.3450 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 26,~~148~~128.2734 3936,~~142~~891.0141 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 ~~865~~849,~~641~~477.2865 2,~~231~~194,~~937~~030.0517 Realized Loss Amount ~~417~~534,~~825~~368.5412 ~~(513~~132,128.~~18)~~56 Cumulative Realized Loss ~~926~~1,~~732~~767,056.2314 23253,~~000~~128.5084 Percentage of Cumulative Losses 01.~~5860~~1173 0.~~0055~~0601 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 10,259.94 0.00 ~~21,921.83~~ Prepayment Penalty Paid Count 1 0 4 Special Servicing Fee 0.00 0.00 * This data is currently not provided for reporting.

Additional Reporting - Deal Level Cash Reporting Monthly Excess Cashflow 1281,~~089,023~~482.6030 Cap Payment - Wachovia Bank N.A. 0.00 Net Swap Payment - Wachovia Bank N.A. -~~115~~292,~~484~~929.7989 PPTL Premium 0.00 Informational Reporting LIBOR 54.~~131250~~783130% Pool 1 Net Funds Cap 76.~~083834~~866243% Pool 2 Net Funds Cap 76.~~031471~~824859% Senior Enhancement % 2728.~~908470~~549039% Subordinate Net Funds Cap 76.~~058822~~846530% Structural Reporting Overcollateralization Amount 20,589,883.62 Targeted Overcollateralization Amount 20,589,983.62 Overcollateralization Deficiency 0.00 Overcollateralization Floor 605,575.99 Trigger Event Reporting Stepdown Date NO Initial Optional Termination Date NO Trigger Event NO Delinquency Event Trigger Result ~~Pass~~Fail Threshold Value 89.~~930710~~135693% Calculated Value 610.~~915442~~537245% Cumulative Loss Trigger Event Trigger Result Pass Threshold Value 1.150000% Calculated Value 0.~~097240~~223599%

Delinquency Status - OTS Delinquency Calculation Method DELINQUENT BANKRUPTCY FORECLOSURE REO Total No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 89 0 0 89 12,~~807~~023,~~498~~044.5081 0.00 0.00 12,~~807~~023,~~498~~044.5081 30 Days ~~186~~191 13 0 0 ~~187~~194 4147,~~364~~099,~~849~~533.5590 ~~239~~754,~~066~~096.6178 0.00 0.00 4147,~~603~~853,~~916~~630.1668 60 Days 9199 21 98 0 ~~102~~108 2425,~~990~~173,~~042~~137.2447 ~~265~~143,~~298~~008.3464 21,~~142~~968,~~518~~758.6714 0.00 27,~~397~~284,~~859~~904.25 90 Days 1822 10 4862 0 6784 34,~~338~~468,~~139~~485.0670 ~~549,000~~0.00 1314,~~361~~967,~~678~~737.4112 0.00 1719,~~248~~436,~~817~~222.4782 120 Days 11 5 564 362 4 75 1530,~~564,364~~150.1525 ~~934~~943,~~413~~450.6323 1618,~~825~~047,~~797~~750.5073 ~~310~~768,~~917~~355.3560 1920,~~635~~289,~~492~~706.6381 150 Days 411 60 3948 63 5562 ~~585,889.41~~ 1,~~350~~642,~~241~~834.1964 110.00 14,~~516~~118,~~191~~013.9965 1,~~745~~160,~~796~~892.6820 1516,~~198~~921,~~119~~740.2749 180+ Days 53 211 3591 2059 62164 ~~783~~553,~~086~~726.8485 ~~387~~2,~~379~~204,488.0895 1026,~~725~~387,~~971~~545.5688 518,~~765~~059,~~995~~907.38 1747,~~662~~205,~~432~~669.8606 Totals ~~315~~331 2528 ~~187~~271 2966 ~~556~~696 7279,~~626~~467,~~371~~868.2581 56,~~532~~068,~~897~~089.3541 5475,~~572~~489,~~158~~805.1352 719,~~822~~989,~~709~~155.4118 ~~140~~181,~~554~~014,~~136~~918.1492 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~~203758% 0.000000% 0.000000% 0.~~176952~~203758% 0.~~166517~~190637% 0.000000% 0.000000% 0.~~166517~~190637% 30 Days 4.~~114134~~324202% 0.~~022119~~067919% 0.000000% 0.000000% 4.~~136253~~392121% 34.~~810761~~438322% 0.~~022024~~071061% 0.000000% 0.000000% 34.~~832785~~509383% 60 Days 2.~~012829~~241340% 0.~~044238~~022640% 0.~~199071~~181118% 0.000000% 2.~~256138~~445098% 2.~~302222~~372136% 0.~~024441~~013476% 0.~~197381~~185522% 0.000000% 2.~~524044~~571134% 90 Days 0.~~398142~~498076% 0.~~022119~~000000% 1.~~061712~~403668% 0.000000% 1.~~481973~~901743% 0.~~307528~~421078% 0.~~050577~~000000% 1.~~230952~~410452% 0.000000% 1.~~589057~~831530% 120 Days 0.~~243309~~113199% 0.~~110595~~090559% 1.~~238664~~403668% 0.~~066357~~090559% 1.~~658925~~697985% 0.~~144118~~049958% 0.~~086083~~088904% 1.~~550086~~700690% 0.~~028643~~072404% 1.~~808931~~911956% 150 Days 0.~~088476~~249038% 0.~~132714~~000000% 01.~~862641~~086710% 0.~~132714~~067919% 1.~~216545~~403668% 0.~~053975~~154809% 0.~~124392~~000000% 1.~~060936~~330380% 0.~~160833~~109394% 1.~~400136~~594583% 180+ Days 0.~~110595~~067919% 0.~~044238~~249038% 02.~~774165~~060222% 01.~~442380~~335748% 13.~~371378~~712927% 0.~~072142~~052179% 0.~~035688~~207735% 02.~~988136~~486573% 01.~~531196~~701836% 14.~~627162~~448323% Totals 67.~~967485~~493774% 0.~~552975~~633914% 46.~~136253~~135386% 01.~~641451~~494227% 1215.~~298164~~757301% 67.~~690747~~488482% 0.~~509721~~571813% 57.~~027492~~113617% 01.~~720672~~883635% 1217.~~948631~~057547% Please refer to CTSLink.com for a list of delinquency code descriptions.

Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 12,~~712~~000,~~116~~745.9328

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Pool 1 - 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 6 0 0 6 1,~~387~~386,~~405~~643.4760 0.00 0.00 1,~~387~~386,~~405~~643.4760 30 Days ~~117~~114 12 0 0 ~~118~~116 2223,~~220~~416,~~360~~429.8210 ~~239~~647,~~066~~451.6115 0.00 0.00 2224,~~459~~063,~~427~~880.4325 60 Days 4959 01 64 0 5564 1112,~~457~~992,~~133~~295.4963 0143,008.0064 1761,~~241,490~~803.1764 0.00 1213,~~698~~897,~~623~~107.6691 90 Days 810 0 2439 0 3249 1984,~~037,377~~929.2217 0.00 57,~~292~~256,~~496~~139.2084 0.00 68,~~329~~241,~~873~~069.4201 120 Days 31 30 2436 32 3339 ~~505~~108,~~370~~724.7122 ~~437,712~~0.8100 49,~~712~~165,~~574~~411.7317 ~~310~~248,~~917~~139.3526 59,~~966~~522,~~575~~274.6065 150 Days 24 30 2223 41 3128 ~~293~~569,~~102~~611.7928 ~~577,517~~0.0700 54,~~114~~901,~~254~~623.5636 ~~893~~151,~~938~~807.0023 65,~~878~~623,~~812~~041.4287 180+ Days 3 1 177 847 2927 ~~487~~82 130,~~177~~204.4896 ~~242~~1,~~200~~324,792.5111 310,~~889~~190,~~103~~593.4089 25,~~009~~925,~~998~~828.0486 617,~~628~~571,~~479~~419.4382 Totals ~~182~~189 1416 93149 1530 ~~304~~384 3638,~~000~~202,~~522~~194.5136 23,~~883~~501,~~902~~895.4750 2032,~~249~~275,~~919~~571.0690 36,~~214~~325,~~853~~775.3935 6280,~~349~~305,~~197~~437.4311 0-29 Days 0.~~215750~~221157% 0.000000% 0.000000% 0.~~215750~~221157% 0.~~242820~~249590% 0.000000% 0.000000% 0.~~242820~~249590% 30 Days 4.~~207120~~201990% 0.~~035958~~073719% 0.000000% 0.000000% 4.~~243078~~275710% 34.~~888955~~214867% 0.~~041841~~116539% 0.000000% 0.000000% 34.~~930796~~331405% 60 Days 12.~~761956~~174714% 0.~~000000~~036860% 0.~~215750~~147438% 0.000000% 12.~~977706~~359012% 2.~~005201~~338563% 0.~~000000~~025741% 0.~~217283~~137122% 0.000000% 2.~~222483~~501426% 90 Days 0.~~287666~~368596% 0.000000% 01.~~862999~~437523% 0.000000% 1.~~150665~~806119% 0.~~181559~~177283% 0.000000% 01.~~926280~~306077% 0.000000% 1.~~107840~~483361% 120 Days 0.~~107875~~036860% 0.~~107875~~000000% 01.~~862999~~326944% 0.~~107875~~073719% 1.~~186624~~437523% 0.~~088449~~019570% 0.~~076607~~000000% 01.~~824784~~649739% 0.~~054416~~044664% 1.~~044256~~713973% 150 Days 0.~~071917~~147438% 0.~~107875~~000000% 0.~~791082~~847770% 0.~~143833~~036860% 1.~~114707~~032068% 0.~~051298~~102528% 0.~~101076~~000000% 0.~~895085~~882273% 0.~~156455~~027325% 1.~~203914~~012126% 180+ Days 0.~~107875~~036860% 0.~~035958~~258017% 01.~~611291~~732400% 0.~~287666~~995208% 13.~~042790~~022484% 0.~~085265~~023436% 0.~~042389~~238457% 01.~~680662~~834267% 01.~~351785~~066626% 13.~~160101~~162788% Totals 6.~~544408~~966458% 0.~~503416~~589753% 35.~~344121~~492075% 01.~~539374~~105787% 1014.~~931320~~154073% 6.~~300727~~876247% 0.~~504734~~630328% 35.~~544093~~809478% 01.~~562656~~138615% 1014.~~912210~~454668% 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 23 0 0 23 ~~420~~636,~~093~~401.0321 0.00 0.00 ~~420~~636,~~093~~401.0321 30 Days 6977 01 0 0 6978 1923,~~144~~683,~~488~~104.7380 0106,645.0063 0.00 0.00 1923,~~144~~789,~~488~~750.7343 60 Days 4240 20 34 0 4744 1312,~~532~~180,~~908~~841.7584 ~~265,298~~0.3400 ~~901~~1,~~028~~206,954.50 0.00 1413,~~699~~387,~~235~~796.5934 90 Days 1012 10 2423 0 35 23,~~300~~483,~~761~~556.8453 ~~549,000~~0.00 87,~~069~~711,~~182~~597.2128 0.00 1011,~~918~~195,~~944~~153.0581 120 Days 84 24 3226 02 4236 1421,~~058,993~~426.4403 ~~496~~943,~~700~~450.8223 128,~~113~~882,~~222~~339.7756 0520,216.0034 1310,~~668~~767,~~917~~432.0316 150 Days 27 30 1725 2 2434 ~~292~~1,~~786~~073,223.6236 ~~772,724~~0.1200 69,~~401~~216,~~937~~390.4329 ~~851~~1,~~858~~009,084.6897 811,~~319~~298,~~306~~698.8562 180+ Days 2 14 1844 1232 3382 ~~295~~423,~~909~~521.3689 ~~145~~879,~~178~~696.5784 616,~~836~~196,~~868~~951.1699 312,~~755~~134,~~997~~078.3452 1129,~~033~~634,~~953~~249.4324 Totals ~~133~~142 1112 94122 1436 ~~252~~312 3641,~~625~~265,~~848~~674.7445 2,~~648~~566,~~994~~193.8891 3443,~~322~~214,~~239~~233.0762 413,~~607~~663,~~856~~379.0283 78100,~~204~~709,~~938~~481.7181 0-29 Days 0.~~114943~~176056% 0.000000% 0.000000% 0.~~114943~~176056% 0.~~081714~~125862% 0.000000% 0.000000% 0.~~081714~~125862% 30 Days 34.~~965517~~518779% 0.~~000000~~058685% 0.000000% 0.000000% 34.~~965517~~577465% 34.~~723856~~683845% 0.~~000000~~021091% 0.000000% 0.000000% 34.~~723856~~704936% 60 Days 2.~~413793~~347418% 0.~~114943~~000000% 0.~~172414~~234742% 0.000000% 2.~~701149~~582160% 2.~~632330~~409024% 0.~~051604~~000000% 0.~~175262~~238701% 0.000000% 2.~~859196~~647725% 90 Days 0.~~574713~~704225% 0.~~057471~~000000% 1.~~379310~~349765% 0.000000% 2.~~011494~~053991% 0.~~447529~~688948% 0.~~106788~~000000% 1.~~569563~~525135% 0.000000% 2.~~123879~~214083% 120 Days 0.~~459770~~234742% 0.~~114943~~234742% 1.~~839080~~525822% 0.~~000000~~117371% 2.~~413793~~112676% 0.~~205988~~083346% 0.~~096615~~186588% 21.~~356182~~756674% 0.~~000000~~102884% 2.~~658785~~129492% 150 Days 0.~~114943~~410798% 0.~~172414~~000000% 01.~~977011~~467136% 0.~~114943~~117371% 1.~~379310~~995305% 0.~~056951~~212253% 0.~~150305~~000000% 1.~~245261~~822740% 0.~~165698~~199568% 12.~~618215~~234561% 180+ Days 0.~~114943~~117371% 0.~~057471~~234742% 12.~~034483~~582160% 01.~~689655~~877934% 14.~~896552~~812207% 0.~~057558~~083761% 0.~~028239~~173979% 13.~~329861~~203297% 02.~~730591~~399776% 25.~~146250~~860812% Totals 78.~~643678~~333333% 0.~~632184~~704225% 57.~~402299~~159624% 02.~~804598~~112676% 1418.~~482759~~309859% 78.~~124212~~161177% 0.~~515265~~507520% 68.~~676129~~546547% 02.~~896289~~702228% 1519.~~211895~~917472% Please refer to CTSLink.com for a list of delinquency code descriptions.

Delinquency Status By Subgroup DELINQUENT BANKRUPTCY 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,~~816~~446.1609 0.00 0.00 361,~~816~~446.1609 30 Days 2120 0 0 0 2120 23,~~554~~331,~~783~~067.6950 0.00 0.00 0.00 23,~~554~~331,~~783~~067.6950 60 Days 1011 0 43 0 14 1,~~386~~464,~~771~~280.4528 0.00 ~~759~~469,~~703~~962.3398 0.00 21,~~146~~934,~~474~~243.7826 90 Days 56 0 46 0 912 ~~476~~397,~~926~~518.4697 0.00 ~~488~~755,~~679~~059.3084 0.00 ~~965~~1,~~605~~152,578.7681 120 Days 21 20 17 1 69 ~~246~~108,~~530~~724.7922 ~~200,268~~0.5400 ~~107~~1,~~787~~025,308.1916 98144,~~770~~506.8244 ~~653~~1,~~357~~278,538.3482 150 Days 24 20 65 0 109 ~~293~~569,~~102~~611.7928 ~~402,564~~0.3400 1634,~~151,516~~991.9758 0.00 1,~~847~~204,~~184~~602.1086 180+ Days 1 03 49 25 718 130,204.96 0315,727.0035 ~~956~~1,~~403~~939,138.5940 ~~476~~1,~~486~~015,652.6214 13,~~563~~400,~~095~~722.1785 Totals 4143 65 1930 36 6984 56,~~088~~001,~~320~~407.1421 ~~964~~677,~~649~~173.0444 34,~~464~~824,~~090~~460.3896 ~~575~~1,~~257~~160,158.4458 1012,~~092~~663,~~317~~200.0019 0-29 Days 0.~~224972~~230681% 0.000000% 0.000000% 0.~~224972~~230681% 0.~~226963~~232876% 0.000000% 0.000000% 0.~~226963~~232876% 30 Days 2.~~362205~~306805% 0.000000% 0.000000% 0.000000% 2.~~362205~~306805% 12.~~602588~~146169% 0.000000% 0.000000% 0.000000% 12.~~602588~~146169% 60 Days 1.~~124859~~268743% 0.000000% 0.~~449944~~346021% 0.000000% 1.~~574803~~614764% 0.~~869907~~943419% 0.000000% 0.~~476554~~302792% 0.000000% 1.~~346460~~246211% 90 Days 0.~~562430~~692042% 0.000000% 0.~~449944~~692042% 0.000000% 1.~~012373~~384083% 0.~~299171~~256117% 0.000000% 0.~~306543~~486477% 0.000000% 0.~~605714~~742593% 120 Days 0.~~224972~~115340% 0.~~224972~~000000% 0.~~112486~~807382% 0.~~112486~~115340% 01.~~674916~~038062% 0.~~154646~~070050% 0.~~125626~~000000% 0.~~067614~~660594% 0.~~061958~~093104% 0.~~409844~~823748% 150 Days 0.~~224972~~461361% 0.~~224972~~000000% 0.~~674916~~576701% 0.000000% 1.~~124859~~038062% 0.~~183860~~366994% 0.~~252524~~000000% 0.~~722334~~409118% 0.000000% 10.~~158719~~776112% 180+ Days 0.~~112486~~115340% 0.~~000000~~346021% 01.~~449944~~038062% 0.~~224972~~576701% 02.~~787402~~076125% 0.~~081676~~083890% 0.~~000000~~203420% 01.~~599942~~249365% 0.~~298895~~654373% 02.~~980513~~191047% Totals 4.~~611924~~959631% 0.~~674916~~576701% 23.~~137233~~460208% 0.~~337458~~692042% 79.~~761530~~688581% 3.~~191848~~866639% 0.~~605114~~436295% 23.~~172986~~108346% 0.~~360853~~747477% 68.~~330801~~158757% 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~~197.3151 0.00 0.00 1,025,~~589~~197.3151 30 Days 9694 12 0 0 9796 1920,~~665~~085,~~577~~361.1360 ~~239~~647,~~066~~451.6115 0.00 0.00 1920,~~904~~732,~~643~~812.7475 60 Days 3948 01 21 0 4150 1011,~~070~~528,~~362~~015.0435 0143,008.0064 ~~481~~291,~~786~~840.8466 0.00 1011,~~552~~962,~~148~~864.8865 90 Days 34 0 2033 0 2337 ~~560~~587,~~450~~410.7620 0.00 46,~~803~~501,~~816~~080.9000 0.00 57,~~364~~088,~~267~~490.6620 120 Days 10 10 2329 21 2730 ~~258,839~~0.9200 ~~237,444~~0.2700 48,~~604~~140,~~787~~103.5401 ~~212~~103,~~146~~632.5382 58,~~313~~243,~~218~~735.2683 150 Days 0 10 1618 41 2119 0.00 ~~174,952~~0.7300 34,~~962~~266,~~737~~631.5978 ~~893~~151,~~938~~807.0023 54,~~031~~418,~~628~~439.3201 180+ Days 20 14 1338 6 22 ~~356,972~~64 0.5200 ~~242~~1,~~200~~009,064.5176 28,~~932~~251,~~699~~455.8149 14,~~533~~910,~~511~~176.4272 514,~~065~~170,~~384~~696.2697 Totals ~~141~~146 811 74119 1224 ~~235~~300 3032,~~912~~200,~~202~~787.3715 12,~~919~~824,~~253~~722.4306 1627,~~785~~451,~~828~~110.6894 25,~~639~~165,~~595~~616.9577 5267,~~256~~642,~~880~~236.4392 0-29 Days 0.~~211416~~216685% 0.000000% 0.000000% 0.~~211416~~216685% 0.~~248957~~256070% 0.000000% 0.000000% 0.~~248957~~256070% 30 Days 5.~~073996~~092091% 0.~~052854~~108342% 0.000000% 0.000000% 5.~~126850~~200433% 45.~~773721~~016856% 0.~~058032~~161718% 0.000000% 0.000000% 45.~~831754~~178574% 60 Days 2.~~061311~~600217% 0.~~000000~~054171% 0.~~105708~~054171% 0.000000% 2.~~167019~~708559% 2.~~444530~~879430% 0.~~000000~~035720% 0.~~116951~~072895% 0.000000% 2.~~561482~~988045% 90 Days 0.~~158562~~216685% 0.000000% 1.~~057082~~787649% 0.000000% 12.~~215645~~004334% 0.~~136047~~146721% 0.000000% 1.~~166103~~623818% 0.000000% 1.~~302149~~770540% 120 Days 0.~~052854~~000000% 0.~~052854~~000000% 1.~~215645~~570964% 0.~~105708~~054171% 1.~~427061~~625135% 0.~~062832~~000000% 0.~~057638~~000000% 12.~~117789~~033208% 0.~~051498~~025885% 12.~~289757~~059093% 150 Days 0.000000% 0.~~052854~~000000% 0.~~845666~~975081% 0.~~211416~~054171% 1.~~109937~~029252% 0.000000% 0.~~042469~~000000% 01.~~961935~~065705% 0.~~216999~~037918% 1.~~221403~~103623% 180+ Days 0.~~105708~~000000% 0.~~052854~~216685% 02.~~687104~~058505% 01.~~317125~~191766% 13.~~162791~~466956% 0.~~086653~~000000% 0.~~058793~~252041% 02.~~711898~~061021% 01.~~372252~~226448% 13.~~229597~~539510% Totals 7.~~452431~~908992% 0.~~422833~~595883% 36.~~911205~~446371% 01.~~634249~~300108% 1216.~~420719~~251354% 78.~~503784~~043007% 0.~~465889~~705550% 46.~~074677~~856648% 01.~~640749~~290251% 1216.~~685099~~895456% Please refer to CTSLink.com for a list of delinquency code 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 12 0 0 12 ~~200~~416,~~652~~960.4361 0.00 0.00 ~~200~~416,~~652~~960.4361 30 Days 2226 0 0 0 2226 46,~~710~~422,~~693~~353.5042 0.00 0.00 0.00 46,~~710~~422,~~693~~353.5042 60 Days 712 10 2 0 1014 12,~~662~~007,~~216~~711.6972 ~~146,558~~0.4300 ~~714~~906,~~441~~965.38 0.00 2,~~523~~914,~~216~~677.5010 90 Days 6 0 35 0 911 ~~814~~1,~~814~~283,158.2260 0.00 ~~838~~1,~~069~~078,936.0080 0.00 12,~~652~~362,~~883~~095.2240 120 Days 52 0 32 0 84 ~~470~~207,~~063~~559.5577 0.00 1577,~~290,549~~499.2681 0.00 1785,~~760,612~~059.8158 150 Days 25 0 3 0 18 ~~3 292~~358,~~786~~815.6236 0.00 1,196,362.89 0.00 ~~252~~1,~~929.06 545~~555,~~715~~178.6825 180+ Days 10 1 03 23 47 ~~139,709~~0.3600 145,~~178~~108.5761 01,290,549.0026 ~~276~~616,~~215~~141.5855 ~~561~~2,~~103~~051,799.5142 Totals 4351 3 815 3 5772 810,~~090~~279,~~283~~598.9487 ~~492~~562,~~389~~069.4322 25,~~843~~050,~~059~~314.6414 ~~529~~616,~~144~~141.6455 1116,~~954~~508,~~877~~123.6578 0-29 Days 0.~~165289~~338409% 0.000000% 0.000000% 0.~~165289~~338409% 0.~~137544~~289922% 0.000000% 0.000000% 0.~~137544~~289922% 30 Days 34.~~636364~~399323% 0.000000% 0.000000% 0.000000% 34.~~636364~~399323% 34.~~229110~~465609% 0.000000% 0.000000% 0.000000% 34.~~229110~~465609% 60 Days 12.~~157025~~030457% 0.~~165289~~000000% 0.~~330579~~338409% 0.000000% 12.~~652893~~368866% 1.~~139425~~396008% 0.~~100464~~000000% 0.~~489739~~630634% 0.000000% 12.~~729627~~026641% 90 Days 01.~~991736~~015228% 0.000000% 0.~~495868~~846024% 0.000000% 1.~~487603~~861252% 0.~~558543~~892209% 0.000000% 0.~~574484~~750209% 0.000000% 1.~~133027~~642419% 120 Days 0.~~826446~~338409% 0.000000% 0.~~495868~~338409% 0.000000% 10.~~322314~~676819% 0.~~322222~~144321% 0.000000% 0.~~884652~~401549% 0.000000% 10.~~206874~~545870% 150 Days 0.~~330579~~846024% 0.000000% 0.~~000000~~507614% 0.~~165289~~000000% 01.~~495868~~353638% 0.~~200701~~249492% 0.000000% 0.~~000000~~831858% 0.~~173379~~000000% 01.~~374080~~081351% 180+ Days 0.~~165289~~000000% 0.~~165289~~169205% 0.~~000000~~507614% 0.~~330579~~507614% 01.~~661157~~184433% 0.~~095769~~000000% 0.~~099518~~100897% 0.~~000000~~897348% 0.~~189342~~428417% 01.~~384628~~426663% Totals 78.~~107438~~629442% 0.~~495868~~507614% 12.~~322314~~538071% 0.~~495868~~507614% 912.~~421488~~182741% 57.~~545768~~147639% 0.~~337526~~390820% 13.~~948875~~511599% 0.~~362721~~428417% 811.~~194889~~478475% 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 1 0 0 1 219,440.60 0.00 0.00 219,440.60 30 Days 4751 01 0 0 4752 1417,~~433~~260,~~795~~751.2338 0106,645.0063 0.00 0.00 1417,~~433~~367,~~795~~397.2301 60 Days 3528 10 12 0 3730 1110,~~870~~173,~~692~~130.0612 ~~118,739~~0.9100 ~~186~~299,~~587~~989.12 0.00 1210,~~176~~473,~~019~~119.0924 90 Days 46 10 2118 0 2624 12,~~485~~200,~~947~~397.6293 ~~549,000~~0.00 76,~~231~~632,~~113~~660.2148 0.00 98,~~266~~833,~~060~~058.8341 120 Days 3 2 294 024 342 ~~588~~32 213,~~929~~866.8926 ~~496~~943,~~700~~450.8223 108,~~822~~304,~~673~~839.5175 0520,216.0034 119,~~908~~982,~~304~~372.2258 150 Days 2 0 322 172 126 21714,408.00 0.00 ~~772~~8,~~724~~020,027.1240 61,~~401~~009,~~937~~084.4397 ~~598~~9,~~929.62 7~~743,~~773,591~~520.1737 180+ Days 12 03 1841 10 29 ~~156~~75 423,~~200~~521.0089 0734,588.0023 614,~~836~~906,~~868~~402.1673 311,~~479~~517,~~781~~936.7697 1027,~~472~~582,~~849~~449.9282 Totals 9091 89 86107 1133 ~~195~~240 2830,~~535~~986,~~564~~075.8058 2,~~156~~004,~~605~~124.4569 3138,~~479~~163,~~179~~919.4348 413,~~078~~047,~~711~~238.3828 6684,~~250~~201,~~061~~358.0603 0-29 Days 0.~~088106~~089847% 0.000000% 0.000000% 0.~~088106~~089847% 0.~~059595~~060650% 0.000000% 0.000000% 0.~~059595~~060650% 30 Days 4.~~140969~~582210% 0.~~000000~~089847% 0.000000% 0.000000% 4.~~140969~~672058% 34.~~919865~~770591% 0.~~000000~~029475% 0.000000% 0.000000% 34.~~919865~~800066% 60 Days 32.~~083700~~515723% 0.~~088106~~000000% 0.~~088106~~179695% 0.000000% 32.~~259912~~695418% 32.~~223789~~811688% 0.~~032247~~000000% 0.~~050672~~082912% 0.000000% 32.~~306708~~894600% 90 Days 0.~~352423~~539084% 0.~~088106~~000000% 1.~~850220~~617251% 0.000000% 2.~~290749~~156334% 0.~~403547~~608154% 0.~~149095~~000000% 1.~~963793~~833160% 0.000000% 2.~~516435~~441314% 120 Days 0.~~264317~~179695% 0.~~176211~~359389% 2.~~555066~~156334% 0.~~000000~~179695% 2.~~995595~~875112% 0.~~159939~~059109% 0.~~134892~~260754% 2.~~939173~~295323% 0.~~000000~~143779% 32.~~234003~~758966% 150 Days 0.~~000000~~179695% 0.~~264317~~000000% 1.~~497797~~976640% 0.~~088106~~179695% 12.~~850220~~336029% 0.~~000000~~197451% 0.~~209853~~000000% 12.~~738609~~216605% 0.~~162655~~278895% 2.~~111117~~692951% 180+ Days 0.~~088106~~179695% 0.~~000000~~269542% 13.~~585903~~683738% 02.~~881057~~605571% 26.~~555066~~738544% 0.~~042420~~117055% 0.~~000000~~203028% 14.~~856726~~119888% 03.~~945023~~183371% 27.~~844169~~623341% Totals 78.~~929515~~176101% 0.~~704846~~808625% 79.~~577093~~613657% 02.~~969163~~964960% 1721.~~180617~~563342% 78.~~749560~~564048% 0.~~585681~~553908% 810.~~548973~~547887% 13.~~107678~~606045% 1723.~~991892~~271888% Please refer to CTSLink.com for a list of delinquency code descriptions.

180+ Delinquency Summary Summary Pool 1 Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Loans Actual Balance(%) Balance($) Balance($) 180 - 209 2762 717,~~256~~887,~~360~~498.7639 01.~~668~~686 1428 25,~~651~~284,~~977~~766.4637 0.~~464~~951 210 - 239 47 13,437,872.06 1.266 28 86,~~213~~462,~~505~~429.4645 1.163 240 - 269 24 6,403,769.43 0.~~757~~603 1013 2,~~512~~422,~~667~~162.3054 0.~~440~~436 ~~240~~270 - ~~269~~299 424 7,284,032.50 0.686 8 1,~~494~~938,~~878~~226.6879 0.~~138~~349 300 - 329 5 1,639,987.29 0.155 3 911,325.28 0.~~159~~164 ~~270~~330 - ~~299~~359 32 ~~697~~552,~~687~~509.9639 0.~~064~~052 2 552,509.39 0.~~097~~099 Total 62164 1747,~~662~~205,~~432~~669.8606 14.~~627~~448 2982 617,~~628~~571,~~479~~419.4382 13.~~160~~162

180+ Delinquency Summary (continued) Pool 2 Days Number of Outstanding Percentage of Delinquent Loans Actual Balance(%) Balance($) 180 - 209 1334 412,~~604~~602,~~383~~732.3002 02.~~896~~492 210 - 239 1819 56,~~700~~975,~~838~~442.1661 1.~~109~~380 240 - 269 111 ~~583~~3,~~553~~981,606.4089 0.~~114~~787 270 - 299 16 5,345,805.71 1.057 ~~145~~300 - 329 2 728,~~178~~662.5701 0.~~028~~144 330 - 359 0 0.00 0.000 Total 3382 1129,~~033~~634,~~953~~249.4324 25.~~147~~860 This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1720 ~~Nov~~Jan-0607 0.000% Original Principal Balance 46,~~917~~535,~~163~~084.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 46,~~915~~528,~~102~~330.1520 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 2966 ~~Apr~~Jun-07 0.000% Original Principal Balance 720,~~828~~005,~~761~~712.00 ~~May~~Jul-07 0.000% Current Actual Balance 719,~~822~~989,~~709~~155.4118 ~~Jun~~Aug-07 0.~~000~~055% ~~Jul~~Sep-07 0.~~000~~300% ~~Aug~~Oct-07 0.~~055~~721% ~~Sep~~Nov-07 01.~~300~~339% ~~Oct~~Dec-07 01.~~721~~884% *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. Pool 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 6 ~~Nov~~Jan-0607 0.000% Original Principal Balance 1,~~323~~080,~~154~~900.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 1,~~322~~079,~~534~~299.3823 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 1224 ~~Apr~~Jun-07 0.000% Original Principal Balance 25,~~640~~169,~~752~~832.00 ~~May~~Jul-07 0.000% Current Actual Balance 25,~~639~~165,~~595~~616.9577 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.000% ~~Aug~~Oct-07 0.~~000~~563% ~~Sep~~Nov-07 0.~~000~~991% ~~Oct~~Dec-07 01.~~563~~139% *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. Pool 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 911 ~~Nov~~Jan-0607 0.000% Original Principal Balance 35,~~271~~092,~~009~~934.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 35,~~270~~088,~~293~~348.8296 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current REO Total ~~Mar~~May-07 0.000% Loans in REO 1133 ~~Apr~~Jun-07 0.000% Original Principal Balance 413,~~080~~054,~~609~~490.00 ~~May~~Jul-07 0.000% Current Actual Balance 413,~~078~~047,~~711~~238.3828 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.000% ~~Aug~~Oct-07 0.~~000~~896% ~~Sep~~Nov-07 01.~~000~~723% ~~Oct~~Dec-07 02.~~896~~702% *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 Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance Pool 1 0033474776 Nov-2007 01-Dec-2006 WA 80.00 212,800.00 Pool 1 0033540840 Nov-2007 01-Jan-2007 NC 81.93 194,580.00 Pool 1 0039293154 Sep-2007 01-Dec-2006 CO 80.00 212,000.00 Pool 1 0039388178 Sep-2007 01-Dec-2006 TN 100.00 190,848.00 Pool 1 0121189849 Sep-2007 01-Aug-2006 CT 90.00 342,000.00 Pool 1 0121191126 Sep-2007 01-Jul-2006 VA 100.00 135,000.00 Pool 1 0121197206 Nov-2007 01-Jul-2006 CA 95.00 365,740.00 Pool 1 0122908916 Dec-2007 01-Dec-2006 MD 75.00 144,750.00 Pool 1 0122939275 Aug-2007 01-Dec-2006 IL 90.00 211,500.00 Pool 1 ~~0123240475~~0123239873 ~~Oct~~Nov-2007 01-Jan-2007 CA 8090.00 ~~264~~213,~~000~~300.00 Pool 1 0123244311 Oct-2007 01-Jan-2007 CA 80.00 204,000.00 Pool 1 0123246944 Nov-2007 01-Dec-2006 CA 90.00 397,800.00 Pool 1 0123248395 Dec-2007 01-Jan-2007 AZ 80.00 188,000.00 Pool 1 0123248684 Dec-2007 01-Jan-2007 CA 80.00 124,000.00 Pool 1 0123248999 Dec-2007 01-Jan-2007 MO 95.00 128,250.00 Pool 1 0123250946 Oct-2007 01-Jan-2007 CA 80.00 332,000.00 Pool 1 ~~0123251092~~0123253379 ~~Oct~~Nov-2007 01-Jan-2007 CAMI 9095.00 ~~310~~152,~~500~~000.00 Pool 1 0123253536 Dec-2007 01-Dec-2006 MI 100.00 103,900.00 Pool 1 0123260283 Sep-2007 01-Jan-2007 CA 94.91 261,000.00 Pool 1 0123263980 Sep-2007 01-Jan-2007 TN 100.00 333,000.00 Pool 1 0123268526 Oct-2007 01-Jan-2007 TN 90.00 119,154.00 Pool 1 0123268575 Dec-2007 01-Jan-2007 OH 90.00 76,500.00 Pool 1 0123269425 Nov-2007 01-Jan-2007 AZ 80.00 352,000.00 Pool 1 0123271389 Nov-2007 01-Jan-2007 CA 95.00 375,250.00 Pool 1 0123273062 Nov-2007 01-Jan-2007 AZ 85.00 124,950.00 Pool 1 0123273427 Dec-2007 01-Jan-2007 AZ 90.00 175,500.00 Pool 1 0123274904 Sep-2007 01-Jan-2007 MI 95.00 109,250.00 Pool 1 0123275299 Oct-2007 01-Dec-2006 MI 85.00 93,500.00 Pool 1 0123275695 Oct-2007 01-Jan-2007 MI 90.00 99,000.00 Pool 1 0123279119 Dec-2007 01-Dec-2006 CA 85.00 361,250.00 Pool 2 0033280975 Dec-2007 01-Dec-2006 CA 80.00 300,000.00 Pool 2 0037250875 Dec-2007 01-Feb-2007 CA 79.90 640,000.00 Pool 2 0039241617 Oct-2007 01-Nov-2006 FL 80.00 125,939.00 Pool 2 ~~0039453576~~0039462973 ~~Aug~~Dec-2007 01-Dec-2006 ALVA 7999.1081 53158,~~000~~500.00 Pool 2 0039467733 Sep-2007 01-Dec-2006 CO 80.00 209,600.00 Pool 2 0039703293 Dec-2007 01-Jan-2007 VA 80.00 360,000.00 Pool 2 0039729207 Nov-2007 01-Jan-2007 CO 80.00 276,327.00 Pool 2 0039731294 Nov-2007 01-Jan-2007 NV 80.00 540,000.00 Pool 2 0121193437 Sep-2007 01-Jul-2006 TX 80.00 254,400.00 Pool 2 0122671795 Dec-2007 01-Oct-2006 NH 80.00 140,000.00 Pool 2 0123239790 Oct-2007 01-Dec-2006 CA 80.00 584,000.00 Pool 2 ~~0123240137~~0123241010 ~~Oct~~Sep-2007 01-Jan-2007 CAMD 80.00 ~~302~~600,~~320~~000.00 Pool 2 ~~0123241010~~0123246795 ~~Sep~~Nov-2007 01-Jan-2007 MDCA 80.00 ~~600~~199,200.00 Pool 2 0123248544 Dec-2007 01-Dec-2006 MD 89.66 650,000.00 Pool 2 0123249161 Oct-2007 01-Dec-2006 CA 80.00 488,000.00 Pool 2 0123249724 Oct-2007 01-Dec-2006 CA 95.00 261,250.00 Pool 2 0123251662 Nov-2007 01-Jan-2007 CA 90.00 553,500.00 Pool 2 0123252793 Nov-2007 01-Jan-2007 CO 80.00 176,000.00 Pool 2 0123253502 Dec-2007 01-Jan-2007 MI 89.80 546,000.00 Pool 2 0123256232 Dec-2007 01-Jan-2007 NV 80.00 572,364.00 Pool 2 0123257503 Dec-2007 01-Jan-2007 WA 89.50 750,000.00 Pool 2 0123257826 Nov-2007 01-Jan-2007 OR 80.00 428,000.00 Pool 2 0123257925 Nov-2007 01-Jan-2007 OR 90.00 205,200.00 Pool 2 0123262057 Dec-2007 01-Jan-2007 MN 80.00 324,320.00 Pool 2 0123262487 Oct-2007 01-Dec-2006 MN 80.00 224,000.00 Pool 2 0123262552 Nov-2007 01-Jan-2007 MN 100.00 395,000.00 Pool 2 0123262594 Dec-2007 01-Jan-2007 MN 80.00 428,000.00 Pool 2 0123267908 Dec-2007 01-Jan-2007 TN 75.00 363,750.00 Pool 2 0123269136 Nov-2007 01-Dec-2006 AZ 100.00 500,000.00 Pool 2 0123273344 Oct-2007 01-Jan-2007 AZ 66.16 153,500.00 Pool 2 0123276040 Oct-2007 01-Dec-2006 CA 80.00 424,000.00 Pool 2 0123276214 Oct-2007 01-Jan-2007 CA 80.00 572,000.00 Pool 2 0123279390 Nov-2007 01-Jan-2007 CA 100.00 320,000.00 Pool 2 0123279879 Nov-2007 01-Jan-2007 MO 85.00 70,040.00 Pool 2 0123283095 Oct-2007 01-Jan-2007 AZ 90.00 360,000.00 Pool 2 0123284747 Nov-2007 01-Jan-2007 CA 80.00 520,000.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Pool 1 0033474776 212,800.00 01-Feb-2007 8 8.625% 14,408.30 Pool 1 0033540840 194,435.12 01-Apr-2007 6 9.500% 11,658.23 Pool 1 0039293154 211,878.12 01-Jan-2007 79 8.000% 1114,~~904~~545.0702 Pool 1 0039388178 190,848.00 01-Mar-2007 57 8.625% 911,~~045~~629.4080 Pool 1 0121189849 341,696.78 01-Dec-2006 810 9.675% 2631,~~672~~972.2526 Pool 1 0121191126 134,789.84 01-Jan-2007 79 8.950% 10,664.02 Pool 1 0121197206 363,928.49 01-Mar-2007 7 9.110% 23,960.16 Pool 1 0122908916 144,506.44 01-Jun-2007 4 8.675% 5,~~736~~902.3699 Pool 1 0122939275 211,245.45 01-Jan-2007 79 8.550% 1215,~~722~~539.3566 Pool 1 ~~0123240475~~0123239873 ~~264~~213,~~000~~214.0099 01-~~Jan~~Feb-2007 78 79.~~650~~565% 1416,~~157~~106.0060 Pool 1 0123244311 204,000.00 01-Jan-2007 79 8.700% 1215,~~546~~334.00 Pool 1 0123246944 397,800.00 01-Jan-2007 9 9.450% 32,636.23 Pool 1 0123248395 188,000.00 01-Mar-2007 7 6.850% 8,953.56 Pool 1 0123248684 123,925.25 01-Apr-2007 6 10.200% 8,009.42 Pool 1 0123248999 127,873.28 01-Apr-2007 6 7.600% 5,485.67 Pool 1 0123250946 331,947.34 01-Jan-2007 79 9.990% 2328,~~610~~852.9295 Pool 1 ~~0123251092~~0123253379 ~~310~~151,~~440~~807.5123 01-~~Jan~~May-2007 75 9.~~365~~850% 208,~~624~~278.1800 Pool 1 0123253536 103,632.82 01-Jun-2007 4 11.000% 5,435.48 Pool 1 0123260283 261,000.00 01-Mar-2007 57 6.700% 912,~~439~~136.50 Pool 1 0123263980 333,000.00 01-Mar-2007 57 9.100% 1621,~~705~~478.50 Pool 1 0123268526 118,911.74 01-Apr-2007 46 9.400% 7,042.41 Pool 1 0123268575 76,466.21 01-Feb-2007 8 8.900% 5,~~284~~347.6315 Pool 1 0123269425 351,193.22 01-Mar-2007 7 7.400% 18,117.25 Pool 1 0123271389 375,081.76 01-Feb-2007 8 8.850% 26,072.28 Pool 1 0123273062 124,829.78 01-Feb-2007 8 9.625% 9,470.98 Pool 1 0123273427 174,869.31 01-Mar-2007 7 7.100% 7,058.45 Pool 1 0123274904 109,090.00 01-Mar-2007 57 9.575% 57,~~766~~409.2492 Pool 1 0123275299 93,234.79 01-Apr-2007 46 8.890% 34,~~569~~756.8393 Pool 1 0123275695 98,770.82 01-Apr-2007 46 8.775% 45,~~080~~437.5542 Pool 1 0123279119 360,998.57 01-Mar-2007 7 9.725% 24,958.48 Pool 2 0033280975 300,000.00 01-Mar-2007 7 7.750% 16,312.50 Pool 2 0037250875 639,914.04 01-Apr-2007 6 7.375% 29,329.44 Pool 2 0039241617 125,854.60 01-Jan-2007 79 8.875% 79,~~897~~650.9677 Pool 2 ~~0039453576~~0039462973 52157,~~712~~860.4587 01-~~Jan~~Jun-2007 74 8.~~750~~875% 36,~~224~~600.9950 Pool 2 0039467733 209,487.94 01-Jan-2007 9 8.250% 14,861.85 Pool 2 0039703293 360,000.00 01-May-2007 5 8.000% 15,750.00 Pool 2 0039729207 276,243.53 01-Mar-2007 7 7.250% 13,984.83 Pool 2 0039731294 539,836.87 01-Feb-2007 8 7.250% 1230,~~163~~366.1172 Pool 2 0121193437 252,929.06 01-Mar-2007 57 8.350% 15,208.11 Pool 2 0122671795 139,~~853~~709.0336 01-Jan-2007 9 9.300% 11,483.16 Pool 2 0123239790 583,553.40 01-Dec-2006 810 7.350% 3339,~~191~~798.2705 Pool 2 ~~0123240137~~0123241010 ~~302~~598,~~320~~929.0062 01-~~Jan~~Mar-2007 7 8.~~850~~625% 1836,~~932~~407.7658 Pool 2 ~~0123241010~~0123246795 ~~598~~199,~~929~~200.6200 01-~~Mar~~Feb-2007 8 9.150% 14,359.00 Pool 2 0123248544 649,084.97 01-May-2007 5 8.~~625~~500% 2830,~~334~~290.7268 Pool 2 0123249161 488,000.00 01-Jan-2007 79 7.588% 2531,~~942~~707.1406 Pool 2 0123249724 261,198.00 01-Jan-2007 9 8.625% 16,572.10 Pool 2 0123251662 553,500.00 01-Jan-2007 9 8.450% 40,336.23 Pool 2 0123252793 175,955.46 01-Feb-2007 8 8.000% 10,984.40 Pool 2 0123253502 546,000.00 01-Apr-2007 6 7.800% 26,572.00 Pool 2 0123256232 571,973.90 01-Mar-2007 7 7.750% 31,083.01 Pool 2 0123257503 750,000.00 01-Feb-2007 8 7.800% 45,625.00 Pool 2 0123257826 427,784.99 01-Jan-2007 9 9.400% 1334,~~560~~809.4261 Pool 2 0123257925 205,164.19 01-Jan-2007 9 9.675% 17,239.62 Pool 2 0123262057 324,320.00 01-Jan-2007 9 7.650% 21,256.51 Pool 2 0123262487 223,503.13 01-Feb-2007 68 7.550% 13,085.72 Pool 2 0123262552 394,949.96 01-Mar-2007 7 10.800% 30,~~476~~504.7053 Pool 2 0123262594 426,839.71 01-Apr-2007 6 8.000% 21,289.68 Pool 2 0123267908 362,355.47 01-Jun-2007 4 8.325% 14,153.66 Pool 2 0123269136 500,000.00 01-Mar-2007 7 9.800% 34,875.00 Pool 2 0123273344 153,367.84 01-Jan-2007 79 6.750% 78,~~163~~747.8596 Pool 2 0123276040 423,999.98 01-Jan-2007 79 8.275% 2430,~~724~~218.4476 Pool 2 0123276214 572,000.00 01-Jan-2007 79 6.990% 34,029.27 Pool 2 0123279390 319,~~842~~978.1304 01-Feb-2007 8 11.300% 28,793.40 Pool 2 0123279879 69,884.90 01-Apr-2007 6 8.990% 3,947.53 Pool 2 0123283095 360,000.00 01-Feb-2007 68 7.750% 1721,~~400~~750.00 Pool 2 0123284747 520,000.00 01-Jan-2007 9 7.175% 31,817.50

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 6068 ~~Nov~~Jan-0607 0.000% Original Principal Balance 16,~~314~~250,~~570~~348.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 16,~~287~~209,~~997~~526.4577 ~~Jan~~Mar-07 0.~~000~~010% ~~Feb~~Apr-07 0.~~000~~042% Current Foreclosure Total ~~Mar~~May-07 0.~~010~~082% Loans in Foreclosure ~~187~~271 ~~Apr~~Jun-07 0.~~042~~820% Original Principal Balance 5475,~~628~~604,~~947~~554.00 ~~May~~Jul-07 01.~~082~~742% Current Actual Balance 5475,~~572~~489,~~158~~805.1352 ~~Jun~~Aug-07 03.~~820~~025% ~~Jul~~Sep-07 14.~~742~~135% ~~Aug~~Oct-07 35.~~025~~027% ~~Sep~~Nov-07 46.~~135~~500% ~~Oct~~Dec-07 57.~~027~~114% *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. Pool 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2235 ~~Nov~~Jan-0607 0.000% Original Principal Balance 56,~~258~~906,~~925~~825.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 56,~~250~~892,~~847~~301.7890 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 0.000% Loans in Foreclosure 74119 ~~Apr~~Jun-07 0.000% Original Principal Balance 1627,~~805~~494,~~080~~900.00 ~~May~~Jul-07 0.000% Current Actual Balance 1627,~~785~~451,~~828~~110.6894 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.000% ~~Aug~~Oct-07 03.~~000~~544% ~~Sep~~Nov-07 04.~~000~~829% ~~Oct~~Dec-07 35.~~544~~809% *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. Pool 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2318 ~~Nov~~Jan-0607 0.000% Original Principal Balance 86,~~059~~621,~~395~~557.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 86,~~051~~611,~~531~~430.0670 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Foreclosure Total ~~Mar~~May-07 0.000% Loans in Foreclosure 86107 ~~Apr~~Jun-07 0.000% Original Principal Balance 3138,~~500~~199,~~065~~881.00 ~~May~~Jul-07 0.000% Current Actual Balance 3138,~~479~~163,~~179~~919.4348 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.000% ~~Aug~~Oct-07 06.~~000~~676% ~~Sep~~Nov-07 08.~~000~~349% ~~Oct~~Dec-07 68.~~676~~547% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance Pool 1 0033474776 Aug-2007 01-Dec-2006 WA 80.00 212,800.00 Pool 1 0033513409 Aug-2007 01-Jan-2007 OH 83.33 70,000.00 Pool 1 0033540840 Sep-2007 01-Jan-2007 NC 81.93 194,580.00 Pool 1 0039786652 Oct-2007 01-Feb-2007 OH 100.00 99,900.00 Pool 1 0121192942 Oct-2007 01-Jul-2006 SC 100.00 195,000.00 Pool 1 0121194104 Aug-2007 01-Jul-2006 MA 80.00 360,000.00 Pool 1 0121196505 Oct-2007 01-Jul-2006 FL 80.00 196,000.00 Pool 1 0121197206 Jul-2007 01-Jul-2006 CA 95.00 365,740.00 Pool 1 0122671811 Jul-2007 01-Nov-2006 MA 80.00 328,000.00 Pool 1 0122671936 Jul-2007 01-Oct-2006 OR 74.85 123,500.00 Pool 1 0122672363 Oct-2007 01-Oct-2006 MA 80.00 263,200.00 Pool 1 0122672462 Oct-2007 01-Sep-2006 OH 66.27 110,000.00 Pool 1 0122674708 Jul-2007 01-Sep-2006 FL 74.62 194,012.00 Pool 1 0122675598 Jul-2007 01-Sep-2006 FL 90.00 193,500.00 Pool 1 0122676109 Oct-2007 01-Oct-2006 FL 84.16 170,000.00 Pool 1 0122909815 Sep-2007 01-Dec-2006 FL 100.00 195,000.00 Pool 1 0122939564 Oct-2007 01-Dec-2006 WV 90.00 414,000.00 Pool 1 0123239873 Jul-2007 01-Jan-2007 CA 90.00 213,300.00 Pool 1 0123240335 Aug-2007 01-Jan-2007 CA 95.00 270,750.00 Pool 1 0123242513 Jun-2007 01-Jan-2007 IL 100.00 145,000.00 Pool 1 0123242992 Oct-2007 01-Jan-2007 IL 89.63 193,600.00 Pool 1 0123243123 Oct-2007 01-Dec-2006 IN 85.00 89,250.00 Pool 1 0123243230 Sep-2007 01-Jan-2007 IL 56.20 77,000.00 Pool 1 0123243586 Sep-2007 01-Jan-2007 IN 90.00 88,200.00 Pool 1 0123243727 Oct-2007 01-Jan-2007 IL 90.00 297,000.00 Pool 1 0123243891 Jul-2007 01-Jan-2007 IL 90.00 315,000.00 Pool 1 0123244196 Aug-2007 01-Jan-2007 CA 90.00 306,000.00 Pool 1 0123244485 Sep-2007 01-Dec-2006 FL 80.00 86,400.00 Pool 1 0123244618 Aug-2007 01-Jan-2007 FL 79.17 285,000.00 Pool 1 0123244642 Jun-2007 01-Jan-2007 CA 85.00 301,750.00 Pool 1 0123245557 Sep-2007 01-Dec-2006 CA 57.95 234,700.00 Pool 1 0123246571 Oct-2007 01-Jan-2007 MD 54.72 261,000.00 Pool 1 0123246589 Oct-2007 01-Dec-2006 AZ 90.00 234,000.00 Pool 1 0123246902 Sep-2007 01-Dec-2006 CA 79.32 234,000.00 Pool 1 0123246944 Jul-2007 01-Dec-2006 CA 90.00 397,800.00 Pool 1 0123247322 Oct-2007 01-Jan-2007 FL 85.00 205,700.00 Pool 1 0123247595 Sep-2007 01-Feb-2007 CA 82.50 165,000.00 Pool 1 0123248247 Aug-2007 01-Dec-2006 PA 80.00 268,800.00 Pool 1 0123248395 Aug-2007 01-Jan-2007 AZ 80.00 188,000.00 Pool 1 0123248684 Sep-2007 01-Jan-2007 CA 80.00 124,000.00 Pool 1 0123248940 Aug-2007 01-Jan-2007 FL 90.00 162,000.00 Pool 1 0123248999 Oct-2007 01-Jan-2007 MO 95.00 128,250.00 Pool 1 0123249369 Sep-2007 01-Jan-2007 CA 91.55 265,500.00 Pool 1 0123251159 Oct-2007 01-Jan-2007 CA 90.00 270,000.00 Pool 1 0123251910 Sep-2007 01-Dec-2006 CA 80.00 244,000.00 Pool 1 0123252249 Oct-2007 01-Jan-2007 CA 90.00 319,500.00 Pool 1 0123253379 Oct-2007 01-Jan-2007 MI 95.00 152,000.00 Pool 1 0123253825 Oct-2007 01-Jan-2007 MI 85.00 177,225.00 Pool 1 0123254484 Oct-2007 01-Jan-2007 IL 80.00 160,000.00 Pool 1 0123255333 Sep-2007 01-Jan-2007 CT 100.00 258,000.00 Pool 1 0123255994 Aug-2007 01-Jan-2007 HI 80.00 135,680.00 Pool 1 0123258634 Aug-2007 01-Jan-2007 FL 90.00 130,500.00 Pool 1 0123258675 Oct-2007 01-Dec-2006 IL 85.00 272,000.00 Pool 1 0123259178 Sep-2007 01-Jan-2007 CA 54.67 369,000.00 Pool 1 0123261232 Sep-2007 01-Jan-2007 FL 80.00 279,120.00 Pool 1 0123261596 Sep-2007 01-Jan-2007 WI 95.00 132,050.00 Pool 1 0123261711 Sep-2007 01-Jan-2007 WI 80.00 164,000.00 Pool 1 0123261729 Jul-2007 01-Jan-2007 WI 85.00 153,000.00 Pool 1 0123262099 Oct-2007 01-Jan-2007 MN 90.00 133,200.00 Pool 1 0123262180 Jul-2007 01-Jan-2007 MN 85.00 191,250.00 Pool 1 0123262446 Sep-2007 01-Jan-2007 SD 80.00 92,800.00 Pool 1 0123262578 Aug-2007 01-Jan-2007 MN 90.00 175,500.00 Pool 1 0123262974 Oct-2007 01-Jan-2007 FL 80.00 217,600.00 Pool 1 0123263519 Aug-2007 01-Jan-2007 CA 65.00 187,525.00 Pool 1 0123263576 Aug-2007 01-Jan-2007 FL 57.14 200,000.00 Pool 1 0123263758 Oct-2007 01-Jan-2007 WA 80.00 160,000.00 Pool 1 0123264178 Oct-2007 01-Dec-2006 FL 90.00 262,800.00 Pool 1 0123264186 Aug-2007 01-Jan-2007 CA 85.00 544,000.00 Pool 1 0123266363 Sep-2007 01-Jan-2007 FL 80.00 176,800.00 Pool 1 0123267148 Oct-2007 01-Jan-2007 IL 90.00 220,500.00 Pool 1 0123267361 Jul-2007 01-Jan-2007 IL 85.00 161,500.00 Pool 1 0123268237 Oct-2007 01-Jan-2007 OH 75.00 60,000.00 Pool 1 0123268575 Jul-2007 01-Jan-2007 OH 90.00 76,500.00 Pool 1 0123268732 Oct-2007 01-Jan-2007 OH 80.00 108,800.00 Pool 1 0123268849 Jul-2007 01-Jan-2007 AZ 90.00 405,000.00 Pool 1 0123269425 Aug-2007 01-Jan-2007 AZ 80.00 352,000.00 Pool 1 0123270662 Oct-2007 01-Jan-2007 NJ 95.00 366,700.00 Pool 1 0123270977 Aug-2007 01-Jan-2007 GA 85.00 173,400.00 Pool 1 0123271124 Sep-2007 01-Dec-2006 CA 80.00 360,000.00 Pool 1 0123271389 Jul-2007 01-Jan-2007 CA 95.00 375,250.00 Pool 1 0123271868 Oct-2007 01-Jan-2007 CA 80.00 524,000.00 Pool 1 0123271892 Oct-2007 01-Jan-2007 CA 80.00 232,000.00 Pool 1 0123272031 Sep-2007 01-Jan-2007 CA 66.87 224,000.00 Pool 1 0123272452 Oct-2007 01-Jan-2007 IL 90.00 153,000.00 Pool 1 0123273062 Jul-2007 01-Jan-2007 AZ 85.00 124,950.00 Pool 1 0123273427 Aug-2007 01-Jan-2007 AZ 90.00 175,500.00 Pool 1 0123275463 Sep-2007 01-Jan-2007 FL 78.83 108,000.00 Pool 1 0123277626 Sep-2007 01-Jan-2007 UT 80.00 136,800.00 Pool 1 0123279119 Aug-2007 01-Dec-2006 CA 85.00 361,250.00 Pool 1 0123279739 Sep-2007 01-Jan-2007 MO 80.00 84,000.00 Pool 1 0123279929 Jul-2007 01-Dec-2006 IA 100.00 230,000.00 Pool 1 0123282428 Jul-2007 01-Jan-2007 FL 90.00 112,500.00 Pool 1 0123284606 Sep-2007 01-Jan-2007 CA 79.11 375,000.00 Pool 2 0033280975 Aug-2007 01-Dec-2006 CA 80.00 300,000.00 Pool 2 0033408444 Oct-2007 01-Dec-2006 UT 100.00 499,900.00 Pool 2 0037250875 Sep-2007 01-Feb-2007 CA 79.90 640,000.00 Pool 2 0038614087 Oct-2007 01-Oct-2006 ME 78.86 110,400.00 Pool 2 0039433347 Sep-2007 01-Dec-2006 FL 80.00 212,800.00 Pool 2 0039468608 Aug-2007 01-Jan-2007 FL 80.00 322,400.00 Pool 2 0039692967 Oct-2007 01-Feb-2007 FL 100.00 313,100.00 Pool 2 0039699111 Oct-2007 01-Jan-2007 AL 100.00 151,900.00 Pool 2 0039729207 Sep-2007 01-Jan-2007 CO 80.00 276,327.00 Pool 2 0039731294 Aug-2007 01-Jan-2007 NV 80.00 540,000.00 Pool 2 0039859657 Sep-2007 01-Feb-2007 NY 80.00 406,400.00 Pool 2 0121188247 Oct-2007 01-Jul-2006 CA 90.00 283,500.00 Pool 2 0122673734 Oct-2007 01-Nov-2006 OH 57.44 51,700.00 Pool 2 0122675911 Oct-2007 01-Sep-2006 CA 78.38 435,000.00 Pool 2 0123239410 Sep-2007 01-Jan-2007 CA 90.00 589,500.00 Pool 2 0123241036 Jul-2007 01-Jan-2007 MD 77.59 360,000.00 Pool 2 0123241820 Sep-2007 01-Jan-2007 MD 95.00 451,250.00 Pool 2 0123243099 Sep-2007 01-Jan-2007 IL 80.00 500,000.00 Pool 2 0123243701 Oct-2007 01-Jan-2007 IL 50.50 202,000.00 Pool 2 0123244741 Oct-2007 01-Jan-2007 FL 72.54 243,000.00 Pool 2 0123246795 Jul-2007 01-Jan-2007 CA 80.00 199,200.00 Pool 2 0123247215 Sep-2007 01-Dec-2006 CA 80.00 480,000.00 Pool 2 0123248155 Sep-2007 01-Dec-2006 NJ 100.00 149,900.00 Pool 2 0123248544 Oct-2007 01-Dec-2006 MD 89.66 650,000.00 Pool 2 0123249211 Jul-2007 01-Dec-2006 CA 80.00 389,560.00 Pool 2 0123249518 Sep-2007 01-Jan-2007 CA 90.00 529,200.00 Pool 2 0123249682 Oct-2007 01-Jan-2007 CA 95.00 308,750.00 Pool 2 0123250078 Sep-2007 01-Jan-2007 CA 88.54 425,000.00 Pool 2 0123250151 Oct-2007 01-Jan-2007 CA 95.00 522,500.00 Pool 2 0123250565 Oct-2007 01-Jan-2007 CA 90.00 481,500.00 Pool 2 0123250821 Aug-2007 01-Jan-2007 CA 89.91 472,500.00 Pool 2 0123251340 Aug-2007 01-Jan-2007 CA 80.00 244,000.00 Pool 2 0123251662 Jul-2007 01-Jan-2007 CA 90.00 553,500.00 Pool 2 0123251688 Sep-2007 01-Jan-2007 CA 90.00 589,500.00 Pool 2 0123251746 Aug-2007 01-Jan-2007 CA 80.00 308,000.00 Pool 2 0123251779 Sep-2007 01-Jan-2007 CA 95.00 517,750.00 Pool 2 0123252223 Oct-2007 01-Jan-2007 CA 100.00 448,500.00 Pool 2 0123252793 Aug-2007 01-Jan-2007 CO 80.00 176,000.00 Pool 2 0123252983 Oct-2007 01-Jan-2007 CO 80.00 480,000.00 Pool 2 0123253502 Oct-2007 01-Jan-2007 MI 89.80 546,000.00 Pool 2 0123254609 Oct-2007 01-Dec-2006 CA 80.00 452,000.00 Pool 2 0123255986 Sep-2007 01-Jan-2007 HI 90.00 247,500.00 Pool 2 0123256166 Jul-2007 01-Jan-2007 FL 80.00 365,444.00 Pool 2 0123256232 Aug-2007 01-Jan-2007 NV 80.00 572,364.00 Pool 2 0123256794 Sep-2007 01-Jan-2007 FL 80.00 240,000.00 Pool 2 0123256828 Sep-2007 01-Jan-2007 FL 75.00 121,500.00 Pool 2 0123256836 Jun-2007 01-Jan-2007 NY 90.00 445,500.00 Pool 2 0123257107 Jul-2007 01-Jan-2007 NY 80.00 360,000.00 Pool 2 0123257479 Sep-2007 01-Jan-2007 WA 95.00 456,000.00 Pool 2 0123257503 Jul-2007 01-Jan-2007 WA 89.50 750,000.00 Pool 2 0123257826 Jun-2007 01-Jan-2007 OR 80.00 428,000.00 Pool 2 0123257925 Jun-2007 01-Jan-2007 OR 90.00 205,200.00 Pool 2 0123259277 Oct-2007 01-Jan-2007 CA 95.00 275,405.00 Pool 2 0123259392 Aug-2007 01-Jan-2007 CA 85.47 500,000.00 Pool 2 0123261091 Aug-2007 01-Jan-2007 FL 100.00 307,500.00 Pool 2 0123262057 Sep-2007 01-Jan-2007 MN 80.00 324,320.00 Pool 2 0123262552 Aug-2007 01-Jan-2007 MN 100.00 395,000.00 Pool 2 0123262594 Sep-2007 01-Jan-2007 MN 80.00 428,000.00 Pool 2 0123263089 Oct-2007 01-Jan-2007 MN 100.00 247,000.00 Pool 2 0123263949 Oct-2007 01-Jan-2007 FL 90.00 315,000.00 Pool 2 0123264392 Jun-2007 01-Jan-2007 FL 100.00 340,000.00 Pool 2 0123264798 Oct-2007 01-Jan-2007 CA 92.00 598,000.00 Pool 2 0123265472 Sep-2007 01-Jan-2007 CA 94.89 650,000.00 Pool 2 0123265530 Sep-2007 01-Jan-2007 NJ 85.00 365,500.00 Pool 2 0123265787 Sep-2007 01-Jan-2007 NJ 100.00 299,000.00 Pool 2 0123267916 Oct-2007 01-Jan-2007 GA 79.67 98,000.00 Pool 2 0123269136 Aug-2007 01-Dec-2006 AZ 100.00 500,000.00 Pool 2 0123271132 Sep-2007 01-Jan-2007 CA 80.00 246,320.00 Pool 2 0123271900 Sep-2007 01-Jan-2007 CA 100.00 600,000.00 Pool 2 0123272676 Sep-2007 01-Jan-2007 IL 73.33 396,000.00 Pool 2 0123272965 Jun-2007 01-Jan-2007 IL 70.53 186,900.00 Pool 2 0123274136 Oct-2007 01-Jan-2007 WA 70.00 154,000.00 Pool 2 0123276370 Sep-2007 01-Jan-2007 CA 90.00 472,500.00 Pool 2 0123276636 Oct-2007 01-Jan-2007 ID 100.00 395,000.00 Pool 2 0123277600 Jul-2007 01-Jan-2007 UT 80.00 263,520.00 Pool 2 0123278640 Sep-2007 01-Jan-2007 CA 94.81 320,000.00 Pool 2 0123278715 Sep-2007 01-Dec-2006 CA 80.00 184,000.00 Pool 2 0123278954 Sep-2007 01-Dec-2006 CA 80.00 219,200.00 Pool 2 0123279309 Aug-2007 01-Jan-2007 CA 100.00 347,000.00 Pool 2 0123279390 Jul-2007 01-Jan-2007 CA 100.00 320,000.00 Pool 2 0123279879 Oct-2007 01-Jan-2007 MO 85.00 70,040.00 Pool 2 0123280778 Aug-2007 01-Dec-2006 FL 56.60 120,000.00 Pool 2 0123280950 Sep-2007 01-Jan-2007 FL 95.00 141,455.00 Pool 2 0123281388 Aug-2007 01-Jan-2007 FL 85.00 206,550.00 Pool 2 0123281560 Oct-2007 01-Jan-2007 FL 100.00 241,000.00 Pool 2 0123282048 Oct-2007 01-Jan-2007 FL 95.00 187,150.00 Pool 2 0123282493 Aug-2007 01-Jan-2007 FL 100.00 275,000.00 Pool 2 0123284192 Oct-2007 01-Jan-2007 CA 86.55 476,000.00 Pool 2 0123284291 Sep-2007 01-Dec-2006 CA 95.00 427,500.00 Pool 2 0123284440 Oct-2007 01-Dec-2006 CT 90.00 432,000.00 Pool 2 0123284507 Aug-2007 01-Jan-2007 CA 80.00 519,110.00 Pool 2 0123284747 Jun-2007 01-Jan-2007 CA 80.00 520,000.00 Pool 2 0123284812 Jun-2007 01-Dec-2006 CA 90.00 445,500.00 Pool 2 0123285082 Aug-2007 01-Jan-2007 CA 80.00 536,000.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest Pool 1 0033474776 212,800.00 01-Feb-2007 6 8.625% 11,526.64 Pool 1 0033513409 69,944.31 01-Mar-2007 5 8.290% 3,175.79 Pool 1 0033540840 194,435.12 01-Apr-2007 4 9.500% 8,745.38 Pool 1 0039786652 99,673.47 01-May-2007 3 8.875% 3,474.13 Pool 1 0121192942 193,678.56 01-Jun-2007 2 9.040% 5,637.43 Pool 1 0121194104 359,245.88 01-Nov-2006 9 6.700% 19,113.20 Pool 1 0121196505 194,697.76 01-Jun-2007 2 9.525% 5,982.80 Pool 1 0121197206 363,928.49 01-Mar-2007 5 9.110% 18,670.26 Pool 1 0122671811 327,427.99 01-Dec-2006 8 6.700% 17,391.05 Pool 1 0122671936 123,280.18 01-Mar-2007 5 11.950% 8,370.07 Pool 1 0122672363 261,861.28 01-Jun-2007 2 7.400% 6,193.89 Pool 1 0122672462 109,465.73 01-Jun-2007 2 10.300% 3,646.34 Pool 1 0122674708 193,205.15 01-Mar-2007 5 8.700% 9,449.41 Pool 1 0122675598 193,263.51 01-Nov-2006 9 10.425% 16,267.71 Pool 1 0122676109 169,529.65 01-May-2007 3 11.300% 7,764.45 Pool 1 0122909815 195,000.00 01-Apr-2007 4 10.700% 9,945.00 Pool 1 0122939564 413,453.54 01-May-2007 3 8.964% 14,574.51 Pool 1 0123239873 213,214.99 01-Feb-2007 6 9.565% 12,885.28 Pool 1 0123240335 270,750.00 01-Mar-2007 5 9.300% 13,898.50 Pool 1 0123242513 144,981.21 01-Jan-2007 7 10.650% 11,030.82 Pool 1 0123242992 193,007.01 01-May-2007 3 8.515% 6,437.48 Pool 1 0123243123 89,116.95 01-May-2007 3 8.550% 2,987.61 Pool 1 0123243230 76,786.84 01-Jun-2007 2 9.900% 2,404.27 Pool 1 0123243586 88,043.64 01-Apr-2007 4 10.050% 4,199.27 Pool 1 0123243727 296,653.37 01-May-2007 3 8.750% 7,963.80 Pool 1 0123243891 314,858.78 01-Feb-2007 6 8.850% 17,513.03 Pool 1 0123244196 305,364.06 01-Mar-2007 5 7.875% 13,108.99 Pool 1 0123244485 86,311.98 01-Apr-2007 4 9.700% 3,968.62 Pool 1 0123244618 285,000.00 01-Mar-2007 5 8.625% 13,507.83 Pool 1 0123244642 301,584.83 01-Jan-2007 7 8.990% 19,160.28 Pool 1 0123245557 234,237.13 01-Apr-2007 4 6.950% 7,546.56 Pool 1 0123246571 260,789.50 01-May-2007 3 9.990% 10,308.61 Pool 1 0123246589 233,619.48 01-May-2007 3 8.250% 7,539.75 Pool 1 0123246902 233,790.84 01-Apr-2007 4 9.850% 10,924.95 Pool 1 0123246944 397,800.00 01-Jan-2007 7 9.450% 26,702.37 Pool 1 0123247322 205,700.00 01-May-2007 3 7.950% 6,385.25 Pool 1 0123247595 165,000.00 01-Apr-2007 4 7.200% 5,527.50 Pool 1 0123248247 268,026.03 01-Mar-2007 5 7.700% 11,232.03 Pool 1 0123248395 188,000.00 01-Mar-2007 5 6.850% 6,963.88 Pool 1 0123248684 123,925.25 01-Apr-2007 4 10.200% 6,008.02 Pool 1 0123248940 162,000.00 01-Mar-2007 5 9.450% 7,312.41 Pool 1 0123248999 127,873.28 01-Apr-2007 4 7.600% 4,117.41 Pool 1 0123249369 264,875.88 01-Apr-2007 4 8.700% 10,843.48 Pool 1 0123251159 270,000.00 01-May-2007 3 10.150% 10,856.25 Pool 1 0123251910 243,509.64 01-Apr-2007 4 6.850% 7,723.45 Pool 1 0123252249 319,157.60 01-Mar-2007 5 7.250% 12,553.04 Pool 1 0123253379 151,807.23 01-May-2007 3 9.850% 5,913.29 Pool 1 0123253825 176,663.59 01-May-2007 3 8.350% 5,770.81 Pool 1 0123254484 159,495.91 01-May-2007 3 8.380% 5,229.97 Pool 1 0123255333 258,000.00 01-Apr-2007 4 8.750% 10,642.50 Pool 1 0123255994 135,629.31 01-Mar-2007 5 8.050% 5,971.05 Pool 1 0123258634 130,416.72 01-Mar-2007 5 9.040% 6,492.66 Pool 1 0123258675 271,606.24 01-May-2007 3 8.650% 9,218.69 Pool 1 0123259178 368,617.44 01-Apr-2007 4 8.325% 14,412.36 Pool 1 0123261232 278,869.70 01-Apr-2007 4 8.875% 11,670.92 Pool 1 0123261596 131,719.91 01-Apr-2007 4 8.400% 5,194.56 Pool 1 0123261711 163,600.37 01-Apr-2007 4 8.525% 6,554.15 Pool 1 0123261729 152,845.66 01-Feb-2007 6 9.400% 9,052.38 Pool 1 0123262099 133,132.81 01-Mar-2007 5 9.825% 7,238.12 Pool 1 0123262180 191,080.07 01-Feb-2007 6 10.000% 10,556.16 Pool 1 0123262446 92,590.64 01-Apr-2007 4 8.900% 3,883.15 Pool 1 0123262578 175,194.87 01-Mar-2007 5 8.750% 8,416.16 Pool 1 0123262974 216,964.78 01-May-2007 3 8.750% 7,449.17 Pool 1 0123263519 187,386.73 01-Mar-2007 5 8.550% 8,792.69 Pool 1 0123263576 200,000.00 01-Mar-2007 5 7.150% 7,758.38 Pool 1 0123263758 159,743.24 01-May-2007 3 7.650% 4,755.88 Pool 1 0123264178 262,800.00 01-May-2007 3 9.000% 9,307.50 Pool 1 0123264186 543,646.15 01-Mar-2007 5 8.975% 26,858.52 Pool 1 0123266363 176,666.60 01-Apr-2007 4 6.950% 5,694.74 Pool 1 0123267148 220,236.94 01-May-2007 3 8.675% 7,498.14 Pool 1 0123267361 161,414.89 01-Feb-2007 6 8.300% 6,617.14 Pool 1 0123268237 59,732.94 01-May-2007 3 8.950% 2,100.76 Pool 1 0123268575 76,466.21 01-Feb-2007 6 8.900% 4,278.71 Pool 1 0123268732 108,395.19 01-May-2007 3 7.550% 3,179.24 Pool 1 0123268849 405,000.00 01-Jun-2007 2 9.040% 11,529.00 Pool 1 0123269425 351,193.22 01-Mar-2007 5 7.400% 14,102.42 Pool 1 0123270662 365,754.54 01-May-2007 3 9.350% 11,097.95 Pool 1 0123270977 173,131.05 01-Mar-2007 5 9.300% 8,873.19 Pool 1 0123271124 360,000.00 01-Apr-2007 4 7.525% 12,645.00 Pool 1 0123271389 375,081.76 01-Feb-2007 6 8.850% 20,862.74 Pool 1 0123271868 523,026.78 01-May-2007 3 7.200% 14,590.23 Pool 1 0123271892 232,000.00 01-May-2007 3 7.800% 7,056.65 Pool 1 0123272031 223,543.61 01-Apr-2007 4 5.975% 6,111.55 Pool 1 0123272452 152,725.85 01-May-2007 3 8.850% 5,311.05 Pool 1 0123273062 124,829.78 01-Feb-2007 6 9.625% 7,580.64 Pool 1 0123273427 174,869.31 01-Mar-2007 5 7.100% 5,494.59 Pool 1 0123275463 107,787.19 01-Apr-2007 4 9.550% 4,871.16 Pool 1 0123277626 135,502.76 01-Apr-2007 4 8.950% 5,729.10 Pool 1 0123279119 360,998.57 01-Mar-2007 5 9.725% 19,415.73 Pool 1 0123279739 83,847.88 01-Apr-2007 4 9.950% 3,957.17 Pool 1 0123279929 229,708.15 01-Feb-2007 6 10.250% 14,908.13 Pool 1 0123282428 112,499.69 01-Feb-2007 6 8.850% 6,262.56 Pool 1 0123284606 374,825.87 01-Apr-2007 4 11.050% 19,766.12 Pool 2 0033280975 300,000.00 01-Mar-2007 5 7.750% 12,687.50 Pool 2 0033408444 499,494.87 01-May-2007 3 9.875% 19,511.55 Pool 2 0037250875 639,914.04 01-Apr-2007 4 7.375% 21,997.08 Pool 2 0038614087 109,779.54 01-May-2007 3 8.250% 3,540.09 Pool 2 0039433347 211,979.40 01-Apr-2007 4 7.875% 7,802.64 Pool 2 0039468608 322,400.00 01-Apr-2007 4 8.000% 12,090.00 Pool 2 0039692967 313,100.00 01-May-2007 3 9.625% 11,904.30 Pool 2 0039699111 151,799.03 01-May-2007 3 10.625% 6,402.27 Pool 2 0039729207 276,243.53 01-Mar-2007 5 7.250% 10,877.09 Pool 2 0039731294 539,836.87 01-Feb-2007 6 7.250% 24,293.56 Pool 2 0039859657 406,400.00 01-Apr-2007 4 8.250% 15,748.02 Pool 2 0121188247 283,500.00 01-Jun-2007 2 9.550% 7,607.24 Pool 2 0122673734 51,592.79 01-Apr-2007 4 11.250% 2,822.15 Pool 2 0122675911 431,614.03 01-May-2007 3 6.900% 11,848.19 Pool 2 0123239410 588,959.61 01-Apr-2007 4 8.800% 24,427.42 Pool 2 0123241036 359,707.04 01-Feb-2007 6 6.775% 15,025.87 Pool 2 0123241820 451,250.00 01-Apr-2007 4 8.800% 16,019.40 Pool 2 0123243099 498,895.17 01-Apr-2007 4 9.000% 21,172.83 Pool 2 0123243701 201,650.25 01-May-2007 3 8.175% 6,444.91 Pool 2 0123244741 242,636.77 01-May-2007 3 7.900% 7,476.70 Pool 2 0123246795 199,200.00 01-Feb-2007 6 9.150% 11,487.20 Pool 2 0123247215 480,000.00 01-Apr-2007 4 7.175% 16,020.00 Pool 2 0123248155 149,810.39 01-Apr-2007 4 10.990% 7,855.14 Pool 2 0123248544 649,084.97 01-May-2007 3 8.500% 21,636.20 Pool 2 0123249211 389,443.28 01-Feb-2007 6 8.625% 21,087.24 Pool 2 0123249518 528,754.39 01-Apr-2007 4 6.650% 13,079.63 Pool 2 0123249682 308,750.00 01-May-2007 3 7.450% 7,269.75 Pool 2 0123250078 424,817.72 01-Apr-2007 4 8.450% 16,881.84 Pool 2 0123250151 522,500.00 01-May-2007 3 7.200% 14,586.45 Pool 2 0123250565 480,976.40 01-May-2007 3 8.990% 17,006.89 Pool 2 0123250821 472,171.50 01-Mar-2007 5 8.750% 22,707.02 Pool 2 0123251340 243,811.81 01-May-2007 3 7.500% 7,108.92 Pool 2 0123251662 553,500.00 01-Jan-2007 7 8.450% 33,002.37 Pool 2 0123251688 588,956.47 01-Apr-2007 4 6.400% 13,832.34 Pool 2 0123251746 308,000.00 01-Mar-2007 5 7.725% 12,980.94 Pool 2 0123251779 517,750.00 01-Apr-2007 4 6.825% 16,373.82 Pool 2 0123252223 448,344.76 01-Mar-2007 5 8.250% 20,261.72 Pool 2 0123252793 175,955.46 01-Feb-2007 6 8.000% 8,787.41 Pool 2 0123252983 480,000.00 01-May-2007 3 9.350% 17,700.00 Pool 2 0123253502 546,000.00 01-Apr-2007 4 7.800% 19,929.00 Pool 2 0123254609 451,650.97 01-May-2007 3 7.990% 14,091.54 Pool 2 0123255986 247,424.41 01-Apr-2007 4 9.325% 10,915.44 Pool 2 0123256166 364,971.53 01-Feb-2007 6 8.200% 18,691.75 Pool 2 0123256232 571,973.90 01-Mar-2007 5 7.750% 24,179.24 Pool 2 0123256794 239,759.75 01-Apr-2007 4 8.500% 9,584.23 Pool 2 0123256828 121,402.49 01-Apr-2007 4 9.250% 5,308.64 Pool 2 0123256836 445,218.81 01-Jan-2007 7 8.300% 23,849.74 Pool 2 0123257107 359,910.62 01-Feb-2007 6 8.050% 18,107.44 Pool 2 0123257479 455,533.43 01-Apr-2007 4 8.425% 18,038.63 Pool 2 0123257503 750,000.00 01-Feb-2007 6 7.800% 36,500.00 Pool 2 0123257826 427,784.99 01-Jan-2007 7 9.400% 28,495.71 Pool 2 0123257925 205,164.19 01-Jan-2007 7 9.675% 14,107.75 Pool 2 0123259277 275,171.84 01-May-2007 3 7.250% 7,736.51 Pool 2 0123259392 499,932.98 01-Mar-2007 5 7.300% 19,830.65 Pool 2 0123261091 307,500.00 01-Mar-2007 5 10.200% 17,399.34 Pool 2 0123262057 324,320.00 01-Jan-2007 7 7.650% 17,391.69 Pool 2 0123262552 394,949.96 01-Mar-2007 5 10.800% 23,726.80 Pool 2 0123262594 426,839.71 01-Apr-2007 4 8.000% 15,978.59 Pool 2 0123263089 246,614.86 01-May-2007 3 11.700% 11,501.21 Pool 2 0123263949 314,999.99 01-May-2007 3 7.990% 9,830.60 Pool 2 0123264392 340,000.00 01-Jan-2007 7 8.950% 21,547.44 Pool 2 0123264798 597,365.86 01-May-2007 3 9.075% 21,334.05 Pool 2 0123265472 650,000.00 01-Apr-2007 4 7.050% 21,287.52 Pool 2 0123265530 365,134.13 01-Apr-2007 4 8.500% 14,595.97 Pool 2 0123265787 298,807.96 01-Feb-2007 6 11.500% 21,887.11 Pool 2 0123267916 97,704.97 01-May-2007 3 8.600% 3,293.44 Pool 2 0123269136 500,000.00 01-Mar-2007 5 9.800% 27,125.00 Pool 2 0123271132 246,320.00 01-Apr-2007 4 6.850% 7,820.70 Pool 2 0123271900 600,000.00 01-Apr-2007 4 7.700% 21,600.00 Pool 2 0123272676 395,442.66 01-Apr-2007 4 8.550% 15,906.33 Pool 2 0123272965 186,587.12 01-Jun-2007 2 8.150% 4,755.92 Pool 2 0123274136 153,766.61 01-May-2007 3 7.850% 4,706.17 Pool 2 0123276370 471,933.13 01-Apr-2007 4 7.875% 17,389.13 Pool 2 0123276636 394,087.81 01-May-2007 3 9.875% 15,379.31 Pool 2 0123277600 263,069.37 01-Feb-2007 6 6.800% 11,015.12 Pool 2 0123278640 320,000.00 01-Mar-2007 5 9.950% 17,640.00 Pool 2 0123278715 184,000.00 01-Apr-2007 4 6.650% 5,658.00 Pool 2 0123278954 218,777.54 01-Apr-2007 4 7.000% 7,103.23 Pool 2 0123279309 347,000.00 01-Mar-2007 5 11.800% 22,873.13 Pool 2 0123279390 319,978.04 01-Feb-2007 6 11.300% 23,035.56 Pool 2 0123279879 69,884.90 01-Apr-2007 4 8.990% 2,962.37 Pool 2 0123280778 119,689.14 01-Mar-2007 5 8.225% 5,382.68 Pool 2 0123280950 141,423.82 01-Apr-2007 4 10.150% 6,822.73 Pool 2 0123281388 206,175.80 01-Mar-2007 5 8.550% 9,663.64 Pool 2 0123281560 240,251.99 01-May-2007 3 8.450% 7,948.16 Pool 2 0123282048 186,958.73 01-May-2007 3 9.200% 6,774.40 Pool 2 0123282493 274,845.86 01-Mar-2007 5 9.475% 14,381.02 Pool 2 0123284192 475,410.91 01-May-2007 3 8.550% 15,937.93 Pool 2 0123284291 426,970.20 01-Apr-2007 4 8.550% 14,614.39 Pool 2 0123284440 430,941.38 01-Jun-2007 2 7.365% 9,856.03 Pool 2 0123284507 519,110.00 01-Mar-2007 5 7.325% 20,667.01 Pool 2 0123284747 520,000.00 01-Jan-2007 7 7.175% 26,032.50 Pool 2 0123284812 444,896.62 01-Apr-2007 4 8.240% 17,205.48 Pool 2 0123285082 536,000.00 01-Mar-2007 5 7.575% 22,121.19

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 97 ~~Nov~~Jan-0607 0.000% Original Principal Balance 1,~~777~~861,~~718~~570.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 1,~~773~~856,~~404~~664.6028 ~~Jan~~Mar-07 0.~~000~~042% ~~Feb~~Apr-07 0.~~000~~053% Current Bankruptcy Total ~~Mar~~May-07 0.~~042~~093% Loans in Bankruptcy 2528 ~~Apr~~Jun-07 0.~~053~~233% Original Principal Balance 56,~~545~~085,~~763~~618.00 ~~May~~Jul-07 0.~~093~~308% Current Actual Balance 56,~~532~~068,~~897~~089.3541 ~~Jun~~Aug-07 0.~~233~~252% ~~Jul~~Sep-07 0.~~308~~394% ~~Aug~~Oct-07 0.~~252~~510% ~~Sep~~Nov-07 0.~~394~~470% ~~Oct~~Dec-07 0.~~510~~572% *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. Pool 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 13 ~~Nov~~Jan-0607 0.000% Original Principal Balance ~~175~~926,~~000~~620.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance ~~174~~924,~~952~~826.7328 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Bankruptcy Total ~~Mar~~May-07 0.000% Loans in Bankruptcy 811 ~~Apr~~Jun-07 0.000% Original Principal Balance 12,~~922~~830,~~000~~535.00 ~~May~~Jul-07 0.000% Current Actual Balance 12,~~919~~824,~~253~~722.4306 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.000% ~~Aug~~Oct-07 0.~~000~~505% ~~Sep~~Nov-07 0.~~000~~487% ~~Oct~~Dec-07 0.~~505~~630% *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. Pool 2 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 54 ~~Nov~~Jan-0607 0.000% Original Principal Balance 1934,~~285,068~~950.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 1931,~~282,724~~838.5200 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Bankruptcy Total ~~Mar~~May-07 0.000% Loans in Bankruptcy 89 ~~Apr~~Jun-07 0.000% Original Principal Balance 2,~~159~~009,~~693~~393.00 ~~May~~Jul-07 0.000% Current Actual Balance 2,~~156~~004,~~605~~124.4569 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.000% ~~Aug~~Oct-07 0.~~000~~515% ~~Sep~~Nov-07 0.~~000~~451% ~~Oct~~Dec-07 0.~~515~~508% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance Pool 1 0121188544 Oct-2007 01-Jul-2006 TN 80.00 78,400.00 Pool 1 0121193734 Oct-2007 01-Jul-2006 TN 80.00 116,000.00 Pool 1 ~~0122675549~~0123243529 ~~Sep~~Dec-2007 01-~~Oct~~Jan-~~2006~~2007 NHIL 90.00 ~~288~~409,~~000~~500.00 Pool 1 ~~0122939531~~0123243875 ~~Sep~~Dec-2007 01-~~Dec~~Jan-~~2006~~2007 MDIL 85.00 ~~242~~238,~~250~~000.00 Pool 1 ~~0123243875~~0123244196 ~~Sep~~Nov-2007 01-Jan-2007 ILCA 8590.00 ~~238~~306,000.00 Pool 1 0123246688 Sep-2007 01-Jan-2007 OH 40.52 81,000.00 Pool 1 0123248312 Oct-2007 01-Jan-2007 NJ 85.00 123,250.00 Pool 1 0123257933 Jul-2007 01-Jan-2007 OR 95.00 323,000.00 Pool 1 0123258287 Jun-2007 01-Jan-2007 NV 88.70 239,500.00 Pool 1 ~~0123267106~~0123261232 ~~Oct~~Dec-2007 01-Jan-2007 GAFL ~~100~~80.00 ~~175~~279,~~000~~120.00 Pool 1 0123263519 Nov-2007 01-Jan-2007 CA 65.00 187,525.00 Pool 1 0123268138 Sep-2007 01-Jan-2007 OH 90.00 117,000.00 Pool 1 0123269102 Jun-2007 01-Dec-2006 AZ 95.00 280,250.00 Pool 1 0123273617 Mar-2007 01-Jan-2007 CA 72.24 307,000.00 Pool 1 0123279192 Jun-2007 01-Jan-2007 CA 71.85 282,000.00 Pool 1 0123280406 Nov-2007 01-Jan-2007 MO 95.00 143,640.00 Pool 2 0033302092 Oct-2007 01-Dec-2006 HI 52.34 335,000.00 Pool 2 0033401076 Nov-2007 01-Dec-2006 MO 80.00 217,120.00 Pool 2 0033497041 Oct-2007 01-Dec-2006 TX 80.00 193,818.00 Pool 2 ~~0121189534~~0039644182 ~~Sep~~Dec-2007 01-~~Jul~~Jan-~~2006~~2007 TXFL 80.00 ~~145~~191,~~520~~200.00 Pool 2 ~~0121189625~~0121189534 ~~May~~Sep-2007 01-Jul-2006 TX 80.00 ~~202~~145,~~400~~520.00 Pool 2 ~~0121192520~~0121189625 ~~Aug~~May-2007 01-Jul-2006 COTX ~~100~~80.00 ~~147~~202,~~500~~400.00 Pool 2 0123242349 Oct-2007 01-Dec-2006 CA 80.00 220,000.00 Pool 2 ~~0123244097~~0123268088 ~~Sep~~Jun-2007 01-Dec-2006 CATN 9075.00 ~~549~~81,000.00 Pool 2 ~~0123268088~~0123270399 ~~Jun~~Dec-2007 01-~~Dec~~Jan-~~2006~~2007 TNMD 75100.00 81430,000.00 Pool 2 ~~0123274342~~0123275810 ~~Oct~~Dec-2007 01-Jan-2007 WAMI 9580.00 ~~417~~107,~~050~~200.00 Pool 2 0123277360 May-2007 01-Jan-2007 UT 95.00 244,625.00 Pool 2 ~~0123277899~~0123281388 ~~Oct~~Dec-2007 01-Jan-2007 UTFL 8085.00 ~~119~~206,~~200~~550.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest Pool 1 0121188544 77,326.53 01-Apr-2007 46 11.050% 45,~~151~~525.2174 Pool 1 0121193734 115,458.81 01-Mar-2007 57 9.400% 67,~~118~~853.8661 Pool 1 ~~0122675549~~0123243529 ~~287~~408,~~105~~512.5331 01-~~Mar~~Sep-2007 51 98.~~350~~325% 137,~~125~~989.7229 Pool 1 ~~0122939531~~0123243875 ~~242~~237,~~200~~444.5127 01-~~Dec~~Apr-~~2006~~2007 86 98.~~150~~750% 1713,~~441~~031.7588 Pool 1 ~~0123243875~~0123244196 ~~237~~305,~~444~~364.2706 01-~~Apr~~Mar-2007 47 87.~~750~~875% 916,~~779~~842.8819 Pool 1 0123246688 80,~~511~~411.6889 01-~~Sep~~Nov-2007 0 8.800% 1,~~114~~112.5071 Pool 1 0123248312 122,942.01 01-Apr-2007 46 9.300% 57,~~402~~198.1490 Pool 1 0123257933 323,000.00 01-~~Oct~~Dec-2007 (1) 7.990% 2,016.06 Pool 1 0123258287 ~~239~~238,~~066~~938.6184 01-~~Jul~~Sep-2007 1 8.425% 4,~~735~~732.2570 Pool 1 ~~0123267106~~0123261232 ~~174~~278,~~952~~869.70 01-Apr-2007 6 8.875% 15,557.57 Pool 1 0123263519 187,386.73 01-Mar-2007 57 118.~~850~~550% 11,~~580~~301.0898 Pool 1 0123268138 116,~~268~~115.1650 01-~~Oct~~Dec-2007 (1) 8.500% ~~775~~774.62 Pool 1 0123269102 280,250.00 01-~~Sep~~Nov-2007 0 8.225% 3,047.72 Pool 1 0123273617 ~~306~~305,~~071~~832.1501 01-~~Aug~~Oct-2007 0 7.100% 3,~~366~~363.1349 Pool 1 0123279192 281,~~304~~034.4820 01-~~Aug~~Nov-2007 0 7.825% 3,~~433~~431.7251 Pool 1 0123280406 143,008.64 01-Aug-2007 2 9.100% 4,096.05 Pool 2 0033302092 334,~~676~~594.7143 01-~~Mar~~Apr-2007 56 8.625% 1518,~~850~~107.4594 Pool 2 0033401076 216,560.79 01-Nov-2007 0 9.125% 3,113.41 Pool 2 0033497041 193,818.00 01-Mar-2007 57 8.125% 811,~~620~~083.8595 Pool 2 ~~0121189534~~0039644182 ~~145~~191,~~178~~200.5700 01-~~Nov~~Jun-~~2006~~2007 94 97.~~800~~875% 117,~~461~~050.5448 Pool 2 ~~0121189625~~0121189534 ~~200~~145,~~652~~108.4361 01-~~Aug~~Dec-~~2007~~2006 010 89.~~900~~800% 213,~~875~~735.1248 Pool 2 ~~0121192520~~0121189625 ~~146~~200,~~558~~399.4382 01-~~Jun~~Oct-2007 20 98.~~450~~900% 42,~~466~~854.3279 Pool 2 0123242349 219,440.60 01-~~Aug~~Nov-2007 0 7.400% 2,523.58 Pool 2 ~~0123244097~~0123268088 ~~549~~80,~~000~~608.0091 01-~~May~~Jun-2007 34 68.~~750~~740% 143,~~296~~318.9085 Pool 2 ~~0123268088~~0123270399 80427,~~651~~816.5257 01-~~Apr~~Jun-2007 4 86.~~740~~075% 311,~~320~~912.9761 Pool 2 ~~0123274342~~0123275810 ~~416~~106,~~049~~645.3063 01-~~Apr~~Sep-2007 41 8.~~600~~900% 162,~~823~~238.9721 Pool 2 0123277360 ~~244~~243,~~229~~824.4175 01-~~Mar~~Jun-2007 54 9.100% 1210,~~231~~469.7860 Pool 2 ~~0123277899~~0123281388 ~~118~~206,~~739~~175.9180 01-~~Jun~~Mar-2007 27 8.~~600~~550% 312,~~203~~416.1681

Realized Loss Detail Report - Loans with Losses during Current Period Summary # Loans Prior Realized Current with Actual Loss/(Gain) Loss Group Losses Balance Amount Percentage Pool 1 05 01,133,458.0056 0463,544.0037 0.~~000~~134% Pool 2 512 ~~399~~1,~~337~~064,855.0875 ~~417~~666,~~312~~496.3668 0.~~286~~408% Total 517 ~~399~~2,~~337~~198,314.0831 ~~417~~1,~~312~~130,041.3605 0.~~038~~107%

Realized Loss Loan Detail Report - Loans With Losses during Current Period Original Current Loan Principal Note LTV at Original Group Number Balance Rate State Origination Term Pool 1 0122672462 110,000.00 10.300% OH 66.27 360 Pool 1 0123240475 264,000.00 7.650% CA 80.00 360 Pool 1 0123245953 408,600.00 7.100% FL 90.00 360 Pool 1 0123251092 310,500.00 9.365% CA 90.00 360 Pool 1 0123261737 41,000.00 12.000% WI 20.00 180 Pool 2 ~~0123245417~~0039453576 9653,000.00 8.~~990~~750% VAAL 7379.8510 180 Pool 2 0123240137 302,320.00 8.850% CA 80.00 360 Pool 2 ~~0123249229~~0123241028 97150,~~390~~000.00 11.~~350~~225% MD 20.00 180 Pool 2 0123246803 49,800.00 11.750% CA 20.00 180 Pool 2 ~~0123256174~~0123247223 91120,~~362~~000.00 10.990% CA 20.00 180 Pool 2 0123249179 122,000.00 10.375% CA 20.00 180 Pool 2 0123252264 216,000.00 8.925% CA 80.00 360 Pool 2 0123256794 240,000.00 8.500% FL 80.00 360 Pool 2 0123256802 60,000.00 12.~~175~~000% FL 20.00 180 Pool 2 ~~0123262065~~0123262602 81107,~~080~~000.00 11.~~350~~450% MN 20.00 180 Pool 2 ~~0123284515~~0123277600 ~~129~~263,~~778~~520.00 126.~~275~~800% UT 80.00 360 Pool 2 0123285090 134,000.00 11.500% CA 20.00 180

Realized Loss Loan Detail Report - Loans With Losses during Current Period (continued) Prior Cumulative Loan Actual Realized Realized Group Number Balance Loss/(Gain) Loss/(Gain) Pool 1 0122672462 109,465.73 1,855.27 1,855.27 Pool 1 0123240475 264,000.00 87,743.23 87,743.23 Pool 1 0123245953 408,600.00 27,849.56 27,849.56 Pool 1 0123251092 310,440.51 303,098.88 303,098.88 Pool 1 0123261737 40,952.32 42,997.43 42,997.43 Pool 2 ~~0123245417~~0039453576 52,712.45 43,145.03 43,145.03 Pool 2 0123240137 302,320.00 77,646.83 77,646.83 Pool 2 0123241028 0.00 7.75 156,629.07 Pool 2 0123246803 49,665.80 51,535.08 51,535.08 Pool 2 0123247223 119,781.59 125,037.33 125,037.33 Pool 2 0123249179 0.00 (~~513~~29.1842) 20128,~~249~~102.3556 Pool 2 ~~0123249229~~0123252264 970.00 85.25 93.00 Pool 2 0123256794 239,~~292~~759.6075 ~~101~~54,~~688~~314.0248 ~~101~~54,~~688~~314.0248 Pool 2 ~~0123256174~~0123256802 9159,~~310~~930.5328 9562,~~834~~892.8996 9562,~~834~~892.8996 Pool 2 ~~0123262065~~0123262602 81106,~~026~~859.1769 84111,~~694~~815.4987 84111,~~694~~815.4987 Pool 2 ~~0123284515~~0123277600 ~~129~~0.00 82.00 82.00 Pool 2 0123285090 133,~~707~~826.7819 ~~135~~139,~~608~~963.1452 ~~135~~139,~~608~~963.1452

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.~~071~~204% Current Month 410.~~372~~367% 3 Month Average 0.~~059~~124% 3 Month Average 46.~~043~~703% 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. ~~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 Oct-2007 0.071% N/A Oct-2007 4.372% N/A Nov-2007 0.096% N/A Nov-2007 5.371% N/A Dec-2007 0.204% N/A Dec-2007 10.367% 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 02.~~847~~424% Current Month 59(Cumulative) 48.~~546~~364% 3 Month Average 01.~~704~~473% 3 Month Average 44(Cumulative) 52.~~832~~697% 12 Month Average 0.000% 12 Month Average ~~0.000%~~(Cumulative) N/A CDR: Current vs. 12mo Average* ~~Cumulative~~ Loss Severity: ~~Current~~Curr Month(Cum) vs. 12mo ~~Average~~Avg.(Cum) Severity* 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~~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 0.313% 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 Nov-2007 1.148% N/A Nov-2007 50.181% N/A Dec-2007 2.424% N/A Dec-2007 48.364% 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 MDR SDA Current Month 0.~~000~~201% Current Month 010.~~000~~227% 3 Month Average 0.~~026~~069% 3 Month Average 13.~~969~~520% 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. ~~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 0.050% 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 Nov-2007 0.006% N/A Nov-2007 0.334% N/A Dec-2007 0.201% N/A Dec-2007 10.227% 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 02.~~000~~381% Current Month 43(Cumulative) 36.~~851~~780% 3 Month Average 0.~~310~~817% 3 Month Average 35(Cumulative) 37.~~297~~546% 12 Month Average 0.000% 12 Month Average ~~0.000%~~(Cumulative) N/A CDR: Current vs. 12mo Average* ~~Cumulative~~ Loss Severity: ~~Current~~Curr Month(Cum) vs. 12mo ~~Average~~Avg.(Cum) Severity* 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~~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 0.595% N/A Jul-2007 011.~~006~~799% 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 Nov-2007 0.071% N/A Nov-2007 32.007% N/A Dec-2007 2.381% N/A Dec-2007 36.780% 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 MDR SDA Current Month 0.~~150~~208% Current Month 910.~~144~~520% 3 Month Average 0.~~095~~185% 3 Month Average 610.~~307~~174% 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. ~~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 Nov-2007 0.197% N/A Nov-2007 10.859% N/A Dec-2007 0.208% N/A Dec-2007 10.520% 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 12.~~782~~472% Current Month ~~114~~(Cumulative) 55.~~669~~025% 3 Month Average 12.~~138~~196% 3 Month Average ~~111~~(Cumulative) 65.~~924~~949% 12 Month Average 0.000% 12 Month Average ~~0.000%~~(Cumulative) N/A CDR: Current vs. 12mo Average* ~~Cumulative~~ Loss Severity: ~~Current~~Curr Month(Cum) vs. 12mo ~~Average~~Avg.(Cum) Severity* 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~~0.000% N/A Mar-2007 0.000% N/A Mar-2007 ~~N/A~~0.000% N/A Apr-2007 0.000% N/A Apr-2007 ~~N/A~~0.000% N/A May-2007 0.000% N/A May-2007 ~~N/A~~0.000% N/A Jun-2007 0.000% N/A Jun-2007 ~~N/A~~0.000% N/A Jul-2007 0.000% N/A Jul-2007 ~~N/A~~0.000% N/A Aug-2007 0.583% N/A Aug-2007 150.~~979~~300% N/A Sep-2007 1.050% N/A Sep-2007 1074.~~142~~233% N/A Oct-2007 1.782% N/A Oct-2007 985.~~920~~058% N/A Nov-2007 2.333% N/A Nov-2007 57.764% N/A Dec-2007 2.472% N/A Dec-2007 55.025% 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~~Sum(Beg Scheduled Balance of Liquidated Loans) / ~~sum~~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 (All Realized Losses) / Sum (~~Ending~~ Actual Liquidated Balance for loans that have experienced a loss). 3 Month Average and 12 Month Average will not have values until the 3rd and 12th month respectively.

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance Pool 1 2436 47,~~212~~884,~~080~~200.00 47,~~185~~846,~~633~~950.7872 0 0.00 0.00 Pool 2 12 2,~~649~~951,~~000~~750.00 2,~~636~~940,~~289~~114.3444 21 ~~514~~336,~~400~~000.00 ~~514~~333,~~400~~483.0052 Total 3648 610,~~861~~835,~~080~~950.00 610,~~821~~787,~~923~~065.1216 21 ~~514~~336,~~400~~000.00 ~~514~~333,~~400~~483.0052

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Pool 1 0 0.00 0.00 05 01,134,100.00 01,132,532.0050 1979,~~490~~301.4473 Pool 2 0 0.00 0.00 48 ~~399~~1,~~610~~066,120.00 ~~398~~1,~~843~~062,285.0696 34(2,~~506~~701.6313) Total 0 0.00 0.00 413 ~~399~~2,~~610~~200,220.00 ~~398~~2,~~843~~194,818.0646 5376,~~997~~600.0760

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Pool 1 ~~0033471269~~0033404054 WINE 7068.93 01-Dec-2006 193,000.00 191,373.51 Pool 1 0038563136 FL 71.07 01-Nov-2006 199,000.00 197,401.73 Pool 1 0039050380 WA 80.00 01-Jan-2007 ~~142~~135,~~100~~200.00 ~~138~~135,~~001~~200.1000 Pool 1 ~~0033554791~~0039555834 OHUT 100.00 01-~~Jan~~Dec-~~2007~~2006 50115,000.00 114,473.49 Pool 1 0039785936 FL 80.00 01-Feb-2007 223,~~662~~000.7700 223,000.00 Pool 1 ~~0039041512~~0121188478 COAL 79100.6700 01-~~Nov~~Jul-2006 7267,~~500~~600.00 7067,~~057~~179.0195 Pool 1 ~~0039351838~~0121192454 RICO 4557.1426 01-~~Dec~~Jul-2006 ~~158~~134,000.00 ~~156~~132,~~669~~922.0785 Pool 1 ~~0121189062~~0121193635 FLWI 5475.2900 01-Jul-2006 ~~190~~221,~~000~~250.00 ~~188~~218,~~860~~393.8406 Pool 1 ~~0121190466~~0121197552 FLVT 51100.4400 01-Jul-2006 ~~125~~145,000.00 ~~119~~144,~~192~~496.4925 Pool 1 ~~0121191175~~0122672363 SCMA 9080.00 01-~~Jul~~Oct-2006 ~~135~~263,200.00 261,265.31 Pool 1 0122672462 OH 66.27 01-Sep-2006 110,000.00 ~~134~~109,~~518~~157.7288 Pool 1 ~~0121196232~~0122674583 NY 4365.1600 01-~~Jul~~Nov-2006 ~~205~~357,~~000~~500.00 ~~203~~355,~~997~~088.9601 Pool 1 ~~0123240574~~0123240475 MDCA 8480.7600 01-Jan-2007 ~~203~~264,000.00 ~~202~~264,~~070~~000.6700 Pool 1 ~~0123244014~~0123241234 ILDC 85.00 01-Jan-2007 318,750.00 317,596.91 Pool 1 0123241978 VA 70.00 01-Jan-2007 ~~188~~121,~~300~~100.00 ~~187~~120,~~964~~816.3651 Pool 1 ~~0123247587~~0123241986 CAMD 6887.4267 01-Jan-2007 ~~325~~320,000.00 ~~323~~318,~~983~~967.57 Pool 1 0123243248 IL 75.00 01-Jan-2007 170,250.00 169,169.99 Pool 1 ~~0123247942~~0123244006 WIIL 90.00 01-Jan-2007 157,500.00 156,913.78 Pool 1 0123245953 FL 90.3700 01-Jan-2007 408,600.00 408,600.00 Pool 1 0123246738 MN 90.00 01-Dec-2006 ~~153~~180,~~600~~000.00 ~~152~~179,~~581~~992.3042 Pool 1 ~~0123248007~~0123247124 ILMN 8095.00 01-Jan-2007 ~~196~~209,000.00 ~~195~~209,~~413~~000.00 Pool 1 0123248445 MD 85.00 01-Dec-2006 229,500.00 227,060.38 Pool 1 ~~0123252512~~0123249419 CA 4966.3867 01-~~Jan~~Dec-~~2007~~2006 ~~239~~215,000.00 ~~238~~215,~~220~~000.6700 Pool 1 ~~0123257099~~0123251092 PACA 8590.00 01-Jan-2007 ~~279~~310,~~650~~500.00 ~~277~~309,~~861~~754.5670 Pool 1 ~~0123258022~~0123254047 WAIL 88.89 01-Jan-2007 272,000.1300 271,209.76 Pool 1 0123254112 IL 100.00 01-Jan-2007 ~~205~~158,000.00 ~~204~~156,~~321~~857.6106 Pool 1 ~~0123259434~~0123254708 CA 6836.3989 01-Jan-2007 ~~212~~190,000.00 ~~211~~187,~~168~~935.4497 Pool 1 ~~0123265175~~0123259368 FLMA 8090.00 01-Jan-2007 ~~173~~238,~~600~~500.00 ~~172~~237,~~882~~862.4274 Pool 1 ~~0123274227~~0123259467 WACA 70.00 01-~~Dec~~Jan-~~2006~~2007 ~~137~~317,~~900~~100.00 ~~136~~317,~~976~~100.1800 Pool 1 ~~0123274417~~0123260713 WANY 9080.00 01-Jan-2007 ~~270~~340,000.00 ~~269~~338,~~999~~349.9883 Pool 1 ~~0123275562~~0123261737 MIWI 9020.00 01-Jan-2007 ~~113~~41,~~400~~000.00 ~~112~~40,~~725~~890.6600 Pool 1 ~~0123277212~~0123264467 UTNJ 8084.40 01-Jan-2007 357,000.00 354,548.12 Pool 1 0123264913 ID 41.66 01-~~Dec~~Jan-~~2006~~2007 ~~200~~95,~~930~~000.00 ~~200~~93,~~446~~987.70 Pool 1 0123265712 NJ 85.00 01-Jan-2007 289,000.00 288,281.69 Pool 1 ~~0123279804~~0123266223 ILNJ 8157.9969 01-Jan-2007 ~~115~~375,~~600~~000.00 ~~115~~374,~~046~~243.3254 Pool 1 ~~0123281115~~0123268377 FLOH 9085.00 01-Jan-2007 ~~121~~76,500.00 ~~120~~75,~~599~~960.4862 Pool 21 ~~0033301870~~0123270100 FLPA 80.00 01-~~Dec~~Jan-~~2006~~2007 ~~138~~60,~~400~~000.00 ~~138~~59,~~400~~513.51 Pool 1 0123272411 IL 88.04 01-Jan-2007 405,000.00 401,275.99 Pool 21 ~~0033380577~~0123272650 FLIL 8090.00 01-~~Dec~~Jan-~~2006~~2007 ~~376~~252,~~000~~900.00 ~~376~~250,827.16 Pool 1 0123283822 MD 85.00 01-Jan-2007 213,350.00 212,454.92 Pool 1 0123285264 CA 53.68 01-Jan-2007 270,000.00 268,200.95 Pool 2 ~~0123006819~~0033198284 NJOR 1554.0055 01-~~Dec~~Feb-~~2006~~2007 ~~120~~270,000.00 ~~119~~269,~~528~~021.4450 Pool 2 ~~0123240616~~0039453576 PAAL 5779.5210 01-Dec-2006 ~~348~~53,000.00 ~~344~~51,~~784~~054.6303 Pool 2 ~~0123241572~~0039529045 DCCO 66100.6700 01-Jan-2007 ~~140~~229,900.00 228,587.41 Pool 2 0039553102 NE 78.70 01-Jan-2007 425,000.00 ~~139~~424,~~286~~831.2474 Pool 2 ~~0123249229~~0039572136 CANJ 2085.00 01-~~Dec~~Jan-~~2006~~2007 97237,~~390~~150.00 97237,~~124~~150.0300 Pool 2 ~~0123250961~~0039621040 MDFL 7880.1100 01-~~Dec~~Feb-2007 336,000.00 333,230.12 Pool 2 0121191597 NY 100.00 01-Jul-2006 ~~144~~214,500.00 ~~143~~212,~~258~~467.3956 Pool 2 ~~0123252264~~0123240137 CA 80.00 01-Jan-2007 ~~216~~302,~~000~~320.00 ~~216~~302,~~000~~320.00 Pool 2 ~~0123256174~~0123240624 FLMD 2077.0097 01-Jan-2007 91175,~~362~~500.00 91174,~~179~~924.5595 Pool 2 ~~0123256877~~0123241069 NYMD 8062.0086 01-Jan-2007 ~~520~~220,000.00 ~~517~~219,~~895~~290.3212 Pool 2 ~~0123260465~~0123242760 NYIL 25.19 01-Dec-2006 66,000.00 65,285.42 Pool 2 0123246803 CA 20.00 01-Jan-2007 ~~266~~49,~~500~~800.00 ~~264~~49,~~278~~599.4532 Pool 2 ~~0123262065~~0123247223 MNCA 20.00 01-Dec-2006 120,000.00 119,552.99 Pool 2 0123255374 CT 80.00 01-Jan-2007 81247,~~080~~200.00 80246,~~887~~396.0664 Pool 2 ~~0123266439~~0123256794 NJFL 7680.9200 01-Jan-2007 ~~250~~240,000.00 ~~248~~239,~~183~~258.2540 Pool 2 ~~0123270829~~0123256802 PAFL 4920.0200 01-Jan-2007 ~~125~~60,000.00 ~~124~~59,~~293~~839.6813 Pool 2 ~~0123277659~~0123260887 UTNY 80.00 01-Jan-2007 ~~143~~432,~~200~~000.00 ~~142~~429,~~739~~903.5429 Pool 2 ~~0123277667~~0123262602 UTMN 20.00 01-Jan-2007 35107,~~800~~000.00 35106,~~670~~676.4863 Pool 2 ~~0123283913~~0123272551 MDIL ~~100~~72.0073 01-Jan-2007 ~~340~~200,000.00 ~~338~~198,~~959~~375.6906 Pool 2 ~~0123284515~~0123272718 IL 70.00 01-Jan-2007 234,500.00 232,856.60 Pool 2 0123285090 CA 20.00 01-Jan-2007 ~~129~~134,~~778~~000.00 ~~129~~133,~~525~~599.8638

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Pool 1 ~~0033471269~~0033404054 Loan Paid in Full 0 8.375% ~~180~~360 912 Pool 1 ~~0033554791~~0038563136 Loan Paid in Full 0 89.~~125~~000% 360 913 Pool 1 ~~0039041512~~0039050380 Loan Paid in Full ~~(1)~~0 97.~~000~~750% ~~180~~360 11 Pool 1 ~~0039351838~~0039555834 Loan Paid in Full 0 710.500% 360 1012 Pool 1 ~~0121189062~~0039785936 Loan Paid in Full 0 8.~~150~~000% 360 1511 Pool 1 ~~0121190466~~0121188478 Loan Paid in Full 0(1) 811.~~550~~525% ~~180~~360 1517 Pool 1 ~~0121191175~~0121192454 Loan Paid in Full 0 910.~~050~~300% 360 1517 Pool 1 ~~0121196232~~0121193635 Loan Paid in Full 0 7.950% 360 1517 Pool 1 ~~0123240574~~0121197552 Loan Paid in Full ~~(1)~~0 9.568% 360 17 Pool 1 0122672363 Loan Paid in Full 3 7.400% 360 14 Pool 1 0122672462 Liquidation 3 10.300% 360 915 Pool 1 ~~0123244014~~0122674583 Loan Paid in Full 0 9.~~900~~850% 360 913 Pool 1 ~~0123247587~~0123240475 Liquidation 8 7.650% 360 11 Pool 1 0123241234 Loan Paid in Full 0 67.~~150~~950% 360 11 Pool 1 0123241978 Loan Paid in Full 0 9.450% 360 11 Pool 1 ~~0123247942~~0123241986 Loan Paid in Full 0 8.~~700~~350% 360 1011 Pool 1 ~~0123248007~~0123243248 Loan Paid in Full 0 79.~~950~~725% 360 911 Pool 1 ~~0123252512~~0123244006 Loan Paid in Full 0 7.~~650~~850% 360 911 Pool 1 ~~0123257099~~0123245953 Liquidation 3 7.100% 360 11 Pool 1 0123246738 Loan Paid in Full 0 8.~~390~~750% 360 912 Pool 1 ~~0123258022~~0123247124 Loan Paid in Full ~~(1)~~0 78.~~598~~925% 360 911 Pool 1 ~~0123259434~~0123248445 Loan Paid in Full 0 67.~~990~~625% 360 912 Pool 1 ~~0123265175~~0123249419 Loan Paid in Full 0 67.~~800~~400% 360 12 Pool 1 0123251092 Liquidation 8 9.365% 360 11 Pool 1 ~~0123274227~~0123254047 Loan Paid in Full 0 8.~~650~~725% 360 1011 Pool 1 ~~0123274417~~0123254112 Loan Paid in Full 0 79.~~765~~575% 360 911 Pool 1 ~~0123275562~~0123254708 Loan Paid in Full 0 86.~~750~~650% 360 911 Pool 1 ~~0123277212~~0123259368 Loan Paid in Full 0 9.~~050~~000% 360 1011 Pool 1 ~~0123279804~~0123259467 Loan Paid in Full (1) 96.~~800~~990% 360 911 Pool 1 ~~0123281115~~0123260713 Loan Paid in Full 0 76.~~650~~900% 360 911 Pool 21 ~~0033301870~~0123261737 ~~Repurchase~~Liquidation 5 812.000% ~~360~~180 1011 Pool 21 ~~0033380577~~0123264467 ~~Repurchase~~Loan 8Paid in Full 0 8.~~000~~750% 360 1011 Pool 21 ~~0123006819~~0123264913 Loan Paid in Full 0 116.~~200~~750% ~~180~~360 1011 Pool 21 ~~0123240616~~0123265712 Loan Paid in Full 0 79.~~025~~250% 360 1011 Pool 21 ~~0123241572~~0123266223 Loan Paid in Full 0 69.~~050~~950% 360 911 Pool 21 ~~0123249229~~0123268377 ~~Liquidation~~Loan 5Paid in Full 0 8.875% 360 11 Pool 1 0123270100 Loan Paid in Full 0 8.~~350~~150% ~~180~~360 1011 Pool 21 ~~0123250961~~0123272411 Loan Paid in Full 0 7.~~400~~513% 360 1011 Pool 21 ~~0123252264~~0123272650 Loan Paid in Full 60 8.~~925~~300% 360 911 Pool 21 ~~0123256174~~0123283822 ~~Liquidation~~Loan 5Paid 12in Full 0 7.~~175~~425% ~~180~~360 911 Pool 21 ~~0123256877~~0123285264 Loan Paid in Full 0 106.600% 360 911 Pool 2 ~~0123260465~~0033198284 Loan Paid in Full 0 7.~~050~~625% 360 911 Pool 2 ~~0123262065~~0039453576 Liquidation 58 118.~~350~~750% 180 12 Pool 2 0039529045 Loan Paid in Full 0 9.875% 360 11 Pool 2 ~~0123266439~~0039553102 Loan Paid in Full 0 8.250% 360 11 Pool 2 0039572136 Loan Paid in Full 0 8.500% 360 11 Pool 2 0039621040 Repurchase 1 7.750% 360 911 Pool 2 ~~0123270829~~0121191597 Loan Paid in Full 0 9.~~000~~500% 360 917 Pool 2 ~~0123277659~~0123240137 Liquidation 8 8.850% 360 11 Pool 2 0123240624 Loan Paid in Full 0 76.~~700~~150% 360 911 Pool 2 ~~0123277667~~0123241069 Loan Paid in Full 0 8.350% 360 11 Pool 2 0123242760 Loan Paid in Full 0 7.150% 360 12 Pool 2 0123246803 Liquidation 5 11.750% 180 911 Pool 2 ~~0123283913~~0123247223 Liquidation 5 10.990% 180 12 Pool 2 0123255374 Loan Paid in Full 0 8.325% 360 11 Pool 2 0123256794 Liquidation 5 8.~~900~~500% 360 911 Pool 2 ~~0123284515~~0123256802 Liquidation 5 12.~~275~~000% 180 911 Pool 2 0123260887 Loan Paid in Full 0 6.900% 360 11 Pool 2 0123262602 Liquidation 5 11.450% 180 11 Pool 2 0123272551 Loan Paid in Full 0 8.140% 360 11 Pool 2 0123272718 Loan Paid in Full 0 8.875% 360 11 Pool 2 0123285090 Liquidation 5 11.500% 180 11

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Pool 1 1512 21,~~654~~987,~~733~~219.92 80 54,~~225~~547.4348 0.00 Pool 2 41 ~~751~~269,~~598~~113.0030 2110,~~921~~259.8394 0.00 Total 1913 32,~~406~~256,~~331~~333.9210 ~~102~~64,~~147~~807.2642 0.00

Prepayment Penalty Loan Detail - Prepayment Penalty Paid during Current Period Paid In Prepayment Prepayment Loan Full Prior Penalty Penalty Group Number Date Balance Amount Waived Pool 1 ~~0033554791~~0039555834 0911/30/2007 49114,~~697~~524.5327 16,~~612~~012.7152 0.00 Pool 1 ~~0039041512~~0121188478 0911/2830/2007 7067,~~265~~205.3723 3,~~161~~093.9460 0.00 Pool 1 ~~0039351838~~0121192454 0911/1830/2007 ~~156~~132,~~793~~987.8714 5,~~884~~471.4292 0.00 Pool 1 ~~0121189062~~0121193635 0911/30/2007 ~~188~~218,~~920~~560.2984 62,~~158~~280.9616 0.00 Pool 1 ~~0121190466~~0123241978 0911/30/2007 ~~119~~120,~~575~~841.1117 4,~~059~~565.3335 0.00 Pool 1 ~~0123247587~~0123247124 0911/2729/2007 ~~323~~209,~~983~~000.~~01 7,995.~~00 ~~0.00 Pool 1 0123252512 09/30/2007 238~~3,~~300~~108.8588 ~~7,283.59~~ 0.00 Pool 1 ~~0123257099~~0123249419 0911/3020/2007 ~~278~~215,~~046~~000.~~06 9,317.77 0.~~00 ~~Pool 1 0123258022 09/24/2007 204,391.39~~ 6,~~207~~364.2400 0.00 Pool 1 ~~0123259434~~0123254708 0911/2420/2007 ~~211~~188,~~253~~113.7925 54,~~901~~997.4413 0.00 Pool 1 ~~0123265175~~0123259467 1011/0120/2007 ~~172~~317,~~956~~100.0200 48,~~702~~866.5211 0.00 Pool 1 ~~0123274227~~0123268377 0911/1728/2007 ~~137~~76,~~063~~007.~~21 4,735.~~15 0765.00 ~~Pool 1 0123274417 09/19/2007 269,999.98 8,386.20~~ 0.00 Pool 1 ~~0123275562~~0123270100 0911/1830/2007 ~~112~~59,~~795~~555.3158 1,~~128~~937.6489 0.00 Pool 1 ~~0123281115~~0123285264 0911/2630/2007 ~~120~~268,~~692~~325.1317 37,~~690~~084.5292 0.00 Pool 2 ~~0123240616~~0033198284 0911/~~21/2007 345,085.54 9,686.94 0.00 Pool 2 0123241572 09/~~30/2007 ~~139~~269,~~358~~113.~~83 3,368.73 0.00 Pool 2 0123270829 09/~~30~~/2007~~ ~~124~~10,~~366~~259.7194 ~~4,471.50~~ 0.00 ~~Pool 2 0123277659 09/25/2007 142,786.92 4,394.66 0.00~~

Prepayment Rates

Summary SMM CPR PSA Current Month 01.~~712~~247% Current Month 813.~~222~~974% Current Month ~~424~~597.~~270~~612% 3 Month Average 0.~~770~~965% 3 Month Average 810.~~843~~960% 3 Month Average ~~519~~507.~~365~~162% 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. ~~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 7.550% N/A Feb-2007 2,231.257% N/A Mar-2007 36.194% N/A Mar-2007 6,690.605% N/A Apr-2007 9.287% N/A Apr-2007 1,253.853% N/A May-2007 9.874% N/A May-2007 1,050.070% N/A Jun-2007 13.422% N/A Jun-2007 1,178.075% N/A Jul-2007 12.270% N/A Jul-2007 916.837% N/A Aug-2007 10.780% N/A Aug-2007 700.751% N/A Sep-2007 7.527% N/A Sep-2007 433.075% N/A Oct-2007 8.222% N/A Oct-2007 424.270% N/A Nov-2007 10.682% N/A Nov-2007 499.606% N/A Dec-2007 13.974% N/A Dec-2007 597.612% 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 SMM CPR PSA Current Month 01.~~731~~605% Current Month 817.~~423~~645% Current Month ~~436~~757.~~722~~917% 3 Month Average 01.~~746~~149% 3 Month Average 812.~~571~~870% 3 Month Average ~~506~~594.~~609~~638% 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. ~~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 4.050% N/A Feb-2007 1,223.977% N/A Mar-2007 31.715% N/A Mar-2007 5,951.090% N/A Apr-2007 7.940% N/A Apr-2007 1,083.991% N/A May-2007 8.441% N/A May-2007 905.518% N/A Jun-2007 16.286% N/A Jun-2007 1,439.701% N/A Jul-2007 12.705% N/A Jul-2007 955.533% N/A Aug-2007 11.064% N/A Aug-2007 723.093% N/A Sep-2007 6.226% N/A Sep-2007 360.013% N/A Oct-2007 8.423% N/A Oct-2007 436.722% N/A Nov-2007 12.543% N/A Nov-2007 589.275% N/A Dec-2007 17.645% N/A Dec-2007 757.917% 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 SMM CPR PSA Current Month 0.~~692~~850% Current Month 79.~~999~~735% Current Month ~~410~~414.~~543~~335% 3 Month Average 0.~~796~~762% 3 Month Average 98.~~138~~769% 3 Month Average ~~532~~407.~~950~~936% 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. ~~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 11.237% N/A Feb-2007 3,241.791% N/A Mar-2007 40.803% N/A Mar-2007 7,419.891% N/A Apr-2007 10.764% N/A Apr-2007 1,435.417% N/A May-2007 11.447% N/A May-2007 1,205.642% N/A Jun-2007 10.114% N/A Jun-2007 880.858% N/A Jul-2007 11.785% N/A Jul-2007 874.272% N/A Aug-2007 10.464% N/A Aug-2007 676.174% N/A Sep-2007 8.952% N/A Sep-2007 512.133% N/A Oct-2007 7.999% N/A Oct-2007 410.543% N/A Nov-2007 8.572% N/A Nov-2007 398.932% N/A Dec-2007 9.735% N/A Dec-2007 414.335% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))

Repurchases Due to Other Beginning Loan Scheduled Payoff Current Current Number Balance Balance Rate Payment ~~0033301870~~0039621040 ~~138~~333,~~400~~483.0052 ~~138~~333,~~400~~230.0012 87.~~000~~750% ~~922.67 0033380577 376,000.00 376,000.00 8.000%~~ 2,~~506~~407.6715 Totals ~~514~~333,~~400~~483.0052 ~~514~~333,~~400~~230.0012

Interest Rate Stratification Summary Pool 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 01 0267,212.0026 0.~~000~~025 01 0267,212.0026 0.~~000~~048 5.500 5.999 55 18,~~347~~336,~~916~~665.9315 1.~~691~~729 32 8,~~018~~014,~~940~~139.8596 1.~~404~~443 6.000 6.499 ~~235~~231 7271,~~604~~402,~~451~~608.1270 6.~~692~~732 ~~142~~139 3736,~~852~~855,~~108~~001.9897 6.~~628~~638 6.500 6.999 ~~623~~616 ~~186~~184,~~779~~732,~~025~~830.5827 17.~~216~~418 ~~376~~371 9493,~~983~~681,~~523~~295.7107 16.~~632~~872 7.000 7.499 ~~584~~574 ~~162~~160,~~988~~417,~~606~~326.5491 15.~~023~~125 ~~346~~338 8381,~~365~~135,~~505~~928.0047 14.~~598~~613 7.500 7.999 ~~800~~778 ~~204~~198,~~115~~132,~~274~~246.5054 18.~~814~~681 ~~456~~444 9794,~~910~~978,~~498~~473.8660 17.~~145~~106 8.000 8.499 ~~629~~613 ~~146~~142,~~710~~919,~~920~~037.8041 13.~~523~~475 ~~370~~358 7471,~~331~~678,~~830~~760.9711 1312.~~016~~910 8.500 8.999 ~~660~~641 ~~139~~135,~~565~~185,~~640~~118.5466 12.~~864~~746 ~~431~~420 8280,~~430~~033,~~433~~095.1308 14.~~434~~414 9.000 9.499 ~~299~~292 6260,~~006~~464,~~996~~715.7128 5.~~715~~701 ~~206~~199 3736,~~841~~316,~~890~~461.0533 6.~~626~~541 9.500 9.999 ~~244~~234 4745,~~428~~058,~~169~~869.1698 4.~~372~~248 ~~183~~175 3028,~~030~~111,~~292~~071.1233 5.~~259~~063 10.000 10.499 ~~116~~114 1514,~~065~~912,~~462~~102.3603 1.~~389~~406 8483 9,~~838~~756,~~630~~834.1828 1.~~723~~757 10.500 10.999 7778 10,~~757~~993,~~866~~210.5747 01.~~992~~037 4849 5,~~475~~557,~~188~~820.7480 01.~~959~~001 11.000 11.499 7471 7,~~604~~201,~~866~~761.3665 0.~~701~~679 42 3,~~643~~641,~~786~~412.4450 0.~~638~~656 11.500 11.999 8986 87,~~148~~892,~~168~~661.1956 0.~~751~~744 4544 3,~~716~~646,~~198~~203.4009 0.~~651~~657 12.000 12.499 2523 1,~~897~~795,~~224~~432.2220 0.~~175~~169 1413 1976,~~018,370~~896.6427 0.~~178~~176 12.500 12.999 1110 ~~911~~877,~~623~~246.2342 0.~~084~~083 65 ~~614~~580,~~955~~769.3548 0.~~108~~105 >= 13.000 0 0.00 0.000 0 0.00 0.000 Total 4,~~521~~417 1,~~084~~060,~~932~~589,~~212~~045.8149 100.000 2,~~781~~713 ~~571~~555,~~072~~231,~~153~~375.4260 100.000

Interest Rate Stratification (continued) Pool 2 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 23 10,~~328~~322,~~976~~525.0819 2.~~010~~043 6.000 6.499 9392 34,~~752~~547,~~342~~606.1473 6.~~763~~836 6.500 6.999 ~~247~~245 91,~~795~~051,~~501~~535.8720 1718.~~864~~017 7.000 7.499 ~~238~~236 79,~~623~~281,~~101~~398.5444 15.~~495~~688 7.500 7.999 ~~344~~334 ~~106~~103,~~204~~153,~~775~~772.6494 20.~~668~~412 8.000 8.499 ~~259~~255 7271,~~379~~240,~~089~~277.8330 14.~~085~~097 8.500 8.999 ~~229~~221 5755,~~135~~152,~~207~~023.4158 1110.~~119~~913 9.000 9.499 93 24,~~165~~148,~~106~~253.6695 4.~~703~~778 9.500 9.999 6159 1716,~~397~~947,~~877~~798.0465 3.~~386~~354 10.000 10.499 3231 5,~~226~~155,~~832~~267.1875 1.~~017~~020 10.500 10.999 29 5,~~282~~435,~~677~~389.8367 1.~~028~~076 11.000 11.499 3229 3,~~961~~560,~~079~~349.9215 0.~~771~~705 11.500 11.999 4442 4,~~431~~246,~~969~~458.7947 0.~~862~~840 12.000 12.499 1110 ~~878~~818,~~853~~535.5893 0.~~171~~162 12.500 12.999 5 296,~~667~~476.8894 0.~~058~~059 >= 13.000 0 0.00 0.000 Total 1,~~740~~704 ~~513~~505,~~860~~357,~~059~~669.3989 100.000

EX-99.2 (logo) Clayton SASCO 2007-BC1 Credit Risk Management Report November 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 November 2007 Transaction Summary

Closing Date: 01/30/2007 Depositor: Structured Asset Securities Corporation Trustee(s): Wells Fargo Bank, N.A. Securities Administrator: Wells Fargo Bank, N.A. Master Servicer: Aurora Loan Services Master Servicing Servicer(s): Aurora Loan Services, Chase Home Finance, Option One Mortgage Mortgage Insurer(s): Mortgage Guaranty Insurance Corporation, PMI Mortgage Insurance Co. Delinquency Reporting Method: OTS^0

Collateral Summary

Closing Date As of 911/25/2007 911/25/2007 Balance as Percentage of Closing Date Balance Collateral Balance $1,212,065,010 $1,~~093~~074,~~115~~372,~~661~~965 9088.18 63% Loan Count 5,069 4,~~563~~479 9088.0236 % 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 911/25/2007 Issues Amount Recovered 0 $0

Collateral Statistics

Loan Count Summed Balance First Payment Defaults 21 $~~532~~156,200 Early Payment Defaults* 5446 $1514,~~869~~260,~~436~~794 * A default that occurs on the second or third scheduled payment.

Second Lien Statistics

~~Second Lien Statistics~~ Loan Count Summed Balance Total Outstanding Second Lien Loans ~~161~~152 $109,~~422~~532,~~296~~193 30+ Days Delinquent 37 $~~252~~484,~~425~~629 60+ Days Delinquent 74 $~~464~~224,~~028~~356 90+ Days Delinquent 1315 $1,~~237~~182,~~035~~604

Prepayments

Remittance Date Beginning Collateral Balance Total Prepayments Percentage of Prepayment 911/25/2007 $1,~~100~~084,~~665~~932,~~834~~213 $710,~~152~~162,~~059~~076 0.6493 810/25/2007 $1,~~111~~093,~~577~~115,~~324~~661 $107,~~512~~785,~~221~~213 0.9471 79/25/2007 $1,~~124~~100,~~171~~665,~~336~~834 $127,~~192~~152,~~704~~059 10.0864

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

~~Total Cash Flows~~ Remittance Date Amount Remitted to the Amount Remitted by the Trust Servicers Difference 911/25/2007 $87101,~~439~~401 $87101,~~439~~401 $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 911/25/2007 $~~525~~439,~~250~~741 107

(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: October 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~~9261520 1 LACO 112/1/~~2007~~2006 BPO $~~315~~207,000 $~~252~~165,~~000~~408 ~~558~~609 45/1/2007 0406/0925/2007 $~~105~~215,000 $~~251~~165,~~429~~408 (continued) OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss* Status ~~9261869~~9261520 80% 81-3.3631% 54/1/2009 ($~~205~~5,~~032~~477) ~~C3669369~~CCCC369999 ~~239~~77% Active - Pay Plan Default Reason: (Unknown) 911/2030/2007 AClayton ~~BPO~~awaits ~~was~~a ~~performed~~response onfrom ~~4/9/2007 valuing~~ the ~~property at $105,000~~servicer. AnWe ~~appraisal~~will ~~dated~~update ~~4/23/2007~~accordingly. ~~valued the property at $225~~Additionally,~~000.~~ ~~The~~it ~~BPO~~appears ~~used comparables~~ that ~~were~~a ~~close~~new inpayment ~~proximity;~~arrangement ~~however,~~was ~~the~~entered ~~appraisal~~into ~~used~~on ~~comparables~~10/15/2007 ~~that~~and ~~were~~a ~~further~~payment ~~away~~was ~~due~~made toin the ~~rural~~11/25/2007 ~~location~~distribution ~~of the property~~period. Clayton ~~reviewed~~will ~~both~~monitor ~~valuations,~~this ~~and~~loan ~~agrees~~for ~~with~~future ~~the~~payments ~~$225,000~~on ~~value. Additionally,~~ the ~~borrower entered a~~ payment plan. ~~on 8~~10/3019/2007. ~~Clayton~~The ~~will~~payment ~~continue~~plan toended ~~monitor~~on ~~the status of this loan. 8~~9/313/2007 ~~According~~because tothe ~~Clayton's~~borrower ~~records,~~made ano ~~BPO~~payments ~~was performed~~ on ~~4/9/2007,~~the ~~returning~~payment aplan. ~~value~~Clayton ofasked ~~$105,000~~the servicer for ~~the~~an ~~property~~update ~~securing~~on this loan~~. We requested the property valuations from the servicer~~, ~~and~~as ~~received~~there aare ~~BPO~~no ~~dated~~indications ~~4/23/2007~~ that ~~returned~~ a ~~property~~notice ~~value~~ of ~~$225,000,~~intent ~~but~~has ~~did~~been ~~not~~filed. ~~receive~~We arequested ~~copy~~that of the ~~4/9/2007 BPO. Clayton asked the~~ servicer tofile ~~advise if~~ a ~~BPO~~notice ~~was~~of ~~performed~~intent ~~on 4/9/2007 that valued the property at $105,000, and to update their system~~ if ~~this~~one ~~was~~has annot ~~error~~been filed. We will update accordingly. 79/1720/2007 ~~Clayton~~According ~~received~~to ~~copies~~servicer ~~of the requested valuations~~data, ~~and will research further into~~ the ~~value~~borrower ~~decline.~~entered ~~Additionally,~~a ~~the~~ payment plan ~~seems~~on ~~to be working~~7/6/2007. Clayton will continue to monitor ~~the~~this ~~status~~loan 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~~see ~~the~~if ~~decline~~payments inare ~~value.~~made ~~The~~on ~~borrower~~this ~~entered a payment~~ plan. onIf ~~3/30/2007,~~no ~~and Clayton will monitor for future~~ payments. ~~6/4/2007~~are ~~This~~made, ~~loan is an early payment default.~~ Clayton will ~~continue to~~ monitor ~~this~~that ~~loan for~~ the ~~servicer's~~foreclosure ~~loss~~process ~~mitigation strategy~~continues.

Lien State First Pmt. Valuation Orig. Appr. Orig. Amount Loan Number Group FICO Last Paid Dt. Valuation Date Current Value Current Bal. ~~9261877~~9261869 1 VALA 1/1/2007 BPO $~~585~~315,000 $~~585~~252,000 ~~627~~558 37/1/2007 0610/2616/2007 $~~440~~125,000 $0250,989 (continued) OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss* Status ~~9261877~~9261869 ~~100~~80% 3972.9630% 86/311/~~2007~~2009 $0182,202 ~~CCCC3690~~C366936996 0201% Active - Pay Plan Default Reason: (Unknown) 1011/230/2007 ~~Clayton~~The ~~reviewed~~borrower ~~the~~made ~~original~~two ~~appraisal~~payments ~~and~~on ~~BPO,~~their ~~and~~payment ~~determined~~plan ~~that~~in the ~~original~~11/25/2007 ~~appraisal~~remittance ~~was inflated~~period. ItClayton ~~appears~~will ~~that~~continue ~~the~~to ~~buyer~~monitor ~~received~~this a loan for ~~much~~borrower ~~more~~payments ~~then~~in future distributions. 9/20/2007 A BPO was performed on 4/9/2007 valuing the property ~~was~~at ~~worth~~$105,000. ~~Additionally,~~An ~~many~~appraisal ofdated 4/23/2007 valued the property at $225,000. The BPO used comparables that were ~~located~~close in aproximity; ~~historic~~however, ~~area~~the appraisal used comparables that were further away due to the rural location of the property. Clayton reviewed both valuations, ~~while~~and agrees with the ~~subject~~$225,000 ~~was~~value. ~~not~~Additionally, the borrower entered a payment plan on 8/30/2007. Clayton ~~was~~will incontinue to monitor the ~~process~~status of ~~building~~this loan. 8/31/2007 According to Clayton's records, a ~~case~~BPO ~~for~~was ~~repurchase;~~performed ~~however~~on 4/9/2007, returning a value of $105,000 for the property securing this loan. ~~was~~We ~~repurchased~~requested inthe property valuations from the 9servicer and received a BPO dated 4/2523/2007 ~~distribution.~~that 10returned a property value of $225,000, but did not receive a copy of the 4/19/2007 ~~This~~BPO. ~~loan~~Clayton ~~was~~asked ~~repurchased~~the inservicer ~~the~~to advise if a BPO was performed on 4/9/~~25/~~2007 ~~distribution~~that ~~period~~valued the property at $105,000, and to update their system if this was an error. 9We will update accordingly. 7/1817/2007 Clayton received copies of the requested valuations, and iswill inresearch further into the ~~process~~value ofdecline. ~~researching~~Additionally, the ~~value~~payment ~~decline~~plan seems to be working. WeClayton will ~~update~~continue ~~accordingly~~to monitor the status of the payment plan. 76/1722/2007 A BPO dated 604/2609/2007 ~~valued~~showed ~~the~~a ~~property~~value atchange of $~~440~~210,000, a ~~$145,000~~67 percent decline. inClayton ~~value~~requested ~~from~~that the ~~original~~servicer ~~appraisal.~~forward ~~Clayton requested~~ a copy of the original appraisal and ~~the~~ updated ~~BPO~~valuation ~~from~~in order to research the ~~servicer~~decline in ~~order~~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 ~~research~~monitor this loan for the ~~value~~servicer's ~~decline~~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. ~~9261925~~9261923 1 FLKS 2/1/2007 ~~BPO~~Internal Estimate $~~200~~670,000 $~~156~~283,~~200~~750 ~~613~~584 16/1/2007 0412/2431/~~2007~~2006 $~~200~~448,~~000~~900 $~~156,200~~0 (continued) OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss* Status ~~9261925~~9261923 7842% -331.7007% 68/123/~~2008~~2007 ($~~5,783)~~0 ~~CC36FFF9~~CCCCCCC000 780% Active ~~- Pay Plan~~ Default Reason: (Unknown) 911/2030/2007 ~~According~~Clayton toawaits ~~servicer~~a ~~data,~~response from the ~~borrower~~servicer ~~entered~~regarding athe ~~payment~~PPP ~~plan~~that onwas ~~8/17/2007~~charged. ~~Clayton~~We will ~~continue~~update toaccordingly. ~~monitor~~11/6/2007 ~~this~~This loan toliquidated ~~see~~in ifthe ~~payments~~9/25/2007 ~~are~~distribution ~~made~~and ona ~~this~~PPP ~~plan.~~of If$12,556 nowas ~~payments~~passed ~~are~~through ~~made,~~to ~~Clayton~~the ~~will~~trust. ~~monitor~~According ~~that~~to ~~the~~Clayton's ~~foreclosure~~data, ~~process~~this ~~continues.~~loan ~~6/29/2007~~liquidated ~~This~~with ~~loan~~a ~~entered~~PPP ~~into~~flag ~~foreclosure~~of ~~status~~six onmonths ~~05/24/2007.~~interest ~~Florida~~of ~~has~~the aamount ~~five~~prepaid ~~month~~above ~~foreclosure~~20 ~~timeline,~~percent ~~Clayton~~of ~~will~~the ~~continue~~original tobalance. ~~monitor~~Clayton calculates this ~~loan~~PPP to ~~see~~be ~~that~~$10,023. aClayton ~~foreclosure~~asked ~~sale~~the isservicer ~~scheduled~~to inexplain athe ~~timely~~discrepancy, ~~manner.~~and ~~6/4/2007~~if ~~This~~this ~~loan~~was is an ~~early~~error, ~~payment~~to ~~default.~~provide ~~Clayton~~a ~~will~~date ~~continue~~when tothe ~~monitor~~error ~~this~~will ~~loan~~be ~~for~~corrected. ~~the~~We ~~servicer's~~will ~~loss~~update ~~mitigation strategy~~accordingly.

Lien State First Pmt. Valuation Orig. Appr. Orig. Amount Loan Number Group FICO Last Paid Dt. Valuation Date Current Value Current Bal. ~~9258643~~9257130 1 ORMD 1/1/2007 BPO $~~535~~802,000 $~~428~~720,000 ~~639~~642 18/1/2007 0409/1718/2007 $~~390~~650,000 $~~427,785~~0 (continued) OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss* Status ~~9258643~~9257130 8090% 28-10.4866% 58/1/~~2008~~2007 $~~121~~96,~~925~~671 ~~CC36FFFF~~CCCCCCCCC0 ~~110~~0% L 34.00% Active Default Reason: (Unknown) 1011/230/2007 ~~Clayton~~This ~~reviewed~~loan ~~the~~liquidated ~~servicer's~~in ~~value~~the ~~reconciliation~~11/25/2007 ~~document~~distribution, ~~and~~passing ita ~~appears~~loss ~~that~~of ~~there~~$96,671, isa ~~evidence~~13 ofpercent ~~fraud upon origination~~severity. The ~~comparables~~loss ~~were~~can ~~two~~be ~~and~~attributed ~~three~~to ~~miles away from~~ the ~~subject~~$12,832 ~~which~~in isinterest ~~unreasonable~~advances ~~given~~made by the ~~fact that this is a condominium~~servicer. ~~The~~Additionally, ~~reconciliation~~according ~~also~~to ~~stated~~the ~~that~~9/18/2007 ~~remodeling~~BPO of ~~a 1~~$650,~~563~~000, ~~square~~the ~~foot~~property ~~home~~has ~~will~~declined ~~not~~in ~~increase a condo's~~ value by $152,000 ~~in six months in that market. Clayton requested the original appraisal and most recent valuation in order to further investigate the value decline~~, ~~and~~or to19 ~~explore this loan as a repurchase candidate~~percent. ~~We will update accordingly. 7/17/2007~~ This loan is ~~being~~covered ~~added~~by tomortgage ~~the~~insurance ~~Watchlist~~and ~~due~~according to the ~~high~~mortgage ~~value~~insurance ~~decline.~~company's ~~The BPO dated 4/17/2007 valued the property at $390~~website,~~000,~~ a ~~$145,000~~claim ~~decline~~has innot ~~value~~been ~~since~~filed ~~origination.~~as ~~Clayton requested a copy~~ of ~~the reconciliation documents in order to further investigate the value decline and will update accordingly. 6~~11/2530/2007. ~~According~~Clayton toasked the ~~5/31/2007~~servicer ~~data,~~to ~~this~~advise ~~loan~~if isan ininitial ~~active~~claim ~~loss~~has ~~mitigation,~~been filed and ~~the~~if ~~first~~not, ~~due~~we ~~date~~asked on the ~~payment~~servicer ~~plan~~to ~~was~~file ~~5/2/2007~~an initial claim. ~~Clayton~~We will ~~continue~~update ~~to monitor this loan~~accordingly.

Lien State First Pmt. Valuation Orig. Appr. Orig. Amount Loan Number Group FICO Last Paid Dt. Valuation Date Current Value Current Bal. ~~9259191~~9259192 1 FLCA 112/1/~~2007~~2006 ~~BPO~~Internal Estimate $~~340~~590,000 $~~340~~230,000 ~~614~~536 12/1/2007 0412/2431/~~2007~~2006 $~~218~~448,~~000~~400 $~~340~~229,~~000~~815 (continued) OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss* Status ~~9259191~~9259192 ~~100~~39% 53-68.4992% 5/1/2008 ($~~181~~158,~~873~~527) ~~CC36FFFF~~CCC3699999 ~~156~~51% Active Default Reason: (Unknown) 1011/230/2007 ~~Clayton~~According ~~reviewed~~to the servicer's ~~value reconciliation~~response, ~~and~~the itborrower ~~appears~~obtained ~~that~~a ~~the~~loan ~~original~~in ~~appraisal~~excess ~~utilized~~of ~~comparables~~the ~~that~~amount ~~were~~permitted ~~several~~under ~~miles~~a ~~away.~~low ~~The~~cost ~~servicer~~housing ~~noted~~agreement ~~that~~with ~~value~~the ~~misrepresentation~~city isof ~~suspected~~Santa Barbara. ~~Clayton~~The ~~requested~~servicer ~~the~~filed ~~original~~a ~~appraisal~~title ~~and~~claim ~~most~~in ~~recent~~April ~~valuation~~2007. The claim resulted in ~~order~~the totitle ~~further~~company ~~investigate~~agreeing to pay the ~~value~~servicer ~~decline.~~enough ~~Additionally,~~money ato ~~comment~~pay indown the ~~value~~UPB ~~reconciliation~~of ~~indicates~~the ~~that this~~ loan isto a$161,000, ~~short~~and ~~sale~~the ~~candidate.~~servicer ~~Clayton~~ will ~~continue~~then toperform ~~monitor~~a ~~this~~modification, ~~loan~~recalculating tothe ~~see~~payment at the ~~results~~same ofinterest rate based upon the ~~pending~~same ~~loss~~maturity ~~mitigation.~~date, Weand ~~will~~waive ~~update~~all ~~accordingly~~late charges. ~~8/31/2007~~The ~~Clayton~~title isclaim ~~still~~funds ~~awaiting~~were ~~the~~received ~~requested~~in ~~documents~~September ~~from~~2007 and the servicer. ~~7/17/2007~~is ~~Clayton~~currently ~~awaits~~in the ~~requested~~process ~~documents~~of ~~from~~modifying ~~the~~this ~~servicer~~loan. WeClayton will ~~investigate~~continue ~~the~~to ~~value~~monitor ~~decline~~this ~~upon~~loan ~~receipt~~for the outcome of the ~~reconciliation documents~~modification. 610/2519/2007 This loan is ~~being~~coded ~~added~~as tobeing ~~the~~delayed ~~Watchlist~~ due to ~~the~~foreclosure ~~high~~litigation ~~estimated~~in ~~loss~~the ~~amount.~~servicer's ~~This~~9/30/2007 ~~loan~~data isfile. inClayton ~~early~~asked ~~payment~~the ~~default~~servicer ~~and~~to ~~has~~advise anon ~~original~~the ~~loan-to-value~~status of ~~100~~this ~~percent.~~loan, ~~The~~as ~~loan~~it ishas ~~currently~~been coded in foreclosure ~~status,~~litigation ~~and~~for ~~Florida~~several months. Additionally, Clayton has ano ~~five~~record ~~month~~of ~~foreclosure~~the ~~timeline.~~servicer ~~The~~filing ~~original~~a ~~appraisal~~notice ~~for~~of intent to foreclose on this property. ~~was~~Clayton ~~$340,000,~~asked ~~with~~the servicer to advise if a ~~BPO~~notice onof 04intent has been filed. We will update accordingly. 8/2427/2007 ofAccording ~~$218,000,~~to athe 367/31/2007 ~~percent~~data ~~decline.~~file, Athis ~~request~~foreclosure process for ~~reconciliation~~this ~~documents~~loan ~~was~~is ~~posted~~currently toexperiencing ~~the~~delays ~~servicer,~~due ~~and~~to foreclosure litigation. Clayton will continue to monitor this loan through the foreclosure process. * The estimated loss includes estimated mortgage insurance proceeds where applicable and in addition if the loan has been liquidated this reflects the actual loss that has been passed to the trust.

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

Total Cash Flows Trustee Remittance Date 911/25/2007 810/25/2007 79/25/2007 Amount Remitted to the Trust $87101,~~439~~401 $~~119~~102,~~100~~147 $~~143~~87,~~526~~439 Amount Remitted by the Servicers $87101,~~439~~401 $~~119~~102,~~100~~147 $~~143~~87,~~526~~439 Difference $0 $0 $0 Total Collections by the Servicers Total Paid Off Loans 4142 4442 5041 Total Paid Off Loans With Prepayment Flags 2520 2226 2125 Exceptions Expired Prepayment Clauses (as stated in the Note) 04 1 20 Liquidated out of REO Status 0 0 0 Acceleration of Debt 21 2 0 2 Loss Mitigation (Short Sales, Charge Offs) 30 14 03 Documentation Issues Preventing the Collection of Prepayment Penalties 1 0 0 1 Other - Actions Preventing the Collection of Prepayment Penalties 1 0 02 1 Total Paid-Off Loans with Active Prepayment Flags 1815 18 19 18 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 1815 18 19 18 Loans without Prepayment Flags or with Expired Flags with Penalties Remitted 0 0 0 Total Loans with Penalties Remitted 1815 18 19 18 Total Loans with Penalties Remitted to the Total Paid-Off Loans 4335.9071 % 4045.9124 % 3843.0090 % Penalties Remitted for loans with Active Prepayment Flags 100.00% 100.00 % 100.00 % (~~Continued~~continued) ~~SASCO 2007-BC1 Prepayment Penalty Analysis Trustee Remittance Date: September 25, 2007~~ Total Cash Flows Trustee Remittance Date 68/25/2007 57/25/2007 46/25/2007 Amount Remitted to the Trust $~~151~~119,~~127~~100 $94143,~~370~~526 $72151,~~932~~127 Amount Remitted by the Servicers $~~151~~119,~~127~~100 $94143,~~370~~526 $72151,~~932~~127 Difference $0 $0 $0 Total Collections by the Servicers Total Paid Off Loans 6944 4150 4369 Total Paid Off Loans With Prepayment Flags 2422 1621 1224 Exceptions Expired Prepayment Clauses (as stated in the Note) 01 02 0 Liquidated out of REO Status 0 0 0 Acceleration of Debt 12 0 01 Loss Mitigation (Short Sales, Charge Offs) 01 0 0 Documentation Issues Preventing the Collection of Prepayment Penalties 0 0 0 Other - Actions Preventing the Collection of Prepayment Penalties 1 0 0 1 Total Paid-Off Loans with Active Prepayment Flags 2218 1619 1222 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 2218 1619 1222 Loans without Prepayment Flags or with Expired Flags with Penalties Remitted 0 0 0 Total Loans with Penalties Remitted 2218 1619 1222 Total Loans with Penalties Remitted to the Total Paid-Off Loans 3140.8891 % 3938.0200 % 2731.9188 % Penalties Remitted for loans with Active Prepayment Flags 100.00 % 100.00% 100.00 %

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

Loan Origination Years to Expiration Number State Delinquency History Date Expiration Date ~~9261877~~9260332 VAUT ~~CCCC3690~~CCC36FFFF0 11/209/2006 2 11/2009/2008 ~~9259079~~9260497 MNCA ~~CCCCCCC0~~CCCCCCCCCC 11/1415/2006 31 11/1415/~~2009~~2007 ~~9258846~~9259993 CAOR ~~CC369990~~CCCCCCCC6F 10/3024/2006 32 10/3024/~~2009~~2008 ~~9257926~~9258090 ~~DC CC369990 11/2/2006 3 11/02/2009 9257112~~ CA ~~CC369990~~CCCCCCCCCC 1110/2231/2006 32 1110/2231/~~2009~~2008 ~~9257557~~9257986 VAWA ~~CC36FFF0~~CCCCCCCCCC 11/72/2006 2 11/0702/2008 ~~9261369~~9259948 FLAZ ~~3C369FF0~~CCCCCCCCCC 911/16/2006 ~~3 09/01/2009 9261529 TN CCCCCCC0 9/26/2006~~ 2 0911/2606/2008 ~~9260268~~9260148 UTMI ~~CCCCCCCC~~CCCCCCCCCC 11/36/2006 2 11/0306/2008 ~~9260631~~9260538 FLMO ~~CCCCCCC0~~CCCCCCCCC0 11/8/2006 2 11/08/2008 ~~9259052~~9258111 MNAZ ~~CCCCCCCC~~CCCCCCCCC0 11/1014/2006 2 11/1014/2008 ~~9257738~~9259285 CA ~~CCCCCCCC~~CCCCCCCCCC 11/1420/2006 2 11/1420/2008 ~~9259986~~9260422 AZCA ~~CCCCCCC0~~CCCCCCCCCC 11/1621/2006 2 11/1621/2008 ~~9260724~~9258649 FLOR ~~CCCCCCCC~~CCCCCCCCCC 11/21/2006 2 11/21/2008 ~~9261069~~9257247 VADC ~~CCCCCCC0~~CCCCCCCCC0 511/2624/2006 32 0511/2624/~~2009~~2008 ~~9261060~~9261111 WAVA ~~CCCCCCC0~~CCCCCCCCC0 5/3119/2006 3 05/3119/2009 ~~9261176~~9257592 ~~AR CCCCCCC0 6/7/2006 3 06/07/2009 9261324 VA CCCCCCC0 7/17/2006 3 07/17/2009 9261438~~ CA ~~CCCCCCC0~~CCCCCCCCC0 ~~8/24/2006 3 08/24/2009 9261338 CT CCCCCCC0 8/31/2006 3 08/31/2009 9257453 CA CCCCCCC0~~ 10/3126/2006 3 10/3126/2009 ~~9260823~~9258867 VACA ~~CCCCCCC0~~CCCCCCCCCC 11/~~1/2006 3 11/01/2009 9258687 NV CCCCCC30 11/3/2006 3 11/03/2009 9259753 PA CCCCCCCC 11/~~24/2006 3 11/24/2009 ~~9261923 KS CCCCCCC0 11/29/2006 3 11/29/2009~~ (~~Continued~~continued) % of PPP to Loan Payoff Payoff Number Amount PPP Remitted Amount Comments ~~9261877~~9260332 $~~584~~260,~~608~~977 $0 0% ~~Repurchased 9259079 $270,065 $0 0~~% ~~Note contained a sale clause 9258846 $101,702 $0 0%~~ Liquidated ~~through charge off 9257926 $79,751 $0 0% Liquidated through charge off 9257112 $65,785 $0 0% Liquidated through charge off 9257557 $95,809 $0 0% Liquidated~~ out of foreclosure status ~~9261369~~9260497 $~~104~~68,~~951~~660 $~~0 0% Liquidated out of foreclosure status 9261529 $99~~2,~~470~~810 ~~$3,487~~ 4 % ~~9260268~~9259993 $96224,~~089~~088 $36,~~325~~775 3 % ~~9260631~~9258090 $~~243~~277,~~147~~500 $8,~~015~~492 3% ~~9259052 $197,831 $2,895 1~~% ~~9257738~~9257986 $~~227~~219,~~008~~707 $7,~~896~~205 3% ~~9259986 $81,763 $2,519 3~~% ~~9260724~~9259948 $~~124~~179,~~292~~221 $45,~~349~~052 3 % ~~9261069~~9260148 $86107,~~125~~262 $1,~~722~~073 21 % ~~9261060~~9260538 $~~194~~74,~~148~~467 $92,~~231~~234 53 % ~~9261176~~9258111 $~~129~~253,~~422~~050 $28,~~588~~079 23 % ~~9261324~~9259285 $87354,~~079~~000 $18,~~742~~496 2 % ~~9261438~~9260422 $~~118~~363,~~391~~913 $48,~~233~~730 42 % ~~9261338~~9258649 $~~210~~376,~~519~~611 $610,~~683~~879 3 % ~~9257453~~9257247 $~~188~~184,~~494~~499 $5,~~091~~756 3 % ~~9260823~~9261111 $~~123~~181,~~548~~797 $3,~~808~~636 32 % ~~9258687~~9257592 $~~255~~523,~~219~~000 $715,~~660~~795 3 % ~~9259753~~9258867 $80248,~~689~~737 $26,~~258~~388 3% ~~9261923 $282,611 $12,556 4~~%

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

~~Service~~# ~~Origination~~of ~~Years~~Loans toDollar ~~Expiration~~Amount ~~Number~~Claims ~~State~~Paid: ~~Delinquency~~0 ~~String~~$0 ~~Date~~Claims ~~Expiration~~Pending: ~~Date~~1 ~~9259003~~1 MN$105,161 ~~CCCCC000~~Claims ~~11/~~Rescinded: 2~~/2006~~ 0 $0 Claims Without Payment: 2 ~~11/02/2008~~0 ~~(Continued)~~$0 %Claims Denied: 2 0 $0 Claims Withdrawn: 2 0 $0 Age of ~~PPP~~Pending toClaims ~~Loan~~<30 ~~Payoff~~Days ~~Cur.~~30 ~~Funds~~Days ~~Total~~60 ~~PPP~~Days ~~Payoff~~90 Days 120 Days 150 Days 180 Days 210+ Days Number ~~Amount~~of ~~Remitted~~Pending ~~Remitted~~Claims: ~~Amount~~1 ~~Comments~~0 ~~9259003~~0 ~~$152,478~~0 ~~($2,618)~~0 $0 0% ~~Reversal~~0 of1 ~~Penalty~~Estimate based on internal calculations. 2 Estimated claim payment if the claim had been paid.

(page) SASCO 2007-BC1 Mortgage Insurance Claims Mortgage Data Through: October 31, 2007

#First ofPmt. ~~Loans~~Current ~~Dollar~~Valuation OAV Orig. Amount ~~Claims~~OLTV ~~Paid:~~Loan 0Number $0Last ~~Claims~~Paid ~~Pending:^1~~Dt. 0Method $0CV ~~Claims~~Current ~~Rescinded:^2~~Bal. 0CLTV $09257930 ~~Claims~~12/1/2006 ~~Without~~BPO ~~Payment:^2~~- 004/21/2007 $0275,000 ~~Claims Denied:^2 0~~ $0261,250 ~~Claims~~95.00% ~~Withdrawn:^2~~Initial 001/01/2007 $0257,000 ~~Age~~$261,198 of101.63% ~~Pending~~(continued) ~~Claims~~Claim ~~<30~~File ~~Days~~Dt. 30Date ~~Days~~Paid 60Delinquency ~~Days~~History 90Loan ~~Days 120 DayS~~ Number ofMI ~~Pending~~Cov ~~Claims:~~% 0Est. 0Claim 0Pmt. 0Amount 0Paid ~~150~~Settlement ~~Days~~Option ~~180~~9257930 ~~Days 210+ Days Number of Pending Claims: 0 0 0 1 Estimate based on internal calculations~~37.00 2% ~~Estimated~~10/29/2007 ~~claim~~CC33FFFFRR ~~payment~~Initial ~~if the claim had been paid.~~$105,161

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

Date Loan Loss Amount Loss Percentage 11/25/2007 $439,740.59 0.04% 10/25/2007 $417,312.36 0.03% 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: $~~809~~1,~~578~~666,631.7873 0.0714% * 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: November 25, 2007

Remittance Statement Summary 911/25/2007 $~~525~~439,~~250~~741 Loan-Level Losses: $~~524~~438,~~014~~072 Subsequent Losses: $1,~~236~~668 Subsequent Gains: $0 Monthly Security Loss: $~~525~~439,~~250~~741 Losses Remitted: $~~525~~439,~~250~~741 Difference: $0

Loan-Level Loss Report

Loan Number Loss Loan Number Loss Loan Number Loss ~~9257080~~9257130 $7996,~~278~~671 ~~9257112~~9257164 $68156,~~989~~621 ~~9257460~~9258174 $~~53,487~~8 ~~9257557~~9258486 $2035,~~763~~437 ~~9257926~~9258507 $83149,~~614~~334 ~~9258846 $106,782 9260205 $111,101~~ Loan-Level Loss Report Total: $~~524~~438,~~014~~072 Subsequent Losses Loan Number Loss Loan Number Loss Loan Number Loss ~~9257572~~9257557 $~~35 9257887 $~~1,~~139~~321 ~~9258616~~9257994 $62348 Subsequent Losses Total: $1,~~236~~668

(page) SASCO 2007-BC1 High Loan-Level Losses Mortgage Data Through: October 31, 2007

~~Origination~~Lien ~~Original~~Prop. ~~Amount~~Type ~~Loan Number~~ State Orig. Date ~~Original~~Valuation ~~LTV~~Orig. ~~Original~~Value ~~Appraisal~~Loan ~~Loss~~Pos ~~Loss~~Loan ~~Severity~~Type ~~September~~FICO ~~25,~~OLTV ~~2007~~Valuation ~~9257080~~Date CACurrent Value 9257130 1 1 Family MD 11/8/2006 ~~20%~~BPO $75802,~~580~~000 ~~$79,277.76~~Cash ~~104.89%~~Out ~~$380,000~~Refinance ~~9257112~~642 CA90 11% 09/2218/~~2006~~2007 ~~20%~~ $66650,000 ~~$68,989~~(continued) LIPD Actual Loss Liquidation Date Loan Number Orig.38 ~~104~~Bal Doc.~~53%~~ ~~$330,000~~Level ~~9257460~~Loss CALiquidation ~~11/14/2006~~Method ~~20%~~Delinquency 9257130 $51720,000 8/1/2007 $5396,~~487~~671.3742 ~~104~~8/1/2007 CCCCCCCCC0 Full 13.8843% ~~$255,000~~Short ~~9257557~~Sale/Refinance VADefault Reason: (Unknown) 11/730/~~2006~~2007 ~~74%~~This ~~$96~~loan liquidated in the 11/25/2007 distribution,~~000~~passing a loss of $2096,~~762.53~~671, 21a 13 percent severity.~~63%~~ ~~$130,000~~The ~~9257926~~loss DCcan ~~11/2/2006~~be ~~20%~~attributed ~~$80,000~~to the $8312,~~613.92~~832 ~~104~~in interest advances made by the servicer.~~52%~~ ~~$400~~Additionally,~~000~~ ~~9258846~~according CAto 10the 9/3018/~~2006~~2007 ~~20%~~BPO of $~~102~~650,000, the property has declined in value by $~~106~~152,~~781.64~~000, ~~104~~or 19 percent.~~69%~~ ~~$510~~This loan is covered by mortgage insurance and according tothe mortgage insurance company's website,~~000~~ ~~9260205~~a CAclaim 10has not been filed as of 11/1630/~~2006~~2007. ~~20%~~Clayton ~~$106,000~~asked ~~$111,101.39~~the ~~104.81%~~servicer ~~$530,000~~to ~~Monthly~~advise ~~Total:~~if ~~$524~~an initial claim has been filed and if not,~~013~~ we asked the servicer to file an initial claim.99 90We will update accordingly.~~88%~~

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

~~FICO~~Origination ~~Delinquency~~Original ~~Percentage~~Amount ~~500~~Loan ~~Current~~Number ~~0.004~~State ~~500~~Date ~~Delinquent~~Original ~~0.005~~LTV ~~500~~Original ~~Paid~~Appraisal ~~Off~~Loss ~~0.006~~Loss ~~510~~Severity ~~Current~~November ~~0.016~~25, ~~510~~2007 ~~Delinquent~~9257130 ~~0.016~~MD ~~510~~11/8/2006 ~~Paid~~90% Off 0.02 520 Current 0.018 520 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 Current 0.086 610 Delinquent 0.098 610 Paid Off 0.062 620 Current 0.082 620 Delinquent 0.089 620 Paid Off 0.086 630 Current 0.078 630 Delinquent 0.066 630 Paid Off 0.074 640 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 $720,000 ~~Current 0~~$96,671.~~011~~42 ~~720 Delinquent 0~~13.~~007~~43 ~~720~~% ~~Paid~~$802,000 ~~Off~~9257164 ~~0.028~~MD ~~730~~11/7/2006 ~~Current~~20% ~~0.009~~$150,000 ~~730 Delinquent 0~~$156,621.~~009~~32 ~~730 Paid Off 0~~104.~~014~~41 ~~740~~% ~~Current 0.008 740 Paid Off 0.012~~ $750,000 ~~Current~~9258174 ~~0.008~~CA ~~750~~11/14/2006 ~~Paid~~80% ~~Off~~$216,000 0$7.~~004~~75 ~~760 Current~~ 0.~~003~~00 ~~760~~% ~~Delinquent~~$270,000 ~~0.005~~9258486 ~~760~~HI ~~Paid~~11/16/2006 ~~Off~~20% ~~0.002~~$33,920 ~~770 Current 0~~$35,437.~~003~~36 ~~770 Paid Off 0~~104.~~006~~47 ~~780~~% ~~Current~~$169,900 ~~0.004~~9258507 ~~780~~NV ~~Paid~~11/9/2006 ~~Off~~20% ~~0.002~~$143,092 ~~790 Current 0~~$149,334.~~002~~47 ~~800 Current 0~~104.~~002~~36 ~~810~~% ~~Current~~$715,456 0Monthly ~~Status~~Total: ~~# of Loans Average Std. Deviation Current 4~~$438,~~131 624 53~~072.~~947~~32 ~~Delinquent 439 610 47~~34.7468 ~~Paid Off 499 617 58.08 Total: 5,069~~%

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

~~LTV~~FICO Delinquency Percentage 500 Current 0.1003 500 Delinquent 0.008 500 Paid Off 0.005 510 Current 0.~~001~~014 510 Delinquent 0.2026 510 Paid Off 0.023 520 Current 0.~~036~~018 520 Delinquent 0.2024 520 Paid Off 0.~~064~~037 530 Current 0.2019 530 Delinquent 0.~~055~~019 530 Paid Off 0.3021 540 Current 0.018 540 Delinquent 0.036 540 Paid Off 0.~~004~~037 550 Current 0.3028 550 Delinquent 0.049 550 Paid Off 0.039 560 Current 0.~~007~~035 560 Delinquent 0.3042 560 Paid Off 0.04 570 Current 0.031 570 Delinquent 0.~~002~~037 570 Paid Off 0.4044 580 Current 0.046 580 Delinquent 0.052 580 Paid Off 0.~~022~~062 590 Current 0.4051 590 Delinquent 0.~~007~~062 590 Paid Off 0.4051 600 Current 0.~~013~~069 600 Delinquent 0.5089 600 Paid Off 0.053 610 Current 0.085 610 Delinquent 0.~~016~~092 610 Paid Off 0.5069 620 Current 0.~~034~~084 620 Delinquent 0.5071 620 Paid Off 0.~~052~~09 630 Current 0.6078 630 Delinquent 0.081 630 Paid Off 0.065 640 Current 0.~~047~~081 640 Delinquent 0.6068 640 Paid Off 0.062 650 Current 0.077 650 Delinquent 0.084 650 Paid Off 0.6049 660 Current 0.062 660 Delinquent 0.~~021~~044 660 Paid Off 0.7035 670 Current 0.044 670 Delinquent 0.032 670 Paid Off 0.~~118~~048 680 Current 0.7036 680 Delinquent 0.029 680 Paid Off 0.037 690 Current 0.~~102~~03 690 Delinquent 0.7016 690 Paid Off 0.023 700 Current 0.022 700 Delinquent 0.~~068~~013 700 Paid Off 0.8033 710 Current 0.016 710 Delinquent 0.008 710 Paid Off 0.~~289~~011 720 Current 0.8011 720 Delinquent 0.36006 720 Paid Off 0.8026 730 Current 0.~~316~~01 730 Delinquent 0.9005 730 Paid Off 0.~~218~~012 740 Current 0.9008 740 Paid Off 0.011 750 Current 0.008 750 Delinquent 0.~~292~~002 750 Paid Off 0.9005 760 Current 0.~~299~~004 1760 Delinquent 0.18003 1760 Paid Off 0.~~148~~002 1770 Current 0.~~146~~004 770 Paid Off 0.005 780 Current 0.004 780 Paid Off 0.002 790 Current 0.002 790 Paid Off 0.004 800 Current 0.002 810 Current 0 Status # of Loans Average Std. Deviation Current 43,~~131~~884 ~~0.817~~625 053.~~137~~602 Delinquent ~~439~~617 ~~0.843~~609 049.~~117~~216 Paid Off ~~499~~568 ~~0.801~~617 059.~~154~~044 Total: 5,069

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

~~Balance~~LTV Delinquency Percentage ~~20000 Current~~ 0.~~002~~1 ~~30000~~ Current 0.~~007~~001 ~~30000 Delinquent~~ 0.~~005~~2 ~~40000~~ Current 0.~~009~~035 ~~40000 Delinquent~~ 0.~~011~~2 ~~50000~~Delinquent ~~Current~~ 0.~~015~~042 ~~50000 Delinquent~~ 0.~~016~~2 ~~60000~~Paid ~~Current~~Off 0.~~018~~072 ~~60000 Delinquent~~ 0.~~007~~3 ~~70000~~ Current 0.~~023 70000 Delinquent 0.~~007 ~~80000 Current~~ 0.~~022~~3 ~~80000~~ Delinquent 0.~~027~~002 ~~90000 Current~~ 0.~~023~~3 ~~90000~~Paid ~~Delinquent~~Off 0.03004 ~~100000 Current~~ 0.~~028~~4 ~~100000 Delinquent 0.03 110000~~ Current 0.~~032~~013 ~~110000 Delinquent~~ 0.~~027~~4 ~~120000 Current 0.033 120000~~ Delinquent 0.~~043~~006 ~~130000 Current~~ 0.~~036~~4 ~~130000~~Paid ~~Delinquent~~Off 0.036 140000 Current 0.033 140000 Delinquent 0.027 150000 Current 0.035 150000 Delinquent 0.03 160000 Current 0.034 160000 Delinquent 0.03 170000 Current 0.037 170000 Delinquent 0.032 180000 Current 0.034 180000 Delinquent 0.021 ~~190000 Current~~ 0.~~031~~5 ~~190000 Delinquent 0.036 200000~~ Current 0.~~037~~033 ~~200000 Delinquent~~ 0.~~027~~5 ~~210000 Current 0.028 210000~~ Delinquent 0.~~036~~019 ~~220000 Current~~ 0.~~036~~5 ~~220000~~Paid ~~Delinquent~~Off 0.~~021~~058 ~~230000 Current~~ 0.~~028~~6 ~~230000 Delinquent 0.03 240000~~ Current 0.~~023~~048 ~~240000 Delinquent~~ 0.~~032~~6 ~~250000 Current 0.03 250000~~ Delinquent 0.~~018 260000 Current 0.~~024 ~~260000 Delinquent~~ 0.~~027~~6 ~~270000~~Paid ~~Current~~Off 0.~~029~~079 ~~270000 Delinquent~~ 0.~~018~~7 ~~280000~~ Current 0.~~023~~102 ~~280000 Delinquent~~ 0.~~016~~7 ~~290000 Current 0.016 290000~~ Delinquent 0.~~011~~071 ~~300000 Current~~ 0.027 ~~300000~~Paid ~~Delinquent~~Off 0.~~023~~123 ~~310000 Current~~ 0.028 ~~310000 Delinquent 0.021 320000~~ Current 0.~~013~~316 ~~320000 Delinquent~~ 0.~~021~~8 ~~330000 Current 0.013 330000~~ Delinquent 0.~~018~~348 ~~340000 Current~~ 0.~~013~~8 ~~340000~~Paid ~~Delinquent~~Off 0.~~014~~287 ~~350000 Current~~ 0.~~017~~9 ~~350000 Delinquent 0.011 360000~~ Current 0.~~013~~298 ~~360000 Delinquent~~ 0.~~034~~9 ~~370000 Current 0.012 370000~~ Delinquent 0.~~014~~311 ~~380000 Current~~ 0.~~012~~9 ~~380000~~Paid ~~Delinquent~~Off 0.~~014~~218 ~~390000~~1 Current 0.~~008~~147 ~~390000~~1 Delinquent 0.~~009~~175 ~~400000~~1 ~~Current~~Paid ~~0.012~~Off ~~400000 Delinquent~~ 0.~~007~~137 ~~410000~~Status ~~Current~~# ~~0.006~~of ~~410000~~Loans ~~Delinquent~~Average 0Std.~~009~~ ~~420000~~Deviation Current ~~0.008~~3,884 ~~420000 Delinquent~~ 0.~~011~~817 ~~430000 Current~~ 0.~~005~~138 ~~430000~~ Delinquent ~~0.021~~617 ~~440000 Current~~ 0.~~008~~843 ~~440000 Delinquent~~ 0.~~002~~113 ~~450000~~Paid ~~Current~~Off ~~0.008~~568 ~~450000 Delinquent~~ 0.~~014~~8 ~~460000 Current~~ 0.~~008~~154 460000 Delinquent 0.005 470000 Current 0.007 470000 Delinquent 0.005 480000 Current 0.006 480000 Delinquent 0.009 490000 Current 0.004 490000 Delinquent 0.005 500000 Current 0.007 500000 Delinquent 0.009 510000 Current 0.005 510000 Delinquent 0.002 520000 Current 0.006 520000 Delinquent 0.016 530000 Current 0.005 530000 Delinquent 0.002 540000 Current 0.003 540000 Delinquent 0.007 550000 Current 0.004 550000 Delinquent 0.011 560000 Current 0.004 570000 Current 0.004 570000 Delinquent 0.007 580000 Current 0.005 580000 Delinquent 0.002 590000 Current 0.003 590000 Delinquent 0.007 600000 Current 0.002 600000 Delinquent 0.007 610000 Current 0.002 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: 45,~~570~~069

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

~~Mortgage~~Balance ~~Type~~ Delinquency Percentage ~~Investment~~20000 ~~Home~~Current 0.002 30000 Current 0.~~075~~006 ~~Investment~~30000 ~~Home~~Delinquent 0.005 40000 Current 0.01 40000 Delinquent 0.~~087~~006 ~~Investment~~50000 ~~Home~~Current ~~Paid~~0.016 ~~Off~~50000 Delinquent 0.~~074~~011 ~~Primary~~60000 ~~Home~~Current 0.019 60000 Delinquent 0.008 70000 Current 0.91023 ~~Primary~~70000 ~~Home~~Delinquent 0.01 80000 Current 0.021 80000 Delinquent 0.~~893~~028 ~~Primary~~90000 ~~Home~~Current ~~Paid~~0.023 ~~Off~~90000 Delinquent 0.~~908~~032 ~~Second~~100000 ~~Home~~Current 0.028 100000 Delinquent 0.029 110000 Current 0.~~015~~033 ~~Second~~110000 ~~Home~~Delinquent 0.024 120000 Current 0.032 120000 Delinquent 0.037 130000 Current 0.037 130000 Delinquent 0.031 140000 Current 0.032 140000 Delinquent 0.024 150000 Current 0.036 150000 Delinquent 0.028 160000 Current 0.033 160000 Delinquent 0.036 170000 Current 0.04 170000 Delinquent 0.023 180000 Current 0.034 180000 Delinquent 0.024 190000 Current 0.029 190000 Delinquent 0.042 200000 Current 0.036 200000 Delinquent 0.024 210000 Current 0.029 210000 Delinquent 0.036 220000 Current 0.036 220000 Delinquent 0.026 230000 Current 0.028 230000 Delinquent 0.028 240000 Current 0.023 240000 Delinquent 0.031 250000 Current 0.029 250000 Delinquent 0.028 260000 Current 0.024 260000 Delinquent 0.026 270000 Current 0.029 270000 Delinquent 0.024 280000 Current 0.022 280000 Delinquent 0.021 ~~Second~~290000 ~~Home~~Current ~~Paid~~0.016 ~~Off~~290000 Delinquent 0.016 300000 Current 0.02 300000 Delinquent 0.018 ~~Mortgage~~310000 ~~Type~~Current ~~Loan~~0.021 ~~Count~~310000 ~~Total~~Delinquent ~~Balance~~0.016 ~~Avg~~320000 Current 0.012 ~~Balance~~320000 ~~Std~~Delinquent 0.016 ~~Deviation~~330000 ~~ARM~~Current ~~3,425~~0.013 ~~787,615,593~~330000 Delinquent 0.68019 ~~229,960~~340000 Current 0.76013 ~~150,996~~340000 Delinquent 0.42015 ~~Fixed~~350000 1Current 0.016 350000 Delinquent 0.016 360000 Current 0.013 360000 Delinquent 0.029 370000 Current 0.012 370000 Delinquent 0.018 380000 Current 0.011 380000 Delinquent 0.011 390000 Current 0.008 390000 Delinquent 0.008 400000 Current 0.012 400000 Delinquent 0.01 410000 Current 0.007 410000 Delinquent 0.006 420000 Current 0.008 420000 Delinquent 0.011 430000 Current 0.006 430000 Delinquent 0.013 440000 Current 0.008 440000 Delinquent 0.006 450000 Current 0.008 450000 Delinquent 0.013 460000 Current 0.008 460000 Delinquent 0.005 470000 Current 0.007 470000 Delinquent 0.008 480000 Current 0.006 480000 Delinquent 0.006 490000 Current 0.005 490000 Delinquent 0.006 500000 Current 0.006 500000 Delinquent 0.01 510000 Current 0.004 510000 Delinquent 0.008 520000 Current 0.005 520000 Delinquent 0.013 530000 Current 0.005 530000 Delinquent 0.002 540000 Current 0.003 540000 Delinquent 0.006 550000 Current 0.004 550000 Delinquent 0.008 560000 Current 0.004 570000 Current 0.004 570000 Delinquent 0.006 580000 Current 0.004 580000 Delinquent 0.005 590000 Current 0.003 590000 Delinquent 0.008 600000 Current 0.002 600000 Delinquent 0.006 610000 Current 0.002 610000 Delinquent 0.003 620000 Current 0.001 630000 Current 0.002 640000 Current 0.001 640000 Delinquent 0.003 650000 Current 0.002 650000 Delinquent 0.006 660000 Current 0.001 670000 Current 0.001 680000 Current 0.001 700000 Current 0 710000 Current 0 720000 Current 0.001 740000 Current 0.001 750000 Current 0 750000 Delinquent 0.002 830000 Current 0 830000 Delinquent 0.002 840000 Current 0 850000 Current 0 900000 Current 0 920000 Current 0 940000 Current 0 1000000 Current 0 1050000 Current 0 1180000 Current 0 1430000 Current 0 Status # of Loans Average Std. Deviation Current 3,~~644~~884 ~~307~~236,~~128,407~~960.6630 ~~186~~139,~~817~~560.7753 ~~147~~Delinquent 617 259,~~225~~078.54 144,477.57 Total: 54,~~069 1,094,744,001.34~~501

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

Mortgage ~~Term~~Type Delinquency Percentage 0Investment Home Current 0.~~003~~074 0Investment Home Delinquent 0.~~014~~086 ~~180~~Investment Home Paid Off 0.~~066~~074 ~~180~~Primary Home Current 0.0491 ~~180~~Primary Home Delinquent 0.~~055~~896 ~~240~~Primary ~~Delinquent~~Home Paid Off 0.~~002~~908 ~~240~~Second Home Current 0.~~005~~016 ~~360~~Second ~~Current~~Home Delinquent 0.~~952~~018 ~~360~~Second Home Paid Off 0.~~934~~018 ~~360~~Mortgage ~~Delinquent~~Type 0Loan Count Total Balance Avg.~~929~~ #Balance ofStd. ~~Loans~~Deviation ~~Other~~ARM ~~120~~3,425 ~~180~~776,528,975.54 ~~240~~226,723.79 ~~360~~152,542.34 5Fixed 1,~~069~~644 17303,676,273.55 0184,717.93 ~~224~~148,360.28 20Total: ~~4808~~5,069 1,080,205,249.09

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

~~Origination~~Mortgage ~~Statistics~~Term ~~Current~~Delinquency ~~Loans Purpose Number~~ Percentage ~~Purpose~~0 ~~Number~~Current ~~Percentage Cash-out 3,084 60~~0.8%003 ~~Cash-out~~0 ~~2,556~~Delinquent 610.9%01 ~~refinance~~180 ~~refinance~~Paid ~~Purchase~~Off ~~1,336 26~~0.4%079 ~~Purchase~~180 ~~1,002~~Current 240.3%039 ~~Rate/term~~180 ~~649~~Delinquent ~~12.8% Rate/term 573 13.9% refinance refinance Home~~ 0 0.0%044 ~~Home~~240 0Delinquent 0.0%002 ~~Improvement~~240 ~~Improvement~~Current ~~Other~~ 0 0.0%005 ~~Other~~360 0Current 0.0%953 ~~Total~~360 ~~5,069 100% Total 4,131 100% Delinquent Loans~~ Paid Off ~~Loans Purpose Number Percentage Purpose Number Percentage Cash-out 236 53~~0.8%921 ~~Cash-out~~360 ~~292~~Delinquent ~~58.5% refinance refinance Purchase 172 39.2% Purchase 162 32.5% Rate/term 31 7.1% Rate/term 45 9.~~0~~% refinance refinance Home 0 0~~.0%945 ~~Home~~# 0of ~~0.0%~~Loans ~~Improvement~~Other ~~Improvement~~120 ~~Other~~180 0240 ~~0.0%~~360 ~~Other~~5,069 017 0~~.0%~~ ~~Total~~224 ~~439~~20 ~~100% Total 499 100%~~4808

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

~~Ownership~~Origination ~~Type~~Statistics ~~Delinquency~~Current Loans Purpose Number Percentage ~~Investment~~Purpose ~~Home~~Number ~~Current~~Percentage 0Cash-out 3,084 60.~~075~~8% ~~Investment~~Cash-out ~~Home~~2,397 ~~Delinquent~~61.7% 0refinance refinance Purchase 1,336 26.~~087~~4% ~~Investment~~Purchase ~~Home~~938 ~~Paid~~24.2% ~~Off~~Rate/term 0649 12.~~074~~8% ~~Primary~~Rate/term 549 14.1% refinance refinance Home ~~Current~~0 0.910% ~~Primary~~ Home ~~Delinquent~~0 0.~~893~~0% ~~Primary~~Improvement ~~Home~~Improvement ~~Paid~~Other ~~Off~~0 0.~~908~~0% ~~Second~~Other ~~Home~~0 ~~Current~~ 0.~~015~~0% ~~Second~~Total ~~Home~~5,069 ~~Delinquent~~100% ~~0.021~~Total ~~Second~~3,884 ~~Home~~100% Delinquent Loans Paid Off Loans Purpose Number Percentage Purpose Number Percentage Cash-out 346 56.1% Cash-out 341 60.0% refinance refinance Purchase 218 35.~~018~~3% ~~Title~~Purchase #180 of31.7% ~~Loans~~Rate/term ~~Investment~~53 ~~Home~~8.6% ~~383~~Rate/term ~~Primary~~47 8.3% refinance refinance Home ~~4,604~~0 ~~Second~~0.0% Home 820 0.0% Improvement Improvement Other 0 0.0% Other 0 0.0% Total: ~~5,069~~617 100% Total 568 100%

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

~~AsOfDate~~Ownership 30Type ~~Days~~Delinquency 60Percentage ~~Days~~Investment 90Home ~~Days~~Current ~~Foreclosure~~0.074 ~~REO~~Investment ~~1/31/2007~~Home ~~2910200.9~~Delinquent ~~110073~~0.15086 0Investment 0Home 0Paid ~~2/28/2007~~Off ~~18588242~~0.16074 ~~1524200.79~~Primary ~~110288.13~~Home 0Current 0.91 ~~3/31/2007~~Primary ~~16802109.95~~Home ~~2557153.99~~Delinquent ~~697687~~0.96896 ~~486288.13~~Primary 0Home ~~4/30/2007~~Paid ~~24725391.71~~Off ~~11071168~~0.83908 ~~2331924.95~~Second ~~827801~~Home Current 0.016 ~~5/31/2007~~Second ~~32690491.14~~Home ~~10671679.16~~Delinquent ~~3744439~~0.85018 ~~9592468.11~~Second 0Home ~~6/30/2007~~Paid ~~39993089.17~~Off ~~12811003~~0.19018 ~~2966550.7~~Title ~~21212325.05~~# ~~52712.45~~of ~~7/31/2007~~Loans ~~36927539.19~~Investment ~~19310328.41~~Home ~~5974045.02~~383 ~~32187160.92~~Primary ~~263957.45~~Home ~~8/31/2007~~4,604 ~~40109277.89~~Second ~~16865834.6~~Home ~~6517367.73~~82 ~~45223706.09~~Total: ~~3283607.19~~5,069

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

AsOfDate 30 Days 60 Days 90 Days Foreclosure REO 1/31/2007 142910200.9 1110073.15 0 0 0 2/28/2007 7118588242.16 61524200.79 1110288.13 0 0 3/31/2007 6716802109.95 92557153.99 3697687.96 2486288.13 0 4/30/2007 ~~100~~24725391.71 4611071168.83 82331924.95 3827801 0 5/31/2007 ~~134~~32690491.14 4410671679.16 203744439.85 329592468.11 0 6/30/2007 ~~163~~39993089.17 4912811003.19 202966550.7 7521212325.05 152712.45 7/31/2007 ~~155~~36927539.19 7618987928.41 324828644.69 ~~112~~33409333.08 2509585.62 8/31/2007 ~~169~~40109277.89 6516865834.6 386517367.73 ~~154~~45223706.09 133868215.21 9/30/2007 40954596.48 25255340.68 9618369.34 55437484.29 7696855.19 10/31/2007 48138177.08 20269353.37 6823491.78 70601037.98 14019401.2

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

~~Date~~AsOfDate ~~Distribution~~30 ~~Date~~Days ~~CPR~~60 ~~3-Month~~Days MA90 ~~6-Month~~Days MAForeclosure ~~12-Month~~REO ~~MA 8~~1/31/2007 914 1 0 0 0 2/2528/2007 ~~7.64%~~71 ~~10.28%~~6 ~~10.61%~~1 70 0 3/31/2007 ~~8/25/2007~~67 ~~10.82%~~9 ~~12.22%~~3 ~~15.96%~~2 60 4/30/2007 ~~7/25/2007~~100 ~~12.32%~~46 ~~11.93%~~8 3 0 5/31/2007 134 44 20 32 0 6/2530/2007 ~~13.~~163 49% ~~10.93%~~20 ~~4/30/2007~~75 51 7/2531/2007 ~~9.95%~~155 ~~19.54%~~75 28 116 3 8/31/2007 ~~4/25/2007~~169 ~~9.30%~~65 ~~2/28/2007~~38 3154 14 9/2530/2007 ~~36.23%~~185 193 53 190 28 10/31/2007 ~~2/25/2007~~196 ~~7.64%~~86 46 242 47

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

~~Weighted~~Date* ~~Monthly~~Distribution Date ~~Average~~CPR ~~Age~~3-Month ~~Default~~MA ~~Amt~~6-Month ~~Default~~MA ~~Rate CDR (F~~12-R)Month ~~SDA~~MA ~~Curve SDA %~~ 10/31~~-Aug-07~~/2007 ~~9.69~~11/25/2007 ~~$2,828,802 0~~10.2571% 28.9690% 010.1957% ~~1527%~~9/30/2007 ~~31-Jul-07~~10/25/2007 8.~~69 $211,245 0.01~~31% 08.1293% 010.1745% ~~69%~~8/31/2007 ~~30-Jun-07~~9/25/2007 7.~~72 $52,712 0.00~~64% 010.0028% 010.1561% 0% 7/31~~-May-07~~/2007 ~~6.71~~8/25/2007 ~~$0 0~~10.0082% 012.0022% 015.1396% 0% 6/30~~-Apr-07~~/2007 ~~5.71~~7/25/2007 ~~$0 0~~12.0032% 011.0093% ~~0.11% 0%~~ 5/31~~-Mar-07~~/2007 ~~4.71~~6/25/2007 ~~$0 0~~13.0049% 010.0093% ~~0.09%~~4/30/2007 0%5/25/2007 ~~28-Feb-07 3~~9.~~81 $0 0.00~~95% 019.0054% ~~0.08% 0%~~ 3/31~~-Jan-07~~/2007 ~~2.69~~4/25/2007 ~~$0 0~~9.0030% ~~0.00%~~2/28/2007 03/25/2007 36.0523% 0%1/31/2007 ~~Averages:~~2/25/2007 67.~~22 $386,595 0.03~~64% ~~0.38% 0.12% 199%~~

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

Filing Compare · Structured Asset Securities CORP 2007-BC1