10-D 1 sac07wf2_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: 333-139693-07 Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF2 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-139693 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___ ____________

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-WF2. 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-WF2, 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-WF2 (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-WF2, 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-WF2 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 86364LAA0 1012/24/2007 65.~~13125~~78313% ~~175~~169,~~138~~905,~~634~~772.8077 ~~894~~818,~~848~~822.9664 A2 86364LAB8 1012/24/2007 5.~~83125~~48313% 7263,~~228~~806,~~464~~085.2822 ~~350~~291,~~985~~547.1955 A3 86364LAC6 1012/24/2007 65.~~03125~~68313% 89,851,000.00 ~~451~~425,~~594~~529.8709 A4 86364LAD4 1012/24/2007 65.~~18125~~83313% 10,122,000.00 5249,~~138~~202.8445 M1 86364LAE2 1012/24/2007 7.~~38125~~03313% 22,510,000.00 ~~138~~131,~~459~~929.9580 M2 86364LAF9 1012/24/2007 76.~~13125~~78313% 10,459,000.00 6259,~~154~~120.7963 M3 86364LAG7 1012/24/2007 76.~~13125~~78313% 7,731,000.00 4543,~~943~~700.0832 M4 86364LAH5 1012/24/2007 76.~~13125~~78313% 7,731,000.00 4543,~~943~~700.0832 M5 86364LAJ1 1012/24/2007 76.~~13125~~78313% 7,503,000.00 4442,~~588~~411.1452 M6 86364LAK8 1012/24/2007 76.~~13125~~78313% 6,594,000.00 3937,~~186~~273.2230 M7 86364LAL6 1012/24/2007 76.~~13125~~78313% 6,366,000.00 3735,~~831~~984.2850 M8 86364LAM4 1012/24/2007 76.~~13125~~78313% 6,594,000.00 3937,~~186~~273.2230 M9 86364LAN2 1012/24/2007 76.~~13125~~78313% 4,547,000.00 2725,~~021~~702.4941 B1 86364LAP7 1012/24/2007 76.~~13125~~78313% 3,865,000.00 2221,~~968~~847.5733 B2 86364LAQ5 1012/24/2007 76.~~13125~~78313% 4,320,000.00 2524,~~672~~419.5027 X 86364LAS1 0811/30/2007 0.00000% 17,280,219.34 ~~562~~610,~~012~~255.3774 R SASCO007R 0811/30/2007 0.00000% 0.00 0.00 P 86364LAR3 0811/30/2007 0.00000% 100.00 53,~~902~~628.5053 LT-R SASCO7LTR 0811/30/2007 0.00000% 0.00 0.00 Totals ~~452~~439,~~840~~185,~~418~~177.4233 2,~~846~~702,~~438~~348.0570

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A1 31,~~565~~566,~~549~~074.65 0.00 ~~171~~168,~~573~~339,~~085~~698.1512 42,~~460~~384,~~398~~897.6129 0.00 A2 71,~~281~~190,~~917~~087.8178 0.00 6462,~~946~~615,~~546~~997.4744 71,~~632~~481,~~903~~635.0033 0.00 A3 0.00 0.00 89,851,000.00 ~~451~~425,~~594~~529.8709 0.00 A4 0.00 0.00 10,122,000.00 5249,~~138~~202.8445 0.00 M1 0.00 0.00 22,510,000.00 ~~138~~131,~~459~~929.9580 0.00 M2 0.00 0.00 10,459,000.00 6259,~~154~~120.7963 0.00 M3 0.00 0.00 7,731,000.00 4543,~~943~~700.0832 0.00 M4 0.00 0.00 7,731,000.00 4543,~~943~~700.0832 0.00 M5 0.00 0.00 7,503,000.00 4442,~~588~~411.1452 0.00 M6 0.00 0.00 6,594,000.00 3937,~~186~~273.2230 0.00 M7 0.00 0.00 6,366,000.00 3735,~~831~~984.2850 0.00 M8 0.00 0.00 6,594,000.00 3937,~~186~~273.2230 0.00 M9 0.00 0.00 4,547,000.00 2725,~~021~~702.4941 0.00 B1 0.00 0.00 3,865,000.00 2221,~~968~~847.5733 0.00 B2 0.00 0.00 4,320,000.00 2524,~~672~~419.5027 0.00 X 0.00 0.00 17,280,219.34 ~~562~~610,~~012~~255.3774 0.00 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 100.00 53,~~902~~628.5053 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 102,~~847~~756,~~467~~162.4643 0.00 ~~441~~436,~~992~~429,~~950~~014.9690 135,~~693~~458,~~905~~511.5113 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 176,587,000.00 ~~175~~169,~~138~~905,~~634~~772.8077 0.00 31,~~565~~566,~~549~~074.65 0.00 A2 72,678,000.00 7263,~~228~~806,~~464~~085.2822 0.00 71,~~281~~190,~~917~~087.8178 0.00 A3 89,851,000.00 89,851,000.00 0.00 0.00 0.00 A4 10,122,000.00 10,122,000.00 0.00 0.00 0.00 M1 22,510,000.00 22,510,000.00 0.00 0.00 0.00 M2 10,459,000.00 10,459,000.00 0.00 0.00 0.00 M3 7,731,000.00 7,731,000.00 0.00 0.00 0.00 M4 7,731,000.00 7,731,000.00 0.00 0.00 0.00 M5 7,503,000.00 7,503,000.00 0.00 0.00 0.00 M6 6,594,000.00 6,594,000.00 0.00 0.00 0.00 M7 6,366,000.00 6,366,000.00 0.00 0.00 0.00 M8 6,594,000.00 6,594,000.00 0.00 0.00 0.00 M9 4,547,000.00 4,547,000.00 0.00 0.00 0.00 B1 3,865,000.00 3,865,000.00 0.00 0.00 0.00 B2 4,320,000.00 4,320,000.00 0.00 0.00 0.00 X 17,280,219.34 17,280,219.34 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 454,738,319.34 ~~452~~439,~~840~~185,~~418~~177.4233 0.00 102,~~847~~756,~~467~~162.4643 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 0.00 31,~~565~~566,~~549~~074.65 ~~171~~168,~~573~~339,~~085~~698.1512 0.~~97160655~~95329610 31,~~565~~566,~~549~~074.65 A2 0.00 71,~~281~~190,~~917~~087.8178 6462,~~946~~615,~~546~~997.4744 0.~~89362044~~86155367 71,~~281~~190,~~917~~087.8178 A3 0.00 0.00 89,851,000.00 1.00000000 0.00 A4 0.00 0.00 10,122,000.00 1.00000000 0.00 M1 0.00 0.00 22,510,000.00 1.00000000 0.00 M2 0.00 0.00 10,459,000.00 1.00000000 0.00 M3 0.00 0.00 7,731,000.00 1.00000000 0.00 M4 0.00 0.00 7,731,000.00 1.00000000 0.00 M5 0.00 0.00 7,503,000.00 1.00000000 0.00 M6 0.00 0.00 6,594,000.00 1.00000000 0.00 M7 0.00 0.00 6,366,000.00 1.00000000 0.00 M8 0.00 0.00 6,594,000.00 1.00000000 0.00 M9 0.00 0.00 4,547,000.00 1.00000000 0.00 B1 0.00 0.00 3,865,000.00 1.00000000 0.00 B2 0.00 0.00 4,320,000.00 1.00000000 0.00 X 0.00 0.00 17,280,219.34 1.00000000 0.00 R 0.00 0.00 0.00 0.00000000 0.00 P 0.00 0.00 100.00 1.00000000 0.00 LT-R 0.00 0.00 0.00 0.00000000 0.00 Totals 0.00 102,~~847~~756,~~467~~162.4643 ~~441~~436,~~992~~429,~~950~~014.9690 0.~~97197208~~95973661 102,~~847~~756,~~467~~162.4643 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 176,587,000.00 ~~991~~962.~~79800778~~16467107 0.00000000 208.~~19146172~~86857271 0.00000000 A2 72,678,000.00 ~~993~~877.~~81469330~~92846831 0.00000000 ~~100~~16.~~19425149~~37480090 0.00000000 A3 89,851,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A4 10,122,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M1 22,510,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 10,459,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 7,731,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 7,731,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 7,503,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 6,594,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 6,366,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 6,594,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M9 4,547,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B1 3,865,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B2 4,320,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 17,280,219.34 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 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 208.~~19146172~~86857271 ~~971~~953.~~60654607~~29609835 0.~~97160655~~95329610 208.~~19146172~~86857271 A2 0.00000000 ~~100~~16.~~19425149~~37480090 ~~893~~861.~~62044181~~55366741 0.~~89362044~~86155367 ~~100~~16.~~19425149~~37480090 A3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 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 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 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 65.~~13125~~78313% ~~175~~169,~~138~~905,~~634~~772.8077 ~~894~~818,~~848~~822.9664 0.00 A2 0911/2526/07 - 1012/2425/07 30 5.~~83125~~48313% 7263,~~228~~806,~~464~~085.2822 ~~350~~291,~~985~~547.1955 0.00 A3 0911/2526/07 - 1012/2425/07 30 65.~~03125~~68313% 89,851,000.00 ~~451~~425,~~594~~529.8709 0.00 A4 0911/2526/07 - 1012/2425/07 30 65.~~18125~~83313% 10,122,000.00 5249,~~138~~202.8445 0.00 M1 0911/2526/07 - 1012/2425/07 30 7.~~38125~~03313% 22,510,000.00 ~~138~~131,~~459~~929.9580 0.00 M2 0911/2526/07 - 1012/2425/07 30 76.~~13125~~78313% 10,459,000.00 6259,~~154~~120.7963 0.00 M3 0911/2526/07 - 1012/2425/07 30 76.~~13125~~78313% 7,731,000.00 4543,~~943~~700.0832 0.00 M4 0911/2526/07 - 1012/2425/07 30 76.~~13125~~78313% 7,731,000.00 4543,~~943~~700.0832 0.00 M5 0911/2526/07 - 1012/2425/07 30 76.~~13125~~78313% 7,503,000.00 4442,~~588~~411.1452 0.00 M6 0911/2526/07 - 1012/2425/07 30 76.~~13125~~78313% 6,594,000.00 3937,~~186~~273.2230 0.00 M7 0911/2526/07 - 1012/2425/07 30 76.~~13125~~78313% 6,366,000.00 3735,~~831~~984.2850 0.00 M8 0911/2526/07 - 1012/2425/07 30 76.~~13125~~78313% 6,594,000.00 3937,~~186~~273.2230 0.00 M9 0911/2526/07 - 1012/2425/07 30 76.~~13125~~78313% 4,547,000.00 2725,~~021~~702.4941 0.00 B1 0911/2526/07 - 1012/2425/07 30 76.~~13125~~78313% 3,865,000.00 2221,~~968~~847.5733 0.00 B2 0911/2526/07 - 1012/2425/07 30 76.~~13125~~78313% 4,320,000.00 2524,~~672~~419.5027 0.00 X N/A N/A 0.00000% 17,280,219.34 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 LT-R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 2,~~278~~088,~~523~~464.1843 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A1 0.00 0.00 ~~894~~818,~~848~~822.9664 0.00 ~~171~~168,~~573~~339,~~085~~698.1512 A2 0.00 0.00 ~~350~~291,~~985~~547.1955 0.00 6462,~~946~~615,~~546~~997.4744 A3 0.00 0.00 ~~451~~425,~~594~~529.8709 0.00 89,851,000.00 A4 0.00 0.00 5249,~~138~~202.8445 0.00 10,122,000.00 M1 0.00 0.00 ~~138~~131,~~459~~929.9580 0.00 22,510,000.00 M2 0.00 0.00 6259,~~154~~120.7963 0.00 10,459,000.00 M3 0.00 0.00 4543,~~943~~700.0832 0.00 7,731,000.00 M4 0.00 0.00 4543,~~943~~700.0832 0.00 7,731,000.00 M5 0.00 0.00 4442,~~588~~411.1452 0.00 7,503,000.00 M6 0.00 0.00 3937,~~186~~273.2230 0.00 6,594,000.00 M7 0.00 0.00 3735,~~831~~984.2850 0.00 6,366,000.00 M8 0.00 0.00 3937,~~186~~273.2230 0.00 6,594,000.00 M9 0.00 0.00 2725,~~021~~702.4941 0.00 4,547,000.00 B1 0.00 0.00 2221,~~968~~847.5733 0.00 3,865,000.00 B2 0.00 0.00 2524,~~672~~419.5027 0.00 4,320,000.00 X 0.00 0.00 ~~562~~610,~~012~~255.3774 0.00 17,280,219.34 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 53,~~902~~628.5053 0.00 100.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 2,~~846~~702,~~438~~348.0570 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 176,587,000.00 65.~~13125~~78313% ~~991~~962.~~79800778~~16467107 54.~~06746793~~63693613 0.00000000 A2 72,678,000.00 5.~~83125~~48313% ~~993~~877.~~81469330~~92846831 4.~~82931823~~01149660 0.00000000 A3 89,851,000.00 65.~~03125~~68313% 1000.00000000 54.~~02604167~~73594161 0.00000000 A4 10,122,000.00 65.~~18125~~83313% 1000.00000000 54.~~15104130~~86094151 0.00000000 M1 22,510,000.00 7.~~38125~~03313% 1000.00000000 65.~~15104176~~86094180 0.00000000 M2 10,459,000.00 76.~~13125~~78313% 1000.00000000 5.~~94270867~~65260828 0.00000000 M3 7,731,000.00 76.~~13125~~78313% 1000.00000000 5.~~94270858~~65260898 0.00000000 M4 7,731,000.00 76.~~13125~~78313% 1000.00000000 5.~~94270858~~65260898 0.00000000 M5 7,503,000.00 76.~~13125~~78313% 1000.00000000 5.~~94270825~~65260829 0.00000000 M6 6,594,000.00 76.~~13125~~78313% 1000.00000000 5.~~94270852~~65260843 0.00000000 M7 6,366,000.00 76.~~13125~~78313% 1000.00000000 5.~~94270814~~65260760 0.00000000 M8 6,594,000.00 76.~~13125~~78313% 1000.00000000 5.~~94270852~~65260843 0.00000000 M9 4,547,000.00 76.~~13125~~78313% 1000.00000000 5.~~94270728~~65260831 0.00000000 B1 3,865,000.00 76.~~13125~~78313% 1000.00000000 5.~~94270893~~65260802 0.00000000 B2 4,320,000.00 76.~~13125~~78313% 1000.00000000 5.~~94270833~~65260880 0.00000000 X 17,280,219.34 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 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 54.~~06746793~~63693613 0.00000000 ~~971~~953.~~60654607~~29609835 A2 0.00000000 0.00000000 4.~~82931823~~01149660 0.00000000 ~~893~~861.~~62044181~~55366741 A3 0.00000000 0.00000000 54.~~02604167~~73594161 0.00000000 1000.00000000 A4 0.00000000 0.00000000 54.~~15104130~~86094151 0.00000000 1000.00000000 M1 0.00000000 0.00000000 65.~~15104176~~86094180 0.00000000 1000.00000000 M2 0.00000000 0.00000000 5.~~94270867~~65260828 0.00000000 1000.00000000 M3 0.00000000 0.00000000 5.~~94270858~~65260898 0.00000000 1000.00000000 M4 0.00000000 0.00000000 5.~~94270858~~65260898 0.00000000 1000.00000000 M5 0.00000000 0.00000000 5.~~94270825~~65260829 0.00000000 1000.00000000 M6 0.00000000 0.00000000 5.~~94270852~~65260843 0.00000000 1000.00000000 M7 0.00000000 0.00000000 5.~~94270814~~65260760 0.00000000 1000.00000000 M8 0.00000000 0.00000000 5.~~94270852~~65260843 0.00000000 1000.00000000 M9 0.00000000 0.00000000 5.~~94270728~~65260831 0.00000000 1000.00000000 B1 0.00000000 0.00000000 5.~~94270893~~65260802 0.00000000 1000.00000000 B2 0.00000000 0.00000000 5.~~94270833~~65260880 0.00000000 1000.00000000 X 0.00000000 0.00000000 3235.~~52345118~~31527743 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 ~~59025~~36285.~~00000000~~30000000 0.00000000 1000.00000000 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 65,~~953~~811,~~224~~509.9926 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans ~~7,052,855~~0.4000 Servicer Advances 0.00 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 53,~~902~~628.5053 Swap/Cap Payments 0.00 Total Deposits 145,~~011~~815,~~982~~137.8979 Withdrawals Swap Payments ~~125~~170,~~997~~338.5795 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~192~~186,~~079~~287.8171 Payment of Interest and Principal 135,~~693~~458,~~905~~511.5113 Total Withdrawals (Pool Distribution Amount) 145,~~011~~815,~~982~~137.8979 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~188~~182,~~683~~993.5182 Credit Risk Manager's Fee - Clayton Fixed Income Svc. 3,~~396~~293.3089 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~192~~186,~~079~~287.8171 *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 0.00 0.00 1,000.00 Interest Rate Cap Account 1,000.00 0.00 0.00 1,000.00 Swap Account 1,000.00 ~~562~~610,~~012~~255.3774 ~~562~~610,~~012~~255.3774 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Interest Rate Cap Agreement - Credit Suisse Int'l 0.00 0.00 0.00 Swap Agreement - Credit Suisse Int'l 1,~~853~~627,~~835~~352.1093 1,~~979~~797,~~832~~691.6788 (~~125~~170,~~997~~338.5795)

Collateral Statement Group Group 1 Group 2 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 8.~~458289~~443784 8.~~280360~~257851 Weighted Average Net Rate 7.~~958289~~943784 7.~~780360~~757851 Weighted Average Pass-Through Rate 7.~~958289~~943784 7.~~780360~~757851 Weighted Average Remaining Term ~~349~~347 ~~354~~352 Principal And Interest Constant 1,~~724~~684,~~281~~718.2779 1,~~641~~576,~~963~~705.0282 Beginning Loan Count 1,~~534~~502 ~~769~~744 Loans Paid in Full 2211 206 Ending Loan Count 1,~~512~~491 ~~749~~738 Beginning Scheduled Balance ~~228~~223,~~483~~250,~~203~~341.2926 ~~224~~215,~~357~~934,~~215~~836.1307 Ending Scheduled Balance ~~224~~221,~~917~~684,~~653~~266.6461 ~~217~~214,~~075~~744,~~297~~748.3229 Actual Ending Collateral Balance ~~225~~221,~~022~~795,~~638~~026.7461 ~~217~~214,~~166~~844,~~171~~035.7007 Scheduled Principal 113,~~800~~820.5266 9390,~~830~~741.9915 Unscheduled Principal 31,~~451~~452,~~749~~253.1399 71,~~188~~099,~~086~~346.8263 Negative Amortized Principal 0.00 0.00 Scheduled Interest 1,~~610~~570,~~480~~898.7513 1,~~548~~485,~~132~~964.0367 Servicing Fees 9593,~~201~~020.3497 9389,~~482~~972.1785 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,~~515~~477,~~279~~877.4116 1,~~454~~395,~~649~~991.8682 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 53,~~902~~628.5053 0.00 Prepayment Penalty Paid Count 2 0 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~370135~~352366 Weighted Average Net Rate 7.~~870135~~852366 Weighted Average Pass-Through Rate 7.~~870135~~852366 Weighted Average Remaining Term ~~351~~349 Principal And Interest Constant 3,~~366~~261,~~244~~424.2961 Beginning Loan Count 2,~~303~~246 Loans Paid in Full 4217 Ending Loan Count 2,~~261~~229 Beginning Scheduled Balance ~~452~~439,~~840~~185,~~418~~177.4233 Ending Scheduled Balance ~~441~~436,~~992~~429,~~950~~014.9690 Actual Ending Collateral Balance ~~442~~436,~~188~~639,~~810~~061.4468 Scheduled Principal ~~207~~204,~~631~~561.5181 Unscheduled Principal 102,~~639~~551,~~835~~600.9562 Negative Amortized Principal 0.00 Scheduled Interest 3,~~158~~056,~~612~~862.7880 Servicing Fees ~~188~~182,~~683~~993.5182 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 2,~~969~~873,~~929~~868.2798 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 53,~~902~~628.5053 Prepayment Penalty Paid Count 2 Special Servicing Fee 0.00

Collateral Statement By Subgroup Group 1(A) 1(B) Collateral Description Mixed Fixed Mixed ARM Weighted Average Coupon Rate 8.~~283843~~271782 8.~~530136~~516024 Weighted Average Net Rate 7.~~783843~~771782 8.~~030136~~016024 Weighted Average Pass-Through Rate 7.~~783843~~771782 8.~~030136~~016024 Weighted Average Remaining Term ~~351~~349 ~~351~~349 Principal And Interest Constant ~~507~~502,~~044~~579.6230 1,~~217~~182,~~236~~139.6549 Beginning Loan Count ~~508~~503 ~~1,026~~999 Loans Paid in Full 24 207 Ending Loan Count ~~506~~499 ~~1,006~~992 Beginning Scheduled Balance 66,~~652~~030,~~023~~651.0818 ~~161~~157,~~831~~219,~~180~~690.2108 Ending Scheduled Balance 6665,~~386~~432,~~776~~073.5872 ~~158~~156,~~530~~252,~~877~~192.0689 Actual Ending Collateral Balance 6665,~~426~~473,~~985~~293.3951 ~~158~~156,~~595~~321,~~653~~733.3510 Scheduled Principal 4647,~~932~~419.2199 66,~~868~~400.3167 Unscheduled Principal ~~218~~551,~~314~~157.2947 3901,~~233,434~~096.8452 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~460~~455,~~112~~159.4131 1,~~150~~115,~~368~~738.3482 Servicing Fees 27,~~771~~512.6877 6765,~~429~~508.6620 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~432~~427,~~340~~646.7354 1,~~082~~050,~~938~~230.6862 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 02,400.00 51,~~902~~228.5053 Prepayment Penalty Paid Count 01 21 Special Servicing Fee 0.00 0.00

Collateral Statement By Subgroup Group 2(A) 2(B) Collateral Description Mixed Fixed Mixed ARM Weighted Average Coupon Rate 8.~~462384~~436784 8.~~226257~~206401 Weighted Average Net Rate 7.~~962384~~936784 7.~~726257~~706401 Weighted Average Pass-Through Rate 7.~~962384~~936784 7.~~726257~~706401 Weighted Average Remaining Term ~~356~~354 ~~356~~354 Principal And Interest Constant ~~391~~366,~~067~~432.1310 1,~~250~~210,~~895~~273.8972 Beginning Loan Count ~~296~~283 ~~473~~461 Loans Paid in Full 102 104 Ending Loan Count ~~286~~281 ~~463~~457 Beginning Scheduled Balance 5148,~~405~~223,~~581~~411.5236 ~~172~~167,~~951~~711,~~633~~424.6171 Ending Scheduled Balance 4847,~~588~~993,~~415~~550.6410 ~~168~~166,~~486~~751,~~881~~198.6819 Actual Ending Collateral Balance 48,~~615~~021,~~624~~980.8236 ~~168~~166,~~550~~822,~~546~~054.8871 Scheduled Principal 2827,~~555~~390.6403 6563,~~275~~351.3512 Unscheduled Principal 2202,~~788,610~~471.2423 4896,~~399,476~~875.5840 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~362~~339,~~511~~042.4907 1,~~185~~146,~~620~~922.5460 Servicing Fees 2120,~~418~~093.9909 7269,~~063~~879.1876 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest ~~341~~318,~~092~~948.5098 1,~~113~~077,~~557~~042.3684 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 0.00 ~~5,902~~0.5000 Prepayment Penalty Paid Count 0 20 Special Servicing Fee 0.00 0.00

Additional Reporting - Deal Level Cash Reporting Monthly Excess Cashflow ~~562~~610,~~012~~255.3774 Net Swap Payment - Credit Suisse Int'l -~~125~~170,~~997~~338.5695 Prepayment Premiums 53,~~902~~628.5053 FPD Premium 0.00 Informational Reporting LIBOR 54.~~131250~~783130% Pool 1 Net Funds Cap 7.~~624403~~478362% Pool 2 Net Funds Cap 7.~~446474~~284004% Senior Enhancement Percentage 2324.~~869231~~173535% Subordinated Net Funds Cap 7.~~536441~~382278% Structural Reporting Overcollateralization Amount 17,280,319.34 Overcollateralization Deficiency 0.00 Overcollateralization Floor 2,273,691.60 Targeted Overcollateralization Amount 17,280,319.34 Trigger Event Reporting Initial Optional Termination Date NO Stepdown Date NO Trigger Event NO Delinquency Event Trigger Result Pass Threshold Value 8.~~222950~~327783% Calculated Value 01.~~219129~~435341% Cumulative Loss Trigger Event Trigger Result Pass Threshold Value 1.250000% Calculated Value 0.000000%

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 12 0 0 12 23230,~~956~~054.5293 0.00 0.00 23230,~~956~~054.5293 30 Days 2646 0 0 0 2646 510,~~065~~441,~~478~~229.3794 0.00 0.00 0.00 510,~~065~~441,~~478~~229.3794 60 Days 1129 0 0 0 1129 17,~~940~~017,~~402~~315.8650 0.00 0.00 0.00 17,~~940~~017,~~402~~315.8650 90 Days 05 0 08 0 013 0415,430.0016 0.00 02,335,988.0023 0.00 02,751,418.0039 120 Days 01 01 07 01 010 045,950.0034 0147,745.0045 01,463,037.0097 079,774.0027 01,736,508.0003 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3781 13 015 01 38100 717,~~005~~919,~~881~~925.2394 23377,~~956~~800.5238 03,799,026.0020 079,774.0027 722,~~029~~176,~~837~~526.7579 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.~~044228~~089726% 0.000000% 0.000000% 0.~~044228~~089726% 0.~~005418~~052688% 0.000000% 0.000000% 0.~~005418~~052688% 30 Days 12.~~149934~~063706% 0.000000% 0.000000% 0.000000% 12.~~149934~~063706% 12.~~145546~~391273% 0.000000% 0.000000% 0.000000% 12.~~145546~~391273% 60 Days 01.~~486510~~301032% 0.000000% 0.000000% 0.000000% 01.~~486510~~301032% 01.~~438818~~607120% 0.000000% 0.000000% 0.000000% 01.~~438818~~607120% 90 Days 0.~~000000~~224316% 0.000000% 0.~~000000~~358905% 0.000000% 0.~~000000~~583221% 0.~~000000~~095143% 0.000000% 0.~~000000~~534993% 0.000000% 0.~~000000~~630136% 120 Days 0.~~000000~~044863% 0.~~000000~~044863% 0.~~000000~~314042% 0.~~000000~~044863% 0.~~000000~~448632% 0.~~000000~~010524% 0.~~000000~~033837% 0.~~000000~~335068% 0.~~000000~~018270% 0.~~000000~~397699% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 13.~~636444~~633917% 0.~~044228~~134590% 0.~~000000~~672948% 0.~~000000~~044863% 14.~~680672~~486317% 14.~~584364~~104059% 0.~~005418~~086525% 0.~~000000~~870061% 0.~~000000~~018270% 15.~~589782~~078915% 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 ~~228~~351,~~582~~921.2584

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 12 0 0 12 23230,~~956~~054.5293 0.00 0.00 23230,~~956~~054.5293 30 Days 1527 0 0 0 1527 24,~~441~~464,~~915~~549.5137 0.00 0.00 0.00 24,~~441~~464,~~915~~549.5137 60 Days 915 0 0 0 915 12,~~170~~951,~~101~~960.3864 0.00 0.00 0.00 12,~~170~~951,~~101~~960.3864 90 Days 01 0 05 0 06 0214,186.0073 0.00 0552,939.0027 0.00 0767,126.00 120 Days 01 01 05 01 08 045,950.0034 0147,745.0045 0692,736.0049 079,774.0027 0966,206.0055 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2444 13 010 01 2558 37,~~612~~676,~~016~~647.8908 23377,~~956~~800.5238 01,245,675.0076 079,774.0027 39,~~635~~379,~~973~~897.4149 0-29 Days 0.~~066138~~134138% 0.000000% 0.000000% 0.~~066138~~134138% 0.~~010646~~103724% 0.000000% 0.000000% 0.~~010646~~103724% 30 Days 01.~~992063~~810865% 0.000000% 0.000000% 0.000000% 01.~~992063~~810865% 12.~~085187~~012917% 0.000000% 0.000000% 0.000000% 12.~~085187~~012917% 60 Days 01.~~595238~~006036% 0.000000% 0.000000% 0.000000% 01.~~595238~~006036% 01.~~519993~~330941% 0.000000% 0.000000% 0.000000% 01.~~519993~~330941% 90 Days 0.~~000000~~067069% 0.000000% 0.~~000000~~335345% 0.000000% 0.~~000000~~402414% 0.~~000000~~096570% 0.000000% 0.~~000000~~249302% 0.000000% 0.~~000000~~345872% 120 Days 0.~~000000~~067069% 0.~~000000~~067069% 0.~~000000~~335345% 0.~~000000~~067069% 0.~~000000~~536553% 0.~~000000~~020717% 0.~~000000~~066614% 0.~~000000~~312332% 0.~~000000~~035968% 0.~~000000~~435630% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 12.~~587302~~951040% 0.~~066138~~201207% 0.~~000000~~670691% 0.~~000000~~067069% 13.~~653439~~890007% 13.~~605179~~461145% 0.~~010646~~170338% 0.~~000000~~561634% 0.~~000000~~035968% 14.~~615826~~229084% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1119 0 0 0 1119 25,~~623~~976,~~562~~680.8657 0.00 0.00 0.00 25,~~623~~976,~~562~~680.8657 60 Days 214 0 0 0 214 ~~770~~4,~~301~~065,354.4886 0.00 0.00 0.00 ~~770~~4,~~301~~065,354.4886 90 Days 04 0 03 0 07 0201,243.0043 0.00 01,783,048.0096 0.00 01,984,292.0039 120 Days 0 0 02 0 02 0.00 0.00 0770,301.0048 0.00 0770,301.0048 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1337 0 05 0 1342 310,~~393~~243,~~864~~278.3486 0.00 02,553,350.0044 0.00 312,~~393~~796,~~864~~629.3430 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 12.~~468625~~574526% 0.000000% 0.000000% 0.000000% 12.~~468625~~574526% 12.~~208090~~781869% 0.000000% 0.000000% 0.000000% 12.~~208090~~781869% 60 Days 01.~~267023~~897019% 0.000000% 0.000000% 0.000000% 01.~~267023~~897019% 01.~~354706~~892235% 0.000000% 0.000000% 0.000000% 01.~~354706~~892235% 90 Days 0.~~000000~~542005% 0.000000% 0.~~000000~~406504% 0.000000% 0.~~000000~~948509% 0.~~000000~~093670% 0.000000% 0.~~000000~~829927% 0.000000% 0.~~000000~~923597% 120 Days 0.000000% 0.000000% 0.~~000000~~271003% 0.000000% 0.~~000000~~271003% 0.000000% 0.000000% 0.~~000000~~358540% 0.000000% 0.~~000000~~358540% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 15.~~735648~~013550% 0.000000% 0.~~000000~~677507% 0.000000% 15.~~735648~~691057% 14.~~562796~~767774% 0.000000% 01.~~000000~~188467% 0.000000% 15.~~562796~~956241% Please refer to CTSLink.com for a list of delinquency code descriptions.

Delinquency Status By Subgroup DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1(A) - 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 10 0 0 10 ~~23,956~~0.5200 0.00 0.00 ~~23,956~~0.5200 30 Days 25 0 0 0 25 ~~382~~585,~~560~~969.0746 0.00 0.00 0.00 ~~382~~585,~~560~~969.0746 60 Days 24 0 0 0 24 ~~118~~612,~~783~~681.9212 0.00 0.00 0.00 ~~118~~612,~~783~~681.9212 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 01 0 01 0 02 045,950.0034 0.00 072,833.0058 0.00 0118,783.0092 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 410 0 1 0 011 ~~5 501~~1,~~343.99 23~~244,~~956~~600.5292 0.00 72,833.58 0.00 ~~525~~1,~~300~~317,434.5150 0-29 Days 0.~~197628~~000000% 0.000000% 0.000000% 0.~~197628~~000000% 0.~~036064~~000000% 0.000000% 0.000000% 0.~~036064~~000000% 30 Days 01.~~395257~~002004% 0.000000% 0.000000% 0.000000% 01.~~395257~~002004% 0.~~575911~~894975% 0.000000% 0.000000% 0.000000% 0.~~575911~~894975% 60 Days 0.~~395257~~801603% 0.000000% 0.000000% 0.000000% 0.~~395257~~801603% 0.~~178819~~935773% 0.000000% 0.000000% 0.000000% 0.~~178819~~935773% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.~~000000~~200401% 0.000000% 0.~~000000~~200401% 0.000000% 0.~~000000~~400802% 0.~~000000~~070182% 0.000000% 0.~~000000~~111242% 0.000000% 0.~~000000~~181423% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 02.~~790514~~004008% 0.~~197628~~000000% 0.~~000000~~200401% 0.000000% 02.~~988142~~204409% 01.~~754729~~900929% 0.~~036064~~000000% 0.~~000000~~111242% 0.000000% 02.~~790794~~012171% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1(B) - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 02 0 0 02 0230,054.0093 0.00 0.00 0230,054.0093 30 Days 1322 0 0 0 1322 23,~~059~~878,~~355~~579.4491 0.00 0.00 0.00 23,~~059~~878,~~355~~579.4491 60 Days 711 0 0 0 711 12,~~051~~339,~~317~~279.4652 0.00 0.00 0.00 12,~~051~~339,~~317~~279.4652 90 Days 01 0 05 0 06 0214,186.0073 0.00 0552,939.0027 0.00 0767,126.00 120 Days 0 01 04 01 06 0.00 0147,745.0045 0619,902.0091 079,774.0027 0847,422.0063 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2034 03 09 01 2047 36,~~110~~432,~~672~~046.9016 0377,800.0038 01,172,842.0018 079,774.0027 38,~~110~~062,~~672~~462.9099 0-29 Days 0.~~000000~~201613% 0.000000% 0.000000% 0.~~000000~~201613% 0.~~000000~~147168% 0.000000% 0.000000% 0.~~000000~~147168% 30 Days 12.~~292247~~217742% 0.000000% 0.000000% 0.000000% 12.~~292247~~217742% 12.~~298494~~481152% 0.000000% 0.000000% 0.000000% 12.~~298494~~481152% 60 Days 01.~~695825~~108871% 0.000000% 0.000000% 0.000000% 01.~~695825~~108871% 01.~~662892~~496452% 0.000000% 0.000000% 0.000000% 01.~~662892~~496452% 90 Days 0.~~000000~~100806% 0.000000% 0.~~000000~~504032% 0.000000% 0.~~000000~~604839% 0.~~000000~~137017% 0.000000% 0.~~000000~~353719% 0.000000% 0.~~000000~~490735% 120 Days 0.000000% 0.~~000000~~100806% 0.~~000000~~403226% 0.~~000000~~100806% 0.~~000000~~604839% 0.000000% 0.~~000000~~094514% 0.~~000000~~396556% 0.~~000000~~051032% 0.~~000000~~542102% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 13.~~988072~~427419% 0.~~000000~~302419% 0.~~000000~~907258% 0.~~000000~~100806% 14.~~988072~~737903% 14.~~961386~~114621% 0.~~000000~~241681% 0.~~000000~~750275% 0.~~000000~~051032% 15.~~961386~~157608% Please refer to CTSLink.com for a list of delinquency code descriptions. DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2(A) - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 64 0 0 0 64 1,~~285~~265,~~063~~911.1724 0.00 0.00 0.00 1,~~285~~265,~~063~~911.1724 60 Days 05 0 0 0 05 0557,185.0045 0.00 0.00 0.00 0557,185.0045 90 Days 04 0 01 0 05 0201,243.0043 0.00 0819,091.0043 0.00 01,020,334.0086 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 613 0 01 0 614 12,~~285~~024,~~063~~340.1712 0.00 0819,091.0043 0.00 12,~~285~~843,~~063~~431.1755 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 21.~~097902~~423488% 0.000000% 0.000000% 0.000000% 21.~~097902~~423488% 2.~~643313~~636108% 0.000000% 0.000000% 0.000000% 2.~~643313~~636108% 60 Days 01.~~000000~~779359% 0.000000% 0.000000% 0.000000% 01.~~000000~~779359% 01.~~000000~~160272% 0.000000% 0.000000% 0.000000% 01.~~000000~~160272% 90 Days 01.~~000000~~423488% 0.000000% 0.~~000000~~355872% 0.000000% 01.~~000000~~779359% 0.~~000000~~419065% 0.000000% 01.~~000000~~705659% 0.000000% 02.~~000000~~124725% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 24.~~097902~~626335% 0.000000% 0.~~000000~~355872% 0.000000% 24.~~097902~~982206% 24.~~643313~~215445% 0.000000% 01.~~000000~~705659% 0.000000% 25.~~643313~~921104% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2(B) - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 515 0 0 0 515 14,~~338~~710,~~499~~769.6933 0.00 0.00 0.00 14,~~338~~710,~~499~~769.6933 60 Days 29 0 0 0 29 ~~770~~3,~~301~~508,169.4841 0.00 0.00 0.00 ~~770~~3,~~301~~508,169.4841 90 Days 0 0 02 0 02 0.00 0.00 0963,957.0053 0.00 0963,957.0053 120 Days 0 0 02 0 02 0.00 0.00 0770,301.0048 0.00 0770,301.0048 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 724 0 04 0 728 28,~~108~~218,~~801~~938.1774 0.00 01,734,259.0001 0.00 29,~~108~~953,~~801~~197.1775 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 13.~~079914~~282276% 0.000000% 0.000000% 0.000000% 13.~~079914~~282276% 02.~~794124~~823829% 0.000000% 0.000000% 0.000000% 02.~~794124~~823829% 60 Days 01.~~431965~~969365% 0.000000% 0.000000% 0.000000% 01.~~431965~~969365% 02.~~457015~~102941% 0.000000% 0.000000% 0.000000% 02.~~457015~~102941% 90 Days 0.000000% 0.000000% 0.~~000000~~437637% 0.000000% 0.~~000000~~437637% 0.000000% 0.000000% 0.~~000000~~577836% 0.000000% 0.~~000000~~577836% 120 Days 0.000000% 0.000000% 0.~~000000~~437637% 0.000000% 0.~~000000~~437637% 0.000000% 0.000000% 0.~~000000~~461750% 0.000000% 0.~~000000~~461750% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 15.~~511879~~251641% 0.000000% 0.~~000000~~875274% 0.000000% 16.~~511879~~126915% 14.~~251139~~926770% 0.000000% 01.~~000000~~039586% 0.000000% 15.~~251139~~966356% Please refer to CTSLink.com for a list of delinquency code descriptions.

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO ~~Detail~~History* -New ~~All~~REO ~~Mortgage~~Loans Month REO Percentage Loans in REO ~~during~~1 Jan-07 0.000% Original Principal Balance 79,800.00 Feb-07 0.000% Current ~~Period~~Actual ~~Summary~~Balance 79,774.27 Mar-07 No0.000% Apr-07 0.000% Current REO ~~Information~~Total toMay-07 0.000% Loans in REO 1 Jun-07 0.000% Original Principal Balance 79,800.00 Jul-07 0.000% Current Actual Balance 79,774.27 Aug-07 0.000% Sep-07 0.000% Oct-07 0.000% Nov-07 0.000% Dec-07 0.018% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 Jan-07 No0.000% Original Principal Balance 79,800.00 Feb-07 0.000% Current Actual Balance 79,774.27 Mar-07 0.000% Apr-07 0.000% Current REO ~~Information~~Total toMay-07 0.000% Loans in REO 1 Jun-07 0.000% Original Principal Balance 79,800.00 Jul-07 0.000% Current Actual Balance 79,774.27 Aug-07 0.000% Sep-07 0.000% Oct-07 0.000% Nov-07 0.000% Dec-07 0.036% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 - No REO Information to report this period.

REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance NoGroup ~~REO~~1 ~~Loans~~0124387895 ~~this~~Dec-2007 ~~Period~~01-May-2007 TN 95.00 79,800.00

REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest NoGroup ~~REO~~1 ~~Loans~~0124387895 ~~this~~79,774.27 ~~Period~~01-Jun-2007 4 9.950% 3,139.43

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure ~~Detail~~History* -New ~~All~~Foreclosure ~~Mortgage~~Loans Month Foreclosure Percentage Loans in Foreclosure ~~during~~8 Jan-07 0.000% Original Principal Balance 2,338,463.00 Feb-07 0.000% Current ~~Period~~Actual ~~Summary~~Balance 2,335,988.23 Mar-07 No0.000% Apr-07 0.000% Current Foreclosure ~~Information~~Total toMay-07 0.000% Loans in Foreclosure 15 Jun-07 0.000% Original Principal Balance 3,803,907.00 Jul-07 0.000% Current Actual Balance 3,799,026.20 Aug-07 0.000% Sep-07 0.000% Oct-07 0.000% Nov-07 0.385% Dec-07 0.870% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 5 Jan-07 No0.000% Original Principal Balance 553,500.00 Feb-07 0.000% Current Actual Balance 552,939.27 Mar-07 0.000% Apr-07 0.000% Current Foreclosure ~~Information~~Total toMay-07 0.000% Loans in Foreclosure 9 Jun-07 0.000% Original Principal Balance 1,174,050.00 Jul-07 0.000% Current Actual Balance 1,172,842.18 Aug-07 0.000% Sep-07 0.000% Oct-07 0.000% Nov-07 0.412% Dec-07 0.562% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2 Jan-07 No0.000% Original Principal Balance 964,963.00 Feb-07 0.000% Current Actual Balance 963,957.53 Mar-07 0.000% Apr-07 0.000% Current Foreclosure ~~Information~~Total toMay-07 0.000% Loans in Foreclosure 4 Jun-07 0.000% Original Principal Balance 1,736,857.00 Jul-07 0.000% Current Actual Balance 1,734,259.01 Aug-07 0.000% Sep-07 0.000% Oct-07 0.000% Nov-07 0.357% Dec-07 1.188% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com.

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 NoGroup ~~Foreclosure~~1 ~~Loans~~0124385238 ~~this~~Nov-2007 ~~Period~~01-Feb-2007 MN 80.00 167,200.00 Group 1 0124385782 Dec-2007 01-Feb-2007 IA 85.00 50,575.00 Group 1 0124386079 Dec-2007 01-Apr-2007 GA 95.00 67,925.00 Group 1 0124386202 Nov-2007 01-Jun-2007 IL 75.00 123,750.00 Group 1 0124389339 Dec-2007 01-May-2007 IN 80.00 120,000.00 Group 1 0124390485 Nov-2007 01-May-2007 NJ 56.81 73,000.00 Group 1 0124391756 Nov-2007 01-Jun-2007 GA 80.00 121,600.00 Group 1 0124629619 Nov-2007 01-Jul-2007 MD 80.00 208,000.00 Group 1 0124632159 Dec-2007 01-Jul-2007 FL 100.00 205,000.00 Group 1 0124634627 Dec-2007 01-Jul-2007 KY 78.57 110,000.00 Group 2 0124385436 Nov-2007 01-Feb-2007 CA 100.00 568,995.00 Group 2 0124386103 Dec-2007 01-Jun-2007 CT 100.00 820,000.00 Group 2 0124387499 Dec-2007 01-Apr-2007 VA 100.00 505,000.00 Group 2 0124394354 Nov-2007 01-Jun-2007 TX 100.00 202,899.00 Group 2 0124803008 Dec-2007 01-Jul-2007 CA 80.00 459,963.00

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 NoGroup ~~Foreclosure~~1 ~~Loans~~0124385238 ~~this~~166,670.04 ~~Period~~01-Jun-2007 4 8.500% 5,544.37 Group 1 0124385782 50,404.37 01-Jul-2007 3 8.950% 1,772.36 Group 1 0124386079 67,839.25 01-Jul-2007 3 11.625% 3,142.37 Group 1 0124386202 123,735.03 01-Jun-2007 4 10.875% 5,346.84 Group 1 0124389339 119,791.34 01-Jul-2007 3 8.750% 4,112.47 Group 1 0124390485 72,833.58 01-Jun-2007 4 8.500% 2,422.89 Group 1 0124391756 121,497.84 01-Jun-2007 4 6.875% 3,218.49 Group 1 0124629619 208,000.00 01-Jun-2007 4 9.500% 7,795.37 Group 1 0124632159 204,965.03 01-Jul-2007 3 9.750% 7,896.67 Group 1 0124634627 109,939.28 01-Jul-2007 3 8.950% 3,866.02 Group 2 0124385436 567,497.15 01-Jun-2007 4 9.250% 20,653.87 Group 2 0124386103 819,091.43 01-Jul-2007 3 8.950% 28,803.02 Group 2 0124387499 503,994.53 01-Jul-2007 3 9.500% 18,878.50 Group 2 0124394354 202,804.33 01-Jun-2007 4 9.750% 7,804.53 Group 2 0124803008 459,963.00 01-Jul-2007 3 7.500% 13,415.60

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 02 ~~Nov~~Jan-0607 0.000% Original Principal Balance 0209,100.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 0208,894.0034 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Bankruptcy Total ~~Mar~~May-07 0.000% Loans in Bankruptcy 13 ~~Apr~~Jun-07 0.000% Original Principal Balance 24379,~~000~~200.00 ~~May~~Jul-07 0.000% Current Actual Balance 23377,~~956~~800.5238 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.~~000~~005% ~~Aug~~Oct-07 0.~~000~~005% ~~Sep~~Nov-07 0.~~005~~044% ~~Oct~~Dec-07 0.~~005~~087% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 1 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 02 ~~Nov~~Jan-0607 0.000% Original Principal Balance 0209,100.00 ~~Dec~~Feb-0607 0.000% Current Actual Balance 0208,894.0034 ~~Jan~~Mar-07 0.000% ~~Feb~~Apr-07 0.000% Current Bankruptcy Total ~~Mar~~May-07 0.000% Loans in Bankruptcy 13 ~~Apr~~Jun-07 0.000% Original Principal Balance 24379,~~000~~200.00 ~~May~~Jul-07 0.000% Current Actual Balance 23377,~~956~~800.5238 ~~Jun~~Aug-07 0.000% ~~Jul~~Sep-07 0.~~000~~010% ~~Aug~~Oct-07 0.~~000~~011% ~~Sep~~Nov-07 0.~~010~~086% ~~Oct~~Dec-07 0.~~011~~170% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. Group 2 - No Bankruptcy Information to report this period.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance Group 1 ~~0124802539~~0124385493 ~~Sep~~Dec-2007 01-~~Apr~~Feb-2007 PAGA 20100.00 24147,~~000~~900.00 Group 1 0124386111 Nov-2007 01-Mar-2007 WY 90.00 170,100.00 Group 1 0124631839 Dec-2007 01-Jul-2007 MO 90.00 61,200.00

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period (continued) Group Loan Current Paid To Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance Interest Group 1 ~~0124802539~~0124385493 23147,~~956~~745.5245 01-~~Sep~~Jun-2007 4 9.125% 5,305.94 Group 1 0124386111 168,906.04 01-Nov-2007 0 117.375% 1,936.16 Group 1 0124631839 61,148.89 01-Nov-2007 0 9.875% ~~454~~955.2553

Realized Loss Report - Collateral Summary - No Realized Loss Information to report this period. Group 1 - No Realized Loss Information to report this period. Group 2 - No Realized Loss Information to report this period. 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 Group 1 511 ~~807~~1,~~650~~450,119.00 ~~806~~1,~~713~~441,543.1445 170 ~~2,633,578~~0.00 ~~2,628,261~~0.3700 Group 2 56 21,~~817~~083,~~616~~329.00 21,~~802~~082,~~819~~241.9314 150 ~~4,383,295~~0.00 ~~4,372,958~~0.1500 Total 1017 32,~~625~~533,~~266~~448.00 32,~~609~~523,~~533~~784.0759 320 ~~7,016,873~~0.00 ~~7,001,219~~0.5200

Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance Balance Count Balance Balance Amount Group 1 0 0.00 0.00 0 0.00 0.00 1711,~~902~~870.8516 Group 2 0 0.00 0.00 0 0.00 0.00 1617,~~197~~305.8304 Total 0 0.00 0.00 0 0.00 0.00 3429,~~100~~175.6820

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount Group 1 ~~0124387788~~0124384553 MOWI 61.54 01-May-2007 96,000.00 95,694.87 Group 1 0124391376 NC 100.00 01-May-2007 114,500.00 114,390.10 Group 1 0124629387 NC 90.00 01-Jul-2007 117,900.00 117,671.34 Group 1 0124800608 MN 95.00 01-Nov-2006 125,400.00 124,699.65 Group 1 0124801036 IL 95.00 01-Apr-2007 32,775.00 32,689.84 Group 1 0124801283 OH 100.00 01-Apr-2007 130,000.00 128,249.82 Group 1 0124801614 IL 80.00 01-~~May~~Jan-2007 ~~172~~119,~~000~~920.00 ~~171~~118,~~851~~890.2715 Group 1 ~~0124801671~~0124387804 NYMO 8062.0050 01-Jun-2007 ~~368,000.00 367,520.72 Group 1 0124801838 MO~~ 80~~.00 01-Apr-2007 80~~,000.00 79,~~745~~151.9633 Group 1 ~~0124801853~~0124389461 WIIL ~~75.00 01-Apr-2007~~ 90~~,750~~.00 ~~90,304.37 Group 1 0124802547 WI 80.00~~ 01-May-2007 84121,~~000.00 83,915.48 Group 1 0124802679 MD 85.00 01-May-2007 361,250.00 360,521.84 Group 1 0124803073 IL 70.00 01-Jul-2007 45,~~500.00 45121,~~424~~033.8543 Group 1 ~~0124803735~~0124629635 DENJ ~~100~~32.0046 01-~~Jul-2007 174,900.00 174,832.07 Group 1 0124803784 CA 80.00 01-~~Jun-2007 ~~412~~155,000.00 ~~411~~154,~~379~~754.1903 Group 1 ~~0124804352~~0124634205 OHSC ~~100~~70.00 01-Jul-2007 5995,~~400~~200.00 5994,~~338~~790.2025 Group 1 ~~0124805292~~0124635400 TXNM ~~71.~~20 ~~01-Aug-2007 89,000~~.00 ~~88,817.80 Group 1 0124806076 VA 60.71~~ 01-Jul-2007 ~~200~~199,~~353~~999.00 ~~200~~194,~~177~~192.2917 Group 1 ~~0124807082~~0124802737 GANC 8570.00 01-~~Jul~~May-2007 ~~106~~115,~~250~~500.00 ~~106~~115,~~069~~387.4730 Group 1 ~~0124807397~~0124804790 MARI 8063.0049 01-Jul-2007 ~~404~~153,000.00 ~~403~~152,~~564~~821.6016 Group 1 ~~0124808817~~0124806167 ILTX 6577.0087 01-Jul-2007 ~~100~~95,~~750~~000.00 ~~100~~94,~~661~~648.6052 Group 1 ~~0124808890~~0124806431 NYCA 6033.0008 01-Jul-2007 76215,~~500~~000.00 76215,~~325~~000.~~95 Group 2 0120388897 PA 20.~~00 ~~01-May-2006 14,416.00 14,347.17~~ Group ~~2 0123481830 IL 20.00 01-Jan-2007 26,980.00 26,915.13 Group 2 0123990327 NJ 72.59 01-Mar-2007~~ 1~~,960,000.00~~ ~~1,948,957.91~~0124808338 ~~Group 2 0124394388 NJ 99.91 01-Jun-2007 334,750.00 334,054.79 Group 2 0124631946 IL 85.00 01-Jul-2007 14,450.00 14,420.28 Group 2 0124634569~~ AZ 9543.0048 01-~~Jul~~Aug-2007 ~~494~~100,000.00 ~~489~~99,~~344~~715.1549 Group 2 ~~0124800327~~0124389537 FLOR 8020.00 01-May-2007 ~~136~~137,~~000~~600.00 ~~135~~137,~~895~~299.1506 Group 2 ~~0124800335~~0124630740 FLSC 80100.00 01-~~May~~Jun-2007 ~~144~~128,000.00 ~~143~~127,~~889~~891.0021 Group 2 ~~0124800343~~0124630773 FLSC 8060.0098 01-~~May~~Jun-2007 ~~136~~50,000.00 ~~135~~49,~~895~~809.1542 Group 2 ~~0124800814~~0124635384 ~~NV 95.00 01-Feb-2007 365,750.00 363,564.92 Group 2 0124800830 MO 95.00 01-Mar-2007 115,900.00 115,431.02 Group 2 0124801267~~ AZ 8590.00 01-~~Mar~~Jul-2007 ~~646~~232,~~000~~729.00 ~~643~~232,~~825~~729.~~28 Group 2 0124801549 MO 85.~~00 ~~01-Apr-2007 124,865.00 124,457.91~~ Group 2 ~~0124801564~~0124803214 VANY 2080.00 01-~~Apr~~Jul-2007 33476,~~900.00 33,840.71 Group 2 0124802257 NJ 94.95 01-Apr-2007 470,~~000.00 ~~468,~~475~~.89 Group 2 0124802638 FL 95.00 01-Apr-2007 214~~,~~700~~400.0085 ~~214,086.84~~ Group 2 ~~0124803800~~0124803347 CANY 959.0092 01-Jul-2007 ~~498,750.00 497,589.~~59 ~~Group 2 0124804949 WV 85.00 01-Jul-2007 607~~,~~750~~000.00 ~~606,393.12 Group 2 0124805383 SC~~ 58~~.16 01-Jul-2007 610~~,~~700~~912.~~00 609,279.12 Group 2 0124806746 TN 74.12 01-Jul-2007 252,000.00 251,225.86~~05

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning Group 1 ~~0124387788~~0124384553 Loan Paid in Full 0 97.~~250~~860% 360 511 Group 1 ~~0124391376~~0124387804 ~~Repurchase 0 10.125% 360 5 Group 1 0124629387~~ Loan Paid in Full 0 98.~~625~~250% 360 36 Group 1 ~~0124800608~~0124389461 ~~Repurchase~~Loan 1Paid ~~10.050%~~in ~~360~~Full ~~11 Group 1 0124801036 Repurchase~~ 0 109.~~950~~750% ~~360~~180 67 Group 1 ~~0124801283~~0124629635 ~~Repurchase~~Loan 0Paid ~~8.250%~~in ~~360~~Full ~~6 Group 1 0124801614 Repurchase~~ 0 ~~10.375% 360 5 Group 1 0124801671 Repurchase 0~~ 8.~~375~~875% 360 ~~4 Group 1 0124801838 Repurchase 0 10.000% 360~~ 6 Group 1 ~~0124801853~~0124634205 ~~Repurchase~~Loan 1Paid ~~10.950%~~in ~~360~~Full ~~6 Group 1 0124802547 Repurchase~~ 0 ~~9.875% 360 5 Group 1 0124802679 Repurchase 1~~ 7.~~500~~750% 360 5 Group 1 ~~0124803073~~0124635400 ~~Repurchase~~Loan 0Paid ~~10.950%~~in ~~360~~Full ~~3 Group 1 0124803735 Repurchase~~ 0 116.~~625% 360 3 Group 1 0124803784 Repurchase 1 7.875% 360 4 Group 1 0124804352 Repurchase 0 12.~~500% ~~360~~180 35 Group 1 ~~0124805292~~0124802737 Loan Paid in Full 0 710.950% 360 27 Group 1 ~~0124806076~~0124804790 ~~Repurchase~~Loan 1Paid ~~8.950%~~in ~~360~~Full ~~3 Group 1 0124807082 Repurchase~~ 0 109.~~250~~375% 360 35 Group 1 ~~0124807397~~0124806167 Loan Paid in Full 01 8.~~250~~500% 360 35 Group 1 ~~0124808817~~0124806431 Loan Paid in Full ~~0 8.950% 360 3 Group~~ (1) ~~0124808890 Repurchase 0~~ 9.~~250~~500% 360 35 Group 21 ~~0120388897~~0124808338 Loan Paid in Full 0 128.~~750~~875% 360 174 Group 2 ~~0123481830~~0124389537 ~~Repurchase 0 13.000% 360 9 Group 2 0123990327~~ Loan Paid in Full 0 712.~~875~~375% 360 7 Group 2 ~~0124394388~~0124630740 Loan Paid in Full 0 10.~~375~~950% 360 46 Group 2 ~~0124631946~~0124630773 Loan Paid in Full 0 119.~~250~~125% 360 36 Group 2 ~~0124634569~~0124635384 Loan Paid in Full ~~(1)~~0 9.~~250~~625% 360 ~~3 Group 2 0124800327 Repurchase 1 10.750% 360~~ 5 Group 2 ~~0124800335~~0124803214 ~~Repurchase~~Loan 1Paid ~~10.750%~~in ~~360~~Full 50 ~~Group 2 0124800343 Repurchase 1 10~~9.~~750~~125% 360 5 Group 2 ~~0124800814~~0124803347 ~~Repurchase~~Loan 1Paid ~~8.875%~~in ~~360~~Full ~~8 Group 2 0124800830 Repurchase~~ 0 ~~9.500% 360 7 Group 2 0124801267 Repurchase 1 10.375% 360 7 Group 2 0124801549 Repurchase 1 9.875% 360 6 Group 2 0124801564 Repurchase 1~~ 12.750% 360 6 Group 2 0124802257 Repurchase 0 9.900% 360 6 Group 2 0124802638 Repurchase 0 10.500% 360 6 Group 2 0124803800 Repurchase 0 8.750% 360 3 Group 2 0124804949 Repurchase 0 8.950% 360 3 Group 2 0124805383 Repurchase 1 8.750% 360 3 Group 2 0124806746 Repurchase 0 7.375% 360 35

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived Group 1 2 ~~196~~198,~~430~~186.5489 53,~~902~~628.5053 0.00 Group 2 0 0.00 0.00 0.00 Total 2 ~~196~~198,~~430~~186.5489 53,~~902~~628.5053 0.00

Prepayment Penalty Loan Detail - Prepayment Penalty Paid during Current Period Paid In Prepayment Prepayment Loan Full Prior Penalty Penalty Group Number Date Balance Amount Waived Group 1 ~~0124387788~~0124384553 0911/0420/2007 95118,~~746~~979.5909 21,~~880~~228.0053 0.00 Group 1 ~~0124808817~~0124387804 0911/1828/2007 ~~100~~79,~~683~~207.9580 32,~~022~~400.5000 0.00

Prepayment Rates

Summary SMM CPR PSA Current Month 20.~~351~~581% Current Month 246.~~832~~756% Current Month ~~3,064~~558.~~218~~425% 3 Month Average 01.~~000~~174% 3 Month Average 012.~~000~~812% 3 Month Average 01,433.~~000~~636% 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 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 N/A N/A Jun-2007 N/A N/A Jul-2007 N/A N/A Jul-2007 N/A N/A Aug-2007 N/A N/A Aug-2007 N/A N/A Sep-2007 4.375% N/A Sep-2007 711.635% N/A Oct-2007 24.832% N/A Oct-2007 3,064.218% N/A Nov-2007 6.847% N/A Nov-2007 678.267% N/A Dec-2007 6.756% N/A Dec-2007 558.425% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 1 SMM CPR PSA Current Month 10.~~511~~651% Current Month 167.~~703~~536% Current Month ~~2,097~~630.~~136~~420% 3 Month Average 0.~~000~~951% 3 Month Average 010.~~000~~742% 3 Month Average 01,176.~~000~~610% 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 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 N/A N/A Jun-2007 N/A N/A Jul-2007 N/A N/A Jul-2007 N/A N/A Aug-2007 N/A N/A Aug-2007 N/A N/A Sep-2007 6.752% N/A Sep-2007 1,130.349% N/A Oct-2007 16.703% N/A Oct-2007 2,097.136% N/A Nov-2007 7.986% N/A Nov-2007 802.272% N/A Dec-2007 7.536% N/A Dec-2007 630.420% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Group 2 SMM CPR PSA Current Month 30.~~205~~509% Current Month 325.~~357~~944% Current Month ~~3,922~~485.~~971~~271% 3 Month Average 01.~~000~~399% 3 Month Average 014.~~000~~651% 3 Month Average 01,653.~~000~~442% 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 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 N/A N/A May-2007 N/A N/A Jun-2007 N/A N/A Jun-2007 N/A N/A Jul-2007 N/A N/A Jul-2007 N/A N/A Aug-2007 N/A N/A Aug-2007 N/A N/A Sep-2007 1.886% N/A Sep-2007 298.249% N/A Oct-2007 32.357% N/A Oct-2007 3,922.971% N/A Nov-2007 5.654% N/A Nov-2007 552.084% N/A Dec-2007 5.944% N/A Dec-2007 485.271% 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 ~~0123481830~~No ~~26,921.94~~Repurchases ~~26,915.13~~Due ~~13.000%~~to ~~298.46~~Other ~~0124391376~~this 114,408.31 114,390.10 10.125% 983.53 0124800327 135,913.02 135,895.15 10.750% 1,235.42 0124800335 143,907.91 143,889.00 10.750% 1,308.09 0124800343 135,913.02 135,895.15 10.750% 1,235.42 0124800608 124,759.90 124,699.65 10.050% 1,105.11 0124800814 363,784.51 363,564.92 8.875% 2,910.08 0124800830 115,491.27 115,431.02 9.500% 974.56 0124801036 32,702.32 32,689.84 10.950% 310.89 0124801267 644,105.38 643,825.28 10.375% 5,848.93 0124801283 128,344.10 128,249.82 8.250% 976.65 0124801549 124,517.50 124,457.91 9.875% 1,084.27 0124801564 33,849.45 33,840.71 12.750% 368.39 0124801614 171,876.59 171,851.27 10.375% 1,511.34 0124801671 367,617.91 367,520.72 8.375% 2,662.86 0124801838 79,783.16 79,745.96 10.000% 702.06 0124801853 90,340.82 90,304.37 10.950% 860.81 0124802257 468,699.02 468,475.89 9.900% 4,089.90 0124802547 83,929.86 83,915.48 9.875% 705.05 0124802638 214,176.74 214,086.84 10.500% 1,963.95 0124802679 360,645.10 360,521.84 7.500% 2,377.29 0124803073 45,441.78 45,424.85 10.950% 431.59 0124803735 174,849.30 174,832.07 11.625% 1,711.08 0124803784 411,504.80 411,379.19 7.875% 2,826.11 0124803800 497,882.86 497,589.59 8.750% 3,923.67 0124804352 59,353.89 59,338.20 12.500% 633.96 0124804949 606,736.13 606,393.12 8.950% 4,868.25 0124805383 609,638.22 609,279.12 8.750% 4,804.38 0124806076 200,221.71 200,177.29 8.950% 1,537.74 0124806746 251,421.18 251,225.86 7.375% 1,740.51 0124807082 106,115.18 106,069.47 10.250% 952.11 0124808890 76,366.64 76,325.95 9.250% 629.35 Totals 7,001,219.52 6,998,200.76Period

Interest Rate Stratification Summary Group 1 Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 4.500 0 0.00 0.000 0 0.00 0.000 4.500 4.999 0 0.00 0.000 0 0.00 0.000 5.000 5.499 3 1,~~661~~659,~~574~~500.3024 0.~~376~~380 0 0.00 0.000 5.500 5.999 11 3,~~962~~960,~~571~~063.5536 0.~~897~~907 6 1,~~351~~349,~~792~~981.0083 0.~~601~~609 6.000 6.499 2624 109,~~312~~693,~~498~~387.9823 2.~~333~~221 9 1,~~712~~709,~~598~~496.2949 0.~~761~~771 6.500 6.999 ~~155~~154 47,~~376~~111,~~768~~745.2273 10.~~719~~795 9998 20,~~686~~454,~~668~~881.4905 9.~~197~~227 7.000 7.499 156 38,~~541~~497,~~326~~061.5824 8.~~720~~821 112 19,~~971~~943,~~549~~448.7009 8.~~879~~996 7.500 7.999 ~~401~~395 9998,~~677~~770,~~584~~934.8069 22.~~552~~632 ~~288~~283 5251,~~163~~450,~~072~~205.9371 23.~~192~~209 8.000 8.499 ~~203~~202 45,~~410~~278,~~478~~494.3833 10.~~274~~375 ~~141~~140 23,~~964~~859,~~304~~926.1226 10.~~655~~763 8.500 8.999 ~~437~~433 8584,~~659~~940,~~677~~810.5096 19.~~380~~463 ~~317~~313 4847,~~124~~436,~~770~~593.0417 21.~~397~~398 9.000 9.499 ~~167~~164 2928,~~315~~547,~~680~~477.4641 6.~~633~~541 ~~107~~105 12,~~624~~342,~~624~~930.8571 5.~~613~~568 9.500 9.999 ~~258~~253 3938,~~983~~847,~~849~~716.3659 98.~~046~~901 ~~181~~178 22,~~911~~286,~~335~~492.5052 10.~~187~~053 10.000 10.499 8684 1211,~~064~~824,~~701~~512.2150 2.~~730~~709 5957 6,~~752~~517,~~786~~845.9256 32.~~002~~940 10.500 10.999 ~~139~~137 14,~~683~~398,~~326~~569.1257 3.~~322~~299 9493 8,~~350~~228,~~493~~270.3952 3.~~713~~712 11.000 11.499 5148 3,~~854~~685,~~553~~951.9602 0.~~872~~845 2827 1,~~879~~756,~~978~~478.6446 0.~~836~~792 11.500 11.999 7271 5,~~087~~010,~~474~~876.5365 1.~~151~~148 5554 3,~~453~~377,~~152~~860.17 1.~~535~~524 12.000 12.499 4746 2,~~223~~084,~~160~~419.6797 0.~~503~~478 7 320,~~781~~434.4841 0.~~143~~145 12.500 12.999 4241 1,~~905~~845,~~596~~493.3859 0.~~431~~423 7 495,~~458~~206.9300 0.~~220~~223 13.000 13.499 7 ~~272~~271,~~127~~999.9682 0.062 2 154,~~286~~215.1966 0.~~069~~070 >= 13.500 0 0.00 0.000 0 0.00 0.000 Total 2,~~261~~229 ~~441~~436,~~992~~429,~~950~~014.9690 100.000 1,~~512~~491 ~~224~~221,~~917~~684,~~653~~266.6461 100.000

Interest Rate Stratification (continued) Group 2 Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 4.500 0 0.00 0.000 4.500 4.999 0 0.00 0.000 5.000 5.499 3 1,~~661~~659,~~574~~500.3024 0.~~765~~773 5.500 5.999 5 2,610,~~779~~081.5553 1.~~203~~215 6.000 6.499 1715 87,~~599~~983,~~900~~890.6974 3.~~962~~718 6.500 6.999 56 26,~~690~~656,~~099~~864.7368 12.~~295~~413 7.000 7.499 44 18,~~569~~553,~~776~~613.8815 8.~~555~~640 7.500 7.999 ~~113~~112 47,~~514~~320,~~511~~728.8798 2122.~~888~~036 8.000 8.499 62 21,~~446~~418,~~174~~568.2607 9.~~880~~974 8.500 8.999 120 37,~~534~~504,~~907~~217.4679 17.~~291~~465 9.000 9.499 6059 16,~~691~~204,~~055~~546.6170 7.~~689~~546 9.500 9.999 7775 1716,~~072~~561,~~513~~224.8607 7.~~865~~712 10.000 10.499 27 5,~~311~~306,~~914~~666.2994 2.~~447~~471 10.500 10.999 4544 6,~~332~~170,~~832~~299.7305 2.~~917~~873 11.000 11.499 2321 1,~~974~~929,~~575~~472.3256 0.~~910~~898 11.500 11.999 17 1,~~634~~633,~~322~~016.3648 0.~~753~~760 12.000 12.499 4039 1,~~902~~763,~~379~~985.1956 0.~~876~~821 12.500 12.999 3534 1,~~410~~350,~~137~~287.4559 0.~~650~~629 13.000 13.499 5 117,~~841~~784.7716 0.~~054~~055 >= 13.500 0 0.00 0.000 Total ~~749~~738 ~~217~~214,~~075~~744,~~297~~748.3229 100.000

EX-99.2 (logo) Clayton SASCO 2007-WF2 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-WF2 Executive Summary November 2007 Transaction Summary

Collateral Summary

Closing Date As of 911/25/2007 911/25/2007 Balance as Percentage of Closing Date Balance Collateral Balance $455,616,390 $~~452~~439,~~840~~185,~~418~~177 9996.39% Loan Count 2,312 2,~~312~~246 ~~100~~97.0015% 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-WF2 as of 911/25/2007 Issues Amount Recovered 0 $0

Collateral Statistics

Loan Count Summed Balance First Payment Defaults 31 $1208,~~019,053~~000 Early Payment Defaults* 1427 $36,~~205~~073,~~476~~184 * A default that occurs on the second or third scheduled payment.

Second Lien Statistics Loan Count Summed Balance Total Outstanding Second Lien Loans ~~152~~147 $6,~~287~~164,~~650~~465 30+ Days Delinquent 24 $79316,~~825~~117 60+ Days Delinquent 3 $153,128 90+ Days Delinquent 1 $45,950

Prepayments

Remittance Date Beginning Collateral Balance Total Prepayments Percentage of Prepayment 11/25/2007 $441,992,951 $2,603,553 0.58 10/25/2007 $452,840,418 $10,639,836 2.34 9/25/2007 $454,738,319 $1,691,261 0.37

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

Total Cash Flows Remittance Date Amount Remitted to the Amount Remitted by the Trust Servicers Difference 911/25/2007 $230,~~880~~124 $230,~~880~~124 $0

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 $0 0

(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-WF2 Loan-Level Report Mortgage Data Through: October 31, 2007

Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 9826436 1 CT 6/1/2007 Internal Estimate $825,000 $820,000 622 67/1/2007 06/30/2007 $552,750 $819,~~547~~091 (continued) OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss* Status 9826436 99% 50.7367% 121/1/~~2008~~2009 $~~416~~415,~~027~~513 3336 148% Active ~~- Pay Plan~~ Default Reason: Excessive Use of Credit 12/3/2007 According to the 11/25/2007 distribution period the borrower is 60 days delinquent. The loan is not in violation of the warranties. 11/1/2007 The borrower made a payment in September 2007 and remains 30 days delinquent. The borrower defaulted on the loan because of excessive use of credit. Clayton is still awaiting the MLSAA to verify whether this loan is in any violation of the representations and warranties. 10/1/2007 This loan is being added to the Watchlist because the borrower is 30 days delinquent and the loan has a balance of $819,547 with a LTV of 99 percent. The borrower began a payment plan on 8/23/2007 but no payments were made in the 9/25/2007 distribution period. Clayton will closely monitor this loan to verify that the servicer exhausts all loss mitigation efforts to bring the borrower current. We also requested a copy of the Mortgage Loan Sale and Assignment Agreement to research whether this loan breaches any representations and warranties.

Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal ~~9826844~~9826649 12 WIIL 64/1/2007 ~~(Unknown)~~BPO $~~255~~230,000 $~~204~~46,000 ~~654~~664 86/1/2007 ~~Unknown~~10/03/2007 $1225,000 $045,950 (continued) OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss* Status ~~9826844~~9826649 8020% 0109.0088% 84/281/~~2007~~2009 $050,545 0369 020% Active Default Reason: (Unknown) 1011/31/2007 ~~This~~The ~~loan~~borrower ~~was~~is ~~originated~~now 60 days delinquent on ~~4/3/2007~~this ~~with~~junior alien 24and ~~month~~the ~~prepayment~~servicer ~~penalty~~confirmed ~~flag~~that ~~and~~the ~~was~~loan ~~paid~~is inunder ~~full~~review onfor ~~8/28/2007~~charge ~~but~~off. If the ~~servicer~~borrower ~~did~~does not ~~collect~~make aany ~~prepayment~~more ~~penalty~~payments ~~from~~and there is not sufficient equity to pursue foreclosure, Clayton expects this loan to be charged off by the ~~borrower~~2/25/2008 distribution period. ~~The~~Based ~~property~~on isthe ~~located~~current invalue ~~Wisconsin~~of ~~and~~$225,000, Clayton's ~~could~~equity analysis determined that there is not ~~find~~enough ~~any~~equity ~~applicable~~to ~~statutes~~pursue ~~that~~foreclosure; ~~would~~therefore, ~~prohibit~~we will advise the servicer ~~from~~to ~~collecting~~charge off the loan if needed. Finally, Clayton is still awaiting a ~~penalty~~copy of the MLSAA to verify whether this loan violates any representations and warranties based on the delinquency status at the time of the cut-off date of this deal. 10/1/2007 The closing date for this deal was 8/30/2007 and this loan has a LIPD of 6/1/2007; therefore, weClayton ~~asked~~requested ~~the~~a ~~servicer~~copy ~~for~~of the ~~reasoning~~Mortgage Loan Sale and Assignment Agreement to ~~remit~~verify awhether ~~penalty~~this ifloan ~~needed~~violates any Representations and Warranties. If this loan is in violation, we will submit it for repurchase.

Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal ~~9828029~~9826783 21 PAWV 46/1/2007 Internal Estimate $~~120~~86,000 $2464,~~000~~500 ~~624~~565 810/1/2007 06/30/2007 $9165,~~200~~360 $2364,~~964~~289 (continued) OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss* Status ~~9828029~~9826783 2075% ~~109~~25.8303% 71/1/2009 $2616,~~360~~145 CCCC 2698% Active ~~- BK~~ Default Reason: ~~Excessive~~Payment ~~Use~~Adjust of(Payment ~~Credit~~Shock) 1011/1/2007 ~~This~~According ~~loan~~to isthe ~~being~~data ~~added~~provided to Clayton, the ~~Watchlist~~borrower's ~~because~~monthly payment was adjusted. At origination, the borrower's ~~has~~monthly ~~been~~payment ~~protected~~was by$479 ~~Chapter~~per 7month ~~bankruptcy~~but ~~since~~the ~~8/17/2007~~scheduled payment for this loan is now $452. ~~The~~We ~~closing~~asked ~~date~~the ~~for~~servicer ~~this~~to ~~deal~~provide ~~was~~details ~~8/30/2007~~about the payment adjustment and explain why the adjustment was made. The borrower isremains current on ~~this~~the loan asand the loan is a adjustable-rate mortgage with a scheduled first payment adjustment of 85/311/~~2007;~~2009. ~~however~~Furthermore, ~~Clayton~~the ~~requested~~borrower acontinues ~~copy~~to ofmake the ~~Mortgage~~original ~~Loan~~payments ~~Sale~~of $479 and ~~Assignment~~made ~~Agreement~~two payments in the 9/25/2007 distribution period; however, only $452 is being remitted to ~~ensure~~the ~~that~~trust. ~~this~~We ~~loan~~asked ~~does~~the ~~not~~servicer ~~breach~~to ~~any~~clarify ~~Representations~~the ~~and~~payment ~~Warranties~~distribution for this loan.

Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal ~~9828283~~9826844 1 SCWI 76/1/2007 ~~Internal~~(Unknown) ~~Estimate~~ $1255,~~050,~~000 $~~610~~204,~~700~~000 ~~568~~654 68/1/2007 ~~06/30/2007~~Unknown $~~703,500~~1 $~~610,700~~0 (continued) OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss* Status ~~9828283~~9826844 5880% 60.4000% 128/128/~~2008~~2007 $~~39,121~~0 3000 870% Active Default Reason: ~~Excessive~~(Unknown) ~~Use of Credit 10~~12/13/2007 ~~The~~We ~~closing~~continue ~~date~~to ~~for~~await ~~this~~a ~~deal~~response ~~was~~from 8the servicer. 10/303/2007 ~~and~~This ~~this~~ loan ~~has~~was aoriginated ~~LIPD~~on ~~of 6~~4/13/2007; ~~therefore,~~with ~~Clayton requested~~ a ~~copy~~24 ofmonth ~~the~~prepayment ~~Mortgage~~penalty ~~Loan~~flag ~~Sale~~ and ~~Assignment~~was ~~Agreement~~paid toin ~~verify~~full ~~whether~~on ~~this~~8/28/2007 ~~loan~~but ~~violates~~the ~~any~~servicer ~~Representations~~did ~~and~~not ~~Warranties.~~collect Ifa ~~this~~prepayment ~~loan~~penalty isfrom inthe ~~violation,~~borrower. weThe ~~will~~property ~~submit~~is ~~this~~located ~~loan~~in ~~for~~Wisconsin ~~repurchase.~~and *Clayton ~~The~~could ~~estimated~~not ~~loss~~find ~~includes~~any ~~estimated~~applicable ~~mortgage~~statutes ~~insurance~~that ~~proceeds~~would ~~where~~prohibit ~~applicable~~the ~~and~~servicer infrom ~~addition~~collecting ifa ~~the~~penalty ~~loan~~on ~~has~~this ~~been~~loan; ~~liquidated~~therefore, ~~this~~we ~~reflects~~asked the ~~actual~~servicer ~~loss~~for ~~that~~the ~~has~~reasoning ~~been~~and ~~passed~~ to ~~the~~remit ~~trust~~a penalty if needed.

~~Total~~Lien ~~Cash~~State ~~Flows~~First ~~Trustee~~Pmt. ~~Remittance~~Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date 9Current Value Current Bal 9828029 2 PA 4/251/2007 ~~Amount~~Internal ~~Remitted~~Estimate to$120,000 ~~the~~$24,000 ~~Trust~~624 10/1/2007 06/30/2007 $291,~~880~~200 ~~Amount~~$23,949 ~~Remitted~~(continued) byOLTV ~~the~~Severity ~~Servicers~~Liq. ~~$2,880~~Date ~~Difference~~Delinquency $0Loan ~~Total~~Number ~~Collections~~CLTV byMI ~~the~~Type ~~Servicers~~Coverage ~~Total~~Est ~~Paid~~(Gain)/Loss* ~~Off~~Status ~~Loans~~9828029 20% 109.76% 9/1/2009 ~~Total~~$26,344 ~~Paid~~CC ~~Off~~26% ~~Loans~~Active ~~With~~- ~~Prepayment~~BK ~~Flags~~Default 4Reason: ~~Exceptions~~Excessive ~~Expired~~Use ~~Prepayment~~of ~~Clauses~~Credit ~~(as~~11/1/2007 ~~stated~~The inborrower ~~the~~remains ~~Note)~~current 0on ~~Liquidated~~this ~~out~~loan ofand ~~REO~~is ~~Status~~still 0protected ~~Acceleration~~under ofChapter ~~Debt~~7 0bankruptcy. ~~Loss~~We ~~Mitigation~~will ~~(Short~~continue ~~Sales~~to monitor this loan and the borrowers payments. Also, ~~Charge~~Clayton ~~Offs)~~is 0still ~~Documentation~~awaiting ~~Issues~~a ~~Preventing~~copy of the ~~Collection~~MLSAA ofto ~~Prepayment~~verify ~~Penalties~~whether 0this ~~Other~~loan -violates ~~Actions~~any ~~Preventing~~representations ~~the~~and ~~Collection~~warranties. of10/1/2007 ~~Prepayment~~This ~~Penalties~~loan 0is ~~Total~~being ~~Paid-Off~~added ~~Loans~~to ~~with~~the ~~Active~~Watchlist ~~Prepayment~~because ~~Flags~~the 4borrower ~~Other~~has ~~Exceptions~~been ~~Paid-Off~~protected ~~Loans~~by ~~that~~Chapter ~~Did~~7 ~~Not~~bankruptcy ~~Have~~since ~~Penalties~~8/17/2007. ~~Collected~~The ~~because~~closing ofdate ~~State~~for ~~Statutes~~this 2deal ~~Paid-Off~~was ~~Loans~~8/30/2007 ~~with~~and ~~Active~~the ~~Prepayment~~borrower ~~Flags~~is ~~that~~current ~~Did~~on ~~Not~~this ~~Have~~loan ~~Penalties~~as ~~Remitted~~of 18/31/2007; ~~Aggregate~~however, ~~Paid-Off~~Clayton ~~Loans~~requested ~~Loans~~a ~~with~~copy ~~Active~~of ~~Prepayment~~the ~~Flags~~Mortgage ~~with~~Loan ~~Penalties~~Sale ~~Remitted~~and 1Assignment ~~Loans~~Agreement ~~without~~to ~~Prepayment~~ensure ~~Flags~~that orthis ~~with~~loan ~~Expired~~does ~~Flags~~not ~~with~~breach ~~Penalties~~any ~~Remitted~~Representations 0and ~~Total~~Warranties. ~~Loans~~* ~~with~~The ~~Penalties~~estimated ~~Remitted~~loss 1includes ~~Total~~estimated ~~Loans~~mortgage ~~with~~insurance ~~Penalties~~proceeds ~~Remitted~~where toapplicable and in addition if the ~~Total~~loan ~~Paid-Off~~has ~~Loans~~been ~~11.11%~~liquidated ~~Penalties~~this ~~Remitted~~reflects ~~for~~the ~~loans~~actual ~~with~~loss ~~Active~~that ~~Prepayment~~has ~~Flags~~been 25passed to the trust.~~00%~~

(page) Section Three Prepayment Penalty Analysis (page) SASCO 2007-WF2 Prepayment Penalty Analysis Trustee Remittance Date: November 25, 2007

~~Loan~~Total ~~Origination~~Cash ~~Years~~Flows toTrustee ~~Expiration~~Remittance ~~Number~~Date ~~State~~11/25/2007 ~~Delinquency~~10/25/2007 ~~History~~9/25/2007 ~~Date~~Amount ~~Expiration~~Remitted ~~Date~~to ~~9827403~~the ILTrust 0$30,124 $5~~/10/2007~~,903 $2,880 ~~05/10/2009~~Amount ~~9828512~~Remitted MNby 0the ~~6/1/2007~~Servicers $30,124 $5,903 $2,880 ~~06/01/2009~~Difference ~~9826844~~$0 WI$0 $0 ~~4/3/2007~~Total 2Collections ~~04/03/2009~~by ~~9828093~~the CAServicers 0Total ~~5/17/2007~~Paid 2Off ~~05/17/2009~~Loans 15 42 9 Total Paid Off Loans With Prepayment Flags 4 23 4 Exceptions Expired Prepayment Clauses (~~continued~~as stated in the Note) %0 0 0 Liquidated out of ~~PPP~~REO toStatus ~~Loan~~0 ~~Payoff~~0 ~~Payoff~~0 ~~Number~~Acceleration ~~Amount~~of ~~PPP~~Debt ~~Remitted~~0 ~~Amount~~0 ~~Comments~~0 ~~9827403~~Loss ~~$31~~Mitigation (Short Sales,~~774~~ $Charge Offs) 0 0% ~~PPP~~0 ~~not~~Documentation ~~collected~~Issues ~~because~~Preventing the Collection of aPrepayment ~~state~~Penalties ~~statute~~0 ~~9828512~~0 ~~$57,671~~0 $Other - Actions Preventing the Collection of Prepayment Penalties 0 21 0% ~~PPP~~Total ~~not~~Paid-Off ~~collected~~Loans with Active Prepayment Flags 4 2 4 Other Exceptions Paid-Off Loans that Did Not Have Penalties Collected because of aState ~~state~~Statutes ~~statute~~1 ~~9826844~~0 ~~$205,155~~2 $Paid-Off Loans with Active Prepayment Flags that Did Not Have Penalties Remitted 0 0% ~~Awaiting~~1 ~~servicer's~~Aggregate ~~response~~Paid-Off ~~9828093~~Loans ~~$99,400~~Loans $with Active Prepayment Flags with Penalties Remitted 3 2~~,880~~ 1 Loans without Prepayment Flags or with Expired Flags with Penalties Remitted 0 0 0 Total Loans with Penalties Remitted 3 2 1 Total Loans with Penalties Remitted to the Total Paid-Off Loans 20.00% 4.76% 11.11% Penalties Remitted for loans with Active Prepayment Flags 75.00% 100.00% 25.00%

(page) SASCO 2007-WF2 Paid-Off Mortgages With Prepayment Flags Trustee Remittance Date: November 25, 2007

(page) SASCO 2007-WF2 Additional Funds Remitted Trustee Remittance Date: November 25, 2007

(page) Section Four Mortgage Insurance Report (page) SASCO 2007-WF2 Mortgage Insurance Claim Summary Mortgage Data Through: October 31, 2007 Claim Payment Breakdown

(page) Section Five Loss Analysis (page) SASCO 2007-WF2 Historical Monthly Losses Losses Through: October 31, 2007

Date Loan Loss Amount Loss Percentage 11/25/2007 $0.00 0.00% 10/25/2007 $0.00 0.00% 9/25/2007 $0.00 0.00% Totals: $0.00 0.00% * The loss percentage is a calculation of the total monthly loss a percentage of the original balance of the security.

(page)

~~FICO~~SASCO ~~Delinquency~~2007-WF2 ~~Percentage~~Loss ~~440~~Reconciliation ~~Current~~Report 0Trustee ~~450~~Remittance ~~Current~~Date: 0November ~~470~~25, ~~Current~~2007 0Remittance ~~480~~Statement ~~Current~~Summary ~~0.001~~11/25/2007 ~~480 Delinquent~~ $0~~.036~~ ~~490~~Loan-Level ~~Current~~Losses: $0~~.001~~ ~~500~~Subsequent ~~Current~~Losses: $0~~.006~~ ~~510~~Subsequent ~~Current~~Gains: $0~~.01~~ ~~520~~Monthly ~~Current~~Security Loss:$0~~.017~~ ~~530~~Losses ~~Current~~Remitted: $0~~.02~~ ~~530~~Difference: ~~Delinquent~~ $0~~.036~~ ~~530~~Loan ~~Paid~~Number ~~Off~~Loss ~~0.222~~Loan ~~540~~Number ~~Current~~Loss ~~0.024~~Loan ~~540~~Number ~~Delinquent~~Loss ~~0.071~~Category 550 Current 0.017 550 Delinquent 0.071 560 Current 0.029 560 Delinquent 0.036 570 Current 0.046 570 Delinquent 0.143 570 Paid Off 0.111 580 Current 0.057 580 Delinquent 0.036 580 Paid Off 0.222 590 Current 0.058 590 Delinquent 0.036 590 Paid Off 0.111 600 Current 0.06 600 Delinquent 0.107 610 Current 0.089 610 Delinquent 0.036 620 Current 0.095 620 Delinquent 0.071 630 Current 0.094 630 Delinquent 0.143 640 Current 0.085 650 Current 0.086 650 Delinquent 0.107 650 Paid Off 0.111 660 Current 0.071 660 Delinquent 0.071 660 Paid Off 0.111 670 Current 0.05 670 Paid Off 0.111 680 Current 0.035 690 Current 0.014 700 Current 0.01 710 Current 0.008 720 Current 0.005 730 Current 0.001 740 Current 0.003 750 Current 0.003 760 Current 0 770 Current 0.001 780 Current 0 790 Current 0.001 810 Current 0 Status # of Loans Average Std. Deviation Current 2,275 617 48.197 Delinquent 28 594 46.046 Paid Off 9 595 54.939 Total: ~~2,312~~$0

(page) Section Six Analytics (page) SASCO 2007-WF2 FICO Distribution by Status Mortgage Data Through: October 31, 2007

~~LTV~~FICO Delinquency Percentage 440 Delinquent 0.1016 450 Delinquent 0.016 470 Current 0 480 Current 0.~~004~~001 480 Delinquent 0.2016 490 Current 0 490 Paid Off 0.~~069~~015 500 Current 0.2005 500 Delinquent 0.~~071~~016 500 Paid Off 0.3015 510 Current 0.008 510 Delinquent 0.066 510 Paid Off 0.~~111~~015 520 Current 0.3017 520 Delinquent 0.016 520 Paid Off 0.015 530 Current 0.~~011~~02 530 Delinquent 0.4033 530 Paid Off 0.045 540 Current 0.024 540 Delinquent 0.033 540 Paid Off 0.03 550 Current 0.017 550 Paid Off 0.03 560 Current 0.03 560 Delinquent 0.033 560 Paid Off 0.015 570 Current 0.048 570 Delinquent 0.016 570 Paid Off 0.5076 580 Current 0.~~044~~058 580 Delinquent 0.6049 580 Paid Off 0.061 590 Current 0.06 590 Delinquent 0.~~107~~033 590 Paid Off 0.603 600 Current 0.~~075~~059 600 Delinquent 0.7115 600 Paid Off 0.~~222~~045 610 Current 0.7086 610 Delinquent 0.115 610 Paid Off 0.121 620 Current 0.~~138~~095 620 Delinquent 0.8066 620 Paid Off 0.~~556~~076 630 Current 0.8094 630 Delinquent 0.~~464~~098 630 Paid Off 0.8091 640 Current 0.~~275~~087 640 Delinquent 0.9033 640 Paid Off 0.~~111~~03 650 Current 0.9088 650 Paid Off 0.121 660 Current 0.072 660 Delinquent 0.~~071~~082 660 Paid Off 0.903 670 Current 0.~~236~~05 1670 Delinquent 0.~~286~~066 1670 Paid Off 0.03 680 Current 0.~~131~~033 680 Delinquent 0.066 680 Paid Off 0.061 690 Current 0.014 690 Delinquent 0.016 700 Current 0.01 710 Current 0.008 710 Paid Off 0.015 720 Current 0.005 730 Current 0.001 740 Current 0.003 750 Current 0.003 750 Paid Off 0.015 760 Current 0 770 Current 0.001 770 Paid Off 0.015 780 Current 0 790 Current 0.001 810 Current 0 Status # of Loans Average Std. Deviation Current 2,~~275~~185 ~~0.809~~617 047.~~163~~565 Delinquent 2861 ~~0.857~~599 060.1321 Paid Off 966 ~~0.725~~611 055.~~183~~814 Total: 2,312

(page) SASCO 2007-WF2 Loan-to-Value Distribution by Status Mortgage Data Through: October 31,2007

~~Balance~~LTV Delinquency Percentage ~~10000 Current~~ 0.~~008~~1 ~~20000~~ Current 0.~~019~~005 ~~30000 Current~~ 0.~~025~~2 ~~30000 Delinquent 0.036 40000~~ Current 0.~~027~~066 ~~50000 Current~~ 0.042 ~~50000~~ Delinquent 0.~~036~~131 ~~60000 Current~~ 0.~~047~~2 ~~70000~~Paid ~~Current~~Off 0.04076 ~~70000 Delinquent~~ 0.~~036~~3 ~~80000~~ Current 0.~~052~~011 ~~80000 Delinquent~~ 0.~~036~~3 ~~90000~~Paid ~~Current~~Off 0.~~039~~015 ~~90000 Delinquent~~ 0.~~036~~4 ~~100000~~ Current 0.05017 ~~110000 Current~~ 0.~~039~~5 ~~120000~~ Current 0.~~038~~044 ~~120000 Delinquent~~ 0.~~143~~5 ~~130000 Current 0.031 140000 Current 0.036 140000~~ Delinquent 0.~~107~~049 ~~150000 Current~~ 0.~~038~~5 ~~150000~~Paid ~~Delinquent~~Off 0.~~036~~015 ~~160000 Current~~ 0.~~033~~6 ~~160000 Delinquent 0.036 170000~~ Current 0.~~034~~076 ~~170000 Delinquent~~ 0.~~036~~6 ~~180000 Current 0.028 190000 Current 0.025 200000 Current 0.028 200000~~ Delinquent 0.~~107~~033 ~~210000 Current~~ 0.~~022~~6 ~~210000~~Paid ~~Delinquent~~Off 0.~~036~~076 ~~220000 Current~~ 0.~~021~~7 ~~230000~~ Current 0.~~016~~139 ~~240000 Current~~ 0.~~016~~7 ~~240000~~ Delinquent 0.~~036~~082 ~~250000 Current~~ 0.~~019~~7 ~~260000~~Paid ~~Current~~Off 0.~~011~~121 ~~270000 Current~~ 0.~~011~~8 ~~280000~~ Current 0.~~012~~275 ~~290000 Current~~ 0.~~008~~8 ~~300000 Current 0.011 310000 Current 0.01 320000 Current 0.011 330000 Current 0.008 340000 Current 0.007 350000 Current 0.006 360000 Current 0.007 360000~~ Delinquent 0.~~071~~295 ~~370000 Current~~ 0.~~004~~8 ~~380000~~Paid ~~Current~~Off 0.~~004~~364 ~~390000 Current~~ 0.~~004~~9 ~~400000~~ Current 0.~~004~~236 ~~410000 Current~~ 0.~~004~~9 ~~410000~~ Delinquent 0.~~036~~131 ~~420000 Current~~ 0.~~005~~9 ~~430000~~Paid ~~Current~~Off 0.~~004~~242 ~~430000~~1 ~~Delinquent 0.036 440000~~ Current 0.~~006~~13 ~~450000~~1 Current 0.004 460000 Current 0.007 470000 Current 0.004 480000 Current 0.006 490000 Current 0.004 500000 Current 0.006 510000 Current 0.004 520000 Current 0.005 530000 Current 0.003 540000 Current 0.003 550000 Current 0.003 560000 Current 0.004 570000 Current 0.002 570000 Delinquent 0.~~036~~279 ~~580000~~1 ~~Current~~Paid ~~0.002~~Off ~~590000 Current~~ 0.~~003~~091 ~~610000~~Status ~~Current~~# ~~0.002~~of ~~610000~~Loans ~~Delinquent~~Average 0Std.~~036~~ ~~620000~~Deviation Current ~~0.002~~2,185 ~~630000 Current~~ 0 ~~640000 Current 0~~.~~002~~807 ~~640000 Delinquent~~ 0.~~036~~164 650000 Current 0.001 660000 Current 0.001 670000 Current 0 680000 Current 0 690000 Current 0 700000 Current 0.001 710000 Current 0.001 720000 Current 0 740000 Current 0.002 750000 Current 0.002 760000 Current 0 770000 Current 0 790000 Current 0.001 800000 Current 0 810000 Current 0.001 820000 Current 0 820000 Delinquent ~~0.036~~61 ~~830000 Current~~ 0.~~001~~876 ~~840000 Current~~ 0.~~001~~144 ~~850000~~Paid ~~Current~~Off ~~0.001~~66 ~~870000 Current~~ 0 ~~880000 Current 0 990000 Current 0 1000000 Current 0~~.~~001~~811 ~~1040000 Current~~ 0 ~~1070000 Current 0 1080000 Current 0 1430000 Current 0 1570000 Current 0 1730000 Current 0 1940000 Current 0 1950000 Current 0 1970000 Current 0 Status # of Loans Average Std~~.138 ~~Deviation Current 2,275 196,067.06 178,118.82 Delinquent 28 248,756.14 202,315.96~~ Total: 2,~~303~~312

(page) SASCO 2007-WF2 Balance Distribution by Status Mortgage Data Through: October 31, 2007

~~Mortgage~~Balance ~~Type~~ Delinquency Percentage ~~Investment~~10000 ~~Home~~Current 0.007 10000 Delinquent 0.016 20000 Current 0.~~054~~019 ~~Investment~~30000 ~~Home~~Current 0.025 30000 Delinquent 0.~~143~~016 ~~Investment~~40000 ~~Home~~Current ~~Paid~~0.027 ~~Off~~40000 Delinquent 0.~~111~~033 ~~Primary~~50000 ~~Home~~Current 0.04 50000 Delinquent 0.066 60000 Current 0.~~921~~047 ~~Primary~~60000 ~~Home~~Delinquent 0.016 70000 Current 0.042 70000 Delinquent 0.~~821~~049 ~~Primary~~80000 ~~Home~~Current ~~Paid~~0.052 ~~Off~~80000 Delinquent 0.~~778~~049 ~~Second~~90000 ~~Home~~Current 0.039 90000 Delinquent 0.049 100000 Current 0.~~025~~049 ~~Second~~100000 ~~Home~~Delinquent 0.033 110000 Current 0.038 110000 Delinquent 0.049 120000 Current 0.036 ~~Second~~120000 ~~Home~~Delinquent ~~Paid~~0.049 ~~Off~~130000 Current 0.~~111~~033 ~~Mortgage~~130000 ~~Type~~Delinquent ~~Loan~~0.016 ~~Count~~140000 ~~Total~~Current ~~Balance~~0.035 ~~Avg~~140000 Delinquent 0.016 ~~Balance~~150000 ~~Std~~Current 0.04 ~~Deviation~~150000 ~~ARM~~Delinquent ~~1,507~~0.033 ~~334,900,568~~160000 Current 0.39034 ~~222,229~~160000 Delinquent 0.97016 ~~186,079~~170000 Current 0.03035 ~~Fixed~~170000 ~~805~~Delinquent ~~118~~0.033 180000 Current 0.028 180000 Delinquent 0.016 190000 Current 0.027 190000 Delinquent 0.016 200000 Current 0.027 200000 Delinquent 0.033 210000 Current 0.022 210000 Delinquent 0.033 220000 Current 0.021 220000 Delinquent 0.049 230000 Current 0.016 240000 Current 0.017 240000 Delinquent 0.016 250000 Current 0.019 260000 Current 0.011 260000 Delinquent 0.049 270000 Current 0.01 270000 Delinquent 0.016 280000 Current 0.013 280000 Delinquent 0.016 290000 Current 0.008 300000 Current 0.011 300000 Delinquent 0.016 310000 Current 0.011 320000 Current 0.011 320000 Delinquent 0.016 330000 Current 0.008 340000 Current 0.008 350000 Current 0.006 360000 Current 0.007 360000 Delinquent 0.016 370000 Current 0.004 380000 Current 0.004 380000 Delinquent 0.033 390000 Current 0.004 400000 Current 0.004 410000 Current 0.005 420000 Current 0.005 430000 Current 0.004 430000 Delinquent 0.016 440000 Current 0.006 450000 Current 0.003 460000 Current 0.006 460000 Delinquent 0.016 470000 Current 0.004 470000 Delinquent 0.016 480000 Current 0.006 490000 Current 0.003 500000 Current 0.005 500000 Delinquent 0.016 510000 Current 0.005 520000 Current 0.004 520000 Delinquent 0.016 530000 Current 0.003 540000 Current 0.003 550000 Current 0.003 560000 Current 0.004 570000 Current 0.002 570000 Delinquent 0.016 580000 Current 0.002 590000 Current 0.003 610000 Current 0.002 620000 Current 0.002 630000 Current 0 640000 Current 0.002 640000 Delinquent 0.016 650000 Current 0.001 660000 Current 0.001 670000 Current 0 680000 Current 0 690000 Current 0 700000 Current 0.002 710000 Current 0.001 720000 Current 0 740000 Current 0.002 750000 Current 0.001 760000 Current 0 770000 Current 0 790000 Current 0.001 800000 Current 0 810000 Current 0.001 820000 Current 0 820000 Delinquent 0.016 830000 Current 0.001 840000 Current 0.001 850000 Current 0.001 870000 Current 0 880000 Current 0 990000 Current 0 1000000 Current 0.001 1040000 Current 0 1070000 Current 0 1080000 Current 0 1420000 Current 0 1570000 Current 0 1730000 Current 0 1940000 Current 0 1970000 Current 0 Status # of Loans Average Std. Deviation Current 2,~~117~~185 195,~~156~~313.6292 ~~146~~175,~~729~~083.3900 ~~151~~Delinquent 61 206,~~844~~936.2762 166,887.16 Total: 2,~~312 453,017,725.01~~246

(page) SASCO 2007-WF2 Mortgage Type Distribution by Status Mortgage Data Through: October 31, 2007

Mortgage ~~Term~~Type Delinquency Percentage ~~180~~Investment Home Current 0.~~039~~052 ~~240~~Investment ~~Current~~Home Delinquent 0.~~001~~049 ~~360~~Investment Home Paid Off 0.167 Primary Home Current 0.96922 ~~360~~Primary Home Delinquent 10.951 ~~360~~Primary Home Paid Off 10.803 #Second ofHome ~~Loans~~Current ~~Other~~0.027 ~~120~~Second ~~180~~Home ~~240~~Paid ~~360~~Off 20.03 Mortgage Type Loan Count Total Balance Avg. Balance Std. Deviation ARM 1,~~312~~507 0325,061,483.02 0215,701.05 89187,138.49 3Fixed ~~2220~~805 114,322,566.99 142,015.61 138,807.26 Total: 2,312 439,384,050.01

(page) SASCO 2007-WF2 Mortgage Term Distribution by Status Mortgage Data Through: October 31, 2007

~~Origination~~Mortgage ~~Statistics~~Term ~~Current~~Delinquency ~~Loans Purpose Number~~ Percentage ~~Purpose~~180 ~~Number~~Current ~~Percentage Cash-out 1,077 46~~0.6%041 ~~Cash-out~~240 ~~1,066~~Current ~~46.9% refinance refinance Purchase 899 38.9% Purchase 882 38.8% Rate/term 262 11.3% Rate/term 257 11.3% refinance refinance Home 74 3.2% Home 70 3.1% Improvement Improvement Other~~ 0 0.0%001 ~~Other~~360 0Current 0.0%958 ~~Total~~360 ~~2,312 100% Total 2,275 100%~~ Delinquent ~~Loans~~1 360 Paid Off ~~Loans Purpose Number Percentage Purpose Number Percentage Cash-out 9 32.~~1% ~~Cash-out~~# 2of ~~22.2%~~Loans ~~refinance~~Other ~~refinance~~120 ~~Purchase~~180 13240 ~~46.4%~~360 ~~Purchase 4 44.4% Rate/term 3 10.7% Rate/term~~ 2,312 ~~22.2% refinance refinance Home 3 10.7% Home 1 11.1% Improvement Improvement Other~~ 0 0~~.0%~~ ~~Other~~89 03 ~~0.0% Total 28 100% Total 9 100%~~2220

(page) SASCO 2007-WF2 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 1,077 46.~~054~~6% ~~Investment~~Cash-out ~~Home~~1,023 ~~Delinquent~~46.8% 0refinance refinance Purchase 899 38.~~143~~9% ~~Investment~~Purchase ~~Home~~846 ~~Paid~~38.7% ~~Off~~Rate/term 0262 11.~~111~~3% ~~Primary~~Rate/term 246 11.3% refinance refinance Home ~~Current~~74 03.~~921~~2% ~~Primary~~ Home ~~Delinquent~~70 03.~~821~~2% ~~Primary~~Improvement ~~Home~~Improvement ~~Paid~~Other ~~Off~~0 0.~~778~~0% ~~Second~~Other ~~Home~~0 ~~Current~~ 0.~~025~~0% ~~Second~~Total ~~Home~~2,312 ~~Delinquent~~100% ~~0.036~~Total ~~Second~~2,185 ~~Home~~100% Delinquent Loans Paid Off 0Loans Purpose Number Percentage Purpose Number Percentage Cash-out 27 44.~~111~~3% ~~Title~~Cash-out #27 of40.9% ~~Loans~~refinance ~~Investment~~refinance ~~Home~~Purchase ~~127~~26 ~~Primary~~42.6% Purchase 27 40.9% Rate/term 8 13.1% Rate/term 8 12.1% refinance refinance Home ~~2,125~~0 ~~Second~~0.0% Home 604 6.1% Improvement Improvement Other 0 0.0% Other 0 0.0% Total: ~~2,312~~61 100% Total 66 100%

(page) SASCO 2007-WF1 Ownership Distribution by Status Mortgage Data Through: October 31, 2007

~~AsOfDate~~Ownership 30Type ~~Days~~Delinquency 60Percentage ~~Days~~Investment 90Home ~~Days~~Current ~~Foreclosure~~0.052 ~~REO~~Investment ~~8/31/2007~~Home ~~6965172~~Delinquent 0.05049 Investment Home Paid Off 0.167 Primary Home Current 0.922 Primary Home Delinquent 0.951 Primary Home Paid Off 0.803 Second Home Current 0.027 Second Home Paid Off 0.03 Title # of Loans Investment Home 127 Primary Home 2,125 Second Home 60 Total: 2,312

(page) SASCO 2007-WF1 Delinquent Balance Over Time Mortgage Data Through: October 31, 2007

AsOfDate 30 Days 60 Days 90 Days Foreclosure REO 8/31/2007 286965172.05 0 0 0 0 9/30/2007 5065478.37 1940402.86 0 0 0 10/31/2007 7182821.25 3703804.47 45950.34 1690557.69 0

(page) SASCO 2007-WF1 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 8/31/2007 28 0 0 0 0 9/2530/2007 ~~4.47%~~26 11 0 0 0 10/31/2007 35 16 1 9 0

(page) SASCO 2007-WF1 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 ~~4.06~~11/25/2007 ~~$0 0~~6.0085% ~~0.00%~~9/30/2007 010/25/2007 24.0892% 0%8/31/2007 ~~Averages:~~9/25/2007 4.~~06 $0 0.00~~47% ~~0.00% 0.08% 0%~~

(page) SASCO 2007-WF1 Historical SDA Performance Mortgage Data Through: October 31, 2007

Filing Compare · Structured Asset Securities CORP Mortgage Loan Trust 2007-WF2