10-D 1 sac07wf1_10d-200706.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 FORM 10-D ASSET-BACKED ISSUER DISTRIBUTION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 For the monthly distribution period from: May 02, 2007 to June 01, 2007 Commission File Number of issuing entity: 333-133985-56 Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-133985 Structured Asset Securities Corporation (Exact name of depositor as specified in its charter) Lehman Brothers Holdings Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) Not Applicable (I.R.S. Employer Identification No.) 745 Seventh Avenue New York, NY 10019 (Address of principal executive offices of the issuing entity) (Zip Code) (212) 526-7000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A1 _____ _____ __X___ ____________ A2 _____ _____ __X___ ____________ A3 _____ _____ __X___ ____________ A4 _____ _____ __X___ ____________ A5 _____ _____ __X___ ____________ A6 _____ _____ __X___ ____________ M1 _____ _____ __X___ ____________ M2 _____ _____ __X___ ____________ M3 _____ _____ __X___ ____________ M4 _____ _____ __X___ ____________ M5 _____ _____ __X___ ____________ M6 _____ _____ __X___ ____________ M7 _____ _____ __X___ ____________ M8 _____ _____ __X___ ____________ M9 _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On June 25, 2007 a distribution was made to holders of Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF1. 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-WF1, relating to the June 25, 2007 distribution. (99.2) Clayton Credit Risk Management Report (b) The exhibits required to be filed by the Registrant pursuant to this Form are listed above and in the Exhibit Index that immediately follows the signature page hereof. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF1 (Issuing Entity) Aurora Loan Services LLC (Master Servicer) /s/ Michele Olds Michele Olds, Vice President Servicer Oversight Date: June 28, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF1, relating to the June 25, 2007 distribution. EX-99.2 Clayton Credit Risk Management Report EX-99.1 Structured Asset Securities Corporation Mortgage Pass-Through Certificates Distribution Date: 6/25/2007 Structured Asset Securities Corporation Mortgage Pass-Through Certificates Series 2007-WF1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance A1 86358BAA0 0506/2422/2007 5.53000% ~~198~~195,~~055~~454,~~513~~240.2998 ~~912~~930,~~705~~742.8224 A2 86358BAB8 0506/2422/2007 5.41000% ~~166~~161,~~692~~883,~~564~~761.5523 ~~751~~754,~~505~~153.6549 A3 86358BAC6 0506/2422/2007 5.48000% 28,807,000.00 ~~131~~135,~~551~~937.9703 A4 86358BAD4 0506/2422/2007 5.52000% 68,527,000.00 ~~315~~325,~~224~~731.2067 A5 86358BAE2 0506/2422/2007 5.63000% 27,452,000.00 ~~128~~133,~~795~~088.6382 A6 86358BAT9 0506/2422/2007 5.53000% ~~198~~195,~~054~~453,~~519~~260.3005 ~~912~~930,~~701~~737.2457 M1 86358BAF9 0506/2422/2007 5.76000% 31,373,000.00 ~~150~~155,~~590~~610.4008 M2 86358BAG7 0506/2422/2007 5.81000% 19,926,000.00 9699,~~475~~690.0589 M3 86358BAH5 0506/2422/2007 5.99000% 13,567,000.00 6769,~~721~~979.9434 M4 86358BAJ1 0506/2422/2007 6.32000% 13,143,000.00 6971,~~219~~527.8013 M5 86358BAK8 0506/2422/2007 6.47000% 12,719,000.00 6870,~~576~~862.6150 M6 86358BAL6 0506/2422/2007 6.82000% 9,327,000.00 5354,~~008~~775.4540 M7 86358BAM4 0506/2422/2007 7.82000% 8,903,000.00 5859,~~017~~951.8881 M8 86358BAN2 0506/2422/2007 7.82000% 8,479,000.00 5557,~~254~~096.8264 M9 86358BAP7 0506/2422/2007 7.82000% 6,360,000.00 4142,~~446~~827.0053 B1 86358BAQ5 0506/2422/2007 7.82000% 5,935,000.00 3839,~~676~~965.4263 B2 86358BAR3 0506/2422/2007 7.82000% 5,088,000.00 3334,~~156~~262.8003 B3 86358BAS1 0506/2422/2007 7.82000% 8,478,000.00 5557,~~248~~089.3091 X SAS07WF1X 0405/3031/2007 0.00000% 12,295,070.01 1,~~748~~598,~~632~~917.8014 P SAS07WF1P 0405/3031/2007 0.00000% 100.00 47,~~626~~968.7235 R SAS07WF1R 0405/3031/2007 0.00000% 0.00 0.00 LT-R SA7WF1LTR 0405/3031/2007 0.00000% 0.00 0.00 Totals ~~843~~833,~~181~~170,~~767~~432.1527 5,~~736~~670,~~136~~915.5020

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A1 21,~~601~~648,~~272~~139.3165 0.00 ~~195~~193,~~454~~806,~~240~~101.9833 32,~~513~~578,~~978~~881.1389 0.00 A2 4,~~808~~701,~~803~~500.3270 0.00 ~~161~~157,~~883~~182,~~761~~260.2353 5,~~560~~455,~~308~~654.9719 0.00 A3 0.00 0.00 28,807,000.00 ~~131~~135,~~551~~937.9703 0.00 A4 0.00 0.00 68,527,000.00 ~~315~~325,~~224~~731.2067 0.00 A5 0.00 0.00 27,452,000.00 ~~128~~133,~~795~~088.6382 0.00 A6 21,~~601~~648,~~259~~131.2538 0.00 ~~195~~193,~~453~~805,~~260~~128.0567 32,~~513~~578,~~960~~868.4995 0.00 M1 0.00 0.00 31,373,000.00 ~~150~~155,~~590~~610.4008 0.00 M2 0.00 0.00 19,926,000.00 9699,~~475~~690.0589 0.00 M3 0.00 0.00 13,567,000.00 6769,~~721~~979.9434 0.00 M4 0.00 0.00 13,143,000.00 6971,~~219~~527.8013 0.00 M5 0.00 0.00 12,719,000.00 6870,~~576~~862.6150 0.00 M6 0.00 0.00 9,327,000.00 5354,~~008~~775.4540 0.00 M7 0.00 0.00 8,903,000.00 5859,~~017~~951.8881 0.00 M8 0.00 0.00 8,479,000.00 5557,~~254~~096.8264 0.00 M9 0.00 0.00 6,360,000.00 4142,~~446~~827.0053 0.00 B1 0.00 0.00 5,935,000.00 3839,~~676~~965.4263 0.00 B2 0.00 0.00 5,088,000.00 3334,~~156~~262.8003 0.00 B3 0.00 0.00 8,478,000.00 5557,~~248~~089.3091 0.00 X 0.00 0.00 12,295,070.01 1,~~748~~598,~~632~~917.8014 0.00 P 0.00 0.00 100.00 47,~~626~~968.7235 0.00 R 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 107,~~011~~997,~~334~~771.8873 0.00 ~~833~~825,~~170~~172,~~432~~660.2754 1513,~~747~~668,~~471~~686.3893 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 ~~Realized~~ Face Certificate Principal Principal ~~Loss~~ Amount Balance Distribution Distribution A1 199,253,000.00 ~~198~~195,~~055~~454,~~513~~240.2998 0.00 21,~~601~~648,~~272~~139.3165 0.00 ~~0.00~~ A2 169,041,000.00 ~~166~~161,~~692~~883,~~564~~761.5523 0.00 4,~~808~~701,~~803~~500.3270 0.00 ~~0.00~~ A3 28,807,000.00 28,807,000.00 0.00 0.00 0.00 ~~0.00~~ A4 68,527,000.00 68,527,000.00 0.00 0.00 0.00 ~~0.00~~ A5 27,452,000.00 27,452,000.00 0.00 0.00 0.00 ~~0.00~~ A6 199,252,000.00 ~~198~~195,~~054~~453,~~519~~260.3005 0.00 21,~~601~~648,~~259~~131.2538 0.00 ~~0.00~~ M1 31,373,000.00 31,373,000.00 0.00 0.00 0.00 ~~0.00~~ M2 19,926,000.00 19,926,000.00 0.00 0.00 0.00 ~~0.00~~ M3 13,567,000.00 13,567,000.00 0.00 0.00 0.00 ~~0.00~~ M4 13,143,000.00 13,143,000.00 0.00 0.00 0.00 ~~0.00~~ M5 12,719,000.00 12,719,000.00 0.00 0.00 0.00 ~~0.00~~ M6 9,327,000.00 9,327,000.00 0.00 0.00 0.00 ~~0.00~~ M7 8,903,000.00 8,903,000.00 0.00 0.00 0.00 ~~0.00~~ M8 8,479,000.00 8,479,000.00 0.00 0.00 0.00 ~~0.00~~ M9 6,360,000.00 6,360,000.00 0.00 0.00 0.00 ~~0.00~~ B1 5,935,000.00 5,935,000.00 0.00 0.00 0.00 ~~0.00~~ B2 5,088,000.00 5,088,000.00 0.00 0.00 0.00 ~~0.00~~ B3 8,478,000.00 8,478,000.00 0.00 0.00 0.00 ~~0.00~~ X 12,295,070.01 12,295,070.01 0.00 0.00 0.00 ~~0.00~~ P 100.00 100.00 0.00 0.00 0.00 ~~0.00~~ R 0.00 0.00 0.00 0.00 0.00 ~~0.00~~ LT-R 0.00 0.00 0.00 0.00 0.00 ~~0.00~~ Totals 847,925,170.01 ~~843~~833,~~181~~170,~~767~~432.1527 0.00 107,~~011~~997,~~334~~771.8873 0.00 ~~0.00~~

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 20.00 1,~~601~~648,~~272~~139.3165 ~~195~~193,~~454~~806,~~240~~101.9833 0.~~98093500~~97266340 21,~~601~~648,~~272~~139.3165 A2 0.00 4,~~808~~701,~~803~~500.3270 ~~161~~157,~~883~~182,~~761~~260.2353 0.~~95765975~~92984696 4,~~808~~701,~~803~~500.3270 A3 0.00 0.00 28,807,000.00 1.00000000 0.00 A4 0.00 0.00 68,527,000.00 1.00000000 0.00 A5 0.00 0.00 27,452,000.00 1.00000000 0.00 A6 20.00 1,~~601~~648,~~259~~131.2538 ~~195~~193,~~453~~805,~~260~~128.0567 0.~~98093500~~97266340 21,~~601~~648,~~259~~131.2538 M1 0.00 0.00 31,373,000.00 1.00000000 0.00 M2 0.00 0.00 19,926,000.00 1.00000000 0.00 M3 0.00 0.00 13,567,000.00 1.00000000 0.00 M4 0.00 0.00 13,143,000.00 1.00000000 0.00 M5 0.00 0.00 12,719,000.00 1.00000000 0.00 M6 0.00 0.00 9,327,000.00 1.00000000 0.00 M7 0.00 0.00 8,903,000.00 1.00000000 0.00 M8 0.00 0.00 8,479,000.00 1.00000000 0.00 M9 0.00 0.00 6,360,000.00 1.00000000 0.00 B1 0.00 0.00 5,935,000.00 1.00000000 0.00 B2 0.00 0.00 5,088,000.00 1.00000000 0.00 B3 0.00 0.00 8,478,000.00 1.00000000 0.00 X 0.00 0.00 12,295,070.01 1.00000000 0.00 P 0.00 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00 0.00000000 0.00 LT-R 0.00 0.00 0.00 0.00000000 0.00 Totals 10$0.00 7,~~011~~997,~~334~~771.8873 ~~833~~825,~~170~~172,~~432~~660.2754 0.~~98259901~~97316684 107,~~011~~997,~~334~~771.8873

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A1 199,253,000.00 ~~993~~980.~~99011955~~93499711 0.00000000 138.~~05512243~~27159265 0.00000000 A2 169,041,000.00 ~~986~~957.~~10730267~~65974663 0.00000000 2827.~~44755604~~81278329 0.00000000 A3 28,807,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A4 68,527,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A5 27,452,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A6 199,252,000.00 ~~993~~980.~~99011955~~93499714 0.00000000 138.~~05512241~~27159266 0.00000000 M1 31,373,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 19,926,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 13,567,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 13,143,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 12,719,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 9,327,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 8,903,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 8,479,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M9 6,360,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B1 5,935,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B2 5,088,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B3 8,478,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 12,295,070.01 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 0.00000000 138.~~05512243~~27159265 ~~980~~972.~~93499711~~66340447 0.~~98093500~~97266340 138.~~05512243~~27159265 A2 0.00000000 2827.~~44755604~~81278329 ~~957~~929.~~65974663~~84696334 0.~~95765975~~92984696 2827.~~44755604~~81278329 A3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A6 0.00000000 138.~~05512241~~27159266 ~~980~~972.~~93499714~~66340448 0.~~98093500~~97266340 138.~~05512241~~27159266 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 B3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: All classes per $1,000 denomination.

Interest Distribution Statement Class Accrual Accrual Current Beginning Current Payment of Dates Days Certificate Certificate/ Accrued Unpaid Interest Rate Notional Interest Shortfall (1) Balance A1 0405/25/07 - 0506/24/07 3031 5.53000% ~~198~~195,~~055~~454,~~513~~240.2998 ~~912~~930,~~705~~742.8224 0.00 A2 0405/25/07 - 0506/24/07 3031 5.41000% ~~166~~161,~~692~~883,~~564~~761.5523 ~~751~~754,~~505~~153.6549 0.00 A3 0405/25/07 - 0506/24/07 3031 5.48000% 28,807,000.00 ~~131~~135,~~551~~937.9703 0.00 A4 0405/25/07 - 0506/24/07 3031 5.52000% 68,527,000.00 ~~315~~325,~~224~~731.2067 0.00 A5 0405/25/07 - 0506/24/07 3031 5.63000% 27,452,000.00 ~~128~~133,~~795~~088.6382 0.00 A6 0405/25/07 - 0506/24/07 3031 5.53000% ~~198~~195,~~054~~453,~~519~~260.3005 ~~912~~930,~~701~~737.2457 0.00 M1 0405/25/07 - 0506/24/07 3031 5.76000% 31,373,000.00 ~~150~~155,~~590~~610.4008 0.00 M2 0405/25/07 - 0506/24/07 3031 5.81000% 19,926,000.00 9699,~~475~~690.0589 0.00 M3 0405/25/07 - 0506/24/07 3031 5.99000% 13,567,000.00 6769,~~721~~979.9434 0.00 M4 0405/25/07 - 0506/24/07 3031 6.32000% 13,143,000.00 6971,~~219~~527.8013 0.00 M5 0405/25/07 - 0506/24/07 3031 6.47000% 12,719,000.00 6870,~~576~~862.6150 0.00 M6 0405/25/07 - 0506/24/07 3031 6.82000% 9,327,000.00 5354,~~008~~775.4540 0.00 M7 0405/25/07 - 0506/24/07 3031 7.82000% 8,903,000.00 5859,~~017~~951.8881 0172.0054 M8 0405/25/07 - 0506/24/07 3031 7.82000% 8,479,000.00 5557,~~254~~096.8264 0164.0032 M9 0405/25/07 - 0506/24/07 3031 7.82000% 6,360,000.00 4142,~~446~~827.0053 0123.0026 B1 0405/25/07 - 0506/24/07 3031 7.82000% 5,935,000.00 3839,~~676~~965.4263 0115.0002 B2 0405/25/07 - 0506/24/07 3031 7.82000% 5,088,000.00 3334,~~156~~262.8003 098.0060 B3 0405/25/07 - 0506/24/07 3031 7.82000% 8,478,000.00 5557,~~248~~089.3091 0164.0030 X N/A N/A 0.00000% ~~843~~833,~~181~~170,~~767~~432.1527 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 LT-R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 34,~~939~~024,~~876~~029.9871 0838.0004

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 ~~912~~930,~~705~~742.8224 0.00 ~~195~~193,~~454~~806,~~240~~101.9833 A2 0.00 0.00 ~~751~~754,~~505~~153.6549 0.00 ~~161~~157,~~883~~182,~~761~~260.2353 A3 0.00 0.00 ~~131~~135,~~551~~937.9703 0.00 28,807,000.00 A4 0.00 0.00 ~~315~~325,~~224~~731.2067 0.00 68,527,000.00 A5 0.00 0.00 ~~128~~133,~~795~~088.6382 0.00 27,452,000.00 A6 0.00 0.00 ~~912~~930,~~701~~737.2457 0.00 ~~195~~193,~~453~~805,~~260~~128.0567 M1 0.00 0.00 ~~150~~155,~~590~~610.4008 0.00 31,373,000.00 M2 0.00 0.00 9699,~~475~~690.0589 0.00 19,926,000.00 M3 0.00 0.00 6769,~~721~~979.9434 0.00 13,567,000.00 M4 0.00 0.00 6971,~~219~~527.8013 0.00 13,143,000.00 M5 0.00 0.00 6870,~~576~~862.6150 0.00 12,719,000.00 M6 0.00 0.00 5354,~~008~~775.4540 0.00 9,327,000.00 M7 0172.0054 0.00 5859,~~017~~951.8881 0.00 8,903,000.00 M8 0164.0032 0.00 5557,~~254~~096.8264 0.00 8,479,000.00 M9 0123.0026 0.00 4142,~~446~~827.0053 0.00 6,360,000.00 B1 0115.0002 0.00 3839,~~676~~965.4263 0.00 5,935,000.00 B2 098.0060 0.00 3334,~~156~~262.8003 0.00 5,088,000.00 B3 0164.0030 0.00 5557,~~248~~089.3091 0.00 8,478,000.00 X 0.00 0.00 1,~~748~~598,~~632~~917.8014 0.00 ~~833~~825,~~170~~172,~~432~~660.2754 P 0.00 0.00 47,~~626~~968.7235 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 0838.0004 0.00 5,~~736~~670,~~136~~915.5020 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 199,253,000.00 5.53000% ~~993~~980.~~99011955~~93499711 4.~~58063778~~67115798 0.00000000 A2 169,041,000.00 5.41000% ~~986~~957.~~10730267~~65974663 4.~~44570045~~46136434 0.00000000 A3 28,807,000.00 5.48000% 1000.00000000 4.~~56666678~~71888881 0.00000000 A4 68,527,000.00 5.52000% 1000.00000000 4.~~60000000~~75333328 0.00000000 A5 27,452,000.00 5.63000% 1000.00000000 4.~~69166655~~84805552 0.00000000 A6 199,252,000.00 5.53000% ~~993~~980.~~99011955~~93499714 4.~~58063779~~67115798 0.00000000 M1 31,373,000.00 5.76000% 1000.00000000 4.~~80000000~~96000000 0.00000000 M2 19,926,000.00 5.81000% 1000.00000000 45.~~84166667~~00305581 0.00000000 M3 13,567,000.00 5.99000% 1000.00000000 45.~~99166654~~15805558 0.00000000 M4 13,143,000.00 6.32000% 1000.00000000 5.~~26666667~~44222248 0.00000000 M5 12,719,000.00 6.47000% 1000.00000000 5.~~39166680~~57138926 0.00000000 M6 9,327,000.00 6.82000% 1000.00000000 5.~~68333333~~87277796 0.00000000 M7 8,903,000.00 7.82000% 1000.00000000 6.~~51666629~~73388858 0.~~00000000~~01937998 M8 8,479,000.00 7.82000% 1000.00000000 6.~~51666706~~73388843 0.~~00000000~~01937964 M9 6,360,000.00 7.82000% 1000.00000000 6.~~51666667~~73388836 0.~~00000000~~01938050 B1 5,935,000.00 7.82000% 1000.00000000 6.~~51666723~~73388880 0.~~00000000~~01937995 B2 5,088,000.00 7.82000% 1000.00000000 6.~~51666667~~73388954 0.~~00000000~~01937893 B3 8,478,000.00 7.82000% 1000.00000000 6.~~51666667~~73388889 0.~~00000000~~01937957 X 12,295,070.01 0.00000% ~~68578~~67764.~~85042250~~59439372 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 LT-R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A1 0.00000000 0.00000000 4.~~58063778~~67115798 0.00000000 ~~980~~972.~~93499711~~66340447 A2 0.00000000 0.00000000 4.~~44570045~~46136434 0.00000000 ~~957~~929.~~65974663~~84696334 A3 0.00000000 0.00000000 4.~~56666678~~71888881 0.00000000 1000.00000000 A4 0.00000000 0.00000000 4.~~60000000~~75333328 0.00000000 1000.00000000 A5 0.00000000 0.00000000 4.~~69166655~~84805552 0.00000000 1000.00000000 A6 0.00000000 0.00000000 4.~~58063779~~67115798 0.00000000 ~~980~~972.~~93499714~~66340448 M1 0.00000000 0.00000000 4.~~80000000~~96000000 0.00000000 1000.00000000 M2 0.00000000 0.00000000 45.~~84166667~~00305581 0.00000000 1000.00000000 M3 0.00000000 0.00000000 45.~~99166654~~15805558 0.00000000 1000.00000000 M4 0.00000000 0.00000000 5.~~26666667~~44222248 0.00000000 1000.00000000 M5 0.00000000 0.00000000 5.~~39166680~~57138926 0.00000000 1000.00000000 M6 0.00000000 0.00000000 5.~~68333333~~87277796 0.00000000 1000.00000000 M7 0.~~00000000~~01937998 0.00000000 6.~~51666629~~73388858 0.00000000 1000.00000000 M8 0.~~00000000~~01937964 0.00000000 6.~~51666706~~73388843 0.00000000 1000.00000000 M9 0.~~00000000~~01938050 0.00000000 6.~~51666667~~73388836 0.00000000 1000.00000000 B1 0.~~00000000~~01937995 0.00000000 6.~~51666723~~73388880 0.00000000 1000.00000000 B2 0.~~00000000~~01937893 0.00000000 6.~~51666667~~73388954 0.00000000 1000.00000000 B3 0.~~00000000~~01937957 0.00000000 6.~~51666667~~73388889 0.00000000 1000.00000000 X 0.00000000 0.00000000 ~~142~~130.~~22227271~~04538719 0.00000000 ~~67764~~67114.~~59439372~~10832707 P 0.00000000 0.00000000 ~~476267~~479683.~~20000000~~50000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable. NOTE: All classes per $1,000 denomination.

Certificateholder Account Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 1612,~~124~~455,~~860~~554.7639 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 01,545,572.0092 Servicer Advances 0.00 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 47,~~626~~968.7235 Swap/Cap Payments 0.00 Total Deposits 1614,~~172~~049,~~487~~095.4866 Withdrawals Swap Payments 6727,~~366~~005.5061 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~357~~353,~~649~~403.6012 Payment of Interest and Principal 1513,~~747~~668,~~471~~686.3893 Total Withdrawals (Pool Distribution Amount) 1614,~~172~~049,~~487~~095.4866 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~351~~347,~~325~~154.7434 Credit Risk Manager's Fee - Clayton Fixed Income Svc.. 6,~~323~~248.8678 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~357~~353,~~649~~403.6012 *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 0838.0005 0838.0005 1,000.00 Interest Rate Cap Account 1,000.00 0.00 0.00 1,000.00 Swap Account 1,000.00 0.00 0.00 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Interest Rate Cap Agreement- Swiss Re Financial 0.00 0.00 0.00 Swap Agreement - Swiss Re Financial 3,~~583~~591,~~897~~746.8087 3,~~651~~618,~~264~~752.3048 (6727,~~366~~005.5061)

Collateral Statement Group 1(A) 1(B) Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 9.~~032359~~031155 8.~~472490~~469895 Weighted Average Net Rate 8.~~532359~~531155 7.~~972490~~969895 Weighted Average Pass-Through Rate 8.~~532359~~531155 7.~~972490~~969895 Weighted Average Remaining Term ~~325~~324 ~~356~~355 Principal And Interest Constant ~~941~~933,~~114~~629.2654 2,~~818~~787,~~526~~192.4596 Beginning Loan Count 1,~~189~~183 2,~~511~~486 Loans Paid in Full 612 2516 Ending Loan Count 1,~~183~~171 2,~~486~~470 Beginning Scheduled Balance ~~115~~114,~~808~~837,~~912~~417.5457 ~~369~~365,~~860~~628,~~005~~969.6102 Ending Scheduled Balance 114,~~837~~031,~~417~~365.5766 ~~365~~363,~~628~~138,~~969~~749.0290 Actual Ending Collateral Balance 114,~~895~~092,~~934~~610.1106 ~~365~~363,~~815~~333,~~947~~536.5763 Scheduled Principal 69,~~424~~367.5140 ~~207~~206,~~163~~493.7873 Unscheduled Principal ~~902~~736,~~070~~684.4651 42,~~023~~283,~~872~~725.8139 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~871~~864,~~689~~262.7514 2,~~611~~580,~~362~~699.6723 Servicing Fees 4847,~~253~~848.7192 ~~154~~152,~~108~~345.3440 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 ~~823~~816,~~436~~413.0422 2,~~457~~428,~~254~~353.3383 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 83,~~913~~506.0052 2114,~~490~~255.7262 Prepayment Penalty Paid Count 24 75 Special Servicing Fee 0.00 0.00

Collateral Statement Group 2(A) 2(B) Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 9.~~459504~~501706 8.~~429772~~422229 Weighted Average Net Rate 89.~~959504~~001706 7.~~929772~~922229 Weighted Average Pass-Through Rate 89.~~959504~~001706 7.~~929772~~922229 Weighted Average Remaining Term ~~330~~329 ~~356~~355 Principal And Interest Constant ~~457~~452,~~021~~542.6009 2,~~270~~240,~~697~~177.0147 Beginning Loan Count ~~571~~570 1,~~361~~343 Loans Paid in Full 12 18 Ending Loan Count ~~570~~568 1,~~343~~325 Beginning Scheduled Balance 5453,~~509~~717,~~417~~020.5932 ~~303~~298,~~003~~987,~~431~~025.4136 Ending Scheduled Balance 53,~~717~~560,~~020~~202.3263 ~~298~~294,~~987~~442,~~025~~342.3635 Actual Ending Collateral Balance 53,~~740~~583,~~979~~942.7158 ~~299~~294,~~119~~581,~~556~~170.1641 Scheduled Principal 27,~~328~~205.2098 ~~142~~141,~~155~~729.4283 Unscheduled Principal ~~765~~129,~~069~~611.0771 34,~~874~~402,~~250~~953.6318 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~429~~425,~~693~~336.4011 2,~~128~~098,~~541~~447.5964 Servicing Fees 22,~~712~~382.2609 ~~126~~124,~~251~~577.4393 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 ~~406~~402,~~981~~954.1402 21,~~002~~973,~~290~~869.1671 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 1730,~~223~~206.0021 Prepayment Penalty Paid Count 0 75 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~597844~~596673 Weighted Average Net Rate 8.~~097844~~096673 Weighted Average Pass-Through Rate 8.~~097844~~096673 Weighted Average Remaining Term ~~350~~349 Principal And Interest Constant 6,~~487~~413,~~359~~542.3206 Beginning Loan Count 5,~~632~~582 Loans Paid in Full 5048 Ending Loan Count 5,~~582~~534 Beginning Scheduled Balance ~~843~~833,~~181~~170,~~767~~432.1527 Ending Scheduled Balance ~~833~~825,~~170~~172,~~432~~660.2754 Actual Ending Collateral Balance ~~833~~825,~~572~~591,~~417~~259.5568 Scheduled Principal ~~446~~444,~~071~~796.9194 Unscheduled Principal 97,~~565~~552,~~262~~974.9779 Negative Amortized Principal 0.00 Scheduled Interest 65,~~041~~968,~~287~~745.4112 Servicing Fees ~~351~~347,~~325~~154.7434 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 5,~~689~~621,~~961~~590.6778 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 47,~~626~~968.7235 Prepayment Penalty Paid Count 1614 Special Servicing Fee 0.00

Additional Reporting - Deal Level Cash Reporting Monthly Excess Cashflow 1,~~609~~537,~~027~~896.8486 Net Swap Payment- SWISS RE FINANCIAL -6727,~~366~~005.5062 Prepayment Premiums 47,~~626~~968.7235 FPD Premium 7234,~~238~~852.4671 Informational Reporting LIBOR 5.320000% Pool 1 Net Funds Cap 87.~~010117~~804396% Pool 2 Net Funds Cap 7.~~990899~~788134% Senior Enhancement % 18.~~674831~~855832% Subordinate Net Funds Cap 87.~~001961~~797494% Structural Reporting Overcollateralization Amount 12,295,170.01 Overcollateralization Deficiency 0.00 Overcollateralization Floor 4,239,625.85 Targeted Overcollateralization Amount 12,295,170.01 Trigger Event Reporting Initial Optional Termination Date NO Stepdown Date NO Trigger Event NO Delinquency Event Trigger Result Pass Threshold Value 7.~~843429~~919449% Calculated Value 0.~~142144~~360022% Cumulative Loss Trigger Trigger Result Pass Threshold Value 1.300000% 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 38 0 0 38 ~~292~~1,~~523~~307,887.3860 0.00 0.00 ~~292~~1,~~523~~307,887.3860 30 Days 6485 0 0 0 6485 912,~~755~~672,~~988~~604.5995 0.00 0.00 0.00 912,~~755~~672,~~988~~604.5995 60 Days 416 0 023 0 439 ~~738~~2,~~961~~412,038.5439 0.00 03,281,003.0032 0.00 ~~738~~5,~~961~~693,041.5471 90 Days 20 0 31 0 51 ~~447,400~~0.00 0.00 ~~610~~223,~~680~~163.0064 0.00 1223,~~058,080~~163.0064 120 Days 02 0 01 0 03 0447,400.00 0.00 0217,080.00 0.00 0664,480.00 150 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 70103 38 325 0 76136 1015,~~942~~532,~~350~~043.1334 ~~292~~1,~~523~~307,887.3860 ~~610~~3,~~680~~721,246.0096 0.00 1120,~~845~~561,~~553~~177.5190 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.~~053744~~144561% 0.000000% 0.000000% 0.~~053744~~144561% 0.~~035093~~158418% 0.000000% 0.000000% 0.~~035093~~158418% 30 Days 1.~~146542~~535960% 0.000000% 0.000000% 0.000000% 1.~~146542~~535960% 1.~~170383~~534973% 0.000000% 0.000000% 0.000000% 1.~~170383~~534973% 60 Days 0.~~071659~~289122% 0.000000% 0.~~000000~~415613% 0.000000% 0.~~071659~~704734% 0.~~088650~~292159% 0.000000% 0.~~000000~~397413% 0.000000% 0.~~088650~~689571% 90 Days 0.~~035829~~000000% 0.000000% 0.~~053744~~018070% 0.000000% 0.~~089574~~018070% 0.~~053673~~000000% 0.000000% 0.~~073261~~027031% 0.000000% 0.~~126933~~027031% 120 Days 0.~~000000~~036140% 0.000000% 0.~~000000~~018070% 0.000000% 0.~~000000~~054210% 0.~~000000~~054191% 0.000000% 0.~~000000~~026294% 0.000000% 0.~~000000~~080485% 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 1.~~254031~~861222% 0.~~053744~~144561% 0.~~053744~~451753% 0.000000% 12.~~361519~~457535% 1.~~312705~~881324% 0.~~035093~~158418% 0.~~073261~~450737% 0.000000% 12.~~421059~~490479% 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 ~~326~~401,~~446~~809.4386

Delinquency Status By Group 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 01 0 0 01 0189,320.0076 0.00 0.00 0189,320.0076 30 Days 78 0 0 0 78 ~~553~~1,~~265~~026,056.7961 0.00 0.00 0.00 ~~553~~1,~~265~~026,056.7961 60 Days 02 0 02 0 04 0138,559.0072 0.00 0145,153.0064 0.00 0283,713.0036 90 Days 10 0 10 0 20 ~~303,000~~0.00 0.00 ~~33,600~~0.00 0.00 ~~336,600~~0.00 120 Days 01 0 0 0 01 0303,000.00 0.00 0.00 0.00 0303,000.00 150 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 811 0 1 2 0 914 ~~856~~1,~~265~~467,616.7933 0189,320.0076 33145,~~600~~153.0064 0.00 ~~889~~1,~~865~~802,090.7973 0-29 Days 0.~~000000~~085397% 0.000000% 0.000000% 0.~~000000~~085397% 0.~~000000~~165936% 0.000000% 0.000000% 0.~~000000~~165936% 30 Days 0.~~591716~~683177% 0.000000% 0.000000% 0.000000% 0.~~591716~~683177% 0.~~481536~~899319% 0.000000% 0.000000% 0.000000% 0.~~481536~~899319% 60 Days 0.~~000000~~170794% 0.000000% 0.~~000000~~170794% 0.000000% 0.~~000000~~341588% 0.~~000000~~121445% 0.000000% 0.~~000000~~127224% 0.000000% 0.~~000000~~248669% 90 Days 0.~~084531~~000000% 0.000000% 0.~~084531~~000000% 0.000000% 0.~~169062~~000000% 0.~~263717~~000000% 0.000000% 0.~~029244~~000000% 0.000000% 0.~~292961~~000000% 120 Days 0.~~000000~~085397% 0.000000% 0.000000% 0.000000% 0.~~000000~~085397% 0.~~000000~~265574% 0.000000% 0.000000% 0.000000% 0.~~000000~~265574% 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 0.~~676247~~939368% 0.~~000000~~085397% 0.~~084531~~170794% 0.000000% 01.~~760778~~195559% 01.~~745253~~286338% 0.~~000000~~165936% 0.~~029244~~127224% 0.000000% 01.~~774497~~579498% 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 13 0 0 13 ~~121~~496,~~732~~845.4875 0.00 0.00 ~~121~~496,~~732~~845.4875 30 Days 3144 0 0 0 3144 45,~~670~~508,~~342~~843.1896 0.00 0.00 0.00 45,~~670~~508,~~342~~843.1896 60 Days 04 0 013 0 017 0527,292.0041 0.00 01,820,736.0066 0.00 02,348,029.0007 90 Days 10 0 10 0 20 ~~144,400~~0.00 0.00 ~~217,080~~0.00 0.00 ~~361,480~~0.00 120 Days 01 0 01 0 02 0144,400.00 0.00 0217,080.00 0.00 0361,480.00 150 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 3249 13 114 0 3466 46,~~814~~180,~~742~~536.1837 ~~121~~496,~~732~~845.4875 ~~217~~2,~~080~~037,816.0066 0.00 58,~~153~~715,~~554~~198.6678 0-29 Days 0.~~040225~~121457% 0.000000% 0.000000% 0.~~040225~~121457% 0.~~033277~~136746% 0.000000% 0.000000% 0.~~033277~~136746% 30 Days 1.~~246983~~781377% 0.000000% 0.000000% 0.000000% 1.~~246983~~781377% 1.~~276692~~516195% 0.000000% 0.000000% 0.000000% 1.~~276692~~516195% 60 Days 0.~~000000~~161943% 0.000000% 0.~~000000~~526316% 0.000000% 0.~~000000~~688259% 0.~~000000~~145126% 0.000000% 0.~~000000~~501120% 0.000000% 0.~~000000~~646246% 90 Days 0.~~040225~~000000% 0.000000% 0.~~040225~~000000% 0.000000% 0.~~080451~~000000% 0.~~039473~~000000% 0.000000% 0.~~059341~~000000% 0.000000% 0.~~098815~~000000% 120 Days 0.~~000000~~040486% 0.000000% 0.~~000000~~040486% 0.000000% 0.~~000000~~080972% 0.~~000000~~039743% 0.000000% 0.~~000000~~059747% 0.000000% 0.~~000000~~099490% 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 1.~~287208~~983806% 0.~~040225~~121457% 0.~~040225~~566802% 0.000000% 12.~~367659~~672065% 1.~~316165~~701064% 0.~~033277~~136746% 0.~~059341~~560867% 0.000000% 12.~~408783~~398677% 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 13 0 0 13 50501,~~153~~175.4874 0.00 0.00 50501,~~153~~175.4874 30 Days 64 0 0 0 64 ~~480~~422,~~187~~103.8072 0.00 0.00 0.00 ~~480~~422,~~187~~103.8072 60 Days 12 0 02 0 14 6678,~~025~~713.5788 0.00 0351,615.0011 0.00 66430,~~025~~328.5799 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 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 76 13 02 0 811 ~~546~~500,~~213~~817.3760 50501,~~153~~175.4874 0351,615.0011 0.00 ~~596~~1,~~366~~353,608.8545 0-29 Days 0.~~175439~~528169% 0.000000% 0.000000% 0.~~175439~~528169% 0.~~093324~~935310% 0.000000% 0.000000% 0.~~093324~~935310% 30 Days 10.~~052632~~704225% 0.000000% 0.000000% 0.000000% 10.~~052632~~704225% 0.~~893523~~787743% 0.000000% 0.000000% 0.000000% 0.~~893523~~787743% 60 Days 0.~~175439~~352113% 0.000000% 0.~~000000~~352113% 0.000000% 0.~~175439~~704225% 0.~~122859~~146898% 0.000000% 0.~~000000~~656195% 0.000000% 0.~~122859~~803093% 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% 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 1.~~228070~~056338% 0.~~175439~~528169% 0.~~000000~~352113% 0.000000% 1.~~403509~~936620% 10.~~016381~~934641% 0.~~093324~~935310% 0.~~000000~~656195% 0.000000% 12.~~109706~~526146% 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 1 0 0 1 120,~~637~~545.4235 0.00 0.00 120,~~637~~545.4235 30 Days 2029 0 0 0 2029 45,~~052~~715,~~192~~600.8266 0.00 0.00 0.00 45,~~052~~715,~~192~~600.8266 60 Days 38 0 06 0 314 ~~672~~1,~~935~~667,472.9738 0.00 0963,497.0091 0.00 ~~672~~2,~~935~~630,970.9729 90 Days 0 0 1 0 1 0.00 0.00 ~~360~~223,~~000~~163.0064 0.00 ~~360~~223,~~000~~163.0064 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 2337 1 17 0 2545 47,~~725~~383,~~128~~073.7904 120,~~637~~545.4235 ~~360~~1,~~000~~186,661.0055 0.00 58,~~205~~690,~~766~~279.2194 0-29 Days 0.~~074460~~075472% 0.000000% 0.000000% 0.~~074460~~075472% 0.~~040331~~040921% 0.000000% 0.000000% 0.~~040331~~040921% 30 Days 12.~~489203~~188679% 0.000000% 0.000000% 0.000000% 12.~~489203~~188679% 1.~~354707~~940246% 0.000000% 0.000000% 0.000000% 1.~~354707~~940246% 60 Days 0.~~223380~~603774% 0.000000% 0.~~000000~~452830% 0.000000% 01.~~223380~~056604% 0.~~224972~~566049% 0.000000% 0.~~000000~~327074% 0.000000% 0.~~224972~~893122% 90 Days 0.000000% 0.000000% 0.~~074460~~075472% 0.000000% 0.~~074460~~075472% 0.000000% 0.000000% 0.~~120353~~075756% 0.000000% 0.~~120353~~075756% 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 12.~~712584~~792453% 0.~~074460~~075472% 0.~~074460~~528302% 0.000000% 13.~~861504~~396226% 12.~~579679~~506295% 0.~~040331~~040921% 0.~~120353~~402830% 0.000000% 12.~~740363~~950046% Please refer to CTSLink.com for a list of delinquency code descriptions.

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 324 ~~Jun~~Jul-06 0.000% Original Principal Balance ~~610~~3,~~680~~510,996.00 ~~Jul~~Aug-06 0.000% Current Actual Balance ~~610~~3,~~680~~504,166.0096 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Foreclosure Total ~~Oct~~Nov-06 0.000% Loans in Foreclosure 325 ~~Nov~~Dec-06 0.000% Original Principal Balance ~~610~~3,~~680~~728,076.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance ~~610~~3,~~680~~721,246.0096 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% ~~Apr~~May-07 0.~~000~~073% ~~May~~Jun-07 0.~~073~~451% *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. 1(A) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 12 ~~Jun~~Jul-06 0.000% Original Principal Balance 33145,~~600~~300.00 ~~Jul~~Aug-06 0.000% Current Actual Balance 33145,~~600~~153.0064 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Foreclosure Total ~~Oct~~Nov-06 0.000% Loans in Foreclosure 12 ~~Nov~~Dec-06 0.000% Original Principal Balance 33145,~~600~~300.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 33145,~~600~~153.0064 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% ~~Apr~~May-07 0.~~000~~029% ~~May~~Jun-07 0.~~029~~127% *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. 1(B) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 113 ~~Jun~~Jul-06 0.000% Original Principal Balance ~~217~~1,~~080~~824,241.00 ~~Jul~~Aug-06 0.000% Current Actual Balance ~~217~~1,~~080~~820,736.0066 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Foreclosure Total ~~Oct~~Nov-06 0.000% Loans in Foreclosure 114 ~~Nov~~Dec-06 0.000% Original Principal Balance ~~217~~2,~~080~~041,321.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance ~~217~~2,~~080~~037,816.0066 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% ~~Apr~~May-07 0.~~000~~059% ~~May~~Jun-07 0.~~059~~561% *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. 2(A) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2 Jul-06 No0.000% Original Principal Balance 351,900.00 Aug-06 0.000% Current Actual Balance 351,615.11 Sep-06 0.000% Oct-06 0.000% Current Foreclosure ~~Information~~Total toNov-06 0.000% Loans in Foreclosure 2 Dec-06 0.000% Original Principal Balance 351,900.00 Jan-07 0.000% Current Actual Balance 351,615.11 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.000% Jun-07 0.656% *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. 2(B) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 17 ~~Jun~~Jul-06 0.000% Original Principal Balance ~~360~~1,~~000~~189,555.00 ~~Jul~~Aug-06 0.000% Current Actual Balance ~~360~~1,~~000~~186,661.0055 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Foreclosure Total ~~Oct~~Nov-06 0.000% Loans in Foreclosure 17 ~~Nov~~Dec-06 0.000% Original Principal Balance ~~360~~1,~~000~~189,555.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance ~~360~~1,~~000~~186,661.0055 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.000% ~~Apr~~May-07 0.~~000~~120% ~~May~~Jun-07 0.~~120~~403% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance 1(A) ~~0123407405~~0123415911 ~~May~~Jun-2007 01-Jan-2007 KYMI 72.73 40,000.00 1(A) 0123503302 Jun-2007 01-Jan-2007 AL 90.00 105,300.00 1(B) 0123404881 Jun-2007 01-Jan-2007 VA 85.00 187,000.00 1(B) 0123405425 Jun-2007 01-Nov-2006 MO 84.27 173,600.00 1(B) 0123405433 Jun-2007 01-Nov-2006 MO 84.27 173,600.00 1(B) 0123405441 Jun-2007 01-Nov-2006 MO 80.00 33173,600.00 1(B) 0123411431 Jun-2007 01-Jan-2007 KY 80.00 40,461.00 1(B) 0123415929 Jun-2007 01-Jan-2007 MO 80.00 40,000.00 1(B) 0123420333 Jun-2007 01-Nov-2006 OH 80.00 84,000.00 1(B) 0123434417 Jun-2007 01-Jan-2007 TN 85.00 145,690.00 1(B) 0123435281 Jun-2007 01-Jan-2007 KS 80.00 44,000.00 1(B) 0123436974 Jun-2007 01-Dec-2006 MI 95.00 147,250.00 1(B) 0123493132 Jun-2007 01-Jan-2007 WA 79.86 137,040.00 1(B) 0123496762 Jun-2007 01-Dec-2006 MI 95.00 190,000.00 1(B) 0123496812 May-2007 01-Jan-2007 GA 80.00 217,080.00 21(B) ~~0123436982~~0123498602 ~~May~~Jun-2007 01-Jan-2007 MD 90.00 288,000.00 2(A) 0123498396 Jun-2007 01-Jan-2007 MI 85.00 71,400.00 2(A) 0123503476 Jun-2007 01-Jan-2007 TX 100.00 ~~360~~280,500.00 2(B) 0123405318 Jun-2007 01-Jan-2007 IA 95.00 85,500.00 2(B) 0123407496 Jun-2007 01-Dec-2006 WI 75.00 64,125.00 2(B) 0123411423 Jun-2007 01-Jan-2007 MA 95.00 223,250.00 2(B) 0123428138 Jun-2007 01-Jan-2007 IL 95.00 42,180.00 2(B) 0123435943 Jun-2007 01-Nov-2006 IL 90.00 333,000.00 2(B) 0123497000 Jun-2007 01-Jan-2007 FL 95.00 351,500.00 2(B) 0123500886 Jun-2007 01-Jan-2007 WI 75.00 90,000.00

Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest 1(A) ~~0123407405~~0123415911 3339,~~600~~969.0035 01-~~Dec~~Feb-~~2006~~2007 32 10.690% 1,356.69 1(A) 0123503302 105,184.29 01-Feb-2007 2 8.990% 2,973.82 1(B) 0123404881 186,815.31 01-Feb-2007 2 9.500% 5,599.53 1(B) 0123405425 173,164.29 01-Feb-2007 2 8.380% 4,543.33 1(B) 0123405433 173,164.29 01-Feb-2007 2 8.380% 4,543.33 1(B) 0123405441 173,141.62 01-Feb-2007 2 8.130% 4,398.36 1(B) 0123411431 40,300.96 01-Feb-2007 2 7.950% 1,000.89 1(B) 0123415929 39,955.66 01-Feb-2007 2 8.950% 1,124.32 1(B) 0123420333 83,818.19 01-Feb-2007 2 9.100% 2,400.46 1(B) 0123434417 145,542.27 01-Feb-2007 2 9.375% 4,301.75 1(B) 0123435281 43,938.97 01-Feb-2007 2 9.625% 1,335.31 1(B) 0123436974 146,916.74 01-Feb-2007 2 8.875% ~~871~~4,097.1625 1(B) 0123493132 136,835.94 01-Feb-2007 2 7.500% 3,188.61 1(B) 0123496762 189,333.52 01-Feb-2007 2 9.625% 5,753.74 1(B) 0123496812 217,080.00 01-Dec-2006 34 7.750% 35,~~925~~232.2508 1(B) 0123498602 287,808.90 01-Feb-2007 2 7.500% 6,711.59 2(A) 0123498396 71,357.77 01-Feb-2007 2 11.875% 2,704.22 2(A) 0123503476 280,257.34 01-Feb-2007 2 10.125% 8,984.65 2(B) ~~0123436982~~0123405318 ~~360~~84,~~000~~137.0023 01-~~Dec~~Feb-~~2006~~2007 2 10.875% 2,907.10 2(B) 0123407496 64,057.98 01-Feb-2007 2 11.150% 2,272.64 2(B) 0123411423 223,163.64 01-Jan-2007 3 910.~~250~~625% 7,~~861~~523.2762 2(B) 0123428138 42,148.94 01-Feb-2007 2 10.875% 1,456.68 2(B) 0123435943 332,101.74 01-Feb-2007 2 9.125% 9,538.64 2(B) 0123497000 351,079.54 01-Feb-2007 2 9.875% 10,962.26 2(B) 0123500886 89,972.48 01-Feb-2007 2 10.125% 2,885.85

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 05 ~~Jun~~Jul-06 0.000% Original Principal Balance 01,017,900.00 ~~Jul~~Aug-06 0.000% Current Actual Balance 01,015,544.0021 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Bankruptcy Total ~~Oct~~Nov-06 0.000% Loans in Bankruptcy 38 ~~Nov~~Dec-06 0.000% Original Principal Balance ~~293~~1,~~250~~311,150.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance ~~292~~1,~~523~~307,887.3860 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.~~000~~035% ~~Apr~~May-07 0.035% ~~May~~Jun-07 0.~~035~~158% *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. 1(A) 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Jul-06 No0.000% Original Principal Balance 190,000.00 Aug-06 0.000% Current Actual Balance 189,320.76 Sep-06 0.000% Oct-06 0.000% Current Bankruptcy ~~Information~~Total toNov-06 0.000% Loans in Bankruptcy 1 Dec-06 0.000% Original Principal Balance 190,000.00 Jan-07 0.000% Current Actual Balance 189,320.76 Feb-07 0.000% Mar-07 0.000% Apr-07 0.000% May-07 0.000% Jun-07 0.166% *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. 1(B) 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 02 ~~Jun~~Jul-06 0.000% Original Principal Balance 0375,900.00 ~~Jul~~Aug-06 0.000% Current Actual Balance 0375,170.0003 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Bankruptcy Total ~~Oct~~Nov-06 0.000% Loans in Bankruptcy 13 ~~Nov~~Dec-06 0.000% Original Principal Balance ~~121~~497,~~900~~800.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance ~~121~~496,~~732~~845.4875 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.~~000~~033% ~~Apr~~May-07 0.033% ~~May~~Jun-07 0.~~033~~137% *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. 2(A) 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 02 ~~Jun~~Jul-06 0.000% Original Principal Balance 0452,000.00 ~~Jul~~Aug-06 0.000% Current Actual Balance 0451,053.0042 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Bankruptcy Total ~~Oct~~Nov-06 0.000% Loans in Bankruptcy 13 ~~Nov~~Dec-06 0.000% Original Principal Balance 50502,350.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 50501,~~153~~175.4874 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.~~000~~092% ~~Apr~~May-07 0.~~092~~093% ~~May~~Jun-07 0.~~093~~935% *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. 2(B) 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 0 ~~Jun~~Jul-06 0.000% Original Principal Balance 0.00 ~~Jul~~Aug-06 0.000% Current Actual Balance 0.00 ~~Aug~~Sep-06 0.000% ~~Sep~~Oct-06 0.000% Current Bankruptcy Total ~~Oct~~Nov-06 0.000% Loans in Bankruptcy 1 ~~Nov~~Dec-06 0.000% Original Principal Balance 121,000.00 ~~Dec~~Jan-0607 0.000% Current Actual Balance 120,~~637~~545.4235 ~~Jan~~Feb-07 0.000% ~~Feb~~Mar-07 0.000% ~~Mar~~Apr-07 0.~~000~~040% ~~Apr~~May-07 0.040% ~~May~~Jun-07 0.~~040~~041% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period Group Loan Month Loan First State LTV at Original Number Entered Payment Origination Principal Bankruptcy Date Balance 1(A) 0123492878 Jun-2007 01-Jan-2007 DC 55.88 190,000.00 1(B) 0123434730 Jun-2007 01-Dec-2006 IL 95.00 266,000.00 1(B) 0123500332 Apr-2007 01-Jan-2007 GA 100.00 121,900.00 1(B) 0123500480 Jun-2007 01-Jan-2007 TN 100.00 109,900.00 2(A) 0123412355 Jun-2007 01-Jan-2007 CA 80.00 361,600.00 2(A) 0123425035 Jun-2007 01-Jan-2007 CA 20.00 90,400.00 2(A) 0123485773 Apr-2007 01-Dec-2006 TX 95.00 50,350.00 2(B) 0123491755 Apr-2007 01-Jan-2007 AZ 50.42 121,000.00

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 1(A) 0123492878 189,320.76 01-May-2007 0 7.750% 2,288.47 1(B) 0123434730 265,599.19 01-Jun-2007 (1) 7.500% 1,549.32 1(B) 0123500332 121,~~732~~675.4872 01-~~Mar~~Apr-2007 0 9.875% 1,~~901~~900.6374 1(B) 0123500480 109,570.84 01-May-2007 0 8.625% 1,484.23 2(A) 0123412355 360,826.68 01-May-2007 0 6.625% 3,684.24 2(A) 0123425035 90,226.74 01-May-2007 0 10.750% 1,541.68 2(A) 0123485773 50,~~153~~122.4832 01-~~Apr~~May-2007 0 10.500% ~~836~~835.4070 2(B) 0123491755 120,~~637~~545.4235 01-~~Apr~~May-2007 0 7.500% 1,~~407~~406.9789

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 1(A) 610 ~~899~~625,~~120~~820.00 ~~896~~623,~~023~~720.8792 02 0104,800.00 0104,525.0021 1(B) 2516 42,~~021~~274,~~000~~800.00 42,~~011~~265,~~561~~649.1582 0 0.00 0.00 2(A) 1 ~~765~~62,000.00 ~~763~~61,~~649~~914.0836 01 066,045.00 065,945.0091 2(B) 1813 3,~~880~~033,~~079~~650.00 3,~~871~~027,~~786~~378.2621 05 01,366,636.00 01,363,237.0017 Total 5040 95,~~565~~996,~~199~~270.00 95,~~543~~978,~~020~~663.3631 08 01,537,481.00 01,533,708.0029

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 1(A) 0 0.00 0.00 0 0.00 0.00 68,~~658~~840.0787 1(B) 0 0.00 0.00 0 0.00 0.00 1419,~~506~~435.5508 2(A) 0 0.00 0.00 0 0.00 0.00 1,~~762~~789.3151 2(B) 0 0.00 0.00 0 0.00 0.00 314,~~929~~221.1396 Total 0 0.00 0.00 0 0.00 0.00 2644,~~856~~287.0642

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1(A) ~~0123401507~~0123398778 KSNC 9020.00 01-~~Nov~~Dec-2006 ~~230~~49,~~850~~000.00 ~~229~~48,~~786~~877.7656 1(A) ~~0123415143~~0123398992 WVTX 4580.5500 01-~~Jan~~Jul-~~2007~~2006 5071,~~100~~200.00 4970,~~350~~922.2979 1(A) ~~0123418279~~0123401762 INOH 2095.00 01-~~Dec~~Nov-2006 2974,~~000~~100.00 2873,~~941~~770.4398 1(A) ~~0123427320~~0123405516 ILMS 7090.00 01-~~Dec~~Jan-~~2006~~2007 ~~315~~51,~~000~~300.00 ~~313~~51,~~903~~164.8554 1(A) ~~0123432700~~0123407405 AZKY 7380.7300 01-Jan-2007 ~~247~~33,~~000~~600.00 ~~246~~33,~~308~~575.1102 1(A) ~~0123434896~~0123412124 OHSC 9557.0035 01-Jan-2007 27100,~~170~~000.00 2799,~~121~~629.9598 1(BA) ~~0123399453~~0123412199 MINY 9020.00 01-~~Aug~~Jan-~~2006~~2007 ~~148~~27,~~500~~560.00 ~~147~~27,~~637~~507.4688 1(BA) ~~0123400202~~0123416877 FLMI 2861.3064 01-~~Oct~~Jan-~~2006~~2007 7545,000.00 7444,~~566~~884.8096 1(BA) ~~0123404022~~0123420853 ILAK 8574.0070 01-Jan-2007 66124,~~300~~000.00 66123,~~114~~616.2387 1(BA) ~~0123404931~~0123484149 CANE 8095.00 01-Dec-2006 ~~396~~36,~~000~~100.00 ~~396~~35,~~000~~572.0065 1(BA) ~~0123405854~~0123489957 NYWI 3074.7831 01-~~Dec~~Jan-~~2006~~2007 ~~157~~96,~~000~~600.00 ~~156~~96,~~527~~315.4023 1(BA) ~~0123410169~~0123500522 WISC 8820.8400 01-~~Dec~~Jan-~~2006~~2007 ~~319~~22,~~810~~160.00 ~~318~~22,~~656~~005.5518 1(B) ~~0123413445~~0123398984 UTIL 3080.3000 01-~~Dec~~Jun-2006 50152,000.00 49150,~~831~~750.2570 1(B) ~~0123413874~~0123400806 NCWI 95.00 01-~~Dec~~Oct-2006 43227,~~700~~050.00 43225,~~611~~776.7840 1(B) ~~0123416158~~0123403669 GAMD 9064.0037 01-~~Jan~~Dec-~~2007~~2006 ~~130~~299,~~500~~300.00 ~~130~~297,~~190~~713.5856 1(B) ~~0123420804~~0123408049 MIKS 8983.6711 01-Jan-2007 ~~134~~61,500.00 ~~134~~61,~~117~~189.32 1(B) ~~0123420986~~0123422297 NYKS 9585.00 01-Jan-2007 ~~380~~178,~~000~~500.00 ~~378~~178,~~973~~064.3798 1(B) ~~0123423220~~0123424251 TNPA 9550.00 01-~~Jan~~Dec-~~2007~~2006 8290,~~175~~000.00 8188,~~944~~636.7907 1(B) ~~0123424590~~0123428781 GAIL ~~100~~85.00 01-Jan-2007 ~~144~~127,~~000~~500.00 ~~143~~126,~~640~~838.1468 1(B) ~~0123428492~~0123428906 OHIL 9585.00 01-~~Dec~~Jan-~~2006~~2007 85120,~~500~~700.00 85120,~~170~~369.5736 1(B) ~~0123430233~~0123437584 IL 8373.0439 01-Jan-2007 ~~191~~120,000.00 ~~190~~119,~~317~~638.1974 1(B) ~~0123433666~~0123438004 PAMO 8588.0023 01-Jan-2007 27154,~~200~~400.00 27153,~~133~~735.7844 1(B) ~~0123435562~~0123439069 TNGA 8580.00 01-Jan-2007 6399,~~750~~200.00 6398,~~602~~789.7481 1(B) ~~0123435976~~0123439101 NVWI 6478.4532 01-Jan-2007 ~~165~~112,000.00 ~~164~~111,~~576~~540.8057 1(B) ~~0123437238~~0123489106 INGA 90.00 01-Jan-2007 126,000.00 125,~~563~~639.3841 1(B) ~~0123481251~~0123492431 DCIL 3585.~~19 01-Feb-2007 139,000.~~00 ~~138,689.67 1(B) 0123484776 CA 63.62~~ 01-Jan-2007 ~~369~~189,~~000~~550.00 ~~367~~189,~~837~~298.0974 1(B) ~~0123488587~~0123501280 ARTX 8580.00 01-Jan-2007 ~~126~~153,~~565~~200.00 ~~126~~152,~~163~~556.7213 1(B) ~~0123489544~~0123503286 CAIL 90100.00 01-~~Jan~~Feb-2007 ~~279~~63,~~000~~900.00 ~~278~~63,~~002~~752.6240 12(BA) ~~0123489965~~0123402174 NVIA 9020.00 01-Jan-2007 ~~184~~62,~~500.00 183,961.41 1(B) 0123491227 VA 71.17 01-Feb-2007 137,~~000.00 ~~136~~61,~~535~~896.6270 2(A) ~~0123480139~~0123496697 VAMI 85.00 01-Jan-2007 ~~765~~66,~~000~~045.00 ~~763~~65,~~306~~925.7650 2(B) ~~0123400095~~0123403511 HINJ 9050.0061 01-~~Nov~~Jan-~~2006~~2007 ~~692~~124,~~955~~000.00 ~~690~~123,~~313~~720.9562 2(B) ~~0123401259~~0123404055 OHCA 8590.00 01-~~Oct~~Nov-2006 51450,000.00 49450,~~344~~000.3300 2(B) ~~0123404832~~0123407520 WIMA 9095.00 01-Jan-2007 ~~216~~156,~~000~~750.00 ~~215~~156,~~474~~357.2362 2(B) ~~0123405136~~0123409773 MINE 100.00 01-~~Jan~~Dec-~~2007~~2006 69315,~~500~~000.00 69313,~~366~~945.7983 2(B) ~~0123410219~~0123411910 OHWI 9575.00 01-Jan-2007 6842,~~400~~000.00 6841,~~255~~911.2282 2(B) ~~0123411944~~0123413734 NDMI 8095.00 01-Jan-2007 6038,000.00 5937,~~798~~909.3300 2(B) ~~0123412140~~0123420010 MDNC 8095.00 01-Jan-2007 ~~192~~190,~~800~~012.00 ~~192~~189,~~800~~370.0088 2(B) ~~0123412751~~0123423345 IANJ 7695.4300 01-Jan-2007 ~~107~~399,~~000~~874.00 ~~106~~398,~~830~~778.4081 2(B) ~~0123424087~~0123424889 VAWI ~~100~~95.00 01-Jan-2007 ~~117~~44,~~500~~650.00 ~~117~~44,~~213~~556.9942 2(B) ~~0123425282~~0123424913 MD 80100.00 01-Jan-2007 ~~335~~582,~~200~~900.00 ~~335~~581,~~200~~269.0031 2(B) ~~0123428054~~0123426249 ILNJ 8075.00 01-Jan-2007 ~~103~~232,~~200~~500.00 ~~102~~231,~~882~~918.9401 2(B) ~~0123429466~~0123427957 MOGA 85100.00 01-Jan-2007 10260,~~625~~000.00 10259,~~608~~175.1350 2(B) ~~0123429813~~0123436982 NCTX 90100.00 01-Jan-2007 ~~598~~360,~~500~~000.00 ~~596~~358,~~802~~858.6235 2(B) ~~0123436271~~0123440455 INSC ~~100~~95.00 01-Jan-2007 97157,~~000~~700.00 96157,~~751~~249.2041 2(B) ~~0123438186~~0123480675 NMAL 95100.00 01-~~Jan~~Oct-~~2007~~2006 ~~125~~225,~~875~~000.00 ~~125~~224,~~557~~121.4723 2(B) ~~0123481780~~0123481020 NJGA 95100.00 01-Dec-2006 ~~646~~60,~~000~~900.00 ~~645~~60,~~779~~739.1042 2(B) ~~0123487092~~0123490047 ALCA 95.00 01-Jan-2007 ~~104~~171,~~500~~000.00 ~~104~~170,~~294~~367.2429 2(B) ~~0123489973~~0123490922 MDVA 8059.00 01-Jan-2007 ~~284~~590,~~024~~000.00 ~~283~~588,~~048~~481.5670

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1(A) ~~0123401507~~0123398778 Loan Paid in Full ~~(1)~~0 911.~~845~~125% 360 6 1(A) ~~0123415143~~0123398992 ~~Loan~~Repurchase ~~Paid in Full~~ (1) 711.~~750~~950% ~~180~~360 411 1(A) ~~0123418279~~0123401762 Loan Paid in Full 0 119.~~375~~050% 360 57 1(A) ~~0123427320~~0123405516 Loan Paid in Full 0 810.~~800~~125% ~~180~~360 5 1(A) ~~0123432700~~0123407405 ~~Loan~~Repurchase ~~Paid~~3 ~~in Full 0 8~~10.~~950~~875% 360 45 1(A) ~~0123434896~~0123412124 Loan Paid in Full ~~0 11.125% 360 4 1~~(B1) ~~0123399453 Loan Paid in Full 0~~ 8.~~865~~500% 360 95 1(BA) ~~0123400202~~0123412199 Loan Paid in Full 0 711.750% 360 75 1(BA) ~~0123404022~~0123416877 Loan Paid in Full 0 810.~~950~~275% 360 45 1(BA) ~~0123404931~~0123420853 Loan Paid in Full 0 89.~~815~~375% ~~360~~180 5 1(BA) ~~0123405854~~0123484149 Loan Paid in Full 0 911.~~500~~875% ~~360~~180 56 1(BA) ~~0123410169~~0123489957 Loan Paid in Full 0 89.~~625~~600% 360 5 1(BA) ~~0123413445~~0123500522 Loan Paid in Full ~~0 8.950% 360 5 1~~(B1) ~~0123413874 Loan Paid in Full 0 11~~10.~~375~~750% 360 5 1(B) ~~0123416158~~0123398984 Loan Paid in Full ~~(1)~~0 98.~~750~~500% 360 412 1(B) ~~0123420804~~0123400806 Loan Paid in Full 0 8.~~875~~500% 360 48 1(B) ~~0123420986~~0123403669 Loan Paid in Full 10 97.~~125~~500% 360 46 1(B) ~~0123423220~~0123408049 Loan Paid in Full 0 8.~~950~~625% 360 45 1(B) ~~0123424590~~0123422297 Loan Paid in Full 0 910.500% 360 45 1(B) ~~0123428492~~0123424251 Loan Paid in Full 0 89.~~300~~250% 360 56 1(B) ~~0123430233~~0123428781 Loan Paid in Full 0 7.750% 360 45 1(B) ~~0123433666~~0123428906 Loan Paid in Full 0 9.~~625~~950% 360 45 1(B) ~~0123435562~~0123437584 Loan Paid in Full 10 9.~~875~~500% 360 45 1(B) ~~0123435976~~0123438004 Loan Paid in Full 0 97.~~375~~750% 360 45 1(B) ~~0123437238~~0123439069 Loan Paid in Full 0 87.~~500~~950% 360 45 1(B) ~~0123481251~~0123439101 Loan Paid in Full 0 87.~~950~~990% 360 35 1(B) ~~0123484776~~0123489106 Loan Paid in Full 0 89.~~375~~750% 360 45 1(B) ~~0123488587~~0123492431 Loan Paid in Full 0 8.~~500~~950% 360 45 1(B) ~~0123489544~~0123501280 Loan Paid in Full 0 7.~~750~~875% 360 45 1(B) ~~0123489965~~0123503286 Loan Paid in Full 0 89.~~750~~875% 360 4 12(BA) ~~0123491227~~0123402174 Loan Paid in Full 0 612.~~875~~250% 360 35 2(A) ~~0123480139~~0123496697 ~~Loan~~Repurchase ~~Paid~~2 ~~in Full 0 6~~11.~~500~~875% 360 45 2(B) ~~0123400095~~0123403511 Loan Paid in Full 0(1) 910.~~125~~875% 360 65 2(B) ~~0123401259~~0123404055 Loan Paid in Full ~~(1)~~0 78.~~125~~500% 360 7 2(B) ~~0123404832~~0123407520 ~~Loan~~Repurchase ~~Paid~~1 ~~in Full 0 9~~10.~~625~~375% 360 45 2(B) ~~0123405136~~0123409773 Loan Paid in Full 0(1) 109.750% 360 46 2(B) ~~0123410219~~0123411910 Loan Paid in Full 0 11.~~375~~250% 360 45 2(B) ~~0123411944~~0123413734 Loan Paid in Full 0 10.~~125~~625% 360 45 2(B) ~~0123412140~~0123420010 ~~Loan~~Repurchase ~~Paid~~2 ~~in Full 0 7~~8.~~250~~950% 360 45 2(B) ~~0123412751~~0123423345 ~~Loan~~Repurchase ~~Paid in Full~~ 0 119.~~625~~950% 360 45 2(B) ~~0123424087~~0123424889 Loan Paid in Full 0(1) 911.~~625~~200% 360 45 2(B) ~~0123425282~~0123424913 Loan Paid in Full 0 79.~~625~~875% 360 45 2(B) ~~0123428054~~0123426249 Loan Paid in Full 0 810.~~500~~375% 360 45 2(B) ~~0123429466~~0123427957 ~~Loan~~Repurchase ~~Paid~~2 ~~in Full 0 11~~9.~~625~~250% 360 45 2(B) ~~0123429813~~0123436982 ~~Loan~~Repurchase ~~Paid~~3 ~~in Full 0 8~~9.~~890~~250% 360 45 2(B) ~~0123436271~~0123440455 Loan Paid in Full 0 9.~~375~~750% 360 45 2(B) ~~0123438186~~0123480675 Loan Paid in Full 0 10.~~875~~250% 360 48 2(B) ~~0123481780~~0123481020 Loan Paid in Full 0 810.~~950~~875% 360 56 2(B) ~~0123487092~~0123490047 Loan Paid in Full 0(1) 108.~~625~~500% 360 45 2(B) ~~0123489973~~0123490922 Loan Paid in Full 0 76.~~950~~625% 360 45

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived 1(A) 24 ~~295~~250,~~950~~731.7261 83,~~913~~506.0052 0.00 1(B) 75 1719,~~059,961~~141.8410 2114,~~490~~255.7262 0.00 2(A) 0 0.00 0.00 0.00 2(B) 75 ~~571~~1,~~448~~027,261.5379 1730,~~223~~206.0021 0.00 Total 1614 1,~~927~~997,~~361~~134.0950 47,~~626~~968.7235 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 1(A) ~~0123415143~~0123401762 0405/1131/2007 4973,~~502~~813.1720 ~~1,503~~741.00 0.00 1(A) ~~0123432700~~0123416877 0405/3025/2007 ~~246~~44,~~448~~904.5554 ~~7,410~~449.0005 0.00 1(BA) ~~0123399453~~0123484149 0405/1711/2007 ~~147~~35,~~726~~650.6023 1,~~478~~083.1500 0.00 1(BA) ~~0123404022~~0123489957 0405/2301/2007 6696,~~151~~363.9464 1,~~989~~233.0047 0.00 1(B) ~~0123410169~~0123398984 0405/03/2007 ~~318~~150,~~852~~850.2592 3,~~616~~040.~~61 0.~~00 ~~1(B) 0123428492 04/30/2007 85,226.43 855.00~~ 0.00 1(B) ~~0123433666~~0123403669 ~~04/~~05/~~2007 27,147.24 816.00 0.00 1(B) 0123489544 04~~17/~~27/~~2007 ~~278~~297,~~204~~944.6716 82,~~625~~480.9608 0.00 1(B) ~~0123491227~~0123408049 0405/2429/2007 ~~136~~61,~~652~~227.7160 41,~~110~~845.00 0.00 21(B) ~~0123401259~~0123424251 0405/0330/2007 4988,~~394~~692.6581 13,~~530~~269.0054 0.00 21(B) ~~0123405136~~0123428906 0405/1108/2007 69120,~~393~~425.9161 23,~~085~~621.00 0.00 2(B) ~~0123410219~~0123409773 0405/0331/2007 68314,~~278~~100.8411 29,~~052~~450.00 0.00 2(B) ~~0123411944~~0123411910 0405/0421/2007 5941,~~825~~926.6569 1,~~800~~260.00 0.00 2(B) ~~0123424087~~0123413734 0405/1608/2007 ~~117~~37,~~272~~924.1137 31,~~525~~140.00 0.00 2(B) ~~0123428054~~0123424889 0405/2329/2007 ~~102~~44,~~947~~572.2538 ~~3,096~~656.0021 0.00 2(B) ~~0123487092~~0123490922 0405/1918/2007 ~~104~~588,~~336~~738.1224 317,~~135~~700.00 0.00

Prepayment Rates

Summary SMM CPR PSA Current Month 10.~~135~~907% Current Month 1210.~~801~~357% Current Month ~~1,496~~981.~~076~~697% 3 Month Average 0.~~000~~850% 3 Month Average 09.~~000~~693% 3 Month Average 01,126.~~000~~742% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2006 N/A N/A Jun-2006 N/A N/A~~ Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 5.921% N/A Apr-2007 902.454% N/A May-2007 12.801% N/A May-2007 1,496.076% N/A Jun-2007 10.357% N/A Jun-2007 981.697% 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. 1(A) SMM CPR PSA Current Month 0.~~779~~642% Current Month 87.~~962~~436% Current Month ~~1,019~~689.~~758~~712% 3 Month Average 0.~~000~~600% 3 Month Average 06.~~000~~951% 3 Month Average 0788.~~000~~309% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2006 N/A N/A Jun-2006 N/A N/A~~ Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 4.455% N/A Apr-2007 655.458% N/A May-2007 8.962% N/A May-2007 1,019.758% N/A Jun-2007 7.436% N/A Jun-2007 689.712% 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. 1(B) SMM CPR PSA Current Month 10.~~089~~625% Current Month 127.~~308~~247% Current Month ~~1,452~~692.~~500~~463% 3 Month Average 0.~~000~~722% 3 Month Average 08.~~000~~283% 3 Month Average 0987.~~000~~347% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2006 N/A N/A Jun-2006 N/A N/A~~ Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 5.293% N/A Apr-2007 817.077% N/A May-2007 12.308% N/A May-2007 1,452.500% N/A Jun-2007 7.247% N/A Jun-2007 692.463% 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. 2(A) SMM CPR PSA Current Month 10.~~404~~241% Current Month 152.~~609~~859% Current Month ~~1,748~~261.~~809~~608% 3 Month Average 0.~~000~~554% 3 Month Average 06.~~000~~227% 3 Month Average 0680.~~000~~386% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2006 N/A N/A Jun-2006 N/A N/A~~ Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 0.212% N/A Apr-2007 30.740% N/A May-2007 15.609% N/A May-2007 1,748.809% N/A Jun-2007 2.859% N/A Jun-2007 261.608% 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. 2(B) SMM CPR PSA Current Month 1.~~279~~473% Current Month 1416.315% Current Month 1,~~683~~554.~~634~~297% 3 Month Average 01.~~000~~155% 3 Month Average 012.~~000~~945% 3 Month Average 01,499.~~000~~434% 12 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CPR: Current vs. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. ~~Jun-2006 N/A N/A Jun-2006 N/A N/A~~ Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 8.206% N/A Apr-2007 1,260.370% N/A May-2007 14.315% N/A May-2007 1,683.634% N/A Jun-2007 16.315% N/A Jun-2007 1,554.297% 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 Current Loan Scheduled Current Current Number Balance Rate Payment No0123398992 ~~Repurchases~~70,945.93 ~~this~~11.950% ~~Period~~729.64 0123407405 33,579.28 10.875% 308.57 0123407520 156,424.43 10.375% 1,419.23 0123420010 189,479.73 8.950% 1,522.05 0123423345 398,965.14 9.950% 3,494.42 0123427957 259,315.57 9.250% 2,138.96 0123436982 359,052.30 9.250% 2,961.64 0123496697 65,945.91 11.875% 673.00

Interest Rate Stratification Summary 1(A) 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 1 ~~435~~434,~~283~~989.7619 0.~~052~~053 0 0.00 0.000 5.000 5.499 1 92,~~183~~074.5382 0.011 0 0.00 0.000 5.500 5.999 17 5,~~751~~750,~~804~~017.4887 0.~~690~~697 0 0.00 0.000 6.000 6.499 31 8,~~330~~322,~~583~~136.8945 1.~~000~~009 1 ~~364~~363,~~105~~923.3466 0.~~317~~319 6.500 6.999 ~~260~~259 6463,~~290~~659,~~538~~255.0739 7.~~716~~715 23 4,~~033~~029,~~046~~498.4097 3.~~512~~534 7.000 7.499 228 5453,~~023~~990,~~085~~858.2274 6.~~484~~543 23 3,~~604~~600,~~418~~882.2469 3.~~139~~158 7.500 7.999 ~~841~~835 ~~172~~171,~~932~~882,~~148~~319.6194 20.~~756~~830 144 21,~~280~~264,~~160~~658.2080 18.~~531~~648 8.000 8.499 530 91,~~853~~799,~~634~~672.5862 11.~~025~~125 89 12,~~026~~018,~~377~~317.2113 10.~~473~~539 8.500 8.999 1,~~091~~083 ~~172~~170,~~125~~486,~~400~~194.0681 20.~~659~~661 ~~196~~195 22,~~429~~313,~~828~~424.8407 19.~~532~~568 9.000 9.499 ~~524~~519 7776,~~317~~371,~~524~~074.3790 9.~~280~~255 ~~108~~106 12,~~354~~150,~~998~~106.2552 10.~~759~~655 9.500 9.999 ~~759~~750 9593,~~886~~855,~~020~~932.0444 11.~~509~~374 ~~178~~177 18,~~403~~294,~~323~~931.1146 16.~~026~~044 10.000 10.499 ~~276~~271 2928,~~339~~615,~~184~~194.3426 3.~~521~~468 8179 6,~~139~~039,~~685~~626.0585 5.~~346~~296 10.500 10.999 ~~374~~368 30,~~545~~075,~~058~~071.6035 3.~~666~~645 ~~100~~98 5,~~689~~630,~~546~~976.7831 4.~~954~~938 11.000 11.499 ~~144~~141 8,~~204~~065,~~974~~998.6805 0.~~985~~977 4342 1,~~715~~665,~~405~~790.7006 1.~~494~~461 11.500 11.999 ~~157~~153 8,~~614~~409,~~070~~548.0741 1.~~034~~019 6057 2,~~500~~365,~~874~~283.0497 2.~~178~~074 12.000 12.499 ~~149~~148 6,~~564~~499,~~292~~781.3639 0.788 50 1,~~835~~834,~~396~~590.7874 1.~~598~~609 12.500 12.999 186 6,~~491~~489,~~099~~086.6042 0.~~779~~786 87 2,~~460~~459,~~251~~354.6343 2.~~142~~157 13.000 13.499 13 373,~~546~~453.0149 0.045 0 0.00 0.000 >= 13.500 0 0.00 0.000 0 0.00 0.000 Total 5,~~582~~534 ~~833~~825,~~170~~172,~~432~~660.2754 100.000 1,~~183~~171 114,~~837~~031,~~417~~365.5766 100.000

Interest Rate Stratification (continued) 1(B) 2(A) 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 1 92,~~183~~074.5382 0.025 0 0.00 0.000 5.500 5.999 5 912,~~855~~002.6724 0.~~250~~251 0 0.00 0.000 6.000 6.499 15 3,~~134~~132,~~514~~624.2774 0.~~857~~863 1 323,~~582~~423.2568 0.~~602~~604 6.500 6.999 124 21,~~082~~067,~~709~~067.8628 5.~~766~~801 8 2,~~258~~256,~~092~~550.1955 4.~~204~~213 7.000 7.499 115 21,~~374~~359,~~112~~399.3168 5.~~846~~882 14 4,~~384~~382,~~573~~285.5738 8.~~162~~182 7.500 7.999 ~~452~~446 7877,~~367~~370,~~342~~094.9839 21.~~434~~306 26 7,~~367~~362,~~793~~551.0393 13.~~716~~746 8.000 8.499 320 47,~~315~~288,~~582~~593.1508 1213.~~941~~022 19 6,~~954~~950,~~647~~846.7065 12.~~947~~978 8.500 8.999 ~~648~~644 9695,~~440~~757,~~167~~339.8727 26.~~377~~369 55 7,~~133~~129,~~019~~300.3092 13.~~279~~311 9.000 9.499 ~~309~~308 4140,~~042~~931,~~757~~721.7288 11.~~225~~272 16 1,~~945~~943,~~207~~890.3847 3.~~621~~629 9.500 9.999 ~~431~~427 4948,~~390~~932,~~362~~086.1689 13.~~508~~475 28 3,~~057~~055,~~048~~675.7655 5.~~691~~705 10.000 10.499 28 3,~~035~~033,~~104~~980.8643 0.~~830~~835 20 1,~~721~~719,~~623~~580.7169 3.~~205~~211 10.500 10.999 2625 2,~~520~~341,~~227~~041.1809 0.~~689~~645 72 4,~~248~~246,~~759~~517.6781 7.~~910~~928 11.000 11.499 8 606,~~343~~126.6810 0.~~166~~167 52 2,~~912~~910,~~160~~848.4541 5.~~421~~435 11.500 11.999 4 314,~~704~~598.7801 0.~~086~~087 5655 2,~~820~~753,~~816~~797.5904 5.~~251~~141 12.000 12.499 0 0.00 0.000 9493 4,~~353~~289,~~204~~606.4085 8.~~104~~009 12.500 12.999 0 0.00 0.000 96 3,~~862~~861,~~945~~873.3121 7.~~191~~210 13.000 13.499 0 0.00 0.000 13 373,~~546~~453.0149 0.~~695~~697 >= 13.500 0 0.00 0.000 0 0.00 0.000 Total 2,~~486~~470 ~~365~~363,~~628~~138,~~969~~749.0290 100.000 ~~570~~568 53,~~717~~560,~~020~~202.3263 100.000

Interest Rate Stratification (continued) 2(B) Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 4.500 0 0.00 0.000 4.500 4.999 1 ~~435~~434,~~283~~989.7619 0.~~146~~148 5.000 5.499 0 0.00 0.000 5.500 5.999 12 4,838,~~948~~015.8163 1.~~618~~643 6.000 6.499 14 4,~~508~~502,~~382~~164.0337 1.~~508~~529 6.500 6.999 ~~105~~104 36,~~916~~306,~~689~~138.6259 12.~~347~~330 7.000 7.499 76 24,~~659~~648,~~981~~290.1099 8.~~248~~371 7.500 7.999 219 65,~~916~~885,~~852~~014.4082 22.~~047~~376 8.000 8.499 102 25,~~557~~541,~~027~~915.5276 8.~~548~~675 8.500 8.999 ~~192~~189 4645,~~122~~286,~~384~~130.0555 15.~~426~~380 9.000 9.499 9189 21,~~974~~345,~~561~~356.0203 7.~~350~~249 9.500 9.999 ~~122~~118 2523,~~035~~573,~~286~~238.0154 8.~~373~~006 10.000 10.499 ~~147~~144 1817,~~442~~822,~~770~~006.7229 6.~~168~~053 10.500 10.999 ~~176~~173 1817,~~086~~856,~~524~~536.9714 6.~~049~~065 11.000 11.499 4139 2,~~971~~883,~~064~~233.8548 0.~~994~~979 11.500 11.999 37 2,~~977~~975,~~674~~869.6639 01.~~996~~011 12.000 12.499 5 375,~~691~~583.1880 0.~~126~~128 12.500 12.999 3 167,~~902~~858.6678 0.~~056~~057 13.000 13.499 0 0.00 0.000 >= 13.500 0 0.00 0.000 Total 1,~~343~~325 ~~298~~294,~~987~~442,~~025~~342.3635 100.000

EX 99.2 (logo) CLAYTON SASCO 2007-WF1 Credit Risk Management Report May 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 Exectuvie 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 Exectuvie Summary (page) SASCO 2007-WF1 Executive Summary May 2007

(logo) Clayton SASCO 2007-WF1 Credit Risk Management Report April 2007 (C) 2007 Clayton Fixed Income Services Inc. All rights reserved. This material is confidential and may not be copied, used or distributed without the written permission of Clayton Fixed Income Services Inc. 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. This Report is furnished on a confidential basis to the recipient listed herein. By acceptance of this Report, the recipient agrees that it will not: I. Transmit this Report to anyone other than a person or entity having a fiduciary relationship with, or beneficial interest in, this portfolio; II. Reproduce any or all of this Report; or III. Contact any servicer or originator regarding any information in this Report. Table of Contents Section One Exectuvie Summary Section Two Loan-Level Report Section Three Prepayment Penalty Analysis Section Four Mortgage Insurance Report Section Five Loss Analysis Section Six Analytics Section One Exectuvie Summary SASCO 2007-WF1 Executive Summary April 2007 Transaction Summary Closing Date: 03/30/2007 Depositor: Structured Asset Securities Corporation Trustee(s): US Bank NA Securities Administrator: Wells Fargo Bank, N.A. Master Servicer: Aurora Loan Services Master Servicing Servicer(s): Wells Fargo Delinquency Reporting Method: OTS^0 Collateral Summary Closing Date As of 4/25/2007 4/25/2007 Balance as Percentage of Closing Date Balance Collateral Balance $849,552,620 $843,181,767 99.25 % Loan Count 5,652 5,632 99.65 % 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. Value Added Total Value Added for SASCO 2007-WF1 as of 4/25/2007 Issues Amount Recovered 0 $0 Collateral Statistics Loan Count Summed Balance First Payment Defaults 3 $583,612 Early Payment Defaults* 6 $1,325,792 *A default that occurs on the second or third scheduled payment. Second Lien Statistics Loan Count Summed Balance Total Outstanding Second Lien Loans 627 $25,155,426 Prepayments Remittance Date Beginning Collateral Balance Total Prepayments Percentage of Prepayment 4/25/2007 $847,925,170 $4,299,955 0.50 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 Difference Trust Servicers 4/25/2007 $4,488 $4,488 $0 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 4/25/2007 $0 $0 Section Two Loan-Level Report 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. SASCO 2007-WF1 Loan-Level Report Mortgage Data Through: March 31, 2007 Watchlist Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 9442932 1 TX 7/1/2006 Internal Estimate $89,000 $71,200 1 594 1/1/2007 9/30/2006 $69,008 $71,036 OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss * Status 9442932 0% 30.72% 2/1/2008 $21,873 3 (continued) 103% Monitor Default Reason: (Unknown) 5/2/2007 This loan was added to the Watchlist because it is 30 days delinquent and the LIPD has not advanced. The contract administrator has informed Clayton that it will review all first payment defaults for repurchase. We will continue to monitor all activity on 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 9443621 1 KY 1/1/2007 Internal Estimate $42,000 $33,600 1 510 12/1/2006 9/30/2006 $31,620 $33,600 OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss * Status 9443621 0% 48.58% 7/1/2008 $16,325 6 (continued) 106% Monitor Default Reason: (Unknown) 4/24/2007 This loan was added to the Watchlist because it is 60 days delinquent and the LIPD has not advanced. The contract administrator has informed Clayton that it will review all first payment defaults for repurchase. We will continue to monitor all activity on 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 9443633 1 MA 1/1/2007 Internal Estimate $165,000 $156,750 2 633 1/1/2007 9/30/2006 $124,542 $156,686 OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss * Status 9443633 0% 42.34% 4/1/2008 $66,378 3 (continued) 126% Monitor Default Reason: (Unknown) 5/2/2007 This loan was added to the Watchlist because it is 30 days delinquent and the LIPD has not advanced. The contract administrator has informed Clayton that it will review all first payment defaults for repurchase. We will continue to monitor all activity on 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 9444763 1 NC 1/1/2007 Internal Estimate $213,000 $190,012 2 579 12/1/2006 9/30/2006 $161,722 $190,012 OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss * Status 9444763 0% 34.73% 3/1/2008 $66,001 6 (continued) 117% Monitor Default Reason: (Unknown) 4/24/2007 This loan was added to the Watchlist because it is 60 days delinquent and the LIPD has not advanced. The contract administrator has informed Clayton that it will review all first payment defaults for repurchase. We will continue to monitor all activity on 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 9444841 1 NY 1/1/2007 Internal Estimate $400,000 $380,000 1 640 1/1/2007 9/30/2006 $300,028 $379,798 OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss * Status 9444841 0% 42.71% 9/1/2008 $162,320 3 (continued) 127% Monitor Default Reason: (Unknown) 5/2/2007 This loan was added to the Watchlist because it is 30 days delinquent and the LIPD has not advanced. The contract administrator has informed Clayton that it will review all first payment defaults for repurchase. We will continue to monitor all activity on 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 9445053 1 NJ 1/1/2007 Internal Estimate $422,000 $399,874 2 560 1/1/2007 9/30/2006 $319,152 $399,697 OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss * Status 9445053 0% 43.98% 10/1/2008 $175,868 3 (continued) 125% Monitor Default Reason: (Unknown) 5/2/2007 This loan was added to the Watchlist because it is 30 days delinquent and the LIPD has not advanced. The contract administrator has informed Clayton that it will review all first payment defaults for repurchase. We will continue to monitor all activity on 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 9445469 1 GA 1/1/2007 Internal Estimate $260,000 $260,000 2 617 1/1/2007 9/30/2006 $194,556 $259,865 OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss * Status 9445469 0% 42.10% 2/1/2008 $109,465 3 (continued) 134% Monitor Default Reason: (Unknown) 5/2/2007 This loan was added to the Watchlist because it is 30 days delinquent and the LIPD has not advanced. The contract administrator has informed Clayton that it will review all first payment defaults for repurchase. We will continue to monitor all activity on 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 9446166 1 TN 1/1/2007 Internal Estimate $75,000 $63,750 1 540 1/1/2007 9/30/2006 $56,073 $63,721 OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss * Status 9446166 0% 38.26% 2/1/2008 $24,391 3 (continued) 114% Monitor Default Reason: (Unknown) 5/2/2007 This loan was added to the Watchlist because it is 30 days delinquent and the LIPD has not advanced. The contract administrator has informed Clayton that it will review all first payment defaults for repurchase. We will continue to monitor all activity on 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 9446297 1 TX 1/1/2007 Internal Estimate $369,600 $360,000 2 752 12/1/2006 9/30/2006 $277,670 $360,000 OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss * Status 9446297 0% 39.33% 1/1/2008 $141,592 6 (continued) 130% Monitor Default Reason: (Unknown) 4/24/2007 This loan was added to the Watchlist because it is 60 days delinquent and the LIPD has not advanced. The contract administrator has informed Clayton that it will review all first payment defaults for repurchase. We will continue to monitor all activity on 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 9448019 1 MI 1/1/2007 Internal Estimate $79,000 $66,045 2 644 1/1/2007 9/30/2006 $59,736 $66,026 OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss * Status 9448019 0% 43.50% 8/1/2008 $28,732 3 (continued) 111% Monitor Default Reason: (Unknown) 5/2/2007 This loan was added to the Watchlist because it is 30 days delinquent and the LIPD has not advanced. The contract administrator has informed Clayton that it will review all first payment defaults for repurchase. We will continue to monitor all activity on this loan. * The estimated loss includes estimated mortgage insurance proceeds where applicable and in addition if the loan has been liquidated this reflects the actual loss that has been passed to the trust. Section Three Prepayment Penalty Analysis SASCO 2007-WF1 Prepayment Penalty Analysis Trustee Remittance Date: April 25, 2007 Total Cash Flows Trustee Remittance Date 4/25/2007 Amount Remitted to the Trust $4,488 Amount Remitted by the Servicers $4,488 Difference $0 Total Collections by the Servicers Total Paid Off Loans 20 Total Paid Off Loans With Prepayment Flags 0 Exceptions Expired Prepayment Clauses (as stated in the Note) 0 Liquidated out of REO Status 0 Acceleration of Debt 0 Loss Mitigation (Short Sales, Charge Offs) 0 Documentation Issues Preventing the Collection of Prepayment Penalties 0 Other - Actions Preventing the Collection of Prepayment Penalties 0 Total Paid-Off Loans with Active Prepayment Flags 0 Other Exceptions Paid-Off Loans that Did Not Have Penalties Collected because of State Statutes 0 Paid-Off Loans with Active Prepayment Flags that Did Not Have Penalties Remitted 0 Aggregate Paid-Off Loans Loans with Active Prepayment Flags with Penalties Remitted 0 Loans without Prepayment Flags or with Expired Flags with Penalties Remitted 3 Total Loans with Penalties Remitted 3 Total Loans with Penalties Remitted to the Total Paid-Off Loans 15.00% Penalties Remitted for loans with Active Prepayment Flags N/A SASCO 2007-WF1 Paid-Off Mortgages With Prepayment Flags Trustee Remittance Date: April 25, 2007 Loan Number % of PPP to Origination Years to Expiration Payoff Payoff State Delinquency History Date Expiration Date Amount PPP Remitted Amount Comments Grand Total: 0 Grand Total: Section Four Mortgage Insurance Report SASCO 2007-WF1 Mortgage Insurance Claim Summary Mortgage Data Through: March 31, 2007 Claim Payment Breakdown # of Loans Dollar Amount Claims Paid: 0 $0 Claims Pending: 1 0 $0 Claims Rescinded: 2 0 $0 Claims Without Payment: 2 0 $0 Claims Denied: 2 0 $0 Claims Withdrawn: 2 0 $0 Age of Pending Claims < 30 Days 30 Days 60 Days 90 Days 120 Days 150 Days 180 Days 210+ Days Number of Pending Claims: 0 0 0 0 0 0 0 0 1 Estimate based on internal calculations. 2 Estimated claim payment if the claim had been paid. Section Five Loss Analysis SASCO 2007-WF1 Historical Monthly Losses Losses Through: March 31, 2007 Date Loan Loss Amount Loss Percentage 4/25/2007 $0.00 0.00% Totals: $0.00 0.00% *The loss percentage is a calculation of the total monthly loss as a percentage of the original balance of the security. Section Six Analytics SASCO 2007-WF1 FICO Distribution by Status Mortgage Data Through: March 31, 2007 FICO Delinquency Percentage 500 Current 0.004 510 Current 0.006 510 Delinquent 0.1 510 Paid Off 0.05 520 Current 0.013 530 Current 0.019 540 Current 0.027 540 Delinquent 0.1 550 Current 0.026 560 Current 0.045 560 Delinquent 0.1 570 Current 0.055 580 Current 0.078 580 Delinquent 0.1 590 Current 0.089 590 Delinquent 0.1 590 Paid Off 0.05 600 Current 0.093 600 Paid Off 0.1 610 Current 0.098 610 Paid Off 0.05 620 Current 0.079 620 Delinquent 0.1 620 Paid Off 0.15 630 Current 0.082 630 Delinquent 0.1 640 Current 0.067 640 Delinquent 0.2 650 Current 0.056 650 Paid Off 0.2 660 Current 0.052 660 Paid Off 0.1 670 Current 0.03 670 Paid Off 0.05 680 Current 0.023 690 Current 0.012 690 Paid Off 0.05 700 Current 0.012 710 Current 0.008 710 Paid Off 0.05 720 Current 0.007 720 Paid Off 0.1 730 Current 0.005 740 Current 0.003 750 Current 0.003 750 Delinquent 0.1 760 Current 0.002 770 Current 0.001 780 Current 0.002 790 Current 0.001 800 Current 0.001 800 Paid Off 0.05 810 Current 0.001 Status # of Loans Average Std. Deviation Current 5,622 611 48.608 Delinquent 10 606 67.757 Paid Off 20 649 60.079 Total: 5,652 SASCO 2007-WF1 Loan-to-Value Distribution by Status Mortgage Data Through: March 31, 2007 LTV Delinquency Percentage Status # of Loans Average Std. Deviation Current 5,622 0 0 Delinquent 10 0 0 Paid Off 20 0 0 Total: 5,652 SASCO 2007-WF1 Mortgage Type Distribution by Status Mortgage Data Through: March 31, 2007 Mortgage Type Delinquency Percentage Investment Home Current 0.059 Investment Home Delinquent 0.1 Investment Home Paid Off 0.35 Primary Home Current 0.925 Primary Home Delinquent 0.9 Primary Home Paid Off 0.65 Second Home Current 0.016 Mortgage Type Loan Count Total Balance Avg. Balance Std. Deviation ARM 3,889 673,168,513.57 173,095.53 127,175.59 Fixed 1,763 170,397,288.28 96,651.89 91,415.79 Total: 5,652 843,565,801.85 SASCO 2007-WF1 Mortgage Term Distribution by Status Mortgage Data Through: March 31, 2007 Mortgage Term Delinquency Percentage 180 Current 0.038 240 Current 0.001 360 Current 0.96 360 Delinquent 1 360 Paid Off 1 # of Loans Other 120 180 240 360 5,652 0 0 216 8 5428 SASCO 2007-WF1 Mortgage Purpose Distribution Mortgage Data Through: March 31, 2007 Origination Statistics Current Loans Purpose Number Percentage Purpose Number Percentage Cash-out 1,274 22.5% Cash-out 1,271 22.6% refinance refinance Purchase 2,963 52.4% Purchase 2,941 52.3% Rate/term 490 8.7% Rate/term 488 8.7% refinance refinance Home 131 2.3% Home 129 2.3% Improvement Improvement Other 794 14.0% Other 793 14.1% Total 5,652 100% Total 5,622 100% Delinquent Loans Paid Off Loans Purpose Number Percentage Purpose Number Percentage Cash-out 0 0.0% Cash-out 3 15.0% refinance refinance Purchase 8 80.0% Purchase 14 70.0% Rate/term 1 10.0% Rate/term 1 5.0% refinance refinance Home 0 0.0% Home 2 10.0% Improvement Improvement Other 1 10.0% Other 0 0.0% Total 10 100% Total 20 100% SASCO 2007-WF1 Ownership Distribution by Status Mortgage Data Through: March 31, 2007 Ownership Type Delinquency Percentage Investment Home Current 0.059 Investment Home Delinquent 0.1 Investment Home Paid Off 0.35 Primary Home Current 0.925 Primary Home Delinquent 0.9 Primary Home Paid Off 0.65 Second Home Current 0.016 Title # of Loans Investment Home 338 Primary Home 5,224 Second Home 90 Total: 5,652 SASCO 2007-WF1 Delinquent Balance Over Time Mortgage Data Through: March 31, 2007 AsOfDate 30 Days 60 Days 90 Days Foreclosure REO 3/31/2007 1396828.49 583612 0 0 0 SASCO 2007-WF1 Delinquent Count Over Time Mortgage Data Through: March 31, 2007 AsOfDate 30 Days 60 Days 90 Days Foreclosure REO 3/31/2007 7 3 0 0 0 SASCO 2007-WF1 Conditional Prepayment Rates Mortgage Data Through: March 31, 2007 Date Distribution Date CPR 3-Month MA 6-Month MA 12-Month MA 3/31/2007 4/25/2007 5.95% SASCO 2007-WF1 Historical SDA Performance Mortgage Data Through: March 31, 2007 Weighted Monthly Date Average Age Default Amt Default Rate CDR (F-R) SDA Curve SDA % 31-Mar-07 4.28 $0 0.00% 0.00% 0.09% 0% Averages: 4.28 $0 0.00% 0.00% 0.09% 0%

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Collateral Statistics

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.

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.

(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-WF1 Loan-Level Report Mortgage Data Through: April 30, 2007 Watchlist

(page) Section Three Prepayment Penalty Analysis (page) SASCO 2007-WF1 Prepayment Penalty Analysis Trustee Remittance Date: May 25, 2007

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(page) Section Four Mortgage Insurance Report (page)

(page) Section Five Loss Analysis (page)

(page) Section Six Analytics (page)

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Filing Compare · Structured Asset Securities CORP Mortgage Loan Trust 2007-WF1