10-D 1 sac07osi_10d-200709.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: August 02, 2007 to September 01, 2007 Commission File Number of issuing entity: 333-133985-72 Structured Asset Securities Corporation Mortgage Loan Trust 2007-OSI (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___ ____________ M1 _____ _____ __X___ ____________ M2 _____ _____ __X___ ____________ M3 _____ _____ __X___ ____________ M4 _____ _____ __X___ ____________ M5 _____ _____ __X___ ____________ M6 _____ _____ __X___ ____________ M7 _____ _____ __X___ ____________ M8 _____ _____ __X___ ____________ M9 _____ _____ __X___ ____________ M10 _____ _____ __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 September 25, 2007 a distribution was made to holders of Structured Asset Securities Corporation Mortgage Loan Trust 2007-OSI. 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-OSI, relating to the September 25, 2007 distribution. (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-OSI (Issuing Entity) Aurora Loan Services LLC (Master Servicer) /s/ Michele Olds Michele Olds, Vice President Servicer Oversight Date: October 02, 2007 EXHIBIT INDEX Exhibit Number Description EX-99.1 Monthly report distributed to holders of Structured Asset Securities Corporation Mortgage Loan Trust 2007-OSI, relating to the September 25, 2007 distribution. EX-99.1 Structured Asset Securities Corporation Mortgage Pass-Through Certificates Distribution Date: 9/25/2007 Structured Asset Securities Corporation Mortgage Pass-Through Certificates Series 2007-OSI Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 8480 Stagecoach Circle Frederick, MD 21701-4747 www.ctslink.com Telephone: 1-866-846-4526 Fax: 240-586-8675

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance A1 863619AA0 0609/2224/2007 5.~~51000~~69500% ~~297~~281,~~087~~119,~~000~~641.0058 1,~~409~~289,~~595~~675.2940 A2 863619AB8 0609/2224/2007 5.~~41000~~59500% ~~207~~183,~~490~~149,~~000~~020.0045 ~~966~~825,~~615~~467.2290 A3 863619AC6 0609/2224/2007 5.~~49000~~67500% 35,520,000.00 ~~167~~162,~~920~~380.8067 A4 863619AD4 0609/2224/2007 5.~~52000~~70500% 60,195,000.00 ~~286~~276,~~126~~637.9083 A5 863619AE2 0609/2224/2007 5.~~60000~~78500% 24,409,000.00 ~~117~~113,~~705~~749.6233 M1 863619AF9 0609/2224/2007 5.~~61000~~79500% 44,863,000.00 ~~216~~209,~~725~~429.6821 M2 863619AG7 0609/2224/2007 5.~~62000~~80500% 40,208,000.00 ~~194~~188,~~584~~022.3866 M3 863619AH5 0609/2224/2007 5.~~64000~~82500% 12,274,000.00 5957,~~610~~594.7304 M4 863619AJ1 0609/2224/2007 56.~~82000~~00500% 15,237,000.00 7673,~~362~~706.7787 M5 863619AK8 0609/2224/2007 56.~~94000~~12500% 13,544,000.00 6966,~~277~~826.5647 M6 863619AL6 0609/2224/2007 6.~~22000~~40500% 5,925,000.00 3130,~~734~~570.9653 M7 863619AM4 0609/2224/2007 6.~~67000~~85500% 12,274,000.00 7067,~~497~~778.0805 M8 863619AN2 0609/2224/2007 7.~~32000~~50500% 8,888,000.00 5653,~~024~~734.0313 M9 863619AP7 0609/2224/2007 78.~~82000~~00500% 13,120,000.00 8884,~~348~~603.6296 M10 863619AQ5 0609/2224/2007 78.~~82000~~00500% 14,813,000.00 9995,~~749~~521.1022 B 863619AU6 0609/2224/2007 78.~~82000~~00500% 8,465,000.00 5754,~~002~~586.3732 X 863619AR3 0609/2224/2007 0.00000% 32,166,945.34 1,~~790~~865,~~122~~901.7551 P 863619AS1 0609/2224/2007 0.00000% 100.00 5542,~~573~~438.3190 R SAC7OSI1R 05/30/2007 0.00000% 0.00 0.00 LT-R SAC7OSILTR 05/30/2007 0.00000% 0.00 0.00 Totals ~~846~~806,~~479~~170,~~045~~707.3437 5,~~813~~558,~~577~~625.1700

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A1 93,~~652~~300,~~498~~767.7972 0.00 ~~287~~277,~~434~~818,~~501~~873.2186 114,~~062~~590,~~094~~443.0812 0.00 A2 141,~~834~~305,~~152~~961.8008 0.00 ~~192~~181,~~655~~843,~~847~~059.2037 152,~~800~~131,~~768~~428.0298 0.00 A3 0.00 0.00 35,520,000.00 ~~167~~162,~~920~~380.8067 0.00 A4 0.00 0.00 60,195,000.00 ~~286~~276,~~126~~637.9083 0.00 A5 0.00 0.00 24,409,000.00 ~~117~~113,~~705~~749.6233 0.00 M1 0.00 0.00 44,863,000.00 ~~216~~209,~~725~~429.6821 0.00 M2 0.00 0.00 40,208,000.00 ~~194~~188,~~584~~022.3866 0.00 M3 0.00 0.00 12,274,000.00 5957,~~610~~594.7304 0.00 M4 0.00 0.00 15,237,000.00 7673,~~362~~706.7787 0.00 M5 0.00 0.00 13,544,000.00 6966,~~277~~826.5647 0.00 M6 0.00 0.00 5,925,000.00 3130,~~734~~570.9653 0.00 M7 0.00 0.00 12,274,000.00 7067,~~497~~778.0805 0.00 M8 0.00 0.00 8,888,000.00 5653,~~024~~734.0313 0.00 M9 0.00 0.00 13,120,000.00 8884,~~348~~603.6296 0.00 M10 0.00 0.00 14,813,000.00 9995,~~749~~521.1022 0.00 B 0.00 0.00 8,465,000.00 5754,~~002~~586.3732 0.00 X 0.00 0.00 32,166,945.34 1,~~790~~865,~~122~~901.7551 0.00 P 0.00 0.00 100.00 5542,~~573~~438.3190 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 244,~~486~~606,~~651~~728.5980 0.00 ~~821~~801,~~992~~563,~~393~~978.7557 3010,~~300~~165,~~228~~353.7680 0.00 This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A1 297,087,000.00 ~~297~~281,~~087~~119,~~000~~641.0058 0.00 93,~~652~~300,~~498~~767.7972 0.00 A2 207,490,000.00 ~~207~~183,~~490~~149,~~000~~020.0045 0.00 141,~~834~~305,~~152~~961.8008 0.00 A3 35,520,000.00 35,520,000.00 0.00 0.00 0.00 A4 60,195,000.00 60,195,000.00 0.00 0.00 0.00 A5 24,409,000.00 24,409,000.00 0.00 0.00 0.00 M1 44,863,000.00 44,863,000.00 0.00 0.00 0.00 M2 40,208,000.00 40,208,000.00 0.00 0.00 0.00 M3 12,274,000.00 12,274,000.00 0.00 0.00 0.00 M4 15,237,000.00 15,237,000.00 0.00 0.00 0.00 M5 13,544,000.00 13,544,000.00 0.00 0.00 0.00 M6 5,925,000.00 5,925,000.00 0.00 0.00 0.00 M7 12,274,000.00 12,274,000.00 0.00 0.00 0.00 M8 8,888,000.00 8,888,000.00 0.00 0.00 0.00 M9 13,120,000.00 13,120,000.00 0.00 0.00 0.00 M10 14,813,000.00 14,813,000.00 0.00 0.00 0.00 B 8,465,000.00 8,465,000.00 0.00 0.00 0.00 X 32,166,945.34 32,166,945.34 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 846,479,045.34 ~~846~~806,~~479~~170,~~045~~707.3437 0.00 244,~~486~~606,~~651~~728.5980 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 0.00 93,~~652~~300,~~498~~767.7972 ~~287~~277,~~434~~818,~~501~~873.2186 0.~~96750952~~93514315 93,~~652~~300,~~498~~767.7972 A2 0.00 141,~~834~~305,~~152~~961.8008 ~~192~~181,~~655~~843,~~847~~059.2037 0.~~92850666~~87639433 141,~~834~~305,~~152~~961.8008 A3 0.00 0.00 35,520,000.00 1.00000000 0.00 A4 0.00 0.00 60,195,000.00 1.00000000 0.00 A5 0.00 0.00 24,409,000.00 1.00000000 0.00 M1 0.00 0.00 44,863,000.00 1.00000000 0.00 M2 0.00 0.00 40,208,000.00 1.00000000 0.00 M3 0.00 0.00 12,274,000.00 1.00000000 0.00 M4 0.00 0.00 15,237,000.00 1.00000000 0.00 M5 0.00 0.00 13,544,000.00 1.00000000 0.00 M6 0.00 0.00 5,925,000.00 1.00000000 0.00 M7 0.00 0.00 12,274,000.00 1.00000000 0.00 M8 0.00 0.00 8,888,000.00 1.00000000 0.00 M9 0.00 0.00 13,120,000.00 1.00000000 0.00 M10 0.00 0.00 14,813,000.00 1.00000000 0.00 B 0.00 0.00 8,465,000.00 1.00000000 0.00 X 0.00 0.00 32,166,945.34 1.00000000 0.00 P 0.00 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00 0.00000000 0.00 LT-R 0.00 0.00 0.00 0.00000000 0.00 Totals $0.00 244,~~486~~606,~~651~~728.5980 ~~821~~801,~~992~~563,~~393~~978.7557 0.~~97107235~~94693895 244,~~486~~606,~~651~~728.5980

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A1 297,087,000.00 ~~1000~~946.~~00000000~~25359433 0.00000000 3211.~~49047851~~11044145 0.00000000 A2 207,490,000.00 ~~1000~~882.~~00000000~~68842089 0.00000000 716.~~49333847~~29409167 0.00000000 A3 35,520,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A4 60,195,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A5 24,409,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M1 44,863,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 40,208,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 12,274,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 15,237,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 13,544,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 5,925,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 12,274,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 8,888,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M9 13,120,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M10 14,813,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B 8,465,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 32,166,945.34 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 3211.~~49047851~~11044145 ~~967~~935.~~50952149~~14315288 0.~~96750952~~93514315 3211.~~49047851~~11044145 A2 0.00000000 716.~~49333847~~29409167 ~~928~~876.~~50666153~~39432922 0.~~92850666~~87639433 716.~~49333847~~29409167 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 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 M10 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B 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 0508/2527/07 - 0609/24/07 3129 5.~~51000~~69500% ~~297~~281,~~087~~119,~~000~~641.0058 1,~~409~~289,~~595~~675.2940 0.00 A2 0508/2527/07 - 0609/24/07 3129 5.~~41000~~59500% ~~207~~183,~~490~~149,~~000~~020.0045 ~~966~~825,~~615~~467.2290 0.00 A3 0508/2527/07 - 0609/24/07 3129 5.~~49000~~67500% 35,520,000.00 ~~167~~162,~~920~~380.8067 0.00 A4 0508/2527/07 - 0609/24/07 3129 5.~~52000~~70500% 60,195,000.00 ~~286~~276,~~126~~637.9083 0.00 A5 0508/2527/07 - 0609/24/07 3129 5.~~60000~~78500% 24,409,000.00 ~~117~~113,~~705~~749.6233 0.00 M1 0508/2527/07 - 0609/24/07 3129 5.~~61000~~79500% 44,863,000.00 ~~216~~209,~~725~~429.6821 0.00 M2 0508/2527/07 - 0609/24/07 3129 5.~~62000~~80500% 40,208,000.00 ~~194~~188,~~584~~022.3866 0.00 M3 0508/2527/07 - 0609/24/07 3129 5.~~64000~~82500% 12,274,000.00 5957,~~610~~594.7304 0.00 M4 0508/2527/07 - 0609/24/07 3129 56.~~82000~~00500% 15,237,000.00 7673,~~362~~706.7787 0.00 M5 0508/2527/07 - 0609/24/07 3129 56.~~94000~~12500% 13,544,000.00 6966,~~277~~826.5647 0.00 M6 0508/2527/07 - 0609/24/07 3129 6.~~22000~~40500% 5,925,000.00 3130,~~734~~570.9653 0.00 M7 0508/2527/07 - 0609/24/07 3129 6.~~67000~~85500% 12,274,000.00 7067,~~497~~778.0805 0.00 M8 0508/2527/07 - 0609/24/07 3129 7.~~32000~~50500% 8,888,000.00 5653,~~024~~734.0313 0.00 M9 0508/2527/07 - 0609/24/07 3129 78.~~82000~~00500% 13,120,000.00 8884,~~348~~603.6296 0.00 M10 0508/2527/07 - 0609/24/07 3129 78.~~82000~~00500% 14,813,000.00 9995,~~749~~521.1022 0.00 B 0508/2527/07 - 0609/24/07 3129 78.~~82000~~00500% 8,465,000.00 5754,~~002~~586.3732 0.00 X N/A N/A 0.00000% ~~846~~32,~~479~~166,~~045~~945.34 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 3,~~967~~650,~~881~~284.1159 0.00

Interest Distribution Statement (continued) Class Current Non-Supported Total Remaining Ending Interest Interest Interest Unpaid Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A1 0.00 0.00 1,~~409~~289,~~595~~675.2940 0.00 ~~287~~277,~~434~~818,~~501~~873.2186 A2 0.00 0.00 ~~966~~825,~~615~~467.2290 0.00 ~~192~~181,~~655~~843,~~847~~059.2037 A3 0.00 0.00 ~~167~~162,~~920~~380.8067 0.00 35,520,000.00 A4 0.00 0.00 ~~286~~276,~~126~~637.9083 0.00 60,195,000.00 A5 0.00 0.00 ~~117~~113,~~705~~749.6233 0.00 24,409,000.00 M1 0.00 0.00 ~~216~~209,~~725~~429.6821 0.00 44,863,000.00 M2 0.00 0.00 ~~194~~188,~~584~~022.3866 0.00 40,208,000.00 M3 0.00 0.00 5957,~~610~~594.7304 0.00 12,274,000.00 M4 0.00 0.00 7673,~~362~~706.7787 0.00 15,237,000.00 M5 0.00 0.00 6966,~~277~~826.5647 0.00 13,544,000.00 M6 0.00 0.00 3130,~~734~~570.9653 0.00 5,925,000.00 M7 0.00 0.00 7067,~~497~~778.0805 0.00 12,274,000.00 M8 0.00 0.00 5653,~~024~~734.0313 0.00 8,888,000.00 M9 0.00 0.00 8884,~~348~~603.6296 0.00 13,120,000.00 M10 0.00 0.00 9995,~~749~~521.1022 0.00 14,813,000.00 B 0.00 0.00 5754,~~002~~586.3732 0.00 8,465,000.00 X 0.00 0.00 1,~~790~~865,~~122~~901.7551 0.00 ~~821~~32,~~992~~166,~~393~~945.7534 P 0.00 0.00 5542,~~573~~438.3190 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 0.00 0.00 5,~~813~~558,~~577~~625.1700 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 297,087,000.00 5.~~51000~~69500% ~~1000~~946.~~00000000~~25359433 4.~~74472222~~34106979 0.00000000 A2 207,490,000.00 5.~~41000~~59500% ~~1000~~882.~~00000000~~68842089 43.~~65861111~~97835028 0.00000000 A3 35,520,000.00 5.~~49000~~67500% 1000.00000000 4.~~72750000~~57152787 0.00000000 A4 60,195,000.00 5.~~52000~~70500% 1000.00000000 4.~~75333333~~59569449 0.00000000 A5 24,409,000.00 5.~~60000~~78500% 1000.00000000 4.~~82222213~~66013888 0.00000000 M1 44,863,000.00 5.~~61000~~79500% 1000.00000000 4.~~83083343~~66819450 0.00000000 M2 40,208,000.00 5.~~62000~~80500% 1000.00000000 4.~~83944439~~67625000 0.00000000 M3 12,274,000.00 5.~~64000~~82500% 1000.00000000 4.~~85666694~~69236109 0.00000000 M4 15,237,000.00 56.~~82000~~00500% 1000.00000000 54.~~01166699~~83736103 0.00000000 M5 13,544,000.00 56.~~94000~~12500% 1000.00000000 54.~~11500000~~93402761 0.00000000 M6 5,925,000.00 6.~~22000~~40500% 1000.00000000 5.~~35611139~~15958312 0.00000000 M7 12,274,000.00 6.~~67000~~85500% 1000.00000000 5.~~74361088~~52208327 0.00000000 M8 8,888,000.00 7.~~32000~~50500% 1000.00000000 6.~~30333371~~04569419 0.00000000 M9 13,120,000.00 78.~~82000~~00500% 1000.00000000 6.~~73388872~~44847256 0.00000000 M10 14,813,000.00 78.~~82000~~00500% 1000.00000000 6.~~73388915~~44847229 0.00000000 B 8,465,000.00 78.~~82000~~00500% 1000.00000000 6.~~73388895~~44847253 0.00000000 X 32,166,945.34 0.00000% ~~26315~~1000.~~18275649~~00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 LT-R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A1 0.00000000 0.00000000 4.~~74472222~~34106979 0.00000000 ~~967~~935.~~50952149~~14315288 A2 0.00000000 0.00000000 43.~~65861111~~97835028 0.00000000 ~~928~~876.~~50666153~~39432922 A3 0.00000000 0.00000000 4.~~72750000~~57152787 0.00000000 1000.00000000 A4 0.00000000 0.00000000 4.~~75333333~~59569449 0.00000000 1000.00000000 A5 0.00000000 0.00000000 4.~~82222213~~66013888 0.00000000 1000.00000000 M1 0.00000000 0.00000000 4.~~83083343~~66819450 0.00000000 1000.00000000 M2 0.00000000 0.00000000 4.~~83944439~~67625000 0.00000000 1000.00000000 M3 0.00000000 0.00000000 4.~~85666694~~69236109 0.00000000 1000.00000000 M4 0.00000000 0.00000000 54.~~01166699~~83736103 0.00000000 1000.00000000 M5 0.00000000 0.00000000 54.~~11500000~~93402761 0.00000000 1000.00000000 M6 0.00000000 0.00000000 5.~~35611139~~15958312 0.00000000 1000.00000000 M7 0.00000000 0.00000000 5.~~74361088~~52208327 0.00000000 1000.00000000 M8 0.00000000 0.00000000 6.~~30333371~~04569419 0.00000000 1000.00000000 M9 0.00000000 0.00000000 6.~~73388872~~44847256 0.00000000 1000.00000000 M10 0.00000000 0.00000000 6.~~73388915~~44847229 0.00000000 1000.00000000 B 0.00000000 0.00000000 6.~~73388895~~44847253 0.00000000 1000.00000000 X 0.00000000 0.00000000 5558.~~65100233~~00679829 0.00000000 ~~25553~~1000.~~94629679~~00000000 P 0.00000000 0.00000000 ~~555733~~424389.~~10000000~~00000000 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 10,~~528~~304,~~574~~266.7986 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans ~~19,682,138~~0.3000 Servicer Advances ~~386~~1,~~641~~448,418.9709 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 5542,~~573~~438.3190 Swap/Cap Payments 062,707.0088 Total Deposits 3011,~~652~~857,~~928~~831.3773 Withdrawals Swap Payments 0.00 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances 01,356,573.0047 Total Administration Fees ~~352~~335,~~699~~904.6146 Payment of Interest and Principal 3010,~~300~~165,~~228~~353.7680 Total Withdrawals (Pool Distribution Amount) 3011,~~652~~857,~~928~~831.3773 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~352~~335,~~699~~904.6146 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~352~~335,~~699~~904.6146 *Servicer Payees include: AURORA LOAN SERVICING INC.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Basis Risk Reserve Fund 1,000.00 0.00 0.00 1,000.00 Final Maturity Reserve 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 Account - Lehman Brothers 0.00 0.00 0.00 Swap Account - Lehman Brothers 03,287,684.0078 03,224,976.0090 062,707.0088

Collateral Statement Group 1(A) 1(B) Collateral Description Mixed Fixed Mixed ARM Weighted Average Coupon Rate 8.~~167018~~131055 8.~~790664~~765075 Weighted Average Net Rate 7.~~667018~~631055 8.~~290664~~265075 Weighted Average Pass-Through Rate 7.~~667018~~631055 8.~~290664~~265075 Weighted Average Remaining Term ~~351~~348 ~~359~~356 Principal And Interest Constant ~~669~~649,~~449~~423.7355 2,~~367~~260,~~569~~822.2090 Beginning Loan Count ~~515~~502 1,~~601~~528 Loans Paid in Full 103 4111 Ending Loan Count ~~505~~499 1,~~560~~517 Beginning Scheduled Balance 9189,~~563~~003,~~232~~815.6819 ~~310~~297,~~993~~586,~~958~~017.9097 Ending Scheduled Balance 8988,~~474~~392,~~731~~581.8859 ~~303~~294,~~429~~896,~~960~~483.9185 Actual Ending Collateral Balance 8988,~~512~~439,~~528~~898.9387 ~~303~~295,~~511~~010,~~093~~121.9654 Scheduled Principal 46,~~284~~344.2446 8987,~~366~~186.3534 Unscheduled Principal 2564,~~042,216~~889.5614 72,~~474~~602,~~631~~347.6478 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~623~~603,~~165~~079.4909 2,~~278~~173,~~202~~636.8556 Servicing Fees 3837,~~151~~084.3592 ~~129~~123,~~580~~994.8217 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 ~~585~~565,~~014~~994.1417 2,~~148~~049,~~622~~642.0339 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 06,975.00 919,~~824~~107.6844 Prepayment Penalty Paid Count 02 43 Special Servicing Fee 0.00 0.00

Collateral Statement Group 2(A) 2(B) Collateral Description Mixed Fixed Mixed ARM Weighted Average Coupon Rate 8.~~896383~~838806 8.~~603688~~559316 Weighted Average Net Rate 8.~~396383~~338806 8.~~103688~~059316 Weighted Average Pass-Through Rate 8.~~396383~~338806 8.~~103688~~059316 Weighted Average Remaining Term ~~330~~328 ~~359~~355 Principal And Interest Constant ~~851~~815,~~981~~306.6551 2,~~475~~316,~~119~~944.5235 Beginning Loan Count ~~655~~629 ~~933~~882 Loans Paid in Full 154 333 Ending Loan Count ~~640~~625 ~~900~~879 Beginning Scheduled Balance ~~108~~104,~~771~~512,~~124~~693.4143 ~~335~~315,~~150~~068,~~729~~180.3578 Ending Scheduled Balance ~~107~~103,~~128~~983,~~564~~216.9966 ~~321~~314,~~959~~291,~~135~~696.9747 Actual Ending Collateral Balance ~~107~~104,~~168~~031,~~233~~680.7708 ~~322~~314,~~035~~407,~~210~~581.7292 Scheduled Principal 45,~~590~~500.3130 7269,~~175~~637.9050 Unscheduled Principal 1483,~~596,969~~976.1147 13706,~~119,417~~846.4881 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~806~~769,~~391~~806.3421 2,~~402~~247,~~943~~306.6285 Servicing Fees 4543,~~321~~546.3096 ~~139~~131,~~646~~278.1441 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 ~~761~~726,~~070~~259.0425 2,~~263~~116,~~297~~028.4844 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 07,554.0094 458,~~748~~801.6352 Prepayment Penalty Paid Count 02 32 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 8.~~662759~~624221 Weighted Average Net Rate 8.~~162759~~124221 Weighted Average Pass-Through Rate 8.~~162759~~124221 Weighted Average Remaining Term ~~354~~351 Principal And Interest Constant 6,~~364~~042,~~120~~497.1031 Beginning Loan Count 3,~~704~~541 Loans Paid in Full 9921 Ending Loan Count 3,~~605~~520 Beginning Scheduled Balance ~~846~~806,~~479~~170,~~045~~707.3437 Ending Scheduled Balance ~~821~~801,~~992~~563,~~393~~978.7557 Actual Ending Collateral Balance ~~822~~801,~~227~~889,~~067~~282.3841 Scheduled Principal ~~253~~248,~~416~~668.8060 Unscheduled Principal 244,~~233~~358,~~234~~060.7920 Negative Amortized Principal 0.00 Scheduled Interest 65,~~110~~793,~~703~~828.3071 Servicing Fees ~~352~~335,~~699~~904.6146 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,~~758~~457,~~003~~924.6925 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 5542,~~573~~438.3190 Prepayment Penalty Paid Count 79 Special Servicing Fee 0.00

Additional Reporting - Deal Level Cash Reporting Interest Rate Cap Payment 0.00 Monthly Excess Cashflow 1,~~790~~865,~~122~~901.7551 Net Swap Payment 062,707.0088 Prepayment Premiums 5542,~~573~~438.3190 Informational Reporting LIBOR Index 5.~~320000~~505000% Pool 1 Net Funds Cap 78.~~885948~~396470% Pool 2 Net Funds Cap 78.~~911683~~398488% Senior Enhancement Percentage 2627.~~980547~~668165% Subordinate Net Funds Cap 78.~~899444~~397528% Structural Reporting Overcollateralization Amount 32,167,045.34 Overcollateralization Release 0.00 Overcollateralization Deficiency 0.00 Targeted Overcollateralization Amount 32,167,045.34 Trigger Event Reporting Initial Optional Termination Date NO Stepdown Date NO Trigger Event NO Delinquency Trigger Event Trigger Result Pass Threshold Value 78.~~991019~~390568% Calculated Value 14.~~413497~~310763% Cumulative Loss Trigger Event Trigger Result Pass Threshold Value 1.800000% 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 16 0 0 16 ~~164~~1,~~930~~195,147.1317 0.00 0.00 ~~164~~1,~~930~~195,147.1317 30 Days 44231 01 0 0 44232 1156,~~441~~477,~~598~~342.2623 0164,906.0043 0.00 0.00 1156,~~441~~642,~~598~~248.2666 60 Days 36105 0 1 0 370 10106 26,~~326~~289,~~887~~742.2576 109,106.70 0.00 ~~322,978.31~~ 0.00 1026,~~649~~398,~~865~~849.5646 90 Days 36 1 0 3 0 437 ~~427~~10,~~500~~854,065.40 373,600.00 0.00 ~~550,304.38~~ 0.00 ~~977~~11,~~804~~227,665.3840 120 Days 026 01 0 0 027 07,435,044.0085 0299,894.0055 0.00 0.00 07,734,939.0040 150 Days 028 0 02 0 030 08,503,455.0079 0.00 0235,231.0084 0.00 08,738,687.0063 180+ Days 02 0 0 0 02 0655,405.00 0.00 0.00 0.00 0655,405.00 Totals 81428 110 42 0 86440 22110,~~195~~215,~~985~~056.5103 ~~164~~2,~~930~~142,654.1385 ~~873~~235,~~282~~231.6984 0.00 23112,~~234~~592,~~198~~942.3372 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.~~027739~~170455% 0.000000% 0.000000% 0.~~027739~~170455% 0.~~020059~~149041% 0.000000% 0.000000% 0.~~020059~~149041% 30 Days 16.~~220527~~562500% 0.~~000000~~028409% 0.000000% 0.000000% 16.~~220527~~590909% 17.~~391538~~043035% 0.~~000000~~020565% 0.000000% 0.000000% 17.~~391538~~063600% 60 Days 02.~~998613~~982955% 0.~~000000~~028409% 0.~~027739~~000000% 0.000000% 13.~~026352~~011364% 13.~~255965~~278475% 0.~~000000~~013606% 0.~~039281~~000000% 0.000000% 13.~~295246~~292082% 90 Days 01.~~027739~~022727% 0.~~000000~~028409% 0.~~083218~~000000% 0.000000% 01.~~110957~~051136% 01.~~051993~~353562% 0.~~000000~~046590% 0.~~066929~~000000% 0.000000% 01.~~118921~~400152% 120 Days 0.~~000000~~738636% 0.~~000000~~028409% 0.000000% 0.000000% 0.~~000000~~767045% 0.~~000000~~927191% 0.~~000000~~037398% 0.000000% 0.000000% 0.~~000000~~964589% 150 Days 0.~~000000~~795455% 0.000000% 0.~~000000~~056818% 0.000000% 0.~~000000~~852273% 01.~~000000~~060428% 0.000000% 0.~~000000~~029335% 0.000000% 01.~~000000~~089762% 180+ Days 0.~~000000~~056818% 0.000000% 0.000000% 0.000000% 0.~~000000~~056818% 0.~~000000~~081733% 0.000000% 0.000000% 0.000000% 0.~~000000~~081733% Totals 212.~~246879~~159091% 0.~~027739~~284091% 0.~~110957~~056818% 0.000000% 212.~~385576~~500000% 213.~~699496~~744423% 0.~~020059~~267201% 0.~~106209~~029335% 0.000000% 214.~~825764~~040959% 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 ~~386~~1,~~641~~448,418.9709

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 02 0 0 02 0167,084.0071 0.00 0.00 0167,084.0071 30 Days 222 0 0 0 222 ~~276~~3,~~737~~807,667.6952 0.00 0.00 0.00 ~~276~~3,~~737~~807,667.6952 60 Days 02 01 0 0 03 0122,080.0034 0109,106.0070 0.00 0.00 0231,187.0004 90 Days 04 0 0 0 04 0704,455.0064 0.00 0.00 0.00 0704,455.0064 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 228 03 0 0 231 ~~276~~4,~~737~~634,203.6950 0276,191.0041 0.00 0.00 ~~276~~4,~~737~~910,394.6991 0-29 Days 0.~~000000~~400802% 0.000000% 0.000000% 0.~~000000~~400802% 0.~~000000~~188925% 0.000000% 0.000000% 0.~~000000~~188925% 30 Days 04.~~396040~~408818% 0.000000% 0.000000% 0.000000% 04.~~396040~~408818% 04.~~309161~~305373% 0.000000% 0.000000% 0.000000% 04.~~309161~~305373% 60 Days 0.~~000000~~400802% 0.~~000000~~200401% 0.000000% 0.000000% 0.~~000000~~601202% 0.~~000000~~138038% 0.~~000000~~123368% 0.000000% 0.000000% 0.~~000000~~261406% 90 Days 0.~~000000~~801603% 0.000000% 0.000000% 0.000000% 0.~~000000~~801603% 0.~~000000~~796536% 0.000000% 0.000000% 0.000000% 0.~~000000~~796536% 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 05.~~396040~~611222% 0.~~000000~~601202% 0.000000% 0.000000% 06.~~396040~~212425% 05.~~309161~~239947% 0.~~000000~~312293% 0.000000% 0.000000% 05.~~309161~~552239% 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 12 0 0 12 ~~164~~338,~~930~~329.1379 0.00 0.00 ~~164~~338,~~930~~329.1379 30 Days 18102 01 0 0 18103 319,~~656~~535,~~281~~159.0675 0164,906.0043 0.00 0.00 319,~~656~~700,~~281~~066.0618 60 Days 248 0 0 0 248 ~~495~~9,~~449~~620,104.8606 0.00 0.00 0.00 ~~495~~9,~~449~~620,104.8606 90 Days 08 0 0 0 08 01,913,853.0013 0.00 0.00 0.00 01,913,853.0013 120 Days 08 0 0 0 08 01,427,897.0044 0.00 0.00 0.00 01,427,897.0044 150 Days 0 0 01 0 01 0.00 0.00 0158,738.0046 0.00 0158,738.0046 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 20166 3 1 0 0170 ~~21 4~~32,~~151~~497,~~730~~014.9238 ~~164~~503,~~930~~236.1322 0158,738.0046 0.00 433,~~316~~158,~~661~~989.0506 0-29 Days 0.~~064103~~131839% 0.000000% 0.000000% 0.~~064103~~131839% 0.~~054341~~114684% 0.000000% 0.000000% 0.~~054341~~114684% 30 Days 16.~~153846~~723797% 0.~~000000~~065920% 0.000000% 0.000000% 16.~~153846~~789717% 16.~~204661~~621861% 0.~~000000~~055899% 0.000000% 0.000000% 16.~~204661~~677759% 60 Days 03.~~128205~~164140% 0.000000% 0.000000% 0.000000% 03.~~128205~~164140% 03.~~163239~~260940% 0.000000% 0.000000% 0.000000% 03.~~163239~~260940% 90 Days 0.~~000000~~527357% 0.000000% 0.000000% 0.000000% 0.~~000000~~527357% 0.~~000000~~648742% 0.000000% 0.000000% 0.000000% 0.~~000000~~648742% 120 Days 0.~~000000~~527357% 0.000000% 0.000000% 0.000000% 0.~~000000~~527357% 0.~~000000~~484016% 0.000000% 0.000000% 0.000000% 0.~~000000~~484016% 150 Days 0.000000% 0.000000% 0.~~000000~~065920% 0.000000% 0.~~000000~~065920% 0.000000% 0.000000% 0.~~000000~~053808% 0.000000% 0.~~000000~~053808% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 110.~~282051~~942650% 0.~~064103~~197759% 0.~~000000~~065920% 0.000000% 111.~~346154~~206328% 111.~~367901~~015559% 0.~~054341~~170583% 0.~~000000~~053808% 0.000000% 111.~~422242~~239950% 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 01 0 0 01 0219,908.0022 0.00 0.00 0219,908.0022 30 Days 431 0 0 0 431 14,~~032~~638,~~746~~084.4748 0.00 0.00 0.00 14,~~032~~638,~~746~~084.4748 60 Days 116 0 0 0 116 ~~185~~1,~~000~~608,687.0054 0.00 0.00 0.00 ~~185~~1,~~000~~608,687.0054 90 Days 3 0 0 1 0 13 0673,233.0097 0.00 ~~80,100~~0.00 0.00 80673,~~100~~233.0097 120 Days 04 0 0 0 04 01,785,910.0010 0.00 0.00 0.00 01,785,910.0010 150 Days 01 0 0 0 01 0185,000.00 0.00 0.00 0.00 0185,000.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 555 0 1 0 60 156 8,~~217~~890,~~746~~916.4709 0219,908.0022 ~~80,100~~0.00 0.00 19,~~297~~110,~~846~~824.4731 0-29 Days 0.~~000000~~160000% 0.000000% 0.000000% 0.~~000000~~160000% 0.~~000000~~211386% 0.000000% 0.000000% 0.~~000000~~211386% 30 Days 04.~~625000~~960000% 0.000000% 0.000000% 0.000000% 04.~~625000~~960000% 04.~~963668~~458339% 0.000000% 0.000000% 0.000000% 04.~~963668~~458339% 60 Days 02.~~156250~~560000% 0.000000% 0.000000% 0.000000% 02.~~156250~~560000% 01.~~172626~~546344% 0.000000% 0.000000% 0.000000% 01.~~172626~~546344% 90 Days 0.~~000000~~480000% 0.000000% 0.~~156250~~000000% 0.000000% 0.~~156250~~480000% 0.~~000000~~647143% 0.000000% 0.~~074742~~000000% 0.000000% 0.~~074742~~647143% 120 Days 0.~~000000~~640000% 0.000000% 0.000000% 0.000000% 0.~~000000~~640000% 01.~~000000~~716698% 0.000000% 0.000000% 0.000000% 01.~~000000~~716698% 150 Days 0.~~000000~~160000% 0.000000% 0.000000% 0.000000% 0.~~000000~~160000% 0.~~000000~~177830% 0.000000% 0.000000% 0.000000% 0.~~000000~~177830% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 08.~~781250~~800000% 0.~~000000~~160000% 0.~~156250~~000000% 0.000000% 08.~~937500~~960000% 18.~~136294~~546354% 0.~~000000~~211386% 0.~~074742~~000000% 0.000000% 18.~~211037~~757740% 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 01 0 0 01 0469,824.0045 0.00 0.00 0469,824.0045 30 Days 2076 0 0 0 2076 628,~~475~~496,~~833~~430.0448 0.00 0.00 0.00 628,~~475~~496,~~833~~430.0448 60 Days 3339 0 10 0 3439 914,~~646~~938,~~437~~870.3982 0.00 ~~322,978~~0.3100 0.00 914,~~969~~938,~~415~~870.7082 90 Days 21 1 0 2 0 322 ~~427~~7,~~500~~562,522.66 373,600.00 0.00 ~~470,204.38~~ 0.00 ~~897~~7,~~704~~936,122.3866 120 Days 014 01 0 0 015 04,221,237.0031 0299,894.0055 0.00 0.00 04,521,131.0086 150 Days 027 0 01 0 028 08,318,455.0079 0.00 076,493.0038 0.00 08,394,949.0017 180+ Days 02 0 0 0 02 0655,405.00 0.00 0.00 0.00 0655,405.00 Totals 54179 0 3 1 0 57183 1664,~~549~~192,~~770~~922.4306 01,143,319.00 ~~793~~76,~~182~~493.6938 0.00 1765,~~342~~412,~~953~~734.1244 0-29 Days 0.~~000000~~113766% 0.000000% 0.000000% 0.~~000000~~113766% 0.~~000000~~149432% 0.000000% 0.000000% 0.~~000000~~149432% 30 Days 28.~~222222~~646189% 0.000000% 0.000000% 0.000000% 28.~~222222~~646189% 29.~~010908~~063532% 0.000000% 0.000000% 0.000000% 29.~~010908~~063532% 60 Days 34.~~666667~~436860% 0.000000% 0.~~111111~~000000% 0.000000% 34.~~777778~~436860% 24.~~995460~~751435% 0.000000% 0.~~100293~~000000% 0.000000% 34.~~095753~~751435% 90 Days 02.~~111111~~389078% 0.~~000000~~113766% 0.~~222222~~000000% 0.000000% 02.~~333333~~502844% 02.~~132749~~405325% 0.~~000000~~118827% 0.~~146010~~000000% 0.000000% 02.~~278760~~524151% 120 Days 01.~~000000~~592719% 0.~~000000~~113766% 0.000000% 0.000000% 01.~~000000~~706485% 01.~~000000~~342600% 0.~~000000~~095384% 0.000000% 0.000000% 01.~~000000~~437984% 150 Days 03.~~000000~~071672% 0.000000% 0.~~000000~~113766% 0.000000% 03.~~000000~~185438% 02.~~000000~~645755% 0.000000% 0.~~000000~~024329% 0.000000% 02.~~000000~~670085% 180+ Days 0.~~000000~~227531% 0.000000% 0.000000% 0.000000% 0.~~000000~~227531% 0.~~000000~~208457% 0.000000% 0.000000% 0.000000% 0.~~000000~~208457% Totals 620.~~000000~~364050% 0.~~000000~~341297% 0.~~333333~~113766% 0.000000% 620.~~333333~~819113% 520.~~139118~~417104% 0.~~000000~~363642% 0.~~246303~~024329% 0.000000% 520.~~385421~~805075% 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 40 ~~Jul~~Oct-06 0.000% Original Principal Balance ~~874,005~~0.00 ~~Aug~~Nov-06 0.000% Current Actual Balance ~~873,282~~0.6900 ~~Sep~~Dec-06 0.000% ~~Oct~~Jan-0607 0.000% Current Foreclosure Total ~~Nov~~Feb-0607 0.000% Loans in Foreclosure 42 ~~Dec~~Mar-0607 0.000% Original Principal Balance ~~874~~235,~~005~~332.00 ~~Jan~~Apr-07 0.000% Current Actual Balance ~~873~~235,~~282~~231.6984 ~~Feb~~May-07 0.000% ~~Mar~~Jun-07 0.~~000~~106% ~~Apr~~Jul-07 0.~~000~~067% ~~May~~Aug-07 0.~~000~~029% ~~Jun~~Sep-07 0.~~106~~029% *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) - No Foreclosure Information to report this period. 1(B) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Oct-06 No0.000% Original Principal Balance 0.00 Nov-06 0.000% Current Actual Balance 0.00 Dec-06 0.000% Jan-07 0.000% Current Foreclosure ~~Information~~Total toFeb-07 0.000% Loans in Foreclosure 1 Mar-07 0.000% Original Principal Balance 158,832.00 Apr-07 0.000% Current Actual Balance 158,738.46 May-07 0.000% Jun-07 0.000% Jul-07 0.000% Aug-07 0.053% Sep-07 0.054% *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(A) 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 10 ~~Jul~~Oct-06 0.000% Original Principal Balance ~~80,100~~0.00 ~~Aug~~Nov-06 0.000% Current Actual Balance ~~80,100~~0.00 ~~Sep~~Dec-06 0.000% ~~Oct~~Jan-0607 0.000% Current Foreclosure Total ~~Nov~~Feb-0607 0.000% Loans in Foreclosure 10 ~~Dec~~Mar-0607 0.000% Original Principal Balance ~~80,100~~0.00 ~~Jan~~Apr-07 0.000% Current Actual Balance ~~80,100~~0.00 ~~Feb~~May-07 0.000% ~~Mar~~Jun-07 0.~~000~~075% ~~Apr~~Jul-07 0.~~000~~075% ~~May~~Aug-07 0.000% ~~Jun~~Sep-07 0.~~075~~000% *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 Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 30 ~~Jul~~Oct-06 0.000% Original Principal Balance ~~793,905~~0.00 ~~Aug~~Nov-06 0.000% Current Actual Balance ~~793,182~~0.6900 ~~Sep~~Dec-06 0.000% ~~Oct~~Jan-0607 0.000% Current Foreclosure Total ~~Nov~~Feb-0607 0.000% Loans in Foreclosure 31 ~~Dec~~Mar-0607 0.000% Original Principal Balance ~~793~~76,~~905~~500.00 ~~Jan~~Apr-07 0.000% Current Actual Balance ~~793~~76,~~182~~493.6938 ~~Feb~~May-07 0.000% ~~Mar~~Jun-07 0.~~000~~246% ~~Apr~~Jul-07 0.~~000~~148% ~~May~~Aug-07 0.~~000~~024% ~~Jun~~Sep-07 0.~~246~~024% *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 21(~~A) 0123958910 Jun-2007 01-Feb-2007 TX 90.00 80,100.00 2(~~B) ~~0123949810~~0123952848 ~~Jun~~Aug-2007 01-~~Sep~~Dec-2006 ~~NV 90.00 243,000.00 2(B) 0123955601 Jun-2007 01-Feb-2007~~ FL 9580.00 ~~323~~158,~~000~~832.00 2(B) ~~0123958886~~0123957581 ~~Jun~~Aug-2007 01-Feb-2007 FLWI 9590.00 ~~227~~76,~~905~~500.00

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 ~~2(A) 0123958910 80,100.00 01-Jan-2007 3 10.730%~~ 1~~,363.62 2~~(B) ~~0123949810~~0123952848 ~~242~~158,~~299~~738.3846 01-~~Jan~~Feb-2007 35 89.~~500~~310% 35,~~227~~822.1407 2(B) ~~0123955601~~0123957581 ~~322~~76,~~978~~493.3138 01-Feb-2007 25 98.~~620~~980% ~~4,908.26~~ 2~~(B) 0123958886 227~~,~~905~~701.~~00 01-Jan-2007 3 9.295% 3,338.06~~75

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 15 ~~Jul~~Oct-06 0.000% Original Principal Balance ~~165~~1,~~000~~168,600.00 ~~Aug~~Nov-06 0.000% Current Actual Balance ~~164~~1,~~930~~168,164.1315 ~~Sep~~Dec-06 0.000% ~~Oct~~Jan-0607 0.000% Current Bankruptcy Total ~~Nov~~Feb-0607 0.000% Loans in Bankruptcy 10 Mar-07 0.000% Original Principal Balance 2,144,505.00 Apr-07 0.000% Current Actual Balance 2,142,654.85 May-07 0.000% Jun-07 0.020% Jul-07 0.020% Aug-07 0.121% Sep-07 0.267% *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) ~~Dec~~12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Oct-06 0.000% Original Principal Balance ~~165~~95,000.00 ~~Jan~~Nov-0706 0.000% Current Actual Balance ~~164~~94,~~930~~761.1338 Dec-06 0.000% Jan-07 0.000% Current Bankruptcy Total Feb-07 0.000% Loans in Bankruptcy 3 Mar-07 0.000% Original Principal Balance 276,655.00 Apr-07 0.000% Current Actual Balance 276,191.41 May-07 0.000% Jun-07 0.~~020~~000% Jul-07 0.000% Aug-07 0.204% Sep-07 0.312% *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(AB) 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Oct-06 No0.000% Original Principal Balance 180,000.00 Nov-06 0.000% Current Actual Balance 180,000.00 Dec-06 0.000% Jan-07 0.000% Current Bankruptcy ~~Information~~Total toFeb-07 0.000% Loans in Bankruptcy 3 Mar-07 0.000% Original Principal Balance 504,000.00 Apr-07 0.000% Current Actual Balance 503,236.22 May-07 0.000% Jun-07 0.054% Jul-07 0.055% Aug-07 0.109% Sep-07 0.171% *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. 12(BA) 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 ~~Jul~~Oct-06 0.000% Original Principal Balance ~~165~~220,000.00 ~~Aug~~Nov-06 0.000% Current Actual Balance ~~164~~219,~~930~~908.1322 ~~Sep~~Dec-06 0.000% ~~Oct~~Jan-0607 0.000% Current Bankruptcy Total ~~Nov~~Feb-0607 0.000% Loans in Bankruptcy 1 ~~Dec~~Mar-0607 0.000% Original Principal Balance ~~165~~220,000.00 ~~Jan~~Apr-07 0.000% Current Actual Balance ~~164~~219,~~930~~908.1322 ~~Feb~~May-07 0.000% ~~Mar~~Jun-07 0.000% ~~Apr~~Jul-07 0.000% ~~May~~Aug-07 0.000% ~~Jun~~Sep-07 0.~~054~~211% *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(AB) -12 NoMonth Bankruptcy ~~Information~~History* toNew ~~report~~Bankruptcy ~~this~~Loans ~~period.~~Month Bankruptcy Percentage Loans in Bankruptcy 2~~(B)~~ Oct-06 No0.000% Original Principal Balance 673,600.00 Nov-06 0.000% Current Actual Balance 673,494.55 Dec-06 0.000% Jan-07 0.000% Current Bankruptcy ~~Information~~Total toFeb-07 0.000% Loans in Bankruptcy 3 Mar-07 0.000% Original Principal Balance 1,143,850.00 Apr-07 0.000% Current Actual Balance 1,143,319.00 May-07 0.000% Jun-07 0.000% Jul-07 0.000% Aug-07 0.149% Sep-07 0.364% *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.

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) 0040023053 Sep-2007 01-Mar-2007 OH 100.00 95,000.00 1(A) 0123954935 Aug-2007 01-Jan-2007 LA 100.00 72,500.00 1(A) 0124251737 Aug-2007 01-May-2007 TN 95.00 109,155.00 1(B) 0033773235 Sep-2007 01-Feb-2007 NV 75.00 180,000.00 1(B) 0033803909 Jun-2007 01-Mar-2007 TN 100.00 165,000.00 1(B) 0123798696 Aug-2007 01-Feb-2007 GA 100.00 159,000.00 2(A) 0124250903 Sep-2007 01-May-2007 FL 80.00 220,000.00 2(B) 0039831995 Sep-2007 01-Feb-2007 FL 80.00 373,600.00 2(B) 0123956179 Sep-2007 01-Jan-2007 CA 80.00 300,000.00 2(B) 0124254939 Aug-2007 01-May-2007 IL 95.00 470,250.00

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) 0040023053 94,761.38 01-Jul-2007 0 9.500% 1,421.06 1(A) 0123954935 72,323.33 01-Jul-2007 0 11.240% 1,294.36 1(A) 0124251737 109,106.70 01-May-2007 2 10.000% 3,452.72 1(B) 0033773235 180,000.00 01-Jul-2007 0 8.500% 2,400.00 1(B) 0033803909 164,~~930~~906.1343 01-~~May~~Jun-2007 01 10.400% 4,080.84 1(B) 0123798696 158,329.79 01-Aug-2007 0 9.150% 2,~~721~~283.3422 2(A) 0124250903 219,908.22 01-Jul-2007 0 10.450% 3,646.54 2(B) 0039831995 373,600.00 01-Apr-2007 3 7.250% 10,507.50 2(B) 0123956179 299,894.55 01-Mar-2007 4 8.210% 9,630.40 2(B) 0124254939 469,824.45 01-Jul-2007 0 7.850% 5,754.47

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) 03 0557,500.00 0557,195.0090 100 ~~2,036,350~~0.00 ~~2,035,504~~0.7000 1(B) 811 12,~~130~~598,~~765~~750.00 12,~~034~~594,~~949~~898.2734 330 ~~6,429,231~~0.00 ~~6,427,343~~0.3200 2(A) 04 0478,500.00 0477,847.0021 150 ~~1,593,350~~0.00 ~~1,592,919~~0.5900 2(B) 8 3 708,~~631,737~~945.00 3705,~~630,748~~867.5110 250 ~~9,483,400~~0.00 ~~9,481,913~~0.9800 Total 1621 4,~~762~~343,~~502~~695.00 4,~~665~~335,~~697~~808.7855 830 ~~19,542,331~~0.00 ~~19,537,681~~0.5900

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 7,~~511~~729.2539 1(B) 0 0.00 0.00 0 0.00 0.00 158,~~171~~269.8043 2(A) 0 0.00 0.00 0 0.00 0.00 46,~~483~~264.8058 2(B) 0 0.00 0.00 0 0.00 0.00 91,~~062~~212.4970 Total 0 0.00 0.00 0 0.00 0.00 3623,~~229~~476.3410

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1(A) ~~0124256421~~0040079949 HIMO 95100.00 01-~~May~~Dec-~~2007~~2006 ~~238~~92,~~450.00 238,394.11 1(A) 0124257304 NY 68.75 01-May-2007 192,500.00 192,320.60 1(A) 0124258203 OR 83.45 01-May-2007 121,~~000.00 ~~120~~91,~~802~~864.~~03 1(A) 0124259466 MA 85.00~~ 01~~-May-2007~~ ~~454,750.00 454,636.09~~ 1(A) ~~0124261264~~0045559937 FLIL ~~20.00 01-May-2007 82,000.00 81,955.88 1(A) 0124262312 OH 85.00 01-May-2007 140,250.00 140,136.21 1(A) 0124273301 MI~~ 100.00 01-Apr-2007 ~~117~~228,~~200.00 117,046.94 1(A) 0124276320 CA 39.13 01-May-2007 225,~~000.00 ~~224,630.04 1(A) 0124278227 FL 89.29 01-May-2007~~ 227,~~700~~904.0024 ~~227,494.43~~ 1(A) ~~0124278813~~0124267113 FLOH 95.00 01-May-2007 237,500.00 237,~~288~~391.9850 1(B) ~~0033456294~~0033769357 ILWY 8079.0019 01-~~Jan~~Mar-2007 67175,~~200.00 66,975.57 1(B) 0033521543 VA 75.00 01-Jan-2007 198,750.00 198,750.00 1(B) 0045539566 TX 98.29 01-Apr-2007 73,715.00 73,715.00 1(B) 0123951667 CO 100.00 01-Dec-2006 314,~~000.00 ~~313~~174,~~664~~076.5002 1(B) ~~0123958860~~0045232139 NCOH 80.00 01-~~Feb~~Mar-2007 9180,~~200~~000.00 ~~90,940.~~79 ~~1(B) 0124242892 TN 90.00 01-May-2007 234~~,~~000~~716.0027 ~~233,778.43~~ 1(B) ~~0124243940~~0045309366 DC 5560.3164 01-~~May~~Mar-2007 ~~135~~265,~~500.00 135,349.08 1(B) 0124244765 IL 95.00 01-May-2007 132,905.00 132,774.41 1(B) 0124246752 NM 100.00 01-Apr-2007 163,~~000.00 67264,~~054~~374.~~52 1(B) 0124246943 ID 85.00 01-Apr-2007 250,750.00 250,617.66 1(B) 0124248154 CA 79.60 01-Apr-2007 254,720.00 254,508.81 1(B) 0124253089 CO~~ 90~~.00~~ ~~01-May-2007 212,850.00 212,767.14~~ 1(B) ~~0124253287~~0123797763 MINJ ~~100~~45.00 01-~~May~~Mar-2007 ~~150~~126,000.00 ~~149~~125,~~954~~838.4975 1(B) ~~0124253709~~0124254772 ~~MI 95.00 01-May-2007 109,250.00 109,148.71 1(B) 0124253865 MI 90.00 01-May-2007 274,500.00 274,249.55 1(B) 0124253907 MI 85.00 01-May-2007 100,300.00 100,176.79 1(B) 0124254673~~ IL 9584.~~00 01-May-2007 212,800.00 212,725.~~76 ~~1(B) 0124255571 CT 90.00~~ 01-May-2007 ~~342~~208,~~000~~500.00 ~~341~~208,~~860~~106.7649 1(B) ~~0124255639~~0124256785 NCNY 9567.0017 01-May-2007 ~~156~~268,~~750.00 156,678.14 1(B) 0124255951 CT 80.00 01-May-2007 197,600.00 197,391.08 1(B) 0124259144 CA 80.00 01-May-2007 321,001.00 320,922.43 1(B) 0124259177 CA 90.00 01-May-2007 315,~~000.00 ~~314~~267,~~875~~691.5478 1(B) ~~0124260175~~0124257049 CANY 75.00 01-May-2007 ~~202~~378,~~500~~750.00 ~~202~~378,~~396~~369.3632 1(B) ~~0124262262~~0124262221 WI 8085.00 01-May-2007 64391,000.00 63390,~~961~~650.9368 1(B) ~~0124262734~~0124265794 MN 90.00 01-May-2007 72,900.00 72,840.52 1(B) 0124264615 SC 84.80 01-May-2007 71,230.00 71,205.58 1(B) 0124266172 IN 85.00 01-May-2007 56,100.00 56,064.35 1(B) 0124266560 OH 90.00 01-May-2007 100,800.00 100,659.38 1(B) 0124269036 PA 85.00 01-May-2007 110,075.00 109,990.38 1(B) 0124271974 CA 95.00 01-Apr-2007 289,750.00 289,749.99 1(B) 0124272089 FL 85.00 01-May-2007 216,750.00 216,680.11 1(B) 0124272097 GA 85.00 01-May-2007 382,500.00 382,400.42 1(B) 0124272659 CA 75.00 01-May-2007 397,500.00 397,319.14 1(B) 0124272782 IL 95.00 01-Apr-2007 76,950.00 76,923.87 1(B) 0124273582 MI 95.00 01-May-2007 201,400.00 201,155.10 1(B) 0124275041 UT 95.00 01-Apr-2007 133,000.00 133,000.00 1(B) 0124276130 CA 75.00 01-May-2007 160,500.00 160,418.46 1(B) 0124277393 MO 90.00 01-May-2007 73333,~~800.00 73,748.82 1(B) 0124278474 FL 80.00 01-May-2007 320,~~000.00 ~~319~~332,~~798~~333.0381 1(B) ~~0124279928~~0124269630 FLNC 95.00 01-May-2007 ~~175~~142,~~750~~500.00 ~~175~~142,~~702~~084.8113 1(B) ~~0124281049~~0124281452 AZMD 90100.00 01-May-2007 ~~146~~231,~~700.00 146,565.43 2(A) 0124242520 CA 20.00 01-May-2007 103,~~000.00 ~~102~~230,~~947~~836.~~87 2(A) 0124243668 PA 90.00 01-May-2007 202,500.00 202,294.66 2(A) 0124251430 CA~~ 20~~.00~~ ~~01-May-2007 142,000.00 141,910.29~~ 2(A) ~~0124253592~~0123955668 MIUT 9580.00 01-~~May~~Feb-2007 71152,~~250.00 71,194.33 2(A) 0124258930 NV 20.00 01-May-2007 58,~~000.00 57151,~~964~~889.7485 2(A) ~~0124262460~~0124247586 MNAK 2070.00 01-~~May~~Apr-2007 3487,~~000.00 33,979.74 2(A) 0124262718 MN 100.00 01-May-2007 349,900.00 349,900.00 2(A) 0124262759 MN 20.00 01-May-2007 106,000.00 105,941.68 2(A) 0124270752 IL 75.00 01-May-2007 103,~~500.00 ~~103~~87,~~469~~228.5327 2(A) ~~0124271222~~0124249152 IL 2080.00 01-May-2007 50180,000.00 49179,~~966~~727.0621 2(A) ~~0124272311~~0124275074 CAUT 20.00 01-May-2007 74,800.00 74,740.92 2(A) 0124273293 MI 85.00 01-May-2007 51,000.00 50,975.75 2(A) 0124274226 CA 20.00 01-May-2007 90,000.00 89,935.51 2(A) 0124277443 OK 85.00 01-May-2007 37,400.00 37,378.47 2(A) 0124280223 FL 80.00 01-May-2007 120,000.00 119,885.76 2(B) 0045562998 PA 100.00 01-Apr-2007 8559,000.00 8458,~~883~~866.1856 2(B) ~~0124245887~~0018383166 CAIL 9092.0017 01-~~May~~Feb-~~2007~~2005 ~~540~~76,~~000.00 540,000.00 2(B) 0124248709 NJ 100.00 01-May-2007 400,000.00 399,736.83 2(B) 0124249590 CA 100.00 01-Apr-2007 401,000.00 401,000.00 2(B) 0124250200 CA 90.00 01-Apr-2007 688,~~500.00 ~~688~~74,~~500~~217.0062 2(B) ~~0124251422~~0045163029 CAKS 8093.00 01-~~May~~Mar-2007 ~~568~~173,~~000~~445.00 ~~568~~172,~~000~~571.0024 2(B) ~~0124251919~~0124250556 CAMD ~~100.00 01-Apr-2007 300,000.00 299,822.32 2(B) 0124253014 CO 100.00 01-May-2007 239,037.00 239,017.~~90 ~~2(B) 0124253782 MI 90~~.00 01-May-2007 63459,450.00 63,409.25 2(B) 0124253972 MI 100.00 01-May-2007 211,500.00 211,283.28 2(B) 0124259623 CA 95.00 01-May-2007 331,550.00 331,290.96 2(B) 0124260266 CA 90.00 01-May-2007 586,800.00 586,800.00 2(B) 0124260324 CA 95.00 01-May-2007 731,500.00 731,500.00 2(B) 0124262742 MN 80.00 01-May-2007 424,000.00 ~~423~~458,~~515~~845.35 2(B) 0124263815 CA 90.07 01-May-2007 694,450.00 694,450.00 2(B) 0124264623 NY 95.00 01-May-2007 356,250.00 356,177.00 2(B) 0124265257 NJ 95.00 01-May-2007 218,500.00 218,321.79 2(B) 0124266164 IN 85.00 01-May-2007 61,200.00 61,161.11 2(B) 0124266289 OH 95.00 01-May-2007 223,250.00 223,193.20 2(B) 0124268731 PA 80.00 01-May-2007 34,400.00 34,368.77 2(B) 0124269929 CA 90.00 01-May-2007 810,000.00 810,000.00 2(B) 0124270323 CA 100.00 01-May-2007 320,000.00 319,855.45 2(B) 0124271719 AZ 95.00 01-May-2007 142,500.00 142,403.33 2(B) 0124272303 CA 80.00 01-May-2007 299,200.00 299,200.00 2(B) 0124272519 CA 85.00 01-May-2007 450,500.00 449,995.63 2(B) 0124272832 WA 85.00 01-May-2007 637,500.00 637,055.46 2(B) 0124274267 CA 80.00 01-May-2007 350,400.00 350,400.00 2(B) 0124274325 CA 80.00 01-May-2007 472,000.00 472,000.00 2(B) 0124275785 UT 89.10 01-May-2007 646,000.00 644,978.99 2(B) 0124275967 NC 95.00 01-May-2007 646,000.00 646,000.00 2(B) 0124277807 MO 90.00 01-May-2007 86,400.00 86,357.26 2(B) 0124278383 FL 95.00 01-May-2007 522,500.00 521,994.71 2(B) 0124281510 MD 85.00 01-May-2007 573,750.00 573,683.2225

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1(A) ~~0124256421~~0040079949 ~~Repurchase~~Loan 0Paid ~~8.200%~~in ~~360~~Full ~~1 1(A) 0124257304 Repurchase~~ 0 ~~9.775% 360 1 1(A) 0124258203 Repurchase 0 7.025% 360 1 1(A) 0124259466 Repurchase 0~~ 10.~~775~~350% 360 1 1(A) 0124261264 Repurchase 0 12.300% 180 1 1(A) 0124262312 Repurchase 0 10.425% 360 1 1(A) 0124273301 Repurchase 0 10.175% 360 2 1(A) 0124276320 Repurchase 0 7.000% 360 1 1(A) 0124278227 Repurchase 0 9~~.925%~~ ~~360~~ 1 1(A) ~~0124278813~~0045559937 ~~Repurchase 0 10.000% 360 1 1(B) 0033456294~~ Loan Paid in Full 0 910.~~000~~500% 360 5 1(BA) ~~0033521543~~0124267113 Loan Paid in Full 0 98.~~000~~875% 360 54 1(B) ~~0045539566~~0033769357 Loan Paid in Full 0 87.~~375~~750% 360 26 1(B) ~~0123951667~~0045232139 Loan Paid in Full 0 109.~~200~~500% 360 6 1(B) ~~0123958860~~0045309366 Loan Paid in Full ~~0 8.880% 360 4 1~~(~~B) 0124242892 Repurchase 0 9.700% 360~~ 1 ~~1(B~~) ~~0124243940 Repurchase 0 8~~7.~~925~~500% 360 16 1(B) ~~0124244765~~0123797763 ~~Repurchase 0 9.525% 360 1 1(B) 0124246752~~ Loan Paid in Full ~~(2) 9.950% 360 2 1(B) 0124246943 Repurchase~~ 0 9.~~675~~600% 360 26 1(B) ~~0124248154~~0124254772 ~~Repurchase~~Loan 0Paid ~~8.150%~~in ~~360~~Full ~~2 1(B) 0124253089 Repurchase~~ 0 97.~~325~~075% 360 14 1(B) ~~0124253287~~0124256785 Loan Paid in Full 0 108.~~150% 360 1 1(B) 0124253709 Repurchase 0 9.~~800% 360 14 1(B) ~~0124253865~~0124257049 ~~Repurchase~~Loan 0Paid ~~9.875%~~in ~~360~~Full ~~1 1(B) 0124253907 Repurchase~~ 0 ~~8.450% 360 1 1(B) 0124254673 Repurchase 0~~ 9.~~690~~250% 360 14 1(B) ~~0124255571~~0124262221 Repurchase 0 9.175% 360 1 1(B) 0124255639 Repurchase 0 8.775% 360 1 1(B) 0124255951 Repurchase 0 9.175% 360 1 1(B) 0124259144 Repurchase 0 10.850% 360 1 1(B) 0124259177 Repurchase 0 9.275% 360 1 1(B) 0124260175 Repurchase 0 8.400% 360 1 1(B) 0124262262 Repurchase 0 11.850% 360 1 1(B) 0124262734 Loan Paid in Full 0 ~~10.400% 360 1 1(B) 0124264615 Repurchase 0~~ 9.750% 360 1 1(B) 0124266172 Repurchase 0 11.550% 360 1 1(B) 0124266560 Repurchase 0 7.825% 360 1 1(B) 0124269036 Repurchase 0 10.675% 360 1 1(B) 0124271974 Repurchase 0 8.950% 360 2 1(B) 0124272089 Repurchase 0 9.950% 360 1 1(B) 0124272097 Repurchase 0 10.650% 360 14 1(B) ~~0124272659~~0124265794 ~~Repurchase~~Loan 0Paid ~~8.800%~~in ~~360~~Full ~~1 1(B) 0124272782 Repurchase~~ 0 8.300% 360 2 1(B) 0124273582 Repurchase 0 8.500% 360 1 1(B) 0124275041 Repurchase 0 9.250% 360 2 1(B) 0124276130 Repurchase 0 8.425% 360 1 1(B) 0124277393 Repurchase 0 11.150% 360 1 1(B) 0124278474 Repurchase 0 7.675% 360 1 1(B) 0124279928 Repurchase 0 10.550% 360 14 1(B) ~~0124281049~~0124269630 ~~Repurchase~~Loan 0Paid ~~9.850%~~in ~~360~~Full ~~1 2(A) 0124242520 Repurchase~~ 0 ~~12.575% 180 1 2(A) 0124243668 Repurchase 0~~ 9.~~375~~275% 360 14 ~~2(A) 0124251430 Repurchase 0 11.575% 180~~ 1 2(A) 0124253592 Repurchase 0 10.600% 360 1 2(A) 0124258930 Repurchase 0 11.750% 180 1 2(A) 0124262460 Repurchase 0 11.840% 180 1 2(A) 0124262718 Repurchase 0 9.600% 360 1 2(A) 0124262759 Repurchase 0 12.200% 180 1 2(A) 0124270752 Repurchase 0 10.250% 360 1 2(A) 0124271222 Repurchase 0 11.250% 180 1 2(A) 0124272311 Repurchase 0 10.550% 180 1 2(A) 0124273293 Repurchase 0 12.850% 360 1 2(A) 0124274226 Repurchase 0 11.000% 180 1 2(A) 0124277443 Repurchase 0 12.000% 360 1 2(A) 0124280223 Repurchase 0 9.675% 360 1 2(B) ~~0045562998~~0124281452 Loan Paid in Full 0 97.875% 360 2 2(B) 0124245887 Repurchase 0 8.600% 360 1 2(B) 0124248709 Repurchase 0 11.390% 360 1 2(B) 0124249590 Repurchase 0 11.000% 360 2 2(B) 0124250200 Repurchase 0 9.550% 360 2 2(B) 0124251422 Repurchase 0 8.725% 360 14 2(BA) ~~0124251919~~0123955668 ~~Repurchase 0 10.400% 360 2 2(B) 0124253014~~ Loan Paid in Full ~~0 10.925% 360 1 2~~(B1) ~~0124253782 Repurchase 0 11~~9.~~500~~610% 360 17 2(BA) ~~0124253972~~0124247586 Loan Paid in Full ~~0 9.325% 360 1 2~~(~~B) 0124259623 Repurchase 0 10.600% 360~~ 1 ~~2(B~~) ~~0124260266 Repurchase 0 8~~9.~~600~~340% 360 15 2(BA) ~~0124260324~~0124249152 Loan Paid in Full 0 7.850% 360 14 2(BA) ~~0124262742~~0124275074 ~~Repurchase 0 8.800% 360 1 2(B) 0124263815~~ Loan Paid in Full 0 ~~12.150% 360 1 2(B) 0124264623 Repurchase 0 8.550% 360 1 2(B) 0124265257 Repurchase 0~~ 10.~~400~~850% ~~360~~180 15 2(B) ~~0124266164~~0018383166 Repurchase 0 11.550% 360 1 2(B) 0124266289 Repurchase 0 10.725% 360 1 2(B) 0124268731 Repurchase 0 9.900% 360 1 2(B) 0124269929 Repurchase 0 8.725% 360 1 2(B) 0124270323 Repurchase 0 8.825% 360 1 2(B) 0124271719 Repurchase 0 11.250% 360 1 2(B) 0124272303 Repurchase 0 6.990% 360 1 2(B) 0124272519 Loan Paid in Full 0 ~~8.900% 360 1 2(B) 0124272832 Repurchase 0~~ 7.~~325~~125% 360 131 2(B) ~~0124274267~~0045163029 ~~Repurchase 0 7.875% 360 1 2(B) 0124274325 Repurchase 0 7.725% 360 1 2(B) 0124275785~~ Loan Paid in Full ~~(1)~~0 7.~~200~~750% 360 16 2(B) ~~0124275967~~0124250556 ~~Repurchase 0 8.725% 360 1 2(B) 0124277807 Repurchase 0 12.675% 360 1 2(B) 0124278383 Repurchase 0 9.600% 360 1 2(B) 0124281510~~ Loan Paid in Full 0 9.~~990~~650% 360 14

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived 1(A) 02 0329,291.0066 06,975.00 0.00 1(B) 43 ~~495~~518,~~312~~428.7310 919,~~824~~107.6844 0.00 2(A) 02 0151,900.0090 07,554.0094 0.00 2(B) 32 1246,~~461,913~~990.4640 458,~~748~~801.6352 0.00 Total 79 1,~~957~~246,~~226~~611.1906 5542,~~573~~438.3190 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(BA) ~~0033521543~~0040079949 0508/31/2007 ~~198~~91,~~750~~878.0014 34,~~975~~600.00 0.00 1(BA) ~~0045539566~~0124267113 0508/2431/2007 73237,~~715~~413.0052 32,~~086~~375.8200 0.00 1(B) ~~0124253287~~0033769357 0508/31/2007 ~~149~~174,~~977~~204.3467 15,~~499~~399.7754 0.00 1(B) ~~0124262734~~0045232139 0508/3116/2007 7279,~~870~~757.3955 3,790.43 0.00 1(B) 0045309366 08/17/2007 264,~~263~~465.0988 9,917.47 0.00 2(BA) ~~0045562998~~0123955668 0508/31/2007 84151,~~922~~900.4490 45,~~193~~838.0585 0.00 2(BA) ~~0124260324~~0124277294 0507/3126/2007 ~~731~~0.00 1,~~500~~716.09 0.00 222(B) 0018383166 08/30/2007 74,~~969~~291.1091 2,104.55 0.00 2(B) ~~0124275785~~0045163029 0508/3121/2007 ~~645~~172,~~491~~698.0249 186,~~586~~696.4897 0.00

Prepayment Rates

Summary SMM CPR PSA Current Month 20.~~864~~541% Current Month 296.~~437~~299% Current Month ~~6,200~~585.~~663~~492% 3 Month Average 0.~~000~~805% 3 Month Average 09.~~000~~205% 3 Month Average 01,103.~~000~~420% 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. ~~Jul~~Oct-2006 N/A N/A ~~Jul~~Oct-2006 N/A N/A ~~Aug~~Nov-2006 N/A N/A ~~Aug~~Nov-2006 N/A N/A ~~Sep~~Dec-2006 N/A N/A ~~Sep~~Dec-2006 N/A N/A ~~Oct~~Jan-~~2006~~2007 N/A N/A ~~Oct~~Jan-~~2006~~2007 N/A N/A ~~Nov~~Feb-~~2006~~2007 N/A N/A ~~Nov~~Feb-~~2006~~2007 N/A N/A ~~Dec~~Mar-~~2006~~2007 N/A N/A ~~Dec~~Mar-~~2006~~2007 N/A N/A ~~Jan~~Apr-2007 N/A N/A ~~Jan~~Apr-2007 N/A N/A ~~Feb~~May-2007 N/A N/A ~~Feb~~May-2007 N/A N/A ~~Mar~~Jun-2007 ~~N/A~~29.437% N/A ~~Mar~~Jun-2007 ~~N/A~~6,200.663% N/A ~~Apr~~Jul-2007 ~~N/A~~8.601% N/A ~~Apr~~Jul-2007 ~~N/A~~1,272.706% N/A ~~May~~Aug-2007 ~~N/A~~12.715% N/A ~~May~~Aug-2007 ~~N/A~~1,452.063% N/A ~~Jun~~Sep-2007 296.~~437~~299% N/A ~~Jun~~Sep-2007 ~~6,200~~585.~~663~~492% 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 20.~~232~~635% Current Month 237.~~724~~360% Current Month ~~7,215~~793.~~655~~087% 3 Month Average 0.~~000~~353% 3 Month Average 04.~~000~~120% 3 Month Average 0505.~~000~~888% 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. ~~Jul~~Oct-2006 N/A N/A ~~Jul~~Oct-2006 N/A N/A ~~Aug~~Nov-2006 N/A N/A ~~Aug~~Nov-2006 N/A N/A ~~Sep~~Dec-2006 N/A N/A ~~Sep~~Dec-2006 N/A N/A ~~Oct~~Jan-~~2006~~2007 N/A N/A ~~Oct~~Jan-~~2006~~2007 N/A N/A ~~Nov~~Feb-~~2006~~2007 N/A N/A ~~Nov~~Feb-~~2006~~2007 N/A N/A ~~Dec~~Mar-~~2006~~2007 N/A N/A ~~Dec~~Mar-~~2006~~2007 N/A N/A ~~Jan~~Apr-2007 N/A N/A ~~Jan~~Apr-2007 N/A N/A ~~Feb~~May-2007 N/A N/A ~~Feb~~May-2007 N/A N/A ~~Mar~~Jun-2007 ~~N/A~~23.724% N/A ~~Mar~~Jun-2007 ~~N/A~~7,215.655% N/A ~~Apr~~Jul-2007 ~~N/A~~0.735% N/A ~~Apr~~Jul-2007 ~~N/A~~139.024% N/A ~~May~~Aug-2007 ~~N/A~~4.267% N/A ~~May~~Aug-2007 ~~N/A~~585.554% N/A ~~Jun~~Sep-2007 237.~~724~~360% N/A ~~Jun~~Sep-2007 ~~7,215~~793.~~655~~087% 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 20.~~404~~875% Current Month 2510.~~325~~006% Current Month ~~5,258~~924.~~891~~290% 3 Month Average 0.~~000~~917% 3 Month Average 010.~~000~~385% 3 Month Average 01,171.~~000~~848% 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. ~~Jul~~Oct-2006 N/A N/A ~~Jul~~Oct-2006 N/A N/A ~~Aug~~Nov-2006 N/A N/A ~~Aug~~Nov-2006 N/A N/A ~~Sep~~Dec-2006 N/A N/A ~~Sep~~Dec-2006 N/A N/A ~~Oct~~Jan-~~2006~~2007 N/A N/A ~~Oct~~Jan-~~2006~~2007 N/A N/A ~~Nov~~Feb-~~2006~~2007 N/A N/A ~~Nov~~Feb-~~2006~~2007 N/A N/A ~~Dec~~Mar-~~2006~~2007 N/A N/A ~~Dec~~Mar-~~2006~~2007 N/A N/A ~~Jan~~Apr-2007 N/A N/A ~~Jan~~Apr-2007 N/A N/A ~~Feb~~May-2007 N/A N/A ~~Feb~~May-2007 N/A N/A ~~Mar~~Jun-2007 ~~N/A~~25.325% N/A ~~Mar~~Jun-2007 ~~N/A~~5,258.891% N/A ~~Apr~~Jul-2007 ~~N/A~~5.753% N/A ~~Apr~~Jul-2007 ~~N/A~~843.664% N/A ~~May~~Aug-2007 ~~N/A~~15.396% N/A ~~May~~Aug-2007 ~~N/A~~1,747.589% N/A ~~Jun~~Sep-2007 2510.~~325~~006% N/A ~~Jun~~Sep-2007 ~~5,258~~924.~~891~~290% 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.~~469~~463% Current Month 165.~~269~~420% Current Month ~~3,617~~515.~~979~~586% 3 Month Average 0.~~000~~943% 3 Month Average 010.~~000~~474% 3 Month Average 01,254.~~000~~057% 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. ~~Jul~~Oct-2006 N/A N/A ~~Jul~~Oct-2006 N/A N/A ~~Aug~~Nov-2006 N/A N/A ~~Aug~~Nov-2006 N/A N/A ~~Sep~~Dec-2006 N/A N/A ~~Sep~~Dec-2006 N/A N/A ~~Oct~~Jan-~~2006~~2007 N/A N/A ~~Oct~~Jan-~~2006~~2007 N/A N/A ~~Nov~~Feb-~~2006~~2007 N/A N/A ~~Nov~~Feb-~~2006~~2007 N/A N/A ~~Dec~~Mar-~~2006~~2007 N/A N/A ~~Dec~~Mar-~~2006~~2007 N/A N/A ~~Jan~~Apr-2007 N/A N/A ~~Jan~~Apr-2007 N/A N/A ~~Feb~~May-2007 N/A N/A ~~Feb~~May-2007 N/A N/A ~~Mar~~Jun-2007 ~~N/A~~16.269% N/A ~~Mar~~Jun-2007 ~~N/A~~3,617.979% N/A ~~Apr~~Jul-2007 ~~N/A~~5.302% N/A ~~Apr~~Jul-2007 ~~N/A~~815.056% N/A ~~May~~Aug-2007 ~~N/A~~20.700% N/A ~~May~~Aug-2007 ~~N/A~~2,431.530% N/A ~~Jun~~Sep-2007 165.~~269~~420% N/A ~~Jun~~Sep-2007 ~~3,617~~515.~~979~~586% 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 30.~~915~~224% Current Month 382.~~077~~660% Current Month ~~7,362~~237.~~331~~591% 3 Month Average 0.~~000~~777% 3 Month Average 08.~~000~~827% 3 Month Average 01,085.~~000~~976% 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. ~~Jul~~Oct-2006 N/A N/A ~~Jul~~Oct-2006 N/A N/A ~~Aug~~Nov-2006 N/A N/A ~~Aug~~Nov-2006 N/A N/A ~~Sep~~Dec-2006 N/A N/A ~~Sep~~Dec-2006 N/A N/A ~~Oct~~Jan-~~2006~~2007 N/A N/A ~~Oct~~Jan-~~2006~~2007 N/A N/A ~~Nov~~Feb-~~2006~~2007 N/A N/A ~~Nov~~Feb-~~2006~~2007 N/A N/A ~~Dec~~Mar-~~2006~~2007 N/A N/A ~~Dec~~Mar-~~2006~~2007 N/A N/A ~~Jan~~Apr-2007 N/A N/A ~~Jan~~Apr-2007 N/A N/A ~~Feb~~May-2007 N/A N/A ~~Feb~~May-2007 N/A N/A ~~Mar~~Jun-2007 ~~N/A~~38.077% N/A ~~Mar~~Jun-2007 ~~N/A~~7,362.331% N/A ~~Apr~~Jul-2007 ~~N/A~~14.262% N/A ~~Apr~~Jul-2007 ~~N/A~~1,981.432% N/A ~~May~~Aug-2007 ~~N/A~~9.561% N/A ~~May~~Aug-2007 ~~N/A~~1,038.906% N/A ~~Jun~~Sep-2007 382.~~077~~660% N/A ~~Jun~~Sep-2007 ~~7,362~~237.~~331~~591% 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~~Due to Breaches Beginning Loan Scheduled Payoff Current Current Number Balance Balance Rate Payment ~~0124242520~~No ~~102,974.07~~Repurchases ~~12.575%~~Due ~~1,105.28~~to ~~0124242892~~Breaches ~~233,889.66~~this 9.700% 2,001.84 0124243668 202,397.73 9.375% 1,684.30 0124243940 135,424.82 8.925% 1,082.96 0124244765 132,839.96 9.525% 1,119.97 0124245887 540,000.00 8.600% 3,870.00 0124246943 250,662.13 9.675% 2,065.43 0124248154 254,579.63 8.150% 1,799.84 0124248709 399,869.04 11.390% 3,927.63 0124249590 401,000.00 11.000% 3,675.83 0124250200 688,500.00 9.550% 5,479.31 0124251422 568,000.00 8.725% 4,129.83 0124251430 141,955.36 11.575% 1,414.35 0124251919 299,838.48 10.400% 2,614.76 0124253089 212,808.73 9.325% 1,695.29 0124253592 71,222.29 10.600% 657.09 0124253709 109,199.56 9.800% 942.65 0124253782 63,429.72 11.500% 628.34 0124253865 274,375.29 9.875% 2,383.62 0124253907 100,238.61 8.450% 767.67 0124254673 212,763.03 9.690% 1,755.33 0124255571 341,930.65 9.175% 2,684.23 0124255639 156,714.20 8.775% 1,182.03 0124255951 197,495.94 9.175% 1,614.88 0124256421 238,422.15 8.200% 1,657.26 0124257304 192,410.66 9.775% 1,657.41 0124258203 120,901.30 7.025% 807.05 0124258930 57,982.46 11.750% 585.46 0124259144 320,961.89 10.850% 2,941.49 0124259177 314,938.01 9.275% 2,496.68 0124259466 454,693.30 10.775% 4,139.98 0124259623 331,421.05 10.600% 3,057.64 0124260175 202,448.36 8.400% 1,469.14 0124260266 586,800.00 8.600% 4,205.40 0124261264 81,978.05 12.300% 862.45 0124262262 63,981.06 11.850% 650.94 0124262312 140,193.35 10.425% 1,275.07 0124262460 33,989.92 11.840% 345.55 0124262718 349,900.00 9.600% 2,799.20 0124262742 423,758.56 8.800% 3,350.77 0124262759 105,970.99 12.200% 1,106.68 0124264615 71,217.84 9.750% 590.90 0124264623 356,213.63 8.550% 2,574.65 0124265257 218,411.28 10.400% 1,982.39 0124266164 61,180.65 11.550% 608.40 0124266172 56,082.26 11.550% 557.70 0124266289 223,221.73 10.725% 2,023.57 0124266560 100,729.92 7.825% 727.38 0124268731 34,384.45 9.900% 299.35 0124269036 110,032.88 10.675% 1,021.33 0124269929 810,000.00 8.725% 5,889.38 0124270323 319,927.99 8.825% 2,425.34 0124270752 103,484.83 10.250% 899.23 0124271222 49,983.11 11.250% 485.64 0124271719 142,451.89 11.250% 1,384.05 0124271974 289,750.00 8.950% 2,161.06 0124272089 216,715.20 9.950% 1,832.02 0124272097 382,450.43 10.650% 3,444.26 0124272303 299,200.00 6.990% 1,742.84 0124272311 74,770.59 10.550% 687.03 0124272659 397,409.90 8.800% 3,005.10 0124272782 76,932.64 8.300% 540.89 0124272832 637,278.41 7.325% 4,113.00 0124273293 50,987.94 12.850% 558.19 0124273301 117,097.76 10.175% 1,043.71 0124273582 201,277.98 8.500% 1,548.60 0124274226 89,967.90 11.000% 857.10 0124274267 350,400.00 7.875% 2,299.50 0124274325 472,000.00 7.725% 3,038.50 0124275041 133,000.00 9.250% 1,025.21 0124275967 646,000.00 8.725% 4,696.96 0124276130 160,459.37 8.425% 1,167.47 0124276320 224,815.56 7.000% 1,496.94 0124277393 73,774.53 11.150% 711.20 0124277443 37,389.29 12.000% 384.71 0124277807 86,378.74 12.675% 933.86 0124278227 227,597.64 9.925% 1,985.63 0124278383 522,248.36 9.600% 4,431.64 0124278474 319,899.34 7.675% 2,147.33 0124278813 237,394.93 10.000% 2,084.24 0124279928 175,726.51 10.550% 1,568.63 0124280223 119,943.11 9.675% 1,024.39 0124281049 146,632.99 9.850% 1,271.17Period

~~Breaches~~Repurchases ~~Current~~Due to Other Beginning Loan Scheduled Payoff Current Current Number Balance Balance Rate Payment No ~~Breaches~~Repurchases Due to Other this Period

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($) Balance($) < 5.500 0 0.00 0.000 0 0.00 0.000 5.500 5.999 11 4,~~131~~125,~~697~~334.9250 0.~~503~~515 0 0.00 0.000 6.000 6.499 21 7,~~849~~837,~~263~~041.1190 0.~~955~~978 4 1,~~181~~179,~~758~~560.6153 1.~~321~~334 6.500 6.999 ~~180~~178 5554,~~255~~527,~~545~~994.5955 6.~~722~~803 72 16,~~339~~302,~~139~~333.8144 18.~~261~~443 7.000 7.499 ~~249~~246 7271,~~269~~752,~~719~~057.4608 8.~~792~~952 67 16,~~431~~402,~~102~~005.7160 18.~~364~~556 7.500 7.999 ~~459~~452 ~~125~~124,~~970~~466,~~591~~048.9491 15.~~325~~528 78 16,~~232~~203,~~657~~297.0642 18.~~142~~331 8.000 8.499 ~~441~~433 ~~117~~115,~~023~~334,~~591~~303.2518 14.~~237~~389 5554 8,~~714~~648,~~665~~919.8464 9.~~740~~785 8.500 8.999 ~~629~~617 ~~159~~156,~~829~~466,~~378~~514.6610 19.~~444~~520 6362 11,~~776~~523,~~575~~695.6795 13.~~162~~037 9.000 9.499 ~~409~~398 9087,~~088~~271,~~602~~917.5789 10.~~960~~888 3634 54,~~060~~732,~~986~~355.8526 5.~~656~~354 9.500 9.999 ~~424~~411 8784,~~130~~039,~~371~~424.5791 10.~~600~~484 42 5,~~933~~926,~~805~~844.8013 6.~~632~~705 10.000 10.499 ~~203~~197 3735,~~527~~799,~~516~~721.9684 4.~~565~~466 1211 1,~~503~~409,~~443~~571.0581 1.~~680~~595 10.500 10.999 ~~212~~198 3229,~~920~~591,~~383~~008.5922 43.~~005~~692 2019 2,~~904~~671,~~905~~766.9867 3.~~247~~023 11.000 11.499 ~~111~~107 11,~~968~~069,~~944~~020.7927 1.~~456~~381 12 ~~939~~938,~~264~~403.0045 1.~~050~~062 11.500 11.999 ~~124~~122 109,~~121~~555,~~085~~108.3510 1.~~231~~192 27 1,~~663~~662,~~992~~085.5835 1.~~860~~880 12.000 12.499 9592 7,~~176~~002,~~429~~455.3808 0.~~873~~874 15 686,~~996~~388.5384 0.~~768~~777 12.500 12.999 32 2,~~149~~147,~~274~~871.1462 0.~~261~~268 2 105,~~437~~353.3950 0.~~118~~119 13.000 13.499 2 104,~~702~~489.3290 0.013 0 0.00 0.000 13.500 13.999 3 ~~475~~473,~~295~~666.1552 0.~~058~~059 0 0.00 0.000 14.000 14.499 0 0.00 0.000 0 0.00 0.000 14.500 14.999 0 0.00 0.000 0 0.00 0.000 >= 15.000 0 0.00 0.000 0 0.00 0.000 Total 3,~~605~~520 ~~821~~801,~~992~~563,~~393~~978.7557 100.000 ~~505~~499 8988,~~474~~392,~~731~~581.8859 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($) Balance($) < 5.500 0 0.00 0.000 0 0.00 0.000 5.500 5.999 4 1,~~371~~370,~~327~~569.3455 0.~~452~~465 2 ~~568~~565,~~075~~462.8784 0.~~530~~544 6.000 6.499 10 3,~~260~~256,~~492~~376.6733 1.~~075~~104 1 ~~525~~523,~~468~~918.8226 0.~~491~~504 6.500 6.999 52 12,~~982~~967,~~676~~453.6030 4.~~279~~397 18 9,~~234~~217,~~402~~905.8792 8.~~620~~865 7.000 7.499 8886 21,~~814~~435,~~813~~247.19 7.~~189~~269 35 8,~~707~~689,~~686~~864.6507 8.~~128~~357 7.500 7.999 ~~175~~170 3938,~~747~~697,~~212~~898.5061 13.~~099~~123 7675 18,~~848~~636,~~566~~362.3049 17.~~594~~922 8.000 8.499 ~~192~~187 4140,~~592~~607,~~905~~841.9359 13.~~708~~770 58 13,~~559~~543,~~611~~623.5547 1213.~~657~~025 8.500 8.999 ~~299~~291 6058,~~673~~719,~~903~~773.6979 19.~~996~~912 72 15,~~562~~537,~~761~~808.0232 14.~~527~~943 9.000 9.499 ~~222~~218 4140,~~857~~725,~~835~~474.3534 13.~~795~~810 4643 87,~~432~~474,~~056~~096.4811 7.~~871~~188 9.500 9.999 ~~219~~211 3736,~~461~~426,~~357~~796.7514 12.~~346~~352 4948 8,~~489~~329,~~309~~287.6509 78.~~924~~010 10.000 10.499 ~~124~~122 20,~~389~~144,~~448~~704.1653 6.~~720~~831 2725 32,~~002~~526,~~520~~975.9482 2.~~803~~430 10.500 10.999 9589 1312,~~814~~787,~~199~~085.1747 4.~~553~~336 6459 65,~~452~~372,~~564~~839.5752 65.~~023~~167 11.000 11.499 3937 43,~~295~~833,~~158~~355.1705 1.~~416~~300 45 3,~~420~~416,~~224~~005.5879 3.~~193~~285 11.500 11.999 2120 2,~~335~~094,~~487~~373.1559 0.~~770~~710 68 5,~~006~~001,~~537~~162.7290 4.~~673~~810 12.000 12.499 16 1,~~526~~523,~~697~~266.3199 0.~~503~~517 5754 43,~~043~~873,~~334~~574.3293 3.~~774~~725 12.500 12.999 4 306,~~445~~267.9338 0.~~101~~104 21 1,~~220,~~219,284.0705 1.~~139~~173 13.000 13.499 0 0.00 0.000 1 55,~~224~~045.5808 0.~~052~~053 13.500 13.999 0 0.00 0.000 0 0.00 0.000 14.000 14.499 0 0.00 0.000 0 0.00 0.000 14.500 14.999 0 0.00 0.000 0 0.00 0.000 >= 15.000 0 0.00 0.000 0 0.00 0.000 Total 1,~~560~~517 ~~303~~294,~~429~~896,~~960~~483.9185 100.000 ~~640~~625 ~~107~~103,~~128~~983,~~564~~216.9966 100.000

Interest Rate Stratification (continued) 2(B) Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 5.500 0 0.00 0.000 5.500 5.999 5 2,~~192~~189,~~294~~302.7111 0.~~681~~697 6.000 6.499 6 2,~~881~~877,~~543~~186.0178 0.~~895~~915 6.500 6.999 3836 16,~~699~~040,~~326~~301.3189 5.~~187~~104 7.000 7.499 5958 25,~~316~~224,~~116~~940.9122 78.~~863~~026 7.500 7.999 ~~130~~129 5150,~~142~~928,~~156~~490.0839 1516.~~885~~204 8.000 8.499 ~~136~~134 5352,~~156~~533,~~407~~918.9348 16.~~510~~715 8.500 8.999 ~~195~~192 7170,~~816~~685,~~138~~236.2804 22.~~306~~490 9.000 9.499 ~~105~~103 34,~~737~~339,~~723~~992.8918 10.~~789~~926 9.500 9.999 ~~114~~110 3533,~~245~~356,~~898~~497.3755 10.~~947~~613 10.000 10.499 4039 1211,~~632~~718,~~104~~469.8168 3.~~924~~729 10.500 10.999 3331 98,~~748~~759,~~713~~316.8756 32.~~028~~787 11.000 11.499 1513 32,~~314~~881,~~298~~255.0498 10.~~029~~917 11.500 11.999 87 1797,~~115,067~~486.9026 0.~~346~~254 12.000 12.499 7 919,~~401~~224.2232 0.~~286~~292 12.500 12.999 5 ~~517~~516,~~171~~966.7569 0.~~161~~164 13.000 13.499 1 49,~~477~~444.7482 0.~~015~~016 13.500 13.999 3 ~~475~~473,~~295~~666.1552 0.~~148~~151 14.000 14.499 0 0.00 0.000 14.500 14.999 0 0.00 0.000 >= 15.000 0 0.00 0.000 Total ~~900~~879 ~~321~~314,~~959~~291,~~135~~696.9747 100.000

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