10-D 1 sac07eq1_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: 333-133985-63 Structured Asset Securities Corporation Mortgage Loan Trust 2007-EQ1 (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___ ____________

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-EQ1. 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-EQ1, relating to the September 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-EQ1 (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-EQ1, relating to the September 25, 2007 distribution. EX-99.2 Clayton Credit Risk Management Report 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-EQ1 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 86363HAA0 0609/2224/2007 5.~~53500~~72000% ~~353~~335,~~336~~427,~~749~~975.9846 1,~~684~~545,~~091~~577.2857 A2 86363HAB8 0609/2224/2007 5.~~41000~~59500% 9889,~~443~~225,~~826~~094.0167 ~~458~~402,~~611~~144.5094 A3 86363HAC6 0609/2224/2007 5.~~50000~~68500% 10,171,000.00 4846,~~170~~578.9994 A4 86363HAD4 0609/2224/2007 5.~~57000~~75500% 44,217,000.00 ~~212~~204,~~081~~988.9378 A5 86363HAE2 0609/2224/2007 5.~~62000~~80500% 15,226,000.00 7371,~~685~~200.3858 M1 86363HAF9 0609/2224/2007 5.~~69000~~87500% 20,528,000.00 ~~100~~97,~~581~~151.5061 M2 86363HAG7 0609/2224/2007 5.~~76000~~94500% 17,962,000.00 8986,~~091~~020.52 M3 86363HAH5 0609/2224/2007 56.~~94000~~12500% 10,585,000.00 5452,~~142~~226.2868 M4 86363HAJ1 0609/2224/2007 6.~~37000~~55500% 9,622,000.00 5250,~~779~~808.3417 M5 86363HAK8 0609/2224/2007 6.~~57000~~75500% 8,981,000.00 5048,~~810~~870.0136 M6 86363HAL6 0609/2224/2007 7.~~07000~~25500% 8,019,000.00 4846,~~820~~865.1249 M7 86363HAM4 0609/2224/2007 78.~~82000~~00500% 8,019,000.00 5351,~~999~~710.0630 M8 86363HAN2 0609/2224/2007 78.~~82000~~00500% 4,170,000.00 2826,~~080~~890.3213 M9 86363HAP7 0609/2224/2007 78.~~82000~~00500% 5,453,000.00 3635,~~719~~163.9052 B1 86363HAQ5 0609/2224/2007 78.~~82000~~00500% 4,169,000.00 2826,~~073~~883.5868 B2 86363HAR3 0609/2224/2007 78.~~82000~~00500% 6,414,000.00 4341,~~191~~360.1650 X SAS07EQ1X 0508/31/2007 0.00000% 11,867,926.08 ~~801~~976,~~423~~495.9373 R SAS07EQ1R 0508/31/2007 0.00000% 0.00 0.00 P SAS07EQ1P 0508/31/2007 0.00000% 100.00 3859,~~155~~448.3804 LT-R SA7EQ1LTR 0508/31/2007 0.00000% 0.00 0.00 Totals ~~637~~610,~~184~~057,~~602~~096.0721 3,~~902~~870,~~509~~385.1854

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A1 34,~~863~~143,~~675~~605.3782 0.00 ~~349~~331,~~473~~284,~~074~~369.6164 5,~~547~~689,~~766~~183.6539 0.00 A2 1667,~~483,045~~293.2094 0.00 9688,~~960~~557,~~780~~800.8173 1,~~941~~069,~~656~~438.7088 0.00 A3 0.00 0.00 10,171,000.00 4846,~~170~~578.9994 0.00 A4 0.00 0.00 44,217,000.00 ~~212~~204,~~081~~988.9378 0.00 A5 0.00 0.00 15,226,000.00 7371,~~685~~200.3858 0.00 M1 0.00 0.00 20,528,000.00 ~~100~~97,~~581~~151.5061 0.00 M2 0.00 0.00 17,962,000.00 8986,~~091~~020.52 0.00 M3 0.00 0.00 10,585,000.00 5452,~~142~~226.2868 0.00 M4 0.00 0.00 9,622,000.00 5250,~~779~~808.3417 0.00 M5 0.00 0.00 8,981,000.00 5048,~~810~~870.0136 0.00 M6 0.00 0.00 8,019,000.00 4846,~~820~~865.1249 0.00 M7 0.00 0.00 8,019,000.00 5351,~~999~~710.0630 0.00 M8 0.00 0.00 4,170,000.00 2826,~~080~~890.3213 0.00 M9 0.00 0.00 5,453,000.00 3635,~~719~~163.9052 0.00 B1 0.00 0.00 4,169,000.00 2826,~~073~~883.5868 0.00 B2 0.00 0.00 6,414,000.00 4341,~~191~~360.1650 0.00 X 0.00 0.00 11,867,926.08 ~~801~~976,~~423~~495.9373 0.00 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 100.00 3859,~~155~~448.3804 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 54,~~346~~810,~~720~~899.5776 0.00 ~~631~~605,~~837~~246,~~881~~196.5045 98,~~249~~681,~~229~~285.7530 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 355,502,000.00 ~~353~~335,~~336~~427,~~749~~975.9846 0.00 34,~~863~~143,~~675~~605.3782 0.00 A2 100,581,000.00 9889,~~443~~225,~~826~~094.0167 0.00 1667,~~483,045~~293.2094 0.00 A3 10,171,000.00 10,171,000.00 0.00 0.00 0.00 A4 44,217,000.00 44,217,000.00 0.00 0.00 0.00 A5 15,226,000.00 15,226,000.00 0.00 0.00 0.00 M1 20,528,000.00 20,528,000.00 0.00 0.00 0.00 M2 17,962,000.00 17,962,000.00 0.00 0.00 0.00 M3 10,585,000.00 10,585,000.00 0.00 0.00 0.00 M4 9,622,000.00 9,622,000.00 0.00 0.00 0.00 M5 8,981,000.00 8,981,000.00 0.00 0.00 0.00 M6 8,019,000.00 8,019,000.00 0.00 0.00 0.00 M7 8,019,000.00 8,019,000.00 0.00 0.00 0.00 M8 4,170,000.00 4,170,000.00 0.00 0.00 0.00 M9 5,453,000.00 5,453,000.00 0.00 0.00 0.00 B1 4,169,000.00 4,169,000.00 0.00 0.00 0.00 B2 6,414,000.00 6,414,000.00 0.00 0.00 0.00 X 11,867,926.08 11,867,926.08 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 641,487,026.08 ~~637~~610,~~184~~057,~~602~~096.0721 0.00 54,~~346~~810,~~720~~899.5776 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 0.00 34,~~863~~143,~~675~~605.3782 ~~349~~331,~~473~~284,~~074~~369.6164 0.~~98304109~~93187765 34,~~863~~143,~~675~~605.3782 A2 0.00 1667,~~483,045~~293.2094 9688,~~960~~557,~~780~~800.8173 0.~~96400693~~88046252 1667,~~483,045~~293.2094 A3 0.00 0.00 10,171,000.00 1.00000000 0.00 A4 0.00 0.00 44,217,000.00 1.00000000 0.00 A5 0.00 0.00 15,226,000.00 1.00000000 0.00 M1 0.00 0.00 20,528,000.00 1.00000000 0.00 M2 0.00 0.00 17,962,000.00 1.00000000 0.00 M3 0.00 0.00 10,585,000.00 1.00000000 0.00 M4 0.00 0.00 9,622,000.00 1.00000000 0.00 M5 0.00 0.00 8,981,000.00 1.00000000 0.00 M6 0.00 0.00 8,019,000.00 1.00000000 0.00 M7 0.00 0.00 8,019,000.00 1.00000000 0.00 M8 0.00 0.00 4,170,000.00 1.00000000 0.00 M9 0.00 0.00 5,453,000.00 1.00000000 0.00 B1 0.00 0.00 4,169,000.00 1.00000000 0.00 B2 0.00 0.00 6,414,000.00 1.00000000 0.00 X 0.00 0.00 11,867,926.08 1.00000000 0.00 R 0.00 0.00 0.00 0.00000000 0.00 P 0.00 0.00 100.00 1.00000000 0.00 LT-R 0.00 0.00 0.00 0.00000000 0.00 Totals $0.00 54,~~346~~810,~~720~~899.5776 ~~631~~605,~~837~~246,~~881~~196.5045 0.~~98495816~~94350497 54,~~346~~810,~~720~~899.5776

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A1 355,502,000.00 ~~993~~943.~~90931691~~53330068 0.00000000 1011.~~86822400~~65564700 0.00000000 A2 100,581,000.00 ~~978~~887.~~75171265~~09691363 0.00000000 146.~~74478480~~63439357 0.00000000 A3 10,171,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A4 44,217,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A5 15,226,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M1 20,528,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 17,962,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 10,585,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 9,622,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 8,981,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 8,019,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 8,019,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 4,170,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M9 5,453,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B1 4,169,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B2 6,414,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 11,867,926.08 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 0.00000000 1011.~~86822400~~65564700 ~~983~~931.~~04109291~~87765368 0.~~98304109~~93187765 1011.~~86822400~~65564700 A2 0.00000000 146.~~74478480~~63439357 ~~964~~880.~~00692785~~46252006 0.~~96400693~~88046252 146.~~74478480~~63439357 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 B1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 LT-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: 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.~~53500~~72000% ~~353~~335,~~336~~427,~~749~~975.9846 1,~~684~~545,~~091~~577.2857 0.00 A2 0508/2527/07 - 0609/24/07 3129 5.~~41000~~59500% 9889,~~443~~225,~~826~~094.0167 ~~458~~402,~~611~~144.5094 0.00 A3 0508/2527/07 - 0609/24/07 3129 5.~~50000~~68500% 10,171,000.00 4846,~~170~~578.9994 0.00 A4 0508/2527/07 - 0609/24/07 3129 5.~~57000~~75500% 44,217,000.00 ~~212~~204,~~081~~988.9378 0.00 A5 0508/2527/07 - 0609/24/07 3129 5.~~62000~~80500% 15,226,000.00 7371,~~685~~200.3858 0.00 M1 0508/2527/07 - 0609/24/07 3129 5.~~69000~~87500% 20,528,000.00 ~~100~~97,~~581~~151.5061 0.00 M2 0508/2527/07 - 0609/24/07 3129 5.~~76000~~94500% 17,962,000.00 8986,~~091~~020.52 0.00 M3 0508/2527/07 - 0609/24/07 3129 56.~~94000~~12500% 10,585,000.00 5452,~~142~~226.2868 0.00 M4 0508/2527/07 - 0609/24/07 3129 6.~~37000~~55500% 9,622,000.00 5250,~~779~~808.3417 0.00 M5 0508/2527/07 - 0609/24/07 3129 6.~~57000~~75500% 8,981,000.00 5048,~~810~~870.0136 0.00 M6 0508/2527/07 - 0609/24/07 3129 7.~~07000~~25500% 8,019,000.00 4846,~~820~~865.1249 ~~126~~0.8500 M7 0508/2527/07 - 0609/24/07 3129 78.~~82000~~00500% 8,019,000.00 5351,~~999~~710.0630 52,~~305~~293.7991 M8 0508/2527/07 - 0609/24/07 3129 78.~~82000~~00500% 4,170,000.00 2826,~~080~~890.3213 21,~~759~~192.0987 M9 0508/2527/07 - 0609/24/07 3129 78.~~82000~~00500% 5,453,000.00 3635,~~719~~163.9052 31,~~607~~559.9988 B1 0508/2527/07 - 0609/24/07 3129 78.~~82000~~00500% 4,169,000.00 2826,~~073~~883.5868 21,~~758~~192.4358 B2 0508/2527/07 - 0609/24/07 3129 78.~~82000~~00500% 6,414,000.00 4341,~~191~~360.1650 41,~~243~~834.8478 X N/A N/A 0.00000% 11,867,926.08 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 LT-R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 32,~~062~~834,~~929~~441.8777 188,~~801~~074.9902

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,~~684~~545,~~091~~577.2857 0.00 ~~349~~331,~~473~~284,~~074~~369.6164 A2 0.00 0.00 ~~458~~402,~~611~~144.5094 0.00 9688,~~960~~557,~~780~~800.8173 A3 0.00 0.00 4846,~~170~~578.9994 0.00 10,171,000.00 A4 0.00 0.00 ~~212~~204,~~081~~988.9378 0.00 44,217,000.00 A5 0.00 0.00 7371,~~685~~200.3858 0.00 15,226,000.00 M1 0.00 0.00 ~~100~~97,~~581~~151.5061 0.00 20,528,000.00 M2 0.00 0.00 8986,~~091~~020.52 0.00 17,962,000.00 M3 0.00 0.00 5452,~~142~~226.2868 0.00 10,585,000.00 M4 0.00 0.00 5250,~~779~~808.3417 0.00 9,622,000.00 M5 0.00 0.00 5048,~~810~~870.0136 0.00 8,981,000.00 M6 ~~126~~0.8500 0.00 4846,~~820~~865.1249 0.00 8,019,000.00 M7 52,~~305~~293.7991 0.00 5351,~~999~~710.0630 0.00 8,019,000.00 M8 21,~~759~~192.0987 0.00 2826,~~080~~890.3213 0.00 4,170,000.00 M9 31,~~607~~559.9988 0.00 3635,~~719~~163.9052 0.00 5,453,000.00 B1 21,~~758~~192.4358 0.00 2826,~~073~~883.5868 0.00 4,169,000.00 B2 41,~~243~~834.8478 0.00 4341,~~191~~360.1650 0.00 6,414,000.00 X 0.00 0.00 ~~801~~976,~~423~~495.9373 0.00 11,867,926.08 R 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 3859,~~155~~448.3804 0.00 100.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 188,~~801~~074.9902 0.00 3,~~902~~870,~~509~~385.1854 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 355,502,000.00 5.~~53500~~72000% ~~993~~943.~~90931691~~53330068 4.~~73722027~~34759177 0.00000000 A2 100,581,000.00 5.~~41000~~59500% ~~978~~887.~~75171265~~09691363 43.~~55962359~~99821974 0.00000000 A3 10,171,000.00 5.~~50000~~68500% 1000.00000000 4.~~73611149~~57958313 0.00000000 A4 44,217,000.00 5.~~57000~~75500% 1000.00000000 4.~~79638895~~63597214 0.00000000 A5 15,226,000.00 5.~~62000~~80500% 1000.00000000 4.~~83944437~~67624984 0.00000000 M1 20,528,000.00 5.~~69000~~87500% 1000.00000000 4.~~89972233~~73263883 0.00000000 M2 17,962,000.00 5.~~76000~~94500% 1000.00000000 4.~~96000000~~78902795 0.00000000 M3 10,585,000.00 56.~~94000~~12500% 1000.00000000 54.~~11500047~~93402740 0.00000000 M4 9,622,000.00 6.~~37000~~55500% 1000.00000000 5.~~48527749~~28041675 0.00000000 M5 8,981,000.00 6.~~57000~~75500% 1000.00000000 5.~~65750028~~44152767 0.00000000 M6 8,019,000.00 7.~~07000~~25500% 1000.00000000 65.~~08805587~~84430602 0.~~01581868~~00000000 M7 8,019,000.00 78.~~82000~~00500% 1000.00000000 6.~~73388951~~44847238 0.~~66165233~~28605936 M8 4,170,000.00 78.~~82000~~00500% 1000.00000000 6.~~73388969~~44847242 0.~~66165228~~28605995 M9 5,453,000.00 78.~~82000~~00500% 1000.00000000 6.~~73388960~~44847240 0.~~66165230~~28605905 B1 4,169,000.00 78.~~82000~~00500% 1000.00000000 6.~~73388822~~44847206 0.~~66165267~~28605901 B2 6,414,000.00 78.~~82000~~00500% 1000.00000000 6.~~73388837~~44847209 0.~~66165263~~28605862 X 11,867,926.08 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 LT-R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A1 0.00000000 0.00000000 4.~~73722027~~34759177 0.00000000 ~~983~~931.~~04109291~~87765368 A2 0.00000000 0.00000000 43.~~55962359~~99821974 0.00000000 ~~964~~880.~~00692785~~46252006 A3 0.00000000 0.00000000 4.~~73611149~~57958313 0.00000000 1000.00000000 A4 0.00000000 0.00000000 4.~~79638895~~63597214 0.00000000 1000.00000000 A5 0.00000000 0.00000000 4.~~83944437~~67624984 0.00000000 1000.00000000 M1 0.00000000 0.00000000 4.~~89972233~~73263883 0.00000000 1000.00000000 M2 0.00000000 0.00000000 4.~~96000000~~78902795 0.00000000 1000.00000000 M3 0.00000000 0.00000000 54.~~11500047~~93402740 0.00000000 1000.00000000 M4 0.00000000 0.00000000 5.~~48527749~~28041675 0.00000000 1000.00000000 M5 0.00000000 0.00000000 5.~~65750028~~44152767 0.00000000 1000.00000000 M6 0.~~01581868~~00000000 0.00000000 65.~~08805587~~84430602 0.00000000 1000.00000000 M7 0.~~66165233~~28605936 0.00000000 6.~~73388951~~44847238 0.00000000 1000.00000000 M8 0.~~66165228~~28605995 0.00000000 6.~~73388969~~44847242 0.00000000 1000.00000000 M9 0.~~66165230~~28605905 0.00000000 6.~~73388960~~44847240 0.00000000 1000.00000000 B1 0.~~66165267~~28605901 0.00000000 6.~~73388822~~44847206 0.00000000 1000.00000000 B2 0.~~66165263~~28605862 0.00000000 6.~~73388837~~44847209 0.00000000 1000.00000000 X 0.00000000 0.00000000 6782.~~52855761~~28023358 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 ~~381553~~594480.~~80000000~~40000000 0.00000000 1000.00000000 LT-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable. NOTE: All classes per $1,000 denomination.

Certificateholder Account Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 98,~~544~~824,~~436~~546.5925 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 0.00 Servicer Advances 0.00 Gains & Subsequent Recoveries (Realized Losses) 0.00 Prepayment Penalties 3859,~~155~~448.3804 Swap/Cap Payments 056,056.0090 Total Deposits 98,~~582~~940,~~591~~051.9719 Withdrawals Swap Payments ~~63,089~~0.7600 Reserve Funds and Credit Enhancements 0.00 Total Administration Fees ~~270~~258,~~272~~765.4689 Payment of Interest and Principal 98,~~249~~681,~~229~~285.7530 Total Withdrawals (Pool Distribution Amount) 98,~~582~~940,~~591~~051.9719 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~265~~254,~~493~~190.5846 Credit Risk Manager's Fee - Clayton Fixed Income Svc.. 4,~~778~~575.8843 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~270~~258,~~272~~765.4689 *Servicer Payees include: AURORA LOAN SERVICING INC.; HomEq Servicing; Wells Fargo Bank, N.A.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Basis Risk Reserve Fund 1,000.00 188,~~801~~074.9902 188,~~801~~074.9902 1,000.00 Interest Rate Cap Account 1,000.00 0.00 0.00 1,000.00 Swap Account 1,000.00 056,056.0090 056,056.0090 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Interest Rate Cap Agreement- Lehman Brothers Inc. 0.00 0.00 0.00 Swap Agreement- Lehman Brothers Inc. 2,~~796~~468,~~979~~745.0685 2,~~860~~412,~~068~~688.8295 ~~(63~~56,~~089~~056.~~76)~~90

Collateral Statement Group 1 2 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~903961~~906488 7.~~908714~~878978 Weighted Average Net Rate 7.~~403961~~406488 7.~~408714~~378978 Weighted Average Pass-Through Rate 7.~~403961~~406488 7.~~408714~~378978 Weighted Average Remaining Term ~~353~~350 ~~354~~351 Principal And Interest Constant 32,~~053~~931,~~176~~109.5082 1,~~432~~365,~~197~~171.3102 Beginning Loan Count 2,~~568~~473 ~~926~~892 Loans Paid in Full 2023 74 Ending Loan Count 2,~~548~~450 ~~919~~888 Beginning Scheduled Balance ~~431~~413,~~636~~728,~~889~~124.4871 ~~205~~196,~~547~~328,~~712~~971.5950 Ending Scheduled Balance ~~427~~409,~~773~~584,~~214~~518.1189 ~~204~~195,~~064~~661,~~667~~677.3956 Actual Ending Collateral Balance ~~427~~409,~~970~~809,~~631~~795.1418 ~~204~~195,~~141~~752,~~530~~654.0331 Scheduled Principal ~~210~~205,~~142~~162.2381 7776,~~515~~111.5930 Unscheduled Principal 3,~~653~~938,~~533~~443.1401 1591,~~405,529~~182.6164 Negative Amortized Principal 0.00 0.00 Scheduled Interest 2,~~843~~725,~~034~~947.2701 1,~~354~~289,~~681~~059.72 Servicing Fees ~~179~~172,~~848~~386.7072 8581,~~644~~803.8874 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 2,~~663~~553,~~185~~560.5729 1,~~269~~207,~~036~~255.8498 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 014.0036 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 3852,~~155~~499.3874 06,948.0030 Prepayment Penalty Paid Count 1011 02 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 7.~~905494~~897635 Weighted Average Net Rate 7.~~405494~~397635 Weighted Average Pass-Through Rate 7.~~405494~~397635 Weighted Average Remaining Term ~~354~~351 Principal And Interest Constant 4,~~485~~296,~~373~~280.8184 Beginning Loan Count 3,~~494~~365 Loans Paid in Full 27 Ending Loan Count 3,~~467~~338 Beginning Scheduled Balance ~~637~~610,~~184~~057,~~602~~096.0721 Ending Scheduled Balance ~~631~~605,~~837~~246,~~881~~196.5045 Actual Ending Collateral Balance ~~632~~605,~~112~~562,~~161~~449.1749 Scheduled Principal ~~287~~281,~~657~~274.8211 Unscheduled Principal 54,~~059~~529,~~062~~625.7565 Negative Amortized Principal 0.00 Scheduled Interest 4,~~197~~015,~~715~~006.9973 Servicing Fees ~~265~~254,~~493~~190.5846 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 3,~~932~~760,~~222~~816.4127 Realized Loss Amount 0.00 Cumulative Realized Loss 014.0036 Percentage of Cumulative Losses 0.0000 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount 3859,~~155~~448.3804 Prepayment Penalty Paid Count 1013 Special Servicing Fee 0.00

Additional Reporting - Deal Level Cash Reporting Cap Payment - Lehman Brothers Inc. 0.00 Monthly Excess Cashflow ~~820~~984,~~225~~569.9174 Net Swap Payment - Lehman Brothers Inc. ~~-63~~56,~~089~~056.7590 Prepayment Premiums 3859,~~155~~448.3804 FPD Premium 0.00 Informational Reporting LIBOR 5.~~320000~~505000% Pool 1 Net Funds Cap 7.~~050141~~660722% Pool 2 Net Funds Cap 7.~~054740~~627273% Subordinate Net Funds Cap 7.~~051630~~649892% Senior Enhancement % 1819.~~325908~~131062% Structural Reporting Overcollateralization Amount 11,868,026.08 Overcollateralization Deficiency 0.00 Overcollateralization Floor 3,207,435.13 Targeted Overcollateralization Amount 11,868,026.08 Trigger Event Reporting Initial Optional Termination Date NO Stepdown Date NO Trigger Event NO Delinquency Event Trigger Result Pass Threshold Value 78.~~861814~~207226% Calculated Value 03.~~507919~~320880% Cumulative Loss Trigger Trigger Result Pass Threshold Value 1.150000% Calculated Value 0.~~000000~~000002%

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 04 0 0 04 0388,903.0088 0.00 0.00 0388,903.0088 30 Days 73101 01 0 0 73102 1419,~~570~~938,~~324~~831.6421 0125,809.0035 0.00 0.00 1420,~~570~~064,~~324~~640.6456 60 Days 2728 01 230 0 2959 5,~~657~~474,~~398~~243.0253 093,430.0084 ~~179~~7,~~447~~235,699.7348 0.00 512,~~836~~803,~~845~~373.7585 90 Days 18 13 026 0 237 ~~224~~1,~~785~~302,304.8938 70566,~~700~~456.0071 05,097,836.0045 0.00 ~~295~~6,~~485~~966,597.8954 120 Days 03 01 015 05 024 0733,176.0055 0111,011.0070 04,410,233.0098 0527,557.0067 05,781,979.0090 150 Days 03 02 014 01 020 0438,267.0090 0348,637.0050 03,197,831.0093 0127,957.0006 04,112,694.0039 180+ Days 0 0 0 01 01 0.00 0.00 0.00 0224,785.0089 0224,785.0089 Totals ~~101~~143 112 285 07 ~~104~~247 2027,~~452~~886,~~508~~823.5557 701,~~700~~634,249.0098 ~~179~~19,~~447~~941,601.7384 0880,300.0062 2050,~~702~~342,~~656~~976.2801 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.~~000000~~119832% 0.000000% 0.000000% 0.~~000000~~119832% 0.~~000000~~064222% 0.000000% 0.000000% 0.~~000000~~064222% 30 Days 23.~~105567~~025764% 0.~~000000~~029958% 0.000000% 0.000000% 23.~~105567~~055722% 23.~~305022~~292614% 0.~~000000~~020776% 0.000000% 0.000000% 23.~~305022~~313389% 60 Days 0.~~778771~~838826% 0.~~000000~~029958% 0.~~057687~~898742% 0.000000% 01.~~836458~~767525% 0.~~894999~~903993% 0.~~000000~~015429% 01.~~028389~~194873% 0.000000% 02.~~923388~~114295% 90 Days 0.~~028843~~239664% 0.~~028843~~089874% 0.~~000000~~778910% 0.000000% 01.~~057687~~108448% 0.~~035561~~215057% 0.~~011185~~093542% 0.~~000000~~841835% 0.000000% 01.~~046746~~150434% 120 Days 0.~~000000~~089874% 0.~~000000~~029958% 0.~~000000~~449371% 0.~~000000~~149790% 0.~~000000~~718993% 0.~~000000~~121074% 0.~~000000~~018332% 0.~~000000~~728287% 0.~~000000~~087119% 0.~~000000~~954811% 150 Days 0.~~000000~~089874% 0.~~000000~~059916% 0.~~000000~~419413% 0.~~000000~~029958% 0.~~000000~~599161% 0.~~000000~~072374% 0.~~000000~~057573% 0.~~000000~~528076% 0.~~000000~~021130% 0.~~000000~~679153% 180+ Days 0.000000% 0.000000% 0.000000% 0.~~000000~~029958% 0.~~000000~~029958% 0.000000% 0.000000% 0.000000% 0.~~000000~~037120% 0.~~000000~~037120% Totals 24.~~913181~~284002% 0.~~028843~~359497% 02.~~057687~~546435% 0.~~000000~~209706% 27.~~999712~~399641% 34.~~235582~~605111% 0.~~011185~~269873% 03.~~028389~~293071% 0.~~000000~~145369% 38.~~275156~~313424% 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 ~~450~~684,~~414~~016.58

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 03 0 0 03 0339,072.0084 0.00 0.00 0339,072.0084 30 Days 4667 01 0 0 4668 711,~~392~~546,~~469~~115.8414 0125,809.0035 0.00 0.00 711,~~392~~671,~~469~~924.8449 60 Days 1817 01 222 0 2040 3,~~303~~050,~~880~~480.1595 093,430.0084 ~~179~~5,~~447~~351,253.7327 0.00 38,~~483~~495,~~327~~165.8806 90 Days 05 01 021 0 027 0802,423.0008 0219,820.0038 03,974,663.0062 0.00 04,996,907.0008 120 Days 02 01 08 04 015 0240,026.0070 0111,011.0070 01,898,927.0069 0439,915.0073 02,689,881.0082 150 Days 02 02 09 01 014 0295,092.0090 0348,637.0050 01,429,766.0020 0127,957.0006 02,201,453.0066 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 6493 09 260 05 66167 1015,~~696~~934,~~349~~138.9977 01,237,782.0061 ~~179~~12,~~447~~654,610.7378 0567,872.0079 1030,~~875~~394,~~797~~404.7295 0-29 Days 0.~~000000~~122449% 0.000000% 0.000000% 0.~~000000~~122449% 0.~~000000~~082739% 0.000000% 0.000000% 0.~~000000~~082739% 30 Days 12.~~805338~~734694% 0.~~000000~~040816% 0.000000% 0.000000% 12.~~805338~~775510% 12.~~727331~~817433% 0.~~000000~~030699% 0.000000% 0.000000% 12.~~727331~~848132% 60 Days 0.~~706436~~693878% 0.~~000000~~040816% 0.~~078493~~897959% 0.000000% 01.~~784929~~632653% 0.~~771988~~744365% 0.~~000000~~022799% 01.~~041930~~305789% 0.000000% 02.~~813918~~072953% 90 Days 0.~~000000~~204082% 0.~~000000~~040816% 0.~~000000~~857143% 0.000000% 01.~~000000~~102041% 0.~~000000~~195804% 0.~~000000~~053640% 0.~~000000~~969880% 0.000000% 01.~~000000~~219323% 120 Days 0.~~000000~~081633% 0.~~000000~~040816% 0.~~000000~~326531% 0.~~000000~~163265% 0.~~000000~~612245% 0.~~000000~~058570% 0.~~000000~~027089% 0.~~000000~~463368% 0.~~000000~~107346% 0.~~000000~~656373% 150 Days 0.~~000000~~081633% 0.~~000000~~081633% 0.~~000000~~367347% 0.~~000000~~040816% 0.~~000000~~571429% 0.~~000000~~072007% 0.~~000000~~085073% 0.~~000000~~348885% 0.~~000000~~031224% 0.~~000000~~537189% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 23.~~511774~~795918% 0.~~000000~~367347% 02.~~078493~~448980% 0.~~000000~~204082% 26.~~590267~~816327% 23.~~499319~~888179% 0.~~000000~~302038% 03.~~041930~~087923% 0.~~000000~~138570% 27.~~541249~~416710% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 01 0 0 01 049,831.0004 0.00 0.00 049,831.0004 30 Days 2734 0 0 0 2734 78,~~177~~392,~~854~~716.8007 0.00 0.00 0.00 78,~~177~~392,~~854~~716.8007 60 Days 911 0 08 0 919 2,~~353~~423,~~517~~762.8758 0.00 01,884,446.0021 0.00 24,~~353~~308,~~517~~208.8779 90 Days 13 12 05 0 210 ~~224~~499,~~785~~881.8930 70346,~~700~~636.0033 01,123,172.0083 0.00 ~~295~~1,~~485~~969,690.8946 120 Days 01 0 07 01 09 0493,149.0085 0.00 02,511,306.0029 087,641.0094 03,092,098.0008 150 Days 01 0 05 0 06 0143,175.00 0.00 01,768,065.0073 0.00 01,911,240.0073 180+ Days 0 0 0 01 01 0.00 0.00 0.00 0224,785.0089 0224,785.0089 Totals 3750 13 025 02 3880 911,~~756~~952,~~158~~684.5680 70396,~~700~~467.0037 07,286,991.0006 0312,427.0083 919,~~826~~948,~~858~~571.5606 0-29 Days 0.~~000000~~112613% 0.000000% 0.000000% 0.~~000000~~112613% 0.~~000000~~025456% 0.000000% 0.000000% 0.~~000000~~025456% 30 Days 23.~~937976~~828829% 0.000000% 0.000000% 0.000000% 23.~~937976~~828829% 34.~~516117~~287409% 0.000000% 0.000000% 0.000000% 34.~~516117~~287409% 60 Days 01.~~979325~~238739% 0.000000% 0.~~000000~~900901% 0.000000% 02.~~979325~~139640% 1.~~152885~~238176% 0.000000% 0.~~000000~~962667% 0.000000% 12.~~152885~~200843% 90 Days 0.~~108814~~337838% 0.~~108814~~225225% 0.~~000000~~563063% 0.000000% 01.~~217628~~126126% 0.~~110113~~255364% 0.~~034633~~177079% 0.~~000000~~573771% 0.000000% 01.~~144746~~006214% 120 Days 0.~~000000~~112613% 0.000000% 0.~~000000~~788288% 0.~~000000~~112613% 01.~~000000~~013514% 0.~~000000~~251925% 0.000000% 01.~~000000~~282898% 0.~~000000~~044772% 01.~~000000~~579594% 150 Days 0.~~000000~~112613% 0.000000% 0.~~000000~~563063% 0.000000% 0.~~000000~~675676% 0.~~000000~~073141% 0.000000% 0.~~000000~~903214% 0.000000% 0.~~000000~~976355% 180+ Days 0.000000% 0.000000% 0.000000% 0.~~000000~~112613% 0.~~000000~~112613% 0.000000% 0.000000% 0.000000% 0.~~000000~~114832% 0.~~000000~~114832% Totals 45.~~026115~~630631% 0.~~108814~~337838% 02.~~000000~~815315% 0.~~000000~~225225% 49.~~134929~~009009% 46.~~779115~~106014% 0.~~034633~~202535% 03.~~000000~~722550% 0.~~000000~~159603% 410.~~813748~~190703% Please refer to CTSLink.com for a list of delinquency code descriptions.

~~REO~~180+ ~~Detail~~Delinquency -Summary ~~All~~Summary ~~Mortgage~~1 ~~Loans~~Days inNumber ~~REO~~of ~~during~~Outstanding ~~Current~~Percentage ~~Period~~of ~~Summary~~Number -of NoOutstanding ~~REO~~Percentage ~~Information~~of toDelinquent ~~report~~Loans ~~this~~Actual ~~period.~~Balance(%) 1Loans -Actual NoBalance(%) ~~REO~~Balance($) ~~Information~~Balance($) to180 ~~report~~- ~~this~~209 ~~period~~1 224,785.89 20.037 -0 No0.00 ~~REO~~0.000 ~~Information~~Total to1 ~~report~~224,785.89 ~~this~~0.037 ~~period~~0 0.00 0.000

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~2 ~~Mortgage~~Days Number of Outstanding Percentage of Delinquent Loans inActual ~~REO~~Balance(%) ~~during~~Balance($) ~~Current~~180 ~~Period~~- ~~Month~~209 ~~Loan~~1 ~~First~~224,785.89 ~~Original~~0.115 ~~Loan~~Total ~~Entered~~1 ~~Payment~~224,785.89 ~~LTV~~0.115 atThis ~~Principal~~report ~~Group~~includes ~~Number~~all ~~REO~~loans ~~Date~~greater ~~State~~than ~~Origination~~180 ~~Balance~~days Nodelinquent ~~REO~~regardless ~~Loans~~of ~~this~~status ~~Period~~(REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month REO ~~Loan~~History* ~~Detail~~New REO Loans Month REO Percentage Loans in REO 6 Oct-06 ~~All~~0.000% ~~Mortgage~~Original Principal Balance 793,700.00 Nov-06 0.000% Current Actual Balance 792,658.68 Dec-06 0.000% Jan-07 0.000% Current REO Total Feb-07 0.000% Loans in REO ~~during~~7 Mar-07 0.000% Original Principal Balance 881,700.00 Apr-07 0.000% Current ~~Period~~Actual ~~(continued)~~Balance 880,300.62 May-07 0.000% Jun-07 0.000% Jul-07 0.000% Aug-07 0.014% Sep-07 0.145% *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 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 5 Oct-06 0.000% Original Principal Balance 568,700.00 Nov-06 0.000% Current ~~Paid~~Actual Balance 567,872.79 Dec-06 0.000% Jan-07 0.000% Current ~~Approximate~~REO ~~Loan~~Total Feb-07 0.000% Loans in REO 5 Mar-07 0.000% Original Principal Balance 568,700.00 Apr-07 0.000% Current Actual ToBalance ~~Months~~567,872.79 ~~Loan~~May-07 ~~Delinquent~~0.000% ~~Group~~Jun-07 ~~Number~~0.000% Jul-07 0.000% Aug-07 0.000% Sep-07 0.139% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 1 Oct-06 0.000% Original Principal Balance ~~Date~~225,000.00 ~~Delinquent~~Nov-06 ~~Rate~~0.000% ~~Interest~~Current NoActual Balance 224,785.89 Dec-06 0.000% Jan-07 0.000% Current REO Total Feb-07 0.000% Loans ~~this~~in ~~Period~~REO 2 Mar-07 0.000% Original Principal Balance 313,000.00 Apr-07 0.000% Current Actual Balance 312,427.83 May-07 0.000% Jun-07 0.000% Jul-07 0.000% Aug-07 0.045% Sep-07 0.160% *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.

~~Summary~~REO 12Loan ~~Month~~Detail ~~Foreclosure~~- History*All ~~New~~Mortgage ~~Foreclosure~~ Loans ~~Month~~in ~~Foreclosure~~REO ~~Percentage~~during ~~Loans~~Current inPeriod ~~Foreclosure~~Month 2Loan ~~Jul-06~~First ~~0.000%~~ Original ~~Principal~~Loan ~~Balance~~Entered ~~180,100.00~~Payment ~~Aug-06~~LTV ~~0.000%~~at ~~Current~~Principal ~~Actual~~Group ~~Balance~~Number ~~179,447.73~~REO ~~Sep-06~~Date ~~0.000%~~State ~~Oct-06~~Origination ~~0.000%~~Balance ~~Current~~1 ~~Foreclosure~~0120949227 ~~Total Nov~~Sep-062007 ~~0.000% Loans in Foreclosure 2 Dec~~01-06Jul-2006 ~~0.000%~~TN ~~Original Principal Balance 180,100~~80.00 ~~Jan-07 0.000% Current Actual Balance 179~~84,~~447~~000.7300 ~~Feb-07~~1 ~~0.000%~~0123580813 ~~Mar~~Sep-072007 ~~0.000% Apr~~01-~~07 0.000% May~~Feb-072007 ~~0.000%~~AL ~~Jun-07 0~~100.~~028%~~00 *The text reported in the above table is presented graphically on the monthly bond remittance report105,000.00 ~~The monthly bond remittance report can be viewed online at www.ctslink.com.~~ 1 120123581548 ~~Month~~Sep-2007 ~~Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 2 Jul~~01-06Feb-2007 0TN 80.~~000%~~00 ~~Original Principal Balance 180~~103,~~100~~200.00 ~~Aug-06~~1 ~~0.000%~~0123582348 ~~Current Actual Balance 179,447.73~~ Sep-062007 ~~0.000% Oct~~01-~~06 0.000% Current Foreclosure Total Nov~~Feb-062007 ~~0.000%~~GA ~~Loans in Foreclosure 2 Dec-06 0~~80.~~000%~~00 ~~Original Principal Balance 180~~128,~~100~~000.00 ~~Jan-07~~1 ~~0.000%~~0123582371 ~~Current~~Sep-2007 ~~Actual Balance 179,447.73~~ 01-Feb-072007 0VA 90.~~000%~~00 ~~Mar-07 0~~148,500.~~000%~~00 ~~Apr-07~~2 ~~0.000%~~0122757412 ~~May~~Aug-072007 ~~0.000% Jun~~01-07Nov-2006 ~~0.042%~~VA *The text reported in the above table is presented graphically on the monthly bond remittance report80.00 ~~The monthly bond remittance report can be viewed online at www~~88,000.~~ctslink.com.~~00 2 0122779853 Sep-2007 No01-Oct-2006 ~~Foreclosure~~MN ~~Information~~100.00 ~~to report this period~~225,000.00

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period ~~Month~~(continued) ~~Loan~~Current ~~First~~Paid ~~Original~~Current Approximate Loan ~~Entered~~Actual ~~Payment~~To ~~LTV~~Months atLoan ~~Principal~~Delinquent Group Number FCBalance Date ~~State~~Delinquent ~~Origination~~Rate ~~Balance~~Interest 1 ~~0122747900~~0120949227 ~~Jun~~83,565.06 01-Mar-2007 4 9.250% 3,650.44 1 0123580813 104,894.09 01-~~Oct~~Mar-~~2006~~2007 WI4 809.00400% 904,~~000~~661.0037 1 ~~0122752678~~0123581548 ~~Jun~~103,135.31 01-Mar-2007 4 7.700% 3,709.71 1 0123582348 127,957.06 01-~~Nov~~Feb-~~2006~~2007 FL5 857.00450% 904,~~100~~440.0095 1 0123582371 148,321.27 01-Mar-2007 4 8.550% 5,960.17 2 0122757412 87,641.94 01-Mar-2007 4 9.500% 3,943.56 2 0122779853 224,785.89 01-Jan-2007 6 8.700% 9,205.71

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month Foreclosure ~~Loan~~History* ~~Detail~~New -Foreclosure ~~All~~Loans ~~Mortgage~~Month Foreclosure Percentage Loans in Foreclosure ~~during~~57 ~~Current~~Oct-06 ~~Period~~0.000% ~~(continued)~~Original Principal Balance 12,846,945.00 Nov-06 0.000% Current ~~Paid~~Actual Balance 12,831,676.01 Dec-06 0.000% Jan-07 0.000% Current ~~Approximate~~Foreclosure ~~Loan~~Total ~~Actual~~Feb-07 To0.000% ~~Months~~Loans ~~Loan~~in ~~Delinquent~~Foreclosure ~~Group~~85 ~~Number~~Mar-07 0.000% Original Principal Balance ~~Date~~19,962,885.00 ~~Delinquent~~Apr-07 ~~Rate~~0.000% ~~Interest~~Current Actual Balance 19,941,601.84 May-07 0.000% Jun-07 0.028% Jul-07 0.707% Aug-07 1.327% ~~0122747900~~Sep-07 893.293% *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 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 42 Oct-06 0.000% Original Principal Balance 8,~~772~~954,985.2200 01Nov-06 0.000% Current Actual Balance 8,944,363.61 Dec-06 0.000% Jan-07 0.000% Current Foreclosure Total Feb-~~2007~~07 20.000% 9Loans in Foreclosure 60 Mar-07 0.~~450~~000% 2Original Principal Balance 12,~~006~~668,485.2000 Apr-07 0.000% Current Actual Balance 12,654,610.78 May-07 0.000% Jun-07 0.042% Jul-07 0.501% Aug-07 1.081% ~~0122752678~~Sep-07 893.088% *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 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 15 Oct-06 0.000% Original Principal Balance 3,~~675~~891,960.5100 01Nov-06 0.000% Current Actual Balance 3,887,312.40 Dec-06 0.000% Jan-07 0.000% Current Foreclosure Total Feb-~~2007~~07 20.000% 9Loans in Foreclosure 25 Mar-07 0.000% Original Principal Balance 7,294,400.00 Apr-07 0.000% 1Current Actual Balance 7,~~994~~286,991.2106 May-07 0.000% Jun-07 0.000% Jul-07 1.145% Aug-07 1.845% Sep-07 3.723% *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.

~~Summary~~Foreclosure 12Loan ~~Month~~Detail ~~Bankruptcy~~- History*All ~~New~~Mortgage ~~Bankruptcy~~ Loans in Foreclosure during Current Period Month ~~Bankruptcy~~Loan ~~Percentage~~First ~~Loans~~Original inLoan ~~Bankruptcy~~Entered 0Payment ~~Jul~~LTV at Principal Group Number FC Date State Origination Balance 1 0122747900 Aug-062007 001-Oct-2006 WI 80.00 90,000%.00 ~~Original~~1 ~~Principal~~0122752678 ~~Balance~~Jun-2007 001-Nov-2006 FL 85.00 ~~Aug~~90,100.00 1 0122763014 Sep-062007 001-Nov-2006 IN 90.00 72,000%.00 ~~Current~~1 ~~Actual~~0122765183 ~~Balance~~Sep-2007 001-Nov-2006 VA 85.00 76,500.00 1 0122779721 Sep-062007 001-Dec-2006 MN 95.00 209,000%.00 1 0122782824 Sep-2007 01-Oct-062006 0AR 100.00 79,000%.00 ~~Current~~1 ~~Bankruptcy~~0122784093 ~~Total~~Sep-2007 01-Nov-062006 0SC 100.00 75,000%.00 ~~Loans~~1 in0123560443 ~~Bankruptcy~~Sep-2007 01-Nov-2006 CA 95.00 358,150.00 1 0123560542 Sep-2007 01-Nov-2006 CA 70.00 176,400.00 1 0123560971 Sep-2007 01-Dec-062006 0CA 80.00 224,000%.00 ~~Original~~1 ~~Principal~~0123561938 ~~Balance~~Sep-2007 01-Dec-2006 FL 100.00 335,000.00 1 0123562043 Jul-2007 01-Dec-2006 AZ 85.00 238,000.00 1 0123562217 Aug-2007 01-Dec-2006 GA 80.00 115,200.00 1 0123562381 Aug-2007 01-Dec-2006 CA 90.00 279,000.00 1 0123563173 Jul-2007 01-Jan-2007 FL 90.00 172,800.00 1 0123563769 Sep-2007 01-Jan-2007 CA 82.24 125,000.00 1 0123565020 Sep-2007 01-Jan-2007 NV 50.91 140,000.00 1 0123565301 Sep-2007 01-Jan-2007 OR 85.00 161,500.00 1 0123566564 Sep-2007 01-Jan-2007 FL 75.00 255,000.00 1 0123566861 Sep-2007 01-Jan-2007 MD 70.00 287,~~700~~000.00 1 0123566937 Aug-2007 01-Jan-072007 0FL 90.00 144,000%.00 ~~Current~~1 ~~Actual~~0123567083 ~~Balance~~Sep-2007 01-Jan-2007 CA 80.00 298,400.00 1 0123568198 Sep-2007 01-Jan-2007 CA 90.00 405,000.00 1 0123570525 Sep-2007 01-Jan-2007 AZ 80.00 156,800.00 1 0123571820 Sep-2007 01-Feb-2007 MD 70.42 100,~~700~~000.00 1 0123572133 Sep-2007 01-Jan-2007 KY 95.00 182,400.00 1 0123572331 Sep-2007 01-Feb-072007 0FL 100.00 285,000%.00 ~~Mar~~1 0123573487 Aug-072007 001-Feb-2007 CA 90.00 261,000%.00 ~~Apr~~1 0123574105 Sep-072007 001-Feb-2007 MD 80.00 176,000%.00 ~~May~~1 0123574550 Sep-072007 001-Feb-2007 CA 77.~~011%~~94 ~~Jun~~265,000.00 1 0123575458 Aug-072007 001-Feb-2007 PA 80.~~011%~~00 *The176,000.00 ~~text~~1 ~~reported~~0123576027 inSep-2007 ~~the~~01-Feb-2007 ~~above~~AR ~~table~~100.00 is230,000.00 ~~presented~~1 ~~graphically~~0123576779 onSep-2007 ~~the~~01-Feb-2007 ~~monthly~~MS ~~bond~~90.00 ~~remittance~~199,800.00 ~~report~~1 0123577033 Sep-2007 01-Feb-2007 VA 80.00 ~~The~~98,400.00 ~~monthly~~1 ~~bond~~0123577280 ~~remittance~~Sep-2007 ~~report~~01-Feb-2007 ~~can~~CA be80.00 ~~viewed~~304,000.00 ~~online~~1 at0123578486 ~~www~~Sep-2007 01-Feb-2007 VA 100.~~ctslink~~00 202,800.~~com~~00 1 0123579021 Sep-2007 01-Feb-2007 AZ 80.00 200,000.00 1 0123579294 Jul-2007 No01-Feb-2007 ~~Bankruptcy~~FL ~~Information~~77.70 to108,000.00 ~~report~~1 ~~this~~0123580060 ~~period~~Aug-2007 01-Feb-2007 CA 80.00 2412,000.00 121 ~~Month~~0123580771 ~~Bankruptcy~~Jul-2007 History*01-Feb-2007 ~~New~~NY ~~Bankruptcy~~38.46 ~~Loans~~150,000.00 ~~Month~~1 ~~Bankruptcy~~0123580938 ~~Percentage~~Sep-2007 ~~Loans~~01-Feb-2007 inNY ~~Bankruptcy~~80.00 0280,000.00 1 0123581563 Sep-2007 01-Feb-2007 AZ 80.00 164,000.00 1 0123581738 Aug-2007 01-Feb-2007 FL 90.00 261,000.00 1 0123582389 Sep-2007 01-Feb-2007 GA 83.00 132,715.00 1 0123584237 Sep-2007 01-Feb-2007 SD 80.00 156,000.00 1 0123585028 Sep-2007 01-Feb-2007 GA 80.00 114,320.00 1 0123585853 Jul-062007 001-Feb-2007 AZ 90.00 216,000%.00 ~~Original~~1 ~~Principal~~0123586190 ~~Balance~~Sep-2007 001-Feb-2007 CA 90.00 379,800.00 1 0123586513 Aug-062007 001-Feb-2007 SC 80.00 382,400.00 1 0123587628 Sep-2007 01-Feb-2007 MA 80.00 252,000%.00 ~~Current~~1 ~~Actual~~0123588808 ~~Balance~~Sep-2007 001-Feb-2007 MA 85.00 340,000.00 1 0123590077 Sep-062007 001-Feb-2007 OH 95.00 152,000%.00 ~~Oct~~1 0123590267 Jul-062007 001-Feb-2007 TX 80.00 116,000%.00 ~~Current~~1 ~~Bankruptcy~~0123590317 ~~Total~~Sep-2007 ~~Nov~~01-06Feb-2007 0CA 90.00 396,000%.00 ~~Loans~~1 in0123593261 ~~Bankruptcy~~Sep-2007 01-Feb-2007 RI 80.00 280,000.00 1 0123594020 Jul-2007 01-Feb-2007 NV 100.00 250,000.00 1 0123594251 Aug-2007 01-Feb-2007 UT 90.00 252,000.00 1 0123594624 Sep-2007 01-Feb-2007 CA 60.67 318,500.00 1 0123594640 Sep-2007 01-Feb-2007 AZ 71.85 133,500.00 1 0123595977 Sep-2007 01-Feb-2007 DE 100.00 179,000.00 2 0122758360 Sep-2007 01-Nov-2006 NJ 95.00 288,800.00 2 0122758998 Jul-2007 01-Nov-2006 MN 80.00 184,000.00 2 0122769573 Jul-2007 01-Nov-2006 CA 80.00 608,000.00 2 0122769599 Aug-2007 01-Nov-2006 UT 100.00 113,000.00 2 0122776024 Aug-2007 01-Nov-2006 NV 80.00 288,000.00 2 0122779283 Aug-2007 01-Oct-2006 CA 80.00 432,000.00 2 0122780752 Aug-2007 01-Nov-2006 NJ 80.00 224,000.00 2 0123562019 Sep-2007 01-Dec-062006 0NJ 80.00 472,000%.00 ~~Original~~2 ~~Principal~~0123562944 ~~Balance~~Jul-2007 7001-Jan-2007 AZ 80.00 436,~~700~~000.00 2 0123563116 Sep-2007 01-Jan-072007 0CA 80.00 312,000%.00 ~~Current~~2 ~~Actual~~0123563462 ~~Balance~~Sep-2007 7001-Jan-2007 AZ 80.00 479,~~700~~920.00 ~~Feb~~2 0123566085 Jul-072007 001-Jan-2007 CA 80.00 428,000%.00 ~~Mar~~2 0123568610 Sep-072007 001-Jan-2007 AZ 80.~~000%~~00 ~~Apr~~155,040.00 2 0123568644 Sep-072007 001-Jan-2007 MD 69.96 170,000%.00 ~~May~~2 0123574295 Sep-072007 001-Feb-2007 CA 80.~~034%~~00 ~~Jun~~334,400.00 2 0123575748 Sep-2007 01-Feb-2007 AZ 72.07 0400,000.~~035%~~00 *The2 ~~text~~0123579526 ~~reported~~Aug-2007 in01-Feb-2007 ~~the~~WA ~~above~~80.00 ~~table~~317,440.00 is2 ~~presented~~0123579823 ~~graphically~~Sep-2007 on01-Feb-2007 ~~the~~FL ~~monthly~~80.00 ~~bond~~204,000.00 ~~remittance~~2 ~~report~~0123582066 Aug-2007 01-Feb-2007 CA 80.00 ~~The~~372,000.00 ~~monthly~~2 ~~bond~~0123584831 ~~remittance~~Sep-2007 ~~report~~01-Feb-2007 ~~can~~CA be90.00 ~~viewed~~286,200.00 ~~online~~2 at0123587891 ~~www~~Sep-2007 01-Feb-2007 AZ 80.~~ctslink~~00 220,000.~~com~~00 2 0123589210 Sep-2007 01-Feb-2007 MI 74.49 73,000.00 2 0123589285 Sep-2007 01-Feb-2007 FL 80.00 164,000.00 2 0123590200 Sep-2007 01-Feb-2007 CA 80.00 165,600.00 2 0123597056 Sep-2007 01-Feb-2007 AZ 100.00 167,000.00

~~Bankruptcy~~Foreclosure Loan Detail - All Mortgage Loans in ~~Bankruptcy~~Foreclosure during Current Period ~~Group~~(continued) ~~Loan~~Current ~~Month~~Paid Current Approximate Loan ~~First~~Actual ~~State~~To ~~LTV~~Months atLoan ~~Original~~Delinquent Group Number ~~Entered~~Balance ~~Payment~~Date ~~Origination~~Delinquent ~~Principal~~Rate ~~Bankruptcy~~Interest ~~Date~~1 ~~Balance~~0122747900 89,772.22 01-Feb-2007 5 9.450% 4,009.54 1 0122752678 90,030.84 01-Feb-2007 5 9.400% 3,987.19 1 0122763014 71,850.95 01-Apr-2007 3 11.350% 3,245.94 1 0122765183 76,279.12 01-Apr-2007 3 9.700% 2,921.09 ~~0123584559~~1 0122779721 208,795.73 01-Apr-2007 3 9.350% 7,696.23 1 0122782824 78,735.42 01-May-2007 2 10.400% 2,596.56 1 0122784093 74,790.15 01-Apr-2007 3 9.850% 2,910.88 1 0123560443 357,600.60 01-May-2007 2 8.990% 10,116.64 1 0123560542 175,543.44 01-Apr-2007 3 7.140% 4,848.59 1 0123560971 223,992.62 01-Apr-2007 3 7.340% 6,383.81 1 0123561938 334,617.15 01-May-2007 2 9.450% 9,979.79 1 0123562043 237,540.61 01-Feb-2007 TN5 708.240% 9,170.53 1 0123562217 114,854.79 01-Mar-2007 4 7.500% 4,011.66 1 0123562381 278,719.86 01-Mar-2007 4 8.490% 11,127.22 1 0123563173 172,735.21 01-Feb-2007 5 9.450% 7,724.44 1 0123563769 124,801.68 01-May-2007 2 7.690% 2,989.62 1 0123565020 139,690.12 01-May-2007 2 6.500% 2,791.90 1 0123565301 161,326.11 01-Apr-2007 3 8.250% 5,206.63 1 0123566564 254,702.38 01-May-2007 2 8.750% 7,001.77 1 0123566861 286,802.19 01-May-2007 2 7.800% 6,977.37 1 0123566937 143,875.06 01-Mar-2007 4 7.990% 5,383.87 1 0123567083 297,976.52 01-Apr-2007 3 7.290% 8,424.15 1 0123568198 404,553.10 01-Apr-2007 3 8.165% 12,913.11 1 0123570525 156,607.78 01-Apr-2007 3 7.800% 4,760.50 1 0123571820 99,714.80 01-Apr-2007 3 6.900% 2,654.67 1 0123572133 182,253.33 01-May-2007 2 10.000% 5,769.92 1 0123572331 284,900.45 01-May-2007 2 8.990% 8,061.60 1 0123573487 260,949.54 01-Mar-2007 4 8.700% 10,696.11 1 0123574105 175,585.58 01-Apr-2007 3 7.250% 4,930.44 1 0123574550 264,770.08 01-Apr-2007 3 7.990% 8,258.16 1 0123575458 175,786.00 7001-Mar-2007 4 8.500% 7,019.79 1 0123576027 229,580.73 01-Apr-2007 3 10.300% 9,366.39 1 0123576779 199,310.67 01-May-2007 2 8.500% 5,309.94 1 0123577033 98,355.69 01-May-2007 2 8.350% 2,573.20 1 0123577280 303,999.99 01-May-2007 2 7.390% 6,981.84 1 0123578486 202,350.95 01-May-2007 2 8.990% 5,721.66 1 0123579021 200,000.00 01-May-2007 2 8.250% 5,166.68 1 0123579294 107,937.86 01-Feb-2007 5 8.750% 4,442.86 1 0123580060 411,874.07 01-Mar-2007 4 7.500% 14,409.62 1 0123580771 149,964.43 01-Feb-2007 5 6.300% 4,345.13 1 0123580938 280,000.00 01-May-2007 2 7.800% 6,813.32 1 0123581563 163,931.33 01-Apr-2007 3 7.750% 4,950.66 1 0123581738 260,868.37 01-Mar-2007 4 8.450% 10,362.40 1 0123582389 132,344.17 01-May-2007 2 7.850% 3,238.97 1 0123584237 155,629.05 01-Apr-2007 3 7.200% 4,337.61 1 0123585028 114,202.78 01-May-2007 2 7.550% 2,683.14 1 0123585853 215,849.07 01-Feb-2007 5 7.800% 7,857.95 1 0123586190 379,657.15 01-May-2007 2 8.790% 10,489.67 1 0123586513 381,553.28 01-May-2007 2 8.990% 10,788.76 1 0123587628 251,907.61 01-Apr-2007 3 8.100% 7,975.09 1 0123588808 339,824.71 01-May-2007 2 8.000% 8,493.95 1 0123590077 151,746.84 01-Apr-2007 3 9.850% 5,906.50 1 0123590267 115,935.97 01-Feb-2007 5 8.950% 4,888.17 1 0123590317 395,797.51 01-May-2007 2 7.990% 9,879.81 1 0123593261 279,753.05 01-May-2007 2 8.950% 7,877.05 1 0123594020 249,999.99 01-Feb-2007 5 8.950% 10,562.47 1 0123594251 252,000.00 01-Mar-2007 4 8.500% 10,080.00 1 0123594624 317,679.10 01-Apr-2007 3 6.790% 8,311.24 1 0123594640 133,428.58 01-Apr-2007 3 7.100% 3,667.94 1 0123595977 178,974.40 01-Apr-2007 3 10.500% 7,456.54 2 0122758360 288,548.40 01-Apr-2007 3 10.350% 11,838.93 2 0122758998 183,511.15 01-Feb-2007 5 8.100% 6,955.92 2 0122769573 608,000.00 01-Feb-2007 5 8.500% 24,320.04 2 0122769599 112,805.94 01-Feb-2007 5 10.200% 5,462.14 2 0122776024 287,611.09 01-Mar-2007 4 8.250% 11,136.67 2 0122779283 431,231.87 01-Mar-2007 4 7.940% 16,028.72 2 0122780752 223,635.45 01-Mar-2007 4 7.600% 7,931.97 2 0123562019 471,101.16 01-May-2007 2 7.700% 11,300.90 2 0123562944 435,748.65 01-Feb-2007 5 7.990% 16,301.16 2 0123563116 311,684.94 01-May-2007 2 9.240% 9,077.59 2 0123563462 479,919.99 01-Mar-2007 4 7.000% 15,597.37 2 0123566085 427,999.99 01-Feb-2007 5 7.490% 14,958.61 2 0123568610 155,040.00 01-May-2007 2 6.800% 3,255.84 2 0123568644 169,538.21 01-Apr-2007 3 7.990% 5,283.63 2 0123574295 334,230.53 01-Apr-2007 3 7.240% 9,383.07 2 0123575748 399,773.37 01-Mar-2007 4 8.050% 15,079.83 2 0123579526 317,440.00 01-Mar-2007 4 7.550% 11,189.76 2 0123579823 203,351.28 01-May-2007 2 7.200% 4,535.99 2 0123582066 371,694.52 01-Mar-2007 4 7.090% 12,234.95 2 0123584831 285,655.01 01-May-2007 2 7.790% 6,941.89 2 0123587891 219,867.18 01-May-2007 2 7.550% 5,165.69 2 0123589210 72,862.08 01-May-2007 2 9.750% 2,244.95 2 0123589285 163,942.12 01-Apr-2007 3 8.200% 5,258.55 2 0123590200 164,884.56 01-May-2007 2 6.840% 3,482.34 2 0123597056 166,913.57 01-Apr-2007 3 9.740% 6,423.88

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

Summary 12 Month Bankruptcy ~~Detail~~History* -New ~~All~~Bankruptcy ~~Mortgage~~Loans Month Bankruptcy Percentage Loans in Bankruptcy ~~during~~5 Oct-06 0.000% Original Principal Balance 779,920.00 Nov-06 0.000% Current ~~Period~~Actual ~~(continued)~~Balance ~~Group~~778,319.57 ~~Loan~~Dec-06 0.000% Jan-07 0.000% Current ~~Paid~~Bankruptcy ToTotal ~~Months~~Feb-07 0.000% Loans in Bankruptcy 12 Mar-07 0.000% Original Principal Balance 1,636,970.00 Apr-07 0.000% Current ~~Approximate~~Actual ~~Number~~Balance 1,634,249.98 May-07 0.011% Jun-07 0.011% Jul-07 0.034% Aug-07 0.140% Sep-07 0.270% *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 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 3 Oct-06 0.000% Original Principal Balance 506,000.00 Nov-06 0.000% Current Actual ~~Date~~Balance ~~Delinquent~~505,013.20 ~~Loan~~Dec-06 ~~Rate~~0.000% ~~Delinquent~~Jan-07 0.000% Current Bankruptcy Total Feb-07 0.000% Loans in Bankruptcy 9 Mar-07 0.000% Original Principal Balance ~~Interest~~1,239,750.00 Apr-07 0.000% Current Actual Balance 1,237,782.61 May-07 0.000% Jun-07 0.000% Jul-07 0.021% Aug-07 0.177% Sep-07 0.302% *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 ~~0123584559~~12 70Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 Oct-06 0.000% Original Principal Balance 273,~~700~~920.00 01Nov-06 0.000% Current Actual Balance 273,306.37 Dec-06 0.000% Jan-~~2007~~07 0.000% Current Bankruptcy Total Feb-07 0.000% Loans in Bankruptcy 3 10Mar-07 0.~~250~~000% 1Original Principal Balance 397,~~720~~220.8800 Apr-07 0.000% Current Actual Balance 396,467.37 May-07 0.034% Jun-07 0.035% Jul-07 0.062% Aug-07 0.063% Sep-07 0.203% *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.

Realized Loss Report - Collateral Summary MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 NoN/A ~~Realized~~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 N/A N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss ~~Information~~Severity toCurrent Month 0.000% Current Month 0.028% 3 Month Average 0.000% 3 Month Average 0.019% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.028% N/A Sep-2007 0.000% N/A Sep-2007 0.028% 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. ~~this~~The ~~period~~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 - No Realized Loss Information to report this period. 2 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs. 12mo Average* SDA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 NoN/A ~~Realized~~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 N/A N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 0.000% N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.000% N/A Sep-2007 0.000% N/A Sep-2007 0.000% N/A *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Cumulative Loss ~~Information~~Severity toCurrent Month 0.000% Current Month 0.028% 3 Month Average 0.000% 3 Month Average 0.019% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs. 12mo Average* Cumulative Loss Severity: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 N/A N/A Feb-2007 N/A N/A Mar-2007 N/A N/A Mar-2007 N/A N/A Apr-2007 N/A N/A Apr-2007 N/A N/A May-2007 0.000% N/A May-2007 N/A N/A Jun-2007 0.000% N/A Jun-2007 0.000% N/A Jul-2007 0.000% N/A Jul-2007 0.000% N/A Aug-2007 0.000% N/A Aug-2007 0.028% N/A Sep-2007 0.000% N/A Sep-2007 0.028% 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. ~~this~~The ~~period~~graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR / 0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR / (0.6 - ((WAS - 60) * 0.0095)) else if WAS is greater than 120 then CDR / 0.03 Cumulative Loss Severity: Sum (Realized Losses) / Sum (Ending Actual Balance for loans that have experienced a loss).

Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Scheduled Principal Scheduled Group Count Balance Balance Count Balance Balance 1 2023 3,~~644~~933,~~540~~695.00 3,~~637~~922,~~074~~861.6141 0 0.00 0.00 2 74 1582,~~401,000~~520.00 1579,~~398,504~~875.6415 0 0.00 0.00 Total 27 54,~~045~~516,~~540~~215.00 54,~~035~~502,~~579~~736.2556 0 0.00 0.00

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 0 0.00 0.00 0 0.00 0.00 1817,~~118~~091.9241 2 0 0.00 0.00 0 0.00 0.00 711,~~616~~652.9538 Total 0 0.00 0.00 0 0.00 0.00 2528,~~735~~743.8779

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1 ~~0122749336~~0122757180 NVAZ 4684.3004 01-Nov-2006 ~~100~~189,~~000~~095.00 99188,~~393~~692.0901 1 ~~0122753668~~0122760382 CANC 80100.00 01-~~Oct~~Nov-2006 ~~140~~50,000.00 ~~139~~49,~~700~~702.6620 1 ~~0122756125~~0123568164 ILAZ 8595.00 01-~~Oct~~Jan-~~2006~~2007 ~~134~~213,~~300~~750.00 ~~134~~213,~~017~~555.8247 1 ~~0122771363~~0123571291 MASC 2080.00 01-~~Oct~~Feb-~~2006~~2007 42132,~~980~~000.00 42131,~~882~~267.2435 1 ~~0123560757~~0123576597 MIFL 8556.0047 01-~~Dec~~Feb-~~2006~~2007 ~~110~~161,500.00 ~~110~~160,~~045~~625.0905 1 ~~0123562670~~0123576753 MDPA 8161.8433 01-~~Jan~~Feb-2007 ~~209~~262,500.00 ~~208~~262,~~494~~227.6089 1 ~~0123565517~~0123579286 VAAZ 9057.0014 01-~~Jan~~Feb-2007 ~~243~~120,000.00 ~~242~~119,~~637~~772.4956 1 ~~0123571481~~0123582470 MDAZ 6859.3831 01-Feb-2007 ~~120~~86,000.00 ~~119~~85,~~820~~446.7138 1 ~~0123573743~~0123583718 NMVA 8090.00 01-Feb-2007 ~~104~~165,~~000~~600.00 ~~103~~165,~~605~~600.3200 1 ~~0123576498~~0123583734 NJPA 77100.00 01-Feb-2007 ~~368~~172,~~060~~000.00 ~~367~~170,~~811~~421.1077 1 ~~0123577215~~0123583999 AZNY 6174.2682 01-Feb-2007 ~~116~~340,~~400~~450.00 ~~116~~339,~~162~~788.8320 1 ~~0123579682~~0123584252 OHCA 8056.00 01-Feb-2007 ~~115~~210,~~200~~000.00 ~~114~~210,~~730~~000.6900 1 ~~0123580458~~0123586315 MDCA 7563.0033 01-Feb-2007 ~~281~~190,~~250~~000.00 ~~280~~189,~~751~~657.6712 1 ~~0123580946~~0123589855 NVNC 8047.0031 01-Feb-2007 ~~196~~148,~~000~~200.00 ~~195~~147,~~702~~273.9865 1 ~~0123582009~~0123591026 VAMA 9033.0033 01-Feb-2007 ~~172~~100,~~800~~000.00 ~~172~~99,~~656~~343.8154 1 ~~0123586349~~0123591729 PAIL 8580.00 01-Feb-2007 68121,~~000~~600.00 67120,~~817~~964.2443 1 ~~0123589624~~0123591802 NJMD 9075.00 01-Feb-2007 ~~337~~241,500.00 ~~336~~241,~~269~~500.1000 1 ~~0123591745~~0123593006 CAIL 3580.9300 01-Feb-2007 ~~357~~230,~~500~~400.00 ~~356~~230,~~941~~400.3500 1 ~~0123592222~~0123593014 IL 7020.00 01-Feb-2007 ~~142~~57,~~800~~600.00 ~~142~~57,~~172~~444.2333 1 ~~0123592933~~0123594814 WIMD 8586.0055 01-Feb-2007 ~~284~~238,~~750~~000.00 ~~283~~236,~~801~~597.2082 21 ~~0122749930~~0123595092 AZNM 8072.0050 01-~~Nov~~Feb-~~2006~~2007 ~~150~~188,~~000~~500.00 ~~149~~187,~~695~~844.3365 21 ~~0122774961~~0123595258 SCNJ 100.00 01-~~Nov~~Feb-~~2006~~2007 51190,000.00 50189,~~849~~072.1376 21 ~~0123573859~~0123596207 WIFL ~~100~~34.0063 01-Feb-2007 ~~122~~125,~~800~~000.00 ~~122~~124,~~422~~154.7142 2 ~~0123575417~~0123562340 GAVA 9080.00 01-~~Feb~~Jan-2007 70137,~~200~~840.00 70136,~~041~~846.7723 2 ~~0123579955~~0123571242 NJIL ~~100~~80.00 01-Feb-2007 ~~288~~224,000.00 ~~287~~222,~~842~~706.1221 2 ~~0123589806~~0123577264 ILFL 9685.5300 01-Feb-2007 ~~445~~78,~~000~~540.00 ~~444~~78,~~070~~021.8968 2 ~~0123590093~~0123596157 ILFL 8085.00 01-Feb-2007 ~~274~~142,~~000~~140.00 ~~272~~141,~~990~~956.7114

Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1 ~~0122749336~~0122757180 Loan Paid in Full 0 79.~~500~~550% 360 710 1 ~~0122753668~~0122760382 Loan Paid in Full ~~(1)~~0 89.~~740~~250% 360 810 1 ~~0122756125~~0123568164 Loan Paid in Full 0 8.~~800~~650% 360 8 1 ~~0122771363~~0123571291 Loan Paid in Full 0 127.~~750~~950% 360 87 1 ~~0123560757~~0123576597 Loan Paid in Full 0 8.~~750~~650% 360 67 1 ~~0123562670~~0123576753 Loan Paid in Full 02 7.~~200~~990% 360 57 1 ~~0123565517~~0123579286 Loan Paid in Full 0 8.~~550~~750% 360 57 1 ~~0123571481~~0123582470 Loan Paid in Full 0 7.~~900~~200% 360 47 1 ~~0123573743~~0123583718 Loan Paid in Full 0 7.~~450~~550% 360 47 1 ~~0123576498~~0123583734 Loan Paid in Full 0(1) 7.~~850~~600% ~~360~~300 47 1 ~~0123577215~~0123583999 Loan Paid in Full ~~(1)~~0 68.~~800~~650% 360 47 1 ~~0123579682~~0123584252 Loan Paid in Full 01 76.~~750~~290% 360 47 1 ~~0123580458~~0123586315 Loan Paid in Full 0 76.~~300~~490% 360 47 1 ~~0123580946~~0123589855 Loan Paid in Full 0 7.~~850~~350% 360 47 1 ~~0123582009~~0123591026 Loan Paid in Full 0(1) 97.~~900~~100% 360 47 1 ~~0123586349~~0123591729 Loan Paid in Full 10 98.~~150~~250% 360 47 1 ~~0123589624~~0123591802 Loan Paid in Full 0 76.~~650~~350% 360 47 1 ~~0123591745~~0123593006 Loan Paid in Full 0 57.~~550~~850% 360 47 1 ~~0123592222~~0123593014 Loan Paid in Full 0 611.~~700~~400% 360 47 1 ~~0123592933~~0123594814 Loan Paid in Full 0 87.~~100~~650% 360 47 21 ~~0122749930~~0123595092 Loan Paid in Full 0 86.~~500~~600% 360 7 21 ~~0122774961~~0123595258 Loan Paid in Full 0 119.~~200~~600% 360 7 21 ~~0123573859~~0123596207 Loan Paid in Full 0 87.~~500~~400% 360 47 2 ~~0123575417~~0123562340 Loan Paid in Full 10 97.~~990~~500% 360 48 2 ~~0123579955~~0123571242 Loan Paid in Full 0 117.~~250~~750% 360 47 2 ~~0123589806~~0123577264 Loan Paid in Full 0 108.~~350~~800% 360 47 2 ~~0123590093~~0123596157 Loan Paid in Full 0 7.~~600~~400% 360 47

Prepayment Penalty Detail - Prepayment Penalty Paid during Current Period Prepayment Prepayment Summary Loan Prior Penalty Penalty Count Balance Amount Waived 1 1011 1,~~616~~779,~~398~~796.7735 3852,~~155~~499.3874 0.00 2 02 0220,049.0048 06,948.0030 0.00 Total 1013 1,~~616~~999,~~398~~845.7783 3859,~~155~~448.3804 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 ~~0122749336~~0122757180 0508/3129/2007 99188,~~470~~729.6219 27,~~985~~207.9172 0.00 1 ~~0122753668~~0122760382 0508/1729/2007 ~~139~~49,~~734~~730.8920 ~~4,885~~497.1330 0.00 1 ~~0123560757~~0123568164 0508/1522/2007 ~~110~~213,~~111~~577.5071 7,388.30 0.00 1 0123576753 08/20/2007 262,~~102~~262.4370 8,384.14 0.00 1 ~~0123565517~~0123579286 0508/31/2007 ~~242~~119,~~698~~801.9362 4,~~855~~191.2036 0.00 1 ~~0123577215~~0123582470 0508/1423/2007 ~~116~~85,~~210~~517.8004 2,459.41 0.00 1 0123583718 08/31/2007 165,600.00 3,~~159~~312.6500 0.00 1 ~~0123579682~~0123583734 0508/1731/2007 ~~114~~170,~~814~~623.43 5,176.49 0.00 1 0123584252 08/14/2007 210,~~152~~000.00 5,283.60 0.00 1 ~~0123580946~~0123586315 0508/3116/2007 ~~195~~189,~~763~~700.1679 64,~~145~~925.1076 0.00 1 ~~0123582009~~0123596207 0508/31/2007 ~~172~~124,~~685~~253.9267 3,~~453~~673.7266 0.00 12 ~~0123586349~~0123577264 0608/0115/2007 6778,~~854~~069.3586 2,~~487~~746.1503 0.00 12 ~~0123591745~~0123596157 0508/1631/2007 ~~357~~141,~~054~~979.1162 74,~~929~~202.0927 0.00

Prepayment Rates

Summary SMM CPR PSA Current Month 0.~~794~~743% Current Month 98.~~126~~559% Current Month ~~1,002~~566.~~673~~458% 3 Month Average 01.~~000~~376% 3 Month Average 015.~~000~~102% 3 Month Average 01,231.~~000~~491% 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~~7.261% N/A ~~Feb~~May-2007 ~~N/A~~1,022.405% N/A ~~Mar~~Jun-2007 ~~N/A~~9.126% N/A ~~Mar~~Jun-2007 ~~N/A~~1,002.673% N/A ~~Apr~~Jul-2007 ~~N/A~~23.511% N/A ~~Apr~~Jul-2007 ~~N/A~~2,117.903% N/A ~~May~~Aug-2007 713.~~261~~237% N/A ~~May~~Aug-2007 1,~~022~~010.~~405~~113% N/A ~~Jun~~Sep-2007 98.~~126~~559% N/A ~~Jun~~Sep-2007 ~~1,002~~566.~~673~~458% 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 SMM CPR PSA Current Month 0.~~847~~952% Current Month 910.~~702~~849% Current Month ~~1,090~~728.~~309~~385% 3 Month Average 01.~~000~~389% 3 Month Average 015.~~000~~383% 3 Month Average 01,247.~~000~~599% 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~~5.280% N/A ~~Feb~~May-2007 ~~N/A~~765.148% N/A ~~Mar~~Jun-2007 ~~N/A~~9.702% N/A ~~Mar~~Jun-2007 ~~N/A~~1,090.309% N/A ~~Apr~~Jul-2007 ~~N/A~~19.373% N/A ~~Apr~~Jul-2007 ~~N/A~~1,778.882% N/A ~~May~~Aug-2007 515.~~280~~927% N/A ~~May~~Aug-2007 ~~765~~1,235.~~148~~531% N/A ~~Jun~~Sep-2007 910.~~702~~849% N/A ~~Jun~~Sep-2007 ~~1,090~~728.~~309~~385% 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 SMM CPR PSA Current Month 0.~~684~~301% Current Month 73.~~907~~556% Current Month ~~829~~228.~~764~~525% 3 Month Average 01.~~000~~346% 3 Month Average 014.~~000~~125% 3 Month Average 01,165.~~000~~625% 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~~11.277% N/A ~~Feb~~May-2007 ~~N/A~~1,498.671% N/A ~~Mar~~Jun-2007 ~~N/A~~7.907% N/A ~~Mar~~Jun-2007 ~~N/A~~829.764% N/A ~~Apr~~Jul-2007 ~~N/A~~31.559% N/A ~~Apr~~Jul-2007 ~~N/A~~2,732.844% N/A ~~May~~Aug-2007 117.~~277~~259% N/A ~~May~~Aug-2007 ~~1,498~~535.~~671~~506% N/A ~~Jun~~Sep-2007 73.~~907~~556% N/A ~~Jun~~Sep-2007 ~~829~~228.~~764~~525% 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 No Repurchases Due to Breaches this Period

~~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 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 5 1,~~639~~636,~~916~~757.7865 0.~~260~~270 1 142,~~971~~831.4782 0.~~033~~035 5.500 5.999 3635 9,~~370~~004,~~469~~838.1197 1.~~483~~488 2524 5,~~987~~624,~~027~~978.9921 1.~~400~~373 6.000 6.499 ~~110~~105 2827,~~665~~443,~~972~~515.4024 4.~~537~~534 7469 1615,~~350~~146,~~914~~112.0892 3.~~822~~698 6.500 6.999 ~~408~~392 9591,~~236~~488,~~444~~882.2836 15.~~073~~116 ~~289~~276 5755,~~729~~034,~~600~~166.6104 13.~~495~~437 7.000 7.499 ~~501~~484 ~~105~~101,~~045~~131,~~184~~983.6939 16.~~625~~709 ~~367~~352 6764,~~784~~880,~~972~~253.4676 15.~~846~~841 7.500 7.999 ~~775~~752 ~~152~~147,~~606~~141,~~711~~682.5719 24.~~153~~311 ~~622~~604 ~~112~~108,~~424~~921,~~362~~982.6814 26.~~281~~593 8.000 8.499 ~~412~~397 7269,~~529~~719,~~491~~823.8444 11.~~479~~519 ~~342~~329 5855,~~387~~905,~~286~~027.9779 13.649 8.500 8.999 ~~446~~422 7671,~~784~~942,~~147~~519.5259 1211.~~153~~886 ~~382~~366 6058,~~939~~267,~~120~~710.9951 14.~~246~~226 9.000 9.499 ~~212~~204 3432,~~040~~748,~~853~~252.5969 5.~~388~~411 ~~127~~120 1918,~~633~~434,~~706~~204.4799 4.~~590~~501 9.500 9.999 ~~251~~240 3028,~~945~~824,~~519~~373.67 4.~~898~~762 ~~148~~142 1615,~~578~~675,~~753~~220.3872 3.~~876~~827 10.000 10.499 ~~162~~157 13,~~738~~220,~~278~~243.3917 2.~~174~~184 ~~111~~109 87,~~038~~876,~~303~~523.4068 1.~~879~~923 10.500 10.999 8381 7,~~228~~077,~~657~~294.2295 1.~~144~~169 2827 2,~~193~~151,~~018~~606.3635 0.~~513~~525 11.000 11.499 4240 2,~~581~~442,~~329~~516.7764 0.~~409~~404 2322 1,~~154~~096,~~867~~032.4370 0.~~270~~268 11.500 11.999 11 ~~737~~736,~~752~~982.0444 0.~~117~~122 5 ~~288~~287,~~249~~929.4888 0.~~067~~070 12.000 12.499 4 ~~275~~274,~~197~~918.1344 0.~~044~~045 0 0.00 0.000 12.500 12.999 5 281,~~796~~562.0200 0.~~045~~047 3 97,~~250~~165.6483 0.~~023~~024 13.000 13.499 4 130,~~159~~049.4862 0.021 1 42,~~807~~771.7055 0.010 >= 13.500 0 0.00 0.000 0 0.00 0.000 Total 3,~~467~~338 ~~631~~605,~~837~~246,~~881~~196.5045 100.000 2,~~548~~450 ~~427~~409,~~773~~584,~~214~~518.1189 100.000

Interest Rate Stratification (continued) 2 Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 4.500 0 0.00 0.000 4.500 4.999 0 0.00 0.000 5.000 5.499 4 1,~~496~~493,~~945~~925.3183 0.~~734~~764 5.500 5.999 11 3,~~383~~379,~~441~~860.1276 1.~~658~~727 6.000 6.499 36 12,~~315~~297,~~058~~402.32 6.~~035~~285 6.500 6.999 ~~119~~116 3736,~~506~~454,~~843~~716.6732 18.~~380~~632 7.000 7.499 ~~134~~132 3736,~~260~~251,~~212~~729.2363 18.~~259~~528 7.500 7.999 ~~153~~148 4038,~~182~~219,~~348~~700.8905 19.~~691~~534 8.000 8.499 7068 1413,~~142~~814,~~204~~795.8765 67.~~930~~061 8.500 8.999 6456 1513,~~845~~674,~~026~~809.5308 76.~~765~~989 9.000 9.499 8584 14,~~407~~314,~~147~~047.1270 7.~~060~~316 9.500 9.999 ~~103~~98 1413,~~366~~149,~~766~~152.2995 76.~~040~~720 10.000 10.499 5148 5,~~699~~343,~~974~~719.9949 2.~~793~~731 10.500 10.999 5554 54,~~035~~925,~~638~~688.8660 2.~~468~~517 11.000 11.499 1918 1,~~426~~346,~~462~~483.3494 0.~~699~~688 11.500 11.999 6 449,~~502~~052.56 0.~~220~~230 12.000 12.499 4 ~~275~~274,~~197~~918.1344 0.~~135~~141 12.500 12.999 2 184,~~545~~396.3817 0.~~090~~094 13.000 13.499 3 87,~~351~~278.7807 0.~~043~~045 >= 13.500 0 0.00 0.000 Total ~~919~~888 ~~204~~195,~~064~~661,~~667~~677.3956 100.000

EX-99.2 (logo) CLAYTON SASCO 2007-EQ1 Credit Risk Management Report August 2007 (C) 2007 Clayton Fixed Income Services Inc. All rights reserved (page) The information contained in this Report is based upon a specific point in time and reflects performance solely through that point in time. It does not forecast the performance of the portfolio in the future. The information in this Report is not investment advice concerning a particular portfolio or security, and no mention of a particular security in this Report constitutes a recommendation to buy, sell, or hold that or any security. The Report is based upon information provided to Clayton Fixed Income Services Inc. by third parties and therefore Clayton Fixed Income Services Inc. cannot, and does not, warrant that the information contained in this Report is accurate or complete. (page) Table of Contents Section One Executive Summary Section Two Loan-Level Report Section Three Prepayment Penalty Analysis Section Four Mortgage Insurance Report Section Five Loss Analysis Section Six Analytics (page) Section One Executive Summary (page) SASCO 2007-EQ1 Executive Summary August 2007 Transaction Summary

Collateral Summary

Closing Date As of 58/25/2007 58/25/2007 Balance as Percentage of Closing Date Balance Collateral Balance $642,599,421 $~~637~~610,~~184~~057,~~602~~096 9994.1593 % Loan Count 3,512 3,~~494~~365 9995.4981 % 0 OTS Method: A current loan becomes 30 days delinquent if the scheduled payment is not made by the close of business on the corresponding day of the following month. Similarly for 60 days delinquent and the second immediately succeeding month and 90 days delinquent and the third immediately succeeding month.

(page) Value Added

Total Value Added for SASCO 2007-EQ1 as of 58/25/2007 Issues Amount Recovered 0 $0

Collateral Statistics

Loan Count Summed Balance ~~First Payment Defaults 1 $70,610~~ Early Payment Defaults* 4132 $87,~~224~~066,~~937~~595 * A default that occurs on the second or third scheduled payment.

Second Lien Statistics Loan Count Summed Balance Total Outstanding Second Lien Loans ~~204~~201 $1011,~~265~~138,~~667~~009 30+ Days Delinquent 3 $159,016 90+ Days Delinquent 1 $31,958

Prepayments

Remittance Date Beginning Collateral Balance Total Prepayments Percentage of Prepayment 58/25/2007 $~~641~~617,~~487~~601,~~026~~290 $47,~~015~~261,~~425~~361 1.17 7/25/2007 $631,837,882 $13,949,162 2.20 6/25/2007 $637,184,602 $5,059,063 0.6279

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

Total Cash Flows Remittance Date Amount Remitted to the Amount Remitted by the Trust Servicers Difference 58/25/2007 $47103,~~846~~916 $47103,~~846~~916 $0

Mortgage Insurance Clayton actively monitors mortgage insurance (MI) coverage for this deal. Each month, loans with MI are reviewed to ensure that the servicer has followed the appropriate claim filing process, that appropriate claims are paid, and that appropriate proceeds are remitted to the trust. The Mortgage Insurance Watchlist consists of all claims pending for 60+ days. Clayton monitors these claims to ensure that the servicer and MI company are proceeding to resolve the pending claims. Clayton also reviews each coverage rescission to ensure the findings were warranted and disputes them if discrepancies are found. Please refer to the Mortgage Insurance Report section for information regarding MI coverage for this deal. (page) 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

~~Loss Summary~~ Remittance Losses Remitted to the Trust Number of Loan-Level Losses/Gains 58/25/2007 $014 $01

(page) Section Two Loan-Level Report (page) * 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-EQ1 Loan-Level Report Mortgage Data Through: July 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 ~~9595730~~9593891 1 TNAZ 21/1/2007 ~~Internal~~BPO ~~Estimate~~ $~~101~~545,000 $70436,~~700~~000 ~~503~~639 12/1/2007 97/305/~~2006~~2007 $75310,~~502~~000 $70435,~~610~~749 (continued) OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss* Status ~~9595730~~9593891 7080% 2246.5820% 57/1/2008 $15201,~~966~~470 636FF 94141% ~~Monitor~~Active -Default BKReason: Excessive Use of Credit 8/31/2007 This loan is in the second month of a four month state foreclosure timeline. A BPO dated 7/5/2007 valued this property at $310,000. This is a decline of $235,000 since origination. Clayton has requested the property valuations to investigate the value decline and we currently await a response.

Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal ~~9597122~~9593908 1 MNFL 101/1/~~2006~~2007 BPO $~~230~~192,000 $~~225~~172,~~000~~800 ~~656~~584 12/1/2007 4/6/27/2007 $~~213~~101,000 $0172,669 (continued) OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss* Status ~~9597122~~9593908 9890% ~~-85~~61.1496% 97/1/2008 ($~~191~~107,~~565)~~071 636FF 0171% ~~Monitor~~Active Default Reason: ~~(Unknown)~~Excessive 5Use of Credit 9/304/2007 ~~This~~According ~~loan~~to ~~has~~the ~~been~~most ~~added~~recent tovaluation the ~~Watchlist~~value ~~becuase~~decline can be attributed to market conditions. The BPO notes the ~~borrower~~property is ~~now~~in 60good ~~days~~condition ~~delinquent~~has no negative features. ~~The~~However, ~~borrower~~there ~~has~~is ~~entered~~an aoversupply ~~payment~~of ~~plan~~competitive ~~starting~~listings onand 4the property values in the area are decreasing as a result. 8/102/2007. WeThis ~~will~~loan ~~continue~~has tobeen ~~monitor~~added ~~this~~to ~~loan~~the toWatchlist ~~ensure~~because ~~the~~of ~~servicer~~a ishigh ~~proceeding~~value ~~correctly~~decline ~~with~~and ~~it's~~high estimated loss ~~mitigation methods~~severity. * The ~~estimated~~servicer ~~loss~~initiated ~~includes~~foreclosure ~~estimated~~on ~~mortgage~~6/12/2007. ~~insurance~~Florida ~~proceeds~~has ~~where~~a ~~applicable~~five ~~and~~month instate ~~addition~~foreclosure iftimeline. ~~the~~The ~~loan~~property value has ~~been~~decreased ~~liquidated~~$91,000 ~~this~~or ~~reflects~~47 ~~the~~percent ~~actual~~since ~~loss~~origination. ~~that~~Clayton has ~~been~~requested ~~passed~~the property valuations to investigate the ~~trust~~value decline. We currently await a response.

~~Total~~Lien ~~Cash~~State ~~Flows~~First ~~Trustee~~Pmt. ~~Remittance~~Valuation ~~Date~~Orig. ~~5/25/2007~~Appr. ~~Amount~~Orig ~~Remitted to the Trust $47,846~~ Amount ~~Remitted~~Loan byNumber ~~the~~Group ~~Servicers~~FICO(R) ~~$47,846~~Last ~~Difference $0 Total Collections by the Servicers Total~~ Paid ~~Off~~Dt. ~~Loans~~Valuation 18Date ~~Total~~Current ~~Paid~~Value ~~Off~~Current ~~Loans~~Bal ~~With~~9594138 ~~Prepayment~~1 ~~Flags~~CA 91/1/2007 ~~Exceptions~~BPO ~~Expired~~$535,000 ~~Prepayment~~$428,000 ~~Clauses~~611 ~~(as~~2/1/2007 ~~stated~~6/27/2007 in$435,000 ~~the~~$428,000 ~~Note~~(continued) 0OLTV ~~Liquidated~~Severity ~~out~~Liq. ofDate ~~REO~~Delinquency ~~Status~~Loan 0Number ~~Acceleration~~CLTV ofMI ~~Debt~~Type 0Coverage ~~Loss~~Est ~~Mitigation~~ (~~Short Sales, Charge Offs~~Gain)/Loss* 0Status ~~Documentation~~9594138 ~~Issues~~80% ~~Preventing~~15.74% ~~the~~5/1/2008 ~~Collection~~$67,400 of36FF ~~Prepayment~~98% ~~Penalties~~Active 0Default ~~Other~~Reason: -Excessive ~~Actions~~Use ~~Preventing the Collection~~ of ~~Prepayment~~Credit ~~Penalties 0 Total Paid-Off Loans with Active Prepayment Flags~~ 9/4/2007 ~~Other~~This ~~Exceptions~~loan ~~Paid-Off~~is ~~Loans~~in ~~that~~the ~~Did~~second ~~Not~~month ~~Have Penalties Collected because~~ of ~~State~~a ~~Statutes~~four 0month ~~Paid-Off~~state ~~Loans~~foreclosure ~~with~~timeline. ~~Active~~According ~~Prepayment~~to ~~Flags~~a ~~that~~BPO ~~Did~~dated ~~Not~~6/27/2007 ~~Have~~the ~~Penalties~~property ~~Remitted~~value 0has ~~Aggregate~~decreased ~~Paid-Off~~$100,000 ~~Loans~~since ~~Loans~~origination ~~with~~to ~~Active~~a ~~Prepayment~~current ~~Flags~~value ~~with~~of ~~Penalties~~$435,000. ~~Remitted~~Clayton 9has ~~Loans~~asked ~~without~~the ~~Prepayment~~servicer ~~Flags~~for ora ~~with~~copy ~~Expired~~of ~~Flags with Penalties Remitted 0 Total Loans with Penalties Remitted 9 Total Loans with Penalties Remitted to~~ the ~~Total~~BPO ~~Paid-Off~~and ~~Loans~~we ~~50.00~~currently %await ~~Penalties~~a ~~Remitted for loans with Active Prepayment Flags 100~~response.~~00 %~~

~~Loan~~Lien ~~Origination~~State ~~Years~~First toPmt. ~~Expiration~~Valuation Orig. Appr. Orig Amount Loan Number ~~State~~Group ~~Delinquency~~FICO(R) ~~History~~Last ~~Date~~Paid ~~Expiration~~Dt. Valuation Date ~~9597187~~Current ORValue CCurrent ~~8/9/2006~~Bal 9595536 2 8GA 2/91/~~2008~~2007 ~~9597135~~BPO TN$160,000 C$32,000 9725 2/191/~~2006~~2007 ~~2 9~~5/1915/~~2008~~2007 ~~9596839~~$137,000 $31,958 (continued) OLTV Severity Liq. Date Delinquency Loan Number CLTV MI CType 9Coverage Est (Gain)/~~27/2006~~Loss* 2Status 99595536 20% 109.85% 3/271/2008 ~~9593960~~$35,154 CA3699 023% ~~11/16/2006~~Active 2Default 11Reason: (Unknown) 9/164/~~200~~2007 ~~9594530~~The PAsenior Clien ~~12/5/2006~~is 2in ~~12/5/2008~~the ~~9595040~~second CAmonth Cof ~~12/5/2006~~foreclosure. 2Clayton ~~12/5/2008~~will ~~9596611~~continue TNto 0monitor ~~12/27/2006~~this 2second ~~12/27/200~~lien ~~9596648~~to VAensure Cit ~~12/27/2006~~is 2charged ~~12/27/200~~off ~~9597172~~in VAa Ctimely manner as there is insufficient equity to pursue foreclosure from the second position. 8/312/~~2006~~2007 3According 8to our data, the servicer initiated foreclosure on the senior lien in this security on 6/3112/~~2009~~2007. ~~(continued)~~Georgia %has ofa ~~PPP~~two month state foreclosure timeline. Clayton will monitor this loan to ~~Loan~~ensure ~~Payoff~~the ~~Payoff~~servicer ~~Number~~takes ~~Amount~~the ~~PPP~~proper ~~Remitted~~steps ~~Amount~~on ~~Comments~~this ~~9597187~~second ~~$59,774~~lien. $7/2~~,414~~/2007 4%This ~~9597135~~loan ~~$72,809~~has ~~$3,174~~been 4%added ~~9596839~~to ~~$73,321~~the ~~$734~~Watchlist 1%because ~~9593960~~this ~~$391,619~~loan ~~$13,478~~is 3%a ~~9594530~~second ~~$127,095~~lien ~~$3,661~~that 3%is ~~9595040~~now ~~$189,779~~90 ~~$6,067~~days 3%delinquent. ~~9596611~~According ~~$136~~to the most recent BPO,~~596~~ $dated 5/15/2007,~~190~~ 4%the ~~9596648~~property was valued at $~~544~~137,~~743~~000, a $1023,~~896~~000 2%or ~~9597172~~14 ~~$111,608~~percent ~~$2,232~~decline 2%in value. We will continue to monitor this loan to ensure the servicer is proceeding correctly with it's loss mitigation methods.

~~Servicer~~Lien ~~Origination~~State ~~Years~~First toPmt. ~~Expiration~~Valuation Orig. Appr. Orig Amount Loan Number ~~State~~Group ~~Delinquency~~FICO(R) ~~String~~Last ~~Date~~Paid ~~Expiration~~Dt. Valuation Date Current Value Current Bal 9596838 1 WI 10/1/2006 BPO $115,000 $90,000 594 2/1/2007 5/7/2007 $112,000 $89,772 (continued) OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss* Status 9596838 78% of7.16% ~~PPP~~11/1/2008 $6,451 3F9F 80% Monitor Default Reason: (Unknown) 9/4/2007 The bankruptcy was dismissed and the servicer resumed foreclosure. Clayton will continue to ~~Servicer~~monitor ~~Payoff~~all ~~Cur~~activity on this loan. ~~Funds~~8/2/2007 ~~Total~~The ~~PPP~~borrower ~~Payoff~~filed ~~Number~~for ~~Amount~~Chapter ~~Remitted~~7 ~~Remitted~~bankruptcy ~~Amount~~on ~~Comments~~6/11/2007. Clayton will monitor this loan through the bankruptcy to ensure the servicer is taking the proper measures. 7/2/2007 This loan has been added to the Watchlist because the loan has entered Foreclosure status as of the the 6/25/2007 distribution. The property securing this loan has decreased in value since origination. A BPO dated 5/7/2007 valued the property at $112,000, a $3,000 or 3 percent decline in value since origination. We will continue to monitor this loan to ensure the servicer is proceeding correctly with it's loss mitigation methods.

~~Loan~~Lien ~~Origination~~State ~~Years~~First toPmt. ~~Expiration~~Valuation Orig. Appr. Orig Amount Loan Number ~~State~~Group ~~Delinquency~~FICO(R) ~~History~~Last ~~Date~~Paid ~~Expiration~~Dt. Valuation Date Current Value Current Bal 9596885 1 FL 11/1/2006 BPO $106,000 $90,100 612 2/1/2007 5/4/2007 $91,500 $89,676 (continued) OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss* Status 9596885 85% 24.07% 6/1/2008 $21,692 3FFF 98% Active Default Reason: (Unknown) 9/4/2007 This loan is in the third month of ~~PPP~~the five month state foreclosure timeline. Clayton continues to ~~Loan~~monitor ~~Payoff~~this ~~Cur~~loan through the foreclosure process. ~~Funds~~8/2/2007 ~~Total~~This ~~PPP~~loan ~~Payoff~~is ~~Number~~in ~~Amount~~the ~~Remitted~~second ~~Remitted~~month ~~Amount~~of ~~Comments~~a five month state foreclosure timeline. Clayton will continue to monitor this loan through the foreclosure process. 7/2/2007 This loan has been added to the Watchlist because the loan has entered Foreclosure status as of the the 6/25/2007 distribution. The property securing this loan has decreased in value since origination. A BPO dated 5/4/2007 valued the property at $91,500, a $15,000 or 14 percent decline in value since origination. We will continue to monitor this loan to ensure the servicer is proceeding correctly with it's loss mitigation methods.

#Lien ofState ~~Loans~~First ~~Dollar~~Pmt. Valuation Orig. Appr. Orig Amount ~~Claims~~Loan Number Group FICO(R) Last Paid: 0Dt. $0Valuation ~~Claims~~Date ~~Pending:^~~Current Value Current Bal 9597117 1 0CA 10/1/2006 BPO $0600,000 ~~Claims~~$432,000 ~~Rescinded:^2~~669 03/1/2007 6/8/2007 $0740,000 ~~Claims~~$431,232 ~~Without~~(continued) ~~Payment:^2~~OLTV 0Severity $0Liq. ~~Claims~~Date ~~Denied:^2~~Delinquency 0Loan $0Number ~~Claims~~CLTV ~~Withdrawn:^2~~MI 0Type $0Coverage ~~Age~~Est of(Gain)/Loss* ~~Pending~~Status ~~Claims~~9597117 ~~<30~~72% ~~Days~~-48.63% 306/1/2008 ~~Days~~($210,122) ~~Number~~C36F of58% ~~Pending~~Monitor ~~Claims~~Default Reason: 0(Unknown) 09/4/2007 60This ~~Days~~loan 90is ~~Days~~in ~~120~~the ~~Days~~first ~~150~~month ~~Days~~of 0a 0four 0month 0state ~~180~~foreclosure ~~Days~~timeline. ~~210+~~A ~~Days~~BPO 0dated 06/8/2007 1valued ~~Estimate~~this ~~based~~property onat ~~internal calculations~~$740,000. 2This ~~Estimated~~is ~~claim~~an ~~payment~~increase ifof $140,000 since origination. Clayton will monitor the ~~claim~~servicer's ~~had~~loss ~~been~~mitigation ~~paid~~strategy on this loan as there is a significant value increase.

Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number ~~Claim~~Group ~~File~~FICO(R) Last Paid Dt. Valuation Date Current ~~Borrower~~Value Current Bal 9597122 1 MN 10/~~Lender~~1/2006 ~~Paid~~BPO ~~Days~~$230,000 ~~Pending~~$225,000 ~~Claim~~656 ~~Type~~1/1/2007 ~~Balance~~4/6/2007 ~~Actual~~$213,000 ~~Loss~~$224,786 (continued) OLTV Severity Liq. Date Delinquency Loan Number ~~Borrower/Lender~~CLTV ~~Paid~~MI ~~Loss~~Type ~~Severity~~Coverage Est (Gain)/Loss* Status 9597122 98% 29.25% ~~Claim~~10/1/2008 ~~Pmt~~$65,815 69FF 106% Monitor Default Reason: (Unknown) 9/4/2007 This loan is in the second month of a three month state foreclosure timeline. ~~Delinquency~~Clayton ~~String~~will *monitor ~~Estimated~~this ~~Loss~~loan to ensure a foreclosure sale date is set in a timely manner. 8/2/2007 The payment plan was terminated on 4/25/2007. The servicer initiated foreclosure on 6/18/2007. Minnesota has a three month state foreclosure timeline. Clayton will monitor this loan through the foreclosure process. 5/30/2007 This loan has been added to the Watchlist becuase the borrower is now 60 days delinquent. The borrower has entered a payment plan starting on 4/10/2007. We will continue to monitor this loan to ensure the servicer is proceeding correctly with it's loss mitigation methods.

(page) Section Three Prepayment Penalty Analysis (page) SASCO 2007-EQ1 Prepayment Penalty Analysis Trustee Remittance Date: August 25, 2007

~~First~~Total ~~Pmt.~~Cash ~~Current~~Flows ~~Valuation~~Trustee ~~OAV~~Remittance ~~Orig.~~Date 8/25/2007 7/25/2007 Amount ~~OLTV~~Remitted ~~Loan~~to ~~Number~~the ~~Last~~Trust $103,916 $106,501 Amount Remitted by the Servicers $103,916 $106,501 Difference $0 $0 Total Collections by the Servicers Total Paid ~~Dt.~~Off ~~Method~~Loans CV43 ~~Current~~59 ~~Bal.~~Total ~~CLTV~~Paid Off Loans With Prepayment Flags 20 42 Exceptions Expired Prepayment Clauses (~~continued~~as stated in the Note) ~~Claim~~0 ~~File~~0 ~~Dt.~~Liquidated ~~Date~~out of REO Status 0 0 Acceleration of Debt 0 0 Loss Mitigation (Short Sales, Charge Offs) 0 0 Documentation Issues Preventing the Collection of Prepayment Penalties 0 0 Other - Actions Preventing the Collection of Prepayment Penalties 0 24 Total Paid-Off ~~Delinquency~~Loans ~~History~~with ~~Loan~~Active ~~Number~~Prepayment MIFlags ~~Cov~~20 18 Other Exceptions Paid-Off Loans that Did Not Have Penalties Collected because of State Statutes 0 0 Paid-Off Loans with Active Prepayment Flags that Did Not Have Penalties Remitted 0 0 Aggregate Paid-Off Loans Loans with Active Prepayment Flags with Penalties Remitted 20 18 Loans without Prepayment Flags or with Expired Flags with Penalties Remitted 0 0 Total Loans with Penalties Remitted 20 18 Total Loans with Penalties Remitted to the Total Paid-Off Loans 46.51 % ~~Est~~30.51 ~~Claim~~% ~~Pmt~~Penalties Remitted for loans with Active Prepayment Flags 100.00% 100.00% SASCO 2007-EQ1 Prepayment Penalty Analysis (cont) Trustee Remittance Date: August 25, 2007 Total Cash Flows Trustee Remittance Date 6/25/2007 5/25/2007 Amount Remitted to the Trust $38,155 $47,846 Amount Remitted by the Servicers $38,155 $47,846 Difference $0 $0 Total Collections by the Servicers Total Paid ~~Settlement~~Off ~~Option~~Loans 27 18 Total Paid Off Loans With Prepayment Flags 10 9 Exceptions Expired Prepayment Clauses (as stated in the Note) 0 0 Liquidated out of REO Status 0 0 Acceleration of Debt 0 0 Loss Mitigation (Short Sales, Charge Offs) 0 0 Documentation Issues Preventing the Collection of Prepayment Penalties 0 0 Other - Actions Preventing the Collection of Prepayment Penalties 0 0 Total Paid-Off Loans with Active Prepayment Flags 10 9 Other Exceptions Paid-Off Loans that Did Not Have Penalties Collected because of State Statutes 0 0 Paid-Off Loans with Active Prepayment Flags that Did Not Have Penalties Remitted 0 0 Aggregate Paid-Off Loans Loans with Active Prepayment Flags with Penalties Remitted 10 9 Loans without Prepayment Flags or with Expired Flags with Penalties Remitted 0 0 Total Loans with Penalties Remitted 10 9 Total Loans with Penalties Remitted to the Total Paid-Off Loans 37.04 % 50.00 % Penalties Remitted for loans with Active Prepayment Flags 100.00% 100.00%

(page) SASCO 2007-EQ1 Paid-Off Mortgages With Prepayment Flags Trustee Remittance Date: August 25, 2007

Loan Origination Years to Expiration Number State Delinquency History Date ~~Loan~~Expiration ~~Loss~~Date ~~Amount~~9596904 ~~Loss~~IN ~~Percentage~~CCC0 8/2/2006 2 08/02/2008 9597132 MS CCC0 9/11/2006 2 09/11/2008 9593707 NV CCC0 9/13/2006 2 09/13/2008 9593943 TN CCC0 11/15/2006 2 11/15/2008 9594786 LA CCCC 12/7/2006 2 12/07/2008 9594918 PA CCC0 12/11/2006 2 12/11/2008 9594998 WA CCCC 12/11/2006 2 12/11/2008 9595249 CA CCC0 12/13/2006 2 12/13/2008 9595298 FL CCCC 12/13/2006 2 12/13/2008 9595776 FL CCC0 12/18/2006 2 12/18/2008 9595821 LA CCC0 12/19/2006 2 12/19/2008 9596201 WA CC30 12/21/2006 2 12/21/2008 9596525 AR CC33 12/26/2006 2 12/26/2008 9596572 FL CCCC 12/26/2006 2 12/26/2008 9596598 NC CCCC 12/27/2006 3 06/27/2009 9593875 PA CCC0 11/6/2006 3 11/06/2009 9594386 UT CCCC 12/4/2006 3 12/04/2009 9594558 TX CCCC 12/5/252006 3 12/~~2007~~05/2009 9595567 CA CCC0 12/15/2006 3 12/15/2009 9596138 NV CCCC 12/20/2006 3 12/20/2009 (continued) % of PPP to Loan Payoff Payoff Number Amount PPP Remitted Amount Comments 9596904 $~~0.00~~59,702 ~~0.00~~$2,410 4 % ~~Totals:~~9597132 $~~0.00~~54,319 ~~0.00~~$2,719 5 % *9593707 ~~The~~$233,344 ~~loss~~$7,275 ~~percentage~~3 is% a9593943 ~~calculation~~$154,142 of$4,576 ~~the~~3 ~~total~~% ~~monthly~~9594786 ~~loss~~$84,610 a$4,239 ~~percentage~~5 of% ~~the~~9594918 ~~original~~$86,418 ~~balance~~$2,761 of3 ~~the~~% ~~security.~~9594998 $217,992 $7,148 3 % 9595249 $342,000 $8,468 2 % 9595298 $114,888 $3,585 3 % 9595776 $199,148 $6,207 3 % 9595821 $187,446 $9,372 5 % 9596201 $242,722 $7,634 3 % 9596525 $114,331 $3,435 3 % 9596572 $130,857 $4,135 3 % 9596598 $166,421 $1,664 1 % 9593875 $107,045 $3,721 3 % 9594386 $173,443 $5,097 3 % 9594558 $176,904 $6,119 3 % 9595567 $273,532 $7,658 3 % 9596138 $198,424 $5,693 3 %

(page) Section Four Mortgage Insurance Report (page) SASCO 2007-EQ1 Mortgage Insurance Claim Summary Mortgage Data Through: July 31, 2007 Claim Payment Breakdown

~~Remittance~~# ~~Statement~~of ~~Summary~~Loans ~~5/25/2007~~Dollar $0Amount ~~Loan-Level~~Claims ~~Losses~~Paid: 0 $0 ~~Subsequent~~Claims ~~Losses~~Pending: 1 0 $0 ~~Subsequent~~Claims ~~Gains~~Rescinded: 2 0 $0 ~~Monthly~~Claims ~~Security~~Without ~~Loss~~Payment: 2 0 $0 ~~Losses~~Claims ~~Remitted~~Denied: 2 0 $0 ~~Difference~~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.

(page) Section Five Loss Analysis (page) SASCO 2007-EQ1 Historical Monthly Losses Losses Through: July 31, 2007

Date Loan ~~Number~~Loss Amount Loss ~~Loan~~Percentage ~~Number~~8/25/2007 ~~Loss~~$14.36 ~~Loan~~0.00% ~~Number~~7/25/2007 ~~Loss~~$0.00 ~~Category~~0.00% ~~Total~~6/25/2007 $0.00 0.00% 5/25/2007 $0.00 0.00% Totals: $14.36 0.00% * The loss percentage is a calculation of the total monthly loss a percentage of the original balance of the security.

(page) SASCO 2007-EQ1 Loss Reconciliation Report Trustee Remittance Date: August 25, 2007

~~Lien~~Remittance ~~Prop.~~Statement ~~Type~~Summary ~~State~~8/25/2007 ~~Orig.~~$14 ~~Date Valuation Orig. Value~~ Loan-Level ~~Pos~~Losses: ~~Loan~~$14 ~~Type~~Subsequent ~~FICO(R)~~Losses: ~~OLTV~~$0 ~~Valuation~~Subsequent ~~Date~~Gains: ~~Current~~$0 ~~Value~~Monthly ~~(continued)~~Security ~~LIPD Actual~~ Loss: ~~Liquidation~~$14 ~~Date~~Losses ~~Loan~~Remitted: ~~Number~~$14 ~~Orig.~~Difference: ~~Bal Doc. Level Loss Liquidation Method Delinquency~~$0

Loan-Level Loss Report

~~Origination~~Loan ~~Orginal~~Number ~~Amount~~Loss Loan Number ~~State~~Loss ~~Date~~Loan ~~Orginal~~Number ~~LTV~~Loss ~~Original~~9597085 ~~Appraisal~~$14 ~~Loss~~Loan-Level Loss ~~Severity~~Report Total: $14

(page) SASCO 2007-EQ1 Loss Report Losses Through: July 31, 2007

~~FICO~~Origination ~~Delinquency~~Orginal ~~Percentage~~Amount ~~500~~Loan ~~Current~~Number ~~0.002~~State ~~500~~Dated ~~Delinquent~~Orginal ~~0.015~~LTV ~~510~~Original ~~Current~~Appraisal ~~0.008~~Loss ~~510~~Loss ~~Delinquent~~Severity ~~0.029~~August ~~520~~25, ~~Current~~2007 ~~0.014~~9597085 ~~520~~SC ~~Delinquent~~9/12/2006 ~~0.044~~91 ~~530~~% ~~Current~~$51,000 0$14.~~016~~36 ~~530 Delinquent~~ 0.~~029~~03 ~~540~~% ~~Current~~$56,000 ~~0.025~~Monthly ~~540~~Total: ~~Delinquent 0~~$14.~~015~~36 ~~550 Current~~ 0.~~026 550 Delinquent 0.074 560 Current 0.~~03 560 Delinquent 0.029 570 Current 0.039 570 Delinquent 0.059 570 Paid Off 0.4 580 Current 0.045 580 Delinquent 0.088 590 Current 0.053 590 Delinquent 0.059 600 Current 0.06 600 Delinquent 0.029 600 Paid Off 0.2 610 Current 0.066 610 Delinquent 0.103 620 Current 0.07 620 Delinquent 0.059 620 Paid Off 0.2 630 Current 0.065 630 Delinquent 0.029 640 Current 0.074 640 Delinquent 0.103 650 Current 0.078 650 Delinquent 0.029 660 Current 0.079 660 Delinquent 0.059 670 Current 0.057 670 Delinquent 0.029 680 Current 0.049 680 Delinquent 0.029 690 Current 0.028 690 Delinquent 0.029 690 Paid Off 0.2 700 Current 0.02 710 Current 0.015 720 Current 0.017 720 Delinquent 0.015 730 Current 0.015 730 Delinquent 0.029 740 Current 0.014 750 Current 0.009 750 Delinquent 0.015 760 Current 0.01 770 Current 0.009 780 Current 0.002 790 Current 0.002 800 Current 0.002 810 Current 0.001 Status # of Loans Average Std. Deviation Current 3,439 631 56.077 Delinquent 68 607 57.391 Paid Off 5 610 47.972 Total: 3,512%

(page) Section Six Analytics (page) SASCO 2007-EQ1 FICO Distribution by Status Mortgage Data Through: July 31, 2007

~~LTV~~FICO Delinquency Percentage 500 Current 0.1002 500 Delinquent 0.005 500 Paid Off 0.008 510 Current 0.~~001~~008 510 Delinquent 0.202 510 Paid Off 0.008 520 Current 0.~~058~~014 520 Delinquent 0.201 520 Paid Off 0.2024 530 Current 0.2016 530 Delinquent 0.~~044~~026 540 Current 0.3023 540 Delinquent 0.041 540 Paid Off 0.064 550 Current 0.~~004~~026 550 Delinquent 0.4051 550 Paid Off 0.008 560 Current 0.029 560 Delinquent 0.~~015~~046 560 Paid Off 0.404 570 Current 0.~~012~~04 570 Delinquent 0.5031 570 Paid Off 0.048 580 Current 0.~~021~~045 580 Delinquent 0.6056 580 Paid Off 0.048 590 Current 0.05 590 Delinquent 0.~~044~~077 590 Paid Off 0.6088 600 Current 0.059 600 Delinquent 0.077 600 Paid Off 0.204 610 Current 0.6065 610 Delinquent 0.087 610 Paid Off 0.08 620 Current 0.~~058~~069 620 Delinquent 0.7087 620 Paid Off 0.08 630 Current 0.065 630 Delinquent 0.~~118~~031 630 Paid Off 0.7104 640 Current 0.~~115~~075 640 Delinquent 0.7077 640 Paid Off 0.2072 650 Current 0.8079 650 Delinquent 0.071 650 Paid Off 0.048 660 Current 0.~~416~~082 660 Delinquent 0.8046 660 Paid Off 0.204 670 Current 0.8057 670 Delinquent 0.~~441~~041 670 Paid Off 0.9064 680 Current 0.~~201~~051 680 Delinquent 0.9041 680 Paid Off 0.008 690 Current 0.029 690 Delinquent 0.~~235~~005 1690 Paid Off 0.04 700 Current 0.021 700 Delinquent 0.~~103~~005 1700 Paid Off 0.2008 1710 Current 0.~~114~~015 ~~Status~~710 #Delinquent of0.005 ~~Loans~~710 ~~Average~~Paid ~~Std~~Off 0.008 ~~Deviation~~720 Current ~~3,439~~0.016 720 Delinquent 0.~~811~~026 720 Paid Off 0.~~126~~024 730 Current 0.015 730 Delinquent 680.026 730 Paid Off 0.~~816~~016 740 Current 0.11014 740 Delinquent 0.005 750 Current 0.01 750 Paid Off 50.016 760 Current 0.~~818~~01 760 Delinquent 0.~~155~~005 760 Paid Off 0.008 770 Current 0.009 770 Delinquent 0.005 780 Current 0.002 780 Paid Off 0.008 790 Current 0.002 800 Current 0.003 810 Current 0.001 Status # of Loans Average Std. Deviation Current 3,191 632 56.146 Delinquent 196 614 54.027 Paid Off 125 620 55.565 Total: 3,512

(page) SASCO 2007-EQ1 Loan-to-Value Distribution by Status Mortgage Data Through: July 31, 2007

~~Balance~~LTV Delinquency Percentage 0 ~~Current 0~~.~~096~~1 ~~0 Delinquent 0.338 10000~~ Current 0 ~~20000 Current 0~~.~~003~~001 ~~30000 Current~~ 0.~~011~~2 ~~30000 Delinquent 0.015 40000~~ Current 0.~~012~~061 ~~50000 Current~~ 0.012 ~~60000~~Paid ~~Current~~Off 0.~~011~~032 ~~60000 Delinquent~~ 0.~~015~~2 ~~70000 Current 0.022 70000~~ Delinquent 0.~~044~~02 ~~80000 Current~~ 0.~~026~~3 ~~80000 Delinquent 0.015 90000~~ Current 0.~~027~~004 ~~90000 Delinquent~~ 0.~~015~~4 ~~100000~~Paid ~~Current~~Off 0.~~046~~016 ~~100000 Delinquent~~ 0.~~015~~4 ~~110000 Current 0.046 110000~~ Delinquent 0.029 120000 Current 0.049 120000 Delinquent 0.029 130000 Current 0.055 130000 Delinquent 0.059 140000 Current 0.054 140000 Delinquent 0.044 150000 Current 0.046 150000 Delinquent 0.044 160000 Current 0.045 160000 Delinquent 0.015 ~~170000 Current~~ 0.~~039~~4 ~~170000 Delinquent 0.015 180000~~ Current 0.04012 ~~180000 Delinquent~~ 0.~~015~~5 ~~190000 Current 0.035 190000~~ Delinquent 0.015 ~~200000 Current~~ 0.~~033~~5 ~~200000 Delinquent 0.015 210000~~ Current 0.~~024~~019 ~~220000 Current~~ 0.~~031~~5 ~~220000~~Paid ~~Delinquent~~Off 0.~~029~~056 ~~230000 Current~~ 0.~~019~~6 ~~230000 Delinquent 0.015 240000~~ Current 0.02057 ~~240000 Delinquent~~ 0.~~029~~6 ~~250000~~Paid ~~Current~~Off 0.0212 ~~250000 Delinquent~~ 0.~~029~~6 ~~260000 Current 0.017 260000~~ Delinquent 0.~~015~~041 ~~270000 Current~~ 0.~~013~~7 ~~270000~~Paid ~~Delinquent~~Off 0.~~015~~2 ~~280000 Current~~ 0.~~017~~7 ~~290000~~ Current 0.~~008~~112 ~~300000 Current~~ 0.~~014~~7 ~~300000~~ Delinquent 0.~~029~~107 ~~310000 Current~~ 0.018 ~~320000~~Paid ~~Current~~Off 0.~~007~~272 ~~330000 Current~~ 0.~~007~~8 ~~330000~~ Delinquent 0.~~015~~429 ~~340000 Current~~ 0.~~009~~8 ~~340000 Delinquent 0.015 350000~~ Current 0.~~008~~421 ~~360000 Current~~ 0.~~008~~9 ~~370000~~Paid ~~Current~~Off 0.01176 ~~380000 Current~~ 0.~~005~~9 ~~390000 Current 0.003 400000 Current 0.003 400000~~ Delinquent 0.~~015~~23 ~~410000 Current~~ 0.~~003~~9 ~~420000~~ Current 0.~~005~~201 ~~420000~~1 Delinquent 0.~~029~~143 ~~430000~~1 ~~Current~~Paid ~~0.003~~Off ~~430000 Delinquent~~ 0.~~015~~128 ~~440000~~1 Current 0.~~004~~112 ~~440000~~Status ~~Delinquent~~# ~~0.015~~of ~~450000~~Loans ~~Current~~Average 0Std.~~002~~ ~~460000~~Deviation Current ~~0.001~~3,191 ~~470000 Current~~ 0.~~001~~812 ~~480000 Current~~ 0.~~002~~125 ~~490000~~Delinquent ~~Current~~196 0.~~001~~819 ~~500000 Current~~ 0.~~003~~118 ~~510000~~Paid ~~Current~~Off ~~0.002~~125 ~~520000 Current~~ 0.~~001~~776 ~~530000 Current~~ 0.~~001~~142 540000 Current 0.001 550000 Current 0.001 560000 Current 0.001 570000 Current 0.001 580000 Current 0.001 590000 Current 0 600000 Current 0.001 610000 Current 0 620000 Current 0.001 640000 Current 0 650000 Current 0.001 670000 Current 0 700000 Current 0 750000 Current 0 800000 Current 0 810000 Current 0 820000 Current 0 960000 Current 0 1030000 Current 0 Status # of Loans Average Std. Deviation Current 3,439 169,521.13 114,848.05 Delinquent 68 130,739.22 128,843.39 Total: 3,~~507~~512

(page) SASCO 2007-EQ1 Balance Distribution by Status Mortgage Data Through: July 31, 2007

~~Mortgage~~Balance ~~Type~~ Delinquency Percentage ~~Investment~~10000 ~~Home~~Current 0 10000 Delinquent 0.005 20000 Current 0.~~065~~004 ~~Investment~~30000 ~~Home~~Current 0.013 30000 Delinquent 0.~~059~~005 ~~Primary~~40000 ~~Home~~Current 0.013 40000 Delinquent 0.005 50000 Current 0.~~921~~018 ~~Primary~~50000 ~~Home~~Delinquent 0.01 60000 Current 0.023 60000 Delinquent 0.~~926~~02 ~~Primary~~70000 ~~Home~~Current ~~Paid~~0.034 ~~Off~~70000 1Delinquent ~~Second~~0.026 ~~Home~~80000 Current 0.~~014~~038 ~~Second~~80000 ~~Home~~Delinquent 0.02 90000 Current 0.031 90000 Delinquent 0.056 100000 Current 0.051 100000 Delinquent 0.056 110000 Current 0.051 110000 Delinquent 0.056 120000 Current 0.056 120000 Delinquent 0.031 130000 Current 0.058 130000 Delinquent 0.056 140000 Current 0.057 140000 Delinquent 0.041 150000 Current 0.05 150000 Delinquent 0.036 160000 Current 0.047 160000 Delinquent 0.056 170000 Current 0.042 170000 Delinquent 0.041 180000 Current 0.042 180000 Delinquent 0.036 190000 Current 0.037 190000 Delinquent 0.015 ~~Mortgage~~200000 ~~Type~~Current ~~Loan~~0.034 ~~Count~~200000 ~~Total~~Delinquent ~~Balance~~0.031 ~~Avg~~210000 Current 0.025 ~~Balance~~210000 ~~Std~~Delinquent 0.026 ~~Deviation~~220000 ~~ARM~~Current ~~2,256~~0.031 ~~410,~~220000 Delinquent 0.051 230000 Current 0.021 230000 Delinquent 0.015 240000 Current 0.021 240000 Delinquent 0.015 250000 Current 0.021 250000 Delinquent 0.026 260000 Current 0.017 260000 Delinquent 0.031 270000 Current 0.013 270000 Delinquent 0.01 280000 Current 0.016 280000 Delinquent 0.031 290000 Current 0.008~~,043~~ 290000 Delinquent 0.0402 ~~181,741~~300000 Current 0.15015 ~~121,296~~300000 Delinquent 0.56026 ~~Fixed~~310000 1Current 0.009 310000 Delinquent 0.005 320000 Current 0.007 320000 Delinquent 0.015 330000 Current 0.008 330000 Delinquent 0.015 340000 Current 0.009 340000 Delinquent 0.005 350000 Current 0.008 360000 Current 0.007 360000 Delinquent 0.01 370000 Current 0.01 370000 Delinquent 0.005 380000 Current 0.005 380000 Delinquent 0.01 390000 Current 0.005 390000 Delinquent 0.005 400000 Current 0.002 400000 Delinquent 0.02 410000 Current 0.003 410000 Delinquent 0.005 420000 Current 0.005 420000 Delinquent 0.005 430000 Current 0.004 430000 Delinquent 0.01 440000 Current 0.004 440000 Delinquent 0.005 450000 Current 0.003 460000 Current 0.002 470000 Current 0.002 470000 Delinquent 0.01 480000 Current 0.002 480000 Delinquent 0.005 490000 Current 0.001 490000 Delinquent 0.005 500000 Current 0.003 510000 Current 0.002 520000 Current 0.001 530000 Current 0.001 540000 Current 0.001 550000 Current 0.002 560000 Current 0.002 570000 Current 0.001 580000 Current 0.002 590000 Current 0 600000 Current 0 610000 Current 0 610000 Delinquent 0.005 620000 Current 0.001 640000 Current 0 650000 Current 0.001 670000 Current 0 700000 Delinquent 0.005 800000 Current 0 810000 Current 0 960000 Current 0 1030000 Current 0 Status # of Loans Average Std. Deviation Current 3,~~256~~191 ~~181~~180,~~865~~170.91 105,~~389~~302.3894 ~~144~~Delinquent 196 199,~~797~~680.2849 99112,~~494~~498.9303 Total: 3,~~512 591,873,432.42~~387

(page) SASCO 2007-EQ1 Mortgage Type Distribution by Status Mortgage Data Through: July 31, 2007

Mortgage ~~Term~~Type Delinquency Percentage ~~120~~Investment Home Current 0.~~002~~065 ~~180~~Investment ~~Current~~Home Delinquent 0.~~008~~041 ~~240~~Investment Home Paid Off 0.112 Primary Home Current 0.~~004~~921 ~~240~~Primary Home Delinquent 0.~~015~~944 ~~300~~Primary ~~Current~~Home Paid Off 0.~~001~~888 ~~360~~Second Home Current 0.~~986~~014 ~~360~~Second Home Delinquent 0.~~985~~015 ~~360~~Mortgage ~~Paid~~Type ~~Off~~Loan 1Count #Total ofBalance ~~Loans~~Avg. ~~Other~~Balance ~~120~~Std. ~~180~~Deviation ~~240~~ARM ~~300~~2,256 ~~360~~433,626,671.53 3192,~~512~~210.40 0111,898.27 7Fixed 261,256 15180,436,069.38 2143,659.29 96,704.37 Total: 3,~~462~~512 614,062,740.91

(page) SASCO 2007-EQ1 Mortgage Term Distribution by Status Mortgage Data Through: July 31, 2007

~~Origination~~Mortgage ~~Statistics~~Term ~~Current~~Delinquency ~~Loans Purpose Number~~ Percentage ~~Purpose~~120 ~~Number~~Current ~~Percentage Cash-out 2,042 58.1% Cash-out 2,005 58.3% refinance refinance Purchase 1,337 38.1% Purchase 1,303 37.9% Rate/term 133 3.8% Rate/term 131 3.8% refinance refinance Home~~ 0 0.0%002 ~~Home~~180 0Current 0.0%008 ~~Improvement~~180 ~~Improvement~~Paid ~~Other~~Off 0 0.0%008 ~~Other~~240 ~~0 0.0% Total 3,512 100% Total 3,439 100% Delinquent Loans~~ Paid Off ~~Loans Purpose Number Percentage Purpose Number Percentage Cash-out 34 50.~~0~~% Cash-out 3 60~~.0%008 ~~refinance~~240 ~~refinance~~Current ~~Purchase 32 47~~0.1%004 ~~Purchase~~300 2Current ~~40.~~0~~% Rate/term 2 2~~.9%001 ~~Rate/term~~360 0Current 0.0%985 ~~refinance~~360 ~~refinance~~Delinquent ~~Home~~1 0360 ~~0.0%~~Paid ~~Home~~Off 0 0.0%984 ~~Improvement~~# ~~Improvement~~of Loans Other 0120 ~~0.0%~~180 ~~Other~~240 0300 ~~0.0%~~360 ~~Total~~3,512 680 ~~100%~~7 ~~Total~~26 515 ~~100%~~2 3,462

(page) SASCO 2007-EQ1 Mortgage Purpose Distribution Mortgage Data Through: July 31, 2007

~~Ownership~~Origination ~~Type~~Statistics ~~Delinquency~~Current Loans Purpose Number Percentage ~~Investment~~Purpose ~~Home~~Number ~~Current~~Percentage 0Cash-out 2,042 58.~~065~~1% ~~Investment~~Cash-out 1,846 57.9% refinance refinance Purchase 1,337 38.1% Purchase 1,223 38.3% Rate/term 133 3.8% Rate/term 122 3.8% refinance refinance Home ~~Delinquent~~0 0.~~059~~0% ~~Primary~~ Home ~~Current~~0 0.~~921~~0% ~~Primary~~Improvement ~~Home~~Improvement ~~Delinquent~~Other 0 0.~~926~~0% ~~Primary~~Other ~~Home~~0 0.0% Total 3,512 100% Total 3,191 100% Delinquent Loans Paid Off 1Loans ~~Second~~Purpose ~~Home~~Number ~~Current~~Percentage 0Purpose Number Percentage Cash-out 107 54.~~014~~6% ~~Second~~Cash-out ~~Home~~89 ~~Delinquent~~71.2% 0refinance refinance Purchase 83 42.~~015~~3% ~~Title~~Purchase #31 of24.8% ~~Loans~~Rate/term ~~Investment~~6 ~~Home~~3.1% ~~228~~Rate/term ~~Primary~~5 4.0% refinance refinance Home ~~3,235~~0 ~~Second~~0.0% Home 490 0.0% Improvement Improvement Other 0 0.0% Other 0 0.0% Total: ~~3,512~~196 100% Total 125 100%

(page) SASCO 2007-EQ1 Ownership Distribution by Status Mortgage Data Through: July 31, 2007

~~AsOfDate~~Ownership 30Type ~~Days~~Delinquency 60Percentage ~~Days~~Investment 90Home ~~Days~~Current ~~Foreclosure~~0.065 ~~REO~~Investment ~~4/30/2007~~Home 66Delinquent 20.041 Investment Home Paid Off 0.112 Primary Home Current 0.921 Primary Home Delinquent 0.944 Primary Home Paid Off 0.888 Second Home Current 0.014 Second Home Delinquent 0.015 Title # of Loans Investment Home 228 Primary Home 3,235 Second Home 49 Total: 3,512

(page) SASCO 2007-EQ1 Delinquent Count Over Time Mortgage Data Through: July 31, 2007

AsOfDate 30 Days 60 Days 90 Days Foreclosure REO 4/30/2007 ~~8819656.76~~66 ~~70610.28~~2 0 0 0 5/31/2007 74 27 2 2 0 6/30/2007 74 32 4 21 0 7/31/2007 107 40 12 36 1

(page) SASCO 2007-EQ1 Delinquent Balance Over Time Mortgage Data Through: July 31, 2007

~~Date~~AsOfDate ~~Distribution~~30 ~~Date~~Days ~~CPR~~60 ~~3-Month~~Days MA90 ~~6-Month~~Days MAForeclosure ~~12-Month~~REO MA 4/30/2007 8819656.76 70610.28 0 0 0 5/2531/2007 714666156.38 5654874.41 295396.17 179447.73 0 6/30%/2007 14738883.21 7322667.22 369701.69 4255710.72 0 7/31/2007 20267493.54 7798720.48 2733489.3 8250030.38 87641.94

(page) SASCO 2007-EQ1 Conditional Prepayment Rates Mortgage Data Through: July 31,2007

~~Weighted~~Date ~~Monthly~~Distribution Date ~~Average~~CPR ~~Age~~3-Month ~~Default~~MA ~~Amt Default Rate CDR (F~~6-R)Month ~~SDA~~MA ~~Curve SDA % 30~~12-~~Apr-07~~Month ~~3.94~~MA $07/31/2007 ~~0.00%~~8/25/2007 013.0028% 015.0855% 0%6/30/2007 ~~Averages:~~7/25/2007 323.9452% $05/31/2007 ~~0.00%~~6/25/2007 09.0019% 04/30/2007 5/25/2007 7.0830% 0%

(page) SASCO 2007-EQ1 Historical SDA Performance Mortgage Data Through: July 31, 2007

Filing Compare · SASCO 2007-EQ1