10-D 1 sac07bc1_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: 333-133985-45 Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC1 (Exact name of issuing entity as specified in its charter) Commission File Number of depositor: 333-133985 Structured Asset Securities Corporation (Exact name of depositor as specified in its charter) Lehman Brothers Holdings Inc. (Exact name of sponsor as specified in its charter) New York (State or other jurisdiction of incorporation or organization of the issuing entity) Not Applicable (I.R.S. Employer Identification No.) 745 Seventh Avenue New York, NY 10019 (Address of principal executive offices of the issuing entity) (Zip Code) (212) 526-7000 (Telephone number, including area code) Not Applicable (Former name, former address, if changed since last report) Registered/reporting pursuant to (check one) Title of Section Section Section Name of Exchange Class 12(b) 12(g) 15(d) (If Section 12(b)) A1 _____ _____ __X___ ____________ A2 _____ _____ __X___ ____________ A3 _____ _____ __X___ ____________ A4 _____ _____ __X___ ____________ A5 _____ _____ __X___ ____________ A6 _____ _____ __X___ ____________ M1 _____ _____ __X___ ____________ M2 _____ _____ __X___ ____________ M3 _____ _____ __X___ ____________ M4 _____ _____ __X___ ____________ M5 _____ _____ __X___ ____________ M6 _____ _____ __X___ ____________ M7 _____ _____ __X___ ____________ M8 _____ _____ __X___ ____________ M9 _____ _____ __X___ ____________

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes __X__ No ____ Part I - DISTRIBUTION INFORMATION Item 1. Distribution and Pool Performance Information On September 25, 2007 a distribution was made to holders of Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC1. The distribution report is attached as an Exhibit to this Form 10-D. Please see Item 9(b), Exhibit 99.1 for the related information. Part II - OTHER INFORMATION Item 9. Exhibits. (a) The following is a list of documents filed as part of this Report on Form 10-D: (99.1) Monthly report distributed to holders of Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC1, relating to the 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-BC1 (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-BC1, 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-BC1 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 8480 Stagecoach Circle Frederick, MD 21701-4747 www.ctslink.com Telephone: 1-866-846-4526 Fax: 240-586-8675

Certificateholder Distribution Summary Class CUSIP Record Certificate Beginning Interest Date Pass-Through Certificate Distribution Rate Balance A1 86362PAA3 0609/2224/2007 5.~~45500~~64000% ~~221~~210,~~322~~402,~~259~~793.5469 1955,~~039,630~~930.5703 A2 86362PAB1 0609/2224/2007 5.~~37000~~55500% ~~229~~214,~~897~~245,~~683~~262.6086 1958,~~063,085~~717.2180 A3 86362PAC9 0609/2224/2007 5.~~42000~~60500% 46,472,000.00 ~~216~~209,~~895~~827.1553 A4 86362PAD7 0609/2224/2007 5.~~45000~~63500% 91,913,000.00 ~~431~~417,~~352~~221.8219 A5 86362PAE5 0609/2224/2007 5.~~55000~~73500% 24,442,000.00 ~~116~~112,~~812~~918.3965 A6 86362PAF2 0609/2224/2007 5.~~45500~~64000% ~~221~~210,~~322~~402,~~259~~793.5469 1955,~~039,630~~930.5703 M1 86362PAG0 0609/2224/2007 5.~~55000~~73500% 101,737,000.00 ~~486~~470,~~218~~010.0881 M2 86362PAH8 0609/2224/2007 5.~~59000~~77500% 48,446,000.00 ~~233~~225,~~200~~374.2083 M3 86362PAJ4 0609/2224/2007 5.~~62000~~80500% 19,378,000.00 9390,~~778~~616.7537 M4 86362PAK1 0609/2224/2007 5.~~69000~~87500% 21,195,000.00 ~~103~~100,~~849~~308.6128 M5 86362PAL9 0609/2224/2007 5.~~70000~~88500% 14,534,000.00 7168,~~337~~901.7225 M6 86362PAM7 0609/2224/2007 5.~~77000~~95500% 13,928,000.00 6966,~~202~~813.8278 M7 86362PAN5 0609/2224/2007 6.~~27000~~45500% 13,323,000.00 7169,~~933~~277.1075 M8 86362PAP0 0609/2224/2007 6.~~77000~~95500% 9,690,000.00 5654,~~490~~289.0157 M9 86362PAQ8 0609/2224/2007 78.~~82000~~00500% 11,506,000.00 7774,~~480~~196.1312 B1 86362PAR6 0609/2224/2007 78.~~82000~~00500% 14,534,000.00 9793,~~870~~722.3410 B2 86362PAS4 0609/2224/2007 78.~~82000~~00500% 13,927,000.00 9389,~~782~~807.87 X SAC7BC1OC 0508/31/2007 0.00000% 20,589,883.62 1,~~368~~190,~~561~~310.3763 P SAC07BC1P 0508/31/2007 0.00000% 100.00 ~~151~~87,~~127~~439.0612 R SAC07BC1R 0508/31/2007 0.00000% 0.00 0.00 LT-R SAC7BC1LR 0508/31/2007 0.00000% 0.00 0.00 Totals 1,~~138~~100,~~157~~665,~~186~~833.3086 6,~~882~~291,~~238~~613.7771

Certificateholder Distribution Summary (continued) Class Principal Current Ending Total Cumulative Distribution Realized Certificate Distribution Realized Loss Balance Losses A1 41,~~527~~731,~~759~~030.0423 0.00 ~~216~~208,~~794~~671,~~500~~763.5046 52,~~567~~686,~~389~~960.6126 0.00 A2 4,~~930~~088,~~331~~112.9706 0.00 ~~224~~210,~~967~~157,~~351~~150.6380 5,~~993~~046,~~417~~829.1886 0.00 A3 0.00 0.00 46,472,000.00 ~~216~~209,~~895~~827.1553 0.00 A4 0.00 0.00 91,913,000.00 ~~431~~417,~~352~~221.8219 0.00 A5 0.00 0.00 24,442,000.00 ~~116~~112,~~812~~918.3965 0.00 A6 41,~~527~~731,~~759~~030.0423 0.00 ~~216~~208,~~794~~671,~~500~~763.5046 52,~~567~~686,~~389~~960.6126 0.00 M1 0.00 0.00 101,737,000.00 ~~486~~470,~~218~~010.0881 0.00 M2 0.00 0.00 48,446,000.00 ~~233~~225,~~200~~374.2083 0.00 M3 0.00 0.00 19,378,000.00 9390,~~778~~616.7537 0.00 M4 0.00 0.00 21,195,000.00 ~~103~~100,~~849~~308.6128 0.00 M5 0.00 0.00 14,534,000.00 7168,~~337~~901.7225 0.00 M6 0.00 0.00 13,928,000.00 6966,~~202~~813.8278 0.00 M7 0.00 0.00 13,323,000.00 7169,~~933~~277.1075 0.00 M8 0.00 0.00 9,690,000.00 5654,~~490~~289.0157 0.00 M9 0.00 0.00 11,506,000.00 7774,~~480~~196.1312 0.00 B1 0.00 0.00 14,534,000.00 9793,~~870~~722.3410 0.00 B2 0.00 0.00 13,927,000.00 9389,~~782~~807.87 0.00 X 0.00 0.00 20,589,883.62 1,~~368~~190,~~561~~310.3763 0.00 P 0.00 0.00 100.00 ~~151~~87,~~127~~439.0612 0.00 R 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 137,~~985~~550,~~850~~172.0552 0.00 1,~~124~~093,~~171~~115,~~336~~661.2534 2013,~~868~~841,~~088~~786.8223 0.00 This report has been compiled from information provided to Wells Fargo Bank, N.A., by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A., has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A., expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties. All Record Dates are based upon the governing documents and logic set forth as of closing.

Principal Distribution Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A1 237,022,000.00 ~~221~~210,~~322~~402,~~259~~793.5469 0.00 41,~~527~~731,~~759~~030.0423 0.00 A2 271,493,000.00 ~~229~~214,~~897~~245,~~683~~262.6086 0.00 4,~~930~~088,~~331~~112.9706 0.00 A3 46,472,000.00 46,472,000.00 0.00 0.00 0.00 A4 91,913,000.00 91,913,000.00 0.00 0.00 0.00 A5 24,442,000.00 24,442,000.00 0.00 0.00 0.00 A6 237,022,000.00 ~~221~~210,~~322~~402,~~259~~793.5469 0.00 41,~~527~~731,~~759~~030.0423 0.00 M1 101,737,000.00 101,737,000.00 0.00 0.00 0.00 M2 48,446,000.00 48,446,000.00 0.00 0.00 0.00 M3 19,378,000.00 19,378,000.00 0.00 0.00 0.00 M4 21,195,000.00 21,195,000.00 0.00 0.00 0.00 M5 14,534,000.00 14,534,000.00 0.00 0.00 0.00 M6 13,928,000.00 13,928,000.00 0.00 0.00 0.00 M7 13,323,000.00 13,323,000.00 0.00 0.00 0.00 M8 9,690,000.00 9,690,000.00 0.00 0.00 0.00 M9 11,506,000.00 11,506,000.00 0.00 0.00 0.00 B1 14,534,000.00 14,534,000.00 0.00 0.00 0.00 B2 13,927,000.00 13,927,000.00 0.00 0.00 0.00 X 20,589,883.62 20,589,883.62 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 1,211,151,983.62 1,~~138~~100,~~157~~665,~~186~~833.3086 0.00 137,~~985~~550,~~850~~172.0552 0.00

Principal Distribution Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 0.00 41,~~527~~731,~~759~~030.0423 ~~216~~208,~~794~~671,~~500~~763.5046 0.~~91465982~~88038985 41,~~527~~731,~~759~~030.0423 A2 0.00 4,~~930~~088,~~331~~112.9706 ~~224~~210,~~967~~157,~~351~~150.6380 0.~~82863039~~77407945 4,~~930~~088,~~331~~112.9706 A3 0.00 0.00 46,472,000.00 1.00000000 0.00 A4 0.00 0.00 91,913,000.00 1.00000000 0.00 A5 0.00 0.00 24,442,000.00 1.00000000 0.00 A6 0.00 41,~~527~~731,~~759~~030.0423 ~~216~~208,~~794~~671,~~500~~763.5046 0.~~91465982~~88038985 41,~~527~~731,~~759~~030.0423 M1 0.00 0.00 101,737,000.00 1.00000000 0.00 M2 0.00 0.00 48,446,000.00 1.00000000 0.00 M3 0.00 0.00 19,378,000.00 1.00000000 0.00 M4 0.00 0.00 21,195,000.00 1.00000000 0.00 M5 0.00 0.00 14,534,000.00 1.00000000 0.00 M6 0.00 0.00 13,928,000.00 1.00000000 0.00 M7 0.00 0.00 13,323,000.00 1.00000000 0.00 M8 0.00 0.00 9,690,000.00 1.00000000 0.00 M9 0.00 0.00 11,506,000.00 1.00000000 0.00 B1 0.00 0.00 14,534,000.00 1.00000000 0.00 B2 0.00 0.00 13,927,000.00 1.00000000 0.00 X 0.00 0.00 20,589,883.62 1.00000000 0.00 P 0.00 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00 0.00000000 0.00 LT-R 0.00 0.00 0.00 0.00000000 0.00 Totals $0.00 137,~~985~~550,~~850~~172.0552 1,~~124~~093,~~171~~115,~~336~~661.2534 0.~~92818354~~90254211 137,~~985~~550,~~850~~172.0552

Principal Distribution Factors Statement Class Original Beginning Scheduled UnScheduled Accretion Face Certificate Principal Principal Amount Balance Distribution Distribution A1 237,022,000.00 ~~933~~887.~~76251799~~69309891 0.00000000 197.~~10269528~~30324708 0.00000000 A2 271,493,000.00 ~~846~~789.~~79046458~~13733636 0.00000000 1815.~~16007031~~05789122 0.00000000 A3 46,472,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A4 91,913,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A5 24,442,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A6 237,022,000.00 ~~933~~887.~~76251799~~69309891 0.00000000 197.~~10269528~~30324708 0.00000000 M1 101,737,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 48,446,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 19,378,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 21,195,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 14,534,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 13,928,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 13,323,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 9,690,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M9 11,506,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B1 14,534,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B2 13,927,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 20,589,883.62 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00 0.00000000 0.00000000 0.00000000 0.00000000

Principal Distribution Factors Statement (continued) Class Realized Total Ending Ending Total Loss Principal Certificate Certificate Principal Reduction Balance Percentage Distribution A1 0.00000000 197.~~10269528~~30324708 ~~914~~880.~~65982272~~38985183 0.~~91465982~~88038985 197.~~10269528~~30324708 A2 0.00000000 1815.~~16007031~~05789122 ~~828~~774.~~63039426~~07944514 0.~~82863039~~77407945 1815.~~16007031~~05789122 A3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 A6 0.00000000 197.~~10269528~~30324708 ~~914~~880.~~65982272~~38985183 0.~~91465982~~88038985 197.~~10269528~~30324708 M1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M3 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M4 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M5 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M6 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M7 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M8 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 M9 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B1 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 B2 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 P 0.00000000 0.00000000 1000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 NOTE: 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.~~45500~~64000% ~~221~~210,~~322~~402,~~259~~793.5469 1955,~~039,630~~930.5703 0.00 A2 0508/2527/07 - 0609/24/07 3129 5.~~37000~~55500% ~~229~~214,~~897~~245,~~683~~262.6086 1958,~~063,085~~717.2180 0.00 A3 0508/2527/07 - 0609/24/07 3129 5.~~42000~~60500% 46,472,000.00 ~~216~~209,~~895~~827.1553 0.00 A4 0508/2527/07 - 0609/24/07 3129 5.~~45000~~63500% 91,913,000.00 ~~431~~417,~~352~~221.8219 0.00 A5 0508/2527/07 - 0609/24/07 3129 5.~~55000~~73500% 24,442,000.00 ~~116~~112,~~812~~918.3965 0.00 A6 0508/2527/07 - 0609/24/07 3129 5.~~45500~~64000% ~~221~~210,~~322~~402,~~259~~793.5469 1955,~~039,630~~930.5703 0.00 M1 0508/2527/07 - 0609/24/07 3129 5.~~55000~~73500% 101,737,000.00 ~~486~~470,~~218~~010.0881 0.00 M2 0508/2527/07 - 0609/24/07 3129 5.~~59000~~77500% 48,446,000.00 ~~233~~225,~~200~~374.2083 0.00 M3 0508/2527/07 - 0609/24/07 3129 5.~~62000~~80500% 19,378,000.00 9390,~~778~~616.7537 0.00 M4 0508/2527/07 - 0609/24/07 3129 5.~~69000~~87500% 21,195,000.00 ~~103~~100,~~849~~308.6128 0.00 M5 0508/2527/07 - 0609/24/07 3129 5.~~70000~~88500% 14,534,000.00 7168,~~337~~901.7225 0.00 M6 0508/2527/07 - 0609/24/07 3129 5.~~77000~~95500% 13,928,000.00 6966,~~202~~813.8278 0.00 M7 0508/2527/07 - 0609/24/07 3129 6.~~27000~~45500% 13,323,000.00 7169,~~933~~277.1075 0.00 M8 0508/2527/07 - 0609/24/07 3129 6.~~77000~~95500% 9,690,000.00 5654,~~490~~289.0157 0.00 M9 0508/2527/07 - 0609/24/07 3129 78.~~82000~~00500% 11,506,000.00 7774,~~480~~196.1312 95,~~329~~242.5533 B1 0508/2527/07 - 0609/24/07 3129 78.~~82000~~00500% 14,534,000.00 9793,~~870~~722.3410 116,~~784~~621.7894 B2 0508/2527/07 - 0609/24/07 3129 78.~~82000~~00500% 13,927,000.00 9389,~~782~~807.87 116,~~292~~345.5938 X N/A N/A 0.00000% 120,~~138~~589,~~157,186~~883.3062 0.00 0.00 P N/A N/A 0.00000% 100.00 0.00 0.00 R N/A N/A 0.00000% 0.00 0.00 0.00 LT-R N/A N/A 0.00000% 0.00 0.00 0.00 Totals 5,~~362~~013,~~550~~863.3496 3218,~~406~~209.9265

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 1955,~~039,630~~930.5703 0.00 ~~216~~208,~~794~~671,~~500~~763.5046 A2 0.00 0.00 1958,~~063,085~~717.2180 0.00 ~~224~~210,~~967~~157,~~351~~150.6380 A3 0.00 0.00 ~~216~~209,~~895~~827.1553 0.00 46,472,000.00 A4 0.00 0.00 ~~431~~417,~~352~~221.8219 0.00 91,913,000.00 A5 0.00 0.00 ~~116~~112,~~812~~918.3965 0.00 24,442,000.00 A6 0.00 0.00 1955,~~039,630~~930.5703 0.00 ~~216~~208,~~794~~671,~~500~~763.5046 M1 0.00 0.00 ~~486~~470,~~218~~010.0881 0.00 101,737,000.00 M2 0.00 0.00 ~~233~~225,~~200~~374.2083 0.00 48,446,000.00 M3 0.00 0.00 9390,~~778~~616.7537 0.00 19,378,000.00 M4 0.00 0.00 ~~103~~100,~~849~~308.6128 0.00 21,195,000.00 M5 0.00 0.00 7168,~~337~~901.7225 0.00 14,534,000.00 M6 0.00 0.00 6966,~~202~~813.8278 0.00 13,928,000.00 M7 0.00 0.00 7169,~~933~~277.1075 0.00 13,323,000.00 M8 0.00 0.00 5654,~~490~~289.0157 0.00 9,690,000.00 M9 95,~~329~~242.5533 0.00 7774,~~480~~196.1312 0.00 11,506,000.00 B1 116,~~784~~621.7894 0.00 9793,~~870~~722.3410 0.00 14,534,000.00 B2 116,~~292~~345.5938 0.00 9389,~~782~~807.87 0.00 13,927,000.00 X 0.00 0.00 1,~~368~~190,~~561~~310.3763 0.00 120,~~124~~589,~~171,336~~883.2562 P 0.00 0.00 ~~151~~87,~~127~~439.0612 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 Totals 3218,~~406~~209.9265 0.00 6,~~882~~291,~~238~~613.7771 0.00 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable.

Interest Distribution Factors Statement Class Original Current Beginning Current Payment of Face Certificate Certificate/ Accrued Unpaid Interest Amount Rate Notional Interest Shortfall (1) Balance A1 237,022,000.00 5.~~45500~~64000% ~~933~~887.~~76251799~~69309891 4.~~38621972~~03308566 0.00000000 A2 271,493,000.00 5.~~37000~~55500% ~~846~~789.~~79046458~~13733636 3.~~91570026~~53128000 0.00000000 A3 46,472,000.00 5.~~42000~~60500% 1000.00000000 4.~~66722220~~51513879 0.00000000 A4 91,913,000.00 5.~~45000~~63500% 1000.00000000 4.~~69305561~~53930554 0.00000000 A5 24,442,000.00 5.~~55000~~73500% 1000.00000000 4.~~77916660~~61986130 0.00000000 A6 237,022,000.00 5.~~45500~~64000% ~~933~~887.~~76251799~~69309891 4.~~38621972~~03308566 0.00000000 M1 101,737,000.00 5.~~55000~~73500% 1000.00000000 4.~~77916667~~61986111 0.00000000 M2 48,446,000.00 5.~~59000~~77500% 1000.00000000 4.~~81361103~~65208335 0.00000000 M3 19,378,000.00 5.~~62000~~80500% 1000.00000000 4.~~83944422~~67624987 0.00000000 M4 21,195,000.00 5.~~69000~~87500% 1000.00000000 4.~~89972210~~73263883 0.00000000 M5 14,534,000.00 5.~~70000~~88500% 1000.00000000 4.~~90833356~~74069423 0.00000000 M6 13,928,000.00 5.~~77000~~95500% 1000.00000000 4.~~96861143~~79708357 0.00000000 M7 13,323,000.00 6.~~27000~~45500% 1000.00000000 5.~~39916685~~19986114 0.00000000 M8 9,690,000.00 6.~~77000~~95500% 1000.00000000 5.~~82972239~~60263880 0.00000000 M9 11,506,000.00 78.~~82000~~00500% 1000.00000000 6.~~73388928~~44847210 0.~~81084217~~45561707 B1 14,534,000.00 78.~~82000~~00500% 1000.00000000 6.~~73388881~~44847255 0.~~81084216~~45561717 B2 13,927,000.00 78.~~82000~~00500% 1000.00000000 6.~~73388885~~44847203 0.~~81084153~~45561715 X 20,589,883.62 0.00000% ~~55277~~1000.~~49487590~~00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 LT-R 0.00 0.00000% 0.00000000 0.00000000 0.00000000

Interest Distribution Factors Statement (continued) Class Current Non-Supported Total Remaining Unpaid Ending Interest Interest Interest Interest Certificate/ Shortfall(1) Shortfall Distribution Shortfall(1) Notional Balance A1 0.00000000 0.00000000 4.~~38621972~~03308566 0.00000000 ~~914~~880.~~65982272~~38985183 A2 0.00000000 0.00000000 3.~~91570026~~53128000 0.00000000 ~~828~~774.~~63039426~~07944514 A3 0.00000000 0.00000000 4.~~66722220~~51513879 0.00000000 1000.00000000 A4 0.00000000 0.00000000 4.~~69305561~~53930554 0.00000000 1000.00000000 A5 0.00000000 0.00000000 4.~~77916660~~61986130 0.00000000 1000.00000000 A6 0.00000000 0.00000000 4.~~38621972~~03308566 0.00000000 ~~914~~880.~~65982272~~38985183 M1 0.00000000 0.00000000 4.~~77916667~~61986111 0.00000000 1000.00000000 M2 0.00000000 0.00000000 4.~~81361103~~65208335 0.00000000 1000.00000000 M3 0.00000000 0.00000000 4.~~83944422~~67624987 0.00000000 1000.00000000 M4 0.00000000 0.00000000 4.~~89972210~~73263883 0.00000000 1000.00000000 M5 0.00000000 0.00000000 4.~~90833356~~74069423 0.00000000 1000.00000000 M6 0.00000000 0.00000000 4.~~96861143~~79708357 0.00000000 1000.00000000 M7 0.00000000 0.00000000 5.~~39916685~~19986114 0.00000000 1000.00000000 M8 0.00000000 0.00000000 5.~~82972239~~60263880 0.00000000 1000.00000000 M9 0.~~81084217~~45561707 0.00000000 6.~~73388928~~44847210 0.00000000 1000.00000000 B1 0.~~81084216~~45561717 0.00000000 6.~~73388881~~44847255 0.00000000 1000.00000000 B2 0.~~81084153~~45561715 0.00000000 6.~~73388885~~44847203 0.00000000 1000.00000000 X 0.00000000 0.00000000 6657.~~46765933~~81045935 0.00000000 ~~54598~~1000.~~23654166~~00000000 P 0.00000000 0.00000000 ~~1511270~~874391.~~60000000~~20000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 LT-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (1) Amount also includes Coupon Cap or Basis Risk Shortfalls, if applicable. NOTE: All classes per $1,000 denomination.

Certificateholder Account Statement CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 2114,~~225~~005,~~394~~481.6012 Reserve Funds and Credit Enhancements 0.00 Proceeds from Repurchased Loans 80588,~~575~~567.0019 Servicer Advances ~~969~~1,~~335~~488,492.4908 Gains & Subsequent Recoveries (Realized Losses) 0(525,249.0078) Prepayment Penalties ~~151~~87,~~127~~439.0612 Swap/Cap Payments 0143,172.0093 Total Deposits 2215,~~426~~787,~~432~~902.1566 Withdrawals Swap Payments ~~99,774~~0.9900 Reserve Funds and Credit Enhancements 0.00 Reimbursement for Servicer Advances ~~812~~1,~~040~~318,095.1724 Total Administration Fees ~~646~~628,~~528~~021.1719 Payment of Interest and Principal 2013,~~868~~841,~~088~~786.8223 Total Withdrawals (Pool Distribution Amount) 2215,~~426~~787,~~432~~902.1566 Ending Balance 0.00 Servicer Advances are calculated as delinquent scheduled principal and interest.

ADMINISTRATION FEES Gross Servicing Fee* ~~455~~440,~~226~~512.1069 Credit Risk Manager Fee-Clayton Fixed Income Services 10,~~433~~089.1144 Primary Mortgage Insurance ~~180~~177,~~868~~419.9606 Supported Prepayment/Curtailment Interest Shortfall 0.00 Total Administration Fees ~~646~~628,~~528~~021.1719 *Servicer Payees include: AURORA LOAN SERVICING INC.

Reserve and Guaranty Funds Account Name Beginning Current Current Ending Balance Withdrawals Deposits Balance Basis Risk Reserve Fund 1,000.00 3218,~~406~~209.9265 3218,~~406~~209.9265 1,000.00 Hedge Funds Account Name Funds In (A) Funds Out(B) Net Amount(A - B) Interest Rate Cap Account - Wachovia Bank N.A. 0.00 0.00 0.00 Swap Account - Wachovia Bank N.A. 4,~~825~~260,~~481~~361.3286 4,~~925~~117,~~256~~188.3193 ~~(99~~143,~~774~~172.~~99)~~93

Collateral Statement Group 1A 1B Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~921935~~912939 7.~~953271~~945434 Weighted Average Net Rate 7.~~484386~~474195 7.~~453271~~445434 Weighted Average Pass-Through Rate 7.~~220280~~202686 7.~~236100~~228689 Weighted Average Remaining Term ~~347~~344 ~~355~~352 Principal And Interest Constant 1,~~213~~170,~~670~~344.9044 2,~~989~~881,~~231~~166.8871 Beginning Loan Count ~~937~~907 1,~~988~~919 Loans Paid in Full 1211 3110 Ending Loan Count ~~925~~896 1,~~957~~909 Beginning Scheduled Balance ~~168~~161,~~157~~938,~~795~~868.2580 ~~432~~416,~~501~~874,~~661~~184.8256 Ending Scheduled Balance ~~165~~160,~~776~~417,~~780~~965.7335 ~~425~~415,~~827~~080,~~158~~518.2663 Actual Ending Collateral Balance ~~165~~160,~~877~~528,~~341~~961.8292 ~~425~~415,~~958~~240,~~655~~312.2497 Scheduled Principal ~~103~~102,~~558~~500.2584 ~~122~~120,~~729~~961.3437 Unscheduled Principal 21,~~277~~418,~~456~~402.2761 61,~~551~~672,~~774~~704.2256 Negative Amortized Principal 0.00 0.00 Scheduled Interest 1,~~110~~067,~~112~~843.6560 2,~~866~~760,~~502~~205.5434 Servicing Fees 6159,~~314~~208.4303 ~~180~~173,~~209~~697.0358 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 3736,~~009~~639.5392 7875,~~272~~296.4429 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 1971,~~011,788~~995.6965 2,~~608~~511,~~021~~211.0747 Realized Loss Amount 0122,511.0075 0.00 Cumulative Realized Loss 0180,256.0078 096,901.0063 Percentage of Cumulative Losses 0.~~0000~~1042 0.~~0000~~0211 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 4632,~~652~~783.2148 4114,~~184~~984.0875 Prepayment Penalty Paid Count 6 7 5 Special Servicing Fee 0.00 0.00

Collateral Statement Group 2A 2B Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.~~748261~~741160 7.~~860511~~846878 Weighted Average Net Rate 7.~~328522~~320455 7.~~360819~~347195 Weighted Average Pass-Through Rate 7.~~121541~~107350 7.~~238232~~221204 Weighted Average Remaining Term ~~340~~337 ~~355~~353 Principal And Interest Constant 1,~~061~~030,~~621~~646.8293 2,~~621~~543,~~924~~458.5215 Beginning Loan Count ~~637~~618 1,~~205~~160 Loans Paid in Full 87 1813 Ending Loan Count ~~629~~611 1,~~187~~147 Beginning Scheduled Balance ~~151~~147,~~838~~287,~~781~~059.2547 ~~385~~374,~~658~~565,~~947~~721.9803 Ending Scheduled Balance ~~150~~146,~~263~~437,~~152~~375.8318 ~~382~~371,~~304~~179,~~244~~802.4318 Actual Ending Collateral Balance ~~150~~146,~~345~~523,~~360~~821.6714 ~~382~~371,~~413~~314,~~307~~985.2671 Scheduled Principal 8180,~~216~~502.4297 9594,~~694~~148.3167 Unscheduled Principal 1769,~~494,412~~181.0032 3,~~259~~291,~~009~~770.2418 Negative Amortized Principal 0.00 0.00 Scheduled Interest ~~980~~950,~~405~~143.4096 2,~~526~~449,~~230~~309.2148 Servicing Fees 5351,~~110~~637.5700 ~~160~~155,~~592~~970.0708 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 26,~~189~~156.8039 39,~~397~~326.1946 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 ~~901~~872,~~105~~350.0357 2,~~326~~254,~~240~~012.9594 Realized Loss Amount 0381,913.0050 020,824.0053 Cumulative Realized Loss 0508,906.0069 023,513.0068 Percentage of Cumulative Losses 0.~~0000~~3218 0.~~0000~~0019 Prepayment Penalty Waived Amount 0.00 0.00 Prepayment Penalty Waived Count 0 0 Prepayment Penalty Paid Amount 188,~~221~~424.0432 4531,~~069~~246.7357 Prepayment Penalty Paid Count 32 65 Special Servicing Fee 0.00 0.00

Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 7.~~889860~~879778 Weighted Average Net Rate 7.~~409899~~399510 Weighted Average Pass-Through Rate 7.~~219202~~206079 Weighted Average Remaining Term ~~352~~349 Principal And Interest Constant 7,~~886~~625,~~449~~616.1223 Beginning Loan Count 4,~~767~~604 Loans Paid in Full 6941 Ending Loan Count 4,~~698~~563 Beginning Scheduled Balance 1,~~138~~100,~~157~~665,~~186~~833.3086 Ending Scheduled Balance 1,~~124~~093,~~171~~115,~~336~~661.2534 Actual Ending Collateral Balance 1,~~124~~093,~~594~~608,~~664~~081.9974 Scheduled Principal ~~403~~398,~~198~~113.3285 Unscheduled Principal 137,~~582~~152,~~651~~058.7367 Negative Amortized Principal 0.00 Scheduled Interest 7,~~483~~227,~~250~~502.8038 Servicing Fees ~~455~~440,~~226~~512.1069 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee ~~180~~177,~~868~~419.9606 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 6,~~847~~609,~~155~~570.7463 Realized Loss Amount 0525,249.0078 Cumulative Realized Loss 0809,578.0078 Percentage of Cumulative Losses 0.~~0000~~0668 Prepayment Penalty Waived Amount 0.00 Prepayment Penalty Waived Count 0 Prepayment Penalty Paid Amount ~~151~~87,~~127~~439.0612 Prepayment Penalty Paid Count 2219 Special Servicing Fee 0.00

Additional Reporting - Deal Level Cash Reporting Monthly Excess Cashflow 1,~~400~~208,~~968~~520.2928 Cap Payment - Wachovia Bank N.A. 0.00 Net Swap Payment - Wachovia Bank N.A. ~~-99~~143,~~774~~172.9992 PPTL Premium 0.00 Informational Reporting LIBOR 5.~~320000~~505000% Pool 1 Net Funds Cap 67.~~893833~~467506% Pool 2 Net Funds Cap 67.~~861508~~408739% ~~Subordinate~~Senior ~~Net~~Enhancement ~~Funds~~% ~~Cap 6~~27.~~878377~~699538% ~~Senior~~Subordinate ~~Enhancement~~Net %Funds 26Cap 7.~~934327~~439406% Structural Reporting Overcollateralization Amount 20,589,883.62 ~~Overcollateralization Deficiency 0.00~~ Targeted Overcollateralization Amount 20,589,983.62 Overcollateralization Deficiency 0.00 Overcollateralization Floor 605,575.99 Trigger Event Reporting Stepdown Date NO Initial Optional Termination Date NO Trigger Event NO Delinquency Event Trigger Result Pass Threshold Value 8.~~618985~~863852% Calculated Value 15.~~229819~~028676% Cumulative Loss Trigger Event Trigger Result Pass Threshold Value 1.150000% Calculated Value 0.~~000000~~064362%

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 97 0 0 97 1,~~890~~588,~~968~~307.0569 0.00 0.00 1,~~890~~588,~~968~~307.0569 30 Days ~~133~~168 12 0 0 ~~134~~170 3239,~~451~~921,~~172~~452.8248 ~~239~~385,~~316~~688.8626 0.00 0.00 3240,~~690~~307,~~489~~140.6874 60 Days 4264 01 02 0 4267 1016,~~364~~316,~~536~~834.8909 0549,000.00 0601,634.0009 0.00 1017,~~364~~467,~~536~~468.8918 90 Days 12 13 3059 0 4374 1,~~768~~476,~~981~~213.2181 ~~244~~864,~~494~~095.1379 816,~~632~~805,~~915~~184.2530 0.00 1019,~~646~~145,~~390~~493.5990 120 Days 39 1 139 06 555 ~~791~~1,~~074~~816,440.9678 ~~242~~287,~~200~~105.5153 ~~583~~11,~~553~~099,786.4036 01,745,796.0068 114,~~616~~949,~~828~~129.8735 150 Days 48 01 028 0 437 1,~~073~~145,~~687~~858.9610 0244,362.0027 07,940,124.0079 0.00 19,~~073~~330,~~687~~345.9616 180+ Days 02 02 026 07 037 0295,909.0036 0387,379.0008 08,776,973.0008 01,537,810.0058 010,998,072.0010 Totals ~~194~~263 1217 31154 013 ~~237~~447 4660,~~449~~972,~~453~~708.8462 24,~~616~~305,~~979~~938.5562 945,~~216~~223,~~468~~702.6562 03,283,607.0026 58113,~~282~~785,~~902~~957.0412 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.~~191571~~153408% 0.000000% 0.000000% 0.~~191571~~153408% 0.~~168147~~145236% 0.000000% 0.000000% 0.~~168147~~145236% 30 Days 23.~~830992~~681788% 0.~~021286~~043831% 0.000000% 0.000000% 23.~~852278~~725619% 23.~~885588~~650435% 0.~~021280~~035268% 0.000000% 0.000000% 23.~~906869~~685703% 60 Days 01.~~893997~~402586% 0.~~000000~~021915% 0.~~000000~~043831% 0.000000% 01.~~893997~~468332% 01.~~921624~~492018% 0.~~000000~~050201% 0.~~000000~~055014% 0.000000% 01.~~921624~~597233% 90 Days 0.~~255428~~262985% 0.~~021286~~065746% 01.~~638570~~293009% 0.000000% 01.~~915283~~621740% 0.~~157299~~134986% 0.~~021741~~079013% 01.~~767647~~536673% 0.000000% 01.~~946687~~750672% 120 Days 0.~~063857~~197239% 0.~~021286~~021915% 0.~~021286~~854701% 0.~~000000~~131492% 01.~~106428~~205347% 0.~~070343~~166096% 0.~~021537~~026253% 01.~~051890~~014969% 0.~~000000~~159636% 01.~~143770~~366955% 150 Days 0.~~085143~~175323% 0.~~000000~~021915% 0.~~000000~~613631% 0.000000% 0.~~085143~~810870% 0.~~095473~~104778% 0.~~000000~~022345% 0.~~000000~~726048% 0.000000% 0.~~095473~~853171% 180+ Days 0.~~000000~~043831% 0.~~000000~~043831% 0.~~000000~~569801% 0.~~000000~~153408% 0.~~000000~~810870% 0.~~000000~~027058% 0.~~000000~~035422% 0.~~000000~~802570% 0.~~000000~~140618% 01.~~000000~~005669% Totals 45.~~129417~~763752% 0.~~255428~~372562% 03.~~659855~~374973% 0.~~000000~~284900% 59.~~044700~~796187% 45.~~130328~~575371% 0.~~232704~~393737% 04.~~819537~~135275% 0.~~000000~~300254% 510.~~182570~~404638% 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 ~~969~~1,~~335~~488,492.4908

Delinquency Status By Group DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1A - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 12 0 0 12 ~~281~~361,~~569~~865.5451 0.00 0.00 ~~281~~361,~~569~~865.5451 30 Days 2127 0 0 0 2127 3,~~028~~530,~~092~~021.0685 0.00 0.00 0.00 3,~~028~~530,~~092~~021.0685 60 Days 27 0 0 0 27 ~~206~~746,~~671~~129.1758 0.00 0.00 0.00 ~~206~~746,~~671~~129.1758 90 Days 52 0 04 0 56 ~~616~~246,~~179~~530.9279 0.00 0406,826.0055 0.00 ~~616~~653,~~179~~357.9234 120 Days 2 01 06 0 29 ~~669~~167,~~124~~026.7747 0287,105.0053 01,133,842.0097 0.00 ~~669~~1,~~124~~587,974.7797 150 Days 2 0 01 0 23 ~~552~~389,~~509~~548.3950 0.00 076,466.0021 0.00 ~~552~~466,~~509~~014.3971 180+ Days 0 0 03 02 05 0.00 0.00 0879,937.0038 0476,486.0062 01,356,424.00 Totals 3240 13 014 02 3359 5,~~072~~079,~~577~~257.3119 ~~281~~648,~~569~~971.5404 02,497,073.0011 0476,486.0062 58,~~354~~701,~~146~~787.8596 0-29 Days 0.~~108108~~223214% 0.000000% 0.000000% 0.~~108108~~223214% 0.~~169746~~225421% 0.000000% 0.000000% 0.~~169746~~225421% 30 Days 23.~~270270~~013393% 0.000000% 0.000000% 0.000000% 23.~~270270~~013393% 12.~~825501~~198994% 0.000000% 0.000000% 0.000000% 12.~~825501~~198994% 60 Days 0.~~216216~~781250% 0.000000% 0.000000% 0.000000% 0.~~216216~~781250% 0.~~124593~~464794% 0.000000% 0.000000% 0.000000% 0.~~124593~~464794% 90 Days 0.~~540541~~223214% 0.000000% 0.~~000000~~446429% 0.000000% 0.~~540541~~669643% 0.~~371467~~153574% 0.000000% 0.~~000000~~253429% 0.000000% 0.~~371467~~407003% 120 Days 0.~~216216~~223214% 0.~~000000~~111607% 0.~~000000~~669643% 0.000000% 01.~~216216~~004464% 0.~~403385~~104048% 0.~~000000~~178850% 0.~~000000~~706317% 0.000000% 0.~~403385~~989214% 150 Days 0.~~216216~~223214% 0.000000% 0.~~000000~~111607% 0.000000% 0.~~216216~~334821% 0.~~333083~~242666% 0.000000% 0.~~000000~~047634% 0.000000% 0.~~333083~~290299% 180+ Days 0.000000% 0.000000% 0.~~000000~~334821% 0.~~000000~~223214% 0.~~000000~~558036% 0.000000% 0.000000% 0.~~000000~~548149% 0.~~000000~~296823% 0.~~000000~~844972% Totals 34.~~459459~~464286% 0.~~108108~~334821% 01.~~000000~~562500% 0.~~000000~~223214% 36.~~567568~~584821% 3.~~058029~~164075% 0.~~169746~~404270% 01.~~000000~~555528% 0.~~000000~~296823% 35.~~227775~~420697% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1B - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 54 0 0 54 1,~~110~~025,~~875~~664.8384 0.00 0.00 1,~~110~~025,~~875~~664.8384 30 Days 5280 1 0 0 5381 1117,~~516~~269,~~234~~455.2657 239,~~316~~129.8683 0.00 0.00 1117,~~755~~508,~~551~~585.1240 60 Days 1520 0 0 0 1520 34,~~514~~560,~~875~~931.1565 0.00 0.00 0.00 34,~~514~~560,~~875~~931.1565 90 Days 23 01 825 0 1029 ~~649~~638,~~658~~141.7278 0237,444.0027 14,~~980~~765,~~077~~919.4685 0.00 25,~~629~~641,~~736~~505.1890 120 Days 0 1 0 016 14 ~~0.00~~21 ~~242~~319,~~200~~157.5160 0.00 03,818,532.72 893,938.00 ~~242~~5,~~200~~031,628.5132 150 Days 02 0 012 0 014 0356,972.0052 0.00 02,786,116.0088 0.00 03,143,089.0040 180+ Days 0 01 07 02 010 0.00 0242,200.0051 01,954,753.0089 0423,123.0057 02,620,077.0097 Totals 69106 7 860 06 84179 1523,~~680~~144,~~768~~659.1312 1,~~592~~744,~~393~~439.2045 113,~~980~~325,~~077~~323.4634 01,317,061.0057 1939,~~253~~531,~~238~~483.7948 0-29 Days 0.~~255493~~209534% 0.000000% 0.000000% 0.~~255493~~209534% 0.~~260794~~247005% 0.000000% 0.000000% 0.~~260794~~247005% 30 Days 24.~~657128~~190676% 0.~~051099~~052383% 0.000000% 0.000000% 24.~~708227~~243059% 24.~~703604~~158906% 0.~~056183~~057588% 0.000000% 0.000000% 24.~~759787~~216495% 60 Days 01.~~766479~~047669% 0.000000% 0.000000% 0.000000% 01.~~766479~~047669% 01.~~825168~~098384% 0.000000% 0.000000% 0.000000% 01.~~825168~~098384% 90 Days 0.~~102197~~157150% 0.~~000000~~052383% 01.~~408789~~309586% 0.000000% 01.~~510986~~519120% 0.~~152517~~153680% 0.~~000000~~057182% 01.~~464852~~147750% 0.000000% 01.~~617369~~358612% 120 Days 0.~~000000~~052383% 0.~~051099~~000000% 0.~~000000~~838135% 0.~~000000~~209534% 01.~~051099~~100052% 0.~~000000~~076861% 0.~~056860~~000000% 0.~~000000~~919596% 0.~~000000~~215282% 01.~~056860~~211739% 150 Days 0.~~000000~~104767% 0.000000% 0.~~000000~~628601% 0.000000% 0.~~000000~~733368% 0.~~000000~~085968% 0.000000% 0.~~000000~~670965% 0.000000% 0.~~000000~~756933% 180+ Days 0.000000% 0.~~000000~~052383% 0.~~000000~~366684% 0.~~000000~~104767% 0.~~000000~~523834% 0.000000% 0.~~000000~~058328% 0.~~000000~~470752% 0.~~000000~~101898% 0.~~000000~~630979% Totals 35.~~525805~~552645% 0.~~357690~~366684% 03.~~408789~~143007% 0.~~000000~~314301% 49.~~292284~~376637% 35.~~681289~~573799% 0.~~373838~~420104% 03.~~464852~~209063% 0.~~000000~~317181% 49.~~519978~~520146% Please refer to CTSLink.com for a list of delinquency code descriptions. DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2A - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 21 0 0 21 ~~417~~200,~~871~~777.1634 0.00 0.00 ~~417~~200,~~871~~777.1634 30 Days 139 01 0 0 1310 2,~~799~~364,~~460~~701.3889 0146,558.0043 0.00 0.00 2,~~799~~511,~~460~~260.3832 60 Days 612 0 01 0 613 ~~674~~2,~~469~~415,598.4143 0.00 0357,822.0028 0.00 ~~674~~2,~~469~~773,420.4171 90 Days 56 0 12 0 68 ~~503~~521,~~142~~656.5734 0.00 521,~~712~~238,956.4547 0.00 ~~555~~1,~~855~~760,612.0281 120 Days 12 0 0 0 1 ~~121~~3 292,~~950~~786.1962 0.00 0.00 0252,929.0006 ~~121~~545,~~950~~715.1968 150 Days 14 0 01 0 15 ~~145~~399,~~178~~337.5708 0.00 0223,503.0013 0.00 ~~145~~622,~~178~~840.5721 180+ Days 01 01 0 01 03 0139,709.0036 0145,178.0057 0.00 052,712.0045 0337,600.0038 Totals 2634 23 14 02 2943 46,~~244~~133,~~201~~789.1272 ~~417~~492,~~871~~514.1634 521,~~712~~820,281.4588 0305,641.0051 48,~~714~~752,~~784~~227.7345 0-29 Days 0.~~317965~~163666% 0.000000% 0.000000% 0.~~317965~~163666% 0.~~277941~~137027% 0.000000% 0.000000% 0.~~277941~~137027% 30 Days 21.~~066773~~472995% 0.~~000000~~163666% 0.000000% 0.000000% 21.~~066773~~636661% 1.~~862020~~613869% 0.~~000000~~100024% 0.000000% 0.000000% 1.~~862020~~713892% 60 Days 01.~~953895~~963993% 0.000000% 0.~~000000~~163666% 0.000000% 02.~~953895~~127660% 01.~~448613~~648605% 0.000000% 0.~~000000~~244208% 0.000000% 01.~~448613~~892812% 90 Days 0.~~794913~~981997% 0.000000% 0.~~158983~~327332% 0.000000% 01.~~953895~~309329% 0.~~334658~~356022% 0.000000% 0.~~035061~~845567% 0.000000% 01.~~369719~~201588% 120 Days 0.~~158983~~327332% 0.000000% 0.000000% 0.~~000000~~163666% 0.~~158983~~490998% 0.~~081113~~199822% 0.000000% 0.000000% 0.~~000000~~172620% 0.~~081113~~372442% 150 Days 0.~~158983~~654664% 0.000000% 0.~~000000~~163666% 0.000000% 0.~~158983~~818331% 0.~~096563~~272541% 0.000000% 0.~~000000~~152537% 0.000000% 0.~~096563~~425078% 180+ Days 0.~~000000~~163666% 0.~~000000~~163666% 0.000000% 0.~~000000~~163666% 0.~~000000~~490998% 0.~~000000~~095349% 0.~~000000~~099082% 0.000000% 0.~~000000~~035975% 0.~~000000~~230406% Totals 45.~~133545~~564648% 0.~~317965~~490998% 0.~~158983~~654664% 0.~~000000~~327332% 47.~~610493~~037643% 24.~~822968~~186206% 0.~~277941~~336133% 01.~~035061~~242311% 0.~~000000~~208595% 35.~~135970~~973245% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2B - OTS No. of Loans No. of Loans No. of Loans No. of Loans No. of Loans Actual Balance Actual Balance Actual Balance Actual Balance Actual Balance 0-29 Days 10 0 0 10 ~~80,651~~0.5200 0.00 0.00 ~~80,651~~0.5200 30 Days 4752 0 0 0 4752 1516,~~107~~757,~~386~~273.1217 0.00 0.00 0.00 1516,~~107~~757,~~386~~273.1217 60 Days 1925 01 01 0 1927 58,~~968~~594,~~521~~174.1643 0549,000.00 0243,811.0081 0.00 59,~~968~~386,~~521~~986.1624 90 Days 0 1 212 28 0 2231 069,884.0090 ~~244~~626,~~494~~651.1352 610,~~600~~393,~~125~~481.3443 0.00 611,~~844~~090,~~619~~017.4785 120 Days 04 0 17 1 022 1 0,037,470.0009 0.00 ~~583~~6,~~553~~147,410.4067 0598,929.0062 ~~583~~7,~~553~~783,810.4038 150 Days 0 1 014 0 015 ~~1 376,000~~0.00 0244,362.0027 04,854,038.0057 0.00 ~~376~~5,~~000~~098,400.0084 180+ Days 01 0 016 02 019 0156,200.00 0.00 05,942,281.0081 0585,487.0094 06,683,969.0075 Totals 6783 24 2276 03 91166 2126,~~451~~615,~~907~~002.2859 ~~325~~1,~~145~~420,013.6579 727,~~183~~581,~~678~~024.7429 01,184,417.0056 2856,~~960~~800,~~731~~458.6723 0-29 Days 0.~~084246~~000000% 0.000000% 0.000000% 0.~~084246~~000000% 0.~~021090~~000000% 0.000000% 0.000000% 0.~~021090~~000000% 30 Days 34.~~959562~~533566% 0.000000% 0.000000% 0.000000% 34.~~959562~~533566% 34.~~950539~~512954% 0.000000% 0.000000% 0.000000% 34.~~950539~~512954% 60 Days 12.~~600674~~179599% 0.~~000000~~087184% 0.~~000000~~087184% 0.000000% 12.~~600674~~353967% 12.~~560751~~314524% 0.~~000000~~147853% 0.~~000000~~065662% 0.000000% 12.~~560751~~528039% 90 Days 0.~~000000~~087184% 0.~~084246~~174368% 12.~~769166~~441151% 0.000000% 12.~~853412~~702703% 0.~~000000~~018821% 0.~~063935~~168765% 12.~~725914~~799101% 0.000000% 12.~~789849~~986687% 120 Days 0.~~000000~~348736% 0.000000% 01.~~084246~~482127% 0.~~000000~~087184% 01.~~084246~~918047% 0.~~000000~~279404% 0.000000% 01.~~152598~~655578% 0.~~000000~~161300% 02.~~152598~~096282% 150 Days 0.~~084246~~000000% 0.~~000000~~087184% 01.~~000000~~220575% 0.000000% 01.~~084246~~307759% 0.~~098323~~000000% 0.~~000000~~065810% 01.~~000000~~307256% 0.000000% 01.~~098323~~373066% 180+ Days 0.~~000000~~087184% 0.000000% 01.~~000000~~394943% 0.~~000000~~174368% 01.~~000000~~656495% 0.~~000000~~042067% 0.000000% 01.~~000000~~600334% 0.~~000000~~157680% 01.~~000000~~800081% Totals 57.~~644482~~236269% 0.~~168492~~348736% 16.~~853412~~625981% 0.~~000000~~261552% 714.~~666386~~472537% 57.~~609613~~167770% 0.~~085025~~382428% 17.~~878512~~427932% 0.~~000000~~318979% 715.~~573150~~297109% Please refer to CTSLink.com for a list of delinquency code descriptions.

~~REO~~180+ ~~Detail~~Delinquency -Summary ~~All~~Summary ~~Mortgage~~1A ~~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(%) 1ALoans Actual Balance(%) Balance($) Balance($) 180 - No209 ~~REO~~29 ~~Information~~8,429,505.46 to0.771 ~~report~~1 ~~this~~134,789.84 ~~period~~0.084 1B210 - No239 ~~REO~~4 ~~Information~~1,494,878.68 to0.137 ~~report~~2 ~~this~~669,124.77 ~~period~~0.417 2A240 - No269 ~~REO~~4 ~~Information~~1,073,687.96 to0.098 ~~report~~2 ~~this~~552,509.39 ~~period~~0.344 2BTotal -37 No10,998,072.10 ~~REO~~1.006 ~~Information~~5 to1,356,424.00 ~~report this period~~0.845

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~1B ~~Mortgage~~2A Days Number of Outstanding Percentage of Number of Outstanding Percentage of Delinquent Loans inActual ~~REO~~Balance(%) ~~during~~Loans ~~Current~~Actual ~~Period~~Balance(%) ~~Month~~Balance($) ~~Loan~~Balance($) ~~First~~180 ~~Original~~- ~~Loan~~209 ~~Entered~~9 ~~Payment~~2,377,877.46 ~~LTV~~0.573 at2 ~~Principal~~192,421.81 ~~Group~~0.131 ~~Number~~210 ~~REO~~- ~~Date~~239 ~~State~~1 ~~Origination~~242,200.51 ~~Balance~~0.058 No0 ~~REO~~0.00 ~~Loans~~0.000 ~~this~~240 ~~Period~~- 269 0 0.00 0.000 1 145,178.57 0.099 Total 10 2,620,077.97 0.631 3 337,600.38 0.230

~~REO~~180+ ~~Loan~~Delinquency ~~Detail~~Summary -(continued) ~~All~~2B ~~Mortgage~~Days ~~Loans~~Number inof ~~REO~~Outstanding ~~during~~Percentage ~~Current~~of ~~Period~~Delinquent Loans Actual Balance(~~continued~~%) ~~Current~~Balance($) ~~Paid~~180 ~~Current~~- ~~Approximate~~209 ~~Loan~~17 ~~Actual~~5,724,416.35 To1.542 ~~Months~~210 ~~Loan~~- ~~Delinquent~~239 ~~Group~~1 ~~Number~~583,553.40 ~~Balance~~0.157 ~~Date~~240 ~~Delinquent~~- ~~Rate~~269 ~~Interest~~1 No376,000.00 ~~REO~~0.101 ~~Loans~~Total ~~this~~19 ~~Period~~6,683,969.75 1.800 This report includes all loans greater than 180 days delinquent regardless of status (REO, Foreclosure, Bankruptcy).

REO Detail - All Mortgage Loans in REO during Current Period

Summary 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 3111 ~~Jul~~Oct-06 0.000% Original Principal Balance 93,~~219~~023,~~229~~098.00 ~~Aug~~Nov-06 0.000% Current Actual Balance 93,~~216~~019,~~468~~649.6536 ~~Sep~~Dec-06 0.000% ~~Oct~~Jan-0607 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Feb-0607 0.000% Loans in ~~Foreclosure~~REO 3113 ~~Dec~~Mar-0607 0.000% Original Principal Balance 93,~~219~~287,~~229~~598.00 ~~Jan~~Apr-07 0.000% Current Actual Balance 93,~~216~~283,~~468~~607.6526 ~~Feb~~May-07 0.000% ~~Mar~~Jun-07 0.~~010~~000% ~~Apr~~Jul-07 0.~~042~~000% ~~May~~Aug-07 0.~~082~~055% ~~Jun~~Sep-07 0.~~820~~300% *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. 1A 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 2 Oct-06 No0.000% ~~Foreclosure~~Original ~~Information~~Principal toBalance 477,000.00 Nov-06 0.000% Current Actual Balance 476,486.62 Dec-06 0.000% Jan-07 0.000% Current REO Total Feb-07 0.000% Loans in REO 2 Mar-07 0.000% Original Principal Balance 477,000.00 Apr-07 0.000% Current Actual Balance 476,486.62 May-07 0.000% Jun-07 0.000% Jul-07 0.000% Aug-07 0.000% Sep-07 0.297% *The text reported in the above table is presented graphically on the monthly bond remittance report. ~~this~~The ~~period~~monthly bond remittance report can be viewed online at www.ctslink.com. 1B 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 85 ~~Jul~~Oct-06 0.000% Original Principal Balance 1,~~980~~106,~~750~~098.00 ~~Aug~~Nov-06 0.000% Current Actual Balance 1,~~980~~105,~~077~~816.4612 ~~Sep~~Dec-06 0.000% ~~Oct~~Jan-0607 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Feb-0607 0.000% Loans in ~~Foreclosure~~REO 86 ~~Dec~~Mar-0607 0.000% Original Principal Balance 1,~~980~~317,~~750~~598.00 ~~Jan~~Apr-07 0.000% Current Actual Balance 1,~~980~~317,~~077~~061.4657 ~~Feb~~May-07 0.000% ~~Mar~~Jun-07 0.000% ~~Apr~~Jul-07 0.000% ~~May~~Aug-07 0.~~056~~051% ~~Jun~~Sep-07 0.~~465~~317% *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. 2A 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 1 ~~Jul~~Oct-06 0.000% Original Principal Balance 53254,~~000~~400.00 ~~Aug~~Nov-06 0.000% Current Actual Balance 52252,~~712~~929.4506 ~~Sep~~Dec-06 0.000% ~~Oct~~Jan-0607 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Feb-0607 0.000% Loans in ~~Foreclosure~~REO 12 ~~Dec~~Mar-0607 0.000% Original Principal Balance 53307,~~000~~400.00 ~~Jan~~Apr-07 0.000% Current Actual Balance 52305,~~712~~641.4551 ~~Feb~~May-07 0.000% ~~Mar~~Jun-07 0.000% ~~Apr~~Jul-07 0.000% ~~May~~Aug-07 0.~~000~~036% ~~Jun~~Sep-07 0.~~035~~209% *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. 2B 12 Month ~~Foreclosure~~REO History* New ~~Foreclosure~~REO Loans Month ~~Foreclosure~~REO Percentage Loans in ~~Foreclosure~~REO 223 ~~Jul~~Oct-06 0.000% Original Principal Balance 71,185,~~479~~600.00 ~~Aug~~Nov-06 0.000% Current Actual Balance 71,~~183~~184,~~678~~417.7456 ~~Sep~~Dec-06 0.000% ~~Oct~~Jan-0607 0.000% Current ~~Foreclosure~~REO Total ~~Nov~~Feb-0607 0.000% Loans in ~~Foreclosure~~REO 223 ~~Dec~~Mar-0607 0.000% Original Principal Balance 71,185,~~479~~600.00 ~~Jan~~Apr-07 0.000% Current Actual Balance 71,~~183~~184,~~678~~417.7456 ~~Feb~~May-07 0.000% ~~Mar~~Jun-07 0.~~028~~000% ~~Apr~~Jul-07 0.~~125~~000% ~~May~~Aug-07 0.~~180~~091% ~~Jun~~Sep-07 10.~~879~~319% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FCREO Date State Origination Balance 1B1A ~~0039293154~~0121189849 ~~Jun~~Sep-2007 01-~~Dec~~Aug-2006 COCT 8090.00 ~~212~~342,000.00 1B1A ~~0122939275~~0121191126 ~~Jun~~Sep-2007 01-~~Dec~~Jul-2006 ILVA 90100.00 ~~211~~135,~~500~~000.00 1B ~~0123240475~~0039293154 ~~Jun~~Sep-2007 01-~~Jan~~Dec-~~2007~~2006 CACO 80.00 ~~264~~212,000.00 1B ~~0123242513~~0039388178 ~~Jun~~Sep-2007 01-~~Jan~~Dec-~~2007~~2006 ILTN 100.00 ~~145~~190,~~000~~848.00 1B ~~0123244311~~0122939275 ~~Jun~~Aug-2007 01-~~Jan~~Dec-~~2007~~2006 CAIL 8090.00 ~~204~~211,~~000~~500.00 1B ~~0123244642~~0123260283 ~~Jun~~Sep-2007 01-Jan-2007 CA 8594.0091 ~~301~~261,~~750~~000.00 1B ~~0123250946~~0123263980 ~~Jun~~Sep-2007 01-Jan-2007 CATN 80100.00 ~~332~~333,000.00 1B ~~0123251092~~0123274904 ~~Jun~~Sep-2007 01-Jan-2007 CAMI 9095.00 ~~310~~109,~~500~~250.00 2A 0039453576 ~~Jun~~Aug-2007 01-Dec-2006 AL 79.10 53,000.00 2B2A ~~0039241617~~0121193437 ~~Jun~~Sep-2007 01-~~Nov~~Jul-2006 FLTX 80.00 ~~125~~254,~~939~~400.00 2B ~~0039467733~~0033380577 ~~Jun~~Sep-2007 01-Dec-2006 ~~CO 80.00 209,600.00 2B 0039800446 Jun-2007 01-Feb-2007~~ FL 80.00 ~~156~~376,~~200.00 2B 0123239790 Jun-2007 01-Dec-2006 CA 80.00 584,~~000.00 2B ~~0123240137~~0039467733 ~~Jun~~Sep-2007 01-~~Jan-2007 CA 80.00 302,320.00 2B 0123245417 Jun-2007 01-Jan-2007 VA 73.85 96,000.00 2B 0123249161 Jun-2007 01-~~Dec-2006 CACO 80.00 ~~488~~209,~~000~~600.00 2B ~~0123249724~~0123241010 ~~Jun~~Sep-2007 01-~~Dec-2006 CA 95.00 261,250.00 2B 0123251043 Jun-2007 01-Dec-2006 CA 95.00 565,250.00 2B 0123252264 Jun-2007 01-~~Jan-2007 CAMD 80.00 ~~216~~600,000.00 2B 0123256836 Jun-2007 01-Jan-2007 NY 90.00 445,500.00 2B 0123257537 Jun-2007 01-Jan-2007 WA 79.53 136,000.00 2B 0123257826 Jun-2007 01-Jan-2007 OR 80.00 428,000.00 2B 0123257925 Jun-2007 01-Jan-2007 OR 90.00 205,200.00 2B 0123262057 Jun-2007 01-Jan-2007 MN 80.00 324,320.00 2B 0123264392 Jun-2007 01-Jan-2007 FL 100.00 340,000.00 2B 0123272965 Jun-2007 01-Jan-2007 IL 70.53 186,900.00 2B 0123273344 Jun-2007 01-Jan-2007 AZ 66.16 153,500.00 2B 0123276040 Jun-2007 01-Dec-2006 CA 80.00 424,000.00 2B 0123276214 Jun-2007 01-Jan-2007 CA 80.00 572,000.00 2B 0123284747 Jun-2007 01-Jan-2007 CA 80.00 520,000.00 2B 0123284812 Jun-2007 01-Dec-2006 CA 90.00 445,500.00

~~Foreclosure~~REO Loan Detail - All Mortgage Loans in ~~Foreclosure~~REO during Current Period (continued) Current Paid Current Approximate Loan Actual To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest 1B1A ~~0039293154~~0121189849 ~~211~~341,~~878~~696.1278 01-~~Jan~~Dec-~~2007~~2006 37 89.~~000~~675% 624,~~617~~007.3126 1B1A ~~0122939275~~0121191126 ~~211~~134,~~245~~789.4584 01-Jan-2007 36 8.~~550~~950% 7,~~076~~766.8257 1B ~~0123240475~~0039293154 ~~264~~211,~~000~~878.0012 01-Jan-2007 36 78.~~650~~000% 710,~~865~~582.0098 1B ~~0123242513~~0039388178 ~~144~~190,~~981~~848.2100 01-~~Jan~~Mar-2007 34 108.~~650~~625% 67,~~129~~753.8920 1B ~~0123244311~~0122939275 ~~204~~211,~~000~~245.0045 01-Jan-2007 36 8.~~700~~550% 611,~~970~~312.0032 1B ~~0123244642~~0123260283 ~~301~~261,~~584~~000.8300 01-~~Jan~~Mar-2007 34 86.~~990~~700% 108,~~656~~091.7000 1B ~~0123250946~~0123263980 ~~331~~333,~~947~~000.3400 01-~~Jan~~Mar-2007 34 9.~~990~~100% 1314,~~121~~319.5100 1B ~~0123251092~~0123274904 ~~310~~109,~~440~~090.5100 01-~~Jan~~Mar-2007 34 9.~~365~~575% 114,~~462~~943.4376 2A 0039453576 52,712.45 01-Jan-2007 36 8.750% 12,~~801~~870.9380 2B2A ~~0039241617~~0121193437 ~~125~~252,~~854~~929.6006 01-~~Jan~~Mar-2007 ~~3 8.875%~~ 4~~,389.80~~ ~~2B 0039467733 209,487.94 01-Jan-2007 3~~ 8.~~250% 6,761.03 2B 0039800446 156,200.00 01-Jan-2007 3 8.375% 5,125.35 2B 0123239790 583,553.40 01-Dec-2006 4 7.~~350% ~~19,945.34 2B 0123240137 302,320.00 01-Jan-2007 3 8.850%~~ 10,~~518~~163.2022 2B ~~0123245417~~0033380577 95376,~~979.43 01-Jan-2007 3 8.990% 3,393.80 2B 0123249161 488,~~000.00 01-~~Jan~~Nov-~~2007~~2006 ~~3 7.588% 14,412.30 2B 0123249724 261,198.00 01-Jan-2007 3~~ 8~~.625%~~ ~~7,535.12 2B 0123251043 565,250.00 01-Jan-2007 3 6.900% 15,073.35 2B 0123252264 216,000.00 01-Jan-2007 3~~ 8.925% 7,582.50 2B 0123256836 445,218.81 01-Jan-2007 3 8.300% 13,267.18 2B 0123257537 135,869.71 01-Jan-2007 3 6.200% 3,220.66 2B 0123257826 427,784.99 01-Jan-2007 3 9.400% 15,847.49 2B 0123257925 205,164.19 01-Jan-2007 3 9.675% 7,840.49 2B 0123262057 324,320.00 01-Jan-2007 3 7.650% 9,662.05 2B 0123264392 340,000~~.00 01-Jan-2007 3 8.950~~% 1121,~~970.80 2B 0123272965 186,848.73 01-Jan-2007 3 8.~~150~~% 5,952~~.4900 2B ~~0123273344~~0039467733 ~~153~~209,~~367~~487.8494 01-Jan-2007 3 6~~.750%~~ ~~3,986.99 2B 0123276040 423,999.98 01-Jan-2007 3~~ 8.~~275~~250% 1310,~~735~~813.8016 2B ~~0123276214~~0123241010 ~~572~~598,~~000~~929.0062 01-~~Jan~~Mar-2007 34 ~~6.990% 15,467.85 2B 0123284747 520,000.00 01-Jan-2007 3 7.175% 14,462.50 2B 0123284812 445,261.12 01-Jan-2007 3~~ 8.~~240~~625% 1424,~~351~~294.8443

Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period

Summary 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 762 ~~Jul~~Oct-06 0.000% Original Principal Balance 117,~~564~~641,~~420~~494.00 ~~Aug~~Nov-06 0.000% Current Actual Balance 117,~~560~~622,~~344~~206.6463 ~~Sep~~Dec-06 0.000% ~~Oct~~Jan-0607 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Feb-0607 0.000% Loans in ~~Bankruptcy~~Foreclosure 12154 ~~Dec~~Mar-0607 0.~~000~~010% Original Principal Balance 245,~~623~~260,~~995~~658.00 ~~Jan~~Apr-07 0.~~000~~042% Current Actual Balance 245,~~616~~223,~~979~~702.5562 ~~Feb~~May-07 0.~~000~~082% ~~Mar~~Jun-07 0.~~042~~820% ~~Apr~~Jul-07 01.~~053~~742% ~~May~~Aug-07 03.~~093~~025% ~~Jun~~Sep-07 04.~~233~~135% *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. 1A 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 14 ~~Jul~~Oct-06 0.000% Original Principal Balance ~~282~~408,~~000~~650.00 ~~Aug~~Nov-06 0.000% Current Actual Balance ~~281~~406,~~569~~826.5455 ~~Sep~~Dec-06 0.000% ~~Oct~~Jan-0607 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Feb-0607 0.000% Loans in ~~Bankruptcy~~Foreclosure 114 ~~Dec~~Mar-0607 0.000% Original Principal Balance ~~282~~2,~~000~~504,702.00 ~~Jan~~Apr-07 0.000% Current Actual Balance ~~281~~2,~~569~~497,073.5411 ~~Feb~~May-07 0.000% ~~Mar~~Jun-07 0.000% ~~Apr~~Jul-07 01.~~000~~138% ~~May~~Aug-07 01.~~000~~649% ~~Jun~~Sep-07 01.~~170~~556% *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. 1B 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 425 ~~Jul~~Oct-06 0.000% Original Principal Balance ~~984~~4,~~300~~772,604.00 ~~Aug~~Nov-06 0.000% Current Actual Balance ~~981~~4,~~276~~765,919.8385 ~~Sep~~Dec-06 0.000% ~~Oct~~Jan-0607 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Feb-0607 0.000% Loans in ~~Bankruptcy~~Foreclosure 760 ~~Dec~~Mar-0607 0.000% Original Principal Balance 113,~~596~~337,~~850~~559.00 ~~Jan~~Apr-07 0.000% Current Actual Balance 113,~~592~~325,~~393~~323.2034 ~~Feb~~May-07 0.~~000~~056% ~~Mar~~Jun-07 0.~~110~~465% ~~Apr~~Jul-07 01.~~140~~406% ~~May~~Aug-07 02.~~141~~595% ~~Jun~~Sep-07 03.~~374~~209% *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. 2A 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 13 ~~Jul~~Oct-06 0.000% Original Principal Balance ~~217~~1,~~120~~599,500.00 ~~Aug~~Nov-06 0.000% Current Actual Balance ~~216~~1,~~846~~596,778.75 ~~Sep~~Dec-06 0.000% ~~Oct~~Jan-0607 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Feb-0607 0.000% Loans in ~~Bankruptcy~~Foreclosure 24 ~~Dec~~Mar-0607 0.000% Original Principal Balance ~~419~~1,~~520~~823,500.00 ~~Jan~~Apr-07 0.000% Current Actual Balance ~~417~~1,~~871~~820,281.1688 ~~Feb~~May-07 0.000% ~~Mar~~Jun-07 0.~~000~~035% ~~Apr~~Jul-07 0.~~000~~454% ~~May~~Aug-07 0.~~132~~505% ~~Jun~~Sep-07 01.~~278~~242% *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. 2B 12 Month ~~Bankruptcy~~Foreclosure History* New ~~Bankruptcy~~Foreclosure Loans Month ~~Bankruptcy~~Foreclosure Percentage Loans in ~~Bankruptcy~~Foreclosure 130 ~~Jul~~Oct-06 0.000% Original Principal Balance 8110,~~000~~860,740.00 ~~Aug~~Nov-06 0.000% Current Actual Balance 8010,~~651~~852,681.5248 ~~Sep~~Dec-06 0.000% ~~Oct~~Jan-0607 0.000% Current ~~Bankruptcy~~Foreclosure Total ~~Nov~~Feb-0607 0.000% Loans in ~~Bankruptcy~~Foreclosure 276 ~~Dec~~Mar-0607 0.~~000~~028% Original Principal Balance ~~325~~27,~~625~~594,897.00 ~~Jan~~Apr-07 0.~~000~~125% Current Actual Balance ~~325~~27,~~145~~581,024.6529 ~~Feb~~May-07 0.~~000~~180% ~~Mar~~Jun-07 01.~~000~~879% ~~Apr~~Jul-07 02.~~000~~883% ~~May~~Aug-07 05.~~063~~091% ~~Jun~~Sep-07 07.~~085~~428% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.

~~Bankruptcy~~Foreclosure Loan Detail - All Mortgage Loans in ~~Bankruptcy~~Foreclosure during Current Period ~~Group~~Month Loan ~~Month~~First Original Loan ~~First~~Entered ~~State~~Payment LTV at ~~Original~~Principal Group Number ~~Entered~~FC ~~Payment~~Date State Origination ~~Principal~~Balance ~~Bankruptcy~~1A ~~Date~~0033513409 ~~Balance~~Aug-2007 01-Jan-2007 OH 83.33 70,000.00 1A ~~0123279192~~0121188544 Sep-2007 01-Jul-2006 TN 80.00 78,400.00 1A 0121193734 Aug-2007 01-Jul-2006 TN 80.00 116,000.00 1A 0121194104 Aug-2007 01-Jul-2006 MA 80.00 360,000.00 1A 0121197206 Jul-2007 01-Jul-2006 CA 95.00 365,740.00 1A 0122671811 Jul-2007 01-Nov-2006 MA 80.00 328,000.00 1A 0122671936 Jul-2007 01-Oct-2006 OR 74.85 123,500.00 1A 0122674708 Jul-2007 01-Sep-2006 FL 74.62 194,012.00 1A 0122675598 Jul-2007 01-Sep-2006 FL 90.00 193,500.00 1A 0123248247 Aug-2007 01-Dec-2006 PA 80.00 268,800.00 1A 0123248312 Sep-2007 01-Jan-2007 NJ 85.00 123,250.00 1A 0123268575 Jul-2007 01-Jan-2007 OH 90.00 76,500.00 1A 0123275463 Sep-2007 01-Jan-2007 FL 78.83 108,000.00 1A 0123275695 Sep-2007 01-Jan-2007 MI 90.00 99,000.00 1B 0033474776 Aug-2007 01-Dec-2006 WA 80.00 212,800.00 1B 0033540840 Sep-2007 01-Jan-2007 NC 81.93 194,580.00 1B 0122909815 Sep-2007 01-Dec-2006 FL 100.00 195,000.00 1B 0123239873 Jul-2007 01-Jan-2007 CA 90.00 213,300.00 1B 0123240335 Aug-2007 01-Jan-2007 CA 95.00 270,750.00 1B 0123240475 Jun-2007 01-Jan-2007 CA 7180.8500 ~~282~~264,000.00 1B ~~0122939531~~0123242513 Jun-2007 01-Jan-2007 IL 100.00 145,000.00 1B 0123243230 Sep-2007 01-Jan-2007 IL 56.20 77,000.00 1B 0123243586 Sep-2007 01-Jan-2007 IN 90.00 88,200.00 1B 0123243891 Jul-2007 01-Jan-2007 IL 90.00 315,000.00 1B 0123244196 Aug-2007 01-Jan-2007 CA 90.00 306,000.00 1B 0123244311 Jun-2007 01-Jan-2007 CA 80.00 204,000.00 1B 0123244485 Sep-2007 01-Dec-2006 MDFL 80.00 86,400.00 1B 0123244618 Aug-2007 01-Jan-2007 FL 79.17 285,000.00 1B 0123244642 Jun-2007 01-Jan-2007 CA 85.00 ~~242~~301,~~250~~750.00 1B ~~0123241184~~0123245557 ~~Mar~~Sep-2007 01-Dec-2006 CA 57.95 234,700.00 1B 0123246902 Sep-2007 01-Dec-2006 CA 79.32 234,000.00 1B 0123246944 Jul-2007 01-Dec-2006 CA 90.00 397,800.00 1B 0123247595 Sep-2007 01-Feb-2007 CA 82.50 165,000.00 1B 0123248395 Aug-2007 01-Jan-2007 VAAZ 80.00 188,000.00 1B 0123248684 Sep-2007 01-Jan-2007 CA 80.00 124,000.00 1B 0123248940 Aug-2007 01-Jan-2007 FL 90.00 ~~177~~162,~~300~~000.00 1B ~~0123242828~~0123249369 Sep-2007 01-Jan-2007 CA 91.55 265,500.00 1B 0123250946 Jun-2007 01-Jan-2007 ILCA 80.00 332,000.00 1B 0123251092 Jun-2007 01-Jan-2007 CA 90.00 ~~222~~310,~~300~~500.00 1B ~~0123248999~~0123251910 ~~Apr~~Sep-2007 01-Dec-2006 CA 80.00 244,000.00 1B 0123255333 Sep-2007 01-Jan-2007 MOCT 100.00 258,000.00 1B 0123255994 Aug-2007 01-Jan-2007 HI 80.00 135,680.00 1B 0123258634 Aug-2007 01-Jan-2007 FL 90.00 130,500.00 1B 0123259178 Sep-2007 01-Jan-2007 CA 54.67 369,000.00 1B 0123261232 Sep-2007 01-Jan-2007 FL 80.00 279,120.00 1B 0123261596 Sep-2007 01-Jan-2007 WI 95.00 ~~128~~132,050.00 1B 0123261711 Sep-2007 01-Jan-2007 WI 80.00 164,000.00 1B 0123261729 Jul-2007 01-Jan-2007 WI 85.00 153,000.00 1B 0123262180 Jul-2007 01-Jan-2007 MN 85.00 191,250.00 1B ~~0123258287~~0123262446 ~~Jun~~Sep-2007 01-Jan-2007 NVSD 8880.7000 ~~239~~92,800.00 1B 0123262578 Aug-2007 01-Jan-2007 MN 90.00 175,500.00 1B ~~0123269102~~0123263519 ~~Jun~~Aug-2007 01-Jan-2007 CA 65.00 187,525.00 1B 0123263576 Aug-2007 01-Jan-2007 FL 57.14 200,000.00 1B 0123264186 Aug-2007 01-Jan-2007 CA 85.00 544,000.00 1B 0123266363 Sep-2007 01-Jan-2007 FL 80.00 176,800.00 1B 0123267023 Jul-2007 01-Dec-2006 IL 85.00 293,250.00 1B 0123267106 Aug-2007 01-Jan-2007 GA 100.00 175,000.00 1B 0123267361 Jul-2007 01-Jan-2007 IL 85.00 161,500.00 1B 0123268526 Sep-2007 01-Jan-2007 TN 90.00 119,154.00 1B 0123268849 Jul-2007 01-Jan-2007 AZ 90.00 405,000.00 1B 0123269425 Aug-2007 01-Jan-2007 AZ 80.00 352,000.00 1B 0123270977 Aug-2007 01-Jan-2007 GA 85.00 173,400.00 1B 0123271124 Sep-2007 01-Dec-2006 CA 80.00 360,000.00 1B 0123271389 Jul-2007 01-Jan-2007 CA 95.00 ~~280~~375,250.00 1B ~~0123273617~~0123272031 ~~Mar~~Sep-2007 01-Jan-2007 CA 7266.2487 ~~307~~224,000.00 2A1B ~~0033401076~~0123273062 ~~Jun~~Jul-2007 01-Jan-2007 AZ 85.00 124,950.00 1B 0123273427 Aug-2007 01-Jan-2007 AZ 90.00 175,500.00 1B 0123275299 Sep-2007 01-Dec-2006 MI 85.00 93,500.00 1B 0123277626 Sep-2007 01-Jan-2007 UT 80.00 136,800.00 1B 0123279119 Aug-2007 01-Dec-2006 CA 85.00 361,250.00 1B 0123279739 Sep-2007 01-Jan-2007 MO 80.00 ~~217~~84,~~120~~000.00 1B 0123279929 Jul-2007 01-Dec-2006 IA 100.00 230,000.00 1B 0123282428 Jul-2007 01-Jan-2007 FL 90.00 112,500.00 1B 0123284606 Sep-2007 01-Jan-2007 CA 79.11 375,000.00 2A ~~0121189625~~0122675929 ~~May~~Sep-2007 01-Sep-2006 NY 79.12 360,000.00 2A 0123251688 Sep-2007 01-Jan-2007 CA 90.00 589,500.00 2A 0123262487 Jul-2007 01-Dec-2006 MN 80.00 224,000.00 2A 0123265472 Sep-2007 01-Jan-2007 CA 94.89 650,000.00 2B 0033280975 Aug-2007 01-Dec-2006 CA 80.00 300,000.00 2B 0033301870 Aug-2007 01-Dec-2006 FL 80.00 138,400.00 2B 0033302092 Aug-2007 01-Dec-2006 HI 52.34 335,000.00 2B 0033497041 Sep-2007 01-Dec-2006 TX 80.00 ~~202~~193,818.00 2B 0037250875 Sep-2007 01-Feb-2007 CA 79.90 640,000.00 2B 0039241617 Jun-2007 01-Nov-2006 FL 80.00 125,939.00 2B 0039433347 Sep-2007 01-Dec-2006 FL 80.00 212,800.00 2B 0039468608 Aug-2007 01-Jan-2007 FL 80.00 322,400.00 2B ~~0123268088~~0039729207 Sep-2007 01-Jan-2007 CO 80.00 276,327.00 2B 0039731294 Aug-2007 01-Jan-2007 NV 80.00 540,000.00 2B 0039859657 Sep-2007 01-Feb-2007 NY 80.00 406,400.00 2B 0123239410 Sep-2007 01-Jan-2007 CA 90.00 589,500.00 2B 0123239790 Jun-2007 01-Dec-2006 TNCA 80.00 584,000.00 2B 0123240137 Jun-2007 01-Jan-2007 CA 80.00 302,320.00 2B 0123241036 Jul-2007 01-Jan-2007 MD 77.59 360,000.00 2B 0123241820 Sep-2007 01-Jan-2007 MD 95.00 451,250.00 2B 0123243099 Sep-2007 01-Jan-2007 IL 80.00 500,000.00 2B 0123246795 Jul-2007 01-Jan-2007 CA 80.00 199,200.00 2B 0123247215 Sep-2007 01-Dec-2006 CA 80.00 480,000.00 2B 0123248155 Sep-2007 01-Dec-2006 NJ 100.00 149,900.00 2B 0123249161 Jun-2007 01-Dec-2006 CA 80.00 488,000.00 2B 0123249211 Jul-2007 01-Dec-2006 CA 80.00 389,560.00 2B 0123249518 Sep-2007 01-Jan-2007 CA 90.00 529,200.00 2B 0123249724 Jun-2007 01-Dec-2006 CA 95.00 261,250.00 2B 0123250078 Sep-2007 01-Jan-2007 CA 88.54 425,000.00 2B 0123250821 Aug-2007 01-Jan-2007 CA 89.91 472,500.00 2B 0123251340 Aug-2007 01-Jan-2007 CA 80.00 244,000.00 2B 0123251662 Jul-2007 01-Jan-2007 CA 90.00 553,500.00 2B 0123251746 Aug-2007 01-Jan-2007 CA 80.00 308,000.00 2B 0123251779 Sep-2007 01-Jan-2007 CA 95.00 517,750.00 2B 0123252264 Jun-2007 01-Jan-2007 CA 80.00 216,000.00 2B 0123252793 Aug-2007 01-Jan-2007 CO 80.00 176,000.00 2B 0123255986 Sep-2007 01-Jan-2007 HI 90.00 247,500.00 2B 0123256166 Jul-2007 01-Jan-2007 FL 80.00 365,444.00 2B 0123256232 Aug-2007 01-Jan-2007 NV 80.00 572,364.00 2B 0123256794 Sep-2007 01-Jan-2007 FL 80.00 240,000.00 2B 0123256828 Sep-2007 01-Jan-2007 FL 75.00 81121,500.00 2B 0123256836 Jun-2007 01-Jan-2007 NY 90.00 445,500.00 2B 0123257107 Jul-2007 01-Jan-2007 NY 80.00 360,000.00 2B ~~0123277360~~0123257479 ~~May~~Sep-2007 01-Jan-2007 WA 95.00 456,000.00 2B 0123257503 Jul-2007 01-Jan-2007 WA 89.50 750,000.00 2B 0123257826 Jun-2007 01-Jan-2007 OR 80.00 428,000.00 2B 0123257925 Jun-2007 01-Jan-2007 OR 90.00 205,200.00 2B 0123259392 Aug-2007 01-Jan-2007 CA 85.47 500,000.00 2B 0123261091 Aug-2007 01-Jan-2007 FL 100.00 307,500.00 2B 0123262057 Sep-2007 01-Jan-2007 MN 80.00 324,320.00 2B 0123262552 Aug-2007 01-Jan-2007 MN 100.00 395,000.00 2B 0123262594 Sep-2007 01-Jan-2007 MN 80.00 428,000.00 2B 0123264392 Jun-2007 01-Jan-2007 FL 100.00 340,000.00 2B 0123265530 Sep-2007 01-Jan-2007 NJ 85.00 365,500.00 2B 0123265787 Sep-2007 01-Jan-2007 NJ 100.00 299,000.00 2B 0123269136 Aug-2007 01-Dec-2006 AZ 100.00 500,000.00 2B 0123271132 Sep-2007 01-Jan-2007 CA 80.00 246,320.00 2B 0123271900 Sep-2007 01-Jan-2007 CA 100.00 600,000.00 2B 0123272676 Sep-2007 01-Jan-2007 IL 73.33 396,000.00 2B 0123272965 Jun-2007 01-Jan-2007 IL 70.53 186,900.00 2B 0123273344 Jun-2007 01-Jan-2007 AZ 66.16 153,500.00 2B 0123276040 Jun-2007 01-Dec-2006 CA 80.00 424,000.00 2B 0123276214 Jun-2007 01-Jan-2007 CA 80.00 572,000.00 2B 0123276370 Sep-2007 01-Jan-2007 CA 90.00 472,500.00 2B 0123277600 Jul-2007 01-Jan-2007 UT 80.00 263,520.00 2B 0123278640 Sep-2007 01-Jan-2007 CA 94.81 320,000.00 2B 0123278715 Sep-2007 01-Dec-2006 CA 80.00 184,000.00 2B 0123278954 Sep-2007 01-Dec-2006 CA 80.00 219,200.00 2B 0123279309 Aug-2007 01-Jan-2007 CA 100.00 347,000.00 2B 0123279390 Jul-2007 01-Jan-2007 CA 100.00 320,000.00 2B 0123280778 Aug-2007 01-Dec-2006 FL 56.60 120,000.00 2B 0123280950 Sep-2007 01-Jan-2007 FL 95.00 ~~244~~141,~~625~~455.00 2B 0123281388 Aug-2007 01-Jan-2007 FL 85.00 206,550.00 2B 0123282493 Aug-2007 01-Jan-2007 FL 100.00 275,000.00 2B 0123283095 Jul-2007 01-Jan-2007 AZ 90.00 360,000.00 2B 0123284291 Sep-2007 01-Dec-2006 CA 95.00 427,500.00 2B 0123284507 Aug-2007 01-Jan-2007 CA 80.00 519,110.00 2B 0123284747 Jun-2007 01-Jan-2007 CA 80.00 520,000.00 2B 0123284812 Jun-2007 01-Dec-2006 CA 90.00 445,500.00 2B 0123285082 Aug-2007 01-Jan-2007 CA 80.00 536,000.00

~~Bankruptcy~~Foreclosure Loan Detail - All Mortgage Loans in ~~Bankruptcy~~Foreclosure during Current Period (continued) ~~Group~~Current ~~Loan~~Paid Current ~~Paid~~Approximate Loan Actual To Months ~~Current~~Loan ~~Approximate~~Delinquent Group Number ~~Actual~~Balance Date Delinquent ~~Loan~~ Rate ~~Delinquent~~Interest ~~Balance~~1A ~~Interest~~0033513409 69,944.31 01-Mar-2007 4 8.290% 2,722.49 1A ~~0123279192~~0121188544 ~~281~~77,~~569~~326.5453 01-~~May~~Apr-2007 03 711.~~825~~050% 3,~~438~~460.0320 1B1A ~~0122939531~~0121193734 ~~242~~115,~~200~~458.5181 01-Mar-2007 4 9.400% 5,246.20 1A 0121194104 359,245.88 01-Nov-2006 8 6.700% 17,205.61 1A 0121197206 363,928.49 01-Mar-2007 4 9.110% 16,007.80 1A 0122671811 327,427.99 01-Dec-2006 7 6.700% 15,658.92 1A 0122671936 123,280.18 01-Mar-2007 4 11.950% 7,175.49 1A 0122674708 193,205.15 01-Mar-2007 4 8.700% 8,102.05 1A 0122675598 193,263.51 01-Nov-2006 8 10.425% 14,644.09 1A 0123248247 268,026.03 01-Mar-2007 4 7.700% 9,631.~~150~~07 1A 0123248312 122,942.01 01-Apr-2007 3 9.300% 4,503.01 1A 0123268575 76,466.21 01-Feb-2007 5 8.900% 3,744.30 1A 0123275463 107,787.19 01-Apr-2007 3 9.550% 4,060.35 1A 0123275695 98,770.82 01-Apr-2007 3 8.775% 3,401.48 1B 0033474776 212,800.00 01-Feb-2007 5 8.625% 10,~~469~~085.3781 1B ~~0123241184~~0033540840 ~~176~~194,~~818~~435.4712 01-~~May~~Apr-2007 03 9.~~100~~500% 27,~~535~~288.0953 1B ~~0123242828~~0122909815 ~~221~~195,~~807~~000.00 01-Apr-2007 3 10.700% 8,287.50 1B 0123239873 213,214.99 01-Feb-2007 5 9.565% 11,274.62 1B 0123240335 270,750.00 01-Mar-2007 4 9.300% 11,913.00 1B 0123240475 264,000.00 01-Jan-2007 6 7.650% 12,584.00 1B 0123242513 144,981.21 01-Jan-2007 6 10.650% 9,805.84 1B 0123243230 76,859.06 01-Apr-2007 3 9.900% 3,007.49 1B 0123243586 88,043.64 01-Apr-2007 3 10.050% 3,500.20 1B 0123243891 314,858.78 01-Feb-2007 5 8.850% 15,325.69 1B 0123244196 305,364.06 01-Mar-2007 4 7.875% 11,240.32 1B 0123244311 204,000.00 01-Jan-2007 6 8.700% 11,152.00 1B 0123244485 86,311.98 01-Apr-2007 03 9.700% 3,307.51 1B 0123244618 285,000.00 01-Mar-2007 4 8.625% 11,578.14 1B 0123244642 301,584.83 01-Jan-2007 6 8.990% 17,036.24 1B 0123245557 234,237.13 01-Apr-2007 3 6.950% 6,~~137~~290.6907 1B ~~0123248999~~0123246902 ~~127~~233,~~873~~790.2884 01-Apr-2007 03 9.850% 9,104.93 1B 0123246944 397,800.00 01-Jan-2007 6 9.450% 23,735.44 1B 0123247595 165,000.00 01-Apr-2007 3 7.~~600~~200% 14,~~374~~606.25 1B 0123248395 188,000.00 01-Mar-2007 4 6.850% 5,969.04 1B 0123248684 123,925.25 01-Apr-2007 3 10.200% 5,007.08 1B 0123248940 162,000.00 01-Mar-2007 4 9.450% 6,267.78 1B 0123249369 264,875.88 01-Apr-2007 3 8.700% 9,039.00 1B 0123250946 331,947.34 01-Jan-2007 6 9.990% 20,989.23 1B 0123251092 310,440.51 01-Jan-2007 6 9.365% 18,334.44 1B 0123251910 243,509.64 01-Apr-2007 3 6.850% 6,437.55 1B ~~0123258287~~0123255333 ~~239~~258,~~316~~000.8600 01-Apr-2007 3 8.750% 8,868.75 1B 0123255994 135,629.31 01-Mar-2007 14 8.~~425~~050% 5,118.37 1B 0123258634 130,416.72 01-Mar-2007 4 9.040% 5,~~740~~565.76 1B 0123259178 368,617.44 01-Apr-2007 3 8.325% 12,011.93 1B 0123261232 278,869.70 01-Apr-2007 3 8.875% 9,726.90 1B 0123261596 131,719.91 01-Apr-2007 3 8.400% 4,330.21 1B 0123261711 163,600.37 01-Apr-2007 3 8.525% 5,463.52 1B 0123261729 152,845.66 01-Feb-2007 5 9.400% 7,922.92 1B 0123262180 191,080.07 01-Feb-2007 5 10.000% 9,238.79 1B 0123262446 92,590.64 01-Apr-2007 3 8.900% 3,236.91 1B 0123262578 175,194.87 01-Mar-2007 4 8.750% 7,216.04 1B 0123263519 187,386.73 01-Mar-2007 4 8.550% 7,537.55 1B 0123263576 200,000.00 01-Mar-2007 4 7.150% 6,650.04 1B 0123264186 543,646.15 01-Mar-2007 4 8.975% 23,024.18 1B ~~0123269102~~0123266363 ~~277~~176,~~951~~666.6860 01-~~Jun~~Apr-2007 ~~(1)~~3 6.950% 4,746.08 1B 0123267023 292,783.11 01-Feb-2007 5 9.300% 15,005.52 1B 0123267106 174,952.73 01-Mar-2007 4 11.850% 9,926.26 1B 0123267361 161,414.89 01-Feb-2007 5 8.~~225~~300% 15,~~523~~790.8679 1B ~~0123273617~~0123268526 ~~306~~118,~~424~~911.6274 01-~~May~~Apr-2007 03 9.400% 4,405.03 1B 0123268849 405,000.00 01-Feb-2007 5 9.040% 20,175.75 1B 0123269425 351,193.22 01-Mar-2007 4 7.400% 12,092.57 1B 0123270977 173,131.05 01-Mar-2007 4 9.300% 7,607.65 1B 0123271124 360,000.00 01-Apr-2007 3 7.525% 10,537.50 1B 0123271389 375,081.76 01-Feb-2007 5 8.850% 18,257.03 1B 0123272031 223,543.61 01-Apr-2007 3 5.975% 5,094.29 1B 0123273062 124,829.78 01-Feb-2007 5 9.625% 6,634.73 1B 0123273427 174,869.31 01-Mar-2007 4 7.100% 4,711.64 1B 0123275299 93,234.79 01-Apr-2007 3 8.890% 2,~~371~~975.3074 1B 0123277626 135,502.76 01-Apr-2007 3 8.950% 4,776.34 1B 0123279119 360,998.57 01-Mar-2007 4 9.725% 16,643.57 1B 0123279739 83,847.88 01-Apr-2007 3 9.950% 3,298.42 1B 0123279929 229,708.15 01-Feb-2007 5 10.250% 13,047.53 1B 0123282428 112,499.69 01-Feb-2007 5 8.850% 5,479.74 1B 0123284606 374,825.87 01-Apr-2007 3 11.050% 16,472.77 2A ~~0033401076~~0122675929 ~~216~~357,~~846~~822.7528 01-May-2007 02 98.125% 9,323.36 2A 0123251688 588,956.47 01-Apr-2007 3 6.400% 11,~~117~~528.5132 2A ~~0121189625~~0123262487 ~~201~~223,~~024~~503.13 01-Feb-2007 5 7.550% 9,170.65 2A 0123265472 650,000.00 01-Apr-2007 3 7.050% 17,739.60 2B 0033280975 300,000.00 01-Mar-2007 4 7.750% 10,875.00 2B 0033301870 138,400.00 01-Feb-2007 5 8.000% 6,055.00 2B 0033302092 334,758.40 01-Feb-2007 5 8.625% 15,854.41 2B 0033497041 193,818.00 01-~~May~~Mar-2007 04 8.125% 7,389.30 2B 0037250875 639,914.04 01-Apr-2007 3 7.375% 18,330.90 2B 0039241617 125,854.60 01-Jan-2007 6 8.875% 7,021.23 2B 0039433347 211,979.40 01-Apr-2007 3 7.875% 6,504.57 2B 0039468608 322,400.00 01-Apr-2007 3 8.000% 10,075.00 2B 0039729207 276,243.53 01-Mar-2007 4 7.250% 9,323.22 2B 0039731294 539,836.87 01-Feb-2007 5 7.250% 21,256.98 2B 0039859657 406,400.00 01-Apr-2007 3 8.250% 13,123.35 2B 0123239410 588,959.61 01-Apr-2007 3 8.800% 20,358.61 2B 0123239790 583,553.40 01-Dec-2006 7 7.350% 29,883.81 2B 0123240137 302,320.00 01-Jan-2007 6 8.850% 16,829.12 2B 0123241036 359,707.04 01-Feb-2007 5 6.775% 13,150.40 2B 0123241820 451,250.00 01-Apr-2007 3 8.800% 13,349.50 2B 0123243099 498,895.17 01-Apr-2007 3 9.000% 17,649.11 2B 0123246795 199,200.00 01-Feb-2007 5 9.150% 10,051.30 2B 0123247215 480,000.00 01-Apr-2007 3 7.175% 13,350.00 2B 0123248155 149,810.39 01-Apr-2007 3 10.990% 6,546.36 2B 0123249161 488,000.00 01-Jan-2007 6 7.588% 23,059.68 2B 0123249211 389,443.28 01-Feb-2007 5 8.625% 18,452.30 2B 0123249518 528,754.39 01-Apr-2007 3 6.650% 10,900.87 2B 0123249724 261,198.00 01-Jan-2007 6 8.625% 12,054.34 2B 0123250078 424,817.72 01-Apr-2007 3 8.450% 14,068.98 2B 0123250821 472,171.50 01-Mar-2007 4 8.750% 19,465.51 2B 0123251340 243,811.81 01-May-2007 2 7.500% 5,~~882~~687.2258 2B ~~0123268088~~0123251662 80553,~~651~~500.00 01-Jan-2007 6 8.450% 29,335.44 2B 0123251746 308,000.00 01-Mar-2007 4 7.725% 11,126.52 2B 0123251779 517,750.00 01-Apr-2007 03 6.825% 13,644.85 2B 0123252264 216,000.00 01-Jan-2007 6 8.~~740~~925% 112,~~107~~132.00 2B 0123252793 175,955.46 01-Feb-2007 5 8.000% 7,688.69 2B 0123255986 247,424.41 01-Apr-2007 3 9.325% 9,096.56 2B 0123256166 364,971.53 01-Feb-2007 5 8.200% 16,360.79 2B 0123256232 571,973.90 01-Mar-2007 4 7.750% 20,726.58 2B 0123256794 239,759.75 01-Apr-2007 3 8.500% 7,987.90 2B 0123256828 121,402.49 01-Apr-2007 3 9.250% 4,424.33 2B 0123256836 445,218.81 01-Jan-2007 6 8.300% 21,206.74 2B ~~0123277360~~0123257107 ~~244~~359,~~494~~910.62 01-Feb-2007 5 8.050% 15,845.03 2B 0123257479 455,533.43 01-Apr-2007 3 8.425% 15,034.18 2B 0123257503 750,000.00 01-Feb-2007 5 7.800% 31,937.50 2B 0123257826 427,784.99 01-Jan-2007 6 9.400% 25,336.19 2B 0123257925 205,164.19 01-Jan-2007 6 9.675% 12,541.37 2B 0123259392 499,932.98 01-Mar-2007 4 7.300% 16,997.70 2B 0123261091 307,500.00 01-Mar-2007 4 10.200% 14,913.72 2B 0123262057 324,320.00 01-Jan-2007 6 7.650% 15,459.28 2B 0123262552 394,949.96 01-Mar-2007 4 10.800% 20,337.71 2B 0123262594 426,839.71 01-Apr-2007 3 8.000% 13,320.18 2B 0123264392 340,000.00 01-Jan-2007 6 8.950% 19,153.28 2B 0123265530 365,134.13 01-Apr-2007 3 8.500% 12,164.89 2B 0123265787 298,807.96 01-Feb-2007 5 11.500% 19,154.47 2B 0123269136 500,000.00 01-Mar-2007 4 9.~~100~~800% 23,250.00 2B 0123271132 246,320.00 01-Apr-2007 3 6.850% 6,517.25 2B 0123271900 600,000.00 01-Apr-2007 3 7.700% 18,000.00 2B 0123272676 395,442.66 01-Apr-2007 3 8.550% 13,~~751~~257.5200 2B 0123272965 186,692.82 01-Apr-2007 3 8.150% 5,947.46 2B 0123273344 153,367.84 01-Jan-2007 6 6.750% 6,370.71 2B 0123276040 423,999.98 01-Jan-2007 6 8.275% 21,977.28 2B 0123276214 572,000.00 01-Jan-2007 6 6.990% 24,748.56 2B 0123276370 471,933.13 01-Apr-2007 3 7.875% 14,493.19 2B 0123277600 263,069.37 01-Feb-2007 5 6.800% 9,642.50 2B 0123278640 320,000.00 01-Mar-2007 4 9.950% 15,120.00 2B 0123278715 184,000.00 01-Apr-2007 3 6.650% 4,715.00 2B 0123278954 218,777.54 01-Apr-2007 3 7.000% 5,920.54 2B 0123279309 347,000.00 01-Mar-2007 4 11.800% 19,605.54 2B 0123279390 319,978.04 01-Feb-2007 5 11.300% 20,156.48 2B 0123280778 119,689.14 01-Mar-2007 4 8.225% 4,615.29 2B 0123280950 141,423.82 01-Apr-2007 3 10.150% 5,685.77 2B 0123281388 206,175.80 01-Mar-2007 4 8.550% 8,285.72 2B 0123282493 274,845.86 01-Mar-2007 4 9.475% 12,327.79 2B 0123283095 360,000.00 01-Feb-2007 5 7.750% 15,225.00 2B 0123284291 426,970.20 01-Apr-2007 3 8.550% 12,180.23 2B 0123284507 519,110.00 01-Mar-2007 4 7.325% 17,714.58 2B 0123284747 520,000.00 01-Jan-2007 6 7.175% 23,140.00 2B 0123284812 444,896.62 01-Apr-2007 3 8.240% 14,339.92 2B 0123285082 536,000.00 01-Mar-2007 4 7.575% 18,961.02

Bankruptcy Detail - All Mortgage Loans in Bankruptcy during Current Period

~~Realized~~Summary ~~Loss~~12 ~~Detail~~Month ~~Report~~Bankruptcy -History* New Bankruptcy Loans ~~with~~Month ~~Losses~~Bankruptcy ~~during~~Percentage Loans in Bankruptcy 8 Oct-06 0.000% Original Principal Balance 2,206,770.00 Nov-06 0.000% Current ~~Period~~Actual ~~Summary~~Balance #2,203,833.60 ~~Loans~~Dec-06 ~~Prior~~0.000% ~~Realized~~Jan-07 0.000% Current ~~with~~Bankruptcy ~~Actual~~Total ~~Loss/(Gain)~~Feb-07 ~~Loss~~0.000% ~~Group~~Loans ~~Losses~~in Bankruptcy 17 Mar-07 0.042% Original Principal Balance ~~Amount~~4,314,045.00 ~~Percentage~~Apr-07 1A0.053% Current Actual Balance 4,305,938.62 May-07 0.093% Jun-07 0.233% Jul-07 0.308% Aug-07 0.252% Sep-07 0.394% *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. 1A 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 Oct-06 0.000% Original Principal Balance 369,000.00 Nov-06 0.000% Current Actual Balance 367,666.56 Dec-06 0.000% Jan-07 0.000% Current Bankruptcy Total Feb-07 0.000% Loans in Bankruptcy 3 Mar-07 0.000% Original Principal Balance 651,000.00 Apr-07 0.000% Current Actual Balance 648,971.04 May-07 0.000% Jun-07 0.170% Jul-07 0.392% Aug-07 0.174% Sep-07 0.404% *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. 1B 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 3 Oct-06 0.000% Original Principal Balance 597,250.00 Nov-06 0.000% Current Actual Balance 595,988.47 Dec-06 0.000% Jan-07 0.000% Current Bankruptcy Total Feb-07 0.000% Loans in Bankruptcy 7 Mar-07 0.110% Original Principal Balance 1,747,000.00 Apr-07 0.140% Current Actual Balance 1,744,439.45 May-07 0.141% Jun-07 0.374% Jul-07 0.379% Aug-07 0.306% Sep-07 0.420% *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. 2A 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 1 Oct-06 0.000% Original Principal Balance 145,520.00 Nov-06 0.000% 2ACurrent Actual Balance 145,178.57 Dec-06 0.000% Jan-07 0.00000% Current Bankruptcy Total Feb-07 0.000% Loans in Bankruptcy 3 Mar-07 0.000% Original Principal Balance 495,420.00 Apr-07 0.000% 2BCurrent Actual Balance 492,514.34 May-07 0.132% Jun-07 0.278% Jul-07 0.281% Aug-07 0.383% Sep-07 0.336% *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. 2B 12 Month Bankruptcy History* New Bankruptcy Loans Month Bankruptcy Percentage Loans in Bankruptcy 2 Oct-06 0.000% Original Principal Balance 1,095,000.00 Nov-06 0.000% Current Actual Balance 1,095,000.00 Dec-06 0.000% ~~Total~~Jan-07 0.000% Current Bankruptcy Total Feb-07 0.00000% Loans in Bankruptcy 4 Mar-07 0.000% Original Principal Balance 1,420,625.00 Apr-07 0.000% Current Actual Balance 1,420,013.79 May-07 0.063% Jun-07 0.085% Jul-07 0.204% Aug-07 0.173% Sep-07 0.382% *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~~Bankruptcy ~~Loss Loan~~ Detail ~~Report~~ - All Mortgage Loans ~~With~~in ~~Losses~~Bankruptcy during Current Period ~~Original~~Group ~~Current~~Loan Month Loan ~~Principal~~First ~~Note~~State LTV at Original ~~Group~~ Number Entered Payment Origination Principal Bankruptcy Date Balance ~~Rate~~1A ~~State~~0122675549 ~~Origination~~Sep-2007 ~~Term~~01-Oct-2006 NoNH ~~Losses~~90.00 ~~this~~288,000.00 ~~Period~~1A 0123246688 Sep-2007 01-Jan-2007 OH 40.52 81,000.00 1A 0123279192 Jun-2007 01-Jan-2007 CA 71.85 282,000.00 1B 0122939531 Sep-2007 01-Dec-2006 MD 85.00 242,250.00 1B 0123243875 Sep-2007 01-Jan-2007 IL 85.00 238,000.00 1B 0123257933 Jul-2007 01-Jan-2007 OR 95.00 323,000.00 1B 0123258287 Jun-2007 01-Jan-2007 NV 88.70 239,500.00 1B 0123268138 Sep-2007 01-Jan-2007 OH 90.00 117,000.00 1B 0123269102 Jun-2007 01-Dec-2006 AZ 95.00 280,250.00 1B 0123273617 Mar-2007 01-Jan-2007 CA 72.24 307,000.00 2A 0121189534 Sep-2007 01-Jul-2006 TX 80.00 145,520.00 2A 0121189625 May-2007 01-Jul-2006 TX 80.00 202,400.00 2A 0121192520 Aug-2007 01-Jul-2006 CO 100.00 147,500.00 2B 0123244097 Sep-2007 01-Dec-2006 CA 90.00 549,000.00 2B 0123253502 Sep-2007 01-Jan-2007 MI 89.80 546,000.00 2B 0123268088 Jun-2007 01-Dec-2006 TN 75.00 81,000.00 2B 0123277360 May-2007 01-Jan-2007 UT 95.00 244,625.00

~~Realized~~Bankruptcy ~~Loss Loan~~ Detail ~~Report~~ - All Mortgage Loans ~~With~~in ~~Losses~~Bankruptcy during Current Period (continued) ~~Prior~~Group ~~Cumulative~~ Loan ~~Actual~~Current ~~Realized~~Paid ~~Realized~~To ~~Group~~Months Current Approximate Number Actual Date Delinquent Loan Rate Delinquent Balance ~~Loss/~~Interest 1A 0122675549 287,105.53 01-Mar-2007 4 9.350% 11,253.70 1A 0123246688 80,561.03 01-Aug-2007 0 8.800% 1,115.60 1A 0123279192 281,304.48 01-Aug-2007 0 7.825% 3,434.80 1B 0122939531 242,200.51 01-Dec-2006 7 9.150% 15,699.22 1B 0123243875 237,444.27 01-Apr-2007 3 8.750% 8,152.37 1B 0123257933 323,000.00 01-Sep-2007 (~~Gain~~1) ~~Loss/~~7.990% 2,016.06 1B 0123258287 239,129.83 01-Jun-2007 1 8.425% 4,736.51 1B 0123268138 116,343.69 01-Sep-2007 (~~Gain~~1) No8.500% ~~Losses~~776.12 ~~this~~1B ~~Period~~0123269102 280,250.00 01-Aug-2007 0 8.225% 3,047.72 1B 0123273617 306,071.15 01-Aug-2007 0 7.100% 3,367.43 2A 0121189534 145,178.57 01-Nov-2006 8 9.800% 10,317.95 2A 0121189625 200,777.34 01-Jul-2007 0 8.900% 2,876.92 2A 0121192520 146,558.43 01-Jun-2007 1 9.450% 3,350.67 2B 0123244097 549,000.00 01-May-2007 2 6.750% 11,437.52 2B 0123253502 546,000.00 01-Apr-2007 3 7.800% 16,607.50 2B 0123268088 80,651.52 01-Apr-2007 3 8.740% 2,767.90 2B 0123277360 244,362.27 01-Feb-2007 5 9.100% 12,238.59

Realized Loss Detail Report - ~~Collateral~~Loans ~~Summary~~with -Losses Noduring ~~Realized~~Current ~~Loss~~Period ~~Information~~Summary to# ~~report~~Loans ~~this~~Prior ~~period.~~Realized 1ACurrent -with NoActual ~~Realized~~ Loss/(Gain) ~~Information to report this period. 1B - No Realized~~ Loss ~~Information~~Group toLosses ~~report~~Balance ~~this~~Amount ~~period.~~Percentage 2A1A -3 ~~No Realized Loss Information to report this period~~116,961.88 ~~2B - No Realized Loss Information to report this period~~122,511.75 ~~Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Scheduled Balance of Liquidated Loans)/ sum(Beg Scheduled Balance)~~0.076% ~~Conditional~~1B ~~Default~~0 Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR / (WAS * 0.~~02)~~00 ~~else if WAS is greater than 30 and less than or equal to 60 then CDR /~~ 0.600 ~~else if WAS is greater than 60 and less than or equal to 120 then CDR / (~~0.6000% -2A ~~((WAS~~5 -363,433.21 ~~60)~~381,913.50 * 0.~~0095))~~261% ~~else~~2B if2 ~~WAS~~95,979.43 is20,824.53 ~~greater than 120 then CDR /~~ 0.03006% ~~Cumulative~~Total ~~Loss~~10 ~~Severity:~~576,374.52 ~~Sum~~525,249.78 ~~(Realized Losses) / Sum (Ending Actual Balance for loans that have experienced a loss)~~0.048%

~~Prepayment~~Realized Loss Loan Detail Report - ~~Prepayments~~Loans With Losses during Current Period ~~Summary~~Original ~~Loans~~Current ~~Paid~~Loan InPrincipal ~~Full~~Note ~~Repurchased~~LTV ~~Loans~~at Original ~~Current~~Group ~~Original~~Number ~~Current~~Balance ~~Principal~~Rate ~~Scheduled~~State ~~Principal~~Origination ~~Scheduled~~Term ~~Group~~1A ~~Count~~0123240483 ~~Balance~~66,000.00 ~~Balance~~11.100% ~~Count~~CA ~~Balance~~20.00 ~~Balance~~180 1A 120123244329 251,~~283,023~~000.5000 ~~2,273,872~~11.25850% 0CA 020.00 ~~0.00~~180 1B1A 310123245599 6295,~~549,615~~000.00 ~~6,540,563~~8.77550% 0AK 0100.00 ~~0.00~~360 2A 70123240152 175,~~417,321~~580.00 ~~1,408,945~~12.49050% 1CA 8020.00 180 2A 0123249179 122,000.00 10.375% CA 20.00 180 2A 0123249674 80,000.00 2B11.450% 18DC ~~3,251,732~~20.00 ~~3,245,919.87~~180 02A 00123260143 102,000.00 011.600% CA 20.00 ~~Total~~180 682A 130123276057 106,~~501,691~~000.5000 ~~13,469,301~~11.38975% 1CA 8020.00 180 2B 0123245417 96,000.00 808.990% VA 73.85 360 2B 0123257537 136,000.00 6.200% WA 79.53 360

~~Prepayment~~Realized Loss Loan Detail Report - ~~Prepayments~~Loans With Losses during Current Period (continued) ~~Summary~~Prior ~~Substitution~~Cumulative ~~Loans~~Loan ~~Liquidated~~Actual ~~Loans~~Realized ~~Curtailments~~Realized ~~Original Current Original Current Principal Scheduled Principal Scheduled Curtailment~~ Group ~~Count~~Number Balance ~~Balance~~Loss/(Gain) ~~Count~~Loss/(Gain) ~~Balance Balance Amount~~ 1A 00123240483 065,976.0097 068,989.0038 068,989.38 01A 0123244329 50,984.0091 053,487.0037 453,~~816~~487.4237 1B1A 00123245599 0.00 035.00 057,780.03 02A 0123240152 75,558.0061 079,277.0076 1279,~~926~~277.1576 2A 00123249179 0.00 01,138.0079 0128,131.98 02A 0123249674 79,967.0079 083,613.0092 683,~~255~~613.2092 2B2A 00123260143 0101,968.0011 0106,781.0064 0106,781.64 02A 0123276057 105,938.0070 0111,101.0039 14111,~~156~~101.7539 ~~Total~~2B 00123245417 095,979.0043 020,762.0053 020,762.53 2B 0123257537 0.00 062.00 382,~~154~~751.5215

Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 1A 0121190730 MA 90.00 01-Aug-2006 301,500.00 300,624.19 1A 0121196620 CA 85.00 01-Jul-2006 399,500.00 397,812.28 1A 0121197636 MD 95.00 01-Jul-2006 147,250.00 146,378.78 1A 0122671118 TX 78.18 01-Oct-2006 86,000.00 85,740.15 1A 0122674724 FL 54.95 01-Oct-2006 150,013.50 149,072.28 1A 0122675267 CA 61.88 01-Sep-2006 250,000.00 248,715.18 1A 0123242489 CA 48.00 01-Jan-2007 240,000.00 239,027.35 1A 0123244121 CA 47.06 01-Jan-2007 120,000.00 119,502.50 1A 0123266736 NJ 20.00 01-Jan-2007 29,000.00 28,947.20 1A 0123272684 IL 64.60 01-Jan-2007 215,760.00 214,625.47 1A 0123277279 UT 20.00 01-Jan-2007 77,000.00 76,831.07 1A 0123278202 CA 68.46 01-Dec-2006 267,000.00 265,363.40 1B 0123240715 DC 90.00 01-Jan-2007 174,600.00 173,867.06 1B 0123241655 MD 81.60 01-Jan-2007 204,000.00 203,508.52 1B 0123242133 CA 85.00 01-Jan-2007 106,250.00 106,124.91 1B 0123242380 CA 64.52 01-Jan-2007 220,000.00 219,676.84 1B 0123243073 IL 90.00 01-Jan-2007 85,500.00 85,109.39 1B 0123243818 IL 90.00 01-Jan-2007 217,800.00 217,287.71 1B 0123245730 NM 85.00 01-Dec-2006 121,550.00 121,377.33 1B 0123246191 CO 90.00 01-Jan-2007 204,300.00 203,991.01 1B 0123246282 AK 75.00 01-Jan-2007 232,500.00 232,317.93 1B 0123246852 CA 24.14 01-Jan-2007 70,000.00 69,999.59 1B 0123247025 CA 67.37 01-Dec-2006 320,000.00 320,000.00 1B 0123247769 NJ 70.00 01-Dec-2006 178,500.00 177,934.71 1B 0123254070 IL 80.00 01-Dec-2006 162,180.00 162,126.05 1B 0123254187 IL 90.00 01-Jan-2007 270,000.00 269,252.61 1B 0123257214 WA 89.08 01-Dec-2006 197,750.00 196,940.07 1B 0123259913 CA 69.41 01-Jan-2007 409,500.00 409,240.67 1B 0123261471 WI 56.82 01-Jan-2007 87,500.00 87,281.23 1B 0123262131 MN 80.00 01-Jan-2007 152,800.00 152,411.37 1B 0123265993 NJ 85.00 01-Jan-2007 79,475.00 79,129.51 1B 0123266538 NJ 80.00 01-Jan-2007 224,000.00 223,171.23 1B 0123266728 NJ 80.00 01-Jan-2007 116,000.00 116,000.00 1B 0123272205 CA 48.25 01-Jan-2007 275,000.00 274,596.06 1B 0123272791 IL 95.00 01-Jan-2007 304,000.00 303,483.76 1B 0123273674 CA 90.00 01-Dec-2006 247,410.00 247,098.05 1B 0123273765 CA 48.94 01-Jan-2007 230,000.00 229,183.05 1B 0123277261 UT 80.00 01-Jan-2007 308,000.00 308,000.00 1B 0123278301 CA 66.67 01-Dec-2006 260,000.00 259,999.68 1B 0123279036 CA 70.00 01-Dec-2006 308,000.00 307,470.32 1B 0123282410 FL 100.00 01-Jan-2007 156,000.00 155,902.70 1B 0123283590 MD 80.00 01-Jan-2007 272,000.00 271,534.74 1B 0123284424 CA 52.99 01-Jan-2007 355,000.00 354,831.97 2A 0033418955 MD 80.00 01-Jan-2007 80,000.00 80,000.00 2A 0121190243 NJ 80.00 01-Jul-2006 308,000.00 305,716.89 2A 0121192124 CA 55.87 01-Jul-2006 500,000.00 494,411.36 2A 0123248502 MD 73.25 01-Dec-2006 293,000.00 292,462.06 2A 0123249880 MD 79.46 01-Jan-2007 147,000.00 146,677.55 2A 0123264210 CA 20.00 01-Jan-2007 100,000.00 99,734.58 2A 0123270092 PA 65.00 01-Jan-2007 32,500.00 32,418.17 2A 0123277030 UT 20.00 01-Jan-2007 36,821.00 36,736.19 2B 0033554817 AZ 51.75 01-Jan-2007 118,000.00 117,813.37 2B 0039012182 MD 66.02 01-Nov-2006 84,500.00 84,023.91 2B 0039140512 FL 77.08 01-Nov-2006 185,000.00 184,481.76 2B 0039284765 UT 80.00 01-Dec-2006 209,600.00 209,600.00 2B 0123243511 IL 85.00 01-Dec-2006 92,650.00 92,124.48 2B 0123244451 AZ 66.51 01-Dec-2006 143,000.00 142,771.45 2B 0123244808 CA 95.00 01-Dec-2006 341,382.00 341,248.76 2B 0123244972 NM 75.00 01-Dec-2006 111,750.00 111,548.20 2B 0123247645 PA 50.23 01-Dec-2006 110,000.00 109,370.05 2B 0123251670 CA 100.00 01-Jan-2007 207,000.00 207,000.00 2B 0123252884 NV 66.07 01-Jan-2007 185,000.00 184,179.66 2B 0123254948 CT 75.00 01-Dec-2006 120,000.00 119,879.30 2B 0123262818 WI 75.00 01-Jan-2007 116,250.00 115,998.56 2B 0123264145 HI 55.69 01-Jan-2007 362,000.00 361,541.00 2B 0123264202 CA 80.00 01-Jan-2007 400,000.00 399,158.85 2B 0123265837 GA 80.00 01-Jan-2007 144,000.00 143,518.41 2B 0123266892 NJ 60.00 01-Jan-2007 204,000.00 203,561.88 2B 0123283889 MD 61.25 01-Jan-2007 117,600.00 117,032.85

Prepayment ~~Loan~~ Detail - Prepayments during Current Period ~~(continued)~~Summary ~~Current~~Loans ~~Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 1A 0121190730 Loan~~ Paid inIn Full 0Repurchased ~~8.400%~~Loans ~~360~~Original 10Current 1AOriginal ~~0121196620~~Current ~~Loan~~Principal ~~Paid~~Scheduled inPrincipal ~~Full~~Scheduled 0Group ~~7.400%~~Count ~~360~~Balance 11Balance 1ACount ~~0121197636~~Balance ~~Loan~~Balance ~~Paid in Full 0 9.700% 360 11~~ 1A ~~0122671118 Loan Paid in Full 0 11.450% 360 8 1A 0122674724 Loan Paid in Full 0~~ 9~~.400%~~ ~~360 8 1A 0122675267 Loan Paid in Full 0 10.200% 360 9 1A 0123242489 Loan Paid in Full (~~1) 8.050% 360 5 1A 0123244121 Loan Paid in Full 0 8.900% 360 5 1A 0123266736 Loan Paid in Full 0 11.850% 180 5 1A 0123272684 Loan Paid in Full 0 6.775% 360 5 1A 0123277279 Loan Paid in Full 0 10.990% 180 5 1A 0123278202 Loan Paid in Full 0 6.750% 360 6 1B 0123240715 Loan Paid in Full 0 7.875% 360 5 1B 0123241655 Loan Paid in Full 0 7.175% 360 5 1B 0123242133 Loan Paid in Full 0 9.350% 360 5 1B 0123242380 Loan Paid in Full 0 8.,304,600~~% 360 5 1B 0123243073 Loan Paid in Full 0 7~~.~~450%~~00 ~~360 5 1B 0123243818 Loan Paid in Full 0 6.950% 360 5 1B 0123245730 Loan Paid in Full 0 9.250% 360 6 1B 0123246191 Loan Paid in Full 0 8.500% 360 5 1B 0123246282 Loan Paid in Full~~ 1 10,298,036.~~700%~~36 ~~360 5 1B 0123246852 Loan Paid in Full (1) 7.250% 360 5 1B 0123247025 Loan Paid in Full~~ 0 ~~6.750% 360 6 1B 0123247769 Loan Paid in Full~~ 0 10.~~013%~~00 ~~360 6 1B 0123254070 Loan Paid in Full (1) 10.550% 360 6 1B 0123254187 Loan Paid in Full~~ 0 9.~~900%~~00 ~~360 5~~ 1B ~~0123257214 Loan Paid in Full 1 8.775% 360 6 1B 0123259913 Loan Paid in Full 0 7.990% 360 5 1B 0123261471 Loan Paid in Full 0~~ 10~~.390%~~ ~~360 5 1B 0123262131 Loan Paid in Full 0 10.300% 360 5 1B 0123265993 Loan Paid in Full 0 7.700% 360 5 1B 0123266538 Loan Paid in Full (~~1~~) 8~~,671,850.~~500%~~00 360 5 1B 0123266728 Loan Paid in Full 0 7.975% 360 5 1B 0123272205 Loan Paid in Full 0 8.600% 360 5 1B 0123272791 Loan Paid in Full 0 8.100% 360 5 1B 0123273674 Loan Paid in Full 0 9.650% 360 6 1B 0123273765 Loan Paid in Full 0 8.700% 360 5 1B 0123277261 Loan Paid in Full 0 9.100% 360 5 1B 0123278301 Loan Paid in Full 0 7.250% 360 6 1B 0123279036 Loan Paid in Full 0 8.600% 360 6 1B 0123282410 Loan Paid in Full 0 8.550% 360 5 1B 0123283590 Loan Paid in Full 0 8.075% 360 5 1B 0123284424 Loan Paid in Full 0 9.500% 360 5 2A 0033418955 Repurchase (1~~) 9~~,666,517.~~125%~~98 ~~360 5 2A 0121190243 Loan Paid in Full~~ 0 ~~7.930% 360 11 2A 0121192124 Loan Paid in Full~~ 0 6.~~500%~~00 ~~360 11 2A 0123248502 Loan Paid in Full~~ 0 8.~~375%~~00 ~~360 6~~ 2A ~~0123249880~~3 ~~Loan Paid in Full 0 7~~404,780.~~200%~~00 ~~360 5 2A 0123264210 Loan Paid in Full 0 10~~401,786.~~100%~~82 ~~180 5 2A 0123270092 Loan Paid in Full~~ 0 ~~10.350% 360 5 2A 0123277030 Loan Paid in Full~~ 0 11.~~500%~~00 ~~180 5 2B 0033554817 Loan Paid in Full~~ 0 8.~~400%~~00 ~~360 5~~ 2B ~~0039012182~~11 ~~Loan Paid in Full 0 7~~2,599,725.~~875%~~00 ~~360 7 2B 0039140512 Loan Paid in Full 0 7~~2,594,014.~~375%~~17 360 7 2B 0039284765 Loan Paid in Full 3 7.625% 360 6 2B 0123243511 Loan Paid in Full 0 8.050% 360 6 2B 0123244451 Loan Paid in Full 0 8.850% 360 6 2B 0123244808 Loan Paid in Full 0 10.150% 360 6 2B 0123244972 Loan Paid in Full 0 8.500% 360 6 2B 0123247645 Loan Paid in Full 1 7585,000.~~100%~~00 ~~360 6 2B 0123251670 Loan Paid in Full 0 11~~584,004.~~400%~~66 ~~360~~Total 533 ~~2B 0123252884 Loan Paid in Full 0 7~~5,980,955.~~600%~~00 ~~360~~ 5 ~~2B 0123254948 Loan Paid in Full 0 10~~,960,355.~~400%~~33 ~~360 6 2B 0123262818 Loan Paid in Full 0 7.250% 360 5 2B 0123264145 Loan Paid in Full (~~1) ~~9.100% 360 5 2B 0123264202 Loan Paid in Full 0 7.350% 360 5 2B 0123265837 Loan Paid in Full 0 9.~~585,000~~% 360 5 2B 0123266892 Loan Paid in Full 0 7~~.~~275%~~00 ~~360 5 2B 0123283889 Loan Paid in Full 0 7~~584,004.~~175% 360 5~~66

Prepayment ~~Penalty~~ Detail - ~~Prepayment~~Prepayments ~~Penalty Paid~~ during Current Period ~~Prepayment~~(continued) ~~Prepayment~~ Summary ~~Loan~~Substitution ~~Prior~~Loans ~~Penalty~~Liquidated ~~Penalty~~Loans Curtailments Original Current Original Current Principal Scheduled Principal Scheduled Curtailment Group Count Balance ~~Amount~~Balance ~~Waived~~Count Balance Balance Amount 1A 60 10.00 0.00 2 117,~~420~~000.00 116,~~309~~805.1173 464,~~652~~241.2130 1B 0 0.00 1B0.00 70 ~~1,498,270~~0.1700 410.00 6,~~184~~852.0855 2A 0 0.00 2A0.00 34 ~~627~~363,~~102~~580.8900 18362,~~221~~982.0434 04,789.0060 2B 60 0.00 0.00 1 96,~~336~~000.00 95,~~742~~831.1507 4518,~~069~~778.7320 Total 0 0.00 ~~Total~~0.00 227 4576,~~882,424~~580.3200 ~~151~~575,~~127~~619.0614 034,661.0065

Prepayment ~~Penalty~~ Loan Detail - ~~Prepayment~~Prepayments ~~Penalty Paid~~ during Current Period ~~Paid~~First InOriginal ~~Prepayment Prepayment~~ Loan ~~Full~~LTV ~~Prior~~at ~~Penalty~~Payment ~~Penalty~~Principal Prepayment Group Number State Origination Date Balance Amount ~~Waived~~ 1A ~~0121196620~~0121191027 ~~05/31/2007~~WA ~~397~~50.65 01-Jul-2006 195,~~957~~000.7300 11194,~~768~~082.1420 01A 0121191316 VA 80.00 01-Jul-2006 86,400.00 86,103.89 1A ~~0122674724~~0121193304 ~~05/31/2007~~TX ~~149~~80.00 01-Jul-2006 141,~~154~~600.3600 5140,~~614~~748.7720 01A 0121195515 AR 90.00 01-Aug-2006 130,500.00 129,243.63 1A ~~0122675267~~0122673338 ~~05/31/2007~~FL ~~248~~54.60 01-Oct-2006 105,~~831~~100.0900 10104,~~155~~636.2194 01A 0122675317 CA 35.00 01-Oct-2006 119,000.00 118,178.73 1A ~~0123242489~~0123240483 ~~05/31/~~CA 20.00 01-Jan-2007 ~~239~~66,~~192~~000.1800 765,~~695~~858.4858 01A 0123244246 CA 83.70 01-Jan-2007 190,000.00 188,494.12 1A ~~0123244121~~0123244329 ~~05/31/~~CA 20.00 01-Jan-2007 ~~119~~51,~~572~~000.6000 450,~~256~~907.8217 01A 0123258360 NV 77.58 01-Jan-2007 256,000.00 255,218.63 1A ~~0123278202~~0123270902 ~~05/31/~~PA 85.26 01-Jan-2007 ~~265~~81,~~601~~000.1500 780,~~161~~689.7922 01B 0033323544 TN 100.00 01-Dec-2006 100,000.00 99,408.40 1B ~~0123246191~~0039584354 ~~05/31/~~PA 100.00 01-Jan-2007 ~~204~~200,~~043~~000.4200 6200,~~935~~000.~~30 0.~~00 1B ~~0123246852~~0123240962 ~~05/18/2007~~MD ~~69,999~~80.5900 201-Dec-2006 149,~~030~~600.00 0148,673.0070 1B ~~0123247025~~0123240988 ~~05/29/~~MD 90.00 01-Jan-2007 ~~320~~114,~~000~~300.00 8114,~~640~~096.60 1B 0123247470 CA 65.00 001-Jan-2007 227,500.00 227,007.87 1B ~~0123257214~~0123254351 ~~05/31/~~IL 85.00 01-Jan-2007 ~~197~~174,~~058~~250.3200 ~~840~~173,512.6795 01B 0123257560 WI 80.00 01-Jan-2007 176,000.00 174,869.67 1B ~~0123262131~~0123259384 ~~05/31/~~CA 63.51 01-Jan-2007 ~~152~~235,~~477~~000.5300 2234,~~617~~363.5347 01B 0123262719 MN 84.64 01-Jan-2007 198,900.00 197,830.72 1B ~~0123273674~~0123276867 ~~05/18/~~UT 90.00 01-Jan-2007 ~~247~~96,~~143~~300.6900 996,~~541~~088.5363 02A 0121197933 NC 80.00 1B01-Jul-2006 ~~0123279036~~105,280.00 ~~05/18/2007~~104,313.94 ~~307~~2A 0122671985 VA 70.00 01-Sep-2006 87,~~547~~500.6200 1086,~~579~~999.0559 02A 0122672348 CT 100.00 01-Oct-2006 212,000.00 210,211.35 2A ~~0121192124~~0123240152 ~~05/31/~~CA 20.00 01-Jan-2007 ~~494~~75,~~891~~580.0400 1275,~~849~~448.4639 02A 0123249674 DC 20.00 01-Jan-2007 80,000.00 79,834.45 2A ~~0123264210~~0123260143 ~~05/31/~~CA 20.00 01-Jan-2007 99102,~~779~~000.7500 4101,~~028~~803.8898 02A 0123276057 CA 20.00 2A01-Dec-2006 ~~0123270092~~106,000.00 ~~05/30/~~105,780.02 2B 0039685771 VA 100.00 01-Jan-2007 32585,~~432~~000.1000 1583,~~342~~902.7010 02B 0039794334 KS 42.35 01-Feb-2007 283,750.00 282,443.92 2B ~~0033554817~~0045011103 ~~05/31/~~PA 80.00 01-Feb-2007 ~~117~~264,~~844~~000.5500 3264,~~958~~000.~~39 0.~~00 2B ~~0039140512~~0123241721 ~~05/31/~~MD 79.64 01-Jan-2007 ~~184~~219,~~547~~000.9400 6217,~~810~~313.0478 02B 0123245417 VA 73.85 01-Jan-2007 96,000.00 95,809.23 2B ~~0123244808~~0123249872 ~~05/31/~~NJ 74.77 01-Jan-2007 ~~341~~572,~~268~~000.2800 13572,~~854~~000.3400 02B 0123254906 RI 75.00 01-Dec-2006 217,500.00 216,997.76 2B ~~0123247645~~0123263071 ~~05/31/~~MN 85.00 01-Jan-2007 ~~109~~270,~~461~~725.6400 3270,~~114~~065.5336 02B 0123271728 CA 90.00 01-Jan-2007 198,000.00 197,708.63 2B ~~0123252884~~0123273492 ~~05/21/~~AZ 54.30 01-Jan-2007 ~~184~~82,~~318~~000.5500 581,~~598~~763.1146 02B 0123281289 FL 65.00 01-Jan-2007 243,750.00 243,147.45 2B ~~0123264202~~0123282352 ~~05/31/~~FL 58.14 01-Jan-2007 ~~399~~125,~~301~~000.1900 11124,~~734~~292.3239 02B 0123283533 VA 62.00 01-Jan-2007 124,000.00 123,547.90

~~Summary~~Prepayment ~~SMM~~Loan ~~CPR~~Detail ~~PSA~~- ~~Current~~Prepayments ~~Month~~during ~~1.194%~~ Current ~~Month~~Period ~~13.422%~~(continued) Current ~~Month~~Loan ~~1,178.075%~~PIF 3Months ~~Month~~Loan ~~Average~~Original ~~0.955%~~Group 3Number ~~Month~~Type ~~Average~~Delinquent ~~10.861%~~Rate 3Term ~~Month~~Seasoning ~~Average~~1A ~~1,160.666%~~0121191027 12Loan ~~Month~~Paid ~~Average~~in ~~0.000%~~Full ~~12 Month Average~~ 0~~.000%~~ ~~12 Month Average 0~~11.~~000~~900% ~~CPR:~~360 ~~Current~~14 ~~vs.~~1A ~~12mo~~0121191316 Average*Loan ~~PSA:~~Paid ~~Current~~in ~~vs.~~Full ~~12mo~~0 ~~Average* Month Current 12mo Avg~~8.950% ~~Month~~360 ~~Current~~14 ~~12mo~~1A ~~Avg.~~0121193304 ~~Jul-2006~~Loan ~~N/A~~Paid ~~N/A~~in ~~Jul-2006~~Full ~~N/A~~0 N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 710.~~550~~750% ~~N/A~~360 ~~Feb-2007~~14 ~~2,231.257%~~1A ~~N/A~~0121195515 ~~Mar-2007~~Loan ~~36.194%~~Paid ~~N/A~~in ~~Mar-2007~~Full ~~6,690.605%~~0 ~~N/A Apr-2007 9~~8.~~287~~350% ~~N/A~~360 ~~Apr-2007~~13 ~~1,253.853%~~1A ~~N/A~~0122673338 ~~May-2007~~Loan ~~9.874%~~Paid ~~N/A~~in ~~May-2007~~Full ~~1,050.070%~~5 ~~N/A Jun-2007 13~~11.~~422~~100% ~~N/A~~360 ~~Jun-2007~~11 ~~1,178.075%~~1A ~~N/A~~0122675317 *TheLoan ~~text~~Paid ~~reported~~ in ~~the~~Full ~~above~~0 ~~table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report~~8.950% ~~The~~360 ~~graphically~~11 ~~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.~~ 1A ~~SMM~~0123240483 ~~CPR~~Liquidation ~~PSA~~5 ~~Current Month 1~~11.~~355~~100% ~~Current~~180 ~~Month~~8 ~~15.103%~~1A ~~Current~~0123244246 ~~Month~~Loan ~~1,126.239%~~Paid 3in ~~Month~~Full ~~Average~~ 0~~.890%~~ ~~3 Month Average 10~~6.~~092~~750% 3360 ~~Month~~8 ~~Average~~1A ~~876.728%~~0123244329 12Liquidation ~~Month~~5 ~~Average 0~~11.~~000~~850% 12180 ~~Month~~8 ~~Average~~1A ~~0.000%~~0123258360 12Loan ~~Month~~Paid ~~Average~~in ~~0.000%~~Full ~~CPR:~~1 ~~Current vs~~7. 12mo Average* PSA: Current vs. 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Jul-2006 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 2.377500% ~~N/A~~360 ~~Feb-2007~~8 ~~435.563%~~1A ~~N/A~~0123270902 ~~Mar-2007~~Loan ~~12.343%~~Paid ~~N/A~~in ~~Mar-2007~~Full (1~~,653.664%~~) ~~N/A Apr-2007 9~~6.~~701~~995% ~~N/A~~360 ~~Apr-2007~~8 ~~1,025.935%~~1B ~~N/A~~0033323544 ~~May-2007~~Loan ~~5.470%~~Paid ~~N/A~~in ~~May-2007~~Full ~~478.011%~~0 ~~N/A Jun-2007 15~~8.~~103~~775% ~~N/A~~360 ~~Jun-2007~~9 ~~1,126.239%~~1B ~~N/A~~0039584354 *TheLoan ~~text~~Paid ~~reported~~ in ~~the~~Full ~~above~~0 ~~table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report~~10.375% ~~The~~360 ~~graphically~~8 on1B ~~the~~0123240962 ~~monthly~~Loan ~~bond~~Paid ~~remittance~~in ~~report.~~Full ~~The~~0 ~~monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www~~8.~~ctslink.com. www.ctslink.com. 1B SMM CPR PSA Current Month 1.515~~550% ~~Current~~360 ~~Month~~9 ~~16.742%~~1B ~~Current~~0123240988 ~~Month~~Loan ~~1,595.165%~~Paid 3in ~~Month~~Full ~~Average~~ 0~~.992%~~ ~~3 Month Average 11~~9.~~186~~365% 3360 ~~Month~~8 ~~Average~~1B ~~1,278.844%~~0123247470 12Loan ~~Month~~Paid ~~Average~~in ~~0.000%~~Full ~~12 Month Average~~ 0~~.000%~~ ~~12 Month Average 0~~8.~~000~~700% ~~CPR:~~360 ~~Current~~8 ~~vs.~~1B ~~12mo~~0123254351 Average*Loan ~~PSA:~~Paid ~~Current~~in ~~vs.~~Full ~~12mo~~0 ~~Average* Month Current 12mo Avg~~9.875% ~~Month~~360 ~~Current~~8 ~~12mo~~1B ~~Avg.~~0123257560 ~~Jul-2006~~Loan ~~N/A~~Paid ~~N/A~~in ~~Jul-2006~~Full ~~N/A~~0 N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 47.~~674~~825% ~~N/A~~360 ~~Feb-2007~~8 ~~1,871.290%~~1B ~~N/A~~0123259384 ~~Mar-2007~~Loan ~~37.943%~~Paid ~~N/A~~in ~~Mar-2007~~Full ~~8,431.972%~~0 ~~N/A Apr-2007~~ 7.~~248~~990% ~~N/A~~360 ~~Apr-2007~~8 ~~1,115.189%~~1B ~~N/A~~0123262719 ~~May-2007~~Loan ~~9.568%~~Paid ~~N/A~~in ~~May-2007~~Full ~~1,126.177%~~0 ~~N/A Jun-2007 16~~8.~~742~~775% ~~N/A~~360 ~~Jun-2007~~8 ~~1,595.165%~~1B ~~N/A~~0123276867 *TheLoan ~~text~~Paid ~~reported~~ in ~~the~~Full ~~above~~0 ~~table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report~~8.650% ~~The~~360 ~~graphically~~8 ~~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.~~ 2A ~~SMM~~0121197933 ~~CPR~~Loan ~~PSA~~Paid ~~Current~~in ~~Month~~Full 0 8.~~985~~700% ~~Current~~360 ~~Month~~14 ~~11.197%~~2A ~~Current~~0122671985 ~~Month~~Loan ~~802.176%~~Paid 3in ~~Month~~Full ~~Average~~ 0~~.814%~~ ~~3 Month Average 9~~10.~~331~~375% 3360 ~~Month Average 775.839%~~ 12 ~~Month~~2A ~~Average~~0122672348 ~~0.000%~~Loan 12Paid ~~Month~~in ~~Average~~Full 0~~.000%~~ ~~12 Month Average 0~~7.~~000~~950% ~~CPR:~~360 ~~Current~~11 ~~vs.~~2A ~~12mo~~0123240152 Average*Liquidation ~~PSA:~~5 ~~Current vs~~12.050% ~~12mo~~180 Average*8 ~~Month~~2A ~~Current~~0123249674 ~~12mo~~Liquidation ~~Avg.~~5 ~~Month Current 12mo Avg~~11.450% ~~Jul-2006~~180 N/A N/A Jul-2006 N/A N/A Aug-2006 N/A N/A Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 8~~.807%~~ ~~N/A~~2A ~~Feb-2007~~0123260143 ~~1,469.917%~~Liquidation ~~N/A~~5 ~~Mar-2007 17~~11.~~783~~600% ~~N/A~~180 ~~Mar-2007~~8 ~~2,221.970%~~2A ~~N/A~~0123276057 ~~Apr-2007~~Liquidation ~~7.496%~~5 ~~N/A Apr-2007 749~~11.~~615~~975% ~~N/A~~180 ~~May-2007~~ 9~~.299%~~ ~~N/A~~2B ~~May-2007~~0039685771 ~~775.726%~~Repurchase ~~N/A~~3 ~~Jun-2007 11~~9.~~197~~875% ~~N/A~~360 ~~Jun-2007~~8 ~~802.176%~~2B ~~N/A~~0039794334 *TheLoan ~~text~~Paid ~~reported~~ in ~~the~~Full ~~above~~0 ~~table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report~~8.875% ~~The~~360 ~~graphically~~8 on2B ~~the~~0045011103 ~~monthly~~Loan ~~bond~~Paid ~~remittance~~in ~~report.~~Full ~~The~~0 ~~monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www~~7.~~ctslink.com.~~875% ~~www.ctslink.com.~~360 8 2B ~~SMM~~0123241721 ~~CPR~~Loan ~~PSA~~Paid ~~Current~~in ~~Month~~Full 0~~.845%~~ ~~Current Month 9~~6.~~685~~900% ~~Current~~360 ~~Month~~8 ~~921.564%~~2B 30123245417 ~~Month~~Liquidation ~~Average~~5 08.~~997~~990% 3360 ~~Month~~8 ~~Average~~2B ~~11.325%~~0123249872 3Loan ~~Month~~Paid ~~Average~~in ~~1,402.405%~~Full ~~12 Month Average~~ 0~~.000%~~ ~~12 Month Average 0~~6.~~000~~990% 12360 ~~Month~~8 ~~Average~~2B ~~0.000%~~0123254906 ~~CPR:~~Loan ~~Current~~Paid ~~vs.~~in ~~12mo~~Full Average*0 ~~PSA: Current vs~~8.850% ~~12mo~~360 Average*9 ~~Month~~2B ~~Current~~0123263071 ~~12mo~~Loan ~~Avg.~~Paid ~~Month~~in ~~Current~~Full ~~12mo~~0 ~~Avg~~8.290% ~~Jul-2006~~360 ~~N/A~~8 ~~N/A~~2B ~~Jul-2006~~0123271728 ~~N/A~~Loan ~~N/A~~Paid ~~Aug-2006~~in ~~N/A~~Full ~~N/A~~0 ~~Aug-2006 N/A N/A Sep-2006 N/A N/A Sep-2006 N/A N/A Oct-2006 N/A N/A Oct-2006 N/A N/A Nov-2006 N/A N/A Nov-2006 N/A N/A Dec-2006 N/A N/A Dec-2006 N/A N/A Jan-2007 N/A N/A Jan-2007 N/A N/A Feb-2007 12~~10.~~134~~000% ~~N/A~~360 ~~Feb-2007~~8 ~~4,825.174%~~2B ~~N/A~~0123273492 ~~Mar-2007~~Loan ~~47.816%~~Paid ~~N/A~~in ~~Mar-2007~~Full ~~10,580.081%~~0 ~~N/A Apr-2007 12~~7.~~013~~700% ~~N/A~~360 ~~Apr-2007~~8 ~~1,843.456%~~2B ~~N/A~~0123281289 ~~May-2007~~Loan ~~12.278%~~Paid ~~N/A~~in ~~May-2007~~Full ~~1,442.194%~~0 ~~N/A Jun-2007 9~~8.~~685~~240% ~~N/A~~360 ~~Jun-2007~~8 ~~921.564%~~2B ~~N/A~~0123282352 *TheLoan ~~text~~Paid ~~reported~~ in ~~the~~Full ~~above~~0 ~~table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report~~8.750% ~~The~~360 ~~graphically~~8 on2B ~~the~~0123283533 ~~monthly~~Loan ~~bond~~Paid ~~remittance~~in ~~report.~~Full ~~The~~0 ~~monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www~~7.~~ctslink.com.~~700% ~~www.ctslink.com.~~360 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))8

Prepayment Rates

Repurchases ~~Current~~Due to Breaches Beginning Loan Scheduled Payoff Current Current Number Balance Balance Rate Payment ~~0033418955~~No ~~80,000.00~~Repurchases ~~9.125%~~Due ~~608.33~~to Breaches this Period

~~Breaches~~Repurchases ~~Current~~Due to Other Beginning Loan Scheduled Payoff Current Current Number Balance Balance Rate Payment No0039685771 ~~Breaches~~584,004.66 ~~this~~583,902.10 ~~Period~~9.875% 4,908.43 Totals 584,004.66 583,902.10

Interest Rate Stratification Summary 1A Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 65.000 590 ~~19,709,687~~0.2200 10.~~753~~000 0 0.00 0.000 65.000 65.~~249~~499 620 ~~18,551,654~~0.3200 10.~~650~~000 0 0.00 0.000 65.~~250~~500 65.~~499~~999 ~~177~~ 55 18,~~093~~354,~~830~~722.1871 41.~~901~~679 520 ~~12,240,673~~0.6000 70.~~384~~000 6.~~500~~000 6.~~749~~499 ~~269~~237 8173,~~073~~097,~~024~~789.8889 76.~~212~~687 8251 2112,~~206~~049,~~969~~885.2669 127.~~792~~512 6.~~750~~500 6.999 ~~372~~625 ~~111~~187,~~383~~260,~~050~~276.4833 917.~~908~~131 95169 2342,~~285~~611,~~026~~105.3560 1426.~~046~~563 7.000 7.~~249 242 66,934,648.35 5.954 41 8,916,890.01 5.379 7.250 7.~~499 ~~355~~587 99163,~~863~~803,~~330~~768.8912 814.~~883~~985 5091 1120,~~604~~477,~~708~~953.9565 712.~~000~~765 7.500 7.~~749 376 97,686,810.03 8.690 67 13,854,679.54 8.357 7.750 7.~~999 ~~453~~809 ~~113~~205,~~220~~980,~~266~~235.5790 1018.~~071~~843 59124 1124,~~019~~288,~~551~~095.3511 615.~~647~~141 8.000 8.~~249 291 67,341,507.32 5.990 41 7,529,454.19 4.542 8.250 8.~~499 ~~363~~635 84147,~~860~~944,~~225~~987.2311 713.~~549~~534 4685 815,~~357~~570,~~694~~540.0793 59.~~042~~706 8.500 8.~~749 353 78,113,640.96 6.949 51 8,812,349.29 5.316 8.750 8.~~999 ~~335~~665 66140,~~821~~356,~~387~~865.0752 512.~~944~~840 56103 715,~~239~~422,~~538~~709.0105 49.~~367~~614 9.000 9.~~249~~499 ~~173~~304 3562,~~481~~761,~~161~~092.8979 ~~3.156 32~~ 5~~,235,118~~.43741 ~~3.158~~59 ~~9.250 9.499 146 30~~8,~~294~~460,~~666~~790.3115 25.~~695~~274 ~~29 3,813,787.18 2.301~~ 9.500 9.~~749~~999 ~~130~~246 2447,~~379~~744,~~991~~748.0415 ~~2.169 27~~ 4~~,514,355~~.54368 ~~2.723~~63 9~~.750 9.999 120 24~~,~~310~~509,~~430~~624.7710 ~~2.163 38~~ 5~~,267,083~~.26928 ~~3.177~~ 10.000 10.~~249~~499 68116 915,~~385~~070,~~858~~853.3671 ~~0.835 17~~ 1~~,744,380~~.90379 ~~1.052~~31 ~~10.250 10.499 55 7~~3,~~138~~187,~~661~~499.9095 ~~0.635 14~~ 1~~,448,194~~.08987 ~~0.874~~ 10.500 10.~~749~~999 4178 611,~~707~~279,~~615~~311.0338 ~~0.597 15~~ 1~~,229,357~~.78032 ~~0.742~~29 ~~10.750 10.999 41 5~~2,~~233~~148,~~659~~591.2858 ~~0.466 17~~ 1~~,261,908~~.76339 ~~0.761~~ 11.000 11.~~249 37 4,699,487.36 0.418 10 857,702.33 0.517 11.250 11.~~499 4478 37,~~497~~940,~~711~~161.9818 0.~~311~~726 2230 1,~~274~~958,~~002~~322.1041 01.~~769~~221 11.500 11.~~749~~999 5490 58,~~229~~489,~~237~~739.6784 0.~~465~~777 ~~23 1,573,067.12 0.949 11.750 11.999~~ 42 3,~~917~~264,~~932~~049.2882 ~~0.349 22~~ 2~~,019,353~~.41035 ~~1.218~~ 12.000 12.~~249~~499 2327 12,~~634~~119,~~988~~238.1934 0.~~145~~194 1013 ~~477~~853,~~260~~680.6224 0.~~288~~532 12.~~250 12.499 6 694,265.31 0.062 3 378,073.20 0.228 12.~~500 12.~~749 9 703,692.01 0.063 5 486,732.09 0.294 12.750 12.~~999 211 ~~208~~911,~~913~~870.37 0.~~019~~083 16 ~~128~~615,~~869~~117.3107 0.~~078~~383 >= 13.000 0 0.00 0.000 0 0.00 0.000 Total 4,~~698~~563 1,~~124~~093,~~171~~115,~~336~~661.2534 100.000 ~~925~~896 ~~165~~160,~~776~~417,~~780~~965.7335 100.000

Interest Rate Stratification (continued) 1B 2A Current Number of Outstanding Percentage of Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Loans Scheduled Balance(%) Range(%) Balance($) Balance($) < 65.000 350 ~~8,878,693~~0.1500 20.~~085~~000 10 ~~265,541~~0.9700 0.~~177~~000 65.000 65.~~249~~499 360 ~~10,277,219~~0.1800 20.~~413~~000 0 0.00 0.000 65.~~250~~500 65.~~499~~999 5632 168,~~036~~021,~~437~~194.7136 31.~~766~~932 371 12265,~~858,363~~307.7593 80.~~557~~181 6.~~500~~000 6.~~749~~499 8792 2326,~~004~~141,~~247~~242.3249 56.~~402~~298 5037 1812,~~470~~833,~~573~~430.5616 128.~~292~~764 6.~~750~~500 6.999 ~~125~~209 3052,~~641~~805,~~233~~072.1966 712.~~196~~722 56104 1835,~~648~~744,~~370~~779.4340 1224.410 7.000 7.~~249 103 25,201,561.03 5.918 38 12,183,329.74 8.108 7.250 7.~~499 ~~157~~255 3962,~~357~~922,~~037~~216.7741 915.~~242~~159 4783 1325,~~606~~415,~~745~~559.9266 917.~~055~~356 7.500 7.~~749 157 35,690,965.62 8.382 47 12,274,460.88 8.169 7.750 7.~~999 ~~193~~339 4175,~~838~~052,~~006~~935.0272 918.~~825~~082 5499 1426,~~324~~141,~~400~~967.0992 917.~~533~~852 8.000 8.~~249 136 27,544,785.43 6.469 32 8,684,710.19 5.780 8.250 8.~~499 ~~159~~289 3259,~~936~~447,~~315~~179.6184 714.~~735~~322 4173 918,~~827~~478,~~454~~225.1439 612.~~540~~619 8.500 8.~~749~~999 ~~176~~332 3667,~~867~~563,~~816~~664.~~87 8.658~~ 29 ~~4,562,091~~16.98277 ~~3.036~~61 ~~8.750 8.999 165 32~~10,~~334~~588,~~606~~049.48 7.~~593~~230 ~~35 6,532,863.28 4.348~~ 9.000 9.~~249 89 17,731,665.59 4.164 15 3,244,551.26 2.159 9.250 9.~~499 70151 1330,~~744~~002,~~951~~674.2792 37.228 1024 25,~~614~~640,~~587~~006.7781 13.~~740~~851 9.500 9.~~749~~999 68122 1120,~~123~~835,~~401~~729.4096 25.~~612~~020 1216 12,~~324~~160,~~588~~444.4475 01.~~882~~475 ~~9.750 9.999 55 9,904,836.70 2.326 4 838,243.57 0.558~~ 10.000 10.~~249~~499 2653 36,~~381~~654,~~037~~985.2293 01.~~794 10 905,364.46 0.~~603 ~~10.250~~16 ~~10.499 29 3~~1,~~695~~414,~~548~~453.6695 0.~~868~~966 ~~8 720,867.60 0.480~~ 10.500 10.~~749 11 1,984,267.48 0.466 5 772,395.26 0.514 10.750 10.~~999 819 13,~~346~~328,~~111~~476.4488 0.~~316~~802 914 ~~810,696.84 0.540 11.000 11.249 7~~ 1,~~160~~580,~~789~~351.1634 ~~0.273 15~~ 1~~,283,962~~.90079 ~~0.854~~ 11.~~250~~000 11.499 512 ~~526,776.77 0.124 15~~ 1,~~227~~686,~~564~~639.6510 0.~~817~~406 ~~11.500~~29 ~~11.749~~ 2 ~~278~~,~~968.65 0.066 23 1~~429,~~913,145~~500.8719 1.~~273~~659 11.~~750~~500 11.999 13 ~~174~~453,~~904~~544.0491 0.~~041~~109 1737 12,~~037~~622,~~286~~883.6629 01.~~690~~791 12.000 12.~~249~~499 1 164,~~974~~961.5016 0.~~039~~040 ~~11 717,795.53 0.478~~ 12~~.250~~ ~~12.499 0 0.00 0.000 3 316~~825,~~192~~661.1161 0.~~210~~564 12.500 12.~~749 0 0.00 0.000 4 216,959.92 0.144 12.750 12.~~999 0 0.00 0.000 15 80296,~~044~~753.0630 0.~~053~~203 >= 13.000 0 0.00 0.000 0 0.00 0.000 Total 1,~~957~~909 ~~425~~415,~~827~~080,~~158~~518.2663 100.000 ~~629~~611 ~~150~~146,~~263~~437,~~152~~375.8318 100.000

Interest Rate Stratification (continued) 2B Current Number of Outstanding Percentage of Interest Rate Loans Scheduled Balance(%) Range(%) Balance($) < 65.000 230 ~~10,565,452~~0.1000 20.~~764~~000 65.000 65.~~249~~499 260 ~~8,274,435~~0.1400 20.~~164~~000 65.~~250~~500 65.~~499~~999 3222 1310,~~958~~068,~~355~~220.1242 32.~~651~~712 6.~~500~~000 6.~~749~~499 5057 1822,~~391~~073,~~234~~231.7455 45.~~811~~947 6.~~750~~500 6.999 96143 3856,~~808~~099,~~420~~318.5167 1015.~~151~~114 7.000 7.~~249 60 20,632,867.57 5.397 7.250 7.~~499 ~~101~~158 3554,~~294~~988,~~838~~038.2540 914.~~232~~814 7.500 7.~~749 105 35,866,703.99 9.382 7.750 7.~~999 ~~147~~247 4680,~~038~~497,~~309~~237.1115 1221.~~042~~687 8.000 8.~~249 82 23,582,557.51 6.169 8.250 8.~~499 ~~117~~188 3354,~~738~~449,~~761~~040.4195 814.~~825~~669 8.500 8.~~749 97 27,871,382.82 7.290 8.750 8.~~999 79169 2046,~~714~~782,~~379~~442.3070 512.~~418~~604 9.000 9.~~249 37 9,269,826.61 2.425 9.250 9.~~499 3770 1018,~~121~~657,~~340~~620.0991 25.~~647~~027 9.500 9.~~749 23 7,417,645.66 1.940 9.750 9.~~999 2345 815,~~300~~238,~~267~~949.2434 24.~~171~~106 10.000 10.~~249~~499 1516 3,~~355~~813,~~075~~913.7888 ~~0.878 10.250 10.499 4~~ 1~~,274,051~~.56028 ~~0.333~~ 10.500 10.~~749~~999 1016 24,~~721~~221,~~594~~891.5158 ~~0.712 10.750 10.999 7~~ 1~~,814,942~~.24137 ~~0.475~~ 11.000 11.~~249~~499 57 1,~~397~~865,~~032~~699.9748 0.~~365~~503 11.~~250 11.499 2 469,368.46 0.123 11.~~500 11.~~749~~999 68 12,~~464~~149,~~056~~261.0382 0.~~383~~579 ~~11.750 11.999 2 686,388.17 0.180~~ 12.000 12.~~249~~499 1 274,~~957~~935.5433 0.~~072~~074 12.~~250 12.499 0 0.00 0.000 12.~~500 12.~~749 0 0.00 0.000 12.750 12.~~999 0 0.00 0.000 >= 13.000 0 0.00 0.000 Total 1,~~187~~147 ~~382~~371,~~304~~179,~~244~~802.4318 100.000

EX-99.2 (logo) CLAYTON SASCO 2007-BC1 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-BC1 Executive Summary August 2007 Transaction Summary

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

Collateral Summary

Closing Date As of 58/25/2007 58/25/2007 Balance as Percentage of Closing Date Balance Collateral Balance $1,212,065,010 $1,~~138~~100,~~157~~665,~~186~~864 ~~93.~~90.80 % Loan Count 5,069 4,~~767~~604 9490.0483 % 0 OTS Method: A current loan becomes 30 days delinquent if the scheduled payment is not made by the close of business on the corresponding day of the following month. Similarly for 60 days delinquent and the second immediately succeeding month and 90 days delinquent and the third immediately succeeding month.

(page) Value Added

Total Value Added for SASCO 2007-BC1 as of 58/25/2007 Issues Amount Recovered 0 $0

Collateral Statistics

Loan Count Summed Balance First Payment Defaults 2 $532,200 Early Payment Defaults* ~~100~~63 $2616,~~124~~853,~~284~~145 * A default that occurs on the second or third scheduled payment.

Second Lien Statistics Loan Count Summed Balance Total Outstanding Second Lien Loans ~~174~~167 $1110,~~441~~905,~~240~~642 30+ Days Delinquent 59 $~~438~~579,~~443~~129 60+ Days Delinquent 76 $~~610~~511,~~139~~016 90+ Days Delinquent 113 $~~121~~1,~~950~~206,415

Prepayments

Remittance Date Beginning Collateral Balance Total Prepayments Percentage of Prepayment 58/25/2007 $1,~~148~~111,~~464~~577,~~392~~324 $910,~~903~~512,~~352~~221 0.8694 47/25/2007 $1,~~158~~124,~~236~~171,~~577~~336 $912,~~366~~192,~~583~~704 01.8008 36/25/2007 $1,~~202~~138,~~842~~157,~~525~~186 $4413,~~191~~582,~~027~~652 31.6719

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 $94119,~~370~~100 $94119,~~370~~100 $0

(page) Mortgage Insurance Clayton actively monitors mortgage insurance (MI) coverage for this deal. Each month, loans with MI are reviewed to ensure that the servicer has followed the appropriate claim filing process, that appropriate claims are paid, and that appropriate proceeds are remitted to the trust. The Mortgage Insurance Watchlist consists of all claims pending for 60+ days. Clayton monitors these claims to ensure that the servicer and MI company are proceeding to resolve the pending claims. Clayton also reviews each coverage rescission to ensure the findings were warranted and disputes them if discrepancies are found. Please refer to the Mortgage Insurance Report section for information regarding MI coverage for this deal. Loss Analysis Loss Issues for Current Month For each remittance, Clayton analyzes each loan-level loss to ensure that the accurate amount of sale, MI, and hazard insurance proceeds are remitted to the trust. We also review these losses to ensure servicing advances, such as escrow advances and foreclosure fees, are reasonable. If any discrepancies are identified, Clayton actively pursues the servicer to mitigate the loss. Please refer to the Loss Analysis section of this report for details regarding losses to the security. Below is a summary of the losses passed through in this remittance.

Loss Summary Remittance Losses Remitted to the Trust Number of Loan-Level Losses/Gains 58/25/2007 $0226,572 $03

(page) Section Two Loan-Level Report (page) Loan-Level Report Definitions * FICO(R):: Represents the borrower's credit score at the time of securitization/origination. * Last Paid Date: Either the interest paid-through date or the last contractually due payment made by the borrower. Clayton Fixed Income Services Inc. uses this date to calculate delinquencies. * Valuation: Represents what is believed to be the most accurate known value of a property based on Clayton Fixed Income Services Inc.'s internal formulas. Several value appraisals may exist for a property, yet only what is believed to be the most accurate value according to these formulas is shown on the report. When no value is available, a valuation known as an "internal estimate" is calculated according to an internal formula that adjusts the original value of the property by the Housing Price Index (HPI) and a discount based on credit class. * Liquidation Date: Clayton Fixed Income Services Inc.'s internal estimate of the date on which the loan will liquidate if it proceeds through foreclosure and REO. This date takes into consideration servicing and state foreclosure timelines, as well as an estimated REO marketing period. * Estimated Loss/(Gain): Clayton Fixed Income Services Inc.'s internal estimate of the loss (or gain) that the loan will experience if it liquidates on the Liquidation Date. * Delinquency Status: Indicates the monthly payment and delinquency history for an individual loan. The right-most character specifies the last known delinquency status, according to the following: * C The contractually due payment arrived on time. * 3 The contractually due payment has not arrived within thirty days. * 6 The contractually due payment has not arrived within sixty days. * 9 The contractually due payment has not arrived within ninety days. * F The property is in the process of foreclosure. * R The property is real estate owned (REO). * 0 The mortgage has either liquidated or been paid off. * OTS Delinquency Method: A current loan becomes 30 days delinquent if the scheduled payment is not made by the close of business on the corresponding day of the following month. * MBA Delinquency Method: A current loan becomes 30 days delinquent if the scheduled payment is not made by the close of business on the last day of the month in which the payment was due. (page) SASCO 2007-BC1 Loan-Level Report Mortgage Data Through: 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. ~~9261558~~9261869 1 FLLA 121/1/~~2006~~2007 BPO $~~477~~315,000 $~~376~~252,000 ~~651~~558 114/1/~~2006~~2007 304/909/2007 $~~470~~105,000 $~~376~~251,~~000~~429 (continued) OLTV Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss* Status ~~9261558~~9261869 7980% -376.8319% 410/1/2008 ($14192,~~418)~~015 ~~36FF~~C366936 80239% Active - Pay Plan Default Reason: (Unknown) 68/431/2007 ~~This~~According ~~servicer~~to ~~foreclosed~~Clayton's onrecords, ~~this~~a ~~property~~BPO inwas ~~the~~performed on 4/259/2007, ~~remittance.~~returning ~~This~~a ~~property~~value isof ~~located in Florida~~$105,000 afor ~~state~~the ~~with~~property asecuring ~~five~~this ~~month foreclosure timeline~~loan. We ~~will~~requested ~~continue~~the toproperty ~~monitor~~valuations ~~this~~from ~~loan~~the toservicer, ~~ensure~~and received a ~~foreclosure~~BPO ~~sale~~dated ~~will~~4/23/2007 bethat ~~scheduled~~returned in a ~~timely~~property ~~manner.~~value ~~Lien~~of ~~State~~$225,000, ~~First~~but ~~Pmt.~~did ~~Valuation~~not ~~Orig.~~receive ~~Appr.~~a ~~Orig~~copy ~~Amount~~of ~~Loan~~the ~~Number~~4/9/2007 ~~Group~~BPO. ~~FICO(R)~~Clayton ~~Last~~asked ~~Paid~~the ~~Dt.~~servicer ~~Valuation~~to ~~Date~~advise ~~Current~~if ~~Value~~a ~~Current~~BPO ~~Bal~~was ~~9261718~~performed 1on ~~UT 12~~4/19/~~2006~~2007 ~~Internal~~that ~~Estimate~~valued ~~$285,000~~the ~~$209,600~~property ~~655~~at ~~12/1/2006 9/30/2006~~ $~~216~~105,~~600 $209~~000,~~600~~ ~~(continued)~~and ~~OLTV~~to ~~Severity~~update ~~Liq.~~their ~~Date~~system ~~Delinquency~~if ~~Loan~~this ~~Number~~was ~~CLTV~~an MIerror. ~~Type~~We ~~Coverage~~will ~~Est~~update ~~(Gain)/Loss* Status 9261718 74% 17~~accordingly.~~19%~~ 57/117/~~2008~~2007 ~~$36,046~~Clayton ~~C36F~~received ~~97%~~copies ~~Active~~of ~~Default~~the ~~Reason:~~requested ~~(Unknown)~~valuations, ~~6/4/2007~~and ~~This~~will ~~loan~~research ~~entered~~further ~~foreclosure~~into ~~status in~~ the ~~5/25/2007~~value ~~remittance~~decline. ~~This property is located in Utah~~Additionally, athe ~~state~~payment ~~with~~plan aseems ~~five~~to ~~month~~be ~~foreclosure timeline~~working. WeClayton will continue to monitor ~~this~~the ~~loan~~status toof ~~ensure~~the apayment ~~foreclosure sale date will be scheduled in a timely manner~~plan. ~~Lien State First Pmt. Valuation Orig. Appr. Orig Amount Loan Number Group FICO(R) Last Paid Dt. Valuation Date Current Value Current Bal 9261869 1 LA 1~~6/122/2007 A BPO ~~$315,000~~dated ~~$252,000 558 1~~04/109/2007 ~~4/9/2007~~showed ~~$105,000~~a ~~$251,859~~value ~~(continued)~~change ~~OLTV~~of ~~Severity Liq. Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss* Status 9261869 80% 78.60% 10/1/2008~~ $~~198~~210,~~088~~000, ~~C366~~a ~~240%~~67 ~~Monitor~~percent ~~- Pay Plan Default Reason: (Unknown) 6/4/2007 This loan is an early payment default~~decline. Clayton ~~will~~requested ~~continue~~that ~~to monitor this loan for~~ the servicer's ~~loss~~forward ~~mitigation~~a ~~strategy.~~copy ~~Lien~~of ~~State~~the ~~First~~original ~~Pmt.~~appraisal ~~Valuation~~and ~~Orig.~~updated ~~Appr.~~valuation ~~Orig~~in ~~Amount~~order ~~Loan~~to ~~Number~~research ~~Group~~the ~~FICO(R)~~decline ~~Last~~in ~~Paid Dt~~value. ~~Valuation~~The ~~Date~~borrower ~~Current~~entered ~~Value~~a ~~Current~~payment ~~Bal~~plan ~~9261925~~on ~~1 FL 2~~3/130/2007 ~~Internal Estimate $200~~,~~000~~ ~~$156,200~~and ~~613~~Clayton ~~1/1/2007~~will ~~12/31/2006~~monitor ~~$152,000~~for ~~$156,200~~future ~~(continued) OLTV Severity Liq~~payments. ~~Date Delinquency Loan Number CLTV MI Type Coverage Est (Gain)/Loss* Status 9261925 78% 24.87%~~ 6/~~1/2008 $38,857 CC36 103% Monitor Default Reason: (Unknown) 6/~~4/2007 This loan is an early payment default. Clayton will continue to monitor this loan for the servicer's loss mitigation strategy. * The estimated loss includes estimated mortgage insurance proceeds where applicable and in addition if the loan has been liquidated this reflects the actual loss that has been passed to the trust.

~~SASCO~~Lien ~~2007-BC1~~State ~~Prepayment~~First ~~Penalty~~Pmt. ~~Analysis~~Valuation ~~Trustee~~Orig. ~~Remittance~~Appr. ~~Date:~~Orig ~~May~~Amount ~~25,~~Loan ~~2007~~Number ~~Total~~Group ~~Cash~~FICO ~~Flows~~Last ~~Trustee~~Paid ~~Remittance~~Dt. Valuation Date ~~5/25/2007~~Current ~~4/25/2007~~Value ~~3/25/2007~~Current ~~Amount~~Bal. ~~Remitted~~9261317 to1 ~~the~~MA ~~Trust~~11/1/2006 ~~$94,370~~BPO $72410,~~932~~000 $68328,~~651~~000 ~~Amount~~664 ~~Remitted~~12/1/2006 by06/26/2007 ~~the Servicers~~ $94210,~~370~~000 $72327,~~932~~428 ~~$68,651~~(continued) ~~Difference~~OLTV $0Severity $0Liq. $0Date ~~Total~~Delinquency ~~Collections~~Loan byNumber ~~the~~CLTV ~~Servicers~~MI ~~Total~~Type ~~Paid~~Coverage ~~Off~~Est ~~Loans 41 43 183 Total Paid Off Loans With Prepayment Flags 16 12 114 Exceptions Expired Prepayment Clauses~~ (~~as stated in the Note~~Gain)/Loss* ~~0 0 0 Liquidated out of REO~~ Status 09261317 080% 050.76% ~~Acceleration~~6/1/2008 of$166,509 ~~Debt~~C3699FF 0156% 0Active 0Default ~~Loss~~Reason: ~~Mitigation~~ (~~Short Sales, Charge Offs~~Unknown) 08/31/2007 0After 0comparing ~~Documentation Issues Preventing~~ the ~~Collection~~original ofappraisal ~~Prepayment~~to ~~Penalties~~the 06/26/2007 0BPO, ~~0 Other - Actions Preventing~~ the ~~Collection~~property ofdecline ~~Prepayment~~seems ~~Penalties~~to 0be 0caused ~~105~~by ~~Total~~excessive ~~Paid-Off~~deferred ~~Loans~~maintenance ~~with~~and ~~Active~~declining ~~Prepayment~~market ~~Flags~~values 16in 12the 9area. ~~Other~~There ~~Exceptions~~is ~~Paid-Off~~not ~~Loans~~enough ~~that~~evidence ~~Did~~to ~~Not~~determine ~~Have~~if Penalties Collected because of State Statutes 0 0 0 Paid-Off Loans with Active Prepayment Flags that Did Not Have Penalties Remitted 0 0 0 Aggregate Paid-Off Loans Loans with Active Prepayment Flags with Penalties Remitted 16 12 9 Loans without Prepayment Flags or with Expired Flags with Penalties Remitted 0 0 0 Total Loans with Penalties Remitted 16 12 9 Total Loans with Penalties Remitted to the ~~Total~~original ~~Paid-Off~~appraisal ~~Loans~~was 39inflated.02 %This ~~27.91~~property %is ~~4.92~~located %in ~~Penalties~~Massachusetts, ~~Remitted~~a ~~for~~state ~~loans~~ with ~~Active~~a ~~Prepayment~~four ~~Flags~~month ~~100.00~~estimated %foreclosure ~~100~~timeline.00 %Clayton ~~100.00~~will %continue ~~SASCO~~to ~~2007-BC1~~monitor ~~Prepayment~~this ~~Penalty~~loan ~~Analysis~~through ~~(continued)~~the ~~Trustee~~foreclosure ~~Remittance~~and ~~Date:~~marketing ~~May~~process. ~~25,~~ 7/18/2007 ~~Total~~According ~~Cash~~to ~~Flows~~the ~~Trustee Remittance Date 2~~6/2526/2007 ~~Amount~~BPO, ~~Remitted to~~ the ~~Trust~~property ~~$53,079~~securing ~~Amount~~this ~~Remitted~~loan bywas ~~the~~valued ~~Servicers~~at $53210,~~079~~000, ~~Difference~~a $0200,000 ~~Total~~or ~~Collections~~49 bypercent ~~the~~decline ~~Servicers~~in ~~Total~~value. ~~Paid~~Clayton ~~Off~~obtained ~~Loans~~the 35original ~~Total~~appraisal, ~~Paid~~and ~~Off~~requested ~~Loans~~the ~~With~~6/26/2007 ~~Prepayment~~BPO ~~Flags~~in 16order ~~Exceptions~~to ~~Expired~~further ~~Prepayment~~investigate ~~Clauses (as stated in~~ the ~~Note)~~value 0decline. ~~Liquidated~~Additionally, ~~out~~this ofloan ~~REO~~is ~~Status~~a 0first ~~Acceleration~~payment ofdefault. ~~Debt~~Clayton 0will ~~Loss~~see ~~Mitigation~~if ~~(Short~~this ~~Sales,~~loan ~~Charge~~violates ~~Offs) 0 Documentation Issues Preventing~~ the ~~Collection~~deal ofdocuments, ~~Prepayment~~and ~~Penalties~~if 0so, ~~Other~~look -in ~~Actions~~to ~~Preventing~~submitting the ~~Collection~~loan offor ~~Prepayment~~repurchase. ~~Penalties~~6/22/2007 0According ~~Total~~to ~~Paid-Off~~the ~~Loans~~servicer's ~~with~~system, ~~Active~~foreclosure ~~Prepayment~~appears ~~Flags~~to 16be ~~Other~~underway ~~Exceptions~~as ~~Paid-Off Loans that Did Not Have Penalties Collected because~~ of ~~State~~06/22/2007. ~~Statutes~~Clayton 3will ~~Paid-Off~~monitor ~~Loans~~the ~~with~~foreclosure ~~Active~~process. ~~Prepayment~~* ~~Flags~~The ~~that~~estimated ~~Did~~loss ~~Not~~includes ~~Have~~estimated ~~Penalties~~mortgage ~~Remitted~~insurance 0proceeds ~~Aggregate~~where ~~Paid-Off~~applicable ~~Loans~~and ~~Loans~~in ~~with~~addition ~~Active~~if ~~Prepayment~~the ~~Flags~~loan ~~with~~has ~~Penalties~~been ~~Remitted~~liquidated 13this ~~Loans~~reflects ~~without~~the ~~Prepayment~~actual ~~Flags~~loss orthat ~~with~~has ~~Expired~~been ~~Flags~~passed ~~with Penalties Remitted 0 Total Loans with Penalties Remitted 13 Total Loans with Penalties Remitted~~ to the ~~Total Paid-Off Loans 37~~trust.~~14 % Penalties Remitted for loans with Active Prepayment Flags 81.25 %~~

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

~~Loan~~Total ~~Origination~~Cash ~~Years~~Flows Trustee Remittance Date 8/25/2007 7/25/2007 6/25/2007 Amount Remitted to ~~Expiration~~the ~~Number~~Trust ~~State~~$119,100 ~~Delinquency~~$143,526 ~~History~~$151,127 ~~Date~~Amount ~~Expiration~~Remitted ~~Date~~by ~~9260028~~the CAServicers ~~CCCC~~$119,100 ~~11/15/2006~~$143,526 1$151,127 ~~11/15/2007~~Difference ~~9260267~~$0 UT$0 ~~CCC0~~$0 ~~10/30/2006~~Total 2Collections ~~10/30/2008~~by ~~9260012~~the CAServicers ~~CCC0~~Total ~~11/~~Paid Off Loans 44 50 69 Total Paid Off Loans With Prepayment Flags 22 21 24 Exceptions Expired Prepayment Clauses (as stated in the Note) 1~~/2006~~ 2 ~~11/01/2008~~0 ~~9257212~~Liquidated DCout ~~CCCC~~of ~~11/8/2006~~REO 2Status ~~11/08/2008~~0 ~~9259729~~0 PA0 ~~CCC0~~Acceleration ~~11/17/2006~~of Debt 2 ~~11/17/2008~~0 ~~9257747~~1 CALoss ~~CCC0~~Mitigation ~~11/20/2006~~(Short 2Sales, ~~11/20/2008~~Charge ~~9261269~~Offs) GA1 ~~CCC0~~0 0 Documentation Issues Preventing the Collection of Prepayment Penalties 0 0 0 Other - Actions Preventing the Collection of Prepayment Penalties 0 0 1~~/18/2006~~ 3Total ~~01/18/2009~~Paid-Off ~~9261262~~Loans FLwith ~~CCC0~~Active ~~5/17/2006~~Prepayment 3Flags ~~05/17/2009~~18 ~~9261191~~19 VA22 ~~CCC0~~Other ~~5/24/2006~~Exceptions 3Paid-Off ~~05/24/2009~~Loans ~~9261000~~that OHDid ~~CCC0~~Not ~~5/31/2006~~Have 3Penalties ~~05/31/2009~~Collected ~~9261375~~because AZof ~~CCC0~~State ~~7/25/2006~~Statutes 30 ~~07/25/2009~~0 ~~9260013~~0 CAPaid-Off ~~CCCC~~Loans ~~11/1/2006~~with 3Active ~~11/01/2009~~Prepayment ~~9261824~~Flags NJthat ~~CCCC~~Did ~~11/2/2006~~Not 3Have ~~11/02/2009~~Penalties ~~9257489~~Remitted CA0 ~~CCC0~~0 ~~11/9/2006~~0 3Aggregate ~~11/09/2009~~Paid-Off ~~9258307~~Loans MILoans ~~CCCC~~with ~~11/21/2006~~Active 3Prepayment ~~11/21/2009~~Flags ~~9261960~~with FLPenalties ~~CCCC~~Remitted ~~12/~~18~~/2006~~ 319 ~~12/~~22 Loans without Prepayment Flags or with Expired Flags with Penalties Remitted 0 0 0 Total Loans with Penalties Remitted 18~~/2009~~ ~~SASCO~~19 ~~2007-BC1~~22 Total Loans with Penalties Remitted to the Total Paid-Off ~~Mortgages~~Loans ~~With~~40.91 % 38.00 % 31.88 % Penalties Remitted for loans with Active Prepayment Flags 100.00 % 100.00 % 100.00 % (continued) Total Cash Flows Trustee Remittance Date: ~~May~~5/25/2007 4/25,/2007 3/25/2007 %Amount ofRemitted ~~PPP~~ to ~~Loan~~the ~~Payoff~~Trust ~~Payoff~~$94,370 ~~Number~~$72,932 $68,651 Amount ~~PPP~~ Remitted ~~Amount~~by ~~Comments~~the ~~9260028~~Servicers $~~217~~94,~~000~~370 $572,~~620~~932 3$68,651 %Difference ~~9260267~~$0 $~~91,801~~0 $~~2,662~~0 3Total %Collections ~~9260012~~by ~~$320~~the Servicers Total Paid Off Loans 41 43 183 Total Paid Off Loans With Prepayment Flags 16 12 114 Exceptions Expired Prepayment Clauses (as stated in the Note) 0 0 0 Liquidated out of REO Status 0 0 0 Acceleration of Debt 0 0 0 Loss Mitigation (Short Sales,~~000~~ $Charge Offs) 0 0 0 Documentation Issues Preventing the Collection of Prepayment Penalties 0 0 0 Other - Actions Preventing the Collection of Prepayment Penalties 0 0 105 Total Paid-Off Loans with Active Prepayment Flags 16 12 9~~,920~~ 3Other %Exceptions ~~9257212~~Paid-Off ~~$119,926~~Loans ~~$3,264~~that 3Did %Not ~~9259729~~Have ~~$179,842~~Penalties ~~$6,979~~Collected 4because %of ~~9257747~~State ~~$305,000~~Statutes ~~$8,235~~0 30 %0 ~~9261269~~Paid-Off ~~$84,483~~Loans ~~$845~~with 1Active %Prepayment ~~9261262~~Flags ~~$223,961~~that ~~$8,456~~Did 4Not %Have ~~9261191~~Penalties ~~$137,274~~Remitted ~~$2,745~~0 20 %0 ~~9261000~~Aggregate ~~$251,742~~Paid-Off ~~$2,529~~Loans 1Loans %with ~~9261375~~Active ~~$286,938~~Prepayment ~~$10,780~~Flags 4with %Penalties ~~9260013~~Remitted ~~$79,868~~16 ~~$3,660~~12 59 %Loans ~~9261824~~without ~~$450,000~~Prepayment ~~$19,406~~Flags 4or with Expired Flags with Penalties Remitted 0 0 0 Total Loans with Penalties Remitted 16 12 9 Total Loans with Penalties Remitted to the Total Paid-Off Loans 39.02 % ~~9257489~~27.91 ~~$184,169~~% $4~~,844~~.92 3 % ~~9258307~~Penalties ~~$52,536~~Remitted ~~$526~~for 1loans %with ~~9261960~~Active ~~$98,949~~Prepayment ~~$3,899~~Flags 4100.00% 100.00% 100.00 %

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

#Loan ofOrigination ~~Loans~~Years ~~Dollar~~to ~~Amount~~Expiration ~~Claims~~Number ~~Paid:~~State 0Delinquency $0History ~~Claims~~Date ~~Pending:^~~Expiration Date 9257887 CA C369990 10/13/2006 2 10/13/2008 9257994 FL CCC36F0 11/7/2006 2 11/07/2008 9258616 WA CC36FF0 11/1/2006 03 $011/01/2009 ~~Claims~~9260018 ~~Rescinded:^~~CA CCCCCCC 11/6/2006 1 11/06/2007 9261074 VA CCCCCC0 6/7/2006 2 006/07/2008 $09257676 ~~Claims~~CA ~~Without~~CCCCCC0 ~~Payment:^~~10/19/2006 2 010/19/2008 $09258139 ~~Claims~~CA ~~Denied:^~~CCCCCCC 10/20/2006 2 010/20/2008 $09257811 ~~Claims~~CA ~~Withdrawn:^~~CCCCCCC 10/25/2006 2 010/25/2008 $09259144 ~~Age~~VA ofCCCCCC0 ~~Pending~~10/26/2006 ~~Claims~~2 <10/26/2008 9258460 HI CCCCCC0 10/30/2006 ~~Days~~2 10/30/2008 ~~Days~~9261482 ~~Number~~WA CCCCCC0 11/9/2006 2 11/09/2008 9259716 VA CCCCCCC 11/9/2006 2 11/09/2008 9258212 CA CCCCCCC 11/21/2006 2 11/21/2008 9261271 WI CCCCCC0 1/23/2006 3 01/23/2009 9261040 PA CCCCC30 5/26/2006 3 05/26/2009 9257283 CA CCCCCC0 10/26/2006 3 10/26/2009 9257812 CA CCCCCC0 10/26/2006 3 10/26/2009 9257079 CA CCCCCC0 11/7/2006 3 11/07/2009 9259499 DC CCCCCC0 11/8/2006 3 11/08/2009 9258787 CA CCCCCC0 11/9/2006 3 11/09/2009 9261678 AL CCCCCCC 11/22/2006 3 11/22/2009 (continued) % of ~~Pending~~PPP ~~Claims:~~to 0Loan 0Payoff 60Payoff ~~Days~~Number 90Amount ~~Days~~PPP ~~120~~Remitted ~~Days~~Amount ~~150~~Comments ~~Days~~9257887 $121,536 $0 0% Liquidated through charge off 9257994 $337,021 $0 0% ~~180~~Liquidated ~~Days~~out ~~210~~of ~~Days~~foreclosure status 9258616 $134,939 $0 0% Liquidated out of foreclosure status 9260018 $224,486 $7,266 3% 9261074 $141,155 $2,823 2% 9257676 $345,982 $11,057 3% 9258139 $178,778 $5,395 3% 9257811 $107,417 $3,956 4% 9259144 $139,672 $4,707 3% 9258460 $488,889 $11,438 2% 9261482 $263,400 $8,296 3% 9259716 $274,078 $10,359 4% 9258212 $244,279 $7,037 3% 9261271 $117,325 $1,845 ~~Estimate~~2% ~~based~~9261040 on$139,205 ~~internal~~$4,990 ~~calculations.~~4% 9257283 $267,278 $6,092 2% ~~Estimated~~9257812 ~~claim~~$279,432 ~~payment~~$7,268 if3% ~~the~~9257079 ~~claim~~$337,588 ~~had~~$9,042 ~~been~~3% ~~paid.~~9259499 $268,153 $7,936 3% 9258787 $170,598 $4,777 3% 9261678 $91,660 $4,816 5%

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

~~SASCO~~# ~~2007-BC1~~of ~~Historical~~Loans ~~Monthly~~Dollar ~~Losses~~Amount ~~Losses~~Claims ~~Through~~Paid: ~~April~~0 ~~30,~~$0 ~~2007~~Claims ~~Date~~Pending:^1 ~~Loan~~0 ~~Loss~~$0 ~~Amount~~Claims ~~Loss~~Rescinded:^2 ~~Percentage~~0 ~~5/25/2007~~ $0~~.00~~ ~~0.00%~~Claims ~~4/25/2007~~Without $Payment:^2 0~~.00~~ $0~~.00%~~ ~~3/25/2007~~Claims $Denied:^2 0~~.00~~ $0~~.00%~~ Claims Withdrawn:^2~~/25/2007~~ $0~~.00~~ $0~~.00%~~ ~~Totals~~Age of Pending Claims <30 Days 30 Days 60 Days 90 Days 120 DayS Number of Pending Claims: $0~~.00~~ 0~~.00%~~ *0 ~~The~~0 ~~loss~~0 ~~percentage~~150 isDays a180 ~~calculation~~Days 210+ Days Number of ~~the~~Pending ~~total~~Claims: ~~monthly~~0 ~~loss~~0 a0 ~~percentage~~1 ofEstimate ~~the~~based ~~original~~on ~~balance~~internal ofcalculations. 2 Estimated claim payment if the ~~security~~claim had been paid.

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

~~SASCO~~Date ~~2007-BC1~~Loan Loss ~~Reconciliation~~Amount ~~Report~~Loss ~~Trustee~~Percentage ~~Remittance~~8/25/2007 ~~Date:~~$226,571.97 ~~May~~0.02% 7/25/2007 $57,757.03 0.00% 6/25/2007 ~~Remittance~~$0.00 ~~Statement~~0.00% ~~Summary~~ 5/25/2007 $0.00 ~~Loan-Level~~0.00% ~~Losses:~~4/25/2007 $0.00 ~~Subsequent~~0.00% ~~Losses:~~3/25/2007 $0.00 ~~Subsequent~~0.00% ~~Gains:~~2/25/2007 $0.00 ~~Monthly~~0.00% ~~Security Loss~~Totals: $284,329.00 0.02% ~~Losses~~* ~~Remitted:~~The $0loss ~~Difference:~~percentage $0is a calculation of the total monthly loss as a percentage of the original balance of the security.

(page) SASCO 2007-BC1 Loss Reconciliation Report Trustee Remittance Date: August 25, 2007 Remittance Statement

~~Loan~~Remittance ~~Number~~Statement ~~Loss~~Summary 8/25/2007 $226,572 Loan-Level ~~Number~~Losses: ~~Loss~~$226,572 ~~Loan~~Subsequent ~~Number~~Losses: $0 Subsequent Gains: $0 Monthly Security Loss: ~~Category~~$226,572 ~~Total~~Losses Remitted: $226,572 Difference: $0

Loan-Level Loss Report

~~SASCO~~Loan ~~2007-BC1~~Number ~~FICO~~Loss ~~Distribution~~Loan byNumber ~~Status~~Loss ~~Mortgage~~Loan ~~Data~~Number ~~Through:~~Loss ~~April~~9257887 30$126,993 ~~2007~~9257994 ~~FICO~~$96,890 ~~Delinquency~~9258616 Percentage 500 Current 0.005 510 Current 0.016 510 Delinquent 0.032 510 Paid Off 0.021 520 Current 0.02 520 Delinquent 0.038 520 Paid Off 0.025 530 Current 0.019 530 Delinquent 0.025 530 Paid Off 0.018 540 Current 0.021 540 Delinquent 0.045 540 Paid Off 0.032 550 Current 0.031 550 Delinquent 0.051 550 Paid Off 0.032 560 Current 0.036 560 Delinquent 0.032 560 Paid Off 0.049 570 Current 0.034 570 Delinquent 0.019 570 Paid Off 0.028 580 Current 0.046 580 Delinquent 0.083 580 Paid Off 0.063 590 Current 0.054 590 Delinquent 0.038 590 Paid Off 0.046 600 Current 0.07 600 Delinquent 0.07 600 Paid Off 0.056 610 Current 0.085 610 Delinquent 0.14 610 Paid Off 0.053 620 Current 0.083 620 Delinquent 0.064 620 Paid Off 0.095 630 Current 0.077 630 Delinquent 0.064 630 Paid Off 0.084 640 Current 0.079 640 Delinquent 0.057 640 Paid Off 0.06 650 Current 0.076 650 Delinquent 0.102 650 Paid Off 0.049 660 Current 0.058 660 Delinquent 0.032 660 Paid Off 0.042 670 Current 0.043 670 Delinquent 0.025 670 Paid Off 0.056 680 Current 0.035 680 Delinquent 0.032 680 Paid Off 0.039 690 Current 0.029 690 Paid Off 0.025 700 Current 0.022 700 Paid Off 0.042 710 Current 0.014 710 Delinquent 0.025 710 Paid Off 0.011 720 Current 0.011 720 Delinquent 0.013 720 Paid Off 0.035 730 Current 0.009 730 Delinquent 0.013 730 Paid Off 0.018 740 Current 0.007 740 Paid Off 0.018 750 Current 0.008 750 Paid Off 0.004 760 Current 0.004 770 Current 0.003 770 Paid Off 0.004 780 Current 0.004 790 Current 0.002 800 Current 0.002 810 Current 0 Status # of Loans Average Std. Deviation Current 4$2,~~626~~689 ~~622~~Loan-Level ~~53.87~~Loss ~~Delinquent~~Report ~~157 607 50.562 Paid Off 285 623 57.015~~ Total: 5$226,~~068~~572

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

~~SASCO~~Lien ~~2007-BC1~~Prop. Type State Orig. Date Valuation Orig. Value Loan~~-to-~~ Number Pos Loan Type FICO OLTV Valuation Date Current Value ~~Distribution~~9257994 by1 ~~Status~~Planned ~~Mortgage~~Unit ~~Data~~FL ~~Through:~~11/7/2006 ~~April~~BPO 30$375,000 ~~2007~~Development ~~LTV~~Cash ~~Delinquency~~Out ~~Percentage~~Refinance ~~0.1~~619 ~~Current~~90% ~~0.001~~06/11/2007 ~~0.2~~$280,000 ~~Current~~LIPD ~~0.037~~Actual ~~0.2~~Loss ~~Paid~~Liquidation ~~Off~~Date ~~0.063~~Loan 0Number Orig.2 ~~Delinquent~~Balance 0Doc.~~083~~ ~~0.3~~Level ~~Paid~~Loss ~~Off~~Liquidation ~~0.004~~Method ~~0.3~~Delinquency ~~Current~~9257994 ~~0.006~~$337,500 02/1/2007 $96,889.463 ~~Paid~~7/17/2007 ~~Off~~CCC36F0 ~~0.025~~Full 028.471% ~~Delinquent~~Short ~~0.019~~Sale/Refinance ~~0.4~~Default ~~Current~~Reason: ~~0.012~~(Unknown) ~~0.5~~8/31/2007 ~~Delinquent~~A ~~0.025~~loss ~~0.5~~of ~~Current~~$96,890, ~~0.034~~a ~~0.5~~severity ~~Paid~~of ~~Off~~29 ~~0.042~~percent, ~~0.6~~was ~~Current~~passed ~~0.048~~through ~~0.6~~to ~~Paid~~the ~~Off~~trust ~~0.07~~in ~~0.6~~the ~~Delinquent~~8/25/2007 0distribution.~~013~~ ~~0.7~~This ~~Paid~~property ~~Off~~liquidated ~~0.088~~through ~~0.7~~a ~~Current~~short ~~0.103~~sale ~~0.7~~that ~~Delinquent~~resulted ~~0.07~~in ~~0.8~~sales ~~Paid~~proceeds ~~Off~~of 0$253,572.~~291~~ ~~0.8~~The ~~Delinquent~~unpaid ~~0.389~~principal ~~0.8~~balance ~~Current~~at ~~0.316~~liquidation 0was $337,382.9 ~~Paid~~The ~~Off~~loss ~~0.225~~can ~~0.9~~be ~~Delinquent~~attributed ~~0.293~~in ~~0.9~~part ~~Current~~to ~~0.295~~the 1$11,213 ~~Delinquent~~in ~~0.108~~interest 1advanced ~~Paid~~by ~~Off~~the 0servicer.~~193~~ 1Additionally, ~~Current~~according ~~0.148~~to ~~Status~~the #6/11/2007 appraisal of ~~Loans~~$280,000, ~~Average~~the ~~Std.~~property ~~Deviation~~declined ~~Current~~in 4value $95,~~626~~000, ~~0.817~~or ~~0.137~~25 ~~Delinquent 157 0~~percent.~~834~~ ~~0.118~~This ~~Paid~~loan ~~Off~~was ~~285~~not ~~0.818~~covered ~~0.151~~by ~~Total:~~mortgage ~~5,068~~insurance.

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

~~SASCO~~Origination ~~2007-BC1~~Orginal ~~Balance~~Amount ~~Distribution~~Loan byNumber ~~Status~~State ~~Mortgage~~Date ~~Data~~Orginal ~~Through:~~LTV ~~April~~Original ~~30,~~Appraisal ~~2007~~Loss ~~Balance~~Loss ~~Delinquency~~Severity ~~Percentage~~August ~~20000~~25, ~~Current~~2007 ~~0.002~~9257887 ~~30000~~CA ~~Current~~10/13/2006 ~~0.006~~20% ~~30000~~$122,000 ~~Delinquent 0~~$126,993.~~006~~19 ~~40000 Current 0~~104.0109 ~~50000~~% ~~Current~~$610,000 ~~0.014~~9257994 ~~50000~~FL ~~Delinquent~~11/7/2006 ~~0.025~~90% ~~60000~~$337,500 ~~Current 0~~$96,889.~~017~~63 ~~70000 Current 0~~28.~~021~~71 ~~70000~~% ~~Delinquent~~$375,000 ~~0.013~~9258616 ~~80000~~WA ~~Current~~11/1/2006 ~~0.023~~80% 80000 Delinquent 0.032 90000 Current 0.026 90000 Delinquent 0.006 100000 Current 0.029 100000 Delinquent 0.032 110000 Current 0.031 110000 Delinquent 0.025 120000 Current 0.037 120000 Delinquent 0.032 130000 Current 0.035 130000 Delinquent 0.057 140000 Current 0.033 140000 Delinquent 0.038 150000 Current 0.035 150000 Delinquent 0.025 160000 Current 0.033 160000 Delinquent 0.032 170000 Current 0.036 170000 Delinquent 0.019 180000 Current 0.035 180000 Delinquent 0.019 190000 Current 0.028 190000 Delinquent 0.051 200000 Current 0.037 200000 Delinquent 0.038 210000 Current 0.029 210000 Delinquent 0.07 220000 Current 0.035 220000 Delinquent 0.019 230000 Current 0.027 230000 Delinquent 0.032 240000 Current 0.025 240000 Delinquent 0.013 250000 Current 0.027 250000 Delinquent 0.013 260000 Current 0.023 260000 Delinquent 0.038 270000 Current 0.03 270000 Delinquent 0.019 280000 Current 0.024 280000 Delinquent 0.013 290000 Current 0.016 290000 Delinquent 0.006 300000 Current 0.02 300000 Delinquent 0.025 310000 Current 0.021 310000 Delinquent 0.019 320000 Current 0.013 320000 Delinquent 0.013 330000 Current 0.013 330000 Delinquent 0.019 340000 Current 0.013 340000 Delinquent 0.032 350000 Current 0.016 350000 Delinquent 0.006 360000 Current 0.014 360000 Delinquent 0.032 370000 Current 0.012 380000 Current 0.011 380000 Delinquent 0.019 390000 Current 0.007 390000 Delinquent 0.006 400000 Current 0.011 400000 Delinquent 0.006 410000 Current 0.007 410000 Delinquent 0.013 420000 Current 0.008 420000 Delinquent 0.019 430000 Current 0.007 430000 Delinquent 0.013 440000 Current 0.007 450000 Current 0.008 450000 Delinquent 0.019 460000 Current 0.007 470000 Current 0.007 470000 Delinquent 0.006 480000 Current 0.007 490000 Current 0.005 490000 Delinquent 0.006 500000 Current 0.007 500000 Delinquent 0.006 510000 Current 0.005 520000 Current 0.006 520000 Delinquent 0.006 530000 Current 0.005 530000 Delinquent 0.006 540000 Current 0.003 540000 Delinquent 0.013 550000 Current 0.005 550000 Delinquent 0.006 560000 Current 0.004 570000 Current 0.003 570000 Delinquent 0.013 580000 Current 0.004 580000 Delinquent 0.006 590000 Current 0.004 600000 Current 0.003 600000 Delinquent 0.006 610000 Current 0.002 620000 Current 0.001 630000 Current 0.001 640000 Current 0.002 650000 Current 0.002 660000 Current 0 670000 Current 0.001 680000 Current 0 690000 Current 0 700000 Current 0 710000 Current 0 720000 Current 0.001 740000 Current 0 750000 Current 0 750000 Delinquent 0.006 830000 Current 0 840000 Current 0 860000 Current 0 900000 Current 0 920000 Current 0 940000 Current 0 1000000 Current 0 1050000 Current 0 1190000 Current 0 1440000 Current 0 Status # of Loans Average Std. Deviation Current 4$136,~~626~~000 ~~238~~$2,~~492~~689.9115 ~~139,934~~1.1398 ~~Delinquent~~% ~~157 248~~$171,~~129.21~~000 ~~137,293.95~~Monthly Total: 4$226,~~783~~571.97 38.05 %

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

~~SASCO~~FICO ~~2007-BC1~~Delinquency ~~Mortgage~~Percentage ~~Term~~500 ~~Distribution~~Current by0.004 ~~Status~~500 ~~Mortgage~~Delinquent ~~Data~~0.008 ~~Through:~~500 ~~April~~Paid ~~30,~~Off ~~2007~~0.004 ~~Mortgage~~510 ~~Term~~Current ~~Delinquency~~0.016 ~~Percentage~~510 Delinquent 0.024 510 Paid Off 0.022 520 Current 0.~~003~~019 520 Delinquent 0.029 520 Paid Off 0.031 530 Current 0.02 530 Delinquent 0.~~019~~013 ~~180~~530 Paid Off 0.07018 ~~180~~540 Current 0.02 540 Delinquent 0.~~089~~034 ~~180~~540 Paid Off 0.033 550 Current 0.~~041~~03 ~~240~~550 Delinquent 0.05 550 Paid Off 0.035 560 Current 0.~~004~~037 ~~360~~560 Delinquent 0.024 560 Paid Off 0.039 570 Current 0.~~952~~03 ~~360~~570 Delinquent 0.~~892~~045 ~~360~~570 Paid Off 0.93046 580 Current 0.046 580 Delinquent 0.069 580 Paid Off 0.057 590 Current 0.051 590 Delinquent 0.069 590 Paid Off 0.057 600 Current 0.071 600 Delinquent 0.069 600 Paid Off 0.059 610 Current 0.086 610 Delinquent 0.101 610 Paid Off 0.057 620 Current 0.082 620 Delinquent 0.082 620 Paid Off 0.092 630 Current 0.077 630 Delinquent 0.072 630 Paid Off 0.077 640 Current 0.079 640 Delinquent 0.066 640 Paid Off 0.066 650 Current 0.076 650 Delinquent 0.103 650 Paid Off 0.046 660 Current 0.06 660 Delinquent 0.032 660 Paid Off 0.039 670 Current 0.043 670 Delinquent 0.032 670 Paid Off 0.053 680 Current 0.036 680 Delinquent 0.032 680 Paid Off 0.029 690 Current 0.03 690 Delinquent 0.013 690 Paid Off 0.022 700 Current 0.022 700 Delinquent 0.005 700 Paid Off 0.042 710 Current 0.016 710 Delinquent 0.005 710 Paid Off 0.009 720 Current 0.011 720 Delinquent 0.011 720 Paid Off 0.026 730 Current 0.009 730 Delinquent 0.005 730 Paid Off 0.015 740 Current 0.007 740 Paid Off 0.013 750 Current 0.008 750 Paid Off 0.002 760 Current 0.003 760 Delinquent 0.005 760 Paid Off 0.002 770 Current 0.003 770 Paid Off 0.007 780 Current 0.004 780 Paid Off 0.002 790 Current 0.002 800 Current 0.002 810 Current 0 Status # of Loans ~~Other~~Average ~~120~~Std. ~~180~~Deviation ~~240~~Current ~~360 5~~4,~~068~~236 17623 053.875 ~~224~~Delinquent 20377 ~~4807~~609 48.689 Paid Off 456 619 57.708 Total: 5,069

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

~~SASCO~~LTV ~~2007-BC1~~Delinquency ~~Mortgage~~Percentage ~~Type~~0.1 ~~Distribution~~Current by0.001 ~~Status~~0.2 ~~Mortgage~~Current ~~Data~~0.035 ~~Through:~~0.2 ~~April~~Paid ~~30,~~Off ~~2007~~0.057 ~~Mortgage~~0.2 ~~Term~~Delinquent ~~Delinquency~~0.074 ~~Percentage~~0.3 ~~Investment~~Paid ~~Home~~Off 0.004 0.3 Current 0.~~075~~006 ~~Investment~~0.3 ~~Home~~Delinquent 0.003 0.4 Paid Off 0.018 0.4 Delinquent 0.~~083~~008 ~~Investment~~0.4 ~~Home~~Current 0.013 0.5 Delinquent 0.019 0.5 Current 0.034 0.5 Paid Off 0.~~081~~048 ~~Primary~~0.6 ~~Home~~ Current 0.~~909~~047 ~~Primary~~0.6 ~~Home~~Paid Off 0.086 0.6 Delinquent 0.~~898~~024 ~~Primary~~0.7 ~~Home~~Paid Off 0.118 0.7 Current 0.102 0.7 Delinquent 0.066 0.8 Paid Off 0.~~898~~294 ~~Second~~0.8 ~~Home~~Delinquent 0.353 0.8 Current 0.~~016~~316 ~~Second~~0.9 ~~Home~~Paid Off 0.226 0.9 Delinquent 0.~~019~~281 ~~Second~~0.9 ~~Home~~Current 0.298 1 Delinquent 0.172 1 Paid Off 0.~~021~~149 ~~Mortgage~~1 ~~Type~~Current ~~Loan~~0.147 ~~Count~~Status ~~Total~~# ~~Balance~~of ~~Avg.~~Loans ~~Balance~~Average Std. Deviation ~~ARM~~Current 34,~~424~~236 ~~821,704,706~~0.82817 ~~239,983~~0.85138 ~~145,239.18~~Delinquent ~~Fixed~~377 ~~1,644~~0.846 ~~320,519,765~~0.12118 ~~194,963~~Paid Off 456 0.36802 ~~144,700~~0.29151 Total: 5,~~068 1,142,224,471.94~~069

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

~~SASCO~~Balance ~~2007-BC1~~Delinquency ~~Mortgage~~Percentage ~~Purpose~~20000 ~~Distribution~~Current ~~Mortgage~~0.002 ~~Data~~30000 ~~Through:~~Current ~~April~~0.006 ~~30,~~30000 ~~2007~~Delinquent ~~Origination~~0.005 ~~Statistics~~40000 Current ~~Loans~~0.009 ~~Purpose~~40000 ~~Number~~Delinquent ~~Percentage~~0.011 ~~Purpose~~50000 ~~Number~~Current ~~Percentage~~0.015 ~~Cash-out~~50000 ~~3,084~~Delinquent 600.8%019 ~~Cash-out~~60000 ~~2,854~~Current 610.7%018 ~~refinance~~60000 ~~refinance~~Delinquent ~~Purchase~~0.005 ~~1,336~~70000 26Current 0.4%021 ~~Purchase~~70000 ~~1,161~~Delinquent 250.1%016 ~~Rate/term~~80000 ~~649~~Current 120.8%022 ~~Rate/term~~80000 ~~611~~Delinquent 130.2%032 ~~refinance~~90000 ~~refinance~~Current ~~Home~~0.024 90000 Delinquent 0.027 100000 Current 0.029 100000 Delinquent 0%.034 ~~Home~~110000 Current 0.032 110000 Delinquent 0.029 120000 Current 0%.034 ~~Improvement~~120000 ~~Improvement~~Delinquent ~~Other~~0.034 130000 Current 0.036 130000 Delinquent 0.034 140000 Current 0%.033 ~~Other~~140000 Delinquent 0.027 150000 Current 0.035 150000 Delinquent 0%.027 ~~Total~~160000 ~~5,069~~Current ~~100%~~0.034 ~~Total~~160000 ~~4,626~~Delinquent ~~100%~~0.029 170000 Current 0.037 170000 Delinquent ~~Loans~~0.037 ~~Paid~~180000 ~~Off~~Current ~~Loans~~0.034 ~~Purpose~~180000 ~~Number~~Delinquent ~~Percentage~~0.021 ~~Purpose~~190000 ~~Number~~Current ~~Percentage~~0.031 ~~Cash-out~~190000 80Delinquent 510.037 200000 Current 0%.036 ~~Cash-out~~200000 ~~150~~Delinquent 520.6%024 ~~refinance~~210000 ~~refinance~~Current ~~Purchase~~0.029 69210000 43Delinquent 0.9%034 ~~Purchase~~220000 ~~105~~Current 360.8%035 ~~Rate/term~~220000 8Delinquent 50.1%024 ~~Rate/term~~230000 30Current 100.5%028 ~~refinance~~230000 ~~refinance~~Delinquent ~~Home~~0.029 240000 Current 0.025 240000 Delinquent 0.024 250000 Current 0%.028 ~~Home~~250000 Delinquent 0.024 260000 Current 0.023 260000 Delinquent 0%.034 ~~Improvement~~270000 ~~Improvement~~Current ~~Other~~0.029 270000 Delinquent 0.027 280000 Current 0.023 280000 Delinquent 0%.016 ~~Other~~290000 Current 0.017 290000 Delinquent 0.008 300000 Current 0%.02 ~~Total~~300000 ~~157~~Delinquent ~~100%~~0.016 ~~Total~~310000 ~~285~~Current ~~100%~~0.02 310000 Delinquent 0.024 320000 Current 0.013 320000 Delinquent 0.019 330000 Current 0.013 330000 Delinquent 0.021 340000 Current 0.013 340000 Delinquent 0.011 350000 Current 0.017 350000 Delinquent 0.011 360000 Current 0.013 360000 Delinquent 0.034 370000 Current 0.012 370000 Delinquent 0.011 380000 Current 0.012 380000 Delinquent 0.008 390000 Current 0.007 390000 Delinquent 0.011 400000 Current 0.012 400000 Delinquent 0.005 410000 Current 0.006 410000 Delinquent 0.008 420000 Current 0.008 420000 Delinquent 0.013 430000 Current 0.006 430000 Delinquent 0.019 440000 Current 0.008 450000 Current 0.008 450000 Delinquent 0.013 460000 Current 0.007 460000 Delinquent 0.005 470000 Current 0.007 470000 Delinquent 0.005 480000 Current 0.006 480000 Delinquent 0.011 490000 Current 0.004 490000 Delinquent 0.003 500000 Current 0.006 500000 Delinquent 0.013 510000 Current 0.005 520000 Current 0.006 520000 Delinquent 0.016 530000 Current 0.005 530000 Delinquent 0.003 540000 Current 0.003 540000 Delinquent 0.008 550000 Current 0.004 550000 Delinquent 0.011 560000 Current 0.004 570000 Current 0.004 570000 Delinquent 0.008 580000 Current 0.005 580000 Delinquent 0.005 590000 Current 0.003 590000 Delinquent 0.005 600000 Current 0.002 600000 Delinquent 0.005 610000 Current 0.003 620000 Current 0.001 630000 Current 0.001 640000 Current 0.001 640000 Delinquent 0.003 650000 Current 0.002 650000 Delinquent 0.005 660000 Current 0 670000 Current 0.001 680000 Current 0.001 700000 Current 0 710000 Current 0 720000 Current 0.001 740000 Current 0 750000 Current 0 750000 Delinquent 0.003 830000 Current 0 840000 Current 0 860000 Current 0 900000 Current 0 920000 Current 0 940000 Current 0 1000000 Current 0 1050000 Current 0 1190000 Current 0 1430000 Current 0 Status # of Loans Average Std. Deviation Current 4,236 237,992.04 139,887.02 Delinquent 377 251,095.57 143,523.53 Total: 4,613

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

~~SASCO 2007-BC1 Ownership Distribution by Status~~ Mortgage ~~Data~~Term ~~Through: April 30, 2007 Ownership Type~~ Delinquency Percentage Investment Home Current 0.~~075~~076 Investment Home Delinquent 0.~~083~~066 Investment Home Paid Off 0.~~081~~075 Primary Home Current 0.~~909~~908 Primary Home Delinquent 0.~~898~~915 Primary Home Paid Off 0.~~898~~906 Second Home Current 0.016 Second Home Delinquent 0.019 Second Home Paid Off 0.~~021~~02 ~~Title~~Mortgage #Type ofLoan ~~Loans~~Count ~~Investment~~Total ~~Home~~Balance ~~383~~Avg. ~~Primary~~Balance ~~Home~~Std. 4Deviation ARM 3,~~603~~425 ~~Second~~793,286,962.17 ~~Home~~231,616.63 82150,110.21 Fixed 1,644 309,510,369.68 188,266.65 146,271.44 Total: 5,~~068~~069 1,102,797,331.85

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

~~SASCO~~Mortgage ~~2007-BC1~~Term ~~Delinquent~~Delinquency ~~Balance~~Percentage ~~Over~~0 ~~Time~~Current ~~Mortgage~~0.003 ~~Data~~0 ~~Through:~~Delinquent ~~April~~0.013 ~~30,~~180 ~~2007~~Paid ~~AsOfDate~~Off 300.059 ~~Days~~180 60Delinquent ~~Days~~0.08 90180 ~~Days~~Current ~~Foreclosure~~0.039 ~~REO~~240 ~~1/31/2007~~Current ~~2910200~~0.9005 ~~110073.15~~360 0Current 0.953 0360 ~~2/28/2007~~Delinquent ~~18588242~~0.16907 ~~1524200.79~~360 ~~110288.13~~Paid 0Off 0 ~~3/31/2007 16802109~~.95941 ~~2557153.99~~# ~~697687.96~~of ~~486288.13~~Loans 0Other ~~4/30/2007~~120 ~~24725391.71~~180 ~~11071168.83~~240 ~~2331924.95~~360 ~~827801~~5,069 17 0 224 20 4808

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

~~SASCO~~Origination ~~2007-BC1~~Statistics ~~Delinquent~~Current ~~Count~~Loans ~~Over~~Purpose ~~Time~~Number ~~Mortgage~~Percentage ~~Data~~Purpose ~~Through:~~Number ~~April~~Percentage 30Cash-out 3,084 ~~2007~~60.8% ~~AsOfDate~~Cash-out 302,633 ~~Days~~62.2% 60refinance ~~Days~~refinance 90Purchase ~~Days~~1,336 ~~Foreclosure~~26.4% ~~REO~~Purchase 1,020 24.1% Rate/31term 649 12.8% Rate/~~2007~~term 14583 113.8% refinance refinance Home 0 0.0% Home 0 ~~2/28/2007~~0.0% 71Improvement 6Improvement 1Other 0 0.0% 3Other 0 0.0% Total 5,069 100% Total 4,236 100% Delinquent Loans Paid Off Loans Purpose Number Percentage Purpose Number Percentage Cash-out 191 50.7% Cash-out 260 57.0% refinance refinance Purchase 163 43.2% Purchase 153 33.6% Rate/31term 23 6.1% Rate/~~2007~~term 6743 9.4% 3refinance 2refinance Home 0 ~~4/30/2007~~0.0% ~~100~~Home 460 80.0% 3Improvement Improvement Other 0 0.0% Other 0 0.0% Total 377 100% Total 456 100%

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

~~SASCO~~Ownership ~~2007-BC1~~Type ~~Conditional~~Delinquency ~~Prepayment~~Percentage ~~Rates~~Investment ~~Mortgage~~Home ~~Data~~Current ~~Through:~~0.076 ~~April~~Investment ~~30,2007~~Home ~~Date~~Delinquent ~~Distribution~~0.066 ~~Date~~Investment ~~CPR~~Home ~~3-Month~~Paid MAOff ~~6-Month~~0.075 MAPrimary ~~12-Month~~Home MACurrent ~~4/30/2007~~0.908 ~~5/25/2007~~Primary 9Home Delinquent 0.~~95%~~915 19Primary Home Paid Off 0.~~54%~~906 ~~3/31/2007~~Second ~~4/25/2007~~Home 9Current 0.~~30%~~016 ~~2/28/2007~~Second ~~3/25/2007~~Home 36Delinquent 0.~~23%~~019 ~~1/31/2007~~Second ~~2/25/2007~~Home 7Paid Off 0.~~64%~~02 Title # of Loans Investment Home 383 Primary Home 4,604 Second Home 82 Total: 5,069

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

~~SASCO~~AsOfDate ~~2007-BC1~~30 ~~Historical~~Days ~~SDA~~60 ~~Performance~~Days ~~Mortgage~~90 ~~Data~~Days ~~Through:~~Foreclosure ~~April~~REO ~~30,~~ 1/31/2007 ~~Weighted~~2910200.9 ~~Monthly~~110073.15 ~~Date~~0 ~~Average~~0 ~~Age~~0 ~~Default~~2/28/2007 ~~Amt~~18588242.16 ~~Default~~1524200.79 ~~Rate~~110288.13 ~~CDR~~0 ~~(F-R)~~0 ~~SDA~~3/31/2007 ~~Curve SDA % 30-Apr-07 5~~16802109.7195 ~~$0 0~~2557153.~~00%~~99 0697687.~~00%~~96 0486288.~~11%~~13 0% ~~31-Mar-07~~ 4/30/2007 24725391.71 ~~$0 0~~11071168.~~00%~~83 02331924.~~00%~~95 ~~0.09%~~827801 0% ~~28-Feb-07~~5/31/2007 332690491.8114 ~~$0 0~~10671679.~~00%~~16 03744439.~~00%~~85 09592468.~~08%~~11 0% ~~31-Jan-07~~6/30/2007 239993089.6917 ~~$0 0~~12811003.~~00%~~19 02966550.~~00%~~7 021212325.05% 0%52712.45 ~~Averages:~~7/31/2007 436927539.2319 ~~$0 0~~19310328.~~00%~~41 05974045.~~00%~~02 032187160.~~08%~~92 0%263957.45

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

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

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

Filing Compare · Structured Asset Securities CORP 2007-BC1