8-K 1 sac01001.txt AUGUST 8-K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 Form 8-K Current Report Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): August 27, 2001 STRUCTURED ASSET SECURITIES CORPORATION Mortgage Pass-Through Certs., Series 2001-1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-35026-06 Pooling and Servicing Agreement) (Commission (State or other File Number) 52-2307316 jurisdiction IRS EIN of Incorporation) c/o Wells Fargo Bank Minnesota, N.A. 11000 Broken Land Parkway Columbia, MD 21044 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 Former name or former address, if changed since last report) ITEM 5. Other Events On August 27, 2001 a distribution was made to holders of STRUCTURED ASSET SECURITIES CORPORATION, Mortgage Pass-Through Certs., Series 2001-1 Trust. ITEM 7. Financial Statements and Exhibits (c) Exhibits furnished in accordance with Item 601(a) of Regulation S-K Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certs., Series 2001-1 Trust, relating to the August 27, 2001 distribution. 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 hereunto duly authorized. STRUCTURED ASSET SECURITIES CORPORATION Mortgage Pass-Through Certs., Series 2001-1 Trust By: Wells Fargo Bank Minnesota, NA as Securities Administrator By: /s/ Beth Belfield, Officer By: Beth Belfield, Officer Date: 9/5/01 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certs., Series 2001-1 Trust, relating to the August 27, 2001 distribution. EX-99.1

Structured Asset Securities Corporation Mortgage Pass-Through Certificates Record Date: 67/3031/01 Distribution Date: 78/2527/01 SASC Series: 2001-1 Contact: Customer Service - CTSLink Wells Fargo Bank Minnesota, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution 1-A1 8635722M4 SEN 6.75000% ~~112~~110,~~464~~867,~~500~~000.00 ~~632~~623,~~612~~626.8188 1,597,500.00 1-A2 8635722N2 SEN 7.15000% 4738,~~921~~718,~~240~~724.1968 ~~285~~230,~~530~~699.7207 98,~~202~~284,~~515~~124.5125 1-A3 8635722P7 SEN 7.10000% 1512,~~973~~906,~~746~~241.7356 9476,~~511~~361.3393 32,~~067~~761,~~505~~374.1775 1-A4 8635722Q5 SEN 7.15000% 0.00 3837,~~153~~493.7443 0.00 1-A5 8635722R3 SEN 6.75000% 20,000,000.00 112,500.00 0.00 1-A7 8635722T9 SEN 7.15000% 10,000,000.00 59,583.33 0.00 1-A8 8635722U6 SEN 6.85000% 39,500,000.00 225,479.17 0.00 1-A6 8635722S1 SEN 7.15000% 0.00 5,833.33 0.00 1-A9 8635722V4 SEN 7.15000% 0.00 9,875.00 0.00 1-AP 8635722X0 PO 0.00000% 16,~~159~~141.5103 0.00 1819.4836 1-AX 8635722W2 IO 7.15000% 0.00 5,~~352~~348.9876 0.00 2-A1 8635722Y8 SEN 6.50000% 2322,~~910~~631,~~003~~497.0045 ~~129~~122,~~512~~587.5228 1,~~278~~346,~~505~~980.5506 2-A2 8635722Z5 SEN 4.~~30500~~29250% 4745,~~820~~262,~~006~~994.0190 ~~171~~161,~~554~~909.2750 2,~~557~~693,~~011~~960.1112 2-A3 8635723A9 SEN 4.~~19500~~20750% 0.00 ~~167~~158,~~170~~703.7738 0.00 2-A4 8635723B7 SEN 7.00000% 6,082,000.00 35,478.33 0.00 2-A5 8635723C5 SEN 7.50000% 0.00 2,534.17 0.00 2-A6 8635723D3 SEN 6.50000% 2322,~~910~~631,~~003~~497.0045 ~~129~~122,~~512~~587.5228 1,~~278~~346,~~505~~980.5506 3-A 8635723E1 SEN 7.00000% 6460,~~503~~448,~~081~~931.2598 ~~376~~352,~~267~~618.9777 41,~~054~~136,~~149~~510.2725 3-AP 8635723G6 PO 0.00000% ~~518~~515,~~734~~678.2720 0.00 32,~~056~~863.0779 3-AX 8635723F8 IO 7.00000% 0.00 1,~~929~~912.1523 0.00 B1 8635723H4 SUB 7.~~21825~~21833% 11,~~715~~704,~~348~~627.8323 70,~~470~~406.2150 10,~~721~~866.6091 B2 8635723J0 SUB 7.~~21825~~21833% 6,~~509~~503,~~301~~344.4934 39,~~154~~119.7838 56,~~957~~037.1589 B3 8635723K7 SUB 7.~~21825~~21833% 3,~~904~~901,~~784~~210.4184 23,~~488~~466.0784 3,~~573~~622.5600 B4 8635723M3 SUB 7.~~21825~~21833% 5,~~987~~982,~~601~~121.5988 3635,~~016~~984.6408 5,~~479~~553.7197 B5 8635723N1 SUB 7.~~21825~~21833% 2,~~863~~860,~~375~~755.8233 17,~~223~~208.7922 2,~~620~~656.4901 B6 8635723P6 SUB 7.~~21825~~21833% 2,~~867~~864,~~610~~985.2891 17,~~249~~233.2667 2,~~624~~659.3793 LT-R SAC101LTR RES 0.00000% 0.00 0.00 0.00 R 8635723L5 RES 7.15000% 0.00 0.00 0.00 Totals ~~446~~423,~~467~~397,~~496~~752.3878 2,~~686~~548,~~994~~550.8653 2319,~~069~~201,~~743~~709.5935

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 ~~110~~109,~~867~~269,~~000~~500.00 2,~~230~~221,~~112~~126.8188 0.00 1-A2 0.00 3830,~~718~~434,~~724~~600.6843 98,~~488~~514,~~046~~823.2332 0.00 1-A3 0.00 1210,~~906~~144,~~241~~866.5681 32,~~162~~837,~~016~~736.5068 0.00 1-A4 0.00 0.00 3837,~~153~~493.7443 0.00 1-A5 0.00 20,000,000.00 112,500.00 0.00 1-A7 0.00 10,000,000.00 59,583.33 0.00 1-A8 0.00 39,500,000.00 225,479.17 0.00 1-A6 0.00 0.00 5,833.33 0.00 1-A9 0.00 0.00 9,875.00 0.00 1-AP 0.00 16,~~141~~121.0367 1819.4836 0.00 1-AX 0.00 0.00 5,~~352~~348.9876 0.00 2-A1 0.00 2221,~~631~~284,~~497~~517.4539 1,~~408~~469,~~018~~567.0734 0.00 2-A2 0.00 4542,~~262~~569,~~994~~034.9078 2,~~728~~855,~~565~~869.3862 0.00 2-A3 0.00 0.00 ~~167~~158,~~170~~703.7738 0.00 2-A4 0.00 6,082,000.00 35,478.33 0.00 2-A5 0.00 0.00 2,534.17 0.00 2-A6 0.00 2221,~~631~~284,~~497~~517.4539 1,~~408~~469,~~018~~567.0734 0.00 3-A 0.00 6059,~~448~~312,~~931~~421.9872 41,~~430~~489,~~417~~129.2402 0.00 3-AP 0.00 ~~515~~512,~~678~~814.2040 32,~~056~~863.0779 0.00 3-AX 0.00 0.00 1,~~929~~912.1523 0.00 B1 0.00 11,~~704~~693,~~627~~760.2332 81,~~191~~273.8141 0.00 B2 0.00 6,~~503~~497,~~344~~306.3445 45,~~111~~157.9327 0.00 B3 0.00 3,~~901~~897,~~210~~588.8485 27,~~061~~088.6384 0.00 B4 0.00 5,~~982~~976,~~121~~567.8891 41,~~496~~538.3505 0.00 B5 0.00 2,~~860~~858,~~755~~099.3332 19,~~844~~864.2823 0.00 B6 0.00 2,~~864~~862,~~985~~325.9197 19,~~873~~893.6360 0.00 LT-R 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 Totals 0.00 ~~423~~404,~~397~~196,~~752~~043.7841 2521,~~756~~750,~~738~~259.4588 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.

Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) 1-A1 120,452,000.00 ~~112~~110,~~464~~867,~~500~~000.00 17,~~128~~879.7365 1,~~580~~579,~~371~~620.2735 0.00 0.00 1-A2 75,000,000.00 4738,~~921~~718,~~240~~724.1968 9892,~~671~~718.3015 98,~~103~~191,~~844~~406.2109 0.00 0.00 1-A3 25,000,000.00 1512,~~973~~906,~~746~~241.7356 3230,~~890~~906.4305 32,~~034~~730,~~614~~468.7470 0.00 0.00 1-A4 0.00 0.00 0.00 0.00 0.00 0.00 1-A5 20,000,000.00 20,000,000.00 0.00 0.00 0.00 0.00 1-A7 10,000,000.00 10,000,000.00 0.00 0.00 0.00 0.00 1-A8 39,500,000.00 39,500,000.00 0.00 0.00 0.00 0.00 1-A6 0.00 0.00 0.00 0.00 0.00 0.00 1-A9 0.00 0.00 0.00 0.00 0.00 0.00 1-AP 16,253.00 16,~~159~~141.5103 18.4859 0.0077 0.00 0.00 1-AX 0.00 0.00 0.00 0.00 0.00 0.00 2-A1 30,000,000.00 2322,~~910~~631,~~003~~497.0045 12,~~940~~380.3995 1,~~265~~334,~~565~~599.1710 0.00 0.00 2-A2 60,000,000.00 4745,~~820~~262,~~006~~994.0190 2524,~~880~~761.7791 2,~~531~~669,~~130~~198.3421 0.00 0.00 2-A3 0.00 0.00 0.00 0.00 0.00 0.00 2-A4 6,082,000.00 6,082,000.00 0.00 0.00 0.00 0.00 2-A5 0.00 0.00 0.00 0.00 0.00 0.00 2-A6 30,000,000.00 2322,~~910~~631,~~003~~497.0045 12,~~940~~380.3995 1,~~265~~334,~~565~~599.1710 0.00 0.00 3-A 72,395,000.00 6460,~~503~~448,~~081~~931.2598 ~~185~~177,~~271~~671.8887 3958,~~868,877~~838.3938 0.00 0.00 3-AP 542,621.00 ~~518~~515,~~734~~678.2720 2,~~796~~814.8317 ~~259~~49.2463 0.00 0.00 3-AX 0.00 0.00 0.00 0.00 0.00 0.00 B1 11,767,000.00 11,~~715~~704,~~348~~627.8323 10,~~721~~866.6091 0.00 0.00 0.00 B2 6,538,000.00 6,~~509~~503,~~301~~344.4934 56,~~957~~037.1589 0.00 0.00 0.00 B3 3,922,000.00 3,~~904~~901,~~784~~210.4184 3,~~573~~622.5600 0.00 0.00 0.00 B4 6,014,000.00 5,~~987~~982,~~601~~121.5988 5,~~479~~553.7197 0.00 0.00 0.00 B5 2,876,000.00 2,~~863~~860,~~375~~755.8233 2,~~620~~656.4901 0.00 0.00 0.00 B6 2,880,253.00 2,~~867~~864,~~610~~985.2891 2,~~624~~659.3793 0.00 0.00 0.00 LT-R 0.00 0.00 0.00 0.00 0.00 0.00 R 100.00 0.00 0.00 0.00 0.00 0.00 Totals 522,985,227.00 ~~446~~423,~~467~~397,~~496~~752.3878 ~~419~~402,~~516~~929.0800 2218,~~650~~798,~~227~~780.5333 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution 1-A1 1,597,500.00 ~~110~~109,~~867~~269,~~000~~500.00 0.~~92042473~~90716219 1,597,500.00 1-A2 98,~~202~~284,~~515~~124.5125 3830,~~718~~434,~~724~~600.6843 0.~~51624966~~40579467 98,~~202~~284,~~515~~124.5125 1-A3 32,~~067~~761,~~505~~374.1775 1210,~~906~~144,~~241~~866.5681 0.~~51624966~~40579467 32,~~067~~761,~~505~~374.1775 1-A4 0.00 0.00 0.00000000 0.00 1-A5 0.00 20,000,000.00 1.00000000 0.00 1-A7 0.00 10,000,000.00 1.00000000 0.00 1-A8 0.00 39,500,000.00 1.00000000 0.00 1-A6 0.00 0.00 0.00000000 0.00 1-A9 0.00 0.00 0.00000000 0.00 1-AP 1819.4836 16,~~141~~121.0367 0.~~99311081~~99191965 1819.4836 1-AX 0.00 0.00 0.00000000 0.00 2-A1 1,~~278~~346,~~505~~980.5506 2221,~~631~~284,~~497~~517.4539 0.~~75438325~~70948391 1,~~278~~346,~~505~~980.5506 2-A2 2,~~557~~693,~~011~~960.1112 4542,~~262~~569,~~994~~034.9078 0.~~75438325~~70948391 2,~~557~~693,~~011~~960.1112 2-A3 0.00 0.00 0.00000000 0.00 2-A4 0.00 6,082,000.00 1.00000000 0.00 2-A5 0.00 0.00 0.00000000 0.00 2-A6 1,~~278~~346,~~505~~980.5506 2221,~~631~~284,~~497~~517.4539 0.~~75438325~~70948391 1,~~278~~346,~~505~~980.5506 3-A 41,~~054~~136,~~149~~510.2725 6059,~~448~~312,~~931~~421.9872 0.~~83498766~~81928892 41,~~054~~136,~~149~~510.2725 3-AP 32,~~056~~863.0779 ~~515~~512,~~678~~814.2040 0.~~95034693~~94506921 32,~~056~~863.0779 3-AX 0.00 0.00 0.00000000 0.00 B1 10,~~721~~866.6091 11,~~704~~693,~~627~~760.2332 0.~~99469935~~99377584 10,~~721~~866.6091 B2 56,~~957~~037.1589 6,~~503~~497,~~344~~306.3445 0.~~99469935~~99377584 56,~~957~~037.1589 B3 3,~~573~~622.5600 3,~~901~~897,~~210~~588.8485 0.~~99469935~~99377584 3,~~573~~622.5600 B4 5,~~479~~553.7197 5,~~982~~976,~~121~~567.8891 0.~~99469935~~99377584 5,~~479~~553.7197 B5 2,~~620~~656.4901 2,~~860~~858,~~755~~099.3332 0.~~99469935~~99377584 2,~~620~~656.4901 B6 2,~~624~~659.3793 2,~~864~~862,~~985~~325.9197 0.~~99469939~~99377588 2,~~624~~659.3793 LT-R 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 2319,~~069~~201,~~743~~709.5935 ~~423~~404,~~397~~196,~~752~~043.7841 0.~~80957880~~77286321 2319,~~069~~201,~~743~~709.5935

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 120,452,000.00 ~~933~~920.~~68727792~~42473350 0.~~14220378~~14843797 13.~~12034063~~11410645 0.00000000 1-A2 75,000,000.00 ~~638~~516.~~94986920~~24966240 1.~~31561733~~23624200 ~~121~~109.~~38458947~~21874787 0.00000000 1-A3 25,000,000.00 ~~638~~516.~~94986920~~24966240 1.~~31561720~~23624200 ~~121~~109.~~38458960~~21874800 0.00000000 1-A4 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A5 20,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A7 10,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A8 39,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A6 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A9 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-AP 16,253.00 ~~994~~993.~~24783117~~11081031 1.~~13702086~~14378884 0.~~00000000~~04737587 0.00000000 1-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 30,000,000.00 ~~797~~754.~~00010000~~38324833 0.~~43134633~~41269833 4244.~~18550567~~48663667 0.00000000 2-A2 60,000,000.00 ~~797~~754.~~00010017~~38324833 0.~~43134617~~41269850 4244.~~18550567~~48663683 0.00000000 2-A3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A4 6,082,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A5 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A6 30,000,000.00 ~~797~~754.~~00010000~~38324833 0.~~43134633~~41269833 4244.~~18550567~~48663667 0.00000000 3-A 72,395,000.00 ~~890~~834.~~98806893~~98766462 2.~~55918061~~45420084 5313.~~44122370~~24453871 0.00000000 3-AP 542,621.00 ~~955~~950.~~97897980~~34692723 5.~~15429738~~18625339 0.~~47775519~~09146347 0.00000000 3-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B1 11,767,000.00 ~~995~~994.~~61050650~~69934818 0.~~91115832~~92350727 0.00000000 0.00000000 B2 6,538,000.00 ~~995~~994.~~61050627~~69934842 0.~~91115785~~92350719 0.00000000 0.00000000 B3 3,922,000.00 ~~995~~994.~~61050739~~69934727 0.~~91115757~~92350841 0.00000000 0.00000000 B4 6,014,000.00 ~~995~~994.~~61050715~~69934819 0.~~91115896~~92350682 0.00000000 0.00000000 B5 2,876,000.00 ~~995~~994.~~61050765~~69934979 0.~~91115786~~92350834 0.00000000 0.00000000 B6 2,880,253.00 ~~995~~994.~~61055227~~69939273 0.~~91115954~~92350568 0.00000000 0.00000000 LT-R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes are per $1,000 denomination.

Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution 1-A1 0.00000000 13.26254442 ~~920~~907.~~42473350~~16218909 0.~~92042473~~90716219 13.26254442 1-A2 0.00000000 ~~122~~110.~~70020680~~45499000 ~~516~~405.~~24966240~~79467240 0.~~51624966~~40579467 ~~122~~110.~~70020680~~45499000 1-A3 0.00000000 ~~122~~110.~~70020680~~45499000 ~~516~~405.~~24966240~~79467240 0.~~51624966~~40579467 ~~122~~110.~~70020680~~45499000 1-A4 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A6 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A9 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-AP 0.00000000 1.~~13702086~~19116471 ~~993~~991.~~11081031~~91964560 0.~~99311081~~99191965 1.~~13702086~~19116471 1-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 0.00000000 4244.~~61685167~~89933533 ~~754~~709.~~38324833~~48391300 0.~~75438325~~70948391 4244.~~61685167~~89933533 2-A2 0.00000000 4244.~~61685183~~89933533 ~~754~~709.~~38324833~~48391300 0.~~75438325~~70948391 4244.~~61685183~~89933533 2-A3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A5 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A6 0.00000000 4244.~~61685167~~89933533 ~~754~~709.~~38324833~~48391300 0.~~75438325~~70948391 4244.~~61685167~~89933533 3-A 0.00000000 5615.~~00040431~~69873955 ~~834~~819.~~98766462~~28892493 0.~~83498766~~81928892 5615.~~00040431~~69873955 3-AP 0.00000000 5.~~63205257~~27769843 ~~950~~945.~~34692723~~06921037 0.~~95034693~~94506921 5.~~63205257~~27769843 3-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B1 0.00000000 0.~~91115832~~92350727 ~~994~~993.~~69934818~~77584091 0.~~99469935~~99377584 0.~~91115832~~92350727 B2 0.00000000 0.~~91115785~~92350719 ~~994~~993.~~69934842~~77584124 0.~~99469935~~99377584 0.~~91115785~~92350719 B3 0.00000000 0.~~91115757~~92350841 ~~994~~993.~~69934727~~77584141 0.~~99469935~~99377584 0.~~91115757~~92350841 B4 0.00000000 0.~~91115896~~92350682 ~~994~~993.~~69934819~~77584137 0.~~99469935~~99377584 0.~~91115896~~92350682 B5 0.00000000 0.~~91115786~~92350834 ~~994~~993.~~69934979~~77584145 0.~~99469935~~99377584 0.~~91115786~~92350834 B6 0.00000000 0.~~91115954~~92350568 ~~994~~993.~~69939273~~77588358 0.~~99469939~~99377588 0.~~91115954~~92350568 LT-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (3) Amount Does Not Include Excess Special Hazard, Bankrupcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall 1-A1 120,452,000.00 6.75000% ~~112~~110,~~464~~867,~~500~~000.00 ~~632~~623,~~612~~626.8188 0.00 0.00 1-A2 75,000,000.00 7.15000% 4738,~~921~~718,~~240~~724.1968 ~~285~~230,~~530~~699.7207 0.00 0.00 1-A3 25,000,000.00 7.10000% 1512,~~973~~906,~~746~~241.7356 9476,~~511~~361.3393 0.00 0.00 1-A4 0.00 7.15000% 6,~~403~~292,~~424~~603.8009 3837,~~153~~493.7443 0.00 0.00 1-A5 20,000,000.00 6.75000% 20,000,000.00 112,500.00 0.00 0.00 1-A7 10,000,000.00 7.15000% 10,000,000.00 59,583.33 0.00 0.00 1-A8 39,500,000.00 6.85000% 39,500,000.00 225,479.17 0.00 0.00 1-A6 0.00 7.15000% 979,020.98 5,833.33 0.00 0.00 1-A9 0.00 7.15000% 1,657,342.66 9,875.00 0.00 0.00 1-AP 16,253.00 0.00000% 16,~~159~~141.5103 0.00 0.00 0.00 1-AX 0.00 7.15000% ~~898~~897,~~401~~694.8828 5,~~352~~348.9876 0.00 0.00 2-A1 30,000,000.00 6.50000% 2322,~~910~~631,~~003~~497.0045 ~~129~~122,~~512~~587.5228 0.00 0.00 2-A2 60,000,000.00 4.~~30500~~29250% 4745,~~820~~262,~~006~~994.0190 ~~171~~161,~~554~~909.2750 0.00 0.00 2-A3 0.00 4.~~19500~~20750% 4745,~~820~~262,~~006~~994.0190 ~~167~~158,~~170~~703.7738 0.00 0.00 2-A4 6,082,000.00 7.00000% 6,082,000.00 35,478.33 0.00 0.00 2-A5 0.00 7.50000% 405,466.67 2,534.17 0.00 0.00 2-A6 30,000,000.00 6.50000% 2322,~~910~~631,~~003~~497.0045 ~~129~~122,~~512~~587.5228 0.00 0.00 3-A 72,395,000.00 7.00000% 6460,~~503~~448,~~081~~931.2598 ~~376~~352,~~267~~618.9777 0.00 0.00 3-AP 542,621.00 0.00000% ~~518~~515,~~734~~678.2720 0.00 0.00 0.00 3-AX 0.00 7.00000% ~~330~~327,~~712~~810.0773 1,~~929~~912.1523 0.00 0.00 B1 11,767,000.00 7.~~21825~~21833% 11,~~715~~704,~~348~~627.8323 70,~~470~~406.2150 0.00 0.00 B2 6,538,000.00 7.~~21825~~21833% 6,~~509~~503,~~301~~344.4934 39,~~154~~119.7838 0.00 0.00 B3 3,922,000.00 7.~~21825~~21833% 3,~~904~~901,~~784~~210.4184 23,~~488~~466.0784 0.00 0.00 B4 6,014,000.00 7.~~21825~~21833% 5,~~987~~982,~~601~~121.5988 3635,~~016~~984.6408 0.00 0.00 B5 2,876,000.00 7.~~21825~~21833% 2,~~863~~860,~~375~~755.8233 17,~~223~~208.7922 0.00 0.00 B6 2,880,253.00 7.~~21825~~21833% 2,~~867~~864,~~610~~985.2891 17,~~249~~233.2667 0.00 0.00 LT-R 0.00 0.00000% 0.00 0.00 0.00 0.00 R 100.00 7.15000% 0.00 0.00 0.00 0.00 Totals 522,985,227.00 2,~~686~~548,~~994~~550.8653 0.00 0.00

Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance 1-A1 0.00 0.00 ~~632~~623,~~612~~626.8188 0.00 ~~110~~109,~~867~~269,~~000~~500.00 1-A2 0.00 0.00 ~~285~~230,~~530~~699.7207 0.00 3830,~~718~~434,~~724~~600.6843 1-A3 0.00 0.00 9476,~~511~~361.3393 0.00 1210,~~906~~144,~~241~~866.5681 1-A4 0.00 0.00 3837,~~153~~493.7443 0.00 6,~~292~~183,~~603~~922.0915 1-A5 0.00 0.00 112,500.00 0.00 20,000,000.00 1-A7 0.00 0.00 59,583.33 0.00 10,000,000.00 1-A8 0.00 0.00 225,479.17 0.00 39,500,000.00 1-A6 0.00 0.00 5,833.33 0.00 979,020.98 1-A9 0.00 0.00 9,875.00 0.00 1,657,342.66 1-AP 0.00 0.00 0.00 0.00 16,~~141~~121.0367 1-AX 0.00 0.00 5,~~352~~348.9876 0.00 ~~897~~896,~~694~~942.2864 2-A1 0.00 0.00 ~~129~~122,~~512~~587.5228 0.00 2221,~~631~~284,~~497~~517.4539 2-A2 0.00 0.00 ~~171~~161,~~554~~909.2750 0.00 4542,~~262~~569,~~994~~034.9078 2-A3 0.00 0.00 ~~167~~158,~~170~~703.7738 0.00 4542,~~262~~569,~~994~~034.9078 2-A4 0.00 0.00 35,478.33 0.00 6,082,000.00 2-A5 0.00 0.00 2,534.17 0.00 405,466.67 2-A6 0.00 0.00 ~~129~~122,~~512~~587.5228 0.00 2221,~~631~~284,~~497~~517.4539 3-A 0.00 0.00 ~~376~~352,~~267~~618.9777 0.00 6059,~~448~~312,~~931~~421.9872 3-AP 0.00 0.00 0.00 0.00 ~~515~~512,~~678~~814.2040 3-AX 0.00 0.00 1,~~929~~912.1523 0.00 ~~327~~324,~~810~~851.7310 B1 0.00 0.00 70,~~470~~406.2150 0.00 11,~~704~~693,~~627~~760.2332 B2 0.00 0.00 39,~~154~~119.7838 0.00 6,~~503~~497,~~344~~306.3445 B3 0.00 0.00 23,~~488~~466.0784 0.00 3,~~901~~897,~~210~~588.8485 B4 0.00 0.00 3635,~~016~~984.6408 0.00 5,~~982~~976,~~121~~567.8891 B5 0.00 0.00 17,~~223~~208.7922 0.00 2,~~860~~858,~~755~~099.3332 B6 0.00 0.00 17,~~249~~233.2667 0.00 2,~~864~~862,~~985~~325.9197 LT-R 0.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 2,~~686~~548,~~994~~550.8653 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankrupcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall 1-A1 120,452,000.00 6.75000% ~~933~~920.~~68727792~~42473350 5.~~25199092~~17738917 0.00000000 0.00000000 1-A2 75,000,000.00 7.15000% ~~638~~516.~~94986920~~24966240 3.~~80707627~~07598760 0.00000000 0.00000000 1-A3 25,000,000.00 7.10000% ~~638~~516.~~94986920~~24966240 3.~~78045320~~05447720 0.00000000 0.00000000 1-A4 0.00 7.15000% ~~926~~910.~~23399438~~20400444 5.~~51881097~~42329933 0.00000000 0.00000000 1-A5 20,000,000.00 6.75000% 1000.00000000 5.62500000 0.00000000 0.00000000 1-A7 10,000,000.00 7.15000% 1000.00000000 5.95833300 0.00000000 0.00000000 1-A8 39,500,000.00 6.85000% 1000.00000000 5.70833342 0.00000000 0.00000000 1-A6 0.00 7.15000% 1000.00000000 5.95832992 0.00000000 0.00000000 1-A9 0.00 7.15000% 1000.00000000 5.95833332 0.00000000 0.00000000 1-AP 16,253.00 0.00000% ~~994~~993.~~24783117~~11081031 0.00000000 0.00000000 0.00000000 1-AX 0.00 7.15000% ~~942~~941.~~08939134~~34738215 5.~~61328486~~60885965 0.00000000 0.00000000 2-A1 30,000,000.00 6.50000% ~~797~~754.~~00010000~~38324833 4.~~31708400~~08624267 0.00000000 0.00000000 2-A2 60,000,000.00 4.~~30500~~29250% ~~797~~754.~~00010017~~38324833 2.~~85923783~~69849167 0.00000000 0.00000000 2-A3 0.00 4.~~19500~~20750% ~~797~~754.~~00010017~~38324833 2.~~78617950~~64505633 0.00000000 0.00000000 2-A4 6,082,000.00 7.00000% 1000.00000000 5.83333279 0.00000000 0.00000000 2-A5 0.00 7.50000% 1000.00000000 6.25000817 0.00000000 0.00000000 2-A6 30,000,000.00 6.50000% ~~797~~754.~~00010000~~38324833 4.~~31708400~~08624267 0.00000000 0.00000000 3-A 72,395,000.00 7.00000% ~~890~~834.~~98806893~~98766462 54.~~19743035~~87076138 0.00000000 0.00000000 3-AP 542,621.00 0.00000% ~~955~~950.~~97897980~~34692723 0.00000000 0.00000000 0.00000000 3-AX 0.00 7.00000% ~~709~~703.~~24981994~~02756481 4.~~13728259~~10099572 0.00000000 0.00000000 B1 11,767,000.00 7.~~21825~~21833% ~~995~~994.~~61050650~~69934818 5.~~98880003~~98338574 0.00000000 0.00000000 B2 6,538,000.00 7.~~21825~~21833% ~~995~~994.~~61050627~~69934842 5.~~98880086~~98338636 0.00000000 0.00000000 B3 3,922,000.00 7.~~21825~~21833% ~~995~~994.~~61050739~~69934727 5.~~98879908~~98338603 0.00000000 0.00000000 B4 6,014,000.00 7.~~21825~~21833% ~~995~~994.~~61050715~~69934819 5.~~98879947~~98338543 0.00000000 0.00000000 B5 2,876,000.00 7.~~21825~~21833% ~~995~~994.~~61050765~~69934979 5.~~98880042~~98338665 0.00000000 0.00000000 B6 2,880,253.00 7.~~21825~~21833% ~~995~~994.~~61055227~~69939273 5.~~98880029~~98338757 0.00000000 0.00000000 LT-R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R 100.00 7.15000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All Classes are per $1,000 denomination.

Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance 1-A1 0.00000000 0.00000000 5.~~25199092~~17738917 0.00000000 ~~920~~907.~~42473350~~16218909 1-A2 0.00000000 0.00000000 3.~~80707627~~07598760 0.00000000 ~~516~~405.~~24966240~~79467240 1-A3 0.00000000 0.00000000 3.~~78045320~~05447720 0.00000000 ~~516~~405.~~24966240~~79467240 1-A4 0.00000000 0.00000000 5.~~51881097~~42329933 0.00000000 ~~910~~894.~~20400444~~48366973 1-A5 0.00000000 0.00000000 5.62500000 0.00000000 1000.00000000 1-A7 0.00000000 0.00000000 5.95833300 0.00000000 1000.00000000 1-A8 0.00000000 0.00000000 5.70833342 0.00000000 1000.00000000 1-A6 0.00000000 0.00000000 5.95832992 0.00000000 1000.00000000 1-A9 0.00000000 0.00000000 5.95833332 0.00000000 1000.00000000 1-AP 0.00000000 0.00000000 0.00000000 0.00000000 ~~993~~991.~~11081031~~91964560 1-AX 0.00000000 0.00000000 5.~~61328486~~60885965 0.00000000 ~~941~~940.~~34738215~~55919138 2-A1 0.00000000 0.00000000 4.~~31708400~~08624267 0.00000000 ~~754~~709.~~38324833~~48391300 2-A2 0.00000000 0.00000000 2.~~85923783~~69849167 0.00000000 ~~754~~709.~~38324833~~48391300 2-A3 0.00000000 0.00000000 2.~~78617950~~64505633 0.00000000 ~~754~~709.~~38324833~~48391300 2-A4 0.00000000 0.00000000 5.83333279 0.00000000 1000.00000000 2-A5 0.00000000 0.00000000 6.25000817 0.00000000 1000.00000000 2-A6 0.00000000 0.00000000 4.~~31708400~~08624267 0.00000000 ~~754~~709.~~38324833~~48391300 3-A 0.00000000 0.00000000 54.~~19743035~~87076138 0.00000000 ~~834~~819.~~98766462~~28892493 3-AP 0.00000000 0.00000000 0.00000000 0.00000000 ~~950~~945.~~34692723~~06921037 3-AX 0.00000000 0.00000000 4.~~13728259~~10099572 0.00000000 ~~703~~696.~~02756481~~68030012 B1 0.00000000 0.00000000 5.~~98880003~~98338574 0.00000000 ~~994~~993.~~69934818~~77584091 B2 0.00000000 0.00000000 5.~~98880086~~98338636 0.00000000 ~~994~~993.~~69934842~~77584124 B3 0.00000000 0.00000000 5.~~98879908~~98338603 0.00000000 ~~994~~993.~~69934727~~77584141 B4 0.00000000 0.00000000 5.~~98879947~~98338543 0.00000000 ~~994~~993.~~69934819~~77584137 B5 0.00000000 0.00000000 5.~~98880042~~98338665 0.00000000 ~~994~~993.~~69934979~~77584145 B6 0.00000000 0.00000000 5.~~98880029~~98338757 0.00000000 ~~994~~993.~~69939273~~77588358 LT-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (6) Amount Does Not Include Excess Special Hazard, Bankrupcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 2522,~~964~~103,~~905~~468.9100 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) ~~458~~278,~~978~~602.4731 Realized Losses 0.00 Total Deposits 2622,~~423~~382,~~884~~070.3831 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee ~~667~~631,~~145~~810.9343 Payment of Interest and Principal 2521,~~756~~750,~~738~~259.4588 Total Withdrawals (Pool Distribution Amount) 2622,~~423~~382,~~884~~070.3831 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee ~~666~~630,~~312~~977.6010 MBIA Premium 833.33 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~667~~631,~~145~~810.9343

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days ~~165~~82 0 0 01 ~~165~~83 5425,~~199~~445,~~187~~983.2483 0.00 0.00 0330,887.0028 5425,~~199~~776,~~187~~871.2411 60 Days 1719 0 0 0 1719 5,~~463~~372,~~538~~663.3000 0.00 0.00 0.00 5,~~463~~372,~~538~~663.3000 90 Days 9 0 0 0 9 3,~~965~~278,~~979~~484.8041 0.00 0.00 0.00 3,~~965~~278,~~979~~484.8041 120 Days 28 0 10 0 38 ~~864~~3,~~862~~667,109.1952 0.00 ~~418,163~~0.6700 0.00 13,~~283~~667,~~025~~109.8652 150 Days 41 0 12 0 53 1498,~~855,178~~093.1088 0.00 ~~292~~784,~~975~~931.4998 0.00 21,~~148~~283,~~153~~025.5986 180+ Days 1 0 0 15 20 ~~491,607.25~~5 0.00 0.00 ~~331~~2,~~952~~011,255.7776 ~~823~~0.00 2,~~560~~011,255.0276 Totals ~~198~~119 0 27 1 ~~201~~127 6638,~~840~~262,~~352~~334.8864 0.00 ~~711~~2,~~139~~796,187.1674 ~~331~~330,~~952~~887.7728 6741,~~883~~389,~~444~~409.8166 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 136.~~147410~~793703% 0.000000% 0.000000% 0.~~000000~~082850% 136.~~147410~~876553% 126.~~788950~~289930% 0.000000% 0.000000% 0.~~000000~~081791% 126.~~788950~~371722% 60 Days 1.~~354582~~574151% 0.000000% 0.000000% 0.000000% 1.~~354582~~574151% 1.~~289188~~328055% 0.000000% 0.000000% 0.000000% 1.~~289188~~328055% 90 Days 0.~~717131~~745650% 0.000000% 0.000000% 0.000000% 0.~~717131~~745650% 0.~~935821~~810401% 0.000000% 0.000000% 0.000000% 0.~~935821~~810401% 120 Days 0.~~159363~~662800% 0.000000% 0.~~079681~~000000% 0.000000% 0.~~239044~~662800% 0.~~204075~~906464% 0.000000% 0.~~098671~~000000% 0.000000% 0.~~302745~~906464% 150 Days 0.~~318725~~082850% 0.000000% 0.~~079681~~165700% 0.000000% 0.~~398406~~248550% 0.~~437752~~123123% 0.000000% 0.~~069131~~194025% 0.000000% 0.~~506883~~317148% 180+ Days 0.~~079681~~000000% 0.000000% 0.~~000000~~414250% 0.~~079681~~000000% 0.~~159363~~414250% 0.~~116001~~000000% 0.000000% 0.~~000000~~497157% 0.~~078328~~000000% 0.~~194329~~497157% Totals 159.~~776892~~859155% 0.000000% 0.~~159363~~579950% 0.~~079681~~082850% 1610.~~015936~~521955% 159.~~771785~~457973% 0.000000% 0.~~167802~~691183% 0.~~078328~~081791% 1610.~~017915~~230947%

Delinquency Status By Groups

DELINQUENT BANKRUPTCY FORECLOSURE REO Total 4 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 ~~335~~84,~~754~~325.7381 0.00 0.00 0.00 ~~335~~84,~~754~~325.7381 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 ~~335~~84,~~754~~325.7381 0.00 0.00 0.00 ~~335~~84,~~754~~325.7381 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 5.000000% 0.000000% 0.000000% 0.000000% 5.000000% 51.~~989953~~505687% 0.000000% 0.000000% 0.000000% 51.~~989953~~505687% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 5.000000% 0.000000% 0.000000% 0.000000% 5.000000% 51.~~989953~~505687% 0.000000% 0.000000% 0.000000% 51.~~989953~~505687% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 5 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 7536 0 0 0 7536 2712,~~102~~913,~~659~~691.4457 0.00 0.00 0.00 2712,~~102~~913,~~659~~691.4457 60 Days 106 0 0 0 106 31,~~370~~589,~~726~~492.6312 0.00 0.00 0.00 31,~~370~~589,~~726~~492.6312 90 Days 45 0 0 0 45 2,~~038~~059,~~657~~856.3999 0.00 0.00 0.00 2,~~038~~059,~~657~~856.3999 120 Days 04 0 0 0 04 02,038,657.0039 0.00 0.00 0.00 02,038,657.0039 150 Days 30 0 10 0 40 ~~1,226,673~~0.0200 0.00 ~~292,975~~0.4900 0.00 ~~1,519,648~~0.5100 180 Days 0 0 04 0 04 0.00 0.00 01,519,648.0051 0.00 01,519,648.0051 Totals 9251 0 14 0 9355 3318,~~738~~601,~~716~~698.4807 0.00 ~~292~~1,~~975~~519,648.4951 0.00 3420,~~031~~121,~~691~~346.9758 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 115.~~485452~~760000% 0.000000% 0.000000% 0.000000% 115.~~485452~~760000% 105.~~988082~~518927% 0.000000% 0.000000% 0.000000% 105.~~988082~~518927% 60 Days 10.~~531394~~960000% 0.000000% 0.000000% 0.000000% 10.~~531394~~960000% 10.~~366575~~679302% 0.000000% 0.000000% 0.000000% 10.~~366575~~679302% 90 Days 0.~~612557~~800000% 0.000000% 0.000000% 0.000000% 0.~~612557~~800000% 0.~~826522~~880321% 0.000000% 0.000000% 0.000000% 0.~~826522~~880321% 120 Days 0.~~000000~~640000% 0.000000% 0.000000% 0.000000% 0.~~000000~~640000% 0.~~000000~~871261% 0.000000% 0.000000% 0.000000% 0.~~000000~~871261% 150 Days 0.~~459418~~000000% 0.000000% 0.~~153139~~000000% 0.000000% 0.~~612557~~000000% 0.~~497323~~000000% 0.000000% 0.~~118779~~000000% 0.000000% 0.~~616103~~000000% 180 Days 0.000000% 0.000000% 0.~~000000~~640000% 0.000000% 0.~~000000~~640000% 0.000000% 0.000000% 0.~~000000~~649452% 0.000000% 0.~~000000~~649452% Totals 148.~~088821~~160000% 0.000000% 0.~~153139~~640000% 0.000000% 148.~~241960~~800000% 137.~~678502~~949811% 0.000000% 0.~~118779~~649452% 0.000000% 138.~~797281~~599264% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 6 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 5223 0 0 01 5224 188,~~855~~202,~~958~~537.5299 0.00 0.00 0330,887.0028 188,~~855~~533,~~958~~425.5227 60 Days 56 0 0 0 56 12,~~620~~139,~~645~~644.0705 0.00 0.00 0.00 12,~~620~~139,~~645~~644.0705 90 Days 53 0 0 0 53 1953,~~927,322~~808.4198 0.00 0.00 0.00 1953,~~927,322~~808.4198 120 Days 24 0 10 0 34 ~~864~~1,~~862~~628,452.1913 0.00 ~~418,163~~0.6700 0.00 1,~~283~~628,~~025~~452.8613 150 Days 1 0 02 0 13 ~~628~~498,~~505~~093.0888 0.00 0784,931.0098 0.00 ~~628~~1,~~505~~283,025.0886 180 Days 1 0 0 1 20 ~~491,607.25~~1 0.00 0.00 ~~331~~491,~~952~~607.7725 ~~823~~0.00 491,~~560~~607.0225 Totals 6637 0 13 1 6841 2413,~~388~~422,~~900~~537.5203 0.00 ~~418~~1,~~163~~276,539.6723 ~~331~~330,~~952~~887.7728 2515,~~139~~029,~~016~~963.9654 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 177.~~049180~~931034% 0.000000% 0.000000% 0.~~000000~~344828% 178.~~049180~~275862% 178.~~887096~~201226% 0.000000% 0.000000% 0.~~000000~~330834% 178.~~887096~~532060% 60 Days 12.~~639344~~068966% 0.000000% 0.000000% 0.000000% 12.~~639344~~068966% 12.~~537373~~139302% 0.000000% 0.000000% 0.000000% 12.~~537373~~139302% 90 Days 1.~~639344~~034483% 0.000000% 0.000000% 0.000000% 1.~~639344~~034483% 10.~~828292~~953656% 0.000000% 0.000000% 0.000000% 10.~~828292~~953656% 120 Days 01.~~655738~~379310% 0.000000% 0.~~327869~~000000% 0.000000% 01.~~983607~~379310% 01.~~820424~~628192% 0.000000% 0.~~396677~~000000% 0.000000% 1.~~217101~~628192% 150 Days 0.~~327869~~344828% 0.000000% 0.~~000000~~689655% 0.000000% 01.~~327869~~034483% 0.~~596211~~498014% 0.000000% 0.~~000000~~784806% 0.000000% 01.~~596211~~282821% 180 Days 0.~~327869~~000000% 0.000000% 0.~~000000~~344828% 0.~~327869~~000000% 0.~~655738~~344828% 0.~~466347~~000000% 0.000000% 0.~~000000~~491529% 0.~~314896~~000000% 0.~~781244~~491529% Totals 2112.~~639344~~758621% 0.000000% 01.~~327869~~034483% 0.~~327869~~344828% 2214.~~295082~~137931% 2313.~~135743~~420390% 0.000000% 01.~~396677~~276335% 0.~~314896~~330834% 2315.~~847317~~027559% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 7 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 3721 0 0 0 3721 74,~~904~~162,~~814~~197.5582 0.00 0.00 0.00 74,~~904~~162,~~814~~197.5582 60 Days 27 0 0 0 27 ~~472~~1,~~166~~643,526.6083 0.00 0.00 0.00 ~~472~~1,~~166~~643,526.6083 90 Days 01 0 0 0 01 0264,818.0044 0.00 0.00 0.00 0264,818.0044 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3929 0 0 0 3929 86,~~376~~070,~~981~~543.1509 0.00 0.00 0.00 86,~~376~~070,~~981~~543.1509 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 169.~~818182~~767442% 0.000000% 0.000000% 0.000000% 169.~~818182~~767442% 168.~~600979~~939506% 0.000000% 0.000000% 0.000000% 168.~~600979~~939506% 60 Days 03.~~909091~~255814% 0.000000% 0.000000% 0.000000% 03.~~909091~~255814% 03.~~991602~~529942% 0.000000% 0.000000% 0.000000% 03.~~991602~~529942% 90 Days 0.~~000000~~465116% 0.000000% 0.000000% 0.000000% 0.~~000000~~465116% 0.~~000000~~568773% 0.000000% 0.000000% 0.000000% 0.~~000000~~568773% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1713.~~727273~~488372% 0.000000% 0.000000% 0.000000% 1713.~~727273~~488372% 1713.~~592580~~038222% 0.000000% 0.000000% 0.000000% 1713.~~592580~~038222% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 8 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 01 0 0 0 01 083,230.0064 0.00 0.00 0.00 083,230.0064 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 01 0 0 0 01 083,230.0064 0.00 0.00 0.00 083,230.0064 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 01.~~000000~~754386% 0.000000% 0.000000% 0.000000% 01.~~000000~~754386% 0.~~000000~~452688% 0.000000% 0.000000% 0.000000% 0.~~000000~~452688% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 01.~~000000~~754386% 0.000000% 0.000000% 0.000000% 01.~~000000~~754386% 0.~~000000~~452688% 0.000000% 0.000000% 0.000000% 0.~~000000~~452688%

OTHER INFORMATION Current Period Realized Loss - Includes Interest Shortfall 0.00 Cumulative Realized Losses - Includes Interest Shortfall 0.00 Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~458~~278,~~978~~602.4731

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 177,317.00 0.03390478% 177,317.00 0.~~04187953~~04386906% Fraud 10,459,705.00 2.00000009% 10,459,705.00 2.~~47042052~~58778015% Special Hazard 7,400,169.00 1.41498624% 7,~~278~~257,~~066~~185.4698 1.~~71896672~~79546190% Limit of Subordinate's Exposure to Certain Types of Losses

COLLATERAL STATEMENT Collateral Description Mixed Fixed Ratio Strip ~~eighted~~Weighted Average Gross Coupon 9.~~015145~~013825% Weighted Average Pass-Through Rate 7.~~224253~~225500% Weighted Average Maturity(Stepdown Calculation ) 01 Beginning Scheduled Collateral Loan Count 1,~~309~~255 Number Of Loans Paid In Full 5448 Ending Scheduled Collateral Loan Count 1,~~255~~207 Beginning Scheduled Collateral Balance ~~446~~423,~~467~~397,~~496~~753.9535 Ending Scheduled Collateral Balance ~~423~~404,~~397~~196,~~753~~044.3500 Ending Actual Collateral Balance at 3031-~~Jun~~Jul-2001 ~~423~~404,~~797~~551,~~007~~125.3860 Monthly P &I Constant 3,~~773~~583,~~656~~289.9594 Class A Optimal Amount 2521,~~519~~512,~~084~~561.2930 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans ~~423~~404,~~397~~196,~~753~~044.3500 Scheduled Principal ~~419~~402,~~516~~929.0801 Unscheduled Principal 2218,~~650~~798,~~227~~780.5234

Group Level Collateral Statement Group 4 5 6 Collateral Description Mixed Fixed Ratio Strip Mixed Fixed Ratio Strip Mixed Fixed Weighted Average Coupon Rate 8.~~525069~~525091 8.~~874214~~881412 9.~~635435~~626954 Weighted Average Net Rate 8.~~275069~~275091 7.150000 7.500000 Weighted Average Maturity ~~359~~358 ~~359~~358 ~~359~~358 Beginning Loan Count 20 ~~683~~653 ~~319~~305 Loans Paid In Full 0 3028 1415 Ending Loan Count 20 ~~653~~625 ~~305~~290 Beginning Scheduled Balance 5,~~606~~602,~~793~~316.7600 ~~260~~246,~~369~~494,~~415~~198.8507 ~~110~~105,~~466~~347,~~147~~675.0940 Ending scheduled Balance 5,~~602~~597,~~316~~470.0074 ~~246~~233,~~494~~843,~~198~~772.0702 ~~105~~99,~~347~~955,~~675~~274.4097 Record Date 0607/3031/2001 0607/3031/2001 0607/3031/2001 Principal And Interest Constant 43,632.63 21,~~082~~974,~~542~~290.8207 ~~943~~899,~~202~~151.2169 Scheduled Principal 3,~~800~~832.7142 ~~157~~149,~~064~~942.6198 5654,~~211~~004.0201 Unscheduled Principal ~~677~~1,012.0584 1312,~~718~~500,~~153~~483.1707 5,~~062~~338,~~260~~396.6742 Scheduled Interest 39,~~831~~800.9221 1,~~925~~824,~~478~~347.2109 ~~886~~845,~~991~~147.1968 Servicing Fees 1,~~168~~167.0916 ~~374~~355,~~110~~652.3440 ~~196~~186,~~577~~724.9074 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 ~~319~~304,~~772~~205.8161 ~~169~~160,~~112~~732.9767 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 93.8781 4,~~451~~044.1263 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 38,~~663~~633.8305 1,~~231~~164,~~501~~395.1927 ~~516~~493,~~849~~645.2064 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.00 0.00 0.00

Group Level Collateral Statement Group 7 8 Total Collateral Description Mixed Fixed Ratio Strip Mixed Fixed Ratio Strip Mixed Fixed Ratio Strip Weighted Average Coupon Rate 9.~~111202~~110424 7.~~178977~~178608 9.~~015145~~013825 Weighted Average Net Rate 7.000000 6.~~928977~~928608 7.~~224253~~225500 Weighted Average Maturity ~~359~~358 ~~359~~358 01 Beginning Loan Count ~~230~~220 57 1,~~309~~255 Loans Paid In Full 105 0 5448 Ending Loan Count ~~220~~215 57 1,~~255~~207 Beginning Scheduled Balance 5147,~~494~~532,~~300~~652.4841 18,~~530~~420,~~839~~911.7747 ~~446~~423,~~467~~397,~~496~~753.9535 Ending scheduled Balance 4746,~~532~~484,~~652~~265.4142 18,~~420~~315,~~911~~260.4785 ~~423~~404,~~397~~196,~~753~~044.3500 Record Date 0607/3031/2001 0607/3031/2001 0607/3031/2001 Principal And Interest Constant ~~490~~452,~~781~~717.2753 213,498.02 3,~~773~~583,~~656~~289.9594 Scheduled Principal 9991,~~802~~848.1267 ~~102~~103,~~637~~300.6293 ~~419~~402,~~516~~929.0801 Unscheduled Principal 3956,~~861,845~~538.9532 72,~~290~~349.6869 2218,~~650~~798,~~227~~780.5234 Scheduled Interest ~~390~~360,~~979~~868.1586 110,~~860~~197.4009 3,~~354~~180,~~140~~360.8793 Servicing Fees 9083,595.6812 3,~~860~~837.5968 ~~666~~630,~~312~~977.6010 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 7973,~~747~~692.2946 0.00 ~~568~~538,~~633~~630.0774 Special Hazard Fee 0.00 0.00 0.00 Other Fee ~~120~~0.3800 0.00 4,~~665~~138.3744 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest ~~220~~203,~~515~~581.8028 106,~~999~~359.8141 2,~~114~~006,~~529~~614.8365 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.00 0.00 0.00

Filing Compare · STRUCTURED ASSET SECURITIES CORP MORT PASS THR CERT SER 01 1