8-K 1 sac01002.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 Certificates, Series 2001-2 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-35026-07 Pooling and Servicing Agreement) (Commission (State or other File Number) Pending 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 Certificates, Series 2001-2 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 Certificates, Series 2001-2 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 Certificates, Series 2001-2 Trust By: Wells Fargo Bank Minnesota, N.A. 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 Certificates, Series 2001-2 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: 2001-2 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 8635724C4 SEN 6.50000% ~~107~~106,~~681~~457,000.00 ~~583~~576,~~272~~642.08 1,224,000.00 1-A2 8635724D2 SEN 7.00000% 5042,~~091~~021,~~822~~089.9415 ~~292~~245,~~202~~123.3002 86,~~070~~520,~~733~~071.7986 1-A3 8635724E0 SEN 7.00000% 4,500,000.00 26,250.00 0.00 1-A5 8635724F7 SEN 6.00000% 25,~~672~~285,000.00 ~~128~~126,~~360~~425.00 387,000.00 1-A6 8635724G5 SEN 7.00000% 3633,~~468~~400,~~532~~288.2628 ~~212~~194,~~733~~835.1001 32,~~068~~491,~~243~~797.9863 1-A7 8635724H3 SEN 0.00000% 162,150.00 0.00 0.00 1-A8 8635724J9 SEN 7.00000% 0.00 6665,~~260~~427.4292 0.00 1-AP 8635724K6 PO 0.00000% 59,~~337~~230.0009 0.00 ~~106~~107.9117 2-A1 8635724L4 SEN 6.00000% 38,~~964~~379,502.29 ~~194~~191,~~822~~897.51 585,000.00 2-A2 8635724M2 SEN 7.00000% 0.00 3231,~~470~~982.4292 0.00 2-A3 8635724N0 SEN 7.00000% 6057,~~458~~207,~~776~~312.5686 ~~352~~333,~~676~~709.2033 31,~~251~~924,~~463~~283.7051 2-A5 8635724P5 SEN 0.00000% 45,000.00 0.00 0.00 3-A1 8635724Q3 SEN 6.10000% 7170,~~094~~353,000.00 ~~361~~357,~~394~~627.5075 741,000.00 3-A2 8635724R1 SEN 7.00000% 4744,~~516~~772,~~357~~704.1390 ~~277~~261,~~178~~174.7511 24,~~743~~702,~~652~~163.2491 3-A3 8635724S9 SEN 7.00000% 7,000,000.00 40,833.33 0.00 3-A5 8635724T7 SEN 7.00000% 0.00 5352,~~320~~764.5075 0.00 3-A6 8635724U4 SEN 4.~~30500~~29250% 6261,~~805~~062,~~178~~852.5745 ~~225~~218,~~313~~426.5891 12,~~742~~721,~~326~~581.1295 3-A7 8635724V2 SEN 4.~~19500~~20750% 0.00 ~~219~~214,~~556~~101.4463 0.00 3-A8 8635724W0 SEN 7.50000% 0.00 6,000.00 0.00 3-AP 8635724X8 PO 0.00000% ~~618~~606,~~126~~169.5509 0.00 111,~~957~~371.4551 3-AX 8635724Y6 SEN 7.50000% 0.00 2018,~~346~~977.1507 0.00 A4 8635724Z3 SEN 7.00000% 45,000,000.00 262,500.00 0.00 B1 8635725A7 SUB 7.17479% 15,~~117~~107,~~009~~517.8561 90,~~384~~327.4777 9,~~492~~549.2575 B2 8635725B5 SUB 7.17479% 10,~~077~~071,~~341~~013.5378 60,~~252~~214.3454 6,~~327~~366.7508 B3 8635725C3 SUB 7.17479% 6,~~717~~713,~~562~~344.6557 40,~~164~~139.2505 4,~~218~~243.0863 B4 8635725E9 SUB 7.17479% 3,~~694~~692,~~958~~638.7259 22,~~092~~078.1327 2,~~320~~334.1319 B5 8635725F6 SUB 7.17479% 3,~~022~~020,~~603~~705.9298 18,~~072~~060.1278 1,~~897~~909.9545 B6 8635725G4 SUB 7.17479% 3,~~365~~363,~~332~~219.6448 20,~~121~~108.2967 2,~~113~~125.1595 LT-R SAC102LTR SEN 0.00000% 0.00 0.00 0.00 R 8635725D1 SEN 7.00000% 0.00 0.00 0.00 Totals ~~600~~578,~~131~~279,~~592~~739.6112 3,~~606~~475,~~576~~627.8842 21,~~851~~324,~~853~~906.5059

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 ~~106~~105,~~457~~233,000.00 1,~~807~~800,~~272~~642.08 0.00 1-A2 0.00 4235,~~021~~501,~~089~~017.1529 86,~~362~~765,~~936~~194.0988 0.00 1-A3 0.00 4,500,000.00 26,250.00 0.00 1-A5 0.00 2524,~~285~~898,000.00 ~~515~~513,~~360~~425.00 0.00 1-A6 0.00 3330,~~400~~908,~~288~~490.2865 32,~~280~~686,~~977~~632.0864 0.00 1-A7 0.00 162,150.00 0.00 0.00 1-A8 0.00 0.00 6665,~~260~~427.4292 0.00 1-AP 0.00 59,~~230~~122.0992 ~~106~~107.9117 0.00 2-A1 0.00 3837,~~379~~794,502.29 ~~779~~776,~~822~~897.51 0.00 2-A2 0.00 0.00 3231,~~470~~982.4292 0.00 2-A3 0.00 5755,~~207~~283,~~312~~029.8635 32,~~604~~257,~~139~~992.9084 0.00 2-A5 0.00 45,000.00 0.00 0.00 3-A1 0.00 7069,~~353~~612,000.00 1,~~102~~098,~~394~~627.5075 0.00 3-A2 0.00 4440,~~772~~070,~~704~~540.9099 34,~~020~~963,~~830~~338.9902 0.00 3-A3 0.00 7,000,000.00 40,833.33 0.00 3-A5 0.00 0.00 5352,~~320~~764.5075 0.00 3-A6 0.00 6158,~~062~~341,~~852~~270.4549 12,~~967~~940,~~639~~008.7086 0.00 3-A7 0.00 0.00 ~~219~~214,~~556~~101.4463 0.00 3-A8 0.00 0.00 6,000.00 0.00 3-AP 0.00 ~~606~~604,~~169~~797.0959 111,~~957~~371.4551 0.00 3-AX 0.00 0.00 2018,~~346~~977.1507 0.00 A4 0.00 45,000,000.00 262,500.00 0.00 B1 0.00 15,~~107~~097,~~517~~967.6186 99,~~876~~877.7252 0.00 B2 0.00 10,~~071~~064,~~013~~647.7870 66,580.0962 0.00 B3 0.00 6,~~713~~709,~~344~~100.5793 44,382.3368 0.00 B4 0.00 3,~~692~~690,~~638~~304.5940 24,412.2646 0.00 B5 0.00 3,~~020~~018,~~705~~796.9853 19,970.0723 0.00 B6 0.00 3,~~363~~361,~~219~~093.4853 22,234.4462 0.00 LT-R 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 Totals 0.00 ~~578~~556,~~279~~954,~~739~~832.1252 2524,~~458~~800,~~430~~534.3801 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 112,577,000.00 ~~107~~106,~~681~~457,000.00 1417,~~895~~183.1553 1,~~209~~206,~~104~~816.8547 0.00 0.00 1-A2 75,000,000.00 5042,~~091~~021,~~822~~089.9415 9891,~~214~~534.7220 76,~~972~~428,~~519~~537.0766 0.00 0.00 1-A3 4,500,000.00 4,500,000.00 0.00 0.00 0.00 0.00 1-A5 27,220,000.00 25,~~672~~285,000.00 45,~~709~~433.5003 ~~382~~381,~~290~~566.5097 0.00 0.00 1-A6 46,000,000.00 3633,~~468~~400,~~532~~288.2628 3734,~~338~~981.2193 32,~~030~~456,~~905~~815.7770 0.00 0.00 1-A7 162,150.00 162,150.00 0.00 0.00 0.00 0.00 1-A8 0.00 0.00 0.00 0.00 0.00 0.00 1-AP 59,547.00 59,~~337~~230.0009 53.0968 53.8349 0.00 0.00 2-A1 41,174,000.00 38,~~964~~379,502.29 1015,~~846~~845.1592 ~~574~~569,~~153~~154.8508 0.00 0.00 2-A2 0.00 0.00 0.00 0.00 0.00 0.00 2-A3 75,000,000.00 6057,~~458~~207,~~776~~312.5686 6052,~~283~~123.5214 31,~~191~~872,~~180~~160.1838 0.00 0.00 2-A5 45,000.00 45,000.00 0.00 0.00 0.00 0.00 3-A1 74,058,000.00 7170,~~094~~353,000.00 1710,~~496~~990.3214 ~~723~~730,~~503~~009.6886 0.00 0.00 3-A2 55,000,000.00 4744,~~516~~772,~~357~~704.1390 6469,~~782~~740.4813 24,~~678~~632,~~869~~423.7678 0.00 0.00 3-A3 7,000,000.00 7,000,000.00 0.00 0.00 0.00 0.00 3-A5 0.00 0.00 0.00 0.00 0.00 0.00 3-A6 68,029,000.00 6261,~~805~~062,~~178~~852.5745 4140,~~139~~365.4014 12,~~701~~681,~~186~~216.7282 0.00 0.00 3-A7 0.00 0.00 0.00 0.00 0.00 0.00 3-A8 0.00 0.00 0.00 0.00 0.00 0.00 3-AP 623,454.00 ~~618~~606,~~126~~169.5509 1,~~293~~273.1425 ~~10,664~~98.3126 0.00 0.00 3-AX 0.00 0.00 0.00 0.00 0.00 0.00 A4 45,000,000.00 45,000,000.00 0.00 0.00 0.00 0.00 B1 15,154,000.00 15,~~117~~107,~~009~~517.8561 9,~~492~~549.2575 0.00 0.00 0.00 B2 10,102,000.00 10,~~077~~071,~~341~~013.5378 6,~~327~~366.7508 0.00 0.00 0.00 B3 6,734,000.00 6,~~717~~713,~~562~~344.6557 4,~~218~~243.0863 0.00 0.00 0.00 B4 3,704,000.00 3,~~694~~692,~~958~~638.7259 2,~~320~~334.1319 0.00 0.00 0.00 B5 3,030,000.00 3,~~022~~020,~~603~~705.9298 1,~~897~~909.9545 0.00 0.00 0.00 B6 3,373,567.31 3,~~365~~363,~~332~~219.6448 2,~~113~~125.1595 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 673,545,818.31 ~~600~~578,~~131~~279,~~592~~739.6112 ~~377~~366,~~420~~053.9914 2120,~~474~~958,~~432~~853.5247 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 1,224,000.00 ~~106~~105,~~457~~233,000.00 0.~~94563721~~93476465 1,224,000.00 1-A2 86,~~070~~520,~~733~~071.7986 4235,~~021~~501,~~089~~017.1529 0.~~56028119~~47334690 86,~~070~~520,~~733~~071.7986 1-A3 0.00 4,500,000.00 1.00000000 0.00 1-A5 387,000.00 2524,~~285~~898,000.00 0.~~92891256~~91469508 387,000.00 1-A6 32,~~068~~491,~~243~~797.9863 3330,~~400~~908,~~288~~490.2865 0.~~72609322~~67192371 32,~~068~~491,~~243~~797.9863 1-A7 0.00 162,150.00 1.00000000 0.00 1-A8 0.00 0.00 0.00000000 0.00 1-AP ~~106~~107.9117 59,~~230~~122.0992 0.~~99467799~~99287823 ~~106~~107.9117 2-A1 585,000.00 3837,~~379~~794,502.29 0.~~93212955~~91792156 585,000.00 2-A2 0.00 0.00 0.00000000 0.00 2-A3 31,~~251~~924,~~463~~283.7051 5755,~~207~~283,~~312~~029.8635 0.~~76276417~~73710706 31,~~251~~924,~~463~~283.7051 2-A5 0.00 45,000.00 1.00000000 0.00 3-A1 741,000.00 7069,~~353~~612,000.00 0.~~94997164~~93996597 741,000.00 3-A2 24,~~743~~702,~~652~~163.2491 4440,~~772~~070,~~704~~540.9099 0.~~81404918~~72855529 24,~~743~~702,~~652~~163.2491 3-A3 0.00 7,000,000.00 1.00000000 0.00 3-A5 0.00 0.00 0.00000000 0.00 3-A6 12,~~742~~721,~~326~~581.1295 6158,~~062~~341,~~852~~270.4549 0.~~89760032~~85759412 12,~~742~~721,~~326~~581.1295 3-A7 0.00 0.00 0.00000000 0.00 3-A8 0.00 0.00 0.00000000 0.00 3-AP 111,~~957~~371.4551 ~~606~~604,~~169~~797.0959 0.~~97227556~~97007572 111,~~957~~371.4551 3-AX 0.00 0.00 0.00000000 0.00 A4 0.00 45,000,000.00 1.00000000 0.00 B1 9,~~492~~549.2575 15,~~107~~097,~~517~~967.6186 0.~~99693267~~99630249 9,~~492~~549.2575 B2 6,~~327~~366.7508 10,~~071~~064,~~013~~647.7870 0.~~99693266~~99630248 6,~~327~~366.7508 B3 4,~~218~~243.0863 6,~~713~~709,~~344~~100.5793 0.~~99693267~~99630248 4,~~218~~243.0863 B4 2,~~320~~334.1319 3,~~692~~690,~~638~~304.5940 0.~~99693266~~99630248 2,~~320~~334.1319 B5 1,~~897~~909.9545 3,~~020~~018,~~705~~796.9853 0.~~99693267~~99630249 1,~~897~~909.9545 B6 2,~~113~~125.1595 3,~~363~~361,~~219~~093.4853 0.~~99693267~~99630250 2,~~113~~125.1595 LT-R 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 21,~~851~~324,~~853~~906.5059 ~~578~~556,~~279~~954,~~739~~832.1252 0.~~85856036~~82689970 21,~~851~~324,~~853~~906.5059

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 112,577,000.00 ~~956~~945.~~50976665~~63720831 0.~~13231077~~15263802 10.~~74024756~~71992032 0.00000000 1-A2 75,000,000.00 ~~667~~560.~~89097253~~28118867 1.~~30952960~~22045600 ~~106~~85.~~30025427~~71383547 0.00000000 1-A3 4,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A5 27,220,000.00 ~~943~~928.~~13005143~~91256429 0.~~17301616~~19959699 14.~~04447098~~01789015 0.00000000 1-A6 46,000,000.00 ~~792~~726.~~79417957~~09322348 0.~~81170022~~76047674 6553.~~88925587~~40903696 0.00000000 1-A7 162,150.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A8 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-AP 59,547.00 ~~996~~994.~~47337397~~67798546 0.~~89156465~~90147279 0.~~90399180~~89828203 0.00000000 2-A1 41,174,000.00 ~~946~~932.~~33755015~~12955482 0.~~26342231~~38485258 13.~~94457303~~82314276 0.00000000 2-A2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A3 75,000,000.00 ~~806~~762.~~11702080~~76417147 0.~~80378027~~69497520 4224.~~54906907~~96213840 0.00000000 2-A5 45,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A1 74,058,000.00 ~~959~~949.~~97731508~~97164385 0.~~23625159~~14839909 9.~~76941964~~85727214 0.00000000 3-A2 55,000,000.00 ~~863~~814.~~93376600~~04918000 1.~~17786327~~26800236 4884.~~70672291~~22588691 0.00000000 3-A3 7,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A5 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A6 68,029,000.00 ~~923~~897.~~21184451~~60032413 0.~~60473328~~59335195 2539.~~00678711~~41285070 0.00000000 3-A7 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A8 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-AP 623,454.00 ~~991~~972.~~45494295~~27556484 2.~~07415463~~04225171 170.~~10520744~~15760585 0.00000000 3-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A4 45,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B1 15,154,000.00 ~~997~~996.~~55905042~~93266530 0.~~62638577~~63018015 0.00000000 0.00000000 B2 10,102,000.00 ~~997~~996.~~55905068~~93266482 0.~~62638586~~63018016 0.00000000 0.00000000 B3 6,734,000.00 ~~997~~996.~~55905108~~93266558 0.~~62638551~~63017969 0.00000000 0.00000000 B4 3,704,000.00 ~~997~~996.~~55904968~~93266469 0.~~62638499~~63018089 0.00000000 0.00000000 B5 3,030,000.00 ~~997~~996.~~55904950~~93266667 0.~~62638614~~63018152 0.00000000 0.00000000 B6 3,373,567.31 ~~997~~996.~~55906160~~93267421 0.~~62638442~~63017862 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 10.87255834 ~~945~~934.~~63720831~~76464997 0.~~94563721~~93476465 10.87255834 1-A2 0.00000000 ~~107~~86.~~60978387~~93429147 ~~560~~473.~~28118867~~34689720 0.~~56028119~~47334690 ~~107~~86.~~60978387~~93429147 1-A3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A5 0.00000000 14.21748714 ~~928~~914.~~91256429~~69507715 0.~~92891256~~91469508 14.21748714 1-A6 0.00000000 6654.~~70095609~~16951370 ~~726~~671.~~09322348~~92370978 0.~~72609322~~67192371 6654.~~70095609~~16951370 1-A7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A8 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-AP 0.00000000 1.~~79538852~~79975482 ~~994~~992.~~67798546~~87823064 0.~~99467799~~99287823 1.~~79538852~~79975482 2-A1 0.00000000 14.20799534 ~~932~~917.~~12955482~~92155948 0.~~93212955~~91792156 14.20799534 2-A2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A3 0.00000000 4325.~~35284933~~65711347 ~~762~~737.~~76417147~~10705800 0.~~76276417~~73710706 4325.~~35284933~~65711347 2-A5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A1 0.00000000 10.00567123 ~~949~~939.~~97164385~~96597262 0.~~94997164~~93996597 10.00567123 3-A2 0.00000000 4985.~~88458618~~49388927 ~~814~~728.~~04918000~~55529073 0.~~81404918~~72855529 4985.~~88458618~~49388927 3-A3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A5 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A6 0.00000000 2540.~~61152038~~00620250 ~~897~~857.~~60032413~~59412148 0.~~89760032~~85759412 2540.~~61152038~~00620250 3-A7 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A8 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-AP 0.00000000 192.~~17936207~~19985757 ~~972~~970.~~27556484~~07572331 0.~~97227556~~97007572 192.~~17936207~~19985757 3-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B1 0.00000000 0.~~62638577~~63018015 996.~~93266530~~30248515 0.~~99693267~~99630249 0.~~62638577~~63018015 B2 0.00000000 0.~~62638586~~63018016 996.~~93266482~~30248466 0.~~99693266~~99630248 0.~~62638586~~63018016 B3 0.00000000 0.~~62638551~~63017969 996.~~93266558~~30248441 0.~~99693267~~99630248 0.~~62638551~~63017969 B4 0.00000000 0.~~62638499~~63018089 996.~~93266469~~30248380 0.~~99693266~~99630248 0.~~62638499~~63018089 B5 0.00000000 0.~~62638614~~63018152 996.~~93266667~~30248515 0.~~99693267~~99630249 0.~~62638614~~63018152 B6 0.00000000 0.~~62638442~~63017862 996.~~93267421~~30249559 0.~~99693267~~99630250 0.~~62638442~~63017862 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 112,577,000.00 6.50000% ~~107~~106,~~681~~457,000.00 ~~583~~576,~~272~~642.08 0.00 0.00 1-A2 75,000,000.00 7.00000% 5042,~~091~~021,~~822~~089.9415 ~~292~~245,~~202~~123.3002 0.00 0.00 1-A3 4,500,000.00 7.00000% 4,500,000.00 26,250.00 0.00 0.00 1-A5 27,220,000.00 6.00000% 25,~~672~~285,000.00 ~~128~~126,~~360~~425.00 0.00 0.00 1-A6 46,000,000.00 7.00000% 3633,~~468~~400,~~532~~288.2628 ~~212~~194,~~733~~835.1001 0.00 0.00 1-A7 162,150.00 0.00000% 162,150.00 0.00 0.00 0.00 1-A8 0.00 7.00000% 11,~~358~~216,~~928~~214.5729 6665,~~260~~427.4292 0.00 0.00 1-AP 59,547.00 0.00000% 59,~~337~~230.0009 0.00 0.00 0.00 2-A1 41,174,000.00 6.00000% 38,~~964~~379,502.29 ~~194~~191,~~822~~897.51 0.00 0.00 2-A2 0.00 7.00000% 5,~~566~~482,~~357~~786.4704 3231,~~470~~982.4292 0.00 0.00 2-A3 75,000,000.00 7.00000% 6057,~~458~~207,~~776~~312.5686 ~~352~~333,~~676~~709.2033 0.00 0.00 2-A5 45,000.00 0.00000% 45,000.00 0.00 0.00 0.00 3-A1 74,058,000.00 6.10000% 7170,~~094~~353,000.00 ~~361~~357,~~394~~627.5075 0.00 0.00 3-A2 55,000,000.00 7.00000% 4744,~~516~~772,~~357~~704.1390 ~~277~~261,~~178~~174.7511 0.00 0.00 3-A3 7,000,000.00 7.00000% 7,000,000.00 40,833.33 0.00 0.00 3-A5 0.00 7.00000% 9,~~140~~045,~~657~~385.1471 5352,~~320~~764.5075 0.00 0.00 3-A6 68,029,000.00 4.~~30500~~29250% 6261,~~805~~062,~~178~~852.5745 ~~225~~218,~~313~~426.5891 0.00 0.00 3-A7 0.00 4.~~19500~~20750% 6261,~~805~~062,~~178~~852.5745 ~~219~~214,~~556~~101.4463 0.00 0.00 3-A8 0.00 7.50000% 960,000.00 6,000.00 0.00 0.00 3-AP 623,454.00 0.00000% ~~618~~606,~~126~~169.5509 0.00 0.00 0.00 3-AX 0.00 7.50000% 3,~~255~~036,~~384~~331.4813 2018,~~346~~977.1507 0.00 0.00 A4 45,000,000.00 7.00000% 45,000,000.00 262,500.00 0.00 0.00 B1 15,154,000.00 7.17479% 15,~~117~~107,~~009~~517.8561 90,~~384~~327.4777 0.00 0.00 B2 10,102,000.00 7.17479% 10,~~077~~071,~~341~~013.5378 60,~~252~~214.3454 0.00 0.00 B3 6,734,000.00 7.17479% 6,~~717~~713,~~562~~344.6557 40,~~164~~139.2505 0.00 0.00 B4 3,704,000.00 7.17479% 3,~~694~~692,~~958~~638.7259 22,~~092~~078.1327 0.00 0.00 B5 3,030,000.00 7.17479% 3,~~022~~020,~~603~~705.9298 18,~~072~~060.1278 0.00 0.00 B6 3,373,567.31 7.17479% 3,~~365~~363,~~332~~219.6448 20,~~121~~108.2967 0.00 0.00 LT-R 0.00 0.00000% 0.00 0.00 0.00 0.00 R 100.00 7.00000% 0.00 0.00 0.00 0.00 Totals 673,545,818.31 3,~~606~~475,~~576~~627.8842 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 ~~583~~576,~~272~~642.08 0.00 ~~106~~105,~~457~~233,000.00 1-A2 0.00 0.00 ~~292~~245,~~202~~123.3002 0.00 4235,~~021~~501,~~089~~017.1529 1-A3 0.00 0.00 26,250.00 0.00 4,500,000.00 1-A5 0.00 0.00 ~~128~~126,~~360~~425.00 0.00 2524,~~285~~898,000.00 1-A6 0.00 0.00 ~~212~~194,~~733~~835.1001 0.00 3330,~~400~~908,~~288~~490.2865 1-A7 0.00 0.00 0.00 0.00 162,150.00 1-A8 0.00 0.00 6665,~~260~~427.4292 0.00 11,~~216~~073,~~214~~500.2900 1-AP 0.00 0.00 0.00 0.00 59,~~230~~122.0992 2-A1 0.00 0.00 ~~194~~191,~~822~~897.51 0.00 3837,~~379~~794,502.29 2-A2 0.00 0.00 3231,~~470~~982.4292 0.00 5,~~482~~399,~~786~~214.0461 2-A3 0.00 0.00 ~~352~~333,~~676~~709.2033 0.00 5755,~~207~~283,~~312~~029.8635 2-A5 0.00 0.00 0.00 0.00 45,000.00 3-A1 0.00 0.00 ~~361~~357,~~394~~627.5075 0.00 7069,~~353~~612,000.00 3-A2 0.00 0.00 ~~277~~261,~~178~~174.7511 0.00 4440,~~772~~070,~~704~~540.9099 3-A3 0.00 0.00 40,833.33 0.00 7,000,000.00 3-A5 0.00 0.00 5352,~~320~~764.5075 0.00 98,~~045~~950,~~385~~114.7129 3-A6 0.00 0.00 ~~225~~218,~~313~~426.5891 0.00 6158,~~062~~341,~~852~~270.4549 3-A7 0.00 0.00 ~~219~~214,~~556~~101.4463 0.00 6158,~~062~~341,~~852~~270.4549 3-A8 0.00 0.00 6,000.00 0.00 960,000.00 3-AP 0.00 0.00 0.00 0.00 ~~606~~604,~~169~~797.0959 3-AX 0.00 0.00 2018,~~346~~977.1507 0.00 2,~~974~~495,~~165~~646.7846 A4 0.00 0.00 262,500.00 0.00 45,000,000.00 B1 0.00 0.00 90,~~384~~327.4777 0.00 15,~~107~~097,~~517~~967.6186 B2 0.00 0.00 60,~~252~~214.3454 0.00 10,~~071~~064,~~013~~647.7870 B3 0.00 0.00 40,~~164~~139.2505 0.00 6,~~713~~709,~~344~~100.5793 B4 0.00 0.00 22,~~092~~078.1327 0.00 3,~~692~~690,~~638~~304.5940 B5 0.00 0.00 18,~~072~~060.1278 0.00 3,~~020~~018,~~705~~796.9853 B6 0.00 0.00 20,~~121~~108.2967 0.00 3,~~363~~361,~~219~~093.4853 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 3,~~606~~475,~~576~~627.8842 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 112,577,000.00 6.50000% ~~956~~945.~~50976665~~63720831 5.~~18109454~~12220152 0.00000000 0.00000000 1-A2 75,000,000.00 7.00000% ~~667~~560.~~89097253~~28118867 3.~~89603067~~26830693 0.00000000 0.00000000 1-A3 4,500,000.00 7.00000% 1000.00000000 5.83333333 0.00000000 0.00000000 1-A5 27,220,000.00 6.00000% ~~943~~928.~~13005143~~91256429 4.~~71565026~~64456282 0.00000000 0.00000000 1-A6 46,000,000.00 7.00000% ~~792~~726.~~79417957~~09322348 4.~~62463261~~23554370 0.00000000 0.00000000 1-A7 162,150.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 1-A8 0.00 7.00000% ~~952~~940.~~14858390~~18573029 5.~~55420035~~48441704 0.00000000 0.00000000 1-AP 59,547.00 0.00000% ~~996~~994.~~47337397~~67798546 0.00000000 0.00000000 0.00000000 2-A1 41,174,000.00 6.00000% ~~946~~932.~~33755015~~12955482 4.~~73168772~~66064774 0.00000000 0.00000000 2-A2 0.00 7.00000% ~~946~~932.~~33755015~~12955457 5.~~52030262~~43742265 0.00000000 0.00000000 2-A3 75,000,000.00 7.00000% ~~806~~762.~~11702080~~76417147 4.~~70234933~~44945773 0.00000000 0.00000000 2-A5 45,000.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 3-A1 74,058,000.00 6.10000% ~~959~~949.~~97731508~~97164385 4.~~87988468~~82902252 0.00000000 0.00000000 3-A2 55,000,000.00 7.00000% ~~863~~814.~~93376600~~04918000 54.~~03961364~~74862018 0.00000000 0.00000000 3-A3 7,000,000.00 7.00000% 1000.00000000 5.83333286 0.00000000 0.00000000 3-A5 0.00 7.00000% ~~959~~949.~~97731449~~97164311 5.~~59986767~~54150125 0.00000000 0.00000000 3-A6 68,029,000.00 4.~~30500~~29250% ~~923~~897.~~21184451~~60032413 3.~~31202252~~21079113 0.00000000 0.00000000 3-A7 0.00 4.~~19500~~20750% ~~923~~897.~~21184451~~60032413 3.~~22739479~~14721119 0.00000000 0.00000000 3-A8 0.00 7.50000% 1000.00000000 6.25000000 0.00000000 0.00000000 3-AP 623,454.00 0.00000% ~~991~~972.~~45494295~~27556484 0.00000000 0.00000000 0.00000000 3-AX 0.00 7.50000% ~~749~~698.~~06507873~~66082821 4.~~68165605~~36663028 0.00000000 0.00000000 A4 45,000,000.00 7.00000% 1000.00000000 5.83333333 0.00000000 0.00000000 B1 15,154,000.00 7.17479% ~~997~~996.~~55905042~~93266530 5.~~96439686~~96065527 0.00000000 0.00000000 B2 10,102,000.00 7.17479% ~~997~~996.~~55905068~~93266482 5.~~96439715~~96065532 0.00000000 0.00000000 B3 6,734,000.00 7.17479% ~~997~~996.~~55905108~~93266558 5.~~96439709~~96065489 0.00000000 0.00000000 B4 3,704,000.00 7.17479% ~~997~~996.~~55904968~~93266469 5.~~96439795~~96065605 0.00000000 0.00000000 B5 3,030,000.00 7.17479% ~~997~~996.~~55904950~~93266667 5.~~96439604~~96065347 0.00000000 0.00000000 B6 3,373,567.31 7.17479% ~~997~~996.~~55906160~~93267421 5.~~96439559~~96065475 0.00000000 0.00000000 LT-R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R 100.00 7.00000% 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.~~18109454~~12220152 0.00000000 ~~945~~934.~~63720831~~76464997 1-A2 0.00000000 0.00000000 3.~~89603067~~26830693 0.00000000 ~~560~~473.~~28118867~~34689720 1-A3 0.00000000 0.00000000 5.83333333 0.00000000 1000.00000000 1-A5 0.00000000 0.00000000 4.~~71565026~~64456282 0.00000000 ~~928~~914.~~91256429~~69507715 1-A6 0.00000000 0.00000000 4.~~62463261~~23554370 0.00000000 ~~726~~671.~~09322348~~92370978 1-A7 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 1-A8 0.00000000 0.00000000 5.~~55420035~~48441704 0.00000000 ~~940~~928.~~18573029~~22287585 1-AP 0.00000000 0.00000000 0.00000000 0.00000000 ~~994~~992.~~67798546~~87823064 2-A1 0.00000000 0.00000000 4.~~73168772~~66064774 0.00000000 ~~932~~917.~~12955482~~92155948 2-A2 0.00000000 0.00000000 5.~~52030262~~43742265 0.00000000 ~~932~~917.~~12955457~~92155899 2-A3 0.00000000 0.00000000 4.~~70234933~~44945773 0.00000000 ~~762~~737.~~76417147~~10705800 2-A5 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 3-A1 0.00000000 0.00000000 4.~~87988468~~82902252 0.00000000 ~~949~~939.~~97164385~~96597262 3-A2 0.00000000 0.00000000 54.~~03961364~~74862018 0.00000000 ~~814~~728.~~04918000~~55529073 3-A3 0.00000000 0.00000000 5.83333286 0.00000000 1000.00000000 3-A5 0.00000000 0.00000000 5.~~59986767~~54150125 0.00000000 ~~949~~939.~~97164311~~96597278 3-A6 0.00000000 0.00000000 3.~~31202252~~21079113 0.00000000 ~~897~~857.~~60032413~~59412148 3-A7 0.00000000 0.00000000 3.~~22739479~~14721119 0.00000000 ~~897~~857.~~60032413~~59412148 3-A8 0.00000000 0.00000000 6.25000000 0.00000000 1000.00000000 3-AP 0.00000000 0.00000000 0.00000000 0.00000000 ~~972~~970.~~27556484~~07572331 3-AX 0.00000000 0.00000000 4.~~68165605~~36663028 0.00000000 ~~684~~574.~~35655998~~24910130 A4 0.00000000 0.00000000 5.83333333 0.00000000 1000.00000000 B1 0.00000000 0.00000000 5.~~96439686~~96065527 0.00000000 996.~~93266530~~30248515 B2 0.00000000 0.00000000 5.~~96439715~~96065532 0.00000000 996.~~93266482~~30248466 B3 0.00000000 0.00000000 5.~~96439709~~96065489 0.00000000 996.~~93266558~~30248441 B4 0.00000000 0.00000000 5.~~96439795~~96065605 0.00000000 996.~~93266469~~30248380 B5 0.00000000 0.00000000 5.~~96439604~~96065347 0.00000000 996.~~93266667~~30248515 B6 0.00000000 0.00000000 5.~~96439559~~96065475 0.00000000 996.~~93267421~~30249559 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 2625,~~209~~524,~~568~~476.0156 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Losses 0.00 Total Deposits 2625,~~209~~524,~~568~~476.0156 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee ~~751~~723,~~137~~942.6355 Payment of Interest and Principal 2524,~~458~~800,~~430~~534.3801 Total Withdrawals (Pool Distribution Amount) 2625,~~209~~524,~~568~~476.0156 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee ~~749~~722,~~262~~067.6355 MBIA Premium 1,875.00 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~751~~723,~~137~~942.6355

OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Financial Guaranty 0.00 0.00 0.00 0.00 Reserve Fund 28,000.00 0.0100 0.00 28,000.00 Reserve Fund 999.99 0.00 0.00 999.99

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 12 0 0 12 ~~604~~705,~~999~~825.2594 0.00 0.00 ~~604~~705,~~999~~825.2594 30 Days 6667 0 0 0 6667 1921,~~840~~677,~~277~~913.4483 0.00 0.00 0.00 1921,~~840~~677,~~277~~913.4483 60 Days 1617 0 40 0 2017 43,~~839~~591,~~211~~304.2670 0.00 ~~1,656,801~~0.6600 0.00 63,~~496~~591,~~012~~304.9270 90 Days 911 1 73 0 1715 3,~~109~~022,~~433~~577.6860 ~~111~~421,~~861~~765.6343 21,~~169~~235,~~609~~036.8123 0.00 54,~~390~~679,~~905~~379.1226 120 Days 05 0 911 0 916 01,579,514.0004 0.00 23,~~506~~604,~~512~~646.3181 0.00 25,~~506~~184,~~512~~160.3185 150 Days 01 0 07 01 09 0600,000.00 0.00 01,714,887.0095 0.00 02,314,887.0095 180+ Days 0 0 1 0 1 0.00 0.00 382,500.00 0.00 382,500.00 Totals 91101 23 2122 01 ~~114~~127 2730,~~788~~471,~~922~~310.3817 ~~716~~1,~~860~~127,591.8837 6,~~715~~937,~~423~~070.7899 0.00 3538,~~221~~535,~~207~~972.0453 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.~~052826~~108519% 0.000000% 0.000000% 0.~~052826~~108519% 0.~~104562~~126654% 0.000000% 0.000000% 0.~~104562~~126654% 30 Days 3.~~486529~~635377% 0.000000% 0.000000% 0.000000% 3.~~486529~~635377% 3.~~428991~~889917% 0.000000% 0.000000% 0.000000% 3.~~428991~~889917% 60 Days 0.~~845219~~922409% 0.000000% 0.~~211305~~000000% 0.000000% 10.~~056524~~922409% 0.~~836360~~644429% 0.000000% 0.~~286345~~000000% 0.000000% 10.~~122704~~644429% 90 Days 0.~~475436~~596853% 0.~~052826~~054259% 0.~~369783~~162778% 0.000000% 0.~~898045~~813890% 0.~~537403~~542376% 0.~~019333~~075682% 0.~~374973~~221617% 0.000000% 0.~~931709~~839675% 120 Days 0.~~000000~~271297% 0.000000% 0.~~475436~~596853% 0.000000% 0.~~475436~~868150% 0.~~000000~~283430% 0.000000% 0.~~433200~~646823% 0.000000% 0.~~433200~~930254% 150 Days 0.~~000000~~054259% 0.000000% 0.~~000000~~379816% 0.~~000000~~054259% 0.~~000000~~488334% 0.~~000000~~107665% 0.000000% 0.~~000000~~307722% 0.000000% 0.~~000000~~415387% 180+ Days 0.000000% 0.000000% 0.~~052826~~054259% 0.000000% 0.~~052826~~054259% 0.000000% 0.000000% 0.~~066107~~068636% 0.000000% 0.~~066107~~068636% Totals 45.~~807184~~480195% 0.~~105652~~162778% 1.~~109350~~193706% 0.~~000000~~054259% 6.~~022187~~890939% 45.~~802753~~467817% 0.~~123895~~202337% 1.~~160625~~244798% 0.000000% 6.~~087273~~914952%

Delinquency Status By Groups

DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 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 1 0 0 1 604,~~999~~631.2550 0.00 0.00 604,~~999~~631.2550 30 Days 1823 0 0 0 1823 7,~~123~~098,~~804~~163.6952 0.00 0.00 0.00 7,~~123~~098,~~804~~163.6952 60 Days 86 0 40 0 126 21,~~323~~570,~~465~~134.9632 0.00 ~~1,656,801~~0.6600 0.00 31,~~980~~570,~~267~~134.6232 90 Days 46 01 03 0 410 1,~~349~~896,048.6729 0421,765.0043 01,235,036.0023 0.00 13,~~349~~552,~~048~~849.6795 120 Days 02 0 31 0 3 0575,744.0098 0.00 ~~895~~566,~~844~~559.0442 0.00 ~~895~~1,~~844~~142,304.0440 150 Days 01 0 02 0 03 0600,000.00 0.00 0433,301.0036 0.00 01,033,301.0036 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3038 12 76 0 3846 1011,~~796~~740,~~319~~091.3211 ~~604~~1,~~999~~026,396.2593 2,~~552~~234,~~645~~897.7001 0.00 1315,~~953~~001,~~964~~385.2705 0-29 Days 0.~~127877~~131752% 0.000000% 0.000000% 0.~~127877~~131752% 0.~~238304~~248571% 0.000000% 0.000000% 0.~~238304~~248571% 30 Days 23.~~301790~~030303% 0.000000% 0.000000% 0.000000% 23.~~301790~~030303% 2.~~806003~~918143% 0.000000% 0.000000% 0.000000% 2.~~806003~~918143% 60 Days 10.~~023018~~790514% 0.000000% 0.~~511509~~000000% 0.000000% 10.~~534527~~790514% 0.~~915193~~645502% 0.000000% 0.~~652599~~000000% 0.000000% 10.~~567792~~645502% 90 Days 0.~~511509~~790514% 0.~~000000~~131752% 0.~~000000~~395257% 0.000000% 01.~~511509~~317523% 0.~~531378~~779489% 0.~~000000~~173393% 0.~~000000~~507739% 0.000000% 01.~~531378~~460621% 120 Days 0.~~000000~~263505% 0.000000% 0.~~383632~~131752% 0.000000% 0.~~383632~~395257% 0.~~000000~~236696% 0.000000% 0.~~352865~~232920% 0.000000% 0.~~352865~~469615% 150 Days 0.~~000000~~131752% 0.000000% 0.~~000000~~263505% 0.000000% 0.~~000000~~395257% 0.~~000000~~246667% 0.000000% 0.~~000000~~178136% 0.000000% 0.~~000000~~424803% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 35.~~836317~~006588% 0.~~127877~~263505% 0.~~895141~~790514% 0.000000% 46.~~859335~~060606% 4.~~252574~~826497% 0.~~238304~~421964% 10.~~005464~~918794% 0.000000% 56.~~496343~~167255% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 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 10 0 0 0 10 56,~~263~~835,~~443~~970.9894 0.00 0.00 0.00 56,~~263~~835,~~443~~970.9894 60 Days 10 0 0 0 10 ~~715,013~~0.5500 0.00 0.00 0.00 ~~715,013~~0.5500 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 1110 0 0 0 1110 56,~~978~~835,~~457~~970.5394 0.00 0.00 0.00 56,~~978~~835,~~457~~970.5394 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 3.~~703704~~787879% 0.000000% 0.000000% 0.000000% 3.~~703704~~787879% 46.~~779050~~351837% 0.000000% 0.000000% 0.000000% 46.~~779050~~351837% 60 Days 0.~~370370~~000000% 0.000000% 0.000000% 0.000000% 0.~~370370~~000000% 0.~~649211~~000000% 0.000000% 0.000000% 0.000000% 0.~~649211~~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 43.~~074074~~787879% 0.000000% 0.000000% 0.000000% 43.~~074074~~787879% 56.~~428261~~351837% 0.000000% 0.000000% 0.000000% 56.~~428261~~351837% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3 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 01 0 0 01 0101,194.0044 0.00 0.00 0101,194.0044 30 Days 3533 0 0 0 3533 67,~~812~~346,~~148~~689.9332 0.00 0.00 0.00 67,~~812~~346,~~148~~689.9332 60 Days 711 0 0 0 711 12,~~800~~021,~~731~~170.7538 0.00 0.00 0.00 12,~~800~~021,~~731~~170.7538 90 Days 5 10 70 0 135 1,~~760~~126,~~385~~529.0131 ~~111,861~~0.6300 ~~2,169,609~~0.8100 0.00 41,~~041~~126,~~856~~529.4531 120 Days 03 0 610 0 613 01,003,769.0006 0.00 13,~~610~~038,~~668~~087.2739 0.00 14,~~610~~041,~~668~~856.2745 150 Days 0 0 05 01 06 0.00 0.00 01,281,586.0059 0.00 01,281,586.0059 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 4752 1 1315 01 6169 1011,~~373~~498,~~265~~158.6907 ~~111~~101,~~861~~194.6344 34,~~780~~319,~~278~~673.0898 0.00 1415,~~265~~919,~~405~~026.4049 0-29 Days 0.~~000000~~132626% 0.000000% 0.000000% 0.~~000000~~132626% 0.~~000000~~056050% 0.000000% 0.000000% 0.~~000000~~056050% 30 Days 4.~~527814~~376658% 0.000000% 0.000000% 0.000000% 4.~~527814~~376658% 34.~~685497~~069180% 0.000000% 0.000000% 0.000000% 34.~~685497~~069180% 60 Days 01.~~905563~~458886% 0.000000% 0.000000% 0.000000% 01.~~905563~~458886% 01.~~974229~~119485% 0.000000% 0.000000% 0.000000% 01.~~974229~~119485% 90 Days 0.~~646831~~663130% 0.~~129366~~000000% 0.~~905563~~000000% 0.000000% 10.~~681759~~663130% 0.~~952401~~623961% 0.~~060519~~000000% 10.~~173799~~000000% 0.000000% 20.~~186718~~623961% 120 Days 0.~~000000~~397878% 0.000000% 01.~~776197~~326260% 0.000000% 01.~~776197~~724138% 0.~~000000~~555967% 0.000000% 01.~~871401~~682734% 0.000000% 02.~~871401~~238701% 150 Days 0.000000% 0.000000% 0.~~000000~~663130% 0.~~000000~~132626% 0.~~000000~~795756% 0.000000% 0.000000% 0.~~000000~~709844% 0.000000% 0.~~000000~~709844% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 6.~~080207~~896552% 0.~~129366~~132626% 1.~~681759~~989390% 0.~~000000~~132626% 79.~~891332~~151194% 56.~~612127~~368593% 0.~~060519~~056050% 2.~~045200~~392579% 0.000000% 78.~~717845~~817221% 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 31 0 0 0 31 ~~640~~397,~~879~~090.8405 0.00 0.00 0.00 ~~640~~397,~~879~~090.8405 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 1 0 1 0.00 0.00 382,500.00 0.00 382,500.00 Totals 31 0 1 0 42 ~~640~~397,~~879~~090.8405 0.00 382,500.00 0.00 1779,~~023,379~~590.8405 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 41.~~411765~~515152% 0.000000% 0.000000% 0.000000% 41.~~411765~~515152% 21.~~153902~~534614% 0.000000% 0.000000% 0.000000% 21.~~153902~~534614% 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% 1.~~470588~~515152% 0.000000% 1.~~470588~~515152% 0.000000% 0.000000% 1.~~285526~~478229% 0.000000% 1.~~285526~~478229% Totals 41.~~411765~~515152% 0.000000% 1.~~470588~~515152% 0.000000% 53.~~882353~~030303% 21.~~153902~~534614% 0.000000% 1.~~285526~~478229% 0.000000% 3.~~439428~~012842%

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 330,240.00 0.04903007% 330,240.00 0.~~05710731~~05929386% Fraud 13,470,916.00 1.99999995% 13,470,916.00 2.~~32948088~~41867296% Special Hazard 8,000,000.00 1.18774399% 7,~~977~~973,~~820~~284.7864 1.~~37957812~~43158550% Limit of Subordinate's Exposure to Certain Types of Losses

COLLATERAL STATEMENT Collateral Description Fixed 30 Year Ratio Strip Weighted Average Gross Coupon 8.~~713518~~714613% Weighted Average Pass-Through Rate 7.~~215321~~216236% Weighted Average Maturity(Stepdown Calculation ) ~~351~~350 Beginning Scheduled Collateral Loan Count 1,~~952~~893 Number Of Loans Paid In Full 5950 Ending Scheduled Collateral Loan Count 1,~~893~~843 Beginning Scheduled Collateral Balance ~~600~~578,~~131~~279,~~594~~741.5809 Ending Scheduled Collateral Balance ~~578~~556,~~279~~954,~~741~~834.0950 Ending Actual Collateral Balance at 3031-~~Jun~~Jul-2001 ~~578~~557,~~604~~284,~~029~~715.6808 Monthly P &I Constant 4,~~735~~565,~~135~~623.5013 Class A Optimal Amount 2524,~~168~~521,~~910~~597.1122 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans ~~578~~556,~~279~~954,~~741~~834.0950 Scheduled Principal ~~377~~366,~~420~~053.9814 Unscheduled Principal 2120,~~474~~958,~~432~~853.5145

Group Level Collateral Statement Group 1 2 3 Collateral Description Fixed 30 Year Ratio Strip Fixed 30 Year Fixed 30 Year Ratio Strip Weighted Average Coupon Rate 8.~~670152~~668260 8.~~397063~~400209 98.~~005014~~997657 Weighted Average Net Rate 5.~~576731~~578473 7.000000 6.~~195447~~203120 Weighted Average Maturity ~~351~~350 ~~351~~350 ~~351~~350 Beginning Loan Count ~~812~~782 ~~281~~270 ~~784~~773 Loans Paid In Full 3023 116 1119 Ending Loan Count ~~782~~759 ~~270~~264 ~~773~~754 Beginning Scheduled Balance ~~266~~253,~~501~~739,~~970~~859.6217 ~~113~~110,~~915~~073,~~469~~526.0634 ~~187~~184,~~160~~725,~~860~~208.2310 Ending scheduled Balance ~~253~~243,~~739~~104,~~859~~701.1795 ~~110~~107,~~073~~558,~~526~~813.3486 ~~184~~180,~~725~~428,~~208~~882.1085 Record Date 0607/3031/2001 0607/3031/2001 0607/3031/2001 Principal And Interest Constant 21,~~092~~994,~~747~~269.8443 ~~873~~843,~~738~~931.2091 1,~~523~~503,~~590~~351.4984 Scheduled Principal ~~167~~161,~~237~~366.4494 7673,~~608~~398.6902 ~~119~~118,~~102~~273.0853 Unscheduled Principal 1210,~~594~~473,~~874~~790.0128 32,~~765~~441,~~334~~314.0346 24,~~316~~178,~~550~~051.0572 Scheduled Interest 1,~~925~~832,~~510~~902.4049 ~~797~~770,~~129~~533.5189 1,~~404~~385,~~488~~078.4131 Servicing Fees ~~371~~353,~~261~~098.8179 ~~132~~128,~~622~~438.5727 ~~238~~234,~~596~~334.3341 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount ~~315~~300,~~740~~236.5434 ~~108~~105,~~890~~506.1827 ~~199~~195,~~604~~849.5199 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 0.00 0.00 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 1,~~238~~179,~~508~~567.0536 ~~555~~536,~~616~~589.7635 ~~966~~954,~~287~~893.5791 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 4 Total Collateral Description Fixed 30 Year Ratio Strip Fixed 30 Year Ratio Strip Weighted Average Coupon Rate 8.~~500013~~515689 8.~~713518~~714613 Weighted Average Net Rate 8.~~250013~~265689 7.~~215321~~216236 Weighted Average Maturity ~~351~~350 ~~351~~350 Beginning Loan Count 7568 1,~~952~~893 Loans Paid In Full 72 5950 Ending Loan Count 6866 1,~~893~~843 Beginning Scheduled Balance 3229,~~553~~741,~~294~~147.6748 ~~600~~578,~~131~~279,~~594~~741.5809 Ending scheduled Balance 2925,~~741~~862,~~147~~435.4884 ~~578~~556,~~279~~954,~~741~~834.0950 Record Date 0607/3031/2001 0607/3031/2001 Principal And Interest Constant ~~245~~224,~~058~~069.9795 4,~~735~~565,~~135~~623.5013 Scheduled Principal 1413,~~472~~014.7765 ~~377~~366,~~420~~053.9814 Unscheduled Principal 23,~~797~~865,~~674~~696.4299 2120,~~474~~958,~~432~~853.5145 Scheduled Interest ~~230~~211,~~586~~055.2030 4,~~357~~199,~~714~~569.5299 Servicing Fees 6,~~781~~196.9208 ~~749~~722,~~262~~067.6355 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 ~~624~~601,~~235~~592.2360 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread Fee 1 0.00 0.00 Spread Fee 2 0.00 0.00 Spread Fee 3 0.00 0.00 Net Interest ~~223~~204,~~804~~859.2822 2,~~984~~875,~~216~~909.6684 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.00 0.00

Filing Compare · STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2001-2