8-K 1 sac01001.txt SEPT 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): September 25, 2001 STRUCTURED ASSET SECURITIES CORPORATION Mortgage Pass-Through Certificates, 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 September 25, 2001 a distribution was made to holders of STRUCTURED ASSET SECURITIES CORPORATION, Mortgage Pass-Through Certificates, 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 Certificates, Series 2001-1 Trust, relating to the September 25, 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 2001-1 Trust By: Wells Fargo Bank Minnesota, NA as Securities Administrator By: /s/ Beth Belfield, Officer By: Beth Belfield, Officer Date: 10/4/01 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2001-1 Trust, relating to the September 25, 2001 distribution. EX-99.1

Structured Asset Securities Corporation Mortgage Pass-Through Certificates Record Date: 78/31/01 Distribution Date: 89/2725/01 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% ~~110~~109,~~867~~269,~~000~~500.00 ~~623~~614,~~626~~640.8894 1,597,500.00 1-A2 8635722N2 SEN 7.15000% 3830,~~718~~434,~~724~~600.6843 ~~230~~181,~~699~~339.0749 85,~~284~~877,~~124~~620.2570 1-A3 8635722P7 SEN 7.10000% 1210,~~906~~144,~~241~~866.5681 7660,~~361~~023.9380 21,~~761~~959,~~374~~206.7590 1-A4 8635722Q5 SEN 7.15000% 0.00 3736,~~493~~845.4387 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,~~141~~121.0367 0.00 1918.3670 1-AX 8635722W2 IO 7.15000% 0.00 5,~~348~~344.7628 0.00 2-A1 8635722Y8 SEN 6.50000% 2221,~~631~~284,~~497~~517.4539 ~~122~~115,~~587~~291.2814 1,~~346~~298,~~980~~539.0655 2-A2 8635722Z5 SEN 4.~~29250~~08000% 4542,~~262~~569,~~994~~034.9078 ~~161~~144,~~909~~734.5072 2,~~693~~597,~~960~~079.1210 2-A3 8635723A9 SEN 4.~~20750~~42000% 0.00 ~~158~~156,~~703~~795.3894 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% 2221,~~631~~284,~~497~~517.4539 ~~122~~115,~~587~~291.2814 1,~~346~~298,~~980~~539.0655 3-A 8635723E1 SEN 7.00000% 6059,~~448~~312,~~931~~421.9872 ~~352~~345,~~618~~989.7713 1,~~136~~937,~~510~~832.2552 3-AP 8635723G6 PO 0.00000% ~~515~~512,~~678~~814.2040 0.00 24,~~863~~471.7922 3-AX 8635723F8 IO 7.00000% 0.00 1,~~912~~894.2396 0.00 B1 8635723H4 SUB 7.~~21833~~21841% 11,~~704~~693,~~627~~760.2332 70,~~406~~341.5094 10,~~866~~962.9116 B2 8635723J0 SUB 7.~~21833~~21841% 6,~~503~~497,~~344~~306.3445 39,~~119~~083.3850 6,~~037~~090.8981 B3 8635723K7 SUB 7.~~21833~~21841% 3,~~901~~897,~~210~~588.8485 23,~~466~~445.8432 3,~~622~~653.0074 B4 8635723M3 SUB 7.~~21833~~21841% 5,~~982~~976,~~121~~567.8891 35,~~984~~951.08 5,~~553~~602.9765 B5 8635723N1 SUB 7.~~21833~~21841% 2,~~860~~858,~~755~~099.3332 17,~~208~~192.2244 2,~~656~~679.0129 B6 8635723P6 SUB 7.~~21833~~21841% 2,~~864~~862,~~985~~325.9197 17,~~233~~217.6786 2,~~659~~683.9325 LT-R SAC101LTR RES 0.00000% 0.00 0.00 0.00 R 8635723L5 RES 7.15000% 0.00 0.00 0.00 Totals ~~423~~404,~~397~~196,~~752~~043.7841 2,~~548~~432,~~550~~706.5388 1916,~~201~~602,~~709~~480.3514

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 ~~109~~107,~~269~~672,~~500~~000.00 2,~~221~~212,~~126~~140.8894 0.00 1-A2 0.00 3024,~~434~~556,~~600~~979.4373 86,~~514~~058,~~823~~960.3219 0.00 1-A3 0.00 108,~~144~~185,~~866~~659.8191 2,~~837~~019,~~736~~230.6870 0.00 1-A4 0.00 0.00 3736,~~493~~845.4387 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,~~121~~102.6797 1918.3670 0.00 1-AX 0.00 0.00 5,~~348~~344.7628 0.00 2-A1 0.00 2119,~~284~~985,~~517~~977.3984 1,~~469~~413,~~567~~830.3469 0.00 2-A2 0.00 4239,~~569~~971,~~034~~955.7869 2,~~855~~741,~~869~~813.6282 0.00 2-A3 0.00 0.00 ~~158~~156,~~703~~795.3894 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 2119,~~284~~985,~~517~~977.3984 1,~~469~~413,~~567~~830.3469 0.00 3-A 0.00 5957,~~312~~374,~~421~~589.7221 12,~~489~~283,~~129~~821.0265 0.00 3-AP 0.00 ~~512~~508,~~814~~343.4019 24,~~863~~471.7922 0.00 3-AX 0.00 0.00 1,~~912~~894.2396 0.00 B1 0.00 11,~~693~~682,~~760~~798.3216 81,~~273~~304.4110 0.00 B2 0.00 6,~~497~~491,~~306~~215.4563 45,~~157~~174.2731 0.00 B3 0.00 3,~~897~~893,~~588~~935.8510 27,~~088~~099.8406 0.00 B4 0.00 5,~~976~~970,~~567~~965.9125 41,~~538~~553.0573 0.00 B5 0.00 2,~~858~~855,~~099~~420.3203 19,~~864~~871.2373 0.00 B6 0.00 2,~~862~~859,~~325~~642.9772 19,~~893~~901.6011 0.00 LT-R 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 Totals 0.00 ~~404~~387,~~196~~593,~~043~~563.4127 2119,~~750~~035,~~259~~187.8802 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 ~~110~~109,~~867~~269,~~000~~500.00 1722,~~879~~911.6535 1,~~579~~574,~~620~~588.3565 0.00 0.00 1-A2 75,000,000.00 3830,~~718~~434,~~724~~600.6843 9284,~~718~~296.1585 85,~~191~~793,~~406~~323.0986 0.00 0.00 1-A3 25,000,000.00 1210,~~906~~144,~~241~~866.5681 3028,~~906~~098.0595 21,~~730~~931,~~468~~107.7095 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,~~141~~121.0367 18.5970 0.7700 0.00 0.00 1-AX 0.00 0.00 0.00 0.00 0.00 0.00 2-A1 30,000,000.00 2221,~~631~~284,~~497~~517.4539 1211,~~380~~807.9552 1,~~334~~286,~~599~~732.1003 0.00 0.00 2-A2 60,000,000.00 4542,~~262~~569,~~994~~034.9078 2423,~~761~~615.9104 2,~~669~~573,~~198~~464.2105 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 2221,~~631~~284,~~497~~517.4539 1211,~~380~~807.9552 1,~~334~~286,~~599~~732.1003 0.00 0.00 3-A 72,395,000.00 6059,~~448~~312,~~931~~421.9872 ~~177~~176,~~671~~055.8729 ~~958~~1,~~838~~761,777.3823 0.00 0.00 3-AP 542,621.00 ~~515~~512,~~678~~814.2040 2,~~814~~830.1737 491,640.6384 0.00 0.00 3-AX 0.00 0.00 0.00 0.00 0.00 0.00 B1 11,767,000.00 11,~~704~~693,~~627~~760.2332 10,~~866~~962.9116 0.00 0.00 0.00 B2 6,538,000.00 6,~~503~~497,~~344~~306.3445 6,~~037~~090.8981 0.00 0.00 0.00 B3 3,922,000.00 3,~~901~~897,~~210~~588.8485 3,~~622~~653.0074 0.00 0.00 0.00 B4 6,014,000.00 5,~~982~~976,~~121~~567.8891 5,~~553~~602.9765 0.00 0.00 0.00 B5 2,876,000.00 2,~~860~~858,~~755~~099.3332 2,~~656~~679.0129 0.00 0.00 0.00 B6 2,880,253.00 2,~~864~~862,~~985~~325.9197 2,~~659~~683.9325 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 ~~423~~404,~~397~~196,~~752~~043.7841 ~~402~~393,~~929~~113.0049 1816,~~798~~209,~~780~~366.3364 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 ~~109~~107,~~269~~672,~~500~~000.00 0.~~90716219~~89389964 1,597,500.00 1-A2 85,~~284~~877,~~124~~620.2570 3024,~~434~~556,~~600~~979.4373 0.~~40579467~~32742640 85,~~284~~877,~~124~~620.2570 1-A3 21,~~761~~959,~~374~~206.7590 108,~~144~~185,~~866~~659.8191 0.~~40579467~~32742640 21,~~761~~959,~~374~~206.7590 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 1918.3670 16,~~121~~102.6797 0.~~99191965~~99076909 1918.3670 1-AX 0.00 0.00 0.00000000 0.00 2-A1 1,~~346~~298,~~980~~539.0655 2119,~~284~~985,~~517~~977.3984 0.~~70948391~~66619926 1,~~346~~298,~~980~~539.0655 2-A2 2,~~693~~597,~~960~~079.1210 4239,~~569~~971,~~034~~955.7869 0.~~70948391~~66619926 2,~~693~~597,~~960~~079.1210 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,~~346~~298,~~980~~539.0655 2119,~~284~~985,~~517~~977.3984 0.~~70948391~~66619926 1,~~346~~298,~~980~~539.0655 3-A 1,~~136~~937,~~510~~832.2552 5957,~~312~~374,~~421~~589.7221 0.~~81928892~~79252143 1,~~136~~937,~~510~~832.2552 3-AP 24,~~863~~471.7922 ~~512~~508,~~814~~343.4019 0.~~94506921~~93682919 24,~~863~~471.7922 3-AX 0.00 0.00 0.00000000 0.00 B1 10,~~866~~962.9116 11,~~693~~682,~~760~~798.3216 0.~~99377584~~99284424 10,~~866~~962.9116 B2 6,~~037~~090.8981 6,~~497~~491,~~306~~215.4563 0.~~99377584~~99284424 6,~~037~~090.8981 B3 3,~~622~~653.0074 3,~~897~~893,~~588~~935.8510 0.~~99377584~~99284424 3,~~622~~653.0074 B4 5,~~553~~602.9765 5,~~976~~970,~~567~~965.9125 0.~~99377584~~99284424 5,~~553~~602.9765 B5 2,~~656~~679.0129 2,~~858~~855,~~099~~420.3203 0.~~99377584~~99284424 2,~~656~~679.0129 B6 2,~~659~~683.9325 2,~~862~~859,~~325~~642.9772 0.~~99377588~~99284428 2,~~659~~683.9325 LT-R 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 1916,~~201~~602,~~709~~480.3514 ~~404~~387,~~196~~593,~~043~~563.4127 0.~~77286321~~74111761 1916,~~201~~602,~~709~~480.3514

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 ~~920~~907.~~42473350~~16218909 0.~~14843797~~19021145 13.~~11410645~~07233296 0.00000000 1-A2 75,000,000.00 ~~516~~405.~~24966240~~79467240 1.~~23624200~~12395800 ~~109~~77.~~21874787~~24431813 0.00000000 1-A3 25,000,000.00 ~~516~~405.~~24966240~~79467240 1.~~23624200~~12395800 ~~109~~77.~~21874800~~24431800 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 ~~993~~991.~~11081031~~91964560 1.~~14378884~~15055682 0.~~04737587~~00000000 0.00000000 1-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 30,000,000.00 ~~754~~709.~~38324833~~48391300 0.~~41269833~~39358400 4442.~~48663667~~89106767 0.00000000 2-A2 60,000,000.00 ~~754~~709.~~38324833~~48391300 0.~~41269850~~39358400 4442.~~48663683~~89106750 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 ~~754~~709.~~38324833~~48391300 0.~~41269833~~39358400 4442.~~48663667~~89106767 0.00000000 3-A 72,395,000.00 ~~834~~819.~~98766462~~28892493 2.~~45420084~~43187085 1324.~~24453871~~33562028 0.00000000 3-AP 542,621.00 ~~950~~945.~~34692723~~06921037 5.~~18625339~~21610848 03.~~09146347~~02391540 0.00000000 3-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B1 11,767,000.00 ~~994~~993.~~69934818~~77584091 0.~~92350727~~93160194 0.00000000 0.00000000 B2 6,538,000.00 ~~994~~993.~~69934842~~77584124 0.~~92350719~~93160141 0.00000000 0.00000000 B3 3,922,000.00 ~~994~~993.~~69934727~~77584141 0.~~92350841~~93160122 0.00000000 0.00000000 B4 6,014,000.00 ~~994~~993.~~69934819~~77584137 0.~~92350682~~93160126 0.00000000 0.00000000 B5 2,876,000.00 ~~994~~993.~~69934979~~77584145 0.~~92350834~~93160292 0.00000000 0.00000000 B6 2,880,253.00 ~~994~~993.~~69939273~~77588358 0.~~92350568~~93160219 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 ~~907~~893.~~16218909~~89964467 0.~~90716219~~89389964 13.26254442 1-A2 0.00000000 ~~110~~78.~~45499000~~36827600 ~~405~~327.~~79467240~~42639640 0.~~40579467~~32742640 ~~110~~78.~~45499000~~36827600 1-A3 0.00000000 ~~110~~78.~~45499000~~36827600 ~~405~~327.~~79467240~~42639640 0.~~40579467~~32742640 ~~110~~78.~~45499000~~36827600 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.~~19116471~~15055682 ~~991~~990.~~91964560~~76908878 0.~~99191965~~99076909 1.~~19116471~~15055682 1-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 0.00000000 4443.~~89933533~~28465167 ~~709~~666.~~48391300~~19926133 0.~~70948391~~66619926 4443.~~89933533~~28465167 2-A2 0.00000000 4443.~~89933533~~28465167 ~~709~~666.~~48391300~~19926150 0.~~70948391~~66619926 4443.~~89933533~~28465167 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 4443.~~89933533~~28465167 ~~709~~666.~~48391300~~19926133 0.~~70948391~~66619926 4443.~~89933533~~28465167 3-A 0.00000000 1526.~~69873955~~76749113 ~~819~~792.~~28892493~~52143394 0.~~81928892~~79252143 1526.~~69873955~~76749113 3-AP 0.00000000 58.~~27769843~~24004231 ~~945~~936.~~06921037~~82918649 0.~~94506921~~93682919 58.~~27769843~~24004231 3-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B1 0.00000000 0.~~92350727~~93160194 ~~993~~992.~~77584091~~84423897 0.~~99377584~~99284424 0.~~92350727~~93160194 B2 0.00000000 0.~~92350719~~93160141 ~~993~~992.~~77584124~~84423830 0.~~99377584~~99284424 0.~~92350719~~93160141 B3 0.00000000 0.~~92350841~~93160122 ~~993~~992.~~77584141~~84423763 0.~~99377584~~99284424 0.~~92350841~~93160122 B4 0.00000000 0.~~92350682~~93160126 ~~993~~992.~~77584137~~84423844 0.~~99377584~~99284424 0.~~92350682~~93160126 B5 0.00000000 0.~~92350834~~93160292 ~~993~~992.~~77584145~~84423853 0.~~99377584~~99284424 0.~~92350834~~93160292 B6 0.00000000 0.~~92350568~~93160219 ~~993~~992.~~77588358~~84428139 0.~~99377588~~99284428 0.~~92350568~~93160219 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% ~~110~~109,~~867~~269,~~000~~500.00 ~~623~~614,~~626~~640.8894 0.00 0.00 1-A2 75,000,000.00 7.15000% 3830,~~718~~434,~~724~~600.6843 ~~230~~181,~~699~~339.0749 0.00 0.00 1-A3 25,000,000.00 7.10000% 1210,~~906~~144,~~241~~866.5681 7660,~~361~~023.9380 0.00 0.00 1-A4 0.00 7.15000% 6,~~292~~183,~~603~~922.0915 3736,~~493~~845.4387 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,~~141~~121.0367 0.00 0.00 0.00 1-AX 0.00 7.15000% ~~897~~896,~~694~~942.2864 5,~~348~~344.7628 0.00 0.00 2-A1 30,000,000.00 6.50000% 2221,~~631~~284,~~497~~517.4539 ~~122~~115,~~587~~291.2814 0.00 0.00 2-A2 60,000,000.00 4.~~29250~~08000% 4542,~~262~~569,~~994~~034.9078 ~~161~~144,~~909~~734.5072 0.00 0.00 2-A3 0.00 4.~~20750~~42000% 4542,~~262~~569,~~994~~034.9078 ~~158~~156,~~703~~795.3894 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% 2221,~~631~~284,~~497~~517.4539 ~~122~~115,~~587~~291.2814 0.00 0.00 3-A 72,395,000.00 7.00000% 6059,~~448~~312,~~931~~421.9872 ~~352~~345,~~618~~989.7713 0.00 0.00 3-AP 542,621.00 0.00000% ~~515~~512,~~678~~814.2040 0.00 0.00 0.00 3-AX 0.00 7.00000% ~~327~~324,~~810~~851.7310 1,~~912~~894.2396 0.00 0.00 B1 11,767,000.00 7.~~21833~~21841% 11,~~704~~693,~~627~~760.2332 70,~~406~~341.5094 0.00 0.00 B2 6,538,000.00 7.~~21833~~21841% 6,~~503~~497,~~344~~306.3445 39,~~119~~083.3850 0.00 0.00 B3 3,922,000.00 7.~~21833~~21841% 3,~~901~~897,~~210~~588.8485 23,~~466~~445.8432 0.00 0.00 B4 6,014,000.00 7.~~21833~~21841% 5,~~982~~976,~~121~~567.8891 35,~~984~~951.08 0.00 0.00 B5 2,876,000.00 7.~~21833~~21841% 2,~~860~~858,~~755~~099.3332 17,~~208~~192.2244 0.00 0.00 B6 2,880,253.00 7.~~21833~~21841% 2,~~864~~862,~~985~~325.9197 17,~~233~~217.6786 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,~~548~~432,~~550~~706.5388 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 ~~623~~614,~~626~~640.8894 0.00 ~~109~~107,~~269~~672,~~500~~000.00 1-A2 0.00 0.00 ~~230~~181,~~699~~339.0749 0.00 3024,~~434~~556,~~600~~979.4373 1-A3 0.00 0.00 7660,~~361~~023.9380 0.00 108,~~144~~185,~~866~~659.8191 1-A4 0.00 0.00 3736,~~493~~845.4387 0.00 6,~~183~~080,~~922~~850.1577 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,~~121~~102.6797 1-AX 0.00 0.00 5,~~348~~344.7628 0.00 ~~896~~740,~~942~~965.6447 2-A1 0.00 0.00 ~~122~~115,~~587~~291.2814 0.00 2119,~~284~~985,~~517~~977.3984 2-A2 0.00 0.00 ~~161~~144,~~909~~734.5072 0.00 4239,~~569~~971,~~034~~955.7869 2-A3 0.00 0.00 ~~158~~156,~~703~~795.3894 0.00 4239,~~569~~971,~~034~~955.7869 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 ~~122~~115,~~587~~291.2814 0.00 2119,~~284~~985,~~517~~977.3984 3-A 0.00 0.00 ~~352~~345,~~618~~989.7713 0.00 5957,~~312~~374,~~421~~589.7221 3-AP 0.00 0.00 0.00 0.00 ~~512~~508,~~814~~343.4019 3-AX 0.00 0.00 1,~~912~~894.2396 0.00 ~~324~~268,~~851~~178.10 B1 0.00 0.00 70,~~406~~341.5094 0.00 11,~~693~~682,~~760~~798.3216 B2 0.00 0.00 39,~~119~~083.3850 0.00 6,~~497~~491,~~306~~215.4563 B3 0.00 0.00 23,~~466~~445.8432 0.00 3,~~897~~893,~~588~~935.8510 B4 0.00 0.00 35,~~984~~951.08 0.00 5,~~976~~970,~~567~~965.9125 B5 0.00 0.00 17,~~208~~192.2244 0.00 2,~~858~~855,~~099~~420.3203 B6 0.00 0.00 17,~~233~~217.6786 0.00 2,~~862~~859,~~325~~642.9772 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,~~548~~432,~~550~~706.5388 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% ~~920~~907.~~42473350~~16218909 5.~~17738917~~10278733 0.00000000 0.00000000 1-A2 75,000,000.00 7.15000% ~~516~~405.~~24966240~~79467240 32.~~07598760~~41785987 0.00000000 0.00000000 1-A3 25,000,000.00 7.10000% ~~516~~405.~~24966240~~79467240 32.~~05447720~~40095200 0.00000000 0.00000000 1-A4 0.00 7.15000% ~~910~~894.~~20400444~~48366973 5.~~42329933~~32963194 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% ~~993~~991.~~11081031~~91964560 0.00000000 0.00000000 0.00000000 1-AX 0.00 7.15000% ~~941~~940.~~34738215~~55919138 5.~~60885965~~60416179 0.00000000 0.00000000 2-A1 30,000,000.00 6.50000% ~~754~~709.~~38324833~~48391300 43.~~08624267~~84303800 0.00000000 0.00000000 2-A2 60,000,000.00 4.~~29250~~08000% ~~754~~709.~~38324833~~48391300 2.~~69849167~~41224533 0.00000000 0.00000000 2-A3 0.00 4.~~20750~~42000% ~~754~~709.~~38324833~~48391300 2.~~64505633~~61326567 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% ~~754~~709.~~38324833~~48391300 43.~~08624267~~84303800 0.00000000 0.00000000 3-A 72,395,000.00 7.00000% ~~834~~819.~~98766462~~28892493 4.~~87076138~~77918544 0.00000000 0.00000000 3-AP 542,621.00 0.00000% ~~950~~945.~~34692723~~06921037 0.00000000 0.00000000 0.00000000 3-AX 0.00 7.00000% ~~703~~696.~~02756481~~68030012 4.~~10099572~~06395823 0.00000000 0.00000000 B1 11,767,000.00 7.~~21833~~21841% ~~994~~993.~~69934818~~77584091 5.~~98338574~~97789921 0.00000000 0.00000000 B2 6,538,000.00 7.~~21833~~21841% ~~994~~993.~~69934842~~77584124 5.~~98338636~~97789844 0.00000000 0.00000000 B3 3,922,000.00 7.~~21833~~21841% ~~994~~993.~~69934727~~77584141 5.~~98338603~~97789903 0.00000000 0.00000000 B4 6,014,000.00 7.~~21833~~21841% ~~994~~993.~~69934819~~77584137 5.~~98338543~~97789824 0.00000000 0.00000000 B5 2,876,000.00 7.~~21833~~21841% ~~994~~993.~~69934979~~77584145 5.~~98338665~~97789986 0.00000000 0.00000000 B6 2,880,253.00 7.~~21833~~21841% ~~994~~993.~~69939273~~77588358 5.~~98338757~~97789847 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.~~17738917~~10278733 0.00000000 ~~907~~893.~~16218909~~89964467 1-A2 0.00000000 0.00000000 32.~~07598760~~41785987 0.00000000 ~~405~~327.~~79467240~~42639640 1-A3 0.00000000 0.00000000 32.~~05447720~~40095200 0.00000000 ~~405~~327.~~79467240~~42639640 1-A4 0.00000000 0.00000000 5.~~42329933~~32963194 0.00000000 ~~894~~879.~~48366973~~57473912 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 ~~991~~990.~~91964560~~76908878 1-AX 0.00000000 0.00000000 5.~~60885965~~60416179 0.00000000 ~~940~~776.~~55919138~~99715927 2-A1 0.00000000 0.00000000 43.~~08624267~~84303800 0.00000000 ~~709~~666.~~48391300~~19926133 2-A2 0.00000000 0.00000000 2.~~69849167~~41224533 0.00000000 ~~709~~666.~~48391300~~19926150 2-A3 0.00000000 0.00000000 2.~~64505633~~61326567 0.00000000 ~~709~~666.~~48391300~~19926150 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 43.~~08624267~~84303800 0.00000000 ~~709~~666.~~48391300~~19926133 3-A 0.00000000 0.00000000 4.~~87076138~~77918544 0.00000000 ~~819~~792.~~28892493~~52143394 3-AP 0.00000000 0.00000000 0.00000000 0.00000000 ~~945~~936.~~06921037~~82918649 3-AX 0.00000000 0.00000000 4.~~10099572~~06395823 0.00000000 ~~696~~575.~~68030012~~13857639 B1 0.00000000 0.00000000 5.~~98338574~~97789921 0.00000000 ~~993~~992.~~77584091~~84423897 B2 0.00000000 0.00000000 5.~~98338636~~97789844 0.00000000 ~~993~~992.~~77584124~~84423830 B3 0.00000000 0.00000000 5.~~98338603~~97789903 0.00000000 ~~993~~992.~~77584141~~84423763 B4 0.00000000 0.00000000 5.~~98338543~~97789824 0.00000000 ~~993~~992.~~77584137~~84423844 B5 0.00000000 0.00000000 5.~~98338665~~97789986 0.00000000 ~~993~~992.~~77584145~~84423853 B6 0.00000000 0.00000000 5.~~98338757~~97789847 0.00000000 ~~993~~992.~~77588358~~84428139 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 2219,~~103~~421,~~468~~503.0091 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) ~~278~~214,~~602~~946.3104 Realized Losses 0.00 Prepayment Penalties 0.00 Total Deposits 2219,~~382~~636,~~070~~449.3195 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee ~~631~~601,~~810~~262.4393 Payment of Interest and Principal 2119,~~750~~035,~~259~~187.8802 Total Withdrawals (Pool Distribution Amount) 2219,~~382~~636,~~070~~449.3195 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee ~~630~~600,~~977~~429.1060 MBIA Premium 833.33 Special Servicing Fee 0.00 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~631~~601,~~810~~262.4393

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 01 0 01 0.00 0365,626.0058 0.00 0365,626.0058 30 Days 8248 0 0 10 8348 2514,~~445~~380,~~983~~430.8330 0.00 0.00 ~~330,887~~0.2800 2514,~~776~~380,~~871~~430.1130 60 Days 1920 0 0 0 1920 56,~~372~~961,~~663~~258.0080 0.00 0.00 0.00 56,~~372~~961,~~663~~258.0080 90 Days 98 0 0 0 98 32,~~278~~564,~~484~~331.4151 0.00 0.00 0.00 32,~~278~~564,~~484~~331.4151 120 Days 85 0 02 0 87 31,~~667~~854,~~109~~139.5253 0.00 0871,135.0067 0.00 32,~~667~~725,~~109~~275.5220 150 Days 1 0 23 0 34 ~~498~~289,~~093~~159.8864 0.00 ~~784~~1,~~931~~642,241.9830 0.00 1,~~283~~931,~~025~~400.8694 180+ Days 02 0 5 01 58 0916,257.0055 0.00 2,011,255.76 0331,952.0077 23,~~011~~259,~~255~~466.7608 Totals ~~119~~84 0 711 1 ~~127~~96 3826,~~262~~965,~~334~~577.6433 0.00 24,~~796~~890,~~187~~259.7431 ~~330~~331,~~887~~952.2877 4132,~~389~~187,~~409~~789.6641 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~~086356% 0.000000% 0.~~000000~~086356% 0.000000% 0.~~000000~~094249% 0.000000% 0.~~000000~~094249% 30 Days 64.~~793703~~145078% 0.000000% 0.000000% 0.~~082850~~000000% 64.~~876553~~145078% 63.~~289930~~706898% 0.000000% 0.000000% 0.~~081791~~000000% 63.~~371722~~706898% 60 Days 1.~~574151~~727116% 0.000000% 0.000000% 0.000000% 1.~~574151~~727116% 1.~~328055~~794430% 0.000000% 0.000000% 0.000000% 1.~~328055~~794430% 90 Days 0.~~745650~~690846% 0.000000% 0.000000% 0.000000% 0.~~745650~~690846% 0.~~810401~~661017% 0.000000% 0.000000% 0.000000% 0.~~810401~~661017% 120 Days 0.~~662800~~431779% 0.000000% 0.~~000000~~172712% 0.000000% 0.~~662800~~604491% 0.~~906464~~477949% 0.000000% 0.~~000000~~224556% 0.000000% 0.~~906464~~702505% 150 Days 0.~~082850~~086356% 0.000000% 0.~~165700~~259067% 0.000000% 0.~~248550~~345423% 0.~~123123~~074538% 0.000000% 0.~~194025~~423327% 0.000000% 0.~~317148~~497865% 180+ Days 0.~~000000~~172712% 0.000000% 0.~~414250~~431779% 0.~~000000~~086356% 0.~~414250~~690846% 0.~~000000~~236187% 0.000000% 0.~~497157~~518449% 0.~~000000~~085569% 0.~~497157~~840205% Totals 97.~~859155~~253886% 0.000000% 0.~~579950~~949914% 0.~~082850~~086356% 108.~~521955~~290155% 96.~~457973~~951020% 0.000000% 01.~~691183~~260581% 0.~~081791~~085569% 108.~~230947~~297169%

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 84,~~325~~206.8166 0.00 0.00 0.00 84,~~325~~206.8166 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 84,~~325~~206.8166 0.00 0.00 0.00 84,~~325~~206.8166 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 5.~~000000~~555556% 0.000000% 0.000000% 0.000000% 5.~~000000~~555556% 1.~~505687~~780749% 0.000000% 0.000000% 0.000000% 1.~~505687~~780749% 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~~555556% 0.000000% 0.000000% 0.000000% 5.~~000000~~555556% 1.~~505687~~780749% 0.000000% 0.000000% 0.000000% 1.~~505687~~780749% 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 3623 0 0 0 3623 127,~~913~~806,~~691~~204.5794 0.00 0.00 0.00 127,~~913~~806,~~691~~204.5794 60 Days 68 0 0 0 68 12,~~589~~579,~~492~~187.1245 0.00 0.00 0.00 12,~~589~~579,~~492~~187.1245 90 Days 53 0 0 0 53 21,~~059~~348,~~856~~662.9924 0.00 0.00 0.00 21,~~059~~348,~~856~~662.9924 120 Days 43 0 01 0 4 21,~~038~~234,~~657~~268.3914 0.00 0526,035.0005 0.00 21,~~038~~760,~~657~~303.3919 150 Days 01 0 01 0 02 0289,159.0064 0.00 0705,834.0064 0.00 0994,994.0028 180 Days 0 0 4 0 4 0.00 0.00 1,519,648.51 0.00 1,519,648.51 Totals 5138 0 46 0 5544 1813,~~601~~257,~~698~~482.0741 0.00 12,~~519~~751,~~648~~518.5120 0.00 2016,~~121~~009,~~346~~000.5861 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 53.~~760000~~814262% 0.000000% 0.000000% 0.000000% 53.~~760000~~814262% 53.~~518927~~463184% 0.000000% 0.000000% 0.000000% 53.~~518927~~463184% 60 Days 01.~~960000~~326700% 0.000000% 0.000000% 0.000000% 01.~~960000~~326700% 01.~~679302~~144244% 0.000000% 0.000000% 0.000000% 01.~~679302~~144244% 90 Days 0.~~800000~~497512% 0.000000% 0.000000% 0.000000% 0.~~800000~~497512% 0.~~880321~~598327% 0.000000% 0.000000% 0.000000% 0.~~880321~~598327% 120 Days 0.~~640000~~497512% 0.000000% 0.~~000000~~165837% 0.000000% 0.~~640000~~663350% 0.~~871261~~547577% 0.000000% 0.~~000000~~233373% 0.000000% 0.~~871261~~780950% 150 Days 0.~~000000~~165837% 0.000000% 0.~~000000~~165837% 0.000000% 0.~~000000~~331675% 0.~~000000~~128284% 0.000000% 0.~~000000~~313140% 0.000000% 0.~~000000~~441424% 180 Days 0.000000% 0.000000% 0.~~640000~~663350% 0.000000% 0.~~640000~~663350% 0.000000% 0.000000% 0.~~649452~~674184% 0.000000% 0.~~649452~~674184% Totals 86.~~160000~~301824% 0.000000% 0.~~640000~~995025% 0.000000% 87.~~800000~~296849% 75.~~949811~~881615% 0.000000% 01.~~649452~~220697% 0.000000% 87.~~599264~~102313% 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 01 0 01 0.00 0365,626.0058 0.00 0365,626.0058 30 Days 2312 0 0 10 2412 83,~~202~~753,~~537~~759.9935 0.00 0.00 ~~330,887~~0.2800 83,~~533~~753,~~425~~759.2735 60 Days 610 0 0 0 610 23,~~139~~913,~~644~~996.0530 0.00 0.00 0.00 23,~~139~~913,~~644~~996.0530 90 Days 32 0 0 0 32 ~~953~~624,~~808~~658.9875 0.00 0.00 0.00 ~~953~~624,~~808~~658.9875 120 Days 41 0 01 0 42 1355,~~628,452~~052.1395 0.00 0345,100.0062 0.00 1700,~~628,452~~153.1357 150 Days 10 0 2 0 32 ~~498,093~~0.8800 0.00 ~~784~~936,~~931~~406.9866 0.00 1936,~~283,025~~406.8666 180 Days 02 0 1 0 1 04 916,257.0055 0.00 491,607.25 0331,952.0077 ~~491~~1,~~607~~739,817.2557 Totals 3727 0 35 1 4133 139,~~422~~563,~~537~~724.0390 0.00 12,~~276~~138,~~539~~741.2311 ~~330~~331,~~887~~952.2877 1512,~~029~~034,~~963~~418.5478 0-29 Days 0.000000% 0.~~000000~~363636% 0.000000% 0.~~000000~~363636% 0.000000% 0.~~000000~~385625% 0.000000% 0.~~000000~~385625% 30 Days 74.~~931034~~363636% 0.000000% 0.000000% 0.~~344828~~000000% 84.~~275862~~363636% 83.~~201226~~959075% 0.000000% 0.000000% 0.~~330834~~000000% 83.~~532060~~959075% 60 Days 23.~~068966~~636364% 0.000000% 0.000000% 0.000000% 23.~~068966~~636364% 24.~~139302~~128076% 0.000000% 0.000000% 0.000000% 24.~~139302~~128076% 90 Days 10.~~034483~~727273% 0.000000% 0.000000% 0.000000% 10.~~034483~~727273% 0.~~953656~~658825% 0.000000% 0.000000% 0.000000% 0.~~953656~~658825% 120 Days 10.~~379310~~363636% 0.000000% 0.~~000000~~363636% 0.000000% 10.~~379310~~727273% 10.~~628192~~374473% 0.000000% 0.~~000000~~363976% 0.000000% 10.~~628192~~738449% 150 Days 0.~~344828~~000000% 0.000000% 0.~~689655~~727273% 0.000000% 10.~~034483~~727273% 0.~~498014~~000000% 0.000000% 0.~~784806~~987624% 0.000000% 10.~~282821~~987624% 180 Days 0.~~000000~~727273% 0.000000% 0.~~344828~~363636% 0.~~000000~~363636% 01.~~344828~~454545% 0.~~000000~~966373% 0.000000% 0.~~491529~~518496% 0.~~000000~~350109% 01.~~491529~~834978% Totals 129.~~758621~~818182% 0.000000% 1.~~034483~~818182% 0.~~344828~~363636% 1412.~~137931~~000000% 1310.~~420390~~086822% 0.000000% 12.~~276335~~255722% 0.~~330834~~350109% 1512.~~027559~~692652% 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 2112 0 0 0 2112 42,~~162~~736,~~197~~259.8235 0.00 0.00 0.00 42,~~162~~736,~~197~~259.8235 60 Days 72 0 0 0 72 1468,~~643,526~~075.8305 0.00 0.00 0.00 1468,~~643,526~~075.8305 90 Days 13 0 0 0 13 ~~264~~591,~~818~~010.4452 0.00 0.00 0.00 ~~264~~591,~~818~~010.4452 120 Days 01 0 0 0 01 0264,818.0044 0.00 0.00 0.00 0264,818.0044 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 2918 0 0 0 2918 64,~~070~~060,~~543~~163.0936 0.00 0.00 0.00 64,~~070~~060,~~543~~163.0936 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 95.~~767442~~797101% 0.000000% 0.000000% 0.000000% 95.~~767442~~797101% 86.~~939506~~058527% 0.000000% 0.000000% 0.000000% 86.~~939506~~058527% 60 Days 30.~~255814~~966184% 0.000000% 0.000000% 0.000000% 30.~~255814~~966184% 31.~~529942~~036395% 0.000000% 0.000000% 0.000000% 31.~~529942~~036395% 90 Days 01.~~465116~~449275% 0.000000% 0.000000% 0.000000% 01.~~465116~~449275% 01.~~568773~~308594% 0.000000% 0.000000% 0.000000% 01.~~568773~~308594% 120 Days 0.~~000000~~483092% 0.000000% 0.000000% 0.000000% 0.~~000000~~483092% 0.~~000000~~586351% 0.000000% 0.000000% 0.000000% 0.~~000000~~586351% 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 138.~~488372~~695652% 0.000000% 0.000000% 0.000000% 138.~~488372~~695652% 138.~~038222~~989867% 0.000000% 0.000000% 0.000000% 138.~~038222~~989867% 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 10 0 0 0 10 ~~83,230~~0.6400 0.00 0.00 0.00 ~~83,230~~0.6400 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 10 0 0 0 10 ~~83,230~~0.6400 0.00 0.00 0.00 ~~83,230~~0.6400 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 10.~~754386~~000000% 0.000000% 0.000000% 0.000000% 10.~~754386~~000000% 0.~~452688~~000000% 0.000000% 0.000000% 0.000000% 0.~~452688~~000000% 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 10.~~754386~~000000% 0.000000% 0.000000% 0.000000% 10.~~754386~~000000% 0.~~452688~~000000% 0.000000% 0.000000% 0.000000% 0.~~452688~~000000%

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 ~~278~~214,~~602~~946.3104

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 177,317.00 0.03390478% 177,317.00 0.~~04386906~~04574818% Fraud 10,459,705.00 2.00000009% 10,459,705.00 2.~~58778015~~69862711% Special Hazard 7,400,169.00 1.41498624% 7,~~257~~236,~~185~~151.9808 1.~~79546190~~86694304% Limit of Subordinate's Exposure to Certain Types of Losses

COLLATERAL STATEMENT Collateral Description Mixed Fixed Ratio Strip Weighted Average Gross Coupon 9.~~013825~~007421% Weighted Average Pass-Through Rate 7.~~225500~~224832% Weighted Average Maturity(Stepdown Calculation ) 1 Beginning Scheduled Collateral Loan Count 1,~~255~~207 Number Of Loans Paid In Full 4849 Ending Scheduled Collateral Loan Count 1,~~207~~158 Beginning Scheduled Collateral Balance ~~423~~404,~~397~~196,~~753~~044.3500 Ending Scheduled Collateral Balance ~~404~~387,~~196~~593,~~044~~563.0086 Ending Actual Collateral Balance at 31-~~Jul~~Aug-2001 ~~404~~387,~~551~~937,~~125~~008.6027 Monthly P &I Constant 3,~~583~~427,~~289~~083.9436 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 2118,~~512~~795,~~561~~793.3006 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans ~~404~~387,~~196~~593,~~044~~563.0086 Scheduled Principal ~~402~~393,~~929~~113.0150 Unscheduled Principal 1816,~~798~~209,~~780~~366.3464

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.~~525091~~525128 8.~~881412~~881073 9.~~626954~~614826 ~~Weighted~~WWeighted Average Net Rate 8.~~275091~~275128 7.150000 7.500000 Weighted Average Maturity ~~358~~357 ~~358~~357 ~~358~~357 Beginning Loan Count 20 ~~653~~625 ~~305~~290 Loans Paid In Full 02 2822 15 Ending Loan Count 2018 ~~625~~603 ~~290~~275 Beginning Scheduled ~~Balance~~Balanc 5,~~602~~597,~~316~~470.0074 ~~246~~233,~~494~~843,~~198~~772.0702 ~~105~~99,~~347~~955,~~675~~274.4097 Ending scheduled Balance 54,~~597~~726,~~470~~089.7463 ~~233~~225,~~843~~268,~~772~~422.0269 9994,~~955~~756,~~274~~594.9704 Record Date 0708/31/2001 0708/31/2001 0708/31/2001 Principal And Interest Constant 43,632.63 1,~~974~~874,~~290~~496.0732 ~~899~~852,~~151~~630.6900 Scheduled Principal 3,~~832~~866.4267 ~~149~~143,~~942~~843.9831 5451,~~004~~752.0182 Unscheduled Principal 1867,~~012~~514.8444 128,~~500~~431,~~483~~506.0702 5,~~338~~146,~~396~~928.4211 Scheduled Interest 39,~~800~~765.2196 1,~~824~~730,~~347~~653.0901 ~~845~~800,~~147~~877.6818 Servicing Fees 1,~~167~~166.1613 ~~355~~337,~~652~~333.4079 ~~186~~176,~~724~~156.7471 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 ~~304~~288,~~205~~522.6156 ~~160~~151,~~732~~657.6757 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 93.8175 43,~~044~~675.6308 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,~~633~~599.0583 1,~~164~~104,~~395~~702.2791 ~~493~~469,~~645~~387.6482 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 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 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.~~110424~~115742 7.~~178608~~178161 9.~~013825~~007421 Weighted Average Net Rate 7.000000 6.~~928608~~928161 7.~~225500~~224832 Weighted Average Maturity ~~358~~357 ~~358~~357 1 Beginning Loan Count ~~220~~215 57 1,~~255~~207 Loans Paid In Full 58 02 4849 Ending Loan Count ~~215~~207 5755 1,~~207~~158 Beginning Scheduled Balance 4746,~~532~~484,~~652~~265.4142 18,~~420~~315,~~911~~260.4785 ~~423~~404,~~397~~196,~~753~~044.3500 Ending ~~scheduled~~Scheduled Balance 4645,~~484~~094,~~265~~019.4232 1817,~~315~~748,~~260~~438.8518 ~~404~~387,~~196~~593,~~044~~563.0086 Record Date 0708/31/2001 0708/31/2001 0708/31/2001 Principal And Interest Constant ~~452~~442,~~717~~826.5339 213,498.02 3,~~583~~427,~~289~~083.9436 Scheduled Principal 9189,~~848~~710.6792 103,~~300~~939.9378 ~~402~~393,~~929~~113.0150 Unscheduled Principal ~~956~~1,~~538~~300,535.3218 2462,~~349~~882.6989 1816,~~798~~209,~~780~~366.3464 Scheduled Interest ~~360~~353,~~868~~115.8647 ~~110~~109,~~197~~558.0924 3,~~180~~033,~~360~~969.9386 Servicing Fees 8381,~~595~~957.1227 3,~~837~~815.6870 ~~630~~600,~~977~~429.1060 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 7372,~~692~~273.4603 0.00 ~~538~~512,~~630~~453.7416 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 0.00 43,~~138~~768.4483 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 ~~203~~198,~~581~~885.2817 ~~106~~105,~~359~~742.4154 21,~~006~~917,~~614~~318.6527 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 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00

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