8-K 1 sac01001.txt NOVEMBER 8K 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): November 26, 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 November 26, 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 November 26, 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: 12/3/01 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 November 26, 2001 distribution. EX-99.1

Structured Asset Securities Corporation Mortgage Pass-Through Certificates Record Date: 910/3031/01 Distribution Date: 1011/2526/01 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% ~~107~~106,~~672~~074,~~000~~500.00 ~~605~~596,~~655~~669.0006 1,597,500.00 1-A2 8635722N2 SEN 7.15000% 2417,~~556~~743,~~979~~899.7345 ~~146~~105,~~318~~724.6707 68,~~813~~139,~~080~~815.2816 1-A3 8635722P7 SEN 7.10000% 85,~~185~~914,~~659~~633.9115 4834,~~431~~994.8291 2,~~271~~713,~~026~~271.7672 1-A4 8635722Q5 SEN 7.15000% 0.00 3635,~~231~~604.7461 0.00 1-A5 8635722R3 SEN 6.75000% 20,000,000.00 112,500.00 0.00 1-A6 8635722S1 SEN 7.15000% 0.00 5,833.33 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-A9 8635722V4 SEN 7.15000% 0.00 9,875.00 0.00 1-AP 8635722X0 PO 0.00000% 16,~~102~~084.9715 0.00 1820.8286 1-AX 8635722W2 IO 7.15000% 0.00 43,~~414~~902.9229 0.00 2-A1 8635722Y8 SEN 6.50000% 1918,~~985~~490,~~977~~764.8403 ~~108~~100,~~257~~158.3831 1,~~495~~502,~~213~~051.8176 2-A2 8635722Z5 SEN 32.~~16125~~92000% 3936,~~971~~981,~~955~~528.6906 ~~105~~89,~~301~~988.1238 23,~~990~~004,~~427~~103.6352 2-A3 8635723A9 SEN 5.~~33875~~58000% 0.00 ~~177~~171,~~833~~964.5711 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% 1918,~~985~~490,~~977~~764.8403 ~~108~~100,~~257~~158.3831 1,~~495~~502,~~213~~051.8176 3-A 8635723E1 SEN 7.00000% 5754,~~374~~632,~~589~~320.21 ~~334~~318,~~685~~688.1053 2291,~~742,269~~311.0039 3-AP 8635723G6 PO 0.00000% ~~508~~501,~~343~~081.1988 0.00 73,~~261~~161.3174 3-AX 8635723F8 IO 7.00000% 0.00 1,~~564~~547.3732 0.00 B1 8635723H4 SUB 7.~~21849~~21857% 11,~~682~~671,~~798~~671.1644 70,~~276~~210.8069 11,~~126~~294.7238 B2 8635723J0 SUB 7.~~21849~~21857% 6,~~491~~485,~~215~~033.6339 39,~~047~~010.3158 6,~~182~~275.2540 B3 8635723K7 SUB 7.~~21849~~21857% 3,~~893~~890,~~935~~226.1051 23,~~423~~401.6157 3,~~708~~764.5947 B4 8635723M3 SUB 7.~~21849~~21857% 5,~~970,~~965,278.2549 35,~~917~~884.7900 5,~~686~~772.7645 B5 8635723N1 SUB 7.~~21849~~21857% 2,~~855~~852,~~420~~700.0352 17,~~176~~160.5236 2,~~719~~760.5149 B6 8635723P6 SUB 7.~~21849~~21857% 2,~~859~~856,~~642~~919.7220 17,~~201~~185.9274 2,~~723~~764.5357 LT-R SAC101LTR RES 0.00000% 0.00 0.00 0.00 R 8635723L5 RES 7.15000% 0.00 0.00 0.00 Totals ~~387~~368,~~593~~149,~~563~~404.2751 2,~~331~~213,~~278~~536.3517 1918,~~444~~785,~~158~~919.7867

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 ~~106~~104,~~074~~477,~~500~~000.00 2,~~203~~194,~~155~~169.0006 0.00 1-A2 0.00 179,~~743~~604,~~899~~084.4529 68,~~959~~245,~~398~~539.9523 0.00 1-A3 0.00 53,~~914~~201,~~633~~361.1543 2,~~319~~748,~~458~~266.5863 0.00 1-A4 0.00 0.00 3635,~~231~~604.7461 0.00 1-A5 0.00 20,000,000.00 112,500.00 0.00 1-A6 0.00 0.00 5,833.33 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-A9 0.00 0.00 9,875.00 0.00 1-AP 0.00 16,~~084~~063.1529 1820.8286 0.00 1-AX 0.00 0.00 43,~~414~~902.9229 0.00 2-A1 0.00 1816,~~490~~988,~~764~~712.0327 1,~~603~~602,~~471~~210.1907 0.00 2-A2 0.00 3633,~~981~~977,~~528~~424.0654 3,~~095~~094,~~728~~091.7590 0.00 2-A3 0.00 0.00 ~~177~~171,~~833~~964.5711 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 1816,~~490~~988,~~764~~712.0327 1,~~603~~602,~~471~~210.1907 0.00 3-A 0.00 54,~~632~~341,~~320~~008.2182 3609,~~076,954~~999.1092 0.00 3-AP 0.00 ~~501~~497,~~081~~920.8814 73,~~261~~161.3174 0.00 3-AX 0.00 0.00 1,~~564~~547.3732 0.00 B1 0.00 11,~~671~~660,~~671~~377.4406 81,~~403~~505.5207 0.00 B2 0.00 6,~~485~~478,~~033~~757.3999 45,~~229~~285.5698 0.00 B3 0.00 3,~~890~~886,~~226~~462.5104 27,~~132~~166.2004 0.00 B4 0.00 5,~~965~~959,~~278~~506.4904 41,~~604~~656.5545 0.00 B5 0.00 2,~~852~~849,~~700~~940.5203 19,~~896~~920.0385 0.00 B6 0.00 2,~~856~~854,~~919~~154.2063 19,~~925~~950.4531 0.00 LT-R 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 Totals 0.00 ~~368~~349,~~149~~363,~~404~~484.5184 2120,~~775~~999,~~437~~455.1384 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 ~~107~~106,~~672~~074,~~000~~500.00 1916,~~520~~089.8430 1,~~577~~581,~~979~~410.1670 0.00 0.00 1-A2 75,000,000.00 2417,~~556~~743,~~979~~899.7345 8381,~~253~~980.2656 68,~~729~~057,~~827~~834.0260 0.00 0.00 1-A3 25,000,000.00 85,~~185~~914,~~659~~633.9115 27,~~751~~326.0985 2,~~243~~685,~~275~~944.6787 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-A6 0.00 0.00 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-A9 0.00 0.00 0.00 0.00 0.00 0.00 1-AP 16,253.00 16,~~102~~084.9715 18.8293 01.0093 0.00 0.00 1-AX 0.00 0.00 0.00 0.00 0.00 0.00 2-A1 30,000,000.00 1918,~~985~~490,~~977~~764.8403 1110,~~411~~700.9348 1,~~483~~491,~~801~~351.8827 0.00 0.00 2-A2 60,000,000.00 3936,~~971~~981,~~955~~528.6906 2221,~~823~~400.8697 2,~~967~~982,~~603~~702.7755 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 1918,~~985~~490,~~977~~764.8403 1110,~~411~~700.9348 1,~~483~~491,~~801~~351.8827 0.00 0.00 3-A 72,395,000.00 5754,~~374~~632,~~589~~320.21 ~~173~~169,~~978~~554.8663 2121,~~568,290~~756.1476 0.00 0.00 3-AP 542,621.00 ~~508~~501,~~343~~081.1988 2,~~838~~830.3146 ~~4,423~~331.0028 0.00 0.00 3-AX 0.00 0.00 0.00 0.00 0.00 0.00 B1 11,767,000.00 11,~~682~~671,~~798~~671.1644 11,~~126~~294.7238 0.00 0.00 0.00 B2 6,538,000.00 6,~~491~~485,~~215~~033.6339 6,~~182~~275.2540 0.00 0.00 0.00 B3 3,922,000.00 3,~~893~~890,~~935~~226.1051 3,~~708~~764.5947 0.00 0.00 0.00 B4 6,014,000.00 5,~~970,~~965,278.2549 5,~~686~~772.7645 0.00 0.00 0.00 B5 2,876,000.00 2,~~855~~852,~~420~~700.0352 2,~~719~~760.5149 0.00 0.00 0.00 B6 2,880,253.00 2,~~859~~856,~~642~~919.7220 2,~~723~~764.5357 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 ~~387~~368,~~593~~149,~~563~~404.2751 ~~385~~373,~~156~~234.2642 1918,~~059~~412,~~002~~685.5223 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 ~~106~~104,~~074~~477,~~500~~000.00 0.~~88063710~~86737456 1,597,500.00 1-A2 68,~~813~~139,~~080~~815.2816 179,~~743~~604,~~899~~084.4529 0.~~23658533~~12805446 68,~~813~~139,~~080~~815.2816 1-A3 2,~~271~~713,~~026~~271.7672 53,~~914~~201,~~633~~361.1543 0.~~23658533~~12805446 2,~~271~~713,~~026~~271.7672 1-A4 0.00 0.00 0.00000000 0.00 1-A5 0.00 20,000,000.00 1.00000000 0.00 1-A6 0.00 0.00 0.00000000 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-A9 0.00 0.00 0.00000000 0.00 1-AP 1820.8286 16,~~084~~063.1529 0.~~98961115~~98832769 1820.8286 1-AX 0.00 0.00 0.00000000 0.00 2-A1 1,~~495~~502,~~213~~051.8176 1816,~~490~~988,~~764~~712.0327 0.~~61635880~~56629041 1,~~495~~502,~~213~~051.8176 2-A2 23,~~990~~004,~~427~~103.6352 3633,~~981~~977,~~528~~424.0654 0.~~61635880~~56629041 23,~~990~~004,~~427~~103.6352 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,~~495~~502,~~213~~051.8176 1816,~~490~~988,~~764~~712.0327 0.~~61635880~~56629041 1,~~495~~502,~~213~~051.8176 3-A 2291,~~742,269~~311.0039 54,~~632~~341,~~320~~008.2182 0.~~75464217~~75061826 2291,~~742,269~~311.0039 3-AP 73,~~261~~161.3174 ~~501~~497,~~081~~920.8814 0.~~92344727~~91762048 73,~~261~~161.3174 3-AX 0.00 0.00 0.00000000 0.00 B1 11,~~126~~294.7238 11,~~671~~660,~~671~~377.4406 0.~~99189865~~99093882 11,~~126~~294.7238 B2 6,~~182~~275.2540 6,~~485~~478,~~033~~757.3999 0.~~99189865~~99093882 6,~~182~~275.2540 B3 3,~~708~~764.5947 3,~~890~~886,~~226~~462.5104 0.~~99189865~~99093882 3,~~708~~764.5947 B4 5,~~686~~772.7645 5,~~965~~959,~~278~~506.4904 0.~~99189865~~99093882 5,~~686~~772.7645 B5 2,~~719~~760.5149 2,~~852~~849,~~700~~940.5203 0.~~99189865~~99093881 2,~~719~~760.5149 B6 2,~~723~~764.5357 2,~~856~~854,~~919~~154.2063 0.~~99189870~~99093886 2,~~723~~764.5357 LT-R 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 1918,~~444~~785,~~158~~919.7867 ~~368~~349,~~149~~363,~~404~~484.5184 0.~~70393844~~66801788 1918,~~444~~785,~~158~~919.7867

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 ~~893~~880.~~89964467~~63710026 0.~~16206323~~13357437 13.~~10048119~~12897005 0.00000000 1-A2 75,000,000.00 ~~327~~236.~~42639640~~58532600 1.~~11004347~~09307413 89107.~~73102693~~43779467 0.00000000 1-A3 25,000,000.00 ~~327~~236.~~42639640~~58532600 1.~~11004360~~09307400 89107.~~73102680~~43779480 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-A6 0.00 0.00000000 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-A9 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-AP 16,253.00 ~~990~~989.~~76908878~~61114871 1.~~15794007~~16470805 0.~~00000000~~11874731 0.00000000 1-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 30,000,000.00 ~~666~~616.~~19926133~~35880100 0.~~38039767~~35668267 49.~~46006267~~71170900 0.00000000 2-A2 60,000,000.00 ~~666~~616.~~19926150~~35880100 0.~~38039767~~35668283 49.~~46006283~~71170917 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 ~~666~~616.~~19926133~~35880100 0.~~38039767~~35668267 49.~~46006267~~71170900 0.00000000 3-A 72,395,000.00 ~~792~~754.~~52143394~~64217432 2.~~40318889~~34207652 351.~~47607072~~68183935 0.00000000 3-AP 542,621.00 ~~936~~923.~~82918649~~44726798 5.~~23074116~~21627434 80.~~15117734~~61051821 0.00000000 3-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B1 11,767,000.00 ~~992~~991.~~84423897~~89865216 0.~~94558681~~95983513 0.00000000 0.00000000 B2 6,538,000.00 ~~992~~991.~~84423830~~89865249 0.~~94558734~~95983481 0.00000000 0.00000000 B3 3,922,000.00 ~~992~~991.~~84423763~~89865120 0.~~94558644~~95983427 0.00000000 0.00000000 B4 6,014,000.00 ~~992~~991.~~84423844~~89865148 0.~~94558696~~95983538 0.00000000 0.00000000 B5 2,876,000.00 ~~992~~991.~~84423853~~89865090 0.~~94558762~~95983658 0.00000000 0.00000000 B6 2,880,253.00 ~~992~~991.~~84428139~~89869779 0.~~94558707~~95983582 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 ~~880~~867.~~63710026~~37455584 0.~~88063710~~86737456 13.26254442 1-A2 0.00000000 90108.~~84107040~~53086880 ~~236~~128.~~58532600~~05445720 0.~~23658533~~12805446 90108.~~84107040~~53086880 1-A3 0.00000000 90108.~~84107040~~53086880 ~~236~~128.~~58532600~~05445720 0.~~23658533~~12805446 90108.~~84107040~~53086880 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-A6 0.00000000 0.00000000 0.00000000 0.00000000 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-A9 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-AP 0.00000000 1.~~15794007~~28345536 ~~989~~988.~~61114871~~32769335 0.~~98961115~~98832769 1.~~15794007~~28345536 1-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 0.00000000 4950.~~84046033~~06839200 ~~616~~566.~~35880100~~29040900 0.~~61635880~~56629041 4950.~~84046033~~06839200 2-A2 0.00000000 4950.~~84046050~~06839200 ~~616~~566.~~35880100~~29040900 0.~~61635880~~56629041 4950.~~84046050~~06839200 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 4950.~~84046033~~06839200 ~~616~~566.~~35880100~~29040900 0.~~61635880~~56629041 4950.~~84046033~~06839200 3-A 0.00000000 374.~~87925962~~02391588 ~~754~~750.~~64217432~~61825844 0.~~75464217~~75061826 374.~~87925962~~02391588 3-AP 0.00000000 135.~~38191850~~82679255 ~~923~~917.~~44726798~~62047543 0.~~92344727~~91762048 135.~~38191850~~82679255 3-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B1 0.00000000 0.~~94558681~~95983513 ~~991~~990.~~89865216~~93881703 0.~~99189865~~99093882 0.~~94558681~~95983513 B2 0.00000000 0.~~94558734~~95983481 ~~991~~990.~~89865249~~93881768 0.~~99189865~~99093882 0.~~94558734~~95983481 B3 0.00000000 0.~~94558644~~95983427 ~~991~~990.~~89865120~~93881693 0.~~99189865~~99093882 0.~~94558644~~95983427 B4 0.00000000 0.~~94558696~~95983538 ~~991~~990.~~89865148~~93881610 0.~~99189865~~99093882 0.~~94558696~~95983538 B5 0.00000000 0.~~94558762~~95983658 ~~991~~990.~~89865090~~93881433 0.~~99189865~~99093881 0.~~94558762~~95983658 B6 0.00000000 0.~~94558707~~95983582 ~~991~~990.~~89869779~~93886197 0.~~99189870~~99093886 0.~~94558707~~95983582 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% ~~107~~106,~~672~~074,~~000~~500.00 ~~605~~596,~~655~~669.0006 0.00 0.00 1-A2 75,000,000.00 7.15000% 2417,~~556~~743,~~979~~899.7345 ~~146~~105,~~318~~724.6707 0.00 0.00 1-A3 25,000,000.00 7.10000% 85,~~185~~914,~~659~~633.9115 4834,~~431~~994.8291 0.00 0.00 1-A4 0.00 7.15000% 65,~~080~~975,~~850~~598.7783 3635,~~231~~604.7461 0.00 0.00 1-A5 20,000,000.00 6.75000% 20,000,000.00 112,500.00 0.00 0.00 1-A6 0.00 7.15000% 979,020.98 5,833.33 0.00 0.00 1-A7 10,000,000.00 7.15000% 10,000,000.00 59,583.33 0.00 0.00 1-A9 0.00 7.15000% 1,657,342.66 9,875.00 0.00 0.00 1-A8 39,500,000.00 6.85000% 39,500,000.00 225,479.17 0.00 0.00 1-AP 16,253.00 0.00000% 16,~~102~~084.9715 0.00 0.00 0.00 1-AX 0.00 7.15000% ~~740~~654,~~965~~930.4744 43,~~414~~902.9229 0.00 0.00 2-A1 30,000,000.00 6.50000% 1918,~~985~~490,~~977~~764.8403 ~~108~~100,~~257~~158.3831 0.00 0.00 2-A2 60,000,000.00 32.~~16125~~92000% 3936,~~971~~981,~~955~~528.6906 ~~105~~89,~~301~~988.1238 0.00 0.00 2-A3 0.00 5.~~33875~~58000% 3936,~~971~~981,~~955~~528.6906 ~~177~~171,~~833~~964.5711 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% 1918,~~985~~490,~~977~~764.8403 ~~108~~100,~~257~~158.3831 0.00 0.00 3-A 72,395,000.00 7.00000% 5754,~~374~~632,~~589~~320.21 ~~334~~318,~~685~~688.1053 0.00 0.00 3-AP 542,621.00 0.00000% ~~508~~501,~~343~~081.1988 0.00 0.00 0.00 3-AX 0.00 7.00000% ~~268~~265,~~178~~254.1039 1,~~564~~547.3732 0.00 0.00 B1 11,767,000.00 7.~~21849~~21857% 11,~~682~~671,~~798~~671.1644 70,~~276~~210.8069 0.00 0.00 B2 6,538,000.00 7.~~21849~~21857% 6,~~491~~485,~~215~~033.6339 39,~~047~~010.3158 0.00 0.00 B3 3,922,000.00 7.~~21849~~21857% 3,~~893~~890,~~935~~226.1051 23,~~423~~401.6157 0.00 0.00 B4 6,014,000.00 7.~~21849~~21857% 5,~~970,~~965,278.2549 35,~~917~~884.7900 0.00 0.00 B5 2,876,000.00 7.~~21849~~21857% 2,~~855~~852,~~420~~700.0352 17,~~176~~160.5236 0.00 0.00 B6 2,880,253.00 7.~~21849~~21857% 2,~~859~~856,~~642~~919.7220 17,~~201~~185.9274 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,~~331~~213,~~278~~536.3517 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 ~~605~~596,~~655~~669.0006 0.00 ~~106~~104,~~074~~477,~~500~~000.00 1-A2 0.00 0.00 ~~146~~105,~~318~~724.6707 0.00 179,~~743~~604,~~899~~084.4529 1-A3 0.00 0.00 4834,~~431~~994.8291 0.00 53,~~914~~201,~~633~~361.1543 1-A4 0.00 0.00 3635,~~231~~604.7461 0.00 5,~~975~~867,~~598~~254.8328 1-A5 0.00 0.00 112,500.00 0.00 20,000,000.00 1-A6 0.00 0.00 5,833.33 0.00 979,020.98 1-A7 0.00 0.00 59,583.33 0.00 10,000,000.00 1-A9 0.00 0.00 9,875.00 0.00 1,657,342.66 1-A8 0.00 0.00 225,479.17 0.00 39,500,000.00 1-AP 0.00 0.00 0.00 0.00 16,~~084~~063.1529 1-AX 0.00 0.00 43,~~414~~902.9229 0.00 ~~654~~597,~~930~~502.4484 2-A1 0.00 0.00 ~~108~~100,~~257~~158.3831 0.00 1816,~~490~~988,~~764~~712.0327 2-A2 0.00 0.00 ~~105~~89,~~301~~988.1238 0.00 3633,~~981~~977,~~528~~424.0654 2-A3 0.00 0.00 ~~177~~171,~~833~~964.5711 0.00 3633,~~981~~977,~~528~~424.0654 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 ~~108~~100,~~257~~158.3831 0.00 1816,~~490~~988,~~764~~712.0327 3-A 0.00 0.00 ~~334~~318,~~685~~688.1053 0.00 54,~~632~~341,~~320~~008.2182 3-AP 0.00 0.00 0.00 0.00 ~~501~~497,~~081~~920.8814 3-AX 0.00 0.00 1,~~564~~547.3732 0.00 ~~265~~262,~~254~~310.3930 B1 0.00 0.00 70,~~276~~210.8069 0.00 11,~~671~~660,~~671~~377.4406 B2 0.00 0.00 39,~~047~~010.3158 0.00 6,~~485~~478,~~033~~757.3999 B3 0.00 0.00 23,~~423~~401.6157 0.00 3,~~890~~886,~~226~~462.5104 B4 0.00 0.00 35,~~917~~884.7900 0.00 5,~~965~~959,~~278~~506.4904 B5 0.00 0.00 17,~~176~~160.5236 0.00 2,~~852~~849,~~700~~940.5203 B6 0.00 0.00 17,~~201~~185.9274 0.00 2,~~856~~854,~~919~~154.2063 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,~~331~~213,~~278~~536.3517 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% ~~893~~880.~~89964467~~63710026 54.~~02818550~~95358367 0.00000000 0.00000000 1-A2 75,000,000.00 7.15000% ~~327~~236.~~42639640~~58532600 1.~~95091560~~40965427 0.00000000 0.00000000 1-A3 25,000,000.00 7.10000% ~~327~~236.~~42639640~~58532600 1.~~93727280~~39979640 0.00000000 0.00000000 1-A4 0.00 7.15000% ~~879~~864.~~57473912~~35039779 5.~~24080009~~15008783 0.00000000 0.00000000 1-A5 20,000,000.00 6.75000% 1000.00000000 5.62500000 0.00000000 0.00000000 1-A6 0.00 7.15000% 1000.00000000 5.95832992 0.00000000 0.00000000 1-A7 10,000,000.00 7.15000% 1000.00000000 5.95833300 0.00000000 0.00000000 1-A9 0.00 7.15000% 1000.00000000 5.95833332 0.00000000 0.00000000 1-A8 39,500,000.00 6.85000% 1000.00000000 5.70833342 0.00000000 0.00000000 1-AP 16,253.00 0.00000% ~~990~~989.~~76908878~~61114871 0.00000000 0.00000000 0.00000000 1-AX 0.00 7.15000% ~~776~~686.~~99715927~~77841546 4.~~62960885~~09205067 0.00000000 0.00000000 2-A1 30,000,000.00 6.50000% ~~666~~616.~~19926133~~35880100 3.~~60857933~~33861033 0.00000000 0.00000000 2-A2 60,000,000.00 32.~~16125~~92000% ~~666~~616.~~19926150~~35880100 1.~~75501867~~49980633 0.00000000 0.00000000 2-A3 0.00 5.~~33875~~58000% ~~666~~616.~~19926150~~35880100 2.~~96389283~~86606850 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% ~~666~~616.~~19926133~~35880100 3.~~60857933~~33861033 0.00000000 0.00000000 3-A 72,395,000.00 7.00000% ~~792~~754.~~52143394~~64217432 4.~~62304165~~40207929 0.00000000 0.00000000 3-AP 542,621.00 0.00000% ~~936~~923.~~82918649~~44726798 0.00000000 0.00000000 0.00000000 3-AX 0.00 7.00000% ~~575~~568.~~13857639~~86834625 3.~~35497020~~31840453 0.00000000 0.00000000 B1 11,767,000.00 7.~~21849~~21857% ~~992~~991.~~84423897~~89865216 5.~~97236339~~96674513 0.00000000 0.00000000 B2 6,538,000.00 7.~~21849~~21857% ~~992~~991.~~84423830~~89865249 5.~~97236311~~96674518 0.00000000 0.00000000 B3 3,922,000.00 7.~~21849~~21857% ~~992~~991.~~84423763~~89865120 5.~~97236359~~96674401 0.00000000 0.00000000 B4 6,014,000.00 7.~~21849~~21857% ~~992~~991.~~84423844~~89865148 5.~~97236282~~96674426 0.00000000 0.00000000 B5 2,876,000.00 7.~~21849~~21857% ~~992~~991.~~84423853~~89865090 5.~~97236439~~96674548 0.00000000 0.00000000 B6 2,880,253.00 7.~~21849~~21857% ~~992~~991.~~84428139~~89869779 5.~~97236423~~96674667 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 54.~~02818550~~95358367 0.00000000 ~~880~~867.~~63710026~~37455584 1-A2 0.00000000 0.00000000 1.~~95091560~~40965427 0.00000000 ~~236~~128.~~58532600~~05445720 1-A3 0.00000000 0.00000000 1.~~93727280~~39979640 0.00000000 ~~236~~128.~~58532600~~05445720 1-A4 0.00000000 0.00000000 5.~~24080009~~15008783 0.00000000 ~~864~~848.~~35039779~~67872077 1-A5 0.00000000 0.00000000 5.62500000 0.00000000 1000.00000000 1-A6 0.00000000 0.00000000 5.95832992 0.00000000 1000.00000000 1-A7 0.00000000 0.00000000 5.95833300 0.00000000 1000.00000000 1-A9 0.00000000 0.00000000 5.95833332 0.00000000 1000.00000000 1-A8 0.00000000 0.00000000 5.70833342 0.00000000 1000.00000000 1-AP 0.00000000 0.00000000 0.00000000 0.00000000 ~~989~~988.~~61114871~~32769335 1-AX 0.00000000 0.00000000 4.~~62960885~~09205067 0.00000000 ~~686~~626.~~77841546~~55822455 2-A1 0.00000000 0.00000000 3.~~60857933~~33861033 0.00000000 ~~616~~566.~~35880100~~29040900 2-A2 0.00000000 0.00000000 1.~~75501867~~49980633 0.00000000 ~~616~~566.~~35880100~~29040900 2-A3 0.00000000 0.00000000 2.~~96389283~~86606850 0.00000000 ~~616~~566.~~35880100~~29040900 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 3.~~60857933~~33861033 0.00000000 ~~616~~566.~~35880100~~29040900 3-A 0.00000000 0.00000000 4.~~62304165~~40207929 0.00000000 ~~754~~750.~~64217432~~61825844 3-AP 0.00000000 0.00000000 0.00000000 0.00000000 ~~923~~917.~~44726798~~62047543 3-AX 0.00000000 0.00000000 3.~~35497020~~31840453 0.00000000 ~~568~~562.~~86834625~~55440886 B1 0.00000000 0.00000000 5.~~97236339~~96674513 0.00000000 ~~991~~990.~~89865216~~93881703 B2 0.00000000 0.00000000 5.~~97236311~~96674518 0.00000000 ~~991~~990.~~89865249~~93881768 B3 0.00000000 0.00000000 5.~~97236359~~96674401 0.00000000 ~~991~~990.~~89865120~~93881693 B4 0.00000000 0.00000000 5.~~97236282~~96674426 0.00000000 ~~991~~990.~~89865148~~93881610 B5 0.00000000 0.00000000 5.~~97236439~~96674548 0.00000000 ~~991~~990.~~89865090~~93881433 B6 0.00000000 0.00000000 5.~~97236423~~96674667 0.00000000 ~~991~~990.~~89869779~~93886197 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 2221,~~071~~293,~~503~~351.5498 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) ~~280~~253,~~482~~389.3103 Realized Losses 0.00 Prepayment Penalties 0.00 Total Deposits 2221,~~351~~546,~~985~~741.8501 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee ~~576~~546,~~548~~451.7284 Payment of Interest and Principal 2120,~~775~~999,~~437~~455.1384 Total Withdrawals (Pool Distribution Amount) 2221,~~351~~545,~~985~~907.8568 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee ~~575~~546,~~715~~451.3984 MBIA Premium ~~833~~0.3300 Special Servicing Fee 0.00 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~576~~546,~~548~~451.7284

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 6949 0 0 0 6949 2315,~~815~~514,~~034~~773.6102 0.00 0.00 0.00 2315,~~815~~514,~~034~~773.6102 60 Days 1221 0 20 0 1421 48,~~449~~330,~~573~~596.1967 0.00 ~~613,681~~0.8900 0.00 58,~~063~~330,~~255~~596.0867 90 Days 6 0 41 0 107 2,~~006~~176,~~090~~347.4656 0.00 1336,~~315,139~~169.0158 0.00 32,~~321~~512,~~229~~517.4714 120 Days 13 0 5 0 68 ~~131~~1,~~518~~058,249.9555 0.00 1,~~794~~600,~~494~~932.5413 0.00 12,~~926~~659,~~013~~181.4968 150 Days 32 0 53 0 85 1,~~231~~052,~~904~~352.4785 0.00 1576,~~911,138~~966.1096 0.00 31,~~143~~629,~~042~~319.5781 180+ Days 3 1 012 9 1 1117 ~~498~~1,~~093~~270,914.8820 0345,100.0062 35,~~942~~195,~~656~~444.7044 331,952.77 47,~~772~~143,~~703~~412.3503 Totals 9284 01 2521 1 ~~118~~107 3229,~~132~~403,~~215~~233.5685 0345,100.0062 97,~~577~~709,~~110~~513.2411 331,952.77 4237,~~041~~789,~~278~~800.5735 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 64.~~233062~~627007% 0.000000% 0.000000% 0.000000% 64.~~233062~~627007% 64.~~462187~~436370% 0.000000% 0.000000% 0.000000% 64.~~462187~~436370% 60 Days 1.~~084011~~983003% 0.000000% 0.~~180668~~000000% 0.000000% 1.~~264679~~983003% 12.~~207387~~382092% 0.000000% 0.~~166522~~000000% 0.000000% 12.~~373909~~382092% 90 Days 0.~~542005~~566572% 0.000000% 0.~~361337~~094429% 0.000000% 0.~~903342~~661001% 0.~~544351~~622315% 0.000000% 0.~~356862~~096126% 0.000000% 0.~~901212~~718441% 120 Days 0.~~090334~~283286% 0.000000% 0.~~451671~~472144% 0.000000% 0.~~542005~~755430% 0.~~035688~~302601% 0.000000% 0.~~486934~~457778% 0.000000% 0.~~522622~~760379% 150 Days 0.~~271003~~188857% 0.000000% 0.~~451671~~283286% 0.000000% 0.~~722674~~472144% 0.~~334276~~300915% 0.000000% 0.~~518586~~164981% 0.000000% 0.~~852862~~465896% 180+ Days 0.~~090334~~283286% 0.~~000000~~094429% 01.~~813008~~133144% 0.~~090334~~094429% 01.~~993677~~605288% 0.~~135157~~363411% 0.~~000000~~098680% 1.~~069836~~485611% 0.~~090075~~094920% 12.~~295069~~042622% Totals 87.~~310750~~932011% 0.~~000000~~094429% 21.~~258356~~983003% 0.~~090334~~094429% 10.~~659440~~103872% 8.~~719046~~407704% 0.~~000000~~098680% 2.~~598740~~204496% 0.~~090075~~094920% 1110.~~407861~~805800%

Delinquency Status By Groups

DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1A 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 341 0 0 0 341 13119,~~489,747~~251.1827 0.00 0.00 0.00 13119,~~489,747~~251.1827 60 Days 60 0 10 0 70 ~~2,190,247~~0.9300 0.00 ~~277,512~~0.3100 0.00 ~~2,467,760~~0.2400 90 Days 20 0 10 0 30 ~~481,576~~0.8300 0.00 ~~621,749~~0.4400 0.00 ~~1,103,326~~0.2700 120 Days 0 0 30 0 30 0.00 0.00 ~~1,348,662~~0.2400 0.00 ~~1,348,662~~0.2400 150 Days 10 0 30 0 40 ~~459,084~~0.1500 0.00 ~~1,301,219~~0.0400 0.00 ~~1,760,303~~0.1900 180 Days 0 0 60 0 60 0.00 0.00 ~~2,514,642~~0.7900 0.00 ~~2,514,642~~0.7900 Totals 431 0 140 0 571 16119,~~620,656~~251.0927 0.00 ~~6,063,785~~0.8200 0.00 22119,~~684,441~~251.9127 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 56.~~723906~~250000% 0.000000% 0.000000% 0.000000% 56.~~723906~~250000% 63.~~146931~~040911% 0.000000% 0.000000% 0.000000% 63.~~146931~~040911% 60 Days 10.~~010101~~000000% 0.000000% 0.~~168350~~000000% 0.000000% 10.~~178451~~000000% 0.~~998040~~000000% 0.000000% 0.~~126455~~000000% 0.000000% 10.~~124495~~000000% 90 Days 0.~~336700~~000000% 0.000000% 0.~~168350~~000000% 0.000000% 0.~~505051~~000000% 0.~~219442~~000000% 0.000000% 0.~~283315~~000000% 0.000000% 0.~~502757~~000000% 120 Days 0.000000% 0.000000% 0.~~505051~~000000% 0.000000% 0.~~505051~~000000% 0.000000% 0.000000% 0.~~614551~~000000% 0.000000% 0.~~614551~~000000% 150 Days 0.~~168350~~000000% 0.000000% 0.~~505051~~000000% 0.000000% 0.~~673401~~000000% 0.~~209193~~000000% 0.000000% 0.~~592932~~000000% 0.000000% 0.~~802125~~000000% 180 Days 0.000000% 0.000000% 10.~~010101~~000000% 0.000000% 10.~~010101~~000000% 0.000000% 0.000000% 10.~~145858~~000000% 0.000000% 10.~~145858~~000000% Totals 76.~~239057~~250000% 0.000000% 20.~~356902~~000000% 0.000000% 96.~~595960~~250000% 73.~~573606~~040911% 0.000000% 20.~~763112~~000000% 0.000000% 103.~~336718~~040911% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1B 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 3322 0 0 0 3322 136,~~405~~865,~~660~~299.3710 0.00 0.00 0.00 136,~~405~~865,~~660~~299.3710 60 Days 611 0 10 0 711 25,~~190~~955,~~247~~780.9392 0.00 ~~277,512~~0.3100 0.00 25,~~467~~955,~~760~~780.2492 90 Days 2 0 10 0 32 ~~481~~619,~~576~~896.8336 0.00 ~~621,749~~0.4400 0.00 1619,~~103,326~~896.2736 120 Days 0 0 32 0 32 0.00 0.00 1720,~~348,662~~316.2454 0.00 1720,~~348,662~~316.2454 150 Days 1 0 32 0 43 ~~459~~920,~~084~~833.1590 0.00 1427,~~301,219~~828.0434 0.00 1,~~760~~348,~~303~~662.1924 180 Days 0 0 68 0 68 0.00 0.00 23,~~514~~502,~~642~~612.7909 0.00 23,~~514~~502,~~642~~612.7909 Totals 4236 0 1412 0 5648 1614,~~536~~361,~~569~~810.28 0.00 64,~~063~~650,~~785~~756.8297 0.00 2219,~~600~~012,~~355~~567.1025 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 54.~~719237~~021938% 0.000000% 0.000000% 0.000000% 54.~~719237~~021938% 63.~~231943~~380937% 0.000000% 0.000000% 0.000000% 63.~~231943~~380937% 60 Days 12.~~039861~~010969% 0.000000% 0.~~173310~~000000% 0.000000% 12.~~213172~~010969% 12.~~018189~~933029% 0.000000% 0.~~129008~~000000% 0.000000% 12.~~147198~~933029% 90 Days 0.~~346620~~365631% 0.000000% 0.~~173310~~000000% 0.000000% 0.~~519931~~365631% 0.~~223873~~305279% 0.000000% 0.~~289035~~000000% 0.000000% 0.~~512908~~305279% 120 Days 0.000000% 0.000000% 0.~~519931~~365631% 0.000000% 0.~~519931~~365631% 0.000000% 0.000000% 0.~~626958~~354733% 0.000000% 0.~~626958~~354733% 150 Days 0.~~173310~~182815% 0.000000% 0.~~519931~~365631% 0.000000% 0.~~693241~~548446% 0.~~213416~~453481% 0.000000% 0.~~604903~~210692% 0.000000% 0.~~818319~~664172% 180 Days 0.000000% 0.000000% 1.~~039861~~462523% 0.000000% 1.~~039861~~462523% 0.000000% 0.000000% 1.~~168992~~724923% 0.000000% 1.~~168992~~724923% Totals 76.~~279029~~581353% 0.000000% 2.~~426343~~193784% 0.000000% 98.~~705373~~775137% 7.~~687422~~072725% 0.000000% 2.~~818897~~290347% 0.000000% 109.~~506318~~363072% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 2219 0 0 0 2219 7,~~570~~046,~~748~~088.1956 0.00 0.00 0.00 7,~~570~~046,~~748~~088.1956 60 Days 24 0 10 0 34 ~~907~~1,~~721~~202,201.5065 0.00 ~~336,169~~0.5800 0.00 1,~~243~~202,~~891~~201.0865 90 Days 41 0 21 0 62 1392,~~524,513~~130.6386 0.00 ~~566~~336,~~286~~169.5158 0.00 2728,~~090,800~~300.1444 120 Days 03 0 12 0 15 01,058,249.0055 0.00 ~~296~~753,~~693~~512.6853 0.00 ~~296~~1,~~693~~811,762.6808 150 Days 20 0 10 0 30 ~~772,820~~0.3200 0.00 ~~345,100~~0.6200 0.00 ~~1,117,920~~0.9400 180 Days 3 1 0 3 1 58 ~~498~~1,~~093~~270,914.8820 0345,100.0062 1,428,013.91 331,952.77 23,~~258~~375,~~060~~981.5650 Totals 3130 01 86 1 4038 1110,~~273~~969,~~897~~584.5282 0345,100.0062 2,~~972~~517,~~264~~696.3002 331,952.77 14,~~578~~164,~~114~~334.5923 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 87.~~494208~~818930% 0.000000% 0.000000% 0.000000% 87.~~494208~~818930% 8.~~522326~~507835% 0.000000% 0.000000% 0.000000% 8.~~522326~~507835% 60 Days 01.~~772201~~646091% 0.000000% 0.~~386100~~000000% 0.000000% 1.~~158301~~646091% 1.~~021814~~451604% 0.000000% 0.~~378423~~000000% 0.000000% 1.~~400238~~451604% 90 Days 10.~~544402~~411523% 0.000000% 0.~~772201~~411523% 0.000000% 20.~~316602~~823045% 10.~~716132~~473480% 0.000000% 0.~~637464~~405910% 0.000000% 20.~~353596~~879390% 120 Days 01.~~000000~~234568% 0.000000% 0.~~386100~~823045% 0.000000% 02.~~386100~~057613% 01.~~000000~~277789% 0.000000% 0.~~333986~~909833% 0.000000% 02.~~333986~~187621% 150 Days 0.~~772201~~000000% 0.000000% 0.~~386100~~000000% 0.000000% 10.~~158301~~000000% 0.~~869957~~000000% 0.000000% 0.~~388477~~000000% 0.000000% 10.~~258434~~000000% 180 Days 01.~~386100~~234568% 0.~~000000~~411523% 1.~~158301~~234568% 0.~~386100~~411523% 13.~~930502~~292181% 01.~~560700~~534572% 0.~~000000~~416693% 1.~~607503~~724263% 0.~~373676~~400818% 24.~~541879~~076346% Totals 1112.~~969112~~345679% 0.~~000000~~411523% 32.~~088803~~469136% 0.~~386100~~411523% 15.~~444015~~637860% 1213.~~690930~~245281% 0.~~000000~~416693% 3.~~345852~~040005% 0.~~373676~~400818% 1617.~~410459~~102797% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 3A 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 137 0 0 0 137 21,~~754~~484,~~539~~134.2409 0.00 0.00 0.00 21,~~754~~484,~~539~~134.2409 60 Days 46 0 0 0 46 1,~~351~~172,~~603~~614.7610 0.00 0.00 0.00 1,~~351~~172,~~603~~614.7610 90 Days 3 0 0 0 3 1,164,320.34 0.00 0.00 0.00 1,164,320.34 120 Days 0 0 1 0 1 0.00 0.00 127,103.06 0.00 127,103.06 ~~120~~150 Days 1 0 1 0 2 131,518.95 0.00 149,138.62 0.00 280,657.57 ~~150~~180 Days 0 0 1 0 1 0.00 0.00 264,818.44 0.00 264,818.44 ~~180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00~~ Totals 1817 0 3 0 2120 43,~~237~~952,~~661~~587.9548 0.00 541,060.12 0.00 4,~~778~~493,~~722~~647.0760 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 63.~~500000~~517588% 0.000000% 0.000000% 0.000000% 63.~~500000~~517588% 63.~~442029~~488149% 0.000000% 0.000000% 0.000000% 63.~~442029~~488149% 60 Days 23.~~000000~~015075% 0.000000% 0.000000% 0.000000% 23.~~000000~~015075% 32.~~160990~~755986% 0.000000% 0.000000% 0.000000% 32.~~160990~~755986% 90 Days 01.~~000000~~507538% 0.000000% 0.~~500000~~000000% 0.000000% 01.~~500000~~507538% 02.~~000000~~736493% 0.000000% 0.~~297255~~000000% 0.000000% 02.~~297255~~736493% 120 Days 0.~~500000~~000000% 0.000000% 0.~~500000~~502513% 0.000000% 10.~~000000~~502513% 0.~~307583~~000000% 0.000000% 0.~~348790~~298729% 0.000000% 0.~~656373~~298729% 150 Days 0.~~000000~~502513% 0.000000% 0.~~500000~~502513% 0.000000% 01.~~500000~~005025% 0.~~000000~~309108% 0.000000% 0.~~619330~~350519% 0.000000% 0.~~619330~~659627% 180 Days 0.000000% 0.000000% 0.~~000000~~502513% 0.000000% 0.~~000000~~502513% 0.000000% 0.000000% 0.~~000000~~622401% 0.000000% 0.~~000000~~622401% Totals 98.~~000000~~542714% 0.000000% 1.~~500000~~507538% 0.000000% 10.~~500000~~050251% 9.~~910602~~289736% 0.000000% 1.~~265375~~271649% 0.000000% 1110.~~175977~~561385% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 3B 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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 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 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~280~~253,~~482~~389.3103

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 177,317.00 0.03390478% 177,317.00 0.~~04816441~~05075430% Fraud 10,459,705.00 2.00000009% 10,459,705.00 2.~~84115765~~99393195% Special Hazard 7,400,169.00 1.41498624% 7,~~214~~139,~~960~~613.6040 12.~~95979146~~04360607% Limit of Subordinate's Exposure to Certain Types of Losses

COLLATERAL STATEMENT Collateral Description Mixed Fixed Ratio Strip Weighted Average Gross Coupon 98.~~002710~~999024% Weighted Average Pass-Through Rate 7.~~220280~~217840% Weighted Average Maturity(Stepdown Calculation ) ~~320~~319 Beginning Scheduled Collateral Loan Count 1,~~158~~107 Number Of Loans Paid In Full 5148 Ending Scheduled Collateral Loan Count 1,~~107~~059 Beginning Scheduled Collateral Balance ~~387~~368,~~593~~149,~~563~~405.8609 Ending Scheduled Collateral Balance ~~368~~349,~~149~~363,~~405~~485.0942 Ending Actual Collateral Balance at 3031-~~Sep~~Oct-2001 ~~368~~349,~~529~~717,~~014~~738.6433 Monthly P &I Constant 3,~~292~~134,~~983~~055.4163 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 2120,~~532~~760,~~965~~788.6952 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans ~~368~~349,~~149~~363,~~405~~485.0942 Scheduled Principal ~~385~~373,~~156~~234.2543 Unscheduled Principal 1918,~~059~~412,~~002~~685.5224

Group Level Collateral Statement Group Group 1A Group 1B Group 2 Collateral Description Mixed Fixed Ratio ~~Strip~~ Mixed Fixed Ratio ~~Strip~~ Mixed Fixed Weighted Average Coupon Rate 8.~~878155~~452425 8.~~886159~~888235 9.~~600427~~599244 Weighted Average Net Rate 78.~~172534~~447477 7.150000 7.500000 Weighted Average Maturity ~~349~~348 ~~349~~ 348 347 Beginning Loan Count 18594 ~~603~~577 ~~275~~259 Loans Paid In Full 27578 2630 16 Ending Loan Count ~~594~~16 ~~577~~547 ~~259~~243 Beginning Scheduled Balance 4219,~~726~~300,~~089~~410.6379 ~~225~~214,~~268~~960,~~422~~186.6980 9488,~~756~~771,~~594~~106.04 Ending scheduled Balance ~~219~~3,~~300~~919,~~410~~592.7936 ~~214~~202,~~960~~917,~~186~~590.8046 8882,~~771~~758,~~106~~232.0498 Record Date 0910/3031/2001 0910/3031/2001 0910/3031/2001 Principal And Interest Constant 133,~~844,625~~733.3872 1,~~807~~727,~~809~~053.9579 ~~808~~757,~~366~~580.9690 Scheduled Principal ~~143~~3,~~019~~162.6854 ~~139~~134,~~667~~873.4333 5047,~~280~~467.4796 Unscheduled Principal 10417,~~551,081~~469.8509 1011,~~168~~907,~~568~~723.4601 5,~~935~~965,~~207~~405.5310 Scheduled Interest 130,~~701,605~~571.7018 1,~~668~~592,~~142~~180.5246 ~~758~~710,~~086~~112.4994 Servicing Fees ~~326,902~~904.7923 ~~325~~311,~~918~~376.1908 ~~165~~155,~~857~~293.7656 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount ~~278,893~~0.5700 ~~278~~266,~~893~~499.5707 ~~142~~133,~~987~~671.4565 Special Hazard Fee 0.00 0.00 0.00 Other Fee 930.6900 93.6963 3,~~129~~127.4288 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 129,~~095,715~~666.6595 1,~~063~~014,~~237~~211.0768 ~~446~~418,~~111~~019.8685 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 Pass-Through Rate 78.~~172534~~447477 7.150000 7.500000

Group Level Collateral Statement Group Group 3A Group 3B Total Collateral Description Mixed Fixed Ratio ~~Strip~~ Mixed Fixed Ratio ~~Strip~~ Mixed Fixed Ratio ~~Strip~~ Weighted Average Coupon Rate 9.~~109122~~116027 7.~~155280~~155138 98.~~002710~~999024 Weighted Average Net Rate 76.~~000001~~999999 6.~~905281~~905139 7.~~220280~~217839 Weighted Average Maturity ~~157~~156 ~~157~~156 ~~320~~319 Beginning Loan Count ~~207~~200 5554 1,~~158~~684 Loans Paid In Full 7 1 770 625 Ending Loan Count ~~200~~199 54 1,~~684~~059 Beginning Scheduled Balance 4542,~~094~~675,~~019~~736.3285 17,~~748~~402,~~438~~151.1841 ~~387~~583,~~593~~109,~~563~~591.8689 Ending ~~Scheduled~~scheduled Balance 42,~~675~~478,~~736~~542.8515 17,~~402~~289,~~151~~527.4147 ~~583~~349,~~109~~363,~~591~~485.8942 Record Date 0910/3031/2001 0910/3031/2001 0910/3031/2001 Principal And Interest Constant ~~431~~409,~~370~~874.0427 ~~208~~205,~~621~~812.0395 53,~~100~~134,~~793~~055.3663 Scheduled Principal 8985,~~064~~679.2898 102,~~791~~050.8262 ~~524~~373,~~823~~234.6843 Unscheduled Principal 2111,~~329,218~~514.1972 ~~243~~10,~~494~~573.9532 2918,~~227~~412,~~570~~685.9824 Scheduled Interest ~~342~~324,~~305~~194.7629 ~~105~~103,~~829~~762.2133 42,~~575~~760,~~969~~821.6820 Servicing Fees 7975,~~257~~252.2653 3,~~697~~625.5844 ~~901~~546,~~633~~451.5884 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 6966,~~862~~361.6878 0.00 ~~770~~466,~~637~~532.2750 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 0.00 3,~~316~~221.8051 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 ~~193~~182,~~185~~579.8298 ~~102~~100,~~131~~136.6389 21,~~900~~744,~~382~~615.0335 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~~FeePass-Through Rate 0.00 0.00 0.00 ~~Pass-Through Rate 7~~6.~~000000~~999999 6.~~905280~~905139 7.~~220280~~217840

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