8-K 1 sac01001.txt MAY 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): May 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 May 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 May 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 Certificate, Series 2001-1 Trust By: Wells Fargo Bank Minnesota, NA as Securities Administrator By: /s/Sherri Sharps, Vice President By: Sherri Sharps, Vice President Date: 5/30/01 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 May 25, 2001 distribution. EX-99.1

Structured Asset Securities Corporation Mortgage Pass-Through Certificates Record Date: 34/3130/01 Distribution Date: 45/25/01 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) 846-8152 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% ~~117~~115,~~257~~659,~~000~~500.00 ~~659~~650,~~570~~584.6369 1,597,500.00 1-A2 8635722N2 SEN 7.15000% 6561,~~259~~593,~~161~~363.7288 ~~388~~366,~~835~~993.8479 34,~~665~~228,~~797~~570.8413 1-A3 8635722P7 SEN 7.10000% 2120,~~753~~531,~~053~~121.9129 ~~128~~121,~~705~~475.5780 1,~~221~~409,~~932~~523.6138 1-A4 8635722Q5 SEN 7.15000% 0.00 39,~~992~~408.0463 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,~~214~~196.2913 0.00 18.1526 1-AX 8635722W2 IO 7.15000% 0.00 5,~~587~~546.6194 0.00 2-A1 8635722Y8 SEN 6.50000% 2827,~~395~~737,~~521~~900.6618 ~~153~~150,~~809~~246.0896 ~~657~~1,~~621~~890,845.4756 2-A2 8635722Z5 SEN 5.~~55000~~00625% 5655,~~791~~475,~~043~~800.3137 ~~262~~231,~~658~~438.5810 13,~~315~~781,~~242~~691.9512 2-A3 8635723A9 SEN 23.~~95000~~49375% 0.00 ~~139~~161,~~611~~515.3148 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% 2827,~~395~~737,~~521~~900.6618 ~~153~~150,~~809~~246.0896 ~~657~~1,~~621~~890,845.4756 3-A 8635723E1 SEN 7.00000% 7167,~~043~~874,~~919~~550.6232 ~~414~~395,~~422~~934.8688 3888,~~169,369~~876.3036 3-AP 8635723G6 PO 0.00000% ~~536~~524,~~555~~525.9977 0.00 122,~~030~~901.2329 3-AX 8635723F8 IO 7.00000% 0.00 2,~~583~~616.1615 0.00 B1 8635723H4 SUB 7.~~21802~~21809% 11,~~746~~736,~~548~~145.2672 70,~~655~~593.6583 10,~~402~~338.5430 B2 8635723J0 SUB 7.~~21802~~21809% 6,~~526~~520,~~636~~856.5769 39,~~257~~223.8146 5,~~779~~744.8818 B3 8635723K7 SUB 7.~~21802~~21809% 3,~~915~~911,~~183~~716.3311 23,~~549~~529.8828 3,~~467~~445.2281 B4 8635723M3 SUB 7.~~21802~~21809% 65,~~003~~998,~~547~~230.3168 36,~~111~~079.4283 5,~~316~~283.6480 B5 8635723N1 SUB 7.~~21802~~21809% 2,~~871~~868,~~001~~458.3483 17,~~269~~254.1100 2,~~542~~526.5181 B6 8635723P6 SUB 7.~~21802~~21809% 2,~~875~~872,~~247~~700.0881 17,~~294~~279.6552 2,~~546~~530.2754 LT-R SAC101LTR RES 0.00000% 0.00 0.00 0.00 R 8635723L5 RES 7.15000% 0.00 3519.5026 0.00 Totals ~~498~~486,~~968~~640,~~156~~966.0596 32,~~005~~931,~~043~~270.1189 1215,~~327~~720,~~189~~641.0810

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 ~~115~~114,~~659~~062,~~500~~000.00 2,~~257~~248,~~070~~084.6369 0.00 1-A2 0.00 6157,~~593~~364,~~363~~793.8875 4,~~054~~595,~~633~~563.6892 0.00 1-A3 0.00 2019,~~531,~~121,597.2992 1,~~350~~530,~~638~~999.18 0.00 1-A4 0.00 0.00 39,~~992~~408.0463 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,~~196~~177.1388 18.1526 0.00 1-AX 0.00 0.00 5,~~587~~546.6194 0.00 2-A1 0.00 2725,~~737~~847,~~900~~054.1862 ~~811~~2,~~430~~041,092.5552 0.00 2-A2 0.00 5551,~~475~~694,~~800~~109.3725 14,~~577~~013,~~901~~129.5322 0.00 2-A3 0.00 0.00 ~~139~~161,~~611~~515.3148 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 2725,~~737~~847,~~900~~054.1862 ~~811~~2,~~430~~041,092.5552 0.00 3-A 0.00 6766,~~874~~985,~~550~~673.3296 31,~~583~~284,~~792~~811.1624 0.00 3-AP 0.00 ~~524~~521,~~525~~624.7747 122,~~030~~901.2329 0.00 3-AX 0.00 0.00 2,~~583~~616.1615 0.00 B1 0.00 11,~~736~~725,~~145~~807.7242 8180,~~058~~932.1913 0.00 B2 0.00 6,~~520~~515,~~856~~112.6951 4544,~~037~~967.6964 0.00 B3 0.00 3,~~911~~908,~~716~~270.1131 2726,~~017~~975.1009 0.00 B4 0.00 5,~~998~~992,~~230~~946.6887 41,~~428~~363.0663 0.00 B5 0.00 2,~~868~~865,~~458~~932.8303 19,~~811~~780.6281 0.00 B6 0.00 2,~~872~~870,~~700~~170.8126 19,~~840~~810.9206 0.00 LT-R 0.00 0.00 0.00 0.00 R 0.00 0.00 3519.5026 0.00 Totals 0.00 ~~486~~470,~~640~~920,~~966~~325.9687 1518,~~332~~651,~~232~~911.1999 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 ~~117~~115,~~257~~659,~~000~~500.00 3935,~~762~~095.4261 1,~~557~~562,~~737~~404.5839 0.00 0.00 1-A2 75,000,000.00 6561,~~259~~593,~~161~~363.7288 9192,~~243~~897.1881 34,~~574~~135,~~554~~672.6632 0.00 0.00 1-A3 25,000,000.00 2120,~~753~~531,~~053~~121.9129 30,~~414~~965.3994 1,~~191~~378,~~518~~557.2244 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,~~214~~196.2913 18.1526 0.00 0.00 0.00 1-AX 0.00 0.00 0.00 0.00 0.00 0.00 2-A1 30,000,000.00 2827,~~395~~737,~~521~~900.6618 14,~~796~~625.2931 ~~642~~1,~~825~~876,220.1824 0.00 0.00 2-A2 60,000,000.00 5655,~~791~~475,~~043~~800.3137 29,~~592~~250.5863 13,~~285~~752,~~650~~440.3749 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 2827,~~395~~737,~~521~~900.6618 14,~~796~~625.2931 ~~642~~1,~~825~~876,220.1824 0.00 0.00 3-A 72,395,000.00 7167,~~043~~874,~~919~~550.6232 ~~195~~182,~~070~~492.2044 2706,~~974,299~~383.1192 0.00 0.00 3-AP 542,621.00 ~~536~~524,~~555~~525.9977 2,~~787~~764.1304 ~~9,243~~137.1025 0.00 0.00 3-AX 0.00 0.00 0.00 0.00 0.00 0.00 B1 11,767,000.00 11,~~746~~736,~~548~~145.2672 10,~~402~~338.5430 0.00 0.00 0.00 B2 6,538,000.00 6,~~526~~520,~~636~~856.5769 5,~~779~~744.8818 0.00 0.00 0.00 B3 3,922,000.00 3,~~915~~911,~~183~~716.3311 3,~~467~~445.2281 0.00 0.00 0.00 B4 6,014,000.00 65,~~003~~998,~~547~~230.3168 5,~~316~~283.6480 0.00 0.00 0.00 B5 2,876,000.00 2,~~871~~868,~~001~~458.3483 2,~~542~~526.5181 0.00 0.00 0.00 B6 2,880,253.00 2,~~875~~872,~~247~~700.0881 2,~~546~~530.2754 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 ~~498~~486,~~968~~640,~~156~~966.0596 ~~448~~432,~~535~~604.6979 1115,~~878~~288,~~653~~036.4029 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 ~~115~~114,~~659~~062,~~500~~000.00 0.~~96021237~~94694982 1,597,500.00 1-A2 34,~~665~~228,~~797~~570.8413 6157,~~593~~364,~~363~~793.8875 0.~~82124485~~76486392 34,~~665~~228,~~797~~570.8413 1-A3 1,~~221~~409,~~932~~523.6138 2019,~~531,~~121,597.2992 0.~~82124485~~76486392 1,~~221~~409,~~932~~523.6138 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 18.1526 16,~~196~~177.1388 0.~~99650095~~99537808 18.1526 1-AX 0.00 0.00 0.00000000 0.00 2-A1 ~~657~~1,~~621~~890,845.4756 2725,~~737~~847,~~900~~054.1862 0.~~92459667~~86156849 ~~657~~1,~~621~~890,845.4756 2-A2 13,~~315~~781,~~242~~691.9512 5551,~~475~~694,~~800~~109.3725 0.~~92459667~~86156849 13,~~315~~781,~~242~~691.9512 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 ~~657~~1,~~621~~890,845.4756 2725,~~737~~847,~~900~~054.1862 0.~~92459667~~86156849 ~~657~~1,~~621~~890,845.4756 3-A 3888,~~169,369~~876.3036 6766,~~874~~985,~~550~~673.3296 0.~~93755854~~92528039 3888,~~169,369~~876.3036 3-AP 122,~~030~~901.2329 ~~524~~521,~~525~~624.7747 0.~~96665218~~96130535 122,~~030~~901.2329 3-AX 0.00 0.00 0.00000000 0.00 B1 10,~~402~~338.5430 11,~~736~~725,~~145~~807.7242 0.~~99737790~~99649931 10,~~402~~338.5430 B2 5,~~779~~744.8818 6,~~520~~515,~~856~~112.6951 0.~~99737790~~99649931 5,~~779~~744.8818 B3 3,~~467~~445.2281 3,~~911~~908,~~716~~270.1131 0.~~99737790~~99649931 3,~~467~~445.2281 B4 5,~~316~~283.6480 5,~~998~~992,~~230~~946.6887 0.~~99737790~~99649931 5,~~316~~283.6480 B5 2,~~542~~526.5181 2,~~868~~865,~~458~~932.8303 0.~~99737790~~99649932 2,~~542~~526.5181 B6 2,~~546~~530.2754 2,~~872~~870,~~700~~170.8126 0.~~99737794~~99649936 2,~~546~~530.2754 LT-R 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 1215,~~327~~720,~~189~~641.0810 ~~486~~470,~~640~~920,~~966~~325.9687 0.~~93050614~~90044671 1215,~~327~~720,~~189~~641.0810

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 ~~973~~960.~~47491117~~21236675 0.~~33011009~~29136594 12.~~93243433~~97117848 0.00000000 1-A2 75,000,000.00 ~~870~~821.~~12215627~~24485173 1.~~21657573~~23863747 4755.~~66072880~~14229760 0.00000000 1-A3 25,000,000.00 ~~870~~821.~~12215640~~24485160 1.~~21657560~~23863760 4755.~~66072880~~14229760 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 ~~997~~996.~~61828585~~50095367 1.~~11671691~~12348490 0.00000000 0.00000000 1-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 30,000,000.00 ~~946~~924.~~51738867~~59667267 0.~~49320967~~48751033 2162.~~42750600~~54067467 0.00000000 2-A2 60,000,000.00 ~~946~~924.~~51738850~~59667283 0.~~49320967~~48751050 2162.~~42750617~~54067483 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 ~~946~~924.~~51738867~~59667267 0.~~49320967~~48751033 2162.~~42750600~~54067467 0.00000000 3-A 72,395,000.00 ~~981~~937.~~33737993~~55853747 2.~~69452587~~52078790 419.~~08431673~~75735783 0.00000000 3-AP 542,621.00 ~~988~~966.~~82275105~~65217528 5.~~13642119~~09386846 170.~~03417302~~25293898 0.00000000 3-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B1 11,767,000.00 ~~998~~997.~~26194102~~37789751 0.~~88404351~~87858418 0.00000000 0.00000000 B2 6,538,000.00 ~~998~~997.~~26194096~~37789691 0.~~88404405~~87858366 0.00000000 0.00000000 B3 3,922,000.00 ~~998~~997.~~26194034~~37789648 0.~~88404386~~87858491 0.00000000 0.00000000 B4 6,014,000.00 ~~998~~997.~~26194047~~37789824 0.~~88404390~~87858331 0.00000000 0.00000000 B5 2,876,000.00 ~~998~~997.~~26194019~~37789638 0.~~88404381~~87858484 0.00000000 0.00000000 B6 2,880,253.00 ~~998~~997.~~26198601~~37794215 0.~~88404387~~87858254 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 ~~960~~946.~~21236675~~94982234 0.~~96021237~~94694982 13.26254442 1-A2 0.00000000 4856.~~87730453~~38093507 ~~821~~764.~~24485173~~86391667 0.~~82124485~~76486392 4856.~~87730453~~38093507 1-A3 0.00000000 4856.~~87730440~~38093520 ~~821~~764.~~24485160~~86391680 0.~~82124485~~76486392 4856.~~87730440~~38093520 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.~~11671691~~12348490 ~~996~~995.~~50095367~~37808405 0.~~99650095~~99537808 1.~~11671691~~12348490 1-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 0.00000000 2163.~~92071567~~02818533 ~~924~~861.~~59667267~~56848733 0.~~92459667~~86156849 2163.~~92071567~~02818533 2-A2 0.00000000 2163.~~92071583~~02818533 ~~924~~861.~~59667283~~56848750 0.~~92459667~~86156849 2163.~~92071583~~02818533 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 2163.~~92071567~~02818533 ~~924~~861.~~59667267~~56848733 0.~~92459667~~86156849 2163.~~92071567~~02818533 3-A 0.00000000 4312.~~77884246~~27814573 ~~937~~925.~~55853747~~28039174 0.~~93755854~~92528039 4312.~~77884246~~27814573 3-AP 0.00000000 225.~~17059421~~34680744 ~~966~~961.~~65217528~~30534941 0.~~96665218~~96130535 225.~~17059421~~34680744 3-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B1 0.00000000 0.~~88404351~~87858418 ~~997~~996.~~37789751~~49931333 0.~~99737790~~99649931 0.~~88404351~~87858418 B2 0.00000000 0.~~88404405~~87858366 ~~997~~996.~~37789691~~49931325 0.~~99737790~~99649931 0.~~88404405~~87858366 B3 0.00000000 0.~~88404386~~87858491 ~~997~~996.~~37789648~~49931413 0.~~99737790~~99649931 0.~~88404386~~87858491 B4 0.00000000 0.~~88404390~~87858331 ~~997~~996.~~37789824~~49931327 0.~~99737790~~99649931 0.~~88404390~~87858331 B5 0.00000000 0.~~88404381~~87858484 ~~997~~996.~~37789638~~49931502 0.~~99737790~~99649932 0.~~88404381~~87858484 B6 0.00000000 0.~~88404387~~87858254 ~~997~~996.~~37794215~~49935613 0.~~99737794~~99649936 0.~~88404387~~87858254 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 6.7575000% ~~117~~115,~~257~~659,~~000~~500.00 ~~659~~650,~~570~~584.6369 0.00 0.00 1-A2 75,000,000.00 7.1515000% 6561,~~259~~593,~~161~~363.7288 ~~388~~366,~~835~~993.8479 0.00 0.00 1-A3 25,000,000.00 7.1010000% 2120,~~753~~531,~~053~~121.9129 ~~128~~121,~~705~~475.5780 0.00 0.00 1-A4 0.00 7.1515000% 6,~~711~~614,~~951~~035.4381 39,~~992~~408.0463 0.00 0.00 1-A5 20,000,000.00 6.7575000% 20,000,000.00 112,500.00 0.00 0.00 1-A7 10,000,000.00 7.1515000% 10,000,000.00 59,583.33 0.00 0.00 1-A8 39,500,000.00 6.8585000% 39,500,000.00 225,479.17 0.00 0.00 1-A6 0.00 7.1515000% 979,020.98 5,833.33 0.00 0.00 1-A9 0.00 7.1515000% 1,657,342.66 9,875.00 0.00 0.00 1-AP 16,253.00 0.0000000% 16,~~214~~196.2913 0.00 0.00 0.00 1-AX 0.00 7.1515000% ~~937~~930,~~780~~954.3757 5,~~587~~546.6194 0.00 0.00 2-A1 30,000,000.00 6.5050000% 2827,~~395~~737,~~521~~900.6618 ~~153~~150,~~809~~246.0896 0.00 0.00 2-A2 60,000,000.00 5.5500625% 5655,~~791~~475,~~043~~800.3137 ~~262~~231,~~658~~438.5810 0.00 0.00 2-A3 0.00 23.9549375% 5655,~~791~~475,~~043~~800.3137 ~~139~~161,~~611~~515.3148 0.00 0.00 2-A4 6,082,000.00 7.0000000% 6,082,000.00 35,478.33 0.00 0.00 2-A5 0.00 7.5050000% 405,466.67 2,534.17 0.00 0.00 2-A6 30,000,000.00 6.5050000% 2827,~~395~~737,~~521~~900.6618 ~~153~~150,~~809~~246.0896 0.00 0.00 3-A 72,395,000.00 7.0000000% 7167,~~043~~874,~~919~~550.6232 ~~414~~395,~~422~~934.8688 0.00 0.00 3-AP 542,621.00 0.0000000% ~~536~~524,~~555~~525.9977 0.00 0.00 0.00 3-AX 0.00 7.0000000% ~~442~~448,~~826~~483.7253 2,~~583~~616.1615 0.00 0.00 B1 11,767,000.00 7.2221809% 11,~~746~~736,~~548~~145.2672 70,~~655~~593.6583 0.00 0.00 B2 6,538,000.00 7.2221809% 6,~~526~~520,~~636~~856.5769 39,~~257~~223.8146 0.00 0.00 B3 3,922,000.00 7.2221809% 3,~~915~~911,~~183~~716.3311 23,~~549~~529.8828 0.00 0.00 B4 6,014,000.00 7.2221809% 65,~~003~~998,~~547~~230.3168 36,~~111~~079.4283 0.00 0.00 B5 2,876,000.00 7.2221809% 2,~~871~~868,~~001~~458.3483 17,~~269~~254.1100 0.00 0.00 B6 2,880,253.00 7.2221809% 2,~~875~~872,~~247~~700.0881 17,~~294~~279.6552 0.00 0.00 LT-R 0.00 0.0000000% 0.00 0.00 0.00 0.00 R 100.00 7.1515000% 0.00 0.00 0.00 0.00 Totals 522,985,227.00 32,~~005~~931,~~007~~251.6163 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 ~~659~~650,~~570~~584.6369 0.00 ~~115~~114,~~659~~062,~~500~~000.00 1-A2 0.00 0.00 ~~388~~366,~~835~~993.8479 0.00 6157,~~593~~364,~~363~~793.8875 1-A3 0.00 0.00 ~~128~~121,~~705~~475.5780 0.00 2019,~~531,~~121,597.2992 1-A4 0.00 0.00 39,~~992~~408.0463 0.00 6,~~614~~514,~~035~~808.8138 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,~~196~~177.1388 1-AX 0.00 0.00 5,~~587~~546.6194 0.00 ~~930~~908,~~954~~583.5728 2-A1 0.00 0.00 ~~153~~150,~~809~~246.0896 0.00 2725,~~737~~847,~~900~~054.1862 2-A2 0.00 0.00 ~~262~~231,~~658~~438.5810 0.00 5551,~~475~~694,~~800~~109.3725 2-A3 0.00 0.00 ~~139~~161,~~611~~515.3148 0.00 5551,~~475~~694,~~800~~109.3725 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 ~~153~~150,~~809~~246.0896 0.00 2725,~~737~~847,~~900~~054.1862 3-A 0.00 0.00 ~~414~~395,~~422~~934.8688 0.00 6766,~~874~~985,~~550~~673.3296 3-AP 0.00 0.00 0.00 0.00 ~~524~~521,~~525~~624.7747 3-AX 0.00 0.00 2,~~583~~616.1615 0.00 ~~448~~449,~~483~~598.5329 B1 0.00 0.00 70,~~655~~593.6583 0.00 11,~~736~~725,~~145~~807.7242 B2 0.00 0.00 39,~~257~~223.8146 0.00 6,~~520~~515,~~856~~112.6951 B3 0.00 0.00 23,~~549~~529.8828 0.00 3,~~911~~908,~~716~~270.1131 B4 0.00 0.00 36,~~111~~079.4283 0.00 5,~~998~~992,~~230~~946.6887 B5 0.00 0.00 17,~~269~~254.1100 0.00 2,~~868~~865,~~458~~932.8303 B6 0.00 0.00 17,~~294~~279.6552 0.00 2,~~872~~870,~~700~~170.8126 LT-R 0.00 0.00 0.00 0.00 0.00 R 0.00 0.00 3519.5026 0.00 0.00 Totals 0.00 0.00 32,~~005~~931,~~043~~270.1189 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% ~~973~~960.~~47491117~~21236675 5.~~47579642~~40119458 0.00000000 0.00000000 1-A2 75,000,000.00 7.15000% ~~870~~821.~~12215627~~24485173 54.~~18447787~~89325053 0.00000000 0.00000000 1-A3 25,000,000.00 7.10000% ~~870~~821.~~12215640~~24485160 54.~~14822280~~85903200 0.00000000 0.00000000 1-A4 0.00 7.15000% ~~970~~956.~~86134018~~69817302 5.~~78471492~~70032661 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% ~~997~~996.~~61828585~~50095367 0.00000000 0.00000000 0.00000000 1-AX 0.00 7.15000% ~~983~~976.~~38277964~~22505445 5.~~85932445~~81667675 0.00000000 0.00000000 2-A1 30,000,000.00 6.50000% ~~946~~924.~~51738867~~59667267 5.~~12696933~~00823200 0.00000000 0.00000000 2-A2 60,000,000.00 5.~~55000~~00625% ~~946~~924.~~51738850~~59667283 43.~~37764300~~85730167 0.00000000 0.00000000 2-A3 0.00 23.~~95000~~49375% ~~946~~924.~~51738850~~59667283 2.~~32685517~~69192467 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% ~~946~~924.~~51738867~~59667267 5.~~12696933~~00823200 0.00000000 0.00000000 3-A 72,395,000.00 7.00000% ~~981~~937.~~33737993~~55853747 5.~~72446799~~46909151 0.00000000 0.00000000 3-AP 542,621.00 0.00000% ~~988~~966.~~82275105~~65217528 0.00000000 0.00000000 0.00000000 3-AX 0.00 7.00000% ~~949~~961.~~69249663~~82417200 5.~~53988176~~61063259 0.00000000 0.00000000 B1 11,767,000.00 7.~~21802~~21809% ~~998~~997.~~26194102~~37789751 65.~~00455936~~99930569 0.00000000 0.00000000 B2 6,538,000.00 7.~~21802~~21809% ~~998~~997.~~26194096~~37789691 65.~~00455950~~99930560 0.00000000 0.00000000 B3 3,922,000.00 7.~~21802~~21809% ~~998~~997.~~26194034~~37789648 65.~~00455890~~99930648 0.00000000 0.00000000 B4 6,014,000.00 7.~~21802~~21809% ~~998~~997.~~26194047~~37789824 65.~~00455936~~99930662 0.00000000 0.00000000 B5 2,876,000.00 7.~~21802~~21809% ~~998~~997.~~26194019~~37789638 65.~~00455841~~99930459 0.00000000 0.00000000 B6 2,880,253.00 7.~~21802~~21809% ~~998~~997.~~26198601~~37794215 65.~~00455932~~99930631 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.~~47579642~~40119458 0.00000000 ~~960~~946.~~21236675~~94982234 1-A2 0.00000000 0.00000000 54.~~18447787~~89325053 0.00000000 ~~821~~764.~~24485173~~86391667 1-A3 0.00000000 0.00000000 54.~~14822280~~85903200 0.00000000 ~~821~~764.~~24485160~~86391680 1-A4 0.00000000 0.00000000 5.~~78471492~~70032661 0.00000000 ~~956~~942.~~69817302~~34525693 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 ~~996~~995.~~50095367~~37808405 1-AX 0.00000000 0.00000000 5.~~85932445~~81667675 0.00000000 ~~976~~952.~~22505445~~76589274 2-A1 0.00000000 0.00000000 5.~~12696933~~00823200 0.00000000 ~~924~~861.~~59667267~~56848733 2-A2 0.00000000 0.00000000 43.~~37764300~~85730167 0.00000000 ~~924~~861.~~59667283~~56848750 2-A3 0.00000000 0.00000000 2.~~32685517~~69192467 0.00000000 ~~924~~861.~~59667283~~56848750 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 5.~~12696933~~00823200 0.00000000 ~~924~~861.~~59667267~~56848733 3-A 0.00000000 0.00000000 5.~~72446799~~46909151 0.00000000 ~~937~~925.~~55853747~~28039174 3-AP 0.00000000 0.00000000 0.00000000 0.00000000 ~~966~~961.~~65217528~~30534941 3-AX 0.00000000 0.00000000 5.~~53988176~~61063259 0.00000000 ~~961~~964.~~82417200~~21490219 B1 0.00000000 0.00000000 65.~~00455936~~99930569 0.00000000 ~~997~~996.~~37789751~~49931333 B2 0.00000000 0.00000000 65.~~00455950~~99930560 0.00000000 ~~997~~996.~~37789691~~49931325 B3 0.00000000 0.00000000 65.~~00455890~~99930648 0.00000000 ~~997~~996.~~37789648~~49931413 B4 0.00000000 0.00000000 65.~~00455936~~99930662 0.00000000 ~~997~~996.~~37789824~~49931327 B5 0.00000000 0.00000000 65.~~00455841~~99930459 0.00000000 ~~997~~996.~~37789638~~49931502 B6 0.00000000 0.00000000 65.~~00455932~~99930631 0.00000000 ~~997~~996.~~37794215~~49935613 LT-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 ~~355~~192.~~00000000~~60000000 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 1619,~~081~~382,~~966~~076.6629 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 1619,~~081~~382,~~966~~076.6629 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee ~~749~~730,~~734~~164.4730 Payment of Interest and Principal 1518,~~332~~651,~~232~~911.1999 Total Withdrawals (Pool Distribution Amount) 1619,~~081~~382,~~966~~076.6629 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee ~~748~~729,~~901~~330.1497 MBIA Premium 833.33 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~749~~730,~~734~~164.4730

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 4334 0 0 0 4334 1311,~~650~~185,~~998~~478.5611 0.00 0.00 0.00 1311,~~650~~185,~~998~~478.5611 60 Days 1219 0 10 0 1319 46,~~062~~066,~~206~~239.3601 0.00 ~~331,198~~0.0400 0.00 46,~~393~~066,~~404~~239.4001 90 Days 15 0 20 0 35 ~~526~~2,~~035~~192,481.0542 0.00 ~~618,060~~0.0300 0.00 12,~~144~~192,~~095~~481.0842 120 Days 01 0 0 0 01 0490,594.0090 0.00 0.00 0.00 0490,594.0090 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 5659 0 30 0 59 1819,~~239~~934,~~239~~793.9744 0.00 ~~949,258~~0.0700 0.00 19,~~188~~934,~~498~~793.0444 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 32.~~056148~~489019% 0.000000% 0.000000% 0.000000% 32.~~056148~~489019% 2.~~805148~~375238% 0.000000% 0.000000% 0.000000% 2.~~805148~~375238% 60 Days 01.~~852878~~390922% 0.000000% 0.~~071073~~000000% 0.000000% 01.~~923952~~390922% 01.~~834744~~288167% 0.000000% 0.~~068058~~000000% 0.000000% 01.~~902802~~288167% 90 Days 0.~~071073~~366032% 0.000000% 0.~~142146~~000000% 0.000000% 0.~~213220~~366032% 0.~~108095~~465574% 0.000000% 0.~~127005~~000000% 0.000000% 0.~~235100~~465574% 120 Days 0.~~000000~~073206% 0.000000% 0.000000% 0.000000% 0.~~000000~~073206% 0.~~000000~~104178% 0.000000% 0.000000% 0.000000% 0.~~000000~~104178% 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 34.~~980100~~319180% 0.000000% 0.~~213220~~000000% 0.000000% 4.~~193319~~319180% 34.~~747987~~233156% 0.000000% 0.~~195063~~000000% 0.000000% 34.~~943050~~233156%

Delinquency Status By Groups

DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 01 0 0 0 01 0335,754.0073 0.00 0.00 0.00 0335,754.0073 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 01 0 0 0 01 0335,754.0073 0.00 0.00 0.00 0335,754.0073 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 05.000000% 0.000000% 0.000000% 0.000000% 05.000000% 05.~~000000~~983344% 0.000000% 0.000000% 0.000000% 05.~~000000~~983344% 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 05.000000% 0.000000% 0.000000% 0.000000% 05.000000% 05.~~000000~~983344% 0.000000% 0.000000% 0.000000% 05.~~000000~~983344% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 2418 0 0 0 2418 76,~~796~~011,~~239~~700.3756 0.00 0.00 0.00 76,~~796~~011,~~239~~700.3756 60 Days 58 0 0 0 58 12,~~592~~271,~~254~~533.3626 0.00 0.00 0.00 12,~~592~~271,~~254~~533.3626 90 Days 13 0 0 0 13 ~~526~~1,~~035~~233,974.0550 0.00 0.00 0.00 ~~526~~1,~~035~~233,974.0550 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 3029 0 0 0 3029 9,~~914~~517,~~528~~208.7832 0.00 0.00 0.00 9,~~914~~517,~~528~~208.7832 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 32.~~278689~~517483% 0.000000% 0.000000% 0.000000% 32.~~278689~~517483% 2.~~767680~~189531% 0.000000% 0.000000% 0.000000% 2.~~767680~~189531% 60 Days 01.~~683060~~118881% 0.000000% 0.000000% 0.000000% 01.~~683060~~118881% 0.~~565253~~827319% 0.000000% 0.000000% 0.000000% 0.~~565253~~827319% 90 Days 0.~~136612~~419580% 0.000000% 0.000000% 0.000000% 0.~~136612~~419580% 0.~~186743~~449428% 0.000000% 0.000000% 0.000000% 0.~~186743~~449428% 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 4.~~098361~~055944% 0.000000% 0.000000% 0.000000% 4.~~098361~~055944% 3.~~519677~~466277% 0.000000% 0.000000% 0.000000% 3.~~519677~~466277% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 6 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 128 0 0 0 128 3,~~996~~040,~~018~~851.7075 0.00 0.00 0.00 3,~~996~~040,~~018~~851.7075 60 Days 69 0 10 0 79 23,~~417~~133,~~257~~801.1658 0.00 ~~331,198~~0.0400 0.00 23,~~748~~133,~~455~~801.2058 90 Days 2 0 0 1 0 12 958,506.92 0.00 0.00 ~~490,800.91~~ 0.00 ~~490~~958,~~800~~506.9192 120 Days 01 0 0 0 01 0490,594.0090 0.00 0.00 0.00 0490,594.0090 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 1820 0 20 0 20 67,~~413~~623,~~275~~755.8615 0.00 ~~821,998~~0.9500 0.00 7,~~235~~623,~~274~~755.8115 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 32.~~351955~~359882% 0.000000% 0.000000% 0.000000% 32.~~351955~~359882% 32.~~176826~~572225% 0.000000% 0.000000% 0.000000% 32.~~176826~~572225% 60 Days 12.~~675978~~654867% 0.000000% 0.~~279330~~000000% 0.000000% 12.~~955307~~654867% 12.~~921714~~650850% 0.000000% 0.~~263302~~000000% 0.000000% 2.~~185016~~650850% 90 Days 0.~~000000~~589971% 0.000000% 0.~~279330~~000000% 0.000000% 0.~~279330~~589971% 0.~~000000~~810791% 0.000000% 0.~~390186~~000000% 0.000000% 0.~~390186~~810791% 120 Days 0.~~000000~~294985% 0.000000% 0.000000% 0.000000% 0.~~000000~~294985% 0.~~000000~~414989% 0.000000% 0.000000% 0.000000% 0.~~000000~~414989% 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.~~027933~~899705% 0.000000% 0.~~558659~~000000% 0.000000% 5.~~586592~~899705% 56.~~098540~~448854% 0.000000% 0.~~653487~~000000% 0.000000% 56.~~752028~~448854% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 76 0 0 0 76 1,~~858~~713,~~740~~441.4916 0.00 0.00 0.00 1,~~858~~713,~~740~~441.4916 60 Days 12 0 0 0 12 52660,~~694~~904.8417 0.00 0.00 0.00 52660,~~694~~904.8417 90 Days 0 0 10 0 10 0.00 0.00 ~~127,259~~0.1200 0.00 ~~127,259~~0.1200 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 8 0 10 0 98 12,~~911~~374,~~435~~345.33 0.00 ~~127,259~~0.1200 0.00 2,~~038~~374,~~694~~345.4533 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.~~928870~~553191% 0.000000% 0.000000% 0.000000% 2.~~928870~~553191% 3.~~429945~~209411% 0.000000% 0.000000% 0.000000% 3.~~429945~~209411% 60 Days 0.~~418410~~851064% 0.000000% 0.000000% 0.000000% 0.~~418410~~851064% 01.~~097238~~237926% 0.000000% 0.000000% 0.000000% 01.~~097238~~237926% 90 Days 0.000000% 0.000000% 0.~~418410~~000000% 0.000000% 0.~~418410~~000000% 0.000000% 0.000000% 0.~~234832~~000000% 0.000000% 0.~~234832~~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 3.~~347280~~404255% 0.000000% 0.~~418410~~000000% 0.000000% 3.~~765690~~404255% 34.~~527183~~447337% 0.000000% 0.~~234832~~000000% 0.000000% 34.~~762015~~447337% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 8 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 01 0 0 0 01 083,729.0091 0.00 0.00 0.00 083,729.0091 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 01 0 0 0 01 083,729.0091 0.00 0.00 0.00 083,729.0091 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 01.~~000000~~754386% 0.000000% 0.000000% 0.000000% 01.~~000000~~754386% 0.~~000000~~437544% 0.000000% 0.000000% 0.000000% 0.~~000000~~437544% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 01.~~000000~~754386% 0.000000% 0.000000% 0.000000% 01.~~000000~~754386% 0.~~000000~~437544% 0.000000% 0.000000% 0.000000% 0.~~000000~~437544%

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 177,317.00 0.03390478% 177,317.00 0.~~03643692~~03765329% Fraud 10,459,705.00 2.00000009% 10,459,705.00 2.~~14936795~~22111988% Special Hazard 7,400,169.00 1.41498624% 7,~~339~~319,~~792~~368.6266 1.~~50825621~~55426900% Limit of Subordinate's Exposure to Certain Types of Losses

COLLATERAL STATEMENT Collateral Description Mixed Fixed Ratio Strip Weighted Average Gross Coupon 9.~~030102~~028673% Weighted Average Pass-Through Rate 7.~~229022~~230227% Weighted Average Maturity(Stepdown Calculation ) 0 Beginning Scheduled Collateral Loan Count 1,~~441~~407 Number Of Loans Paid In Full 3441 Ending Scheduled Collateral Loan Count 1,~~407~~366 Beginning Scheduled Collateral Balance ~~498~~486,~~968~~640,~~156~~967.6456 Ending Scheduled Collateral Balance ~~486~~470,~~640~~920,~~967~~326.5646 Ending Actual Collateral Balance at 3130-~~Mar~~Apr-2001 ~~486~~470,~~640~~920,~~967~~326.5646 Monthly P &I Constant 4,~~203~~094,~~313~~039.2699 Class A Optimal Amount 1518,~~085~~415,~~954~~143.7480 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans ~~486~~470,~~640~~920,~~967~~326.5646 Scheduled Principal ~~448~~432,~~535~~604.6680 Unscheduled Principal 1115,~~878~~288,~~653~~036.4230

Group Level Collateral Statement Group ID 4 5 6 Total Collateral Description Mixed Fixed Ratio StStrip Mixed Fixed Ratio StStrip Mixed Fixed Weighted Average Coupon Rate 8.~~540161~~540252 8.~~872728~~873045 9.~~639566~~636368 Weighted Average Net Rate 8.~~290161~~290252 7.150000 7.500000 Weighted Average Maturity ~~362~~361.00 ~~362~~361.00 ~~362~~361.00 Beginning Loan Count 21 ~~748~~732 ~~366~~358 1,111 Loans Paid In Full 01 1617 819 37 Ending Loan Count 2120 ~~732~~715 ~~358~~339 1,074 Beginning Scheduled Balance 5,~~740~~736,~~211~~180.5339 ~~288~~281,~~181~~688,~~695~~605.3601 ~~128~~125,~~421~~786,~~327~~509.0790 413,211,295.30 Ending scheduled Balance 5,~~736~~611,~~180~~490.3902 ~~281~~274,~~688~~565,~~605~~715.0109 ~~125~~118,~~786~~218,~~509~~752.9037 398,395,957.48 Record Date 34/3130/01 34/3130/01 34/3130/01 Principal And Interest Constant 44,631.36 2,~~300~~250,~~329~~001.6563 1,~~095~~072,~~121~~980.3681 3,367,613.80 Scheduled Principal 3,~~779~~807.4267 ~~169~~167,~~531~~138.6047 6362,~~516~~876.4355 233,822.69 Unscheduled Principal ~~251~~120,882.7270 6,~~323~~955,~~558~~751.7545 27,~~571~~504,~~300~~880.7498 14,581,515.13 Scheduled Interest 40,~~851~~823.9469 2,~~130~~082,~~798~~863.0516 1,~~031~~010,~~604~~104.9326 3,133,791.11 Servicing Fees 1,195.8704 ~~413~~404,~~715~~468.5360 ~~228~~223,~~971~~938.5562 629,602.26 Master Servicing Fees 0.00 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 0.00 FRY Amount 0.00 ~~353~~345,~~583~~689.6348 ~~195~~191,~~947~~946.3201 537,635.49 Special Hazard Fee 0.00 0.00 0.00 0.00 Other Fee 0.00 9493.0499 65,~~269~~787.8207 5,881.06 Pool Insurance Fee 0.00 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 0.00 Net Interest 39,~~656~~628.0765 1,~~363~~332,~~404~~611.8509 ~~600~~588,~~416~~432.2456 1,960,672.30 Realized Loss Amount 0.00 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 0.00 Percentage of Cumulative Losses 0.00 0.00 0.00 0.00

Group Level Collateral Statement Group ID 7 8 ~~Total~~ Collateral Description Mixed Fixed Ratio Strip Mixed Fixed Ratio Strip Weighted Average Coupon Rate 9.~~126561~~119160 7.~~221078~~223526 Weighted Average Net Rate 7.000000 6.~~971078~~973526 Weighted Average Maturity ~~362~~361.00 ~~362~~361.00 Beginning Loan Count ~~247~~239 5957 ~~1,135~~ Loans Paid In Full 84 20 24 Ending Loan Count ~~239~~235 57 ~~1,111~~ Beginning Scheduled Balance 5954,~~947~~191,~~592~~557.3704 19,~~677~~238,~~330~~115.3122 ~~422,343,233.96~~ Ending scheduled Balance 5453,~~191~~388,~~557~~024.0458 19,~~238~~136,~~115~~344.2240 ~~413,211,295.30~~ Record Date 34/3130/01 34/3130/01 Principal And Interest Constant ~~535~~512,~~920~~928.4717 ~~227~~213,~~310~~498.4202 ~~3,440,082.37~~ Scheduled Principal ~~102~~101,~~807~~089.4095 ~~108~~97,~~900~~692.8116 ~~236,827.45~~ Unscheduled Principal 2702,~~653,227~~442.9351 ~~330~~4,~~314~~078.2866 ~~8,895,111.21~~ Scheduled Interest ~~433~~411,~~113~~838.0722 ~~118~~115,~~409~~805.6186 ~~3,203,254.92~~ Servicing Fees ~~100~~95,~~918~~720.78 4,~~099~~007.4593 ~~643,882.95~~ Master Servicing Fees 0.00 0.00 ~~0.00~~ Trustee Fee 0.00 0.00 ~~0.00~~ FRY Amount 8884,~~802~~180.7959 0.00 ~~549,530.95~~ Special Hazard Fee 0.00 0.00 ~~0.00~~ Other Fee ~~251~~250.8826 0.00 ~~6,363.86~~ 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 ~~243~~231,~~139~~686.6259 ~~114~~111,~~310~~797.1693 ~~2,003,477.16~~ Realized Loss Amount 0.00 0.00 ~~0.00~~ Cumulative Realized Loss 0.00 0.00 ~~0.00~~ Percentage of Cumulative Losses 0.00 0.00 ~~0.00~~

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