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
SAXON ASSET SECURITIES COMPANY,
as Depositor under the Trust Agreement, dated as of July 1, 2001,
providing for the issuance of Mortgage Loan Asset Backed
Certificates, Series 2001-2).
SAXON ASSET SECURITIES TRUST 2001-2 MORTGAGE
LOAN ASSET BACKED CERTIFICATES SERIES 2001-2
(Exact name of Registrant as specified in its Charter)
VIRGINIA
(State or Other Jurisdiction of Incorporation)
333-65718
(Commission File Number) (I.R.S. Employer Identification No.)
4880 COX ROAD
GLEN ALLEN, VIRGINIA 23060
(Address of principal executive offices) (Zip Code)
Registrant's Telephone Number, Including Area Code: (804) 967-7400
Item 5. Other Events
Attached hereto is a copy of the Monthly Remittance Statements to the
Certificateholders which was derived from the monthly information
submitted by the Master Servicer of the Trust to the Trustee.
Item 7. Financial Statement and Exhibits
Exhibits: (as noted in Item 5 above)
Monthly Remittance Statement to the Certificateholders dated as of
November 26, 2001.
SIGNATURE
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.
Bankers Trust Company, not in its individual
capacity, but solely as a duly authorized
agent of the Registrant pursuant to the
Trust Agreement, dated as of July 1, 2001.
Date: December 7, 2001 By: /s/ Judy L. Gomez
Judy L. Gomez
Assistant Vice President
EXHIBIT INDEX
DOCUMENT
Monthly Remittance Statement to the Certificateholders
dated as of November 26, 2001.
Saxon Asset Securities Trust 2001-2
Mortgage Pass-Through Certificates
November 26, 2001 Distribution
Contents
TABLE OF CONTENTS
> Page
1. Cont
>ents 1
2. Cert
>ificate Payment Report 2
3. Coll
>ection Account Report 8
4. Cred
>it Enhancement Report 11
5. Coll
>ateral Report 12
6. Deli
>nquency Report 15
7. REO
>Report 19
8. Prep
>ayment Report 20
9. Prep
>ayment Detail Report 23
10. Real
>ized Loss Report 25
11. Real
>ized Loss Detail Report 28
12. Trig
>gers, Adj. Rate Cert. and Miscellaneous Report 29
13. Addi
>tional Certificate Report 30
Tota
>l Number of Pages
> 30
CONTACTS
Adm
>inistrator: Barbara A Campbell
Dir
>ect Phone Number: (714)247-6278
Add
>ress: Deutsche Bank
> 1761 E. St. Andrew Place, Santa Ana, CA 92705
Web
> Site: http://www-apps.gis.deutsche-bank.com/invr
Fac
>tor Information: (800) 735-7777
Mai
>n Phone Number: (714) 247-6000
ISSUANCE INFORMATION
Seller: Saxon
> Cut-Off Date:
> July 1, 2001
Certificate Insurer:
> Closing Date:
> August 2, 2001
Servicer(s): Saxon Master S
>ervicer First Payment Date:
>August 27, 2001
Meritech Mortgage
> Sub-Servicer
Underwriter(s): Greenwich Capital M
>arkets, Inc. Lead Underwriter Distribution Date:
> November 26, 2001
CS First Boston
> Underwriter Record Date:
> October 31, 2001
First Union Securit
>ies Underwriter
J. P. Morgan U
>nderwriter
> Page 1 of 30
> (c) COPYRIGHT 2001 Deutsche Bank
HISTORICAL DATA
> - STATEMENT 1 GROUP TOTAL
4
issue_idperiod
> t_del_0_t_del_1_t_del_2_t_del_3_t_del_4_t_del_0 t_del_1 t_del_2 t_del_
>3t_del_4 t_for_0_t_for_1_t_for_2_t_for_3_t_for_4_t_for_0 t_for_1 t_for_2 t_for
>_3
SX0102 200111
> 01.17E+0825765735 3803288 1994192227552.6 1135 247 40
>16 284449.66757648.8 5400770 5763958416427.6 1 9 54
> 68
SX0102 200110
> 01.11E+0825359707 3918055341411.7 0 1051 250 35
> 4 0299346.5168786.6 6681913333846.923197.68 5 2 77
> 4
SX0102 200109
> 01.46E+0821277561964516.923208.32 0 1261 224 9
> 1 0 0 3904036339709.4 0 0 0 43 4
> 0
SX0102 200108
> 087917270 167781923218.87 0 0 848 10 1
> 0 0 0 0 0 0 0 0 0 0
> 0
HISTORICAL DATA
> - STATEMENT 1 GROUP 1
4
issue_idperiod
>sub_poolt_del_0_t_del_1_t_del_2_t_del_3_t_del_4_t_del_0 t_del_1 t_del_2 t_del_
>3t_del_4 t_for_0_t_for_1_t_for_2_t_for_3_t_for_4_t_for_0 t_for_1 t_for_2 t_for
>_3
SX0102 200111
> 15785888011002051 1709427650731.585678.89 617 129 21
> 7 184449.66299875.7 2019093 2463930114852.9 1 4 25
> 33
SX0102 200110
> 153424225 8938448 1454582142643.9 0 580 111 16
> 2 0188722.6168786.6 337931189022.22 0 3 2 44
> 2
SX0102 200109
> 163491661 9821013230389.4 0 0 632 114 4
> 0 0 0 204077292136.71 0 0 0 26 1
> 0
SX0102 200108
> 140568574367752.6 0 0 0 442 4 0
> 0 0 0 0 0 0 0 0 0 0
> 0
HISTORICAL DATA
> - STATEMENT 1 GROUP 2
4
issue_idperiod
>sub_poolt_del_0_t_del_1_t_del_2_t_del_3_t_del_4_t_del_0 t_del_1 t_del_2 t_del_
>3t_del_4 t_for_0_t_for_1_t_for_2_t_for_3_t_for_4_t_for_0 t_for_1 t_for_2 t_for
>_3
SX0102 200111
> 24725858711129495 1510606708333.7 0 453 103 13
> 6 0 0384232.5 2159692 3067323301574.7 0 4 24
> 33
SX0102 200110
> 24357958711822660 125948356857.04 0 407 115 13
> 1 0110623.9 0 3302602244824.723197.68 2 0 33
> 2
SX0102 200109
> 258869662 9248408592180.123208.32 0 532 96 4
> 1 0 0 1863263247572.7 0 0 0 17 3
> 0
SX0102 200108
> 235697007363947.623218.87 0 0 353 3 1
> 0 0 0 0 0 0 0 0 0 0
> 0
HISTORICAL DATA
> - STATEMENT 1 GROUP 3
4
issue_idperiod
>sub_poolt_del_0_t_del_1_t_del_2_t_del_3_t_del_4_t_del_0 t_del_1 t_del_2 t_del_
>3t_del_4 t_for_0_t_for_1_t_for_2_t_for_3_t_for_4_t_for_0 t_for_1 t_for_2 t_for
>_3
SX0102 200111
> 312128139 3634189583255.8635127.2141873.7 65 15 6
> 3 1 073540.58 1221984232704.7 0 0 1 5
> 2
SX0102 200110
> 314453081 4598599 1203990141910.8 0 64 24 6
> 1 0 0 0 0 0 0 0 0 0
> 0
SX0102 200109
> 323568683 2208140141947.4 0 0 97 14 1
> 0 0 0 0 0 0 0 0 0 0
> 0
SX0102 200108
> 311651689946119.1 0 0 0 53 3 0
> 0 0 0 0 0 0 0 0 0 0
> 0
HISTORICAL DATA
> - STATEMENT 1 GROUP 4
0
issue_idperiod
>sub_poolt_del_0_t_del_1_t_del_2_t_del_3_t_del_4_t_del_0 t_del_1 t_del_2 t_del_
>3t_del_4 t_for_0_t_for_1_t_for_2_t_for_3_t_for_4_t_for_0 t_for_1 t_for_2 t_for
>_3
>
> 137 6
t_for_4 t_bnk_0_t_bnk_1_t_bnk_2_t_bnk_3_t_bnk_4_t_bnk_0 t_bnk_1 t_bnk_2 t_bnk_3
>t_bnk_4 t_reo_0_t_reo_1_t_reo_2_t_reo_3_t_reo_4_t_reo_0 t_reo_1 t_reo_2 t_reo_
>3t_reo_4 t_del_tot_del_tot_for_tot_for_tot_bnk_tot_bnk_tot_reo_tot_reo_tot_beg
>_ba
5 1702081205938.457435.47328987.7 0 19 3 1
>7 0 0 0 0779207.2 0 0 0 0
> 6 031790768 30512423254 137 2294442 30779207.2 6 6.4E
>+08
1785485.6363854.3291719.7 0 0 10 6 5
>0 0 0 0 0 0 0 0 0 0
> 0 029619174 289 7507091 89 1441060 21 0 06.44E
>+08
0467077.2325243.2 0 0 0 6 5 0
>0 0 0 0 0 0 0 0 0 0
> 0 022265286 234 4243745 47792320.4 11 0 06.48E
>+08
0427790.9 0 0 0 0 5 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 1701038 11 0 0427790.9 5 0 06.02E
>+08
t_for_4 t_bnk_0_t_bnk_1_t_bnk_2_t_bnk_3_t_bnk_4_t_bnk_0 t_bnk_1 t_bnk_2 t_bnk_3
>t_bnk_4 t_reo_0_t_reo_1_t_reo_2_t_reo_3_t_reo_4_t_reo_0 t_reo_1 t_reo_2 t_reo_
>3t_reo_4 t_del_tot_del_tot_for_tot_for_tot_bnk_tot_bnk_tot_reo_tot_reo_tot_beg
>_ba
2842559.7 057435.4750658.83 0 9 0 1
>2 0 0 0 0497088.2 0 0 0 0
> 4 013447888 158 4982201 65 950654 12497088.2 43.44E
>+08
0370396.8 115138119250.3 0 0 5 2 2
>0 0 0 0 0 0 0 0 0 0
> 0 010535674 129 3825843 51604785.1 9 0 03.45E
>+08
0191998.494346.97 0 0 0 2 1 0
>0 0 0 0 0 0 0 0 0 0
> 0 010051402 118 2132909 27286345.4 3 0 03.47E
>+08
0193790.5 0 0 0 0 2 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0367752.6 4 0 0193790.5 2 0 03.16E
>+08
t_for_4 t_bnk_0_t_bnk_1_t_bnk_2_t_bnk_3_t_bnk_4_t_bnk_0 t_bnk_1 t_bnk_2 t_bnk_3
>t_bnk_4 t_reo_0_t_reo_1_t_reo_2_t_reo_3_t_reo_4_t_reo_0 t_reo_1 t_reo_2 t_reo_
>3t_reo_4 t_del_tot_del_tot_for_tot_for_tot_bnk_tot_bnk_tot_reo_tot_reo_tot_beg
>_ba
3859520.8205938.4 0278328.9 0 10 3 0
>5 0 0 0 0 282119 0 0 0 0
> 2 013348435 122 5912823 64 1343788 18 282119 2 2.1E
>+08
1415088.8248716.3172469.4 0 0 5 4 3
>0 0 0 0 0 0 0 0 0 0
> 0 013139000 129 3681248 38836274.5 12 0 02.13E
>+08
0275078.8230896.2 0 0 0 4 4 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 9863796 101 2110836 20 505975 8 0 02.14E
>+08
0234000.3 0 0 0 0 3 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0387166.4 4 0 0234000.3 3 0 02.04E
>+08
t_for_4 t_bnk_0_t_bnk_1_t_bnk_2_t_bnk_3_t_bnk_4_t_bnk_0 t_bnk_1 t_bnk_2 t_bnk_3
>t_bnk_4 t_reo_0_t_reo_1_t_reo_2_t_reo_3_t_reo_4_t_reo_0 t_reo_1 t_reo_2 t_reo_
>3t_reo_4 t_del_tot_del_tot_for_tot_for_tot_bnk_tot_bnk_tot_reo_tot_reo_tot_beg
>_ba
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 4994446 25 1528230 8 0 0 0 085062
>491
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 5944500 31 0 0 0 0 0 085294
>044
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 2350088 15 0 0 0 0 0 086669
>304
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0946119.1 3 0 0 0 0 0 082623
>635
t_for_4 t_bnk_0_t_bnk_1_t_bnk_2_t_bnk_3_t_bnk_4_t_bnk_0 t_bnk_1 t_bnk_2 t_bnk_3
>t_bnk_4 t_reo_0_t_reo_1_t_reo_2_t_reo_3_t_reo_4_t_reo_0 t_reo_1 t_reo_2 t_reo_
>3t_reo_4 t_del_tot_del_tot_for_tot_for_tot_bnk_tot_bnk_tot_reo_tot_reo_tot_beg
>_ba
56
>0 0 354.96
> 0 0 0.04684902
150480317356987392193.4 0 0 150
>0 0 0
> 0
t_prepayt_repur
>ct_liquid_loan warat was
> wa_grosswa_max_iwa_min_iwa_per_cwa_per_cup_down
t_end_bat_beg_lot_end_lot_sch_prt_prepayt_curt t_repurct_liquidt_prepayt_repur
>ct_liquidt_prepayt_curr_st_del_sft_curr_wt_curr_wt_curr_wt_wamm warat was
> wa_grosswa_max_iwa_min_iwa_per_cwa_per_cpool_reareo_bookt_del_1_2_bal_p
6.31E+08 5674 5618389871.5 7915039 145292 0 0 56
>0 0 5100.9200849.168434.57633381176010671259786909-1043900344.52635.0417
>020.0273670.076812 0.044070.0055930.000965 0 0 0.046849016
6.4E+08 5714 5674390849.6 369867176755.56 0 0 40
>0 0 2446.62208536.962504.41637714966051900160197115181.275591.934594.0486
>110.027438 0.077030.0442020.0056060.000971 0 0 0.045774692
6.44E+08 5745 5713385953.4 350389398490.96 0 0 32
>0 0 2195.65200126.372428.17641456926087503960573741181.3878 91.90623.1289
>470.0275240.0772750.0443410.0056180.000973 0 0 0.034551489
6E+08 5284 5262338128.4 223938571654.96 0 0 22
>0 0 349.49200063.537576.71558489785299729652714402 168.69890.900182.3907
>420.0280950.0790510.0453310.0057340.001001 0 0 0.002836239
>
> 0 0.03737366
965201 6859224268650.4 0 0 83
>0 0
> 0
t_prepayt_repur
>ct_liquid_loan warat was
> wa_grosswa_max_iwa_min_iwa_per_cwa_per_cup_down
t_end_bat_beg_lot_end_lot_sch_prt_prepayt_curt t_repurct_liquidt_prepayt_repur
>ct_liquidt_prepayt_curr_st_del_sft_curr_wt_curr_wt_curr_wt_wamm warat was
> wa_grosswa_max_iwa_min_iwa_per_cwa_per_cpool_reareo_bookt_del_1_2_bal_p
3.4E+08 3425 3391251147.4 3608691 71763.5 0 0 34
>0 0 1307.19113721.332414.17337241553197052931798504 251335.64025.0012
>68 0 0 0 0 0 0 0 0.037373664
3.44E+08 3444 3425251419.3 113876056332.41 0 0 19
>0 0 1386.83118188.528571.37338759143211479631942048 337170.91084.0033
>93 0 0 0 0 0 0 0 0.030207891
3.45E+08 3460 3443246693.2867572.774723.12 0 0 17
>0 0 856.84115209.431897.19339635943219831532040852 338 171.2593.1443
>07 0 0 0 0 0 0 0 0.029095563
3.14E+08 3110 3097215941.2 124420165831.38 0 0 13
>0 0 302.67109859.517260.78292203282769488427545145 322173.50452.5334
>29 0 0 0 0 0 0 0 0.00117039
>
> 0 0.06214995
373352 642142465423.61 0 0 53
>0 0
> 0
t_prepayt_repur
>ct_liquid_loan warat was
> wa_grosswa_max_iwa_min_iwa_per_cwa_per_cup_down
t_end_bat_beg_lot_end_lot_sch_prt_prepayt_curt t_repurct_liquidt_prepayt_repur
>ct_liquidt_prepayt_curr_st_del_sft_curr_wt_curr_wt_curr_wt_wamm warat was
> wa_grosswa_max_iwa_min_iwa_per_cwa_per_cpool_reareo_bookt_del_1_2_bal_p
2.08E+08 1909 189396369.92 212290118442.83 0 0 16
>0 0 1927.06 59459.828245.71213966192034415320238907 355354.89165.1084
>160.0589120.1687440.0975430.0129530.002932 0 0 0.060695158
2.1E+08 1929 1909 96408.7 237625915543.69 0 0 20
>0 0 1059.7963312.2325430.03216558202059091320484422 0 04.1138
>770.0589070.1687610.0975650.0129410.002935 0 0 0.06214995
2.13E+08 1939 192996538.05 131065416896.94 0 0 10
>0 0 1152.1959609.5929726.05218027122073068520627977 0 0 3.127
>640.0588960.1687750.097575 0.01293 0.00294 0 0 0.04620397
2.03E+08 1853 184684035.36611609.714540.15 0 0 7
>0 0 46.8263454.6915064.62192095641826733218172578 0 02.2554
>480.0586510.1686010.0973910.0128790.002955 0 0 0.001904157
>
> 0 0.0682156
166249.9 407633958119.41 0 0 14
>0 0
> 0
t_prepayt_repur
>ct_liquid_loan warat was
> wa_grosswa_max_iwa_min_iwa_per_cwa_per_cup_down
t_end_bat_beg_lot_end_lot_sch_prt_prepayt_curt t_repurct_liquidt_prepayt_repur
>ct_liquidt_prepayt_curr_st_del_sft_curr_wt_curr_wt_curr_wt_wamm warat was
> wa_grosswa_max_iwa_min_iwa_per_cwa_per_cpool_reareo_bookt_del_1_2_bal_p
82781604 340 33442354.24 218344755085.62 0 0 6
>0 0 1866.6527668.01 7774.69 8217342 7792030 77494992.94E+10 354.96 5.
>04 0.06 0.16 0.09 0.01 0 0 0 0.05094664
85062491 341 34043021.57183652.4 4879.46 0 0 1
>0 0 027036.17 8503.01 8239762 7813292 7770645 0 0 4.
>07 0.06 0.16 0.09 0.01 0 0 0 0.068215604
85294044 346 34142722.22 1325666 6870.9 0 0 5
>0 0 186.6225307.2810804.93 8379385 7946039 7904911 0 0 3.
>07 0.06 0.16 0.09 0.01 0 0 0 0.027552774
82210626 321 31938151.86383573.7-8716.57 0 0 2
>0 0 026749.23 5251.31 7419086 7035079 6996679 0 0 2.
>18 0.06 0.16 0.09 0.01 0 0 0 0.011508477
>
> 0 0
0 0 0 0 0 0
>0 0
> 0
t_prepayt_repur
>ct_liquid_loan warat was
> wa_grosswa_max_iwa_min_iwa_per_cwa_per_cup_down
t_end_bat_beg_lot_end_lot_sch_prt_prepayt_curt t_repurct_liquidt_prepayt_repur
>ct_liquidt_prepayt_curr_st_del_sft_curr_wt_curr_wt_curr_wt_wamm warat was
> wa_grosswa_max_iwa_min_iwa_per_cwa_per_cpool_reareo_bookt_del_1_2_bal_p
0.00352012 0.050369140.0196830.0036350.001235 0.1
>02
0.001235 0.0
>89
BankruptREO Total Total Total
>
> Total Total Total
t_del_3_4_bal_pt_del_total_bal_p t_for_tot_bnk_tot_reo_toPeriod t_end_bawac
> 1or 2 pa3+ pay 6del_totafor_totabnk_totareo_tota1MSMM (1-1MSMM3MSMM 12MSM
>M CUMSMM 1MCPR 3MCPR 12MCPR CUMCPR MIN(30,W1MPSA 3MPSA 12MPSA
0.003520122 0.0503691380.0196830.0036350.001235 Nov-01631.15570.0990
>27 0.01261 0.98739 0.00802
> 0.0069760.1412510.092102 0.0805735.04170214.0082711.30613
0.000533785 0.0463084770.0117370.002253 0 Oct-01639.60590.0990
>59 0.0058680.9941320.005091
> 0.0050910.0681880.059409 0.0594094.0486118.4212089.313433
3.60525E-05 0.0345875410.0065920.001231 0 Sep-01643.73720.0990
>32 0.0055650.994435
> 0.0047020.064772 0.0549893.12894710.35051
0 0.002836239 00.000713 0 Aug-01599.75130.0927
>11 0.0038390.996161
> 0.0038390.045102 0.0451022.3907429.432706
0.00216516 0.039538820.0146480.0027950.001462
BankruptREO Fixed - Fixed - Fixed
>- I
> Fixed - I Fixed - I Fixed - I
t_del_3_4_bal_pt_del_total_bal_p t_for_tot_bnk_tot_reo_toPeriod t_end_bawac
> 1or 2 pa1or 2 padel_totafor_totabnk_totareo_tota1MSMM (1-1MSMM3MSMM 12MSM
>M CUMSMM 1MCPR 3MCPR 12MCPR CUMCPR MIN(30,W1MPSA 3MPSA 12MPSA
0.002165158 0.0395388220.0146480.0027950.001462 Nov-01340.11860.0980
>21 0.0107050.9892950.005636
> 0.0052650.1211630.065569 0.0613815.001268 12.11328.095671
0.000414602 0.030622493 0.011120.001758 0 Oct-01344.0502 0.098
>05 0.0034620.9965380.003445
> 0.0034450.0407570.040563 0.0405634.003393 5.090326.284811
0 0.0290955630.0061740.000829 0 Sep-01345.46170.0979
>76 0.00272 0.99728
> 0.0034360.032159 0.0404663.1443075.113797
0 0.00117039 00.000617 0 Aug-01314.21380.0925
>46 0.0041520.995848
> 0.0041520.048701 0.0487012.5334299.611681
0.00340127 0.064096430.0283920.0064530.001355
BankruptREO Arms - IArms - IArms -
> IIA
> Arms - IIA Arms - IIA Arms - IIA
t_del_3_4_bal_pt_del_total_bal_p t_for_tot_bnk_tot_reo_toPeriod t_end_bawac
> 1or 2 pa3+ pay 6del_totafor_totabnk_totareo_tota1MSMM (1-1MSMM3MSMM 12MSM
>M CUMSMM 1MCPR 3MCPR 12MCPR CUMCPR MIN(30,W1MPSA 3MPSA 12MPSA
0.003401272 0.0640964310.0283920.0064530.001355 Nov-01208.2555 0.101
>65 0.0101780.9898220.009205
> 0.0076750.1155220.105034 0.0883075.10841611.3070212.75724
0.000270113 0.0624200630.0174890.003973 0 Oct-01210.49320.1016
>79 0.0112350.9887650.006839
> 0.0068390.126795 0.07905 0.079054.11387715.4106912.48558
0.000108969 0.0463129390.0099110.002376 0 Sep-01212.98140.1016
>89 0.0061950.993805
> 0.0046340.071854 0.054207 3.12764 11.4869
0 0.001904157 00.001151 0 Aug-01203.32690.0941
>47 0.00307 0.99693
> 0.003070.036225 0.0362252.2554488.030572
0.00938616 0.069883920.018461 0 0
BankruptREO Arms - IArms - IArms -
> IIB
> Arms - IIB Arms - IIB Arms - IIB
t_del_3_4_bal_pt_del_total_bal_p t_for_tot_bnk_tot_reo_toPeriod t_end_bawac
> 1or 2 pa3+ pay 6del_totafor_totabnk_totareo_tota1MSMM (1-1MSMM3MSMM 12MSM
>M CUMSMM 1MCPR 3MCPR 12MCPR CUMCPR MIN(30,W1MPSA 3MPSA 12MPSA
0.009386155 0.0603327950.018461 0 0 Nov-01 82.78160.0966
>04 0.0263290.973671 0.01469
> 0.0121620.2739870.162717 0.13657 5.0427.1812420.03904
0.001668312 0.069883916 0 0 0 Oct-0185.062490.0966
>04 0.0022110.9977890.007394
> 0.0073940.0262170.085211 0.085211 4.07 3.2208213.71416
0 0.027552774 0 0 0 Sep-0185.294040.0966
>82 0.0153830.984617
> 0.0099760.169747 0.113353 3.0727.64611
0 0.011508477 0 0 0 Aug-0182.210630.0897
>94 0.0045390.995461
> 0.0045390.053129 0.053129 2.1812.18551
0 0 0 0 0
BankruptREO
t_del_3_4_bal_pt_del_total_bal_p t_for_tot_bnk_tot_reo_toPeriod t_end_bawac
> 1or 2 pa3+ pay 6del_totafor_totabnk_totareo_tota1MSMM (1-1MSMM3MSMM 12MSM
>M CUMSMM 1MCPR 3MCPR 12MCPR CUMCPR MIN(30,W1MPSA 3MPSA 12MPSA
>
> Printing Pages Starting# Pages # Pag
>es
Total Total
>
> 1 1Contents 1 1
CUMPSA prep+cur1MMDR (1-MDR) 3MMDR 12MMDR CUMMDR 1MCDR 3MCDR 12MCDR
>CUMCDR 1MSDA 3MSDA 12MSDA CUMSDA loss_sev3M_loss_12M_lossCUM_loss_sever
>ity 2 2Certificate Payment Repo 2 6
> 0
11.029888060.331 0 1 0 0 0 0
> 0 0 0 0
> 3 3Collection Account Repor 8 3
> 0
9.3134333775.427 0 1 0 0 0 0
> 0 0 0 0
> 4 4Credit Enhancement Repor 11 1
9.9622553602.384 0 1 0 0
> 0 0 0
> 5 5Collateral Report 12 3
> 0
9.432706 2311.04 0 1 0 0
> 0 0 0
> 6 6Delinquency Report 15 4
> 0
>
> 7 7REO Report 19 1
>
> 8 Foreclosure Report 0
>
> 9 8Prepayment Report 20 3
> 0
>
> 10 9Prepayment Detail Report 23 2
>
> 11 10Realized Loss Report 25 3
> 0
>
> 12 11Realized Loss Detail Rep 28 1
>
> 13 12Triggers, Adj. Rate Cert 29 1
>
> 14 Other Related Information 0
>
> 15 13Additional Certificate R 30 1
>
> 16 Historical Certificate Payment Report
>
> 17 Credit Ratings
>
> Total Total Total Number of Pages 30
Fixed - Fixed - I Fixed - I
> Fixed - I Fixed - I
CUMPSA prep+cur1MMDR (1-MDR) 3MMDR 12MMDR CUMMDR 1MCDR 3MCDR 12MCDR
>CUMCDR 1MSDA 3MSDA 12MSDA CUMSDA loss_sev3M_loss_12M_lossCUM_loss_sever
>ity
8.3611053680.454 0 1 0 0 0 0
> 0 0 0 0
6.2848111195.092 0 1 0 0 0 0
> 0 0 0 0
7.12705942.2958 0 1 0 0
> 0 0 0
9.6116811310.033 0 1 0 0
> 0 0 0
Arms - IArms - IIA Arms - IIA
> Arms - IIA Arms - IIA
CUMPSA prep+cur1MMDR (1-MDR) 3MMDR 12MMDR CUMMDR 1MCDR 3MCDR 12MCDR
>CUMCDR 1MSDA 3MSDA 12MSDA CUMSDA loss_sev3M_loss_12M_lossCUM_loss_sever
>ity
12.092342141.344 0 1 0 0 0 0
> 0 0 0 0
12.485582391.803 0 1 0 0 0 0
> 0 0 0 0
10.06991327.551 0 1 0 0
> 0 0 0
8.030572626.1498 0 1 0 0
> 0 0 0
Arms - IArms - IIB Arms - IIB
> Arms - IIB Arms - IIB
CUMPSA prep+cur1MMDR (1-MDR) 3MMDR 12MMDR CUMMDR 1MCDR 3MCDR 12MCDR
>CUMCDR 1MSDA 3MSDA 12MSDA CUMSDA loss_sev3M_loss_12M_lossCUM_loss_sever
>ity
19.020952238.532 0 1 0 0 0 0
> 0 0 0 0
13.71416188.5319 0 1 0 0 0 0
> 0 0 0 0
21.591091332.537 0 1 0 0
> 0 0 0
12.18551374.8571 0 1 0 0
> 0 0 0
CUMPSA prep+cur1MMDR (1-MDR) 3MMDR 12MMDR CUMMDR 1MCDR 3MCDR 12MCDR
>CUMCDR 1MSDA 3MSDA 12MSDA CUMSDA loss_sev3M_loss_12M_lossCUM_loss_sever
>ity
# Pages Total # # Standard Pgs per Report
1 1
0 6 2 1
0 3 3 1
1 1 1
0 3 3 1
0 4 1 1
1 1
0 0
0 3 3 1
2 1
0 3 3 1
1 1
1 1 1
0 0
1 1 1
0 0
0 0
30