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): December 26, 2001
IMPAC SECURED ASSETS CORP.
(as company under a Pooling and Servicing Agreement, dated as of
January 1, 2001 providing for, interalia, the issuance of Mortgage
Pass-Through Certificates, Series 2001-1).
IMPAC SECURED ASSETS CORP. MORTGAGE PASS-THROUGH CERTIFICATES,
SERIES 2001-1
(Exact name of Registrant as specified in its Charter)
CALIFORNIA
(State or Other Jurisdiction of Incorporation)
333-08439-10 33-071-5871
(Commission File Number) (I.R.S. Employer Identification No.)
1401 DOVE STREET
NEWPORT BEACH, CALIFORNIA 92660
(Address of principal executive offices) (Zip Code)
Registrant's Telephone Number, Including Area Code: (949) 475-3600
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
December 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 of California, N.A.,
not in its individual capacity, but solely as
a duly authorized agent of the Registrant
pursuant to the Agreement, dated as of
January 1, 2001.
Date: January 7, 2002 By: /s/ Judy L. Gomez
Judy L. Gomez
Assistant Vice President
EXHIBIT INDEX
DOCUMENT
Monthly Remittance Statement to the Certificateholders
dated as of December 26, 2001.
IMPAC Secured Assets Corp. 2001-S1
Mortgage Pass-Through Certificates
December 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 18
8. Prep
>ayment Report 19
9. Prep
>ayment Detail Report 22
10. Real
>ized Loss Report 23
11. Real
>ized Loss Detail Report 26
12. Trig
>gers, Adj. Rate Cert. and Miscellaneous Report 27
Tota
>l Number of Pages
> 27
CONTACTS
Adm
>inistrator: James F Noriega
Dir
>ect Phone Number: (714)247-6281
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: Impac Secured Asset
> Corp. Cut-Off Date:
> January 1, 2001
Certificate Insurer:
> Closing Date:
> January 30, 2001
Servicer(s): Impac Funding Corpo
>ration Master Servicer First Payment Date:
>February 26, 2001
Underwriter(s): Bear, Stearns & Co.
> Inc Underwriter Distribution Date:
> December 26, 2001
> Record Date:
> November 30, 2001
> Page 1 of 27
> (c) COPYRIGHT 2001 Deutsche Bank
HISTORICAL DATA
> - STATEMENT 1 GROUP TOTAL
11
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
IM01S1 200112
> 01.44E+08 3152477 1249468700572.5 1940257 941 18 7
> 6 11 0 0 0 0 4903303 0 0 0
> 0
IM01S1 200111
> 01.47E+08 2826107 1013514 1445693 4205906 965 17 9
> 7 26342958.1 0 0 0 2902525 1 0 0
> 0
IM01S1 200110
> 01.53E+08 3108481 1745278 1383863 3219450 994 23 9
> 9 19 343137 0 0 0 2508570 1 0 0
> 0
IM01S1 200109
> 01.58E+08 2860830 2584365 3355052 1059970 1032 17 13
>17 6107573.7 0 0 0 3301510 1 0 0
> 0
IM01S1 200108
> 01.65E+08 4744467 3540862 2302816 2501549 1065 27 19
>12 13 0 0 0 0189131.8 0 0 0
> 0
IM01S1 200107
> 01.74E+08 3876273 3156679907477.8 1645862 1105 25 17
> 6 8 0 0 0 0 0 0 0 0
> 0
IM01S1 200106
> 01.83E+08 3974283932069.1 1228570474683.9 1151 21 7
> 7 2 0 0 0179146.2 0 0 0 0
> 1
IM01S1 200105
> 01.87E+08 3027630 1463122474917.3 0 1175 16 9
> 2 0 0 0179228.3 0 0 0 0 1
> 0
IM01S1 200104
> 01.91E+08 2951219 1176792 0 0 1190 20 8
> 0 0 0 0 0 0 0 0 0 0
> 0
IM01S1 200103
> 01.98E+08189621.7 0 0 0 1230 1 0
> 0 0 0 0 0 0 0 0 0 0
> 0
IM01S1 200102
> 01.99E+08 0 0 0 0 1236 0 0
> 0 0 0 0 0 0 0 0 0 0
> 0
HISTORICAL DATA
> - STATEMENT 1 GROUP 1
11
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
IM01S1 200112
> 11.07E+08 1940849607325.6700572.5 1054539 837 15 5
> 6 8 0 0 0 0 3183032 0 0 0
> 0
IM01S1 200111
> 1 1.1E+08 1581355 1013514 1154491 2811750 862 13 9
> 6 22 0 0 0 0 1594444 0 0 0
> 0
IM01S1 200110
> 11.14E+08 2178247 1453966986373.4 1872470 888 20 8
> 8 15 0 0 0 0 1549492 0 0 0
> 0
IM01S1 200109
> 11.18E+08 2216258 1251979 1715991363160.4 922 15 10
>12 4107573.7 0 0 0 1685571 1 0 0
> 0
IM01S1 200108
> 11.23E+08 2821270 1901039 1359191 1131379 948 22 14
> 9 9 0 0 0 0189131.8 0 0 0
> 0
IM01S1 200107
> 11.29E+08 2250942 1921765496322.5686219.4 981 20 13
> 5 5 0 0 0 0 0 0 0 0
> 0
IM01S1 200106
> 11.33E+08 2141217932069.1553856.5189330.1 1014 16 7
> 5 1 0 0 0179146.2 0 0 0 0
> 1
IM01S1 200105
> 11.36E+08 1902110788121.9189428.1 0 1034 13 7
> 1 0 0 0179228.3 0 0 0 0 1
> 0
IM01S1 200104
> 11.38E+08 1959699891168.5 0 0 1044 17 7
> 0 0 0 0 0 0 0 0 0 0
> 0
IM01S1 200103
> 11.42E+08189621.7 0 0 0 1077 1 0
> 0 0 0 0 0 0 0 0 0 0
> 0
IM01S1 200102
> 11.43E+08 0 0 0 0 1083 0 0
> 0 0 0 0 0 0 0 0 0 0
> 0
HISTORICAL DATA
> - STATEMENT 1 GROUP 2
11
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
IM01S1 200112
> 237255423 1211628642142.9 0885718.4 104 3 2
> 0 3 0 0 0 0 1720271 0 0 0
> 0
IM01S1 200111
> 237112700 1244752 0291202.2 1394156 103 4 0
> 1 4342958.1 0 0 0 1308080 1 0 0
> 0
IM01S1 200110
> 238341776930234.3291311.6397489.6 1346980 106 3 1
> 1 4 343137 0 0 0959077.9 1 0 0
> 0
IM01S1 200109
> 239671944644572.1 1332386 1639061696809.9 110 2 3
> 5 2 0 0 0 0 1615939 0 0 0
> 0
IM01S1 200108
> 242415285 1923197 1639823943625.3 1370170 117 5 5
> 3 4 0 0 0 0 0 0 0 0
> 0
IM01S1 200107
> 245275838 1625331 1234914411155.3959642.4 124 5 4
> 1 3 0 0 0 0 0 0 0 0
> 0
IM01S1 200106
> 249796015 1833066 0674713.8285353.8 137 5 0
> 2 1 0 0 0 0 0 0 0 0
> 0
IM01S1 200105
> 251346301 1125519 675000285489.2 0 141 3 2
> 1 0 0 0 0 0 0 0 0 0
> 0
IM01S1 200104
> 253378308991519.9285623.5 0 0 146 3 1
> 0 0 0 0 0 0 0 0 0 0
> 0
IM01S1 200103
> 255897267 0 0 0 0 153 0 0
> 0 0 0 0 0 0 0 0 0 0
> 0
IM01S1 200102
> 255931079 0 0 0 0 153 0 0
> 0 0 0 0 0 0 0 0 0 0
> 0
HISTORICAL DATA
> - STATEMENT 1 GROUP 3
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
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
>
> 29 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
29 498234 0 080207.91 1561948 4 0 0
>1 7 0 0 0 0 1234587 0 0 0
> 0 6 7042776 42 4903303 29 2140390 12 1234587 61.64E
>+08
15 1652292 080245.18105511.5887111.4 10 0 1
>1 3 0 0 0 0626864.7 0 0 0
> 0 3 9491221 59 3245483 16 2725160 15626864.7 31.68E
>+08
13 1338869394585.9 105565 0887517.4 9 2 1
>0 3 0 0 0 0627114.2 0 0 0
> 0 3 9457072 60 2851707 14 2726538 15627114.2 31.72E
>+08
16 0 0 0 0 0 0 0 0
>0 0 0 0 0 0178895.7 0 0 0
> 0 1 9860216 53 3409084 17 0 0178895.7 11.79E
>+08
1 0 0 0 0 0 0 0 0
>0 0 0 0 0 0178979.9 0 0 0
> 0 113089694 71189131.8 1 0 0178979.9 11.84E
>+08
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0179063.4 0 0 0
> 0 1 9586291 56 0 0 0 0179063.4 1 1.9E
>+08
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 6609606 37179146.2 1 0 0 0 01.92E
>+08
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 4965669 27179228.3 1 0 0 0 01.95E
>+08
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 4128011 28 0 0 0 0 0 01.98E
>+08
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0189621.7 1 0 0 0 0 0 01.99E
>+08
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 0 0 0 0 0 0 0 0 2E
>+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
24 498234 0 080207.91764579.6 4 0 0
>1 5 0 0 0 0 637297 0 0 0
> 0 4 4303286 34 3183032 24 1343021 10 637297 4 1.2E
>+08
11 920530 080245.18105511.5190926.3 8 0 1
>1 1 0 0 0 0313987.9 0 0 0
> 0 2 6561110 50 1594444 11 1297213 11313987.9 21.24E
>+08
10921010.480282.14 105565 0191018.5 8 1 1
>0 1 0 0 0 0314133.9 0 0 0
> 0 2 6491056 51 1549492 10 1297876 11314133.9 21.26E
>+08
11 0 0 0 0 0 0 0 0
>0 0 0 0 0 0178895.7 0 0 0
> 0 1 5547388 41 1793145 12 0 0178895.7 11.31E
>+08
1 0 0 0 0 0 0 0 0
>0 0 0 0 0 0178979.9 0 0 0
> 0 1 7212878 54189131.8 1 0 0178979.9 11.34E
>+08
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0179063.4 0 0 0
> 0 1 5355249 43 0 0 0 0179063.4 11.37E
>+08
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 3816473 29179146.2 1 0 0 0 01.39E
>+08
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 2879660 21179228.3 1 0 0 0 01.41E
>+08
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 2850868 24 0 0 0 0 0 01.42E
>+08
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0189621.7 1 0 0 0 0 0 01.43E
>+08
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 0 0 0 0 0 0 0 01.43E
>+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
5 0 0 0 0797368.1 0 0 0
>0 2 0 0 0 0597289.7 0 0 0
> 0 2 2739489 8 1720271 5797368.1 2597289.7 243434
>673
4731762.2 0 0 0696185.1 2 0 0
>0 2 0 0 0 0312876.8 0 0 0
> 0 1 2930110 9 1651038 5 1427947 4312876.8 144351
>649
3417858.9314303.8 0 0696498.9 1 1 0
>0 2 0 0 0 0312980.3 0 0 0
> 0 1 2966016 9 1302215 4 1428662 4312980.3 145600
>712
5 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 4312829 12 1615939 5 0 0 0 048292
>100
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 5876815 17 0 0 0 0 0 049506
>881
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 4231043 13 0 0 0 0 0 052589
>148
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 2793133 8 0 0 0 0 0 053432
>310
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 2086008 6 0 0 0 0 0 054655
>451
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 1277143 4 0 0 0 0 0 055897
>267
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 0 0 0 0 0 0 0 055931
>079
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 0 0 0 0 0 0 0 056570
>993
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
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
28
>0 0 351.899
> 0 0 0.04631801
116234638332302384678.3304119.8 0 208
>2 0 337.654
> 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
1.6E+08 1058 103097832.32 365054313459.71 0 0 28
>0 018415.4423068.6515099.76156748821521686114631056335.5067341.286312.071
>38 0 0 0 0 0 0 0 0.02754366
1.64E+08 1086 105898644.56 450002158928.41 0 0 28
>0 018342.6739255.17 0161129351564187315043698336.4519 342.35711.077
>74 0 0 0 0 0 0 0 0.0234726
1.68E+08 1103 1086100582.4 312902340263.95 0 0 17
>0 0 8471.83 6144.0133874.13164294871594926915337312337.8999343.561810.078
>09 0 0 0 0 0 0 0 0.028850816
1.72E+08 1138 1103101352.5 715815019134.3994243.29 0 34
>1 030883.5641738.48 0171459261664506416002721338.9247344.77659.0806
>33 0 0 0 0 0 0 0 0.031749234
1.79E+08 1162 1138105168.2 434658958751.29209876.5 0 23
>1 016514.7928040.2314799.67175967501708267116425599339.6997345.48858.0750
>21 0 0 0 0 0 0 0 0.04631801
1.84E+08 1189 1162106430.1 588365468797.47 0 0 27
>0 018161.38 8941.65 35312181743751764333116967283340.6965340.41257.0848
>97 0 0 0 0 0 0 0 0.038305924
1.9E+08 1203 1189110217.8 261942314046.32 0 0 14
>0 0 8209.9944893.84 0184345971789587117210602341.4956341.20256.1005
>64 0 0 0 0 0 0 0 0.025869407
1.92E+08 1218 1203110520.1 275432326473.12 0 0 15
>0 0 9731.58 23136.722431.78187356011818877917495849343.2217342.47815.1035
>11 0 0 0 0 0 0 0 0.023340443
1.95E+08 1231 1218110507.4 257393844222.27 0 0 13
>0 010182.1130580.2415624.93189954881844102617740357344.2389343.79954.1127
>88 0 0 0 0 0 0 0 0.021137477
1.98E+08 1236 1231110801.9877476.919739.25 0 0 5
>0 0 3025.88 8965.337475.07190945011853721617833917345.2582345.09383.1208
>59 0 0 0 0 0 0 0 0.000957578
1.99E+08 1240 1236110288.5839161.520862.12 0 0 4
>0 0 2979.54 35894.810771.98191890411862904017923212345.9671346.26362.1231
>77 0 0 0 0 0 0 0 0
>
> 0 0.03616214
836740.925227633 353801304119.8 0 174
>2 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
1.17E+08 936 90971733.12 335289212377.19 0 0 27
>0 018334.8317723.8810309.77116393401130293610870395 332340.043212.113
>74 0 0 0 0 0 0 0 0.021833916
1.2E+08 962 93672625.83 3613419 54573.6 0 0 26
>0 016718.4528906.45 0119926991164582111203228 333341.148711.121
>37 0 0 0 0 0 0 0 0.021597959
1.24E+08 976 96274285.72 190874037780.77 0 0 14
>0 0 6486.04 5061.1724316.81121994381184690311393678 335342.347510.128
>28 0 0 0 0 0 0 0 0.029319278
1.26E+08 1004 976 74466 449615016632.7894243.29 0 27
>1 021363.8530470.32 0126610041229536011821557 336343.66389.1275
>77 0 0 0 0 0 0 0 0.02754632
1.31E+08 1025 100476413.94 316397555338.68209876.5 0 20
>1 014444.8820976.2510312.05130039261262846612142997 337344.59178.1220
>93 0 0 0 0 0 0 0 0.036162139
1.34E+08 1044 102577190.85 283040069023.52 0 0 19
>0 011035.26 6917.8325065.02132917321290793812413695 338337.6545 7.129
>21 0 0 0 0 0 0 0 0.031118073
1.37E+08 1056 104478163.95 1813696 8665.1 0 0 12
>0 0 5968.89 32426.3 0134759421308682712584327 339338.94536.1443
>02 0 0 0 0 0 0 0 0.022421402
1.39E+08 1068 1056 78276.7 156749322404.89 0 0 12
>0 0 7101.1217237.9515577.59136415781324779212740714 341340.22325.1483
>99 0 0 0 0 0 0 0 0.019358389
1.41E+08 1078 106878098.27 137044838304.69 0 0 10
>0 0 4913.3123471.93 9690.54137831441338519412873509 342341.55794.1489
>99 0 0 0 0 0 0 0 0.020270961
1.42E+08 1083 107878037.17877476.918692.29 0 0 5
>0 0 3025.88 7022.2426367.55138790611347838312964177 343 342.823.1586
>09 0 0 0 0 0 0 0 0.001334191
1.43E+08 1085 108377449.36232941.9 20007.5 0 0 2
>0 0 664.8526910.18 6556.7139111031350950012994389 344344.06112.1616
>01 0 0 0 0 0 0 0 0
>
> 0 0.07378059
325604.91310466930877.29 0 0 34
>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
43109841 122 121 26099.2297650.3 1082.52 0 0 1
>0 0 80.61 5344.77 4789.99 4035542 3913925 3760661 345344.651611.956
>72 0 0 0 0 0 0 0 0.043001107
43434673 124 12226018.73886602.2 4354.81 0 0 2
>0 0 1624.2210348.72 0 4120236 3996052 3840470 346345.699210.957
>05 0 0 0 0 0 0 0 0.028658024
44351649 127 124 26296.7 1220284 2483.18 0 0 3
>0 0 1985.79 1082.84 9557.32 4230049 4102367 3943634 346346.95369.9378
>88 0 0 0 0 0 0 0 0.027542288
45600712 134 12726886.51 2662000 2501.61 0 0 7
>0 0 9519.7111268.16 0 4484922 4349704 4181164 347347.84878.9510
>18 0 0 0 0 0 0 0 0.043353669
48292100 137 13428754.26 1182614 3412.61 0 0 3
>0 0 2069.91 7063.98 4487.62 4592824 4454205 4282602 347347.91367.9477
>33 0 0 0 0 0 0 0 0.073780594
49506881 145 13729239.28 3053254 -226.05 0 0 8
>0 0 7126.12 2023.8210246.98 4882643 4735393 4553587 348347.88266.9648
>74 0 0 0 0 0 0 0 0.057774699
52589148 147 14532053.88805726.9 5381.22 0 0 2
>0 0 2241.112467.54 0 4958655 4809044 4626276 348347.08565.9865
>66 0 0 0 0 0 0 0 0.034856349
53432310 150 14732243.44 1186830 4068.23 0 0 3
>0 0 2630.46 5898.75 6854.19 5094023 4940987 4755135 349348.34294.9867
>65 0 0 0 0 0 0 0 0.033697201
54655451 153 150 32409.1 1203490 5917.58 0 0 3
>0 0 5268.8 7108.31 5934.39 5212344 5055832 4866848 350349.56754.0196
>14 0 0 0 0 0 0 0 0.023367174
55897267 153 15332764.73 0 1046.96 0 0 0
>0 0 0 1943.0611107.52 5215440 5058833 4869740 351350.87533.0248
>76 0 0 0 0 0 0 0 0
55931079 155 15332839.09606219.7 854.62 0 0 2
>0 0 2314.69 8984.62 4215.28 5277939 5119540 4928823 351351.89882.0248
>71 0 0 0 0 0 0 0 0
>
> 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 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
0.0345497 0.073176160.030681 0.016660.007725 0.0
>97
0.007725 0.0
>92
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
0.016524083 0.0440677430.0306810.0133930.007725 Dec-01 159.8170.0958
>250.0327070.0241570.0568640.014734 0.007710.0030510.0224120.9775880.022679
> 0.0196240.2381520.240638 0.21166412.071389.864332 10.8633
0.034549695 0.058022295 0.01984 0.016660.003832 Nov-01163.57890.0957
>760.032428 0.02290.0553280.0097780.0054780.0017630.0271140.9728860.028802
> 0.0193450.2809790.295807 0.20896511.0777412.6821514.67467
0.027362164 0.056212980.0169510.0162070.003728 Oct-01168.23650.0957
>950.0324060.0175530.0499590.0066270.0027010.001124 0.01849 0.98151 0.02815
> 0.018478 0.200650.290107 0.20053110.078099.95477115.97875
0.025742619 0.0574918530.019877 00.001043 Sep-01171.50630.0958
>52 0.031120.0129930.0441130.003802 00.0005030.0406740.959326 0.03243
> 0.0184760.3924290.326734 0.2005169.08063321.6080220.21823
0.026858154 0.0731761650.001057 00.001001 Aug-01178.87920.0958
>430.0259880.0087020.0346910.000489 00.0003290.0251520.9748480.023444
> 0.0152640.2633790.247744 0.1685438.07502116.30828 17.4792
0.01390711 0.052213033 0 00.000975 Jul-01183.59960.0958
>270.0182680.0042260.0224940.000313 00.0001630.0314030.9685970.019816
> 0.0136060.3181030.213516 0.151597.08489722.4493617.51187
0.008980638 0.0348500450.000945 0 0 Jun-01189.65850.0958
>13 0.0136950.9863050.013724
> 0.0100070.1525110.152807 0.1136956.10056412.4997614.96456
0.002468357 0.02580880.000932 0 0 May-01192.40220.0959
>36 0.0142470.9857530.010672
> 0.0090830.1581850.120806 0.1037165.10351115.4976714.68808
0 0.021137477 0 0 0 Apr-01195.29350.0959
>26 0.0132290.9867710.007356
> 0.0073560.1476910.084787 0.0847874.11278817.9551413.59228
0 0.000957578 0 0 0 Mar-01198.02210.0959
>38 0.00451 0.99549
> 0.0044060.052803 0.0516153.1208598.459639
0 0 0 0 0 Feb-01199.03020.0959
>45 0.0043020.995698
> 0.0043020.050425 0.0504252.12317711.87498
0.03301234 0.055234230.0272740.0115080.005461
BankruptREO Group 1 Group 1 Group
>1
> Group 1 Group 1 Group 1
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
0.015038589 0.0368725050.0272740.0115080.005461 Dec-01116.70720.0968
>78 0.027930.0192550.0471850.0114570.0054640.0024560.0280270.9719730.024394
> 0.0180120.2890310.256482 0.19597112.11374 11.929911.53129
0.033012344 0.0546103020.0132710.0107970.002613 Nov-01120.14420.0968
>050.0280280.017653 0.045680.0071290.0035460.0015460.0296250.9703750.026834
> 0.0170050.3029360.278486 0.1860211.1213713.6195413.75139
0.023076628 0.0523959050.0125080.0104760.002536 Oct-01123.88480.0968
>940.0276540.0123780.0400320.0051320.001746 0.001110.0154690.9845310.025486
> 0.0155930.1706240.266402 0.17187410.128288.42316614.59582
0.016513572 0.0440598920.014242 00.001421 Sep-01125.90560.0969
>540.0261460.0085320.0346780.003048 00.0006880.0352990.9647010.027369
> 0.0156080.3503040.283231 0.172039.12757719.1893217.42685
0.019072094 0.0552342330.001448 00.001371 Aug-01130.58710.0969
>770.0217780.0057790.0275570.000674 00.0004510.0255880.9744120.019971
> 0.0127630.2673240.215008 0.1428488.12209316.4565715.07378
0.008818838 0.039936911 0 00.001335 Jul-01134.09270.0969
>710.0157510.0026010.0183510.000433 00.0002230.0211650.9788350.015208
> 0.0106090.2264040.167982 0.120136 7.1292115.87859 13.6779
0.005421976 0.0278433780.001307 0 0 Jun-01137.0693 0.096
>97 0.0131210.9868790.011451
> 0.0084840.1465690.129076 0.0971926.14430211.9272512.53843
0.001363088 0.020721476 0.00129 0 0 May-01138.96980.0969
>98 0.0113110.9886890.009167
> 0.007322 0.12760.104626 0.0844075.14839912.3922512.59944
0 0.020270961 0 0 0 Apr-01 140.6380.0969
>79 0.0099180.9900820.005988
> 0.0059880.1127290.069539 0.0695394.14899913.5850411.01558
0 0.001334191 0 0 0 Mar-01142.12490.0969
>89 0.0062660.993734
> 0.0040180.072654 0.0471623.15860911.50094
0 0 0 0 0 Feb-01143.09910.0969
>89 0.0017650.998235
> 0.001765 0.02097 0.020972.1616014.850595
0.05122443 0.12169310.0399040.0328760.013855
BankruptREO Group 2 Group 2 Group
>2
> Group 2 Group 2 Group 2
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
0.02054562 0.0635467270.0399040.0184960.013855 Dec-0143.109840.0929
>110.0456850.0375840.0832690.0237860.0139310.0046860.0068820.9931180.017972
> 0.0238340.0795270.195576 0.25134111.956723.3256388.929977
0.038802147 0.0674601710.0380120.0328760.007203 Nov-0143.434670.0928
>990.0443280.037203 0.081530.0171350.0108480.002377 0.0201 0.97990.034166
> 0.0255130.2162460.341083 0.2666510.957059.86789917.14217
0.039332698 0.0668749860.0293610.0322120.007057 Oct-0144.351650.0927
>630.0451670.0316260.076794 0.01080.0053690.001176 0.02683 0.973170.035439
> 0.0261130.2784540.351432 0.2720479.93788814.0097319.64284
0.051224431 0.09457810.035437 0 0 Sep-0145.600710.0928
>710.0444720.0250710.0695420.005906 0 00.0552050.9447950.045878
> 0.0260230.4941190.430826 0.2712428.95101827.6012527.08053
0.047912508 0.121693102 0 0 0 Aug-01 48.29210.0927
>710.0372460.0165330.053779 0 0 00.0239710.9760290.032594
> 0.0217810.2525980.328097 0.232237.94773315.8912123.54858
0.027689033 0.085463732 0 0 0 Jul-0149.506880.0928
>450.0249490.0085480.033497 0 0 00.0580870.9419130.031878
> 0.0214160.5123240.322106 0.2287816.96487436.77911 26.9346
0.018256002 0.053112351 0 0 0 Jun-0152.589150.0928
>03 0.0151890.9848110.019552
> 0.0139120.1677890.210963 0.1547475.98656614.0137821.10624
0.005343007 0.039040207 0 0 0 May-0153.432310.0932
>02 0.0218020.9781980.014543
> 0.0135930.2324250.161209 0.1514554.98676523.3041620.09882
0 0.023367174 0 0 0 Apr-0154.655450.0932
>49 0.0216490.9783510.010841
> 0.010841 0.23098 0.12261 0.122614.01961428.7316720.27864
0 0 0 0 0 Mar-0155.897270.0932
>48 1.87E-050.999981
> 0.0053930.000225 0.0628253.0248760.037148
0 0 0 0 0 Feb-0155.931080.0932
>98 0.0107370.989263
> 0.0107370.121506 0.1215062.02487130.00332
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
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
14.919563664.002 0 1 0 0 0 0
> 0 0 0 0
> 3 3Collection Account Repor 8 3
> 0
15.840964558.949 0 1 0 0 0 0
> 0 0 0 0
> 4 4Credit Enhancement Repor 11 1
16.443113169.287 0 1 0 0 0 0
> 0 0 0 0
> 5 5Collateral Report 12 3
> 0
17.902667271.528 0 1 0 0 0 0
> 0 0 0 0
> 6 6Delinquency Report 15 3
> 0
16.514164615.217 0 1 0 0 0 0
> 0 0 0 0
> 7 7REO Report 18 1
16.449835952.451 0 1 0 0 0 0
> 0 0 0 0
> 8 Foreclosure Report 0
13.824132633.469 0 1 0 0 0 0
> 0 0 0 0
> 9 8Prepayment Report 19 3
> 0
14.344862780.796 0 1 0 0 0 0
> 0 0 0 0
> 10 9Prepayment Detail Report 22 1
13.59228 2618.16 0 1 0 0 0 0
> 0 0 0 0
> 11 10Realized Loss Report 23 3
> 0
9.842566897.2161 0 1 0 0
> 0 0 0
> 12 11Realized Loss Detail Rep 26 1
11.87498860.0237 0 1 0 0
> 0 0 0
> 13 12Triggers, Adj. Rate Cert 27 1
>
> 14 Other Related Information 0
>
> 15 Additional Certificate Report 0
>
> 16 Historical Certificate Payment Report
>
> 17 Credit Ratings
>
> Total Total Total Number of Pages 27
Group 1 Group 1 Group 1
> Group 1 Group 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
13.72972 3365.27 0 1 0 0 0 0
> 0 0 0 0
14.009533667.992 0 1 0 0 0 0
> 0 0 0 0
13.993991946.521 0 1 0 0 0 0
> 0 0 0 0
15.24394607.026 0 1 0 0 0 0
> 0 0 0 0
13.88291 3429.19 0 1 0 0 0 0
> 0 0 0 0
12.9222899.424 0 1 0 0 0 0
> 0 0 0 0
11.703121822.361 0 1 0 0 0 0
> 0 0 0 0
11.548691589.898 0 1 0 0 0 0
> 0 0 0 0
11.015581408.753 0 1 0 0 0 0
> 0 0 0 0
8.864764896.1692 0 1 0 0
> 0 0 0
4.850595252.9494 0 1 0 0
> 0 0 0
Group 2 Group 2 Group 2
> Group 2 Group 2
CUMPSA prep+cur1MMDR (1-MDR) 3MMDR 12MMDR CUMMDR 1MCDR 3MCDR 12MCDR
>CUMCDR 1MSDA 3MSDA 12MSDA CUMSDA loss_sev3M_loss_12M_lossCUM_loss_sever
>ity
18.00956298.7328 0 1 0 0 0 0
> 0 0 0 0
20.57447 890.957 0 1 0 0 0 0
> 0 0 0 0
22.736161222.767 0 1 0 0 0 0
> 0 0 0 0
24.710962664.502 0 1 0 0 0 0
> 0 0 0 0
23.252671186.027 0 1 0 0 0 0
> 0 0 0 0
25.413043053.028 0 1 0 0 0 0
> 0 0 0 0
19.30219811.1081 0 1 0 0 0 0
> 0 0 0 0
21.550021190.898 0 1 0 0 0 0
> 0 0 0 0
20.278641209.407 0 1 0 0 0 0
> 0 0 0 0
12.44123 1.04696 0 1 0 0
> 0 0 0
30.00332607.0743 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
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 3 1 1
1 1
0 0
0 3 3 1
1 1
0 3 3 1
1 1
1 1 1
0 0
0 1 0
0 0
0 0
27