8-K 1 sasco11a_july.txt 7/25/02 SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 8-K CURRENT REPORT Pursuant to Sec. 13 or 15(d) of the Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): July 25, 2002 STRUCTURED ASSET SECURITIES CORPORATION (as Depositor under the Trust Agreement, dated as of May 1, 2002 providing for the issuance of Structured Asset Securities Corporation Mortgage Pass-through Certificates, Series 2002-11A) STRUCTURED ASSET SECURITIES CORPORATION (Exact name of registrant as specified in its charter) Delaware 333-82904-11 74-2440858 (State or other jurisdiction (Commission File Number) (IRS Employer of incorporation or organization) Identification No.) 3 World Financial Center New York, NY 10285 (Address of principal executive offices) Registrant's telephone number, including area code : (212) 526-7000 N/A (Former name or former address, if changed since last report.) Item 5. Other Events. This report and the attached exhibit is being filed with respect to the Registrant's Structured Asset Securities Corporation Mortgage Pass-through Certificates, Series 2002-11A (the "Certificates") pursuant to "no-action" positions taken by the Securities and Exchange Commission with respect to alternative means of satisfying the Registrant's reporting obligations under the Securities Exchange Act of 1934, as amended. The Certificates were issued, and this report and exhibit is being filed, pursuant to the terms of the Trust Agreement, dated as of May 1, 2002 among Structured Asset Securities Corporation, as depositor, Aurora Loan Services Inc., as master servicer, and JPMorgan Chase Bank, as Trustee. On July 25, 2002 distributions were made to the Certificateholders. Specific information with respect to the distributions is filed as Exhibit 99.1. No other reportable transactions or matters have occurred during the current reporting period. Item 7. Financial Statements and Exhibits. (a) Not applicable (b) Not applicable (c) The following exhibit is filed as part of this report: Statement to Certificateholders on July 25, 2002 is filed as Exhibit 99.1 hereto. -2- 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. JPMORGAN CHASE BANK, not in its individual capacity but solely as Trustee under the Agreement referred to herein Date: July 30, 2002 By: -------------------------------------------- Mark W. McDermott Assistant Vice President -3- INDEX TO EXHIBITS Exhibit Number Description of Exhibits 99.1 Monthly Certificateholder Statement on July 25, 2002 -4- Exhibit 99.1 Monthly Certificateholder Statement on July 25, 2002 -5- STRUCTURED ASSET SECURITIES CORP. MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-11A STATEMENT TO CERTIFICATEHOLDERS July 25, 2002 ----------------------------------------------------------------------------------------------------------------------------------- DISTRIBUTION IN DOLLARS ----------------------------------------------------------------------------------------------------------------------------------- Original Beginning Ending Face Principal Realized Deferred Principal Class Value Balance Principal Interest Total Losses Interest Balance ----------------------------------------------------------------------------------------------------------------------------------- IA1 234,221,000.00 229,722,281.58 6,183,145.91 773,058.45 6,956,204.36 0.00 0.00 223,539,135.67 IIA1 95,350,000.00 93,814,914.56 1,823,676.94 437,802.93 2,261,479.87 0.00 0.00 91,991,237.62 IIA2 100,000,000.00 100,000,000.00 0.00 466,666.67 466,666.67 0.00 0.00 100,000,000.00 IIA3 161,930,000.00 160,657,533.22 1,511,686.75 749,735.16 2,261,421.91 0.00 0.00 159,145,846.47 IIA4 578,572.00 577,973.92 597.13 0.00 597.13 0.00 0.00 577,376.79 IIIA 32,486,000.00 32,456,411.14 32,173.02 169,660.11 201,833.13 0.00 0.00 32,424,238.12 IVA 140,270,000.00 134,992,173.59 6,147,585.71 677,629.36 6,825,215.07 0.00 0.00 128,844,587.88 VA 96,728,000.00 91,765,613.87 7,058,115.86 466,540.54 7,524,656.40 0.00 0.00 84,707,498.01 VIA 61,463,000.00 60,629,634.39 4,476,107.75 278,438.82 4,754,546.57 0.00 0.00 56,153,526.64 IB1 5,108,000.00 5,105,829.30 2,164.92 17,182.07 19,346.99 0.00 0.00 5,103,664.38 IB2 3,239,000.00 3,237,623.55 1,372.78 11,974.42 13,347.20 0.00 0.00 3,236,250.77 IIB1 10,121,000.00 10,113,387.07 7,692.19 48,716.17 56,408.36 0.00 0.00 10,105,694.88 IIB2 8,314,000.00 8,307,746.28 6,318.83 40,018.40 46,337.23 0.00 0.00 8,301,427.45 B3 9,121,000.00 9,114,995.30 6,052.69 41,853.85 47,906.54 0.00 0.00 9,108,942.61 IB4 2,117,000.00 2,116,100.36 897.25 8,531.81 9,429.06 0.00 0.00 2,115,203.11 IB5 872,000.00 871,629.43 369.58 3,514.28 3,883.86 0.00 0.00 871,259.85 IB6 998,822.00 998,397.54 423.32 4,025.39 4,448.71 0.00 0.00 997,974.22 IIB4 5,058,000.00 5,054,195.42 3,844.19 24,346.05 28,190.24 0.00 0.00 5,050,351.23 IIB5 2,167,000.00 2,165,370.00 1,646.97 10,430.58 12,077.55 0.00 0.00 2,163,723.03 IIB6 2,187,529.00 2,185,883.76 1,662.57 10,529.40 12,191.97 0.00 0.00 2,184,221.19 R 100.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 0.00 37,538.22 37,538.22 0.00 0.00 0.00 TOTALS 972,330,023.00 953,887,694.28 27,265,534.36 4,278,192.68 31,543,727.04 0.00 0.00 926,622,159.92 IA2 234,221,000.00 229,722,281.58 0.00 153,148.19 153,148.19 0.00 0.00 223,539,135.67 IIA5 61,364,939.00 60,713,874.19 0.00 283,331.41 283,331.41 0.00 0.00 59,984,292.67 IB1X 5,108,000.00 5,105,829.30 0.00 3,403.89 3,403.89 0.00 0.00 5,103,664.38 IB2X 3,239,000.00 3,237,623.55 0.00 1,079.21 1,079.21 0.00 0.00 3,236,250.77 IB3 2,616,000.00 2,614,888.30 1,108.74 10,542.85 11,651.59 0.00 0.00 2,613,779.56 IIB3 6,505,000.00 6,500,107.00 4,943.95 31,311.00 36,254.95 0.00 0.00 6,495,163.05 ----------------------------------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------------------------- --------------------------- Factor Information Per $1,000 of Original Face Pass-through Rates --------------------------------------------------------------------------------------------------- --------------------------- Current Beginning Ending Class Pass-thru Class cusip Principal Principal Interest Total Principal Rate (%) --------------------------------------------------------------------------------------------------- --------------------------- IA1 86358RP43 980.79284770 26.39876830 3.30055140 29.69931970 954.39407940 IA1 4.038224 % IIA1 86358RP68 983.90051977 19.12613466 4.59153571 23.71767037 964.77438511 IIA1 5.600000 % IIA2 86358RP76 1,000.00000000 0.00000000 4.66666670 4.66666670 1,000.00000000 IIA2 5.600000 % IIA3 86358RP84 992.14187130 9.33543352 4.62999543 13.96542895 982.80643778 IIA3 5.600000 % IIA4 86358RP92 998.96628250 1.03207552 0.00000000 1.03207552 997.93420698 IIA4 0.000000 % IIIA 86358RQ34 999.08918119 0.99036570 5.22256080 6.21292649 998.09881549 IIIA 6.272786 % IVA 86358RQ42 962.37380473 43.82680338 4.83089299 48.65769637 918.54700135 IVA 6.023721 % VA 86358RQ59 948.69752161 72.96869428 4.82322120 77.79191547 875.72882733 VA 6.100854 % VIA 86358RQ67 986.44118234 72.82605389 4.53018597 77.35623985 913.61512845 VIA 5.510945 % IB1 86358RL88 999.57503915 0.42382929 3.36375685 3.78758614 999.15120987 IB1 4.038224 % IB2 86358RM20 999.57503859 0.42382834 3.69694968 4.12077802 999.15121025 IB2 4.438224 % IIB1 86358RM46 999.24780852 0.76002273 4.81337516 5.57339789 998.48778579 IIB1 5.780398 % IIB2 86358RM53 999.24780852 0.76002285 4.81337503 5.57339788 998.48778566 IIB2 5.780398 % B3 86358RM61 999.34166210 0.66359939 4.58873479 5.25233417 998.67806271 B3 5.510109 % IB4 86358RM79 999.57504015 0.42383089 4.03014171 4.45397260 999.15120926 IB4 4.838224 % IB5 86358RM87 999.57503440 0.42383028 4.03013761 4.45396789 999.15120413 IB5 4.838224 % IB6 86358RM95 999.57503940 0.42381926 4.03013750 4.45395676 999.15122014 IB6 4.838224 % IIB4 86358RN29 999.24780941 0.76002175 4.81337485 5.57339660 998.48778766 IIB4 5.780398 % IIB5 86358RN37 999.24780803 0.76002307 4.81337333 5.57339640 998.48778496 IIB5 5.780398 % IIB6 86358RN45 999.24790026 0.76002192 4.81337619 5.57339811 998.48787833 IIB6 5.780398 % R 86358RQ75 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 4.838224 % TOTALS 981.03285069 28.04144037 4.39993889 32.44137926 952.99141032 IA2 86358RP50 980.79284770 0.00000000 0.65386191 0.65386191 954.39407940 IA2 0.800000 % IIA5 86358RQ26 989.39028017 0.00000000 4.61715459 4.61715459 977.50105594 IIA5 5.600000 % IB1X 86358RL96 999.57503915 0.00000000 0.66638410 0.66638410 999.15120987 IB1X 0.800000 % IB2X 86358RM38 999.57503859 0.00000000 0.33319234 0.33319234 999.15121025 IB2X 0.400000 % IB3 N/A 999.57503823 0.42383028 4.03014144 4.45397171 999.15120795 IB3 4.838224 % IIB3 N/A 999.24780938 0.76002306 4.81337433 5.57339739 998.48778632 IIB3 5.780398 % --------------------------------------------------------------------------------------------------- --------------------------- -6- If there are any questions or comments, please contact the Relationship Manager listed below. -------------------------------------- Nadezhka Thomas JPMorgan Chase Bank - Structured Finance Services 450 West 33rd St, 14th Floor New York, New York 10001 Tel: (212) 946-7959 Fax: (212) 946-8744 Email: Nadezhka.Thomas@chase.com --------------------------------------- Total Scheduled Principal Amounts 642,079.67 Group 1 Scheduled Principal Amounts 103,740.94 Group 2 Scheduled Principal Amounts 225,740.94 Group 3 Scheduled Principal Amounts 28,812.00 Group 4 Scheduled Principal Amounts 128,212.05 Group 5 Scheduled Principal Amounts 887,610.24 Group 6 Scheduled Principal Amounts 68,266.38 Total Unscheduled Principal Amounts 26,623,454.69 Group 1 Unscheduled Principal Amounts 6,085,741.56 Group 2 Unscheduled Principal Amounts 3,121,296.64 Group 3 Unscheduled Principal Amounts 4,730.45 Group 4 Unscheduled Principal Amounts 6,025,685.41 Group 5 Unscheduled Principal Amounts 6,974,877.25 Group 6 Unscheduled Principal Amounts 4,411,123.38 Total Net Liquidation Proceeds 0.00 Group 1 Net Liquidation Proceeds 0.00 Group 2 Net Liquidation Proceeds 0.00 Group 3 Net Liquidation Proceeds 0.00 Group 4 Net Liquidation Proceeds 0.00 Group 5 Net Liquidation Proceeds 0.00 Group 6 Net Liquidation Proceeds 0.00 Total Insurance Proceeds 0.00 Group 1 Insurance Proceeds 0.00 Group 2 Insurance Proceeds 0.00 Group 3 Insurance Proceeds 0.00 Group 4 Insurance Proceeds 0.00 Group 5 Insurance Proceeds 0.00 Group 6 Insurance Proceeds 0.00 Aggregate Advances 0.00 Group 1 Aggregate Advances 0.00 Group 2 Aggregate Advances 0.00 Group 3 Aggregate Advances 0.00 Group 4 Aggregate Advances 0.00 Group 5 Aggregate Advances 0.00 Group 6 Aggregate Advances 0.00 Ending Principal Balance 926,622,159.53 Group 1 Ending Principal Balance 238,477,267.57 Group 2 Ending Principal Balance 369,539,589.42 Group 3 Ending Principal Balance 34,042,496.96 Group 4 Ending Principal Balance 135,827,896.84 Group 5 Ending Principal Balance 89,522,583.88 Group 6 Ending Principal Balance 59,212,325.26 Current Period Realized Losses 0.00 Group 1 Current Period Realized Losses 0.00 Group 2 Current Period Realized Losses 0.00 Group 3 Current Period Realized Losses 0.00 Group 4 Current Period Realized Losses 0.00 Group 5 Current Period Realized Losses 0.00 Group 6 Current Period Realized Losses 0.00 Fraud Loss Limit 19,446,600.00 Bankruptcy Loss Loss Limit 276,863.00 Special Hazard Loss Loss Limit 21,173,761.00 Bankruptcy Losses 0.00 Group 1 Bankruptcy Losses 0.00 Group 2 Bankruptcy Losses 0.00 Group 3 Bankruptcy Losses 0.00 Group 4 Bankruptcy Losses 0.00 Group 5 Bankruptcy Losses 0.00 Fraud Losses 0.00 Group 1 Fraud Losses 0.00 Group 2 Fraud Losses 0.00 Group 3 Fraud Losses 0.00 Group 4 Fraud Losses 0.00 Group 5 Fraud Losses 0.00 -7- Special Hazard Losses 0.00 Group 1 Special Hazard Losses 0.00 Group 2 Special Hazard Losses 0.00 Group 3 Special Hazard Losses 0.00 Group 4 Special Hazard Losses 0.00 Group 5 Special Hazard Losses 0.00 Servicing Fees 273,129.85 Trustee Fees 4,371.99 Master Service Fee 97.80 Sec. 4.03(ix)Number and Aggregate Principal Amounts of Mortgage Loans in Delinquency Group 1 ----------------------------- Category Number Principal Balance Percentage 1 Month 12 7,983,495.52 3.35 % 2 Month 0 0.00 0.00 % 3 Month 0 0.00 0.00 % Total 12 7,983,495.52 3.35 % Group 2 ----------------------------- Category Number Principal Balance Percentage 1 Month 24 10,179,394.24 2.75 % 2 Month 1 312,767.01 0.08 % 3 Month 0 0.00 0.00 % Total 25 10,492,161.25 2.83 % Group 3 ----------------------------- Category Number Principal Balance Percentage 1 Month 1 80,600.37 0.24 % 2 Month 0 0.00 0.00 % 3 Month 0 0.00 0.00 % Total 1 80,600.37 0.24 % Group 4 ----------------------------- Category Number Principal Balance Percentage 1 Month 9 4,042,481.30 2.98 % 2 Month 0 0.00 0.00 % 3 Month 0 0.00 0.00 % Total 9 4,042,481.30 2.98 % Group 5 ----------------------------- Category Number Principal Balance Percentage 1 Month 3 1,074,457.96 1.20 % 2 Month 0 0.00 0.00 % 3 Month 0 0.00 0.00 % Total 3 1,074,457.96 1.20 % Group 6 ----------------------------- Category Number Principal Balance Percentage 1 Month 2 1,125,483.50 1.90 % 2 Month 0 0.00 0.00 % 3 Month 0 0.00 0.00 % Total 2 1,125,483.50 1.90 % Group Totals ----------------------------- Category Number Principal Balance Percentage 1 Month 51 24,485,912.89 2.64 % 2 Month 1 312,767.01 0.03 % 3 Month 0 0.00 0.00 % Total 52 24,798,679.90 2.67 % -8- Number and Aggregate Principal Amounts of Mortgage Loans in Foreclosure Group 1 ----------------------------- Number Principal Balance Percentage 0 0.00 0.00 % Group 2 ----------------------------- Number Principal Balance Percentage 0 0.00 0.00 % Group 3 ----------------------------- Number Principal Balance Percentage 0 0.00 0.00 % Group 4 ----------------------------- Number Principal Balance Percentage 0 0.00 0.00 % Group 5 ----------------------------- Number Principal Balance Percentage 0 0.00 0.00 % Group 6 ----------------------------- Number Principal Balance Percentage 0 0.00 0.00 % Group Totals ----------------------------- Number Principal Balance Percentage 0 0.00 0.00 % Sec. 4.03(x)Number and Aggregate Principal Amounts of REO Loans Group 1 ----------------------------- Number Principal Balance Percentage 0 0.00 0.00 % Group 2 ----------------------------- Number Principal Balance Percentage 0 0.00 0.00 % Group 3 ----------------------------- Number Principal Balance Percentage 0 0.00 0.00 % Group 4 ----------------------------- Number Principal Balance Percentage 0 0.00 0.00 % Group 5 ----------------------------- Number Principal Balance Percentage 0 0.00 0.00 % Group 6 ----------------------------- Number Principal Balance Percentage 0 0.00 0.00 % Group Totals ----------------------------- Number Principal Balance Percentage 0 0.00 0.00 % -9- Aggregate Outstanding Interest Shortfalls Class ia1 shortfall 0.00 Class ia2 shortfall 0.00 Class iia1 shortfall 0.00 Class iia2 shortfall 0.00 Class iia3 shortfall 0.00 Class iia5 shortfall 0.00 Class iiia shortfall 0.00 Class iva shortfall 0.00 Class va shortfall 0.00 Class via shortfall 0.00 Class ib1 shortfall 0.00 Class ib1x shortfall 0.00 Class ib2 shortfall 0.00 Class ib2x shortfall 0.00 Class ib3 shortfall 0.00 Class ib4 shortfall 0.00 Class ib5 shortfall 0.00 Class ib6 shortfall 0.00 Class iib1 shortfall 0.00 Class iib2 shortfall 0.00 Class iib3 shortfall 0.00 Class iib4 shortfall 0.00 Class iib5 shortfall 0.00 Class iib6 shortfall 0.00 Class r shortfall 0.00 Sec. 4.03(viv)Aggregate Outstanding Prepayment Interest Shortfalls Class ia1 shortfall 0.00 Class ia2 shortfall 0.00 Class iia1 shortfall 0.00 Class iia2 shortfall 0.00 Class iia3 shortfall 0.00 Class iia4 shortfall 0.00 Class iia5 shortfall 0.00 Class iiia shortfall 0.00 Class iva shortfall 0.00 Class iia5 shortfall 0.00 Class via shortfall 0.00 Class ib1 shortfall 0.00 Class ib1x shortfall 0.00 Class ib2 shortfall 0.00 Class ib2x shortfall 0.00 Class ib3 shortfall 0.00 Class ib4 shortfall 0.00 Class ib5 shortfall 0.00 Class ib6 shortfall 0.00 Class iib1 shortfall 0.00 Class iib2 shortfall 0.00 Class iib3 shortfall 0.00 Class iib4 shortfall 0.00 Class iib5 shortfall 0.00 Class iib6 shortfall 0.00 Class r shortfall 0.00 Total Relief Act Class ia1 Relief Act Shortfall 0.00 Class ia2 Relief Act Shortfall 0.00 Class iia1 Relief Act Shortfall 0.00 Class iia2 Relief Act Shortfall 0.00 Class iia3 Relief Act Shortfall 0.00 Class iiia Relief Act Shortfall 0.00 Class iia4 Relief Act Shortfall 0.00 Class iia5 Relief Act Shortfall 0.00 Class iva Relief Act Shortfall 0.00 Class va Relief Act Shortfall 0.00 Class via Relief Act Shortfall 0.00 Class ib1 Relief Act Shortfall 0.00 Class ib1x Relief Act Shortfall 0.00 Class ib2 Relief Act Shortfall 0.00 Class ib2x Relief Act Shortfall 0.00 Class ib3 Relief Act Shortfall 0.00 Class ib4 Relief Act Shortfall 0.00 Class ib5 Relief Act Shortfall 0.00 Class ib6 Relief Act Shortfall 0.00 -10- Class via Relief Act Shortfall 0.00 Class iib1 Relief Act Shortfall 0.00 Class iib2 Relief Act Shortfall 0.00 Class iib3 Relief Act Shortfall 0.00 Class iib4 Relief Act Shortfall 0.00 Class iib5 Relief Act Shortfall 0.00 Class iib6 Relief Act Shortfall 0.00 Class r Relief Act Shortfall 0.00 Total PPIS Act Class ia1 ppis Act Shortfall 0.00 Class ia2 ppis Act Shortfall 0.00 Class iia1 ppis Act Shortfall 0.00 Class iia2 ppis Act Shortfall 0.00 Class iia3 ppis Act Shortfall 0.00 Class iia4 ppis Act Shortfall 0.00 Class iia5 ppis Act Shortfall 0.00 Class iiia ppis Act Shortfall 0.00 Class iva ppis Act Shortfall 0.00 Class va ppis Act Shortfall 0.00 Class via ppis Act Shortfall 0.00 Class ib1 ppis Act Shortfall 0.00 Class ib1x ppis Act Shortfall 0.00 Class ib2 ppis Act Shortfall 0.00 Class ib2x ppis Act Shortfall 0.00 Class ib3 ppis Act Shortfall 0.00 Class ib4 ppis Act Shortfall 0.00 Class ib5 ppis Act Shortfall 0.00 Class ib6 ppis Act Shortfall 0.00 Class via ppis Act Shortfall 0.00 Class iib1 ppis Act Shortfall 0.00 Class iib2 ppis Act Shortfall 0.00 Class iib3 ppis Act Shortfall 0.00 Class iib4 ppis Act Shortfall 0.00 Class iib5 ppis Act Shortfall 0.00 Class iib6 ppis Act Shortfall 0.00 Class r ppis Act Shortfall 0.00 Copyright 2001 J.P. Morgan Chase & Co. All rights reserved.

Delaware 333-82904 74-2440850 ---------------------------------------- ------------------------------------- ------------------------------------- (State or other (Commission (IRS Employer jurisdiction of File Number) Identification No.) incorporation)

1.1 Terms Agreement, dated May 28, 2002, between Structured Asset Securities Corporation, as Depositor and Lehman Brothers Inc., as the Underwriter. 4.1 Trust Agreement, dated as of May 1, 2002, among Structured Asset Securities Corporation, as Depositor, Aurora Loan Services Inc., as Master Servicer and JPMorgan Chase Bank, as Trustee. 99.1 Mortgage Loan Sale and Assignment Agreement, dated as of May 1, 2002, between Lehman Brothers Bank, FSB, as Seller and Structured Asset Securities Corporation, as Purchaser. 99.2 Mortgage Loan Sale and Assignment Agreement, dated as of May 1, 2002, between Lehman Capital, A Division of Lehman Brothers Holdings Inc., as Seller and Structured Asset Securities Corporation, as Purchaser. 99.3 Servicing Agreement, dated as of May 1, 2002, among Lehman Brothers Bank, FSB, Lehman Capital, A Division of Lehman Brothers Holdings Inc. and Aurora Loan Services Inc. 99.4 Reconstituted Servicing Agreement, dated as of May 1, 2002, between ABN AMRO Mortgage Group, Inc. and Lehman Brothers Bank, FSB. 99.5 Reconstituted Servicing Agreement, dated as of May 1, 2002, between Bank of America, N.A. and Lehman Brothers Bank, FSB. 99.6 Reconstituted Servicing Agreement, dated as of May 1, 2002, between Cendant Mortgage Corporation and Lehman Brothers Bank, FSB. 99.7 Reconstituted Servicing Agreement, dated as of May 1, 2002, between GreenPoint Mortgage Funding, Inc. and Lehman Brothers Bank, FSB.

99.8 Reconstituted Servicing Agreement, dated as of May 1, 2002, between National City Mortgage Co. and Lehman Brothers Bank, FSB. 99.9 Reconstituted Servicing Agreement, dated as of May 1, 2002, between Wells Fargo Home Mortgage, Inc. and Lehman Brothers Bank, FSB. 99.10 Seller's Warranties and Servicing Agreement, dated as of February 1, 2002, by and between ABN AMRO Mortgage Group, Inc. and Lehman Brothers Bank, FSB. 99.11 Mortgage Loan Sale and Servicing Agreement, dated as of January 25, 2002, by and between Bank of America, N.A. and Lehman Brothers Bank, FSB. 99.12 Mortgage Loan Flow Purchase, Sale & Servicing Agreement, dated as of February 2, 2001, among National Bank Commerce, Cendant Mortgage Corporation and Bishop's Gate Residential Mortgage Trust (formerly known as Cendant Residential Mortgage Trust). 99.13 Flow Interim Servicing Agreement, dated as of December 12, 2001, between Lehman Brothers Bank, FSB and GreenPoint Mortgage Funding, Inc. 99.14 Seller's Warranties and Servicing Agreement, dated as of August 1, 2001, between Lehman Brothers Bank, FSB and National City Home Mortgage Co. 99.15 Seller's Warranties and Servicing Agreement, dated as of April 1, 2002 (WFHM Series 2002-W21), between Lehman Brothers Bank, FSB and Wells Fargo Home Mortgage, Inc.

Exhibit No. Description Page No. ----------- ----------- -------- 1.1 Terms Agreement, dated May 28, 2002, between Structured Asset Securities Corporation, as Depositor and Lehman Brothers Inc., as the Underwriter. 4.1 Trust Agreement, dated as of May 1, 2002, among Structured Asset Securities Corporation, as Depositor, Aurora Loan Services Inc., as Master Servicer and JPMorgan Chase Bank, as Trustee. 99.1 Mortgage Loan Sale and Assignment Agreement, dated as of May 1, 2002, between Lehman Brothers Bank, FSB, as Seller and Structured Asset Securities Corporation, as Purchaser. 99.2 Mortgage Loan Sale and Assignment Agreement, dated as of May 1, 2002, between Lehman Capital, A Division of Lehman Brothers Holdings Inc., as Seller and Structured Asset Securities Corporation, as Purchaser. 99.3 Servicing Agreement, dated as of May 1, 2002, among Lehman Brothers Bank, FSB, Lehman Capital, A Division of Lehman Brothers Holdings Inc. and Aurora Loan Services Inc. 99.4 Reconstituted Servicing Agreement, dated as of May 1, 2002, between ABN AMRO Mortgage Group, Inc. and Lehman Brothers Bank, FSB. 99.5 Reconstituted Servicing Agreement, dated as of May 1, 2002, between Bank of America, N.A. and Lehman Brothers Bank, FSB. 99.6 Reconstituted Servicing Agreement, dated as of May 1, 2002, between Cendant Mortgage Corporation and Lehman Brothers Bank, FSB. 99.7 Reconstituted Servicing Agreement, dated as of May 1, 2002, between GreenPoint Mortgage Funding, Inc. and Lehman Brothers Bank, FSB. 99.8 Reconstituted Servicing Agreement, dated as of May 1, 2002, between National City Mortgage Co. and Lehman Brothers Bank, FSB.

Exhibit No. Description Page No. ----------- ----------- -------- 99.9 Reconstituted Servicing Agreement, dated as of May 1, 2002, between Wells Fargo Home Mortgage, Inc. and Lehman Brothers Bank, FSB. 99.10 Seller's Warranties and Servicing Agreement, dated as of February 1, 2002, by and between ABN AMRO Mortgage Group, Inc. and Lehman Brothers Bank, FSB. 99.11 Mortgage Loan Sale and Servicing Agreement, dated as of January 25, 2002, by and between Bank of America, N.A. and Lehman Brothers Bank, FSB. 99.12 Mortgage Loan Flow Purchase, Sale & Servicing Agreement, dated as of February 2, 2001, among National Bank Commerce, Cendant Mortgage Corporation and Bishop's Gate Residential Mortgage Trust (formerly known as Cendant Residential Mortgage Trust). 99.13 Flow Interim Servicing Agreement, dated as of December 12, 2001, between Lehman Brothers Bank, FSB and GreenPoint Mortgage Funding, Inc. 99.14 Seller's Warranties and Servicing Agreement, dated as of August 1, 2001, between Lehman Brothers Bank, FSB and National City Home Mortgage Co. 99.15 Seller's Warranties and Servicing Agreement, dated as of April 1, 2002 (WFHM Series 2002-W21), between Lehman Brothers Bank, FSB and Wells Fargo Home Mortgage, Inc.

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