-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, SPl3l0lGsJx4igPIg6OKFQ5fnrP+Oiz5ByfUKvvYuYb+YCGDJkPd4ciqrLafJAgJ mPfUcQF6Xm6erovZW3ppXg== 0001056404-02-001089.txt : 20020905 0001056404-02-001089.hdr.sgml : 20020905 20020905104327 ACCESSION NUMBER: 0001056404-02-001089 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020826 ITEM INFORMATION: Financial statements and exhibits FILED AS OF DATE: 20020905 FILER: COMPANY DATA: COMPANY CONFORMED NAME: STRUCTURED ASSET SEC CORP MORT PASS THR CERT SER 2002-3 CENTRAL INDEX KEY: 0001168429 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-82146-02 FILM NUMBER: 02757091 BUSINESS ADDRESS: STREET 1: 3 WORLD FINANCIAL CENTER CITY: NEW YORK STATE: NY ZIP: 10285 8-K 1 sac02003.txt AUGUST 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): August 26, 2002 STRUCTURED ASSET SECURITIES CORPORATION Mortgage Pass-Through Certificates, Series 2002-3 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-82146-02 Pooling and Servicing Agreement) (Commission (State or other File Number) Pending jurisdiction IRS EIN of Incorporation) c/o Wells Fargo Bank Minnesota, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (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 August 26, 2002 a distribution was made to holders of STRUCTURED ASSET SECURITIES CORPORATION, Mortgage Pass-Through Certificates, Series 2002-3 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 2002-3 Trust, relating to the August 26, 2002 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. STRUCTURED ASSET SECURITIES CORPORATION Mortgage Pass-Through Certificates, Series 2002-3 Trust By: Wells Fargo Bank Minnesota, NA, as Securities Administrator By: /s/ Beth Belfield, Assistant Vice President By: Beth Belfield, Assistant Vice President Date: 8/26/02 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2002-3 Trust, relating to the August 26, 2002 distribution. EX-99.1
Structured Asset Securities Corporation Mortgage Pass-Through Certificates Record Date: 7/31/02 Distribution Date: 8/26/02 SASC Series: 2002-3 Contact: Customer Service - CTSLink Wells Fargo Bank Minnesota, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution 1A1 86358RVY0 SEN 5.50000% 25,000,000.00 114,577.04 0.00 1A2 86358RVZ7 SEN 2.18688% 45,615,300.00 83,124.76 0.00 1A3 86358RWA1 IO 6.31312% 0.00 239,965.87 0.00 1A5 86358RWB9 SEN 6.50000% 11,754,031.42 63,664.17 1,563,185.40 1A6 86358RWC7 SEN 6.50000% 80,774,296.91 437,503.41 5,242,026.78 1A8 86358RXQ5 SEN 5.50000% 48,500,000.00 222,279.46 0.00 1A9 86358RXR3 SEN 5.50000% 17,730,700.00 81,261.24 0.00 2A1 86358RWD5 SEN 6.50000% 27,893,113.66 151,087.70 866,961.18 2A2 86358RWE3 SEN 6.50000% 12,781,000.00 69,230.42 0.00 2AP 86358RWF0 PO 0.00000% 529,435.48 0.00 537.45 3A1 86358RWH6 SEN 6.50000% 8,879,508.22 48,097.34 583,316.09 3A2 86358RWJ2 SEN 6.50000% 15,080,177.39 81,684.29 215,747.05 4A1 86358RWK9 SEN 6.00000% 66,598,694.57 332,993.47 1,374,673.43 4A2 86358RWL7 SEN 2.48688% 16,649,673.64 34,504.78 343,668.36 4A3 86358RWM5 IO 6.01312% 0.00 83,430.40 0.00 A4 86358RWQ6 SEN 6.40000% 35,000,000.00 186,658.12 0.00 A7 86358RXS1 IO 6.50000% 0.00 1,166.67 0.00 AP 86358RWS2 PO 0.00000% 1,658,436.02 0.00 2,229.66 AX 86358RWT0 IO 6.50000% 0.00 21,089.59 0.00 B1 86358RWU7 SUB 6.50000% 11,087,887.24 60,056.96 9,281.09 B2 86358RWV5 SUB 6.50000% 4,717,804.89 25,553.74 3,949.03 B3 86358RWW3 SUB 6.50000% 3,538,602.66 19,167.35 2,961.98 B4 86358RXM4 SUB 6.50000% 1,413,249.98 7,654.79 1,182.96 B5 86358RXN2 SUB 6.50000% 1,649,289.61 8,933.29 1,380.53 B6 86358RXP7 SUB 6.50000% 1,661,958.07 9,001.91 1,390.94 CAP 86358RWP8 PO 0.00000% 327,629.79 0.00 409.10 CAX 86358RWN3 IO 6.50000% 0.00 16,965.43 0.00 IAX 86358RWR4 IO 0.56361% 0.00 12,575.28 0.00 PAX 86358RXT9 IO 6.50000% 0.00 76,660.79 0.00 E SEN 0.00000% 0.00 0.00 0.00 P SEN 0.00000% 0.00 60,773.36 0.00 R 86358RWZ1 SEN 6.50000% 0.00 0.00 0.00 ALR SAC023ALR SEN 0.00000% 0.00 0.00 0.00 Totals 438,840,789.55 2,549,661.63 10,212,901.03
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1A1 0.00 25,000,000.00 114,577.04 0.00 1A2 0.00 45,615,300.00 83,124.76 0.00 1A3 0.00 0.00 239,965.87 0.00 1A5 0.00 10,190,846.03 1,626,849.57 0.00 1A6 0.00 75,532,270.13 5,679,530.19 0.00 1A8 0.00 48,500,000.00 222,279.46 0.00 1A9 0.00 17,730,700.00 81,261.24 0.00 2A1 0.00 27,026,152.48 1,018,048.88 0.00 2A2 0.00 12,781,000.00 69,230.42 0.00 2AP 0.00 528,898.02 537.45 0.00 3A1 0.00 8,296,192.13 631,413.43 0.00 3A2 0.00 14,864,430.35 297,431.34 0.00 4A1 0.00 65,224,021.14 1,707,666.90 0.00 4A2 0.00 16,306,005.29 378,173.14 0.00 4A3 0.00 0.00 83,430.40 0.00 A4 0.00 35,000,000.00 186,658.12 0.00 A7 0.00 0.00 1,166.67 0.00 AP 0.00 1,656,206.36 2,229.66 0.00 AX 0.00 0.00 21,089.59 0.00 B1 0.00 11,078,606.15 69,338.05 0.00 B2 0.00 4,713,855.86 29,502.77 0.00 B3 0.00 3,535,640.68 22,129.33 0.00 B4 0.00 1,412,067.02 8,837.75 0.00 B5 0.00 1,647,909.08 10,313.82 0.00 B6 0.00 1,660,567.13 10,392.85 0.00 CAP 0.00 327,220.70 409.10 0.00 CAX 0.00 0.00 16,965.43 0.00 IAX 0.00 0.00 12,575.28 0.00 PAX 0.00 0.00 76,660.79 0.00 E 0.00 0.00 0.00 0.00 P 0.00 0.00 60,773.36 0.00 R 0.00 0.00 0.00 0.00 ALR 0.00 0.00 0.00 0.00 Totals 0.00 428,627,888.55 12,762,562.66 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) 1A1 25,000,000.00 25,000,000.00 0.00 0.00 0.00 0.00 1A2 45,615,300.00 45,615,300.00 0.00 0.00 0.00 0.00 1A3 0.00 0.00 0.00 0.00 0.00 0.00 1A5 20,000,000.00 11,754,031.42 47,861.48 1,515,323.91 0.00 0.00 1A6 100,076,000.00 80,774,296.91 160,499.96 5,081,526.83 0.00 0.00 1A8 48,500,000.00 48,500,000.00 0.00 0.00 0.00 0.00 1A9 17,730,700.00 17,730,700.00 0.00 0.00 0.00 0.00 2A1 30,000,000.00 27,893,113.66 35,517.62 831,443.56 0.00 0.00 2A2 12,781,000.00 12,781,000.00 0.00 0.00 0.00 0.00 2AP 532,046.00 529,435.48 518.71 18.74 0.00 0.00 3A1 10,000,000.00 8,879,508.22 17,358.72 565,957.36 0.00 0.00 3A2 15,602,000.00 15,080,177.39 6,420.35 209,326.70 0.00 0.00 4A1 69,440,000.00 66,598,694.57 62,315.26 1,312,358.17 0.00 0.00 4A2 17,360,000.00 16,649,673.64 15,578.81 328,089.54 0.00 0.00 4A3 0.00 0.00 0.00 0.00 0.00 0.00 A4 35,000,000.00 35,000,000.00 0.00 0.00 0.00 0.00 A7 0.00 0.00 0.00 0.00 0.00 0.00 AP 1,694,214.00 1,658,436.02 1,661.12 568.55 0.00 0.00 AX 0.00 0.00 0.00 0.00 0.00 0.00 B1 11,133,000.00 11,087,887.24 9,281.09 0.00 0.00 0.00 B2 4,737,000.00 4,717,804.89 3,949.03 0.00 0.00 0.00 B3 3,553,000.00 3,538,602.66 2,961.98 0.00 0.00 0.00 B4 1,419,000.00 1,413,249.98 1,182.96 0.00 0.00 0.00 B5 1,656,000.00 1,649,289.61 1,380.53 0.00 0.00 0.00 B6 1,668,720.00 1,661,958.07 1,390.94 0.00 0.00 0.00 CAP 329,619.00 327,629.79 322.85 86.25 0.00 0.00 CAX 0.00 0.00 0.00 0.00 0.00 0.00 IAX 0.00 0.00 0.00 0.00 0.00 0.00 PAX 0.00 0.00 0.00 0.00 0.00 0.00 E 0.00 0.00 0.00 0.00 0.00 0.00 P 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 ALR 0.00 0.00 0.00 0.00 0.00 0.00 Totals 473,827,699.00 438,840,789.55 368,201.41 9,844,699.61 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 1A1 0.00 25,000,000.00 1.00000000 0.00 1A2 0.00 45,615,300.00 1.00000000 0.00 1A3 0.00 0.00 0.00000000 0.00 1A5 1,563,185.40 10,190,846.03 0.50954230 1,563,185.40 1A6 5,242,026.78 75,532,270.13 0.75474909 5,242,026.78 1A8 0.00 48,500,000.00 1.00000000 0.00 1A9 0.00 17,730,700.00 1.00000000 0.00 2A1 866,961.18 27,026,152.48 0.90087175 866,961.18 2A2 0.00 12,781,000.00 1.00000000 0.00 2AP 537.45 528,898.02 0.99408326 537.45 3A1 583,316.09 8,296,192.13 0.82961921 583,316.09 3A2 215,747.05 14,864,430.35 0.95272596 215,747.05 4A1 1,374,673.43 65,224,021.14 0.93928602 1,374,673.43 4A2 343,668.36 16,306,005.29 0.93928602 343,668.36 4A3 0.00 0.00 0.00000000 0.00 A4 0.00 35,000,000.00 1.00000000 0.00 A7 0.00 0.00 0.00000000 0.00 AP 2,229.66 1,656,206.36 0.97756621 2,229.66 AX 0.00 0.00 0.00000000 0.00 B1 9,281.09 11,078,606.15 0.99511418 9,281.09 B2 3,949.03 4,713,855.86 0.99511418 3,949.03 B3 2,961.98 3,535,640.68 0.99511418 2,961.98 B4 1,182.96 1,412,067.02 0.99511418 1,182.96 B5 1,380.53 1,647,909.08 0.99511418 1,380.53 B6 1,390.94 1,660,567.13 0.99511430 1,390.94 CAP 409.10 327,220.70 0.99272402 409.10 CAX 0.00 0.00 0.00000000 0.00 IAX 0.00 0.00 0.00000000 0.00 PAX 0.00 0.00 0.00000000 0.00 E 0.00 0.00 0.00000000 0.00 P 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 ALR 0.00 0.00 0.00000000 0.00 Totals 10,212,901.03 428,627,888.55 0.90460707 10,212,901.03
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1A1 25,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1A2 45,615,300.00 1000.00000000 0.00000000 0.00000000 0.00000000 1A3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1A5 20,000,000.00 587.70157100 2.39307400 75.76619550 0.00000000 1A6 100,076,000.00 807.12955064 1.60378073 50.77667802 0.00000000 1A8 48,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1A9 17,730,700.00 1000.00000000 0.00000000 0.00000000 0.00000000 2A1 30,000,000.00 929.77045533 1.18392067 27.71478533 0.00000000 2A2 12,781,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2AP 532,046.00 995.09343177 0.97493450 0.03522252 0.00000000 3A1 10,000,000.00 887.95082200 1.73587200 56.59573600 0.00000000 3A2 15,602,000.00 966.55412063 0.41150814 13.41665812 0.00000000 4A1 69,440,000.00 959.08258309 0.89739718 18.89916719 0.00000000 4A2 17,360,000.00 959.08258295 0.89739689 18.89916705 0.00000000 4A3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A4 35,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A7 0.00 0.00000000 0.00000000 0.00000000 0.00000000 AP 1,694,214.00 978.88225454 0.98046646 0.33558334 0.00000000 AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B1 11,133,000.00 995.94783437 0.83365580 0.00000000 0.00000000 B2 4,737,000.00 995.94783407 0.83365632 0.00000000 0.00000000 B3 3,553,000.00 995.94783563 0.83365607 0.00000000 0.00000000 B4 1,419,000.00 995.94783650 0.83365751 0.00000000 0.00000000 B5 1,656,000.00 995.94783213 0.83365338 0.00000000 0.00000000 B6 1,668,720.00 995.94783427 0.83353708 0.00000000 0.00000000 CAP 329,619.00 993.96512337 0.97946417 0.26166574 0.00000000 CAX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 IAX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 PAX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 E 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 ALR 0.00 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 1A1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1A2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1A3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1A5 0.00000000 78.15927000 509.54230150 0.50954230 78.15927000 1A6 0.00000000 52.38045865 754.74909199 0.75474909 52.38045865 1A8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1A9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2A1 0.00000000 28.89870600 900.87174933 0.90087175 28.89870600 2A2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2AP 0.00000000 1.01015702 994.08325596 0.99408326 1.01015702 3A1 0.00000000 58.33160900 829.61921300 0.82961921 58.33160900 3A2 0.00000000 13.82816626 952.72595501 0.95272596 13.82816626 4A1 0.00000000 19.79656437 939.28601872 0.93928602 19.79656437 4A2 0.00000000 19.79656452 939.28601901 0.93928602 19.79656452 4A3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A7 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AP 0.00000000 1.31604390 977.56621064 0.97756621 1.31604390 AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B1 0.00000000 0.83365580 995.11417857 0.99511418 0.83365580 B2 0.00000000 0.83365632 995.11417775 0.99511418 0.83365632 B3 0.00000000 0.83365607 995.11417957 0.99511418 0.83365607 B4 0.00000000 0.83365751 995.11417900 0.99511418 0.83365751 B5 0.00000000 0.83365338 995.11417874 0.99511418 0.83365338 B6 0.00000000 0.83353708 995.11429719 0.99511430 0.83353708 CAP 0.00000000 1.24112991 992.72402380 0.99272402 1.24112991 CAX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 IAX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 PAX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 E 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 ALR 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 1A1 25,000,000.00 5.50000% 25,000,000.00 114,583.33 0.00 0.00 1A2 45,615,300.00 2.18688% 45,615,300.00 83,129.32 0.00 0.00 1A3 0.00 6.31312% 45,615,300.00 239,979.05 0.00 0.00 1A5 20,000,000.00 6.50000% 11,754,031.42 63,667.67 0.00 0.00 1A6 100,076,000.00 6.50000% 80,774,296.91 437,527.44 0.00 0.00 1A8 48,500,000.00 5.50000% 48,500,000.00 222,291.67 0.00 0.00 1A9 17,730,700.00 5.50000% 17,730,700.00 81,265.71 0.00 0.00 2A1 30,000,000.00 6.50000% 27,893,113.66 151,087.70 0.00 0.00 2A2 12,781,000.00 6.50000% 12,781,000.00 69,230.42 0.00 0.00 2AP 532,046.00 0.00000% 529,435.48 0.00 0.00 0.00 3A1 10,000,000.00 6.50000% 8,879,508.22 48,097.34 0.00 0.00 3A2 15,602,000.00 6.50000% 15,080,177.39 81,684.29 0.00 0.00 4A1 69,440,000.00 6.00000% 66,598,694.57 332,993.47 0.00 0.00 4A2 17,360,000.00 2.48688% 16,649,673.64 34,504.78 0.00 0.00 4A3 0.00 6.01312% 16,649,673.64 83,430.40 0.00 0.00 A4 35,000,000.00 6.40000% 35,000,000.00 186,666.67 0.00 0.00 A7 0.00 6.50000% 215,384.62 1,166.67 0.00 0.00 AP 1,694,214.00 0.00000% 1,658,436.02 0.00 0.00 0.00 AX 0.00 6.50000% 3,893,462.72 21,089.59 0.00 0.00 B1 11,133,000.00 6.50000% 11,087,887.24 60,059.39 0.00 0.00 B2 4,737,000.00 6.50000% 4,717,804.89 25,554.78 0.00 0.00 B3 3,553,000.00 6.50000% 3,538,602.66 19,167.43 0.00 0.00 B4 1,419,000.00 6.50000% 1,413,249.98 7,655.10 0.00 0.00 B5 1,656,000.00 6.50000% 1,649,289.61 8,933.65 0.00 0.00 B6 1,668,720.00 6.50000% 1,661,958.07 9,002.27 0.00 0.00 CAP 329,619.00 0.00000% 327,629.79 0.00 0.00 0.00 CAX 0.00 6.50000% 3,132,080.15 16,965.43 0.00 0.00 IAX 0.00 0.56361% 26,774,306.44 12,575.28 0.00 0.00 PAX 0.00 6.50000% 14,152,760.42 76,660.79 0.00 0.00 E 0.00 0.00000% 0.00 0.00 0.00 0.00 P 0.00 0.00000% 0.00 0.00 0.00 0.00 R 100.00 6.50000% 0.00 0.00 0.00 0.00 ALR 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 473,827,699.00 2,488,969.64 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 1A1 6.29 0.00 114,577.04 6.29 25,000,000.00 1A2 4.57 0.00 83,124.76 4.57 45,615,300.00 1A3 13.18 0.00 239,965.87 13.18 45,615,300.00 1A5 3.50 0.00 63,664.17 3.50 10,190,846.03 1A6 24.03 0.00 437,503.41 24.03 75,532,270.13 1A8 12.21 0.00 222,279.46 12.21 48,500,000.00 1A9 4.46 0.00 81,261.24 4.46 17,730,700.00 2A1 0.00 0.00 151,087.70 0.00 27,026,152.48 2A2 0.00 0.00 69,230.42 0.00 12,781,000.00 2AP 0.00 0.00 0.00 0.00 528,898.02 3A1 0.00 0.00 48,097.34 0.00 8,296,192.13 3A2 0.00 0.00 81,684.29 0.00 14,864,430.35 4A1 0.00 0.00 332,993.47 0.00 65,224,021.14 4A2 0.00 0.00 34,504.78 0.00 16,306,005.29 4A3 0.00 0.00 83,430.40 0.00 16,306,005.29 A4 8.55 0.00 186,658.12 8.55 35,000,000.00 A7 0.00 0.00 1,166.67 0.00 215,384.62 AP 0.00 0.00 0.00 0.00 1,656,206.36 AX 0.00 0.00 21,089.59 0.00 3,764,050.76 B1 2.43 0.00 60,056.96 2.43 11,078,606.15 B2 1.03 0.00 25,553.74 1.03 4,713,855.86 B3 0.08 0.00 19,167.35 0.08 3,535,640.68 B4 0.31 0.00 7,654.79 0.31 1,412,067.02 B5 0.36 0.00 8,933.29 0.36 1,647,909.08 B6 0.36 0.00 9,001.91 0.36 1,660,567.13 CAP 0.00 0.00 0.00 0.00 327,220.70 CAX 0.00 0.00 16,965.43 0.00 3,057,587.68 IAX 0.00 0.00 12,575.28 0.00 26,750,255.62 PAX 0.00 0.00 76,660.79 0.00 13,773,034.88 E 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 60,773.36 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 ALR 0.00 0.00 0.00 0.00 0.00 Totals 81.36 0.00 2,549,661.63 81.36 (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 1A1 25,000,000.00 5.50000% 1000.00000000 4.58333320 0.00000000 0.00000000 1A2 45,615,300.00 2.18688% 1000.00000000 1.82239994 0.00000000 0.00000000 1A3 0.00 6.31312% 1000.00000000 5.26093328 0.00000000 0.00000000 1A5 20,000,000.00 6.50000% 587.70157100 3.18338350 0.00000000 0.00000000 1A6 100,076,000.00 6.50000% 807.12955064 4.37195172 0.00000000 0.00000000 1A8 48,500,000.00 5.50000% 1000.00000000 4.58333340 0.00000000 0.00000000 1A9 17,730,700.00 5.50000% 1000.00000000 4.58333343 0.00000000 0.00000000 2A1 30,000,000.00 6.50000% 929.77045533 5.03625667 0.00000000 0.00000000 2A2 12,781,000.00 6.50000% 1000.00000000 5.41666693 0.00000000 0.00000000 2AP 532,046.00 0.00000% 995.09343177 0.00000000 0.00000000 0.00000000 3A1 10,000,000.00 6.50000% 887.95082200 4.80973400 0.00000000 0.00000000 3A2 15,602,000.00 6.50000% 966.55412063 5.23550122 0.00000000 0.00000000 4A1 69,440,000.00 6.00000% 959.08258309 4.79541287 0.00000000 0.00000000 4A2 17,360,000.00 2.48688% 959.08258295 1.98760253 0.00000000 0.00000000 4A3 0.00 6.01312% 959.08258295 4.80589862 0.00000000 0.00000000 A4 35,000,000.00 6.40000% 1000.00000000 5.33333343 0.00000000 0.00000000 A7 0.00 6.50000% 117.64714044 0.63725715 0.00000000 0.00000000 AP 1,694,214.00 0.00000% 978.88225454 0.00000000 0.00000000 0.00000000 AX 0.00 6.50000% 772.93725321 4.18674351 0.00000000 0.00000000 B1 11,133,000.00 6.50000% 995.94783437 5.39471751 0.00000000 0.00000000 B2 4,737,000.00 6.50000% 995.94783407 5.39471818 0.00000000 0.00000000 B3 3,553,000.00 6.50000% 995.94783563 5.39471714 0.00000000 0.00000000 B4 1,419,000.00 6.50000% 995.94783650 5.39471459 0.00000000 0.00000000 B5 1,656,000.00 6.50000% 995.94783213 5.39471618 0.00000000 0.00000000 B6 1,668,720.00 6.50000% 995.94783427 5.39471571 0.00000000 0.00000000 CAP 329,619.00 0.00000% 993.96512337 0.00000000 0.00000000 0.00000000 CAX 0.00 6.50000% 935.71323155 5.06844543 0.00000000 0.00000000 IAX 0.00 0.56361% 870.09154315 0.40866212 0.00000000 0.00000000 PAX 0.00 6.50000% 950.87376452 5.15056652 0.00000000 0.00000000 E 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R 100.00 6.50000% 0.00000000 0.00000000 0.00000000 0.00000000 ALR 0.00 0.00000% 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 1A1 0.00025160 0.00000000 4.58308160 0.00025160 1000.00000000 1A2 0.00010019 0.00000000 1.82229997 0.00010019 1000.00000000 1A3 0.00028894 0.00000000 5.26064435 0.00028894 1000.00000000 1A5 0.00017500 0.00000000 3.18320850 0.00017500 509.54230150 1A6 0.00024012 0.00000000 4.37171160 0.00024012 754.74909199 1A8 0.00025175 0.00000000 4.58308165 0.00025175 1000.00000000 1A9 0.00025154 0.00000000 4.58308132 0.00025154 1000.00000000 2A1 0.00000000 0.00000000 5.03625667 0.00000000 900.87174933 2A2 0.00000000 0.00000000 5.41666693 0.00000000 1000.00000000 2AP 0.00000000 0.00000000 0.00000000 0.00000000 994.08325596 3A1 0.00000000 0.00000000 4.80973400 0.00000000 829.61921300 3A2 0.00000000 0.00000000 5.23550122 0.00000000 952.72595501 4A1 0.00000000 0.00000000 4.79541287 0.00000000 939.28601872 4A2 0.00000000 0.00000000 1.98760253 0.00000000 939.28601901 4A3 0.00000000 0.00000000 4.80589862 0.00000000 939.28601901 A4 0.00024429 0.00000000 5.33308914 0.00024429 1000.00000000 A7 0.00000000 0.00000000 0.63725715 0.00000000 117.64714044 AP 0.00000000 0.00000000 0.00000000 0.00000000 977.56621064 AX 0.00000000 0.00000000 4.18674351 0.00000000 747.24615711 B1 0.00021827 0.00000000 5.39449924 0.00021827 995.11417857 B2 0.00021744 0.00000000 5.39449863 0.00021744 995.11417775 B3 0.00002252 0.00000000 5.39469462 0.00002252 995.11417957 B4 0.00021846 0.00000000 5.39449612 0.00021846 995.11417900 B5 0.00021739 0.00000000 5.39449879 0.00021739 995.11417874 B6 0.00021573 0.00000000 5.39449998 0.00021573 995.11429719 CAP 0.00000000 0.00000000 0.00000000 0.00000000 992.72402380 CAX 0.00000000 0.00000000 5.06844543 0.00000000 913.45850418 IAX 0.00000000 0.00000000 0.40866212 0.00000000 869.30995745 PAX 0.00000000 0.00000000 5.15056652 0.00000000 925.36135259 E 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 ALR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (6) Amount Does Not Include Excess Special Hazard, Bankrupcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Certificateholder Component Statement Component Beginning Ending Beginning Ending Ending Pass-Through Notional Notional Component Component Component Class Rate Balance Balance Balance Balance Percentage A4_1 6.40000% 0.00 0.00 29,170,000.00 29,170,000.00 100.00000000% A4_2 6.40000% 0.00 0.00 1,500,000.00 1,500,000.00 100.00000000% A4_3 6.40000% 0.00 0.00 3,000,000.00 3,000,000.00 100.00000000% A4_4 6.40000% 0.00 0.00 1,330,000.00 1,330,000.00 100.00000000% A7_1 6.50000% 179,507.69 179,507.69 0.00 0.00 11.76470870% A7_2 6.50000% 9,230.77 9,230.77 0.00 0.00 11.76478760% A7_3 6.50000% 18,461.54 18,461.54 0.00 0.00 11.76471263% A7_4 6.50000% 8,184.62 8,184.62 0.00 0.00 11.76475154% AP_1 0.00000% 0.00 0.00 1,281,572.52 1,279,724.92 97.29935639% AP_3 0.00000% 0.00 0.00 376,863.50 376,481.44 99.34359803% AX_1 6.50000% 3,218,289.16 3,205,962.76 0.00 0.00 83.83090122% AX_3 6.50000% 675,173.56 558,088.00 0.00 0.00 46.01235542% IAX_1 0.73433% 13,030,432.40 13,019,799.22 0.00 0.00 79.05662989% IAX_2 0.40176% 13,743,874.04 13,730,456.40 0.00 0.00 95.99788406% PAX_1 6.50000% 9,472,874.14 9,384,411.85 0.00 0.00 93.95180606% PAX_2 6.50000% 4,178,245.30 3,887,514.79 0.00 0.00 88.52747074% PAX_3 6.50000% 501,640.99 501,108.24 0.00 0.00 99.40533142%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 12,887,949.48 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 59,660.33 Realized Losses 0.00 Prepayment Penalties 0.00 Total Deposits 12,947,609.81 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 185,047.15 Payment of Interest and Principal 12,762,562.66 Total Withdrawals (Pool Distribution Amount) 12,947,609.81 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 81.36
SERVICING FEES Gross Servicing Fee 182,154.06 A4-MBIA Insurance Premium 1,750.00 LPMI Insurance Premium 1,143.09 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 185,047.15
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Financial Guaranty 0.00 0.00 0.00 0.00 Reserve Fund 10,000.00 0.00 0.00 10,000.00 Reserve Fund 999.99 0.00 0.00 999.99
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 1 0 0 1 20,240.45 0.00 0.00 20,240.45 30 Days 19 0 0 0 19 3,437,346.88 0.00 0.00 0.00 3,437,346.88 60 Days 10 0 0 0 10 2,462,931.61 0.00 0.00 0.00 2,462,931.61 90 Days 4 0 0 0 4 924,651.07 0.00 0.00 0.00 924,651.07 120 Days 0 0 1 0 1 0.00 0.00 494,340.29 0.00 494,340.29 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 4 0 4 0.00 0.00 1,837,008.61 0.00 1,837,008.61 Totals 33 1 5 0 39 6,824,929.56 20,240.45 2,331,348.90 0.00 9,176,518.91 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 0.087336% 0.000000% 0.000000% 0.087336% 0.004719% 0.000000% 0.000000% 0.004719% 30 Days 1.659389% 0.000000% 0.000000% 0.000000% 1.659389% 0.801351% 0.000000% 0.000000% 0.000000% 0.801351% 60 Days 0.873362% 0.000000% 0.000000% 0.000000% 0.873362% 0.574185% 0.000000% 0.000000% 0.000000% 0.574185% 90 Days 0.349345% 0.000000% 0.000000% 0.000000% 0.349345% 0.215564% 0.000000% 0.000000% 0.000000% 0.215564% 120 Days 0.000000% 0.000000% 0.087336% 0.000000% 0.087336% 0.000000% 0.000000% 0.115246% 0.000000% 0.115246% 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% 0.349345% 0.000000% 0.349345% 0.000000% 0.000000% 0.428263% 0.000000% 0.428263% Totals 2.882096% 0.087336% 0.436681% 0.000000% 3.406114% 1.591100% 0.004719% 0.543509% 0.000000% 2.139327%
Delinquency Status By Groups
DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 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 1 0 0 1 20,240.45 0.00 0.00 20,240.45 30 Days 15 0 0 0 15 2,293,102.37 0.00 0.00 0.00 2,293,102.37 60 Days 9 0 0 0 9 2,098,181.53 0.00 0.00 0.00 2,098,181.53 90 Days 4 0 0 0 4 924,651.07 0.00 0.00 0.00 924,651.07 120 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 4 0 4 0.00 0.00 1,837,008.61 0.00 1,837,008.61 Totals 28 1 4 0 33 5,315,934.97 20,240.45 1,837,008.61 0.00 7,173,184.03 0-29 Days 0.136054% 0.000000% 0.000000% 0.136054% 0.007536% 0.000000% 0.000000% 0.007536% 30 Days 2.040816% 0.000000% 0.000000% 0.000000% 2.040816% 0.853788% 0.000000% 0.000000% 0.000000% 0.853788% 60 Days 1.224490% 0.000000% 0.000000% 0.000000% 1.224490% 0.781213% 0.000000% 0.000000% 0.000000% 0.781213% 90 Days 0.544218% 0.000000% 0.000000% 0.000000% 0.544218% 0.344274% 0.000000% 0.000000% 0.000000% 0.344274% 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% 0.544218% 0.000000% 0.544218% 0.000000% 0.000000% 0.683971% 0.000000% 0.683971% Totals 3.809524% 0.136054% 0.544218% 0.000000% 4.489796% 1.979275% 0.007536% 0.683971% 0.000000% 2.670782% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2 0 0 0 2 703,242.89 0.00 0.00 0.00 703,242.89 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 1 0 1 0.00 0.00 494,340.29 0.00 494,340.29 150 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 2 0 1 0 3 703,242.89 0.00 494,340.29 0.00 1,197,583.18 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.818182% 0.000000% 0.000000% 0.000000% 1.818182% 1.588633% 0.000000% 0.000000% 0.000000% 1.588633% 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% 0.909091% 0.000000% 0.909091% 0.000000% 0.000000% 1.116720% 0.000000% 1.116720% 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 1.818182% 0.000000% 0.909091% 0.000000% 2.727273% 1.588633% 0.000000% 1.116720% 0.000000% 2.705352% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 3 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 1 0 0 0 1 153,588.92 0.00 0.00 0.00 153,588.92 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 1 0 0 0 1 153,588.92 0.00 0.00 0.00 153,588.92 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.408451% 0.000000% 0.000000% 0.000000% 1.408451% 0.546406% 0.000000% 0.000000% 0.000000% 0.546406% 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 1.408451% 0.000000% 0.000000% 0.000000% 1.408451% 0.546406% 0.000000% 0.000000% 0.000000% 0.546406% 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 1 0 0 0 1 287,412.70 0.00 0.00 0.00 287,412.70 60 Days 1 0 0 0 1 364,750.08 0.00 0.00 0.00 364,750.08 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 2 0 0 0 2 652,162.78 0.00 0.00 0.00 652,162.78 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.436681% 0.000000% 0.000000% 0.000000% 0.436681% 0.326649% 0.000000% 0.000000% 0.000000% 0.326649% 60 Days 0.436681% 0.000000% 0.000000% 0.000000% 0.436681% 0.414544% 0.000000% 0.000000% 0.000000% 0.414544% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.873362% 0.000000% 0.000000% 0.000000% 0.873362% 0.741193% 0.000000% 0.000000% 0.000000% 0.741193%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 59,660.33
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 138,987.00 0.02933281% 138,987.00 0.03242603% Fraud 9,456,554.00 1.99577906% 9,456,554.00 2.20623861% Special Hazard 7,989,228.00 1.68610405% 6,811,694.80 1.58918609% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 7.312037% Weighted Average Net Coupon 6.810815% Weighted Average Pass-Through Rate 6.559594% Weighted Average Maturity(Stepdown Calculation ) 349 Beginning Scheduled Collateral Loan Count 1,173 Number Of Loans Paid In Full 28 Ending Scheduled Collateral Loan Count 1,145 Beginning Scheduled Collateral Balance 438,840,790.60 Ending Scheduled Collateral Balance 428,627,889.38 Ending Actual Collateral Balance at 31-Jul-2002 428,944,213.09 Monthly P &I Constant 3,042,218.22 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 368,201.61 Unscheduled Principal 9,844,699.61
Group Level Collateral Statement Group Group 1 Group 2 Group 3 Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 7.442194 7.398275 7.027944 Weighted Average Net Rate 6.804241 7.148274 6.679998 Weighted Average Maturity 348 347 350 Beginning Loan Count 754 113 73 Loans Paid In Full 19 3 2 Ending Loan Count 735 110 71 Beginning Scheduled Balance 275,211,897.77 45,102,670.86 28,887,633.06 Ending scheduled Balance 268,392,438.38 44,233,151.77 28,086,819.77 Record Date 07/31/2002 07/31/2002 07/31/2002 Principal And Interest Constant 1,928,868.73 316,125.09 194,701.48 Scheduled Principal 222,051.73 38,056.79 25,517.60 Unscheduled Principal 6,597,407.66 831,462.30 775,295.69 Scheduled Interest 1,706,817.00 278,068.30 169,183.88 Servicing Fees 146,310.31 9,396.41 8,376.11 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 88,370.78 0.00 2,357.87 Special Hazard Fee 0.00 0.00 0.00 Other Fee 603.50 0.00 0.00 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 1,471,532.41 268,671.89 158,449.90 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.00 0.00 0.00 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.416289 7.148275 6.582052
Group Level Collateral Statement Group Group 4 Total Collateral Description Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 6.960584 7.312037 Weighted Average Net Rate 6.703360 6.810815 Weighted Average Maturity 346 349 Beginning Loan Count 233 1,173 Loans Paid In Full 4 28 Ending Loan Count 229 1,145 Beginning Scheduled Balance 89,638,588.91 438,840,790.60 Ending scheduled Balance 87,915,479.46 428,627,889.38 Record Date 07/31/2002 07/31/2002 Principal And Interest Constant 602,522.92 3,042,218.22 Scheduled Principal 82,575.49 368,201.61 Unscheduled Principal 1,640,533.96 9,844,699.61 Scheduled Interest 519,947.43 2,674,016.61 Servicing Fees 19,214.32 183,297.15 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 90,728.65 Special Hazard Fee 0.00 0.00 Other Fee 539.59 1,143.09 Pool Insurance Fee 0.00 0.00 Spread Fee 1 0.00 0.00 Spread Fee 2 0.00 0.00 Spread Fee 3 0.00 0.00 Net Interest 500,193.52 2,398,847.72 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.00 0.00 Prepayment Penalties 0.00 0.00 Special Servicing Fee 0.00 0.00 Pass-Through Rate 6.696137 6.559594
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