-----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, QmQXj5AL1s2XlU9HcMCM4VGl9SJFnDGeOrBTTscqsYcpFGk6xP8dC1NqXnN5dGCO KWA7JxXxv376orHT9pXs8A== 0001056404-02-001289.txt : 20021009 0001056404-02-001289.hdr.sgml : 20021009 20021009091048 ACCESSION NUMBER: 0001056404-02-001289 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020926 ITEM INFORMATION: Other events ITEM INFORMATION: Financial statements and exhibits FILED AS OF DATE: 20021009 FILER: COMPANY DATA: COMPANY CONFORMED NAME: STRUCTURED ASSET SECURITIES CORP MOR PAS THR CER SER 2002-8A CENTRAL INDEX KEY: 0001172493 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: 333-82904-07 FILM NUMBER: 02784647 BUSINESS ADDRESS: STREET 1: LEHMAN BROTHERS STREET 2: 745 7TH AVENUE 7TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10285 BUSINESS PHONE: 2125268211 8-K 1 sac0208a.txt SEPTEMBER 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): September 25, 2002 STRUCTURED ASSET SECURITIES CORPORATION Mortgage Pass-Through Certificates, Series 2002-8A Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-82904-07 Pooling and Servicing Agreement) (Commission Pending (State or other File Number) IRS EIN jurisdiction 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 September 25, 2002 a distribution was made to holders of STRUCTURED ASSET SECURITIES CORPORATION, Mortgage Pass-Through Certificates, Series 2002-8A 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 2002-8A Trust, relating to the September 25, 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 2002-8A Trust By: Wells Fargo Bank Minnesota, N.A. as Securities Administrator By: /s/ Beth Belfield, Assistant Vice President By: Beth Belfield, Assistant Vice President Date: 9/27/02 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2002-8A Trust, relating to the September 25, 2002 distribution. EX-99.1
Structured Asset Securities Corporation Mortgage Pass-Through Certificates Record Date: 8/31/02 Distribution Date: 9/25/02 SASC Series: 2002-8A 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 R 86358RE94 SEN 6.09327% 0.00 0.27 0.00 1-A 86358RC88 SEN 6.09327% 14,158,598.53 71,893.45 648,129.77 2-A 86358RC96 SEN 6.35043% 22,816,980.60 120,748.01 308,017.50 3-A 86358RD20 SEN 6.02709% 65,218,706.42 327,565.66 5,570,325.50 4-A1 86358RD38 SEN 5.85000% 171,631,543.24 836,703.77 3,647,646.13 4-A2 86358RD46 SEN 5.85000% 46,914,116.81 228,706.32 997,055.05 4-A3 86358RD53 SEN 5.85000% 1,172,852.92 5,717.66 24,926.38 4-A4 86358RD61 PO 0.00000% 1,222,772.95 0.00 943.45 4-A5 86358RD79 IO 5.85000% 0.00 105,767.51 0.00 5-A 86358RD87 SEN 6.32391% 26,840,676.20 141,448.40 1,186,227.20 6-A 86358RD95 SEn 6.97070% 32,707,314.53 189,993.97 2,683,162.50 7-A1 86358RE29 SEN 3.60308% 377,973,901.29 1,134,890.56 5,473,444.21 7-A2 86358RE37 IO 0.90000% 0.00 283,480.43 0.00 B1-I 86358RE45 SUB 6.37310% 10,323,000.00 54,824.63 0.00 B2-I 86358RE52 SUB 6.37310% 4,937,000.00 26,220.01 0.00 B3-I 86358RE86 SUB 6.37310% 2,693,000.00 14,302.31 0.00 B4-I SAC020841 SUB 6.37310% 1,795,000.00 9,533.10 0.00 B5-I SAC020851 SUB 6.37310% 1,346,000.00 7,148.50 0.00 B6-I SAC020861 SUB 6.37310% 1,353,775.47 7,189.79 0.00 B1-II 86358RE60 SUB 4.50308% 11,673,000.00 43,803.67 0.00 B2-II 86358RE78 SUB 4.50308% 5,306,000.00 19,911.10 0.00 B3-II 86358RE86 SUB 4.50308% 2,759,000.00 10,353.32 0.00 B4-II SAC020842 SUB 4.50308% 2,122,000.00 7,962.94 0.00 B5-II SAC020852 SUB 4.50308% 1,910,000.00 7,167.40 0.00 B6-II SAC020862 SUB 4.50308% 1,699,938.12 6,379.13 0.00 P SAC02080P SEN 0.00000% 0.00 22,669.01 0.00 P7R SAC02087R SEN 0.00000% 0.00 0.00 0.00 LTR SAC0208LR SEN 0.00000% 0.00 0.00 0.00 MTR SAC0208MR SEN 0.00000% 0.00 0.00 0.00 UTR SAC0208UR SEN 0.00000% 0.00 0.00 0.00 Totals 808,575,177.08 3,684,380.92 20,539,877.69
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses R 0.00 0.00 0.27 0.00 1-A 0.00 13,510,468.76 720,023.22 0.00 2-A 0.00 22,508,963.10 428,765.51 0.00 3-A 0.00 59,648,380.92 5,897,891.16 0.00 4-A1 0.00 167,983,897.11 4,484,349.90 0.00 4-A2 0.00 45,917,061.77 1,225,761.37 0.00 4-A3 0.00 1,147,926.54 30,644.04 0.00 4-A4 0.00 1,221,829.50 943.45 0.00 4-A5 0.00 0.00 105,767.51 0.00 5-A 0.00 25,654,449.00 1,327,675.60 0.00 6-A 0.00 30,024,152.03 2,873,156.47 0.00 7-A1 0.00 372,500,457.08 6,608,334.77 0.00 7-A2 0.00 0.00 283,480.43 0.00 B1-I 0.00 10,323,000.00 54,824.63 0.00 B2-I 0.00 4,937,000.00 26,220.01 0.00 B3-I 0.00 2,693,000.00 14,302.31 0.00 B4-I 0.00 1,795,000.00 9,533.10 0.00 B5-I 0.00 1,346,000.00 7,148.50 0.00 B6-I 0.00 1,353,775.47 7,189.79 0.00 B1-II 0.00 11,673,000.00 43,803.67 0.00 B2-II 0.00 5,306,000.00 19,911.10 0.00 B3-II 0.00 2,759,000.00 10,353.32 0.00 B4-II 0.00 2,122,000.00 7,962.94 0.00 B5-II 0.00 1,910,000.00 7,167.40 0.00 B6-II 0.00 1,699,938.12 6,379.13 0.00 P 0.00 0.00 22,669.01 0.00 P7R 0.00 0.00 0.00 0.00 LTR 0.00 0.00 0.00 0.00 MTR 0.00 0.00 0.00 0.00 UTR 0.00 0.00 0.00 0.00 Totals 0.00 788,035,299.40 24,224,258.61 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) R 100.00 0.00 0.00 0.00 0.00 0.00 1-A 20,666,000.00 14,158,598.53 0.00 648,129.77 0.00 0.00 2-A 25,431,000.00 22,816,980.60 0.00 308,017.50 0.00 0.00 3-A 78,424,000.00 65,218,706.42 0.00 5,570,325.50 0.00 0.00 4-A1 182,921,000.00 171,631,543.24 0.00 3,647,646.13 0.00 0.00 4-A2 50,000,000.00 46,914,116.81 0.00 997,055.05 0.00 0.00 4-A3 1,250,000.00 1,172,852.92 0.00 24,926.38 0.00 0.00 4-A4 1,227,390.24 1,222,772.95 0.00 943.45 0.00 0.00 4-A5 0.00 0.00 0.00 0.00 0.00 0.00 5-A 29,502,000.00 26,840,676.20 0.00 1,186,227.20 0.00 0.00 6-A 36,997,000.00 32,707,314.53 0.00 2,683,162.50 0.00 0.00 7-A1 399,029,000.00 377,973,901.29 0.00 5,473,444.21 0.00 0.00 7-A2 0.00 0.00 0.00 0.00 0.00 0.00 B1-I 10,323,000.00 10,323,000.00 0.00 0.00 0.00 0.00 B2-I 4,937,000.00 4,937,000.00 0.00 0.00 0.00 0.00 B3-I 2,693,000.00 2,693,000.00 0.00 0.00 0.00 0.00 B4-I 1,795,000.00 1,795,000.00 0.00 0.00 0.00 0.00 B5-I 1,346,000.00 1,346,000.00 0.00 0.00 0.00 0.00 B6-I 1,353,775.47 1,353,775.47 0.00 0.00 0.00 0.00 B1-II 11,673,000.00 11,673,000.00 0.00 0.00 0.00 0.00 B2-II 5,306,000.00 5,306,000.00 0.00 0.00 0.00 0.00 B3-II 2,759,000.00 2,759,000.00 0.00 0.00 0.00 0.00 B4-II 2,122,000.00 2,122,000.00 0.00 0.00 0.00 0.00 B5-II 1,910,000.00 1,910,000.00 0.00 0.00 0.00 0.00 B6-II 1,699,938.12 1,699,938.12 0.00 0.00 0.00 0.00 P 0.00 0.00 0.00 0.00 0.00 0.00 P7R 0.00 0.00 0.00 0.00 0.00 0.00 LTR 0.00 0.00 0.00 0.00 0.00 0.00 UTR 0.00 0.00 0.00 0.00 0.00 0.00 MTR 0.00 0.00 0.00 0.00 0.00 0.00 UTR 0.00 0.00 0.00 0.00 0.00 0.00 Totals 873,365,203.83 808,575,177.08 0.00 20,539,877.69 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 R 0.00 0.00 0.00000000 0.00 1-A 648,129.77 13,510,468.76 0.65375345 648,129.77 2-A 308,017.50 22,508,963.10 0.88509941 308,017.50 3-A 5,570,325.50 59,648,380.92 0.76058835 5,570,325.50 4-A1 3,647,646.13 167,983,897.11 0.91834124 3,647,646.13 4-A2 997,055.05 45,917,061.77 0.91834124 997,055.05 4-A3 24,926.38 1,147,926.54 0.91834123 24,926.38 4-A4 943.45 1,221,829.50 0.99546946 943.45 4-A5 0.00 0.00 0.00000000 0.00 5-A 1,186,227.20 25,654,449.00 0.86958338 1,186,227.20 6-A 2,683,162.50 30,024,152.03 0.81152937 2,683,162.50 7-A1 5,473,444.21 372,500,457.08 0.93351726 5,473,444.21 7-A2 0.00 0.00 0.00000000 0.00 B1-I 0.00 10,323,000.00 1.00000000 0.00 B2-I 0.00 4,937,000.00 1.00000000 0.00 B3-I 0.00 2,693,000.00 1.00000000 0.00 B4-I 0.00 1,795,000.00 1.00000000 0.00 B5-I 0.00 1,346,000.00 1.00000000 0.00 B6-I 0.00 1,353,775.47 1.00000000 0.00 B1-II 0.00 11,673,000.00 1.00000000 0.00 B2-II 0.00 5,306,000.00 1.00000000 0.00 B3-II 0.00 2,759,000.00 1.00000000 0.00 B4-II 0.00 2,122,000.00 1.00000000 0.00 B5-II 0.00 1,910,000.00 1.00000000 0.00 B6-II 0.00 1,699,938.12 1.00000000 0.00 P 0.00 0.00 0.00000000 0.00 P7R 0.00 0.00 0.00000000 0.00 LTR 0.00 0.00 0.00000000 0.00 UTR 0.00 0.00 0.00000000 0.00 MTR 0.00 0.00 0.00000000 0.00 UTR 0.00 0.00 0.00000000 0.00 Totals 20,539,877.69 788,035,299.40 0.90229757 20,539,877.69
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A 20,666,000.00 685.11557776 0.00000000 31.36212958 0.00000000 2-A 25,431,000.00 897.21130117 0.00000000 12.11189100 0.00000000 3-A 78,424,000.00 831.61667882 0.00000000 71.02832679 0.00000000 4-A1 182,921,000.00 938.28233631 0.00000000 19.94110097 0.00000000 4-A2 50,000,000.00 938.28233620 0.00000000 19.94110100 0.00000000 4-A3 1,250,000.00 938.28233600 0.00000000 19.94110400 0.00000000 4-A4 1,227,390.24 996.23812391 0.00000000 0.76866344 0.00000000 4-A5 0.00 0.00000000 0.00000000 0.00000000 0.00000000 5-A 29,502,000.00 909.79174971 0.00000000 40.20836553 0.00000000 6-A 36,997,000.00 884.05315377 0.00000000 72.52378571 0.00000000 7-A1 399,029,000.00 947.23416416 0.00000000 13.71690832 0.00000000 7-A2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B1-I 10,323,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B2-I 4,937,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B3-I 2,693,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B4-I 1,795,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B5-I 1,346,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B6-I 1,353,775.47 1000.00000000 0.00000000 0.00000000 0.00000000 B1-II 11,673,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B2-II 5,306,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B3-II 2,759,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B4-II 2,122,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B5-II 1,910,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B6-II 1,699,938.12 1000.00000000 0.00000000 0.00000000 0.00000000 P 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P7R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 LTR 0.00 0.00000000 0.00000000 0.00000000 0.00000000 MTR 0.00 0.00000000 0.00000000 0.00000000 0.00000000 UTR 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 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A 0.00000000 31.36212958 653.75344818 0.65375345 31.36212958 2-A 0.00000000 12.11189100 885.09941017 0.88509941 12.11189100 3-A 0.00000000 71.02832679 760.58835204 0.76058835 71.02832679 4-A1 0.00000000 19.94110097 918.34123534 0.91834124 19.94110097 4-A2 0.00000000 19.94110100 918.34123540 0.91834124 19.94110100 4-A3 0.00000000 19.94110400 918.34123200 0.91834123 19.94110400 4-A4 0.00000000 0.76866344 995.46946047 0.99546946 0.76866344 4-A5 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5-A 0.00000000 40.20836553 869.58338418 0.86958338 40.20836553 6-A 0.00000000 72.52378571 811.52936806 0.81152937 72.52378571 7-A1 0.00000000 13.71690832 933.51725584 0.93351726 13.71690832 7-A2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B1-I 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B2-I 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B3-I 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B4-I 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B5-I 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B6-I 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B1-II 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B2-II 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B3-II 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B4-II 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B5-II 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B6-II 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P7R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 LTR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 MTR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 UTR 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 R 100.00 6.09327% 0.00 0.00 0.00 0.00 1-A 20,666,000.00 6.09327% 14,158,598.53 71,893.45 0.00 0.00 2-A 25,431,000.00 6.35043% 22,816,980.60 120,748.01 0.00 0.00 3-A 78,424,000.00 6.02709% 65,218,706.42 327,565.66 0.00 0.00 4-A1 182,921,000.00 5.85000% 171,631,543.24 836,703.77 0.00 0.00 4-A2 50,000,000.00 5.85000% 46,914,116.81 228,706.32 0.00 0.00 4-A3 1,250,000.00 5.85000% 1,172,852.92 5,717.66 0.00 0.00 4-A4 1,227,390.24 0.00000% 1,222,772.95 0.00 0.00 0.00 4-A5 0.00 5.85000% 21,695,899.72 105,767.51 0.00 0.00 5-A 29,502,000.00 6.32391% 26,840,676.20 141,448.40 0.00 0.00 6-A 36,997,000.00 6.97070% 32,707,314.53 189,993.97 0.00 0.00 7-A1 399,029,000.00 3.60308% 377,973,901.29 1,134,890.56 0.00 0.00 7-A2 0.00 0.90000% 377,973,901.29 283,480.43 0.00 0.00 B1-I 10,323,000.00 6.37310% 10,323,000.00 54,824.63 0.00 0.00 B2-I 4,937,000.00 6.37310% 4,937,000.00 26,220.01 0.00 0.00 B3-I 2,693,000.00 6.37310% 2,693,000.00 14,302.31 0.00 0.00 B4-I 1,795,000.00 6.37310% 1,795,000.00 9,533.10 0.00 0.00 B5-I 1,346,000.00 6.37310% 1,346,000.00 7,148.50 0.00 0.00 B6-I 1,353,775.47 6.37310% 1,353,775.47 7,189.79 0.00 0.00 B1-II 11,673,000.00 4.50308% 11,673,000.00 43,803.67 0.00 0.00 B2-II 5,306,000.00 4.50308% 5,306,000.00 19,911.10 0.00 0.00 B3-II 2,759,000.00 4.50308% 2,759,000.00 10,353.32 0.00 0.00 B4-II 2,122,000.00 4.50308% 2,122,000.00 7,962.94 0.00 0.00 B5-II 1,910,000.00 4.50308% 1,910,000.00 7,167.40 0.00 0.00 B6-II 1,699,938.12 4.50308% 1,699,938.12 6,379.13 0.00 0.00 P 0.00 0.00000% 0.00 0.00 0.00 0.00 P7R 0.00 0.00000% 0.00 0.00 0.00 0.00 LTR 0.00 0.00000% 0.00 0.00 0.00 0.00 MTR 0.00 0.00000% 0.00 0.00 0.00 0.00 UTR 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 873,365,203.83 3,661,711.64 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 R 0.00 0.00 0.27 0.00 0.00 1-A 0.00 0.00 71,893.45 0.00 13,510,468.76 2-A 0.00 0.00 120,748.01 0.00 22,508,963.10 3-A 0.00 0.00 327,565.66 0.00 59,648,380.92 4-A1 0.00 0.00 836,703.77 0.00 167,983,897.11 4-A2 0.00 0.00 228,706.32 0.00 45,917,061.77 4-A3 0.00 0.00 5,717.66 0.00 1,147,926.54 4-A4 0.00 0.00 0.00 0.00 1,221,829.50 4-A5 0.00 0.00 105,767.51 0.00 0.00 5-A 0.00 0.00 141,448.40 0.00 25,654,449.00 6-A 0.00 0.00 189,993.97 0.00 30,024,152.03 7-A1 0.00 0.00 1,134,890.56 0.00 372,500,457.08 7-A2 0.00 0.00 283,480.43 0.00 372,500,457.08 B1-I 0.00 0.00 54,824.63 0.00 10,323,000.00 B2-I 0.00 0.00 26,220.01 0.00 4,937,000.00 B3-I 0.00 0.00 14,302.31 0.00 2,693,000.00 B4-I 0.00 0.00 9,533.10 0.00 1,795,000.00 B5-I 0.00 0.00 7,148.50 0.00 1,346,000.00 B6-I 0.00 0.00 7,189.79 0.00 1,353,775.47 B1-II 0.00 0.00 43,803.67 0.00 11,673,000.00 B2-II 0.00 0.00 19,911.10 0.00 5,306,000.00 B3-II 0.00 0.00 10,353.32 0.00 2,759,000.00 B4-II 0.00 0.00 7,962.94 0.00 2,122,000.00 B5-II 0.00 0.00 7,167.40 0.00 1,910,000.00 B6-II 0.00 0.00 6,379.13 0.00 1,699,938.12 P 0.00 0.00 22,669.01 0.00 0.00 P7R 0.00 0.00 0.00 0.00 0.00 LTR 0.00 0.00 0.00 0.00 0.00 MTR 0.00 0.00 0.00 0.00 0.00 UTR 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 3,684,380.92 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankrupcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall R 100.00 6.09327% 0.00000000 0.00000000 0.00000000 0.00000000 1-A 20,666,000.00 6.09327% 685.11557776 3.47882754 0.00000000 0.00000000 2-A 25,431,000.00 6.35043% 897.21130117 4.74806378 0.00000000 0.00000000 3-A 78,424,000.00 6.02709% 831.61667882 4.17685479 0.00000000 0.00000000 4-A1 182,921,000.00 5.85000% 938.28233631 4.57412637 0.00000000 0.00000000 4-A2 50,000,000.00 5.85000% 938.28233620 4.57412640 0.00000000 0.00000000 4-A3 1,250,000.00 5.85000% 938.28233600 4.57412800 0.00000000 0.00000000 4-A4 1,227,390.24 0.00000% 996.23812391 0.00000000 0.00000000 0.00000000 4-A5 0.00 5.85000% 913.09504280 4.45133829 0.00000000 0.00000000 5-A 29,502,000.00 6.32391% 909.79174971 4.79453596 0.00000000 0.00000000 6-A 36,997,000.00 6.97070% 884.05315377 5.13538855 0.00000000 0.00000000 7-A1 399,029,000.00 3.60308% 947.23416416 2.84413053 0.00000000 0.00000000 7-A2 0.00 0.90000% 947.23416416 0.71042563 0.00000000 0.00000000 B1-I 10,323,000.00 6.37310% 1000.00000000 5.31092028 0.00000000 0.00000000 B2-I 4,937,000.00 6.37310% 1000.00000000 5.31091959 0.00000000 0.00000000 B3-I 2,693,000.00 6.37310% 1000.00000000 5.31092091 0.00000000 0.00000000 B4-I 1,795,000.00 6.37310% 1000.00000000 5.31091922 0.00000000 0.00000000 B5-I 1,346,000.00 6.37310% 1000.00000000 5.31092125 0.00000000 0.00000000 B6-I 1,353,775.47 6.37310% 1000.00000000 5.31091762 0.00000000 0.00000000 B1-II 11,673,000.00 4.50308% 1000.00000000 3.75256318 0.00000000 0.00000000 B2-II 5,306,000.00 4.50308% 1000.00000000 3.75256314 0.00000000 0.00000000 B3-II 2,759,000.00 4.50308% 1000.00000000 3.75256252 0.00000000 0.00000000 B4-II 2,122,000.00 4.50308% 1000.00000000 3.75256362 0.00000000 0.00000000 B5-II 1,910,000.00 4.50308% 1000.00000000 3.75256545 0.00000000 0.00000000 B6-II 1,699,938.12 4.50308% 1000.00000000 3.75256601 0.00000000 0.00000000 P 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 P7R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 LTR 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 MTR 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 UTR 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 R 0.00000000 0.00000000 2.70000000 0.00000000 0.00000000 1-A 0.00000000 0.00000000 3.47882754 0.00000000 653.75344818 2-A 0.00000000 0.00000000 4.74806378 0.00000000 885.09941017 3-A 0.00000000 0.00000000 4.17685479 0.00000000 760.58835204 4-A1 0.00000000 0.00000000 4.57412637 0.00000000 918.34123534 4-A2 0.00000000 0.00000000 4.57412640 0.00000000 918.34123540 4-A3 0.00000000 0.00000000 4.57412800 0.00000000 918.34123200 4-A4 0.00000000 0.00000000 0.00000000 0.00000000 995.46946047 4-A5 0.00000000 0.00000000 4.45133829 0.00000000 0.00000000 5-A 0.00000000 0.00000000 4.79453596 0.00000000 869.58338418 6-A 0.00000000 0.00000000 5.13538855 0.00000000 811.52936806 7-A1 0.00000000 0.00000000 2.84413053 0.00000000 933.51725584 7-A2 0.00000000 0.00000000 0.71042563 0.00000000 933.51725584 B1-I 0.00000000 0.00000000 5.31092028 0.00000000 1000.00000000 B2-I 0.00000000 0.00000000 5.31091959 0.00000000 1000.00000000 B3-I 0.00000000 0.00000000 5.31092091 0.00000000 1000.00000000 B4-I 0.00000000 0.00000000 5.31091922 0.00000000 1000.00000000 B5-I 0.00000000 0.00000000 5.31092125 0.00000000 1000.00000000 B6-I 0.00000000 0.00000000 5.31091762 0.00000000 1000.00000000 B1-II 0.00000000 0.00000000 3.75256318 0.00000000 1000.00000000 B2-II 0.00000000 0.00000000 3.75256314 0.00000000 1000.00000000 B3-II 0.00000000 0.00000000 3.75256252 0.00000000 1000.00000000 B4-II 0.00000000 0.00000000 3.75256362 0.00000000 1000.00000000 B5-II 0.00000000 0.00000000 3.75256545 0.00000000 1000.00000000 B6-II 0.00000000 0.00000000 3.75256601 0.00000000 1000.00000000 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P7R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 LTR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 MTR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 UTR 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 B3 5.42677% 0.00 0.00 5,452,000.00 5,452,000.00 100.00000000%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 24,362,481.11 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 109,865.52 Realized Losses 0.00 Prepayment Penalties 0.00 Total Deposits 24,472,346.63 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 248,088.02 Payment of Interest and Principal 24,224,258.61 Total Withdrawals (Pool Distribution Amount) 24,472,346.63 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 0.00
SERVICING FEES Gross Servicing Fee 245,392.79 Wells Fargo Bank Minnesota ,N.A. 2,695.23 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 248,088.02
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 30 0 0 0 30 17,797,961.02 0.00 0.00 0.00 17,797,961.02 60 Days 3 0 0 0 3 2,069,516.46 0.00 0.00 0.00 2,069,516.46 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 2 0 2 0.00 0.00 1,613,029.96 0.00 1,613,029.96 150 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 33 0 2 0 35 19,867,477.48 0.00 1,613,029.96 0.00 21,480,507.44 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.981506% 0.000000% 0.000000% 0.000000% 1.981506% 2.257466% 0.000000% 0.000000% 0.000000% 2.257466% 60 Days 0.198151% 0.000000% 0.000000% 0.000000% 0.198151% 0.262494% 0.000000% 0.000000% 0.000000% 0.262494% 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% 0.132100% 0.000000% 0.132100% 0.000000% 0.000000% 0.204594% 0.000000% 0.204594% 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 2.179657% 0.000000% 0.132100% 0.000000% 2.311757% 2.519960% 0.000000% 0.204594% 0.000000% 2.724555%
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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2 0 0 0 2 1,125,862.72 0.00 0.00 0.00 1,125,862.72 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 2 0 0 0 2 1,125,862.72 0.00 0.00 0.00 1,125,862.72 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 5.714286% 0.000000% 0.000000% 0.000000% 5.714286% 7.703605% 0.000000% 0.000000% 0.000000% 7.703605% 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 5.714286% 0.000000% 0.000000% 0.000000% 5.714286% 7.703605% 0.000000% 0.000000% 0.000000% 7.703605% 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 1 0 0 0 1 1,466,273.81 0.00 0.00 0.00 1,466,273.81 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 1,466,273.81 0.00 0.00 0.00 1,466,273.81 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.639344% 0.000000% 0.000000% 0.000000% 1.639344% 6.143418% 0.000000% 0.000000% 0.000000% 6.143418% 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 1.639344% 0.000000% 0.000000% 0.000000% 1.639344% 6.143418% 0.000000% 0.000000% 0.000000% 6.143418% 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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 1 0 0 0 1 317,144.74 0.00 0.00 0.00 317,144.74 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 0.00 647,029.96 0.00 647,029.96 150 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 1 0 2 317,144.74 0.00 647,029.96 0.00 964,174.70 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.613497% 0.000000% 0.000000% 0.000000% 0.613497% 0.496882% 0.000000% 0.000000% 0.000000% 0.496882% 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% 0.613497% 0.000000% 0.613497% 0.000000% 0.000000% 1.013725% 0.000000% 1.013725% 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 0.613497% 0.000000% 0.613497% 0.000000% 1.226994% 0.496882% 0.000000% 1.013725% 0.000000% 1.510606% 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 11 0 0 0 11 4,581,606.62 0.00 0.00 0.00 4,581,606.62 60 Days 1 0 0 0 1 1,115,049.38 0.00 0.00 0.00 1,115,049.38 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 0.00 966,000.00 0.00 966,000.00 150 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 12 0 1 0 13 5,696,656.00 0.00 966,000.00 0.00 6,662,656.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.156863% 0.000000% 0.000000% 0.000000% 2.156863% 2.002777% 0.000000% 0.000000% 0.000000% 2.002777% 60 Days 0.196078% 0.000000% 0.000000% 0.000000% 0.196078% 0.487426% 0.000000% 0.000000% 0.000000% 0.487426% 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% 0.196078% 0.000000% 0.196078% 0.000000% 0.000000% 0.422272% 0.000000% 0.422272% 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 2.352941% 0.000000% 0.196078% 0.000000% 2.549020% 2.490204% 0.000000% 0.422272% 0.000000% 2.912475% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 5 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 326,367.55 0.00 0.00 0.00 326,367.55 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 1 326,367.55 0.00 0.00 0.00 326,367.55 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.538462% 0.000000% 0.000000% 0.000000% 1.538462% 1.198710% 0.000000% 0.000000% 0.000000% 1.198710% 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 1.538462% 0.000000% 0.000000% 0.000000% 1.538462% 1.198710% 0.000000% 0.000000% 0.000000% 1.198710% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 6 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2 0 0 0 2 1,051,113.35 0.00 0.00 0.00 1,051,113.35 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 2 0 0 0 2 1,051,113.35 0.00 0.00 0.00 1,051,113.35 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.247191% 0.000000% 0.000000% 0.000000% 2.247191% 3.285943% 0.000000% 0.000000% 0.000000% 3.285943% 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 2.247191% 0.000000% 0.000000% 0.000000% 2.247191% 3.285943% 0.000000% 0.000000% 0.000000% 3.285943% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 7 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 13 0 0 0 13 9,246,736.97 0.00 0.00 0.00 9,246,736.97 60 Days 1 0 0 0 1 637,322.34 0.00 0.00 0.00 637,322.34 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 14 0 0 0 14 9,884,059.31 0.00 0.00 0.00 9,884,059.31 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.199662% 0.000000% 0.000000% 0.000000% 2.199662% 2.322613% 0.000000% 0.000000% 0.000000% 2.322613% 60 Days 0.169205% 0.000000% 0.000000% 0.000000% 0.169205% 0.160084% 0.000000% 0.000000% 0.000000% 0.160084% 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 2.368866% 0.000000% 0.000000% 0.000000% 2.368866% 2.482697% 0.000000% 0.000000% 0.000000% 2.482697%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 109,865.52
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.802502% Weighted Average Net Coupon 5.438317% Weighted Average Pass-Through Rate 5.434317% Weighted Average Maturity(Stepdown Calculation ) 350 Beginning Scheduled Collateral Loan Count 1,559 Number Of Loans Paid In Full 45 Ending Scheduled Collateral Loan Count 1,514 Beginning Scheduled Collateral Balance 808,575,177.08 Ending Scheduled Collateral Balance 788,035,299.40 Ending Actual Collateral Balance at 31-Aug-2002 788,404,328.68 Monthly P &I Constant 4,414,857.45 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 505,058.00 Unscheduled Principal 20,034,819.68
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Coupon Rate 5.802502% Weighted Average Net Rate 5.438317% Weighted Average Pass Through Rate 5.434317% Weighted Average Maturity 350 Record Date 08/31/2002 Principal and Interest Constant 4,414,857.45 Beginning Loan Count 1,559 Loans Paid in Full 45 Ending Loan Count 1,514 Beginning Scheduled Balance 808,575,177.08 Ending Scheduled Balance 788,035,299.40 Ending Actual Balance at 31-Aug-2002 788,404,328.68 Scheduled Principal 505,058.00 Unscheduled Principal 20,034,819.68 Scheduled Interest 3,909,799.45 Servicing Fee 245,392.79 Master Servicing Fee 2,695.23 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 3,661,711.43 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.00 Special Servicing Fee 0.00 Prepayment Penalties 0.00
Group Level Collateral Statement Group Group 1 Group 2 Group 3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.401522 6.729429 6.322495 Weighted Average Net Rate 6.097266 6.354430 6.031087 Weighted Average Maturity 348 354 349 Beginning Loan Count 37 62 176 Loans Paid In Full 2 1 13 Ending Loan Count 35 61 163 Beginning Scheduled Balance 15,247,137.71 24,156,375.08 69,346,309.51 Ending scheduled Balance 14,599,007.94 23,848,357.58 63,775,984.01 Record Date 08/31/2002 08/31/2002 08/31/2002 Principal And Interest Constant 99,080.90 157,139.29 435,912.73 Scheduled Principal 17,743.50 21,673.78 70,544.67 Unscheduled Principal 630,386.27 286,343.72 5,499,780.83 Scheduled Interest 81,337.40 135,465.51 365,368.06 Servicing Fees 3,865.86 7,548.85 16,840.06 Master Servicing Fees 50.82 80.52 231.17 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 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 77,420.72 127,836.14 348,296.83 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 6.093266 6.350429 6.027087
Group Level Collateral Statement Group Group 4 Group 5 Group 6 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.772969 6.667349 7.324891 Weighted Average Net Rate 6.397968 6.327909 6.974697 Weighted Average Maturity 354 351 342 Beginning Loan Count 520 68 97 Loans Paid In Full 10 3 8 Ending Loan Count 510 65 89 Beginning Scheduled Balance 233,332,521.03 28,394,337.73 34,654,656.61 Ending scheduled Balance 228,661,950.03 27,208,110.53 31,971,494.11 Record Date 08/31/2002 08/31/2002 08/31/2002 Principal And Interest Constant 1,452,419.85 183,342.85 235,539.19 Scheduled Principal 135,458.15 25,580.38 24,004.55 Unscheduled Principal 4,535,112.85 1,160,646.82 2,659,157.95 Scheduled Interest 1,316,961.70 157,762.47 211,534.64 Servicing Fees 72,916.64 8,031.81 10,113.20 Master Servicing Fees 777.77 94.62 115.54 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 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 1,243,267.29 149,636.04 201,305.90 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 6.393969 6.323911 6.970696
Group Level Collateral Statement Group Group 7 Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.882076 5.802502 Weighted Average Net Rate 4.507076 5.438317 Weighted Average Maturity 353.00 350.00 Record Date 08/31/2002 08/31/2002 Principal And Interest Constant 1,851,422.64 4,414,857.45 Beginning Loan Count 599 1,559 Loans Paid In Full 8 45 Ending Loan Count 591 1,514 Beginning Scheduled Balance 403,443,839.41 808,575,177.08 Ending Scheduled Balance 397,970,395.20 788,035,299.40 Scheduled Principal 210,052.97 505,058.00 Unscheduled Principal 5,263,391.24 20,034,819.68 Scheduled Interest 1,641,369.67 3,909,799.45 Servicing Fee 126,076.37 245,392.79 Master Servicing Fee 1,344.79 2,695.23 Trustee Fee 0.00 0.00 Fry Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,513,948.51 3,661,711.43 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 4.503076 5.434317
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