-----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, FkVpTmBRwjE2WwnCekDpcrN/MGOA2t++MpOs+RPDeUpILGwsdUqKi4W3Mtl/URjh Cu9zt/JpyzB/OmFvBkNZGg== 0001056404-02-001367.txt : 20021107 0001056404-02-001367.hdr.sgml : 20021107 20021107095511 ACCESSION NUMBER: 0001056404-02-001367 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20021026 ITEM INFORMATION: Other events ITEM INFORMATION: Financial statements and exhibits FILED AS OF DATE: 20021107 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: 02811893 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 OCTOBER 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): October 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 October 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 October 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: 11/1/02 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 October 25, 2002 distribution. EX-99.1
Structured Asset Securities Corporation Mortgage Pass-Through Certificates Record Date: 9/30/02 10/25/02 Distribution Date: 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 6.09741% 0.00 0.34 0.00 1-A 86358RC88 SEN 6.09741% 13,510,468.76 68,649.02 1,174,022.07 2-A 86358RC96 SEN 6.34871% 22,508,963.10 119,085.79 3,478,111.30 3-A 86358RD20 SEN 5.99732% 59,648,380.92 298,108.56 4,963,501.30 4-A1 86358RD38 SEN 5.85000% 167,983,897.11 818,921.50 6,300,601.45 4-A2 86358RD46 SEN 5.85000% 45,917,061.77 223,845.68 1,722,219.28 4-A3 86358RD53 SEN 5.85000% 1,147,926.54 5,596.14 43,055.48 4-A4 86358RD61 PO 0.00000% 1,221,829.50 0.00 72,007.23 4-A5 86358RD79 IO 5.85000% 0.00 103,073.28 0.00 5-A 86358RD87 SEN 6.31892% 25,654,449.00 135,090.28 2,667,262.16 6-A 86358RD95 SEn 6.95110% 30,024,152.03 173,917.45 1,998,986.87 7-A1 86358RE29 SEN 3.48347% 372,500,457.08 1,081,328.72 3,682,994.44 7-A2 86358RE37 IO 0.90000% 0.00 279,375.34 0.00 B1-I 86358RE45 SUB 6.36431% 10,323,000.00 54,748.96 0.00 B2-I 86358RE52 SUB 6.36431% 4,937,000.00 26,183.83 0.00 B3 86358RE86 SUB 5.36190% 5,452,000.00 24,360.90 0.00 B4-I SAC020841 SUB 6.36431% 1,795,000.00 9,519.94 0.00 B5-I SAC020851 SUB 6.36431% 1,346,000.00 7,138.63 0.00 B6-I SAC020861 SUB 6.36431% 1,353,775.47 7,179.87 0.00 B1-II 86358RE60 SUB 4.38347% 11,673,000.00 42,640.21 0.00 B2-II 86358RE78 SUB 4.38347% 5,306,000.00 19,382.25 0.00 B4-II SAC020842 SUB 4.38347% 2,122,000.00 7,751.44 0.00 B5-II SAC020852 SUB 4.38347% 1,910,000.00 6,977.02 0.00 B6-II SAC020862 SUB 4.38347% 1,699,938.12 6,209.69 0.00 P SAC02080P SEN 0.00000% 0.00 0.00 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 788,035,299.40 3,519,084.84 26,102,761.58
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses R 0.00 0.00 0.34 0.00 1-A 0.00 12,336,446.69 1,242,671.09 0.00 2-A 0.00 19,030,851.80 3,597,197.09 0.00 3-A 0.00 54,684,879.62 5,261,609.86 0.00 4-A1 0.00 161,683,295.66 7,119,522.95 0.00 4-A2 0.00 44,194,842.49 1,946,064.96 0.00 4-A3 0.00 1,104,871.06 48,651.62 0.00 4-A4 0.00 1,149,822.27 72,007.23 0.00 4-A5 0.00 0.00 103,073.28 0.00 5-A 0.00 22,987,186.84 2,802,352.44 0.00 6-A 0.00 28,025,165.16 2,172,904.32 0.00 7-A1 0.00 368,817,462.64 4,764,323.16 0.00 7-A2 0.00 0.00 279,375.34 0.00 B1-I 0.00 10,323,000.00 54,748.96 0.00 B2-I 0.00 4,937,000.00 26,183.83 0.00 B3 0.00 5,452,000.00 24,360.90 0.00 B4-I 0.00 1,795,000.00 9,519.94 0.00 B5-I 0.00 1,346,000.00 7,138.63 0.00 B6-I 0.00 1,353,775.47 7,179.87 0.00 B1-II 0.00 11,673,000.00 42,640.21 0.00 B2-II 0.00 5,306,000.00 19,382.25 0.00 B4-II 0.00 2,122,000.00 7,751.44 0.00 B5-II 0.00 1,910,000.00 6,977.02 0.00 B6-II 0.00 1,699,938.12 6,209.69 0.00 P 0.00 0.00 0.00 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 0.00 761,932,537.82 29,621,846.42 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 13,510,468.76 0.00 1,174,022.07 0.00 0.00 2-A 25,431,000.00 22,508,963.10 0.00 3,478,111.30 0.00 0.00 3-A 78,424,000.00 59,648,380.92 0.00 4,963,501.30 0.00 0.00 4-A1 182,921,000.00 167,983,897.11 0.00 6,300,601.45 0.00 0.00 4-A2 50,000,000.00 45,917,061.77 0.00 1,722,219.28 0.00 0.00 4-A3 1,250,000.00 1,147,926.54 0.00 43,055.48 0.00 0.00 4-A4 1,227,390.24 1,221,829.50 0.00 72,007.23 0.00 0.00 4-A5 0.00 0.00 0.00 0.00 0.00 0.00 5-A 29,502,000.00 25,654,449.00 0.00 2,667,262.16 0.00 0.00 6-A 36,997,000.00 30,024,152.03 0.00 1,998,986.87 0.00 0.00 7-A1 399,029,000.00 372,500,457.08 0.00 3,682,994.44 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 5,452,000.00 5,452,000.00 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 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 873,365,203.83 788,035,299.40 0.00 26,102,761.58 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 1,174,022.07 12,336,446.69 0.59694410 1,174,022.07 2-A 3,478,111.30 19,030,851.80 0.74833281 3,478,111.30 3-A 4,963,501.30 54,684,879.62 0.69729776 4,963,501.30 4-A1 6,300,601.45 161,683,295.66 0.88389685 6,300,601.45 4-A2 1,722,219.28 44,194,842.49 0.88389685 1,722,219.28 4-A3 43,055.48 1,104,871.06 0.88389685 43,055.48 4-A4 72,007.23 1,149,822.27 0.93680252 72,007.23 4-A5 0.00 0.00 0.00000000 0.00 5-A 2,667,262.16 22,987,186.84 0.77917385 2,667,262.16 6-A 1,998,986.87 28,025,165.16 0.75749831 1,998,986.87 7-A1 3,682,994.44 368,817,462.64 0.92428736 3,682,994.44 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 0.00 5,452,000.00 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 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 26,102,761.58 761,932,537.82 0.87241000 26,102,761.58
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 20,666,000.00 653.75344818 0.00000000 56.80935208 0.00000000 2-A 25,431,000.00 885.09941017 0.00000000 136.76659589 0.00000000 3-A 78,424,000.00 760.58835204 0.00000000 63.29059089 0.00000000 4-A1 182,921,000.00 918.34123534 0.00000000 34.44438555 0.00000000 4-A2 50,000,000.00 918.34123540 0.00000000 34.44438560 0.00000000 4-A3 1,250,000.00 918.34123200 0.00000000 34.44438400 0.00000000 4-A4 1,227,390.24 995.46946047 0.00000000 58.66694035 0.00000000 4-A5 0.00 0.00000000 0.00000000 0.00000000 0.00000000 5-A 29,502,000.00 869.58338418 0.00000000 90.40953698 0.00000000 6-A 36,997,000.00 811.52936806 0.00000000 54.03105306 0.00000000 7-A1 399,029,000.00 933.51725584 0.00000000 9.22989166 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 5,452,000.00 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 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 56.80935208 596.94409610 0.59694410 56.80935208 2-A 0.00000000 136.76659589 748.33281428 0.74833281 136.76659589 3-A 0.00000000 63.29059089 697.29776114 0.69729776 63.29059089 4-A1 0.00000000 34.44438555 883.89684979 0.88389685 34.44438555 4-A2 0.00000000 34.44438560 883.89684980 0.88389685 34.44438560 4-A3 0.00000000 34.44438400 883.89684800 0.88389685 34.44438400 4-A4 0.00000000 58.66694035 936.80252012 0.93680252 58.66694035 4-A5 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5-A 0.00000000 90.40953698 779.17384720 0.77917385 90.40953698 6-A 0.00000000 54.03105306 757.49831500 0.75749831 54.03105306 7-A1 0.00000000 9.22989166 924.28736418 0.92428736 9.22989166 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 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 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 6.09741% 0.00 0.00 0.00 0.00 1-A 20,666,000.00 6.09741% 13,510,468.76 68,649.02 0.00 0.00 2-A 25,431,000.00 6.34871% 22,508,963.10 119,085.79 0.00 0.00 3-A 78,424,000.00 5.99732% 59,648,380.92 298,108.56 0.00 0.00 4-A1 182,921,000.00 5.85000% 167,983,897.11 818,921.50 0.00 0.00 4-A2 50,000,000.00 5.85000% 45,917,061.77 223,845.68 0.00 0.00 4-A3 1,250,000.00 5.85000% 1,147,926.54 5,596.14 0.00 0.00 4-A4 1,227,390.24 0.00000% 1,221,829.50 0.00 0.00 0.00 4-A5 0.00 5.85000% 21,143,236.82 103,073.28 0.00 0.00 5-A 29,502,000.00 6.31892% 25,654,449.00 135,090.28 0.00 0.00 6-A 36,997,000.00 6.95110% 30,024,152.03 173,917.45 0.00 0.00 7-A1 399,029,000.00 3.48347% 372,500,457.08 1,081,328.72 0.00 0.00 7-A2 0.00 0.90000% 372,500,457.08 279,375.34 0.00 0.00 B1-I 10,323,000.00 6.36431% 10,323,000.00 54,748.96 0.00 0.00 B2-I 4,937,000.00 6.36431% 4,937,000.00 26,183.83 0.00 0.00 B3 5,452,000.00 5.36190% 5,452,000.00 24,360.90 0.00 0.00 B4-I 1,795,000.00 6.36431% 1,795,000.00 9,519.94 0.00 0.00 B5-I 1,346,000.00 6.36431% 1,346,000.00 7,138.63 0.00 0.00 B6-I 1,353,775.47 6.36431% 1,353,775.47 7,179.87 0.00 0.00 B1-II 11,673,000.00 4.38347% 11,673,000.00 42,640.21 0.00 0.00 B2-II 5,306,000.00 4.38347% 5,306,000.00 19,382.25 0.00 0.00 B4-II 2,122,000.00 4.38347% 2,122,000.00 7,751.44 0.00 0.00 B5-II 1,910,000.00 4.38347% 1,910,000.00 6,977.02 0.00 0.00 B6-II 1,699,938.12 4.38347% 1,699,938.12 6,209.69 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 3,519,084.50 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 0.34 0.00 0.00 1-A 0.00 0.00 68,649.02 0.00 12,336,446.69 2-A 0.00 0.00 119,085.79 0.00 19,030,851.80 3-A 0.00 0.00 298,108.56 0.00 54,684,879.62 4-A1 0.00 0.00 818,921.50 0.00 161,683,295.66 4-A2 0.00 0.00 223,845.68 0.00 44,194,842.49 4-A3 0.00 0.00 5,596.14 0.00 1,104,871.06 4-A4 0.00 0.00 0.00 0.00 1,149,822.27 4-A5 0.00 0.00 103,073.28 0.00 0.00 5-A 0.00 0.00 135,090.28 0.00 22,987,186.84 6-A 0.00 0.00 173,917.45 0.00 28,025,165.16 7-A1 0.00 0.00 1,081,328.72 0.00 368,817,462.64 7-A2 0.00 0.00 279,375.34 0.00 368,817,462.64 B1-I 0.00 0.00 54,748.96 0.00 10,323,000.00 B2-I 0.00 0.00 26,183.83 0.00 4,937,000.00 B3 0.00 0.00 24,360.90 0.00 5,452,000.00 B4-I 0.00 0.00 9,519.94 0.00 1,795,000.00 B5-I 0.00 0.00 7,138.63 0.00 1,346,000.00 B6-I 0.00 0.00 7,179.87 0.00 1,353,775.47 B1-II 0.00 0.00 42,640.21 0.00 11,673,000.00 B2-II 0.00 0.00 19,382.25 0.00 5,306,000.00 B4-II 0.00 0.00 7,751.44 0.00 2,122,000.00 B5-II 0.00 0.00 6,977.02 0.00 1,910,000.00 B6-II 0.00 0.00 6,209.69 0.00 1,699,938.12 P 0.00 0.00 0.00 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 3,519,084.84 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 6.09741% 0.00000000 0.00000000 0.00000000 0.00000000 1-A 20,666,000.00 6.09741% 653.75344818 3.32183393 0.00000000 0.00000000 2-A 25,431,000.00 6.34871% 885.09941017 4.68270182 0.00000000 0.00000000 3-A 78,424,000.00 5.99732% 760.58835204 3.80124146 0.00000000 0.00000000 4-A1 182,921,000.00 5.85000% 918.34123534 4.47691353 0.00000000 0.00000000 4-A2 50,000,000.00 5.85000% 918.34123540 4.47691360 0.00000000 0.00000000 4-A3 1,250,000.00 5.85000% 918.34123200 4.47691200 0.00000000 0.00000000 4-A4 1,227,390.24 0.00000% 995.46946047 0.00000000 0.00000000 0.00000000 4-A5 0.00 5.85000% 889.83563615 4.33794875 0.00000000 0.00000000 5-A 29,502,000.00 6.31892% 869.58338418 4.57902108 0.00000000 0.00000000 6-A 36,997,000.00 6.95110% 811.52936806 4.70085277 0.00000000 0.00000000 7-A1 399,029,000.00 3.48347% 933.51725584 2.70990008 0.00000000 0.00000000 7-A2 0.00 0.90000% 933.51725584 0.70013793 0.00000000 0.00000000 B1-I 10,323,000.00 6.36431% 1000.00000000 5.30359004 0.00000000 0.00000000 B2-I 4,937,000.00 6.36431% 1000.00000000 5.30359125 0.00000000 0.00000000 B3 5,452,000.00 5.36190% 1000.00000000 4.46825018 0.00000000 0.00000000 B4-I 1,795,000.00 6.36431% 1000.00000000 5.30358774 0.00000000 0.00000000 B5-I 1,346,000.00 6.36431% 1000.00000000 5.30358841 0.00000000 0.00000000 B6-I 1,353,775.47 6.36431% 1000.00000000 5.30358997 0.00000000 0.00000000 B1-II 11,673,000.00 4.38347% 1000.00000000 3.65289214 0.00000000 0.00000000 B2-II 5,306,000.00 4.38347% 1000.00000000 3.65289295 0.00000000 0.00000000 B4-II 2,122,000.00 4.38347% 1000.00000000 3.65289350 0.00000000 0.00000000 B5-II 1,910,000.00 4.38347% 1000.00000000 3.65289005 0.00000000 0.00000000 B6-II 1,699,938.12 4.38347% 1000.00000000 3.65289179 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 3.40000000 0.00000000 0.00000000 1-A 0.00000000 0.00000000 3.32183393 0.00000000 596.94409610 2-A 0.00000000 0.00000000 4.68270182 0.00000000 748.33281428 3-A 0.00000000 0.00000000 3.80124146 0.00000000 697.29776114 4-A1 0.00000000 0.00000000 4.47691353 0.00000000 883.89684979 4-A2 0.00000000 0.00000000 4.47691360 0.00000000 883.89684980 4-A3 0.00000000 0.00000000 4.47691200 0.00000000 883.89684800 4-A4 0.00000000 0.00000000 0.00000000 0.00000000 936.80252012 4-A5 0.00000000 0.00000000 4.33794875 0.00000000 0.00000000 5-A 0.00000000 0.00000000 4.57902108 0.00000000 779.17384720 6-A 0.00000000 0.00000000 4.70085277 0.00000000 757.49831500 7-A1 0.00000000 0.00000000 2.70990008 0.00000000 924.28736418 7-A2 0.00000000 0.00000000 0.70013793 0.00000000 924.28736418 B1-I 0.00000000 0.00000000 5.30359004 0.00000000 1000.00000000 B2-I 0.00000000 0.00000000 5.30359125 0.00000000 1000.00000000 B3 0.00000000 0.00000000 4.46825018 0.00000000 1000.00000000 B4-I 0.00000000 0.00000000 5.30358774 0.00000000 1000.00000000 B5-I 0.00000000 0.00000000 5.30358841 0.00000000 1000.00000000 B6-I 0.00000000 0.00000000 5.30358997 0.00000000 1000.00000000 B1-II 0.00000000 0.00000000 3.65289214 0.00000000 1000.00000000 B2-II 0.00000000 0.00000000 3.65289295 0.00000000 1000.00000000 B4-II 0.00000000 0.00000000 3.65289350 0.00000000 1000.00000000 B5-II 0.00000000 0.00000000 3.65289005 0.00000000 1000.00000000 B6-II 0.00000000 0.00000000 3.65289179 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 ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 29,784,988.66 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 79,087.44 Realized Losses 0.00 Prepayment Penalties 0.00 Total Deposits 29,864,076.10 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 242,229.68 Payment of Interest and Principal 29,621,846.42 Total Withdrawals (Pool Distribution Amount) 29,864,076.10 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 239,602.78 Wells Fargo Bank Minnesota ,N.A. 2,626.90 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 242,229.68
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 24 0 0 0 24 11,754,635.64 0.00 0.00 0.00 11,754,635.64 60 Days 1 0 0 0 1 839,999.94 0.00 0.00 0.00 839,999.94 90 Days 2 0 0 0 2 1,432,194.12 0.00 0.00 0.00 1,432,194.12 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 2 0 0 0 2 1,613,029.96 0.00 0.00 0.00 1,613,029.96 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 29 0 0 0 29 15,639,859.66 0.00 0.00 0.00 15,639,859.66 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 1.649485% 0.000000% 0.000000% 0.000000% 1.649485% 1.541951% 0.000000% 0.000000% 0.000000% 1.541951% 60 Days 0.068729% 0.000000% 0.000000% 0.000000% 0.068729% 0.110190% 0.000000% 0.000000% 0.000000% 0.110190% 90 Days 0.137457% 0.000000% 0.000000% 0.000000% 0.137457% 0.187873% 0.000000% 0.000000% 0.000000% 0.187873% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.137457% 0.000000% 0.000000% 0.000000% 0.137457% 0.211594% 0.000000% 0.000000% 0.000000% 0.211594% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.993127% 0.000000% 0.000000% 0.000000% 1.993127% 2.051608% 0.000000% 0.000000% 0.000000% 2.051608%
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 1 0 0 0 1 643,358.29 0.00 0.00 0.00 643,358.29 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 1 643,358.29 0.00 0.00 0.00 643,358.29 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 3.125000% 0.000000% 0.000000% 0.000000% 3.125000% 4.787132% 0.000000% 0.000000% 0.000000% 4.787132% 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 3.125000% 0.000000% 0.000000% 0.000000% 3.125000% 4.787132% 0.000000% 0.000000% 0.000000% 4.787132% 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 1 218,402.58 0.00 0.00 0.00 218,402.58 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 1 218,402.58 0.00 0.00 0.00 218,402.58 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.851852% 0.000000% 0.000000% 0.000000% 1.851852% 1.071422% 0.000000% 0.000000% 0.000000% 1.071422% 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 1.851852% 0.000000% 0.000000% 0.000000% 1.851852% 1.071422% 0.000000% 0.000000% 0.000000% 1.071422% 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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 317,144.74 0.00 0.00 0.00 317,144.74 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 1 0 0 0 1 647,029.96 0.00 0.00 0.00 647,029.96 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2 0 0 0 2 964,174.70 0.00 0.00 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 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.666667% 0.000000% 0.000000% 0.000000% 0.666667% 0.538778% 0.000000% 0.000000% 0.000000% 0.538778% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.666667% 0.000000% 0.000000% 0.000000% 0.666667% 1.099199% 0.000000% 0.000000% 0.000000% 1.099199% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.333333% 0.000000% 0.000000% 0.000000% 1.333333% 1.637977% 0.000000% 0.000000% 0.000000% 1.637977% 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 7 0 0 0 7 2,866,773.58 0.00 0.00 0.00 2,866,773.58 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 1,115,049.38 0.00 0.00 0.00 1,115,049.38 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 1 0 0 0 1 966,000.00 0.00 0.00 0.00 966,000.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 9 0 0 0 9 4,947,822.96 0.00 0.00 0.00 4,947,822.96 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.425662% 0.000000% 0.000000% 0.000000% 1.425662% 1.299352% 0.000000% 0.000000% 0.000000% 1.299352% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.203666% 0.000000% 0.000000% 0.000000% 0.203666% 0.505391% 0.000000% 0.000000% 0.000000% 0.505391% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.203666% 0.000000% 0.000000% 0.000000% 0.203666% 0.437835% 0.000000% 0.000000% 0.000000% 0.437835% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.832994% 0.000000% 0.000000% 0.000000% 1.832994% 2.242579% 0.000000% 0.000000% 0.000000% 2.242579% 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 1 326,049.78 0.00 0.00 0.00 326,049.78 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 1 326,049.78 0.00 0.00 0.00 326,049.78 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.666667% 0.000000% 0.000000% 0.000000% 1.666667% 1.327573% 0.000000% 0.000000% 0.000000% 1.327573% 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 1.666667% 0.000000% 0.000000% 0.000000% 1.666667% 1.327573% 0.000000% 0.000000% 0.000000% 1.327573% 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 1 0 0 0 1 542,610.28 0.00 0.00 0.00 542,610.28 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 1 542,610.28 0.00 0.00 0.00 542,610.28 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.176471% 0.000000% 0.000000% 0.000000% 1.176471% 1.809448% 0.000000% 0.000000% 0.000000% 1.809448% 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 1.176471% 0.000000% 0.000000% 0.000000% 1.176471% 1.809448% 0.000000% 0.000000% 0.000000% 1.809448% 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 7,157,441.13 0.00 0.00 0.00 7,157,441.13 60 Days 1 0 0 0 1 839,999.94 0.00 0.00 0.00 839,999.94 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 7,997,441.07 0.00 0.00 0.00 7,997,441.07 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.229846% 0.000000% 0.000000% 0.000000% 2.229846% 1.814508% 0.000000% 0.000000% 0.000000% 1.814508% 60 Days 0.171527% 0.000000% 0.000000% 0.000000% 0.171527% 0.212951% 0.000000% 0.000000% 0.000000% 0.212951% 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 2.401372% 0.000000% 0.000000% 0.000000% 2.401372% 2.027459% 0.000000% 0.000000% 0.000000% 2.027459%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 79,087.44
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.727633% Weighted Average Net Coupon 5.362772% Weighted Average Pass-Through Rate 5.358772% Weighted Average Maturity(Stepdown Calculation ) 349 Beginning Scheduled Collateral Loan Count 1,514 Number Of Loans Paid In Full 59 Ending Scheduled Collateral Loan Count 1,455 Beginning Scheduled Collateral Balance 788,035,299.40 Ending Scheduled Collateral Balance 761,932,537.82 Ending Actual Collateral Balance at 30-Sep-2002 762,322,178.09 Monthly P &I Constant 4,261,719.61 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 500,405.73 Unscheduled Principal 25,602,355.85
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Coupon Rate 5.727633% Weighted Average Net Rate 5.362772% Weighted Average Pass Through Rate 5.358772% Weighted Average Maturity 349 Record Date 09/30/2002 Principal and Interest Constant 4,261,719.61 Beginning Loan Count 1,514 Loans Paid in Full 59 Ending Loan Count 1,455 Beginning Scheduled Balance 788,035,299.40 Ending Scheduled Balance 761,932,537.82 Ending Actual Balance at 30-Sep-2002 762,322,178.09 Scheduled Principal 500,405.73 Unscheduled Principal 25,602,355.85 Scheduled Interest 3,761,313.88 Servicing Fee 239,602.78 Master Servicing Fee 2,626.90 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 3,519,084.20 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 6.399811 6.727713 6.295599 Weighted Average Net Rate 6.101408 6.352714 6.001318 Weighted Average Maturity 347 353 348 Beginning Loan Count 35 61 163 Loans Paid In Full 3 7 13 Ending Loan Count 32 54 150 Beginning Scheduled Balance 14,599,007.94 23,848,357.58 63,775,984.01 Ending scheduled Balance 13,424,985.87 20,370,246.28 58,812,482.71 Record Date 09/30/2002 09/30/2002 09/30/2002 Principal And Interest Constant 96,008.42 155,247.33 400,384.09 Scheduled Principal 18,149.34 21,543.24 65,794.08 Unscheduled Principal 1,155,872.73 3,456,568.06 4,897,707.22 Scheduled Interest 77,859.08 133,704.09 334,590.01 Servicing Fees 3,630.33 7,452.60 15,640.03 Master Servicing Fees 48.67 79.51 212.58 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 74,180.08 126,171.98 318,737.40 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 6.097407 6.348713 5.997317
Group Level Collateral Statement Group Group 4 Group 5 Group 6 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.769830 6.662544 7.306275 Weighted Average Net Rate 6.394829 6.322918 6.955101 Weighted Average Maturity 353 350 341 Beginning Loan Count 510 65 89 Loans Paid In Full 19 5 4 Ending Loan Count 491 60 85 Beginning Scheduled Balance 228,661,950.03 27,208,110.53 31,971,494.11 Ending scheduled Balance 220,524,066.59 24,540,848.37 29,972,507.24 Record Date 09/30/2002 09/30/2002 09/30/2002 Principal And Interest Constant 1,423,599.92 175,754.12 217,775.59 Scheduled Principal 133,597.79 24,691.43 23,115.16 Unscheduled Principal 8,004,285.65 2,642,570.73 1,975,871.71 Scheduled Interest 1,290,002.13 151,062.69 194,660.43 Servicing Fees 71,457.04 7,700.48 9,356.28 Master Servicing Fees 762.30 90.69 106.59 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 1,217,782.79 143,271.52 185,197.56 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 6.390830 6.318918 6.951102
Group Level Collateral Statement Group Group 7 Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.762471 5.727633 Weighted Average Net Rate 4.387470 5.362772 Weighted Average Maturity 352.00 349.00 Record Date 09/30/2002 09/30/2002 Principal And Interest Constant 1,792,950.14 4,261,719.61 Beginning Loan Count 591 1,514 Loans Paid In Full 8 59 Ending Loan Count 583 1,455 Beginning Scheduled Balance 397,970,395.20 788,035,299.40 Ending Scheduled Balance 394,287,400.76 761,932,537.82 Scheduled Principal 213,514.69 500,405.73 Unscheduled Principal 3,469,479.75 25,602,355.85 Scheduled Interest 1,579,435.45 3,761,313.88 Servicing Fee 124,366.02 239,602.78 Master Servicing Fee 1,326.56 2,626.90 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 1,453,742.87 3,519,084.20 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 4.383471 5.358772
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