-----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, H901dpz88fLvQVIJyJ+CYuDr1DXbCcnbt5deffaWKFrz6gMDBeOyTGJ6IobOdu1b /Naua5M9kk5SRM8nOX/kwA== 0001056404-03-000051.txt : 20030107 0001056404-03-000051.hdr.sgml : 20030107 20030107092451 ACCESSION NUMBER: 0001056404-03-000051 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20021225 ITEM INFORMATION: Other events ITEM INFORMATION: Financial statements and exhibits FILED AS OF DATE: 20030107 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: 03505885 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 DECEMBER 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): December 26, 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 December 26, 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-Backed Callable Certificates, Series 2002-8A Trust, relating to the December 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 2002-8A 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: 1/3/03 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 December 26, 2002 distribution. EX-99.1
Structured Asset Securities Corporation Mortgage Pass-Through Certificates Record Date: 11/30/02 Distribution Date: 12/26/02 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 6.09760% 0.00 0.55 0.00 1-A 86358RC88 SEN 6.09244% 9,976,327.82 50,650.15 534,140.56 2-A 86358RC96 SEN 6.34434% 18,135,529.09 95,881.64 1,583,734.67 3-A 86358RD20 SEN 5.96185% 48,416,451.21 240,543.12 4,706,544.77 4-A1 86358RD38 SEN 5.85000% 155,270,880.80 756,945.54 6,580,436.45 4-A2 86358RD46 SEN 5.85000% 42,442,059.91 206,905.04 1,798,709.95 4-A3 86358RD53 SEN 5.85000% 1,061,051.50 5,172.63 44,967.75 4-A4 86358RD61 PO 0.00000% 1,112,640.76 0.00 52,025.54 4-A5 86358RD79 IO 5.85000% 0.00 95,753.87 0.00 5-A 86358RD87 SEN 6.27403% 20,078,533.26 104,977.71 2,868,147.75 6-A 86358RD95 SEn 6.97403% 24,680,000.80 143,432.57 5,195,526.12 7-A1 86358RE29 SEN 3.44642% 364,221,388.51 1,046,048.50 6,268,246.39 7-A2 86358RE37 IO 0.90000% 0.00 273,166.04 0.00 B1-I 86358RE45 SUB 6.35777% 10,323,000.00 54,692.73 0.00 B2-I 86358RE52 SUB 6.35777% 4,937,000.00 26,156.93 0.00 B3 86358RE86 SUB 5.33992% 5,452,000.00 24,261.03 0.00 B4-I SAC020841 SUB 6.35777% 1,795,000.00 9,510.17 0.00 B5-I SAC020851 SUB 6.35777% 1,346,000.00 7,131.30 0.00 B6-I SAC020861 SUB 6.35777% 1,353,775.47 7,172.50 0.00 B1-II 86358RE60 SUB 4.34642% 11,673,000.00 42,279.76 0.00 B2-II 86358RE78 SUB 4.34642% 5,306,000.00 19,218.40 0.00 B4-II SAC020842 SUB 4.34642% 2,122,000.00 7,685.91 0.00 B5-II SAC020852 SUB 4.34642% 1,910,000.00 6,918.04 0.00 B6-II SAC020862 SUB 4.34642% 1,699,938.12 6,157.20 0.00 P SAC02080P SEN 0.00000% 0.00 39,413.64 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 733,312,577.25 3,270,074.97 29,632,479.95
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses R 0.00 0.00 0.55 0.00 1-A 0.00 9,442,187.26 584,790.71 0.00 2-A 0.00 16,551,794.42 1,679,616.31 0.00 3-A 0.00 43,709,906.44 4,947,087.89 0.00 4-A1 0.00 148,690,444.35 7,337,381.99 0.00 4-A2 0.00 40,643,349.96 2,005,614.99 0.00 4-A3 0.00 1,016,083.75 50,140.38 0.00 4-A4 0.00 1,060,615.21 52,025.54 0.00 4-A5 0.00 0.00 95,753.87 0.00 5-A 0.00 17,210,385.51 2,973,125.46 0.00 6-A 0.00 19,484,474.68 5,338,958.69 0.00 7-A1 0.00 357,953,142.12 7,314,294.89 0.00 7-A2 0.00 0.00 273,166.04 0.00 B1-I 0.00 10,323,000.00 54,692.73 0.00 B2-I 0.00 4,937,000.00 26,156.93 0.00 B3 0.00 5,452,000.00 24,261.03 0.00 B4-I 0.00 1,795,000.00 9,510.17 0.00 B5-I 0.00 1,346,000.00 7,131.30 0.00 B6-I 0.00 1,353,775.47 7,172.50 0.00 B1-II 0.00 11,673,000.00 42,279.76 0.00 B2-II 0.00 5,306,000.00 19,218.40 0.00 B4-II 0.00 2,122,000.00 7,685.91 0.00 B5-II 0.00 1,910,000.00 6,918.04 0.00 B6-II 0.00 1,699,938.12 6,157.20 0.00 P 0.00 0.00 39,413.64 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 0.00 703,680,097.29 32,902,554.92 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 9,976,327.82 0.00 534,140.56 0.00 0.00 2-A 25,431,000.00 18,135,529.09 0.00 1,583,734.67 0.00 0.00 3-A 78,424,000.00 48,416,451.21 0.00 4,706,544.77 0.00 0.00 4-A1 182,921,000.00 155,270,880.80 0.00 6,580,436.45 0.00 0.00 4-A2 50,000,000.00 42,442,059.91 0.00 1,798,709.95 0.00 0.00 4-A3 1,250,000.00 1,061,051.50 0.00 44,967.75 0.00 0.00 4-A4 1,227,390.24 1,112,640.76 0.00 52,025.54 0.00 0.00 4-A5 0.00 0.00 0.00 0.00 0.00 0.00 5-A 29,502,000.00 20,078,533.26 0.00 2,868,147.75 0.00 0.00 6-A 36,997,000.00 24,680,000.80 0.00 5,195,526.12 0.00 0.00 7-A1 399,029,000.00 364,221,388.51 0.00 6,268,246.39 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 873,365,203.83 733,312,577.25 0.00 29,632,479.95 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 534,140.56 9,442,187.26 0.45689477 534,140.56 2-A 1,583,734.67 16,551,794.42 0.65085110 1,583,734.67 3-A 4,706,544.77 43,709,906.44 0.55735370 4,706,544.77 4-A1 6,580,436.45 148,690,444.35 0.81286700 6,580,436.45 4-A2 1,798,709.95 40,643,349.96 0.81286700 1,798,709.95 4-A3 44,967.75 1,016,083.75 0.81286700 44,967.75 4-A4 52,025.54 1,060,615.21 0.86412225 52,025.54 4-A5 0.00 0.00 0.00000000 0.00 5-A 2,868,147.75 17,210,385.51 0.58336335 2,868,147.75 6-A 5,195,526.12 19,484,474.68 0.52665013 5,195,526.12 7-A1 6,268,246.39 357,953,142.12 0.89706047 6,268,246.39 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 29,632,479.95 703,680,097.29 0.80571117 29,632,479.95
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 20,666,000.00 482.74111197 0.00000000 25.84634472 0.00000000 2-A 25,431,000.00 713.12685659 0.00000000 62.27575282 0.00000000 3-A 78,424,000.00 617.36778550 0.00000000 60.01408714 0.00000000 4-A1 182,921,000.00 848.84119811 0.00000000 35.97419897 0.00000000 4-A2 50,000,000.00 848.84119820 0.00000000 35.97419900 0.00000000 4-A3 1,250,000.00 848.84120000 0.00000000 35.97420000 0.00000000 4-A4 1,227,390.24 906.50937553 0.00000000 42.38712213 0.00000000 4-A5 0.00 0.00000000 0.00000000 0.00000000 0.00000000 5-A 29,502,000.00 680.58210494 0.00000000 97.21875636 0.00000000 6-A 36,997,000.00 667.08113631 0.00000000 140.43101116 0.00000000 7-A1 399,029,000.00 912.76921855 0.00000000 15.70874896 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 25.84634472 456.89476725 0.45689477 25.84634472 2-A 0.00000000 62.27575282 650.85110377 0.65085110 62.27575282 3-A 0.00000000 60.01408714 557.35369836 0.55735370 60.01408714 4-A1 0.00000000 35.97419897 812.86699914 0.81286700 35.97419897 4-A2 0.00000000 35.97419900 812.86699920 0.81286700 35.97419900 4-A3 0.00000000 35.97420000 812.86700000 0.81286700 35.97420000 4-A4 0.00000000 42.38712213 864.12224526 0.86412225 42.38712213 4-A5 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5-A 0.00000000 97.21875636 583.36334859 0.58336335 97.21875636 6-A 0.00000000 140.43101116 526.65012515 0.52665013 140.43101116 7-A1 0.00000000 15.70874896 897.06046959 0.89706047 15.70874896 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 6.09760% 0.00 0.00 0.00 0.00 1-A 20,666,000.00 6.09244% 9,976,327.82 50,650.15 0.00 0.00 2-A 25,431,000.00 6.34434% 18,135,529.09 95,881.64 0.00 0.00 3-A 78,424,000.00 5.96185% 48,416,451.21 240,543.12 0.00 0.00 4-A1 182,921,000.00 5.85000% 155,270,880.80 756,945.54 0.00 0.00 4-A2 50,000,000.00 5.85000% 42,442,059.91 206,905.04 0.00 0.00 4-A3 1,250,000.00 5.85000% 1,061,051.50 5,172.63 0.00 0.00 4-A4 1,227,390.24 0.00000% 1,112,640.76 0.00 0.00 0.00 4-A5 0.00 5.85000% 19,641,819.18 95,753.87 0.00 0.00 5-A 29,502,000.00 6.27403% 20,078,533.26 104,977.71 0.00 0.00 6-A 36,997,000.00 6.97403% 24,680,000.80 143,432.57 0.00 0.00 7-A1 399,029,000.00 3.44642% 364,221,388.51 1,046,048.50 0.00 0.00 7-A2 0.00 0.90000% 364,221,388.51 273,166.04 0.00 0.00 B1-I 10,323,000.00 6.35777% 10,323,000.00 54,692.73 0.00 0.00 B2-I 4,937,000.00 6.35777% 4,937,000.00 26,156.93 0.00 0.00 B3 5,452,000.00 5.33992% 5,452,000.00 24,261.03 0.00 0.00 B4-I 1,795,000.00 6.35777% 1,795,000.00 9,510.17 0.00 0.00 B5-I 1,346,000.00 6.35777% 1,346,000.00 7,131.30 0.00 0.00 B6-I 1,353,775.47 6.35777% 1,353,775.47 7,172.50 0.00 0.00 B1-II 11,673,000.00 4.34642% 11,673,000.00 42,279.76 0.00 0.00 B2-II 5,306,000.00 4.34642% 5,306,000.00 19,218.40 0.00 0.00 B4-II 2,122,000.00 4.34642% 2,122,000.00 7,685.91 0.00 0.00 B5-II 1,910,000.00 4.34642% 1,910,000.00 6,918.04 0.00 0.00 B6-II 1,699,938.12 4.34642% 1,699,938.12 6,157.20 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 3,230,660.78 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 0.55 0.00 0.00 1-A 0.00 0.00 50,650.15 0.00 9,442,187.26 2-A 0.00 0.00 95,881.64 0.00 16,551,794.42 3-A 0.00 0.00 240,543.12 0.00 43,709,906.44 4-A1 0.00 0.00 756,945.54 0.00 148,690,444.35 4-A2 0.00 0.00 206,905.04 0.00 40,643,349.96 4-A3 0.00 0.00 5,172.63 0.00 1,016,083.75 4-A4 0.00 0.00 0.00 0.00 1,060,615.21 4-A5 0.00 0.00 95,753.87 0.00 0.00 5-A 0.00 0.00 104,977.71 0.00 17,210,385.51 6-A 0.00 0.00 143,432.57 0.00 19,484,474.68 7-A1 0.00 0.00 1,046,048.50 0.00 357,953,142.12 7-A2 0.00 0.00 273,166.04 0.00 357,953,142.12 B1-I 0.00 0.00 54,692.73 0.00 10,323,000.00 B2-I 0.00 0.00 26,156.93 0.00 4,937,000.00 B3 0.00 0.00 24,261.03 0.00 5,452,000.00 B4-I 0.00 0.00 9,510.17 0.00 1,795,000.00 B5-I 0.00 0.00 7,131.30 0.00 1,346,000.00 B6-I 0.00 0.00 7,172.50 0.00 1,353,775.47 B1-II 0.00 0.00 42,279.76 0.00 11,673,000.00 B2-II 0.00 0.00 19,218.40 0.00 5,306,000.00 B4-II 0.00 0.00 7,685.91 0.00 2,122,000.00 B5-II 0.00 0.00 6,918.04 0.00 1,910,000.00 B6-II 0.00 0.00 6,157.20 0.00 1,699,938.12 P 0.00 0.00 39,413.64 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 3,270,074.97 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 6.09760% 0.00000000 0.00000000 0.00000000 0.00000000 1-A 20,666,000.00 6.09244% 482.74111197 2.45089277 0.00000000 0.00000000 2-A 25,431,000.00 6.34434% 713.12685659 3.77026621 0.00000000 0.00000000 3-A 78,424,000.00 5.96185% 617.36778550 3.06721310 0.00000000 0.00000000 4-A1 182,921,000.00 5.85000% 848.84119811 4.13810082 0.00000000 0.00000000 4-A2 50,000,000.00 5.85000% 848.84119820 4.13810080 0.00000000 0.00000000 4-A3 1,250,000.00 5.85000% 848.84120000 4.13810400 0.00000000 0.00000000 4-A4 1,227,390.24 0.00000% 906.50937553 0.00000000 0.00000000 0.00000000 4-A5 0.00 5.85000% 826.64687597 4.02990358 0.00000000 0.00000000 5-A 29,502,000.00 6.27403% 680.58210494 3.55832520 0.00000000 0.00000000 6-A 36,997,000.00 6.97403% 667.08113631 3.87687029 0.00000000 0.00000000 7-A1 399,029,000.00 3.44642% 912.76921855 2.62148490 0.00000000 0.00000000 7-A2 0.00 0.90000% 912.76921855 0.68457691 0.00000000 0.00000000 B1-I 10,323,000.00 6.35777% 1000.00000000 5.29814298 0.00000000 0.00000000 B2-I 4,937,000.00 6.35777% 1000.00000000 5.29814260 0.00000000 0.00000000 B3 5,452,000.00 5.33992% 1000.00000000 4.44993213 0.00000000 0.00000000 B4-I 1,795,000.00 6.35777% 1000.00000000 5.29814485 0.00000000 0.00000000 B5-I 1,346,000.00 6.35777% 1000.00000000 5.29814264 0.00000000 0.00000000 B6-I 1,353,775.47 6.35777% 1000.00000000 5.29814593 0.00000000 0.00000000 B1-II 11,673,000.00 4.34642% 1000.00000000 3.62201319 0.00000000 0.00000000 B2-II 5,306,000.00 4.34642% 1000.00000000 3.62201282 0.00000000 0.00000000 B4-II 2,122,000.00 4.34642% 1000.00000000 3.62201225 0.00000000 0.00000000 B5-II 1,910,000.00 4.34642% 1000.00000000 3.62201047 0.00000000 0.00000000 B6-II 1,699,938.12 4.34642% 1000.00000000 3.62201419 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 5.50000000 0.00000000 0.00000000 1-A 0.00000000 0.00000000 2.45089277 0.00000000 456.89476725 2-A 0.00000000 0.00000000 3.77026621 0.00000000 650.85110377 3-A 0.00000000 0.00000000 3.06721310 0.00000000 557.35369836 4-A1 0.00000000 0.00000000 4.13810082 0.00000000 812.86699914 4-A2 0.00000000 0.00000000 4.13810080 0.00000000 812.86699920 4-A3 0.00000000 0.00000000 4.13810400 0.00000000 812.86700000 4-A4 0.00000000 0.00000000 0.00000000 0.00000000 864.12224526 4-A5 0.00000000 0.00000000 4.02990358 0.00000000 0.00000000 5-A 0.00000000 0.00000000 3.55832520 0.00000000 583.36334859 6-A 0.00000000 0.00000000 3.87687029 0.00000000 526.65012515 7-A1 0.00000000 0.00000000 2.62148490 0.00000000 897.06046959 7-A2 0.00000000 0.00000000 0.68457691 0.00000000 897.06046959 B1-I 0.00000000 0.00000000 5.29814298 0.00000000 1000.00000000 B2-I 0.00000000 0.00000000 5.29814260 0.00000000 1000.00000000 B3 0.00000000 0.00000000 4.44993213 0.00000000 1000.00000000 B4-I 0.00000000 0.00000000 5.29814485 0.00000000 1000.00000000 B5-I 0.00000000 0.00000000 5.29814264 0.00000000 1000.00000000 B6-I 0.00000000 0.00000000 5.29814593 0.00000000 1000.00000000 B1-II 0.00000000 0.00000000 3.62201319 0.00000000 1000.00000000 B2-II 0.00000000 0.00000000 3.62201282 0.00000000 1000.00000000 B4-II 0.00000000 0.00000000 3.62201225 0.00000000 1000.00000000 B5-II 0.00000000 0.00000000 3.62201047 0.00000000 1000.00000000 B6-II 0.00000000 0.00000000 3.62201419 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 32,978,043.16 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 111,699.57 Realized Losses 0.00 Prepayment Penalties 39,413.64 Total Deposits 33,129,156.37 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 226,601.45 Payment of Interest and Principal 32,902,554.92 Total Withdrawals (Pool Distribution Amount) 33,129,156.37 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 224,156.96 Wells Fargo Bank Minnesota ,N.A. 2,444.49 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 226,601.45
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 2 0 0 2 217,119.68 0.00 0.00 217,119.68 30 Days 34 0 0 0 34 17,486,854.25 0.00 0.00 0.00 17,486,854.25 60 Days 6 0 0 0 6 2,454,590.80 0.00 0.00 0.00 2,454,590.80 90 Days 1 0 0 0 1 519,838.87 0.00 0.00 0.00 519,838.87 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 1 0 1 0.00 0.00 1,115,049.38 0.00 1,115,049.38 180+ Days 1 0 0 0 1 640,719.91 0.00 0.00 0.00 640,719.91 Totals 42 2 1 0 45 21,102,003.83 217,119.68 1,115,049.38 0.00 22,434,172.89 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 0.150376% 0.000000% 0.000000% 0.150376% 0.030839% 0.000000% 0.000000% 0.030839% 30 Days 2.556391% 0.000000% 0.000000% 0.000000% 2.556391% 2.483746% 0.000000% 0.000000% 0.000000% 2.483746% 60 Days 0.451128% 0.000000% 0.000000% 0.000000% 0.451128% 0.348638% 0.000000% 0.000000% 0.000000% 0.348638% 90 Days 0.075188% 0.000000% 0.000000% 0.000000% 0.075188% 0.073835% 0.000000% 0.000000% 0.000000% 0.073835% 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% 0.075188% 0.000000% 0.075188% 0.000000% 0.000000% 0.158376% 0.000000% 0.158376% 180+ Days 0.075188% 0.000000% 0.000000% 0.000000% 0.075188% 0.091005% 0.000000% 0.000000% 0.000000% 0.091005% Totals 3.157895% 0.150376% 0.075188% 0.000000% 3.383459% 2.997224% 0.030839% 0.158376% 0.000000% 3.186439%
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 1 592,363.22 0.00 0.00 0.00 592,363.22 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 1 592,363.22 0.00 0.00 0.00 592,363.22 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 3.846154% 0.000000% 0.000000% 0.000000% 3.846154% 5.617754% 0.000000% 0.000000% 0.000000% 5.617754% 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 3.846154% 0.000000% 0.000000% 0.000000% 3.846154% 5.617754% 0.000000% 0.000000% 0.000000% 5.617754% 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 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 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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 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 0.000000% 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 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 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 2 0 0 0 2 1,063,328.25 0.00 0.00 0.00 1,063,328.25 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 1,063,328.25 0.00 0.00 0.00 1,063,328.25 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% 2.220975% 0.000000% 0.000000% 0.000000% 2.220975% 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% 2.220975% 0.000000% 0.000000% 0.000000% 2.220975% 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 1 0 0 1 103,797.06 0.00 0.00 103,797.06 30 Days 13 0 0 0 13 5,357,781.01 0.00 0.00 0.00 5,357,781.01 60 Days 1 0 0 0 1 552,160.83 0.00 0.00 0.00 552,160.83 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 1 0 1 0.00 0.00 1,115,049.38 0.00 1,115,049.38 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 14 1 1 0 16 5,909,941.84 103,797.06 1,115,049.38 0.00 7,128,788.28 0-29 Days 0.220264% 0.000000% 0.000000% 0.220264% 0.050903% 0.000000% 0.000000% 0.050903% 30 Days 2.863436% 0.000000% 0.000000% 0.000000% 2.863436% 2.627490% 0.000000% 0.000000% 0.000000% 2.627490% 60 Days 0.220264% 0.000000% 0.000000% 0.000000% 0.220264% 0.270783% 0.000000% 0.000000% 0.000000% 0.270783% 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% 0.220264% 0.000000% 0.220264% 0.000000% 0.000000% 0.546827% 0.000000% 0.546827% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 3.083700% 0.220264% 0.220264% 0.000000% 3.524229% 2.898273% 0.050903% 0.546827% 0.000000% 3.496003% 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 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 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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 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 0.000000% 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 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 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 1 0 0 1 113,322.62 0.00 0.00 113,322.62 30 Days 3 0 0 0 3 1,541,815.29 0.00 0.00 0.00 1,541,815.29 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 3 1 0 0 4 1,541,815.29 113,322.62 0.00 0.00 1,655,137.91 0-29 Days 1.515152% 0.000000% 0.000000% 1.515152% 0.528478% 0.000000% 0.000000% 0.528478% 30 Days 4.545455% 0.000000% 0.000000% 0.000000% 4.545455% 7.190234% 0.000000% 0.000000% 0.000000% 7.190234% 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 4.545455% 1.515152% 0.000000% 0.000000% 6.060606% 7.190234% 0.528478% 0.000000% 0.000000% 7.718712% 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 15 0 0 0 15 8,931,566.48 0.00 0.00 0.00 8,931,566.48 60 Days 5 0 0 0 5 1,902,429.97 0.00 0.00 0.00 1,902,429.97 90 Days 1 0 0 0 1 519,838.87 0.00 0.00 0.00 519,838.87 120 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 1 0 0 0 1 640,719.91 0.00 0.00 0.00 640,719.91 Totals 22 0 0 0 22 11,994,555.23 0.00 0.00 0.00 11,994,555.23 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.640845% 0.000000% 0.000000% 0.000000% 2.640845% 2.328400% 0.000000% 0.000000% 0.000000% 2.328400% 60 Days 0.880282% 0.000000% 0.000000% 0.000000% 0.880282% 0.495951% 0.000000% 0.000000% 0.000000% 0.495951% 90 Days 0.176056% 0.000000% 0.000000% 0.000000% 0.176056% 0.135519% 0.000000% 0.000000% 0.000000% 0.135519% 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 0.176056% 0.000000% 0.000000% 0.000000% 0.176056% 0.167031% 0.000000% 0.000000% 0.000000% 0.167031% Totals 3.873239% 0.000000% 0.000000% 0.000000% 3.873239% 3.126901% 0.000000% 0.000000% 0.000000% 3.126901%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 111,699.57
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.657498% Weighted Average Net Coupon 5.290685% Weighted Average Pass-Through Rate 5.286686% Weighted Average Maturity(Stepdown Calculation ) 347 Beginning Scheduled Collateral Loan Count 1,396 Number Of Loans Paid In Full 66 Ending Scheduled Collateral Loan Count 1,330 Beginning Scheduled Collateral Balance 733,312,577.24 Ending Scheduled Collateral Balance 703,680,097.29 Ending Actual Collateral Balance at 30-Nov-2002 704,051,530.16 Monthly P &I Constant 3,928,979.78 Special Servicing Fee 0.00 Prepayment Penalties 39,413.64 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 471,717.72 Unscheduled Principal 29,160,762.23
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Coupon Rate 5.657498% Weighted Average Net Rate 5.290685% Weighted Average Pass Through Rate 5.286686% Weighted Average Maturity 347 Record Date 11/30/2002 Principal and Interest Constant 3,928,979.78 Beginning Loan Count 1,396 Loans Paid in Full 66 Ending Loan Count 1,330 Beginning Scheduled Balance 733,312,577.24 Ending Scheduled Balance 703,680,097.29 Ending Actual Balance at 30-Nov-2002 704,051,530.16 Scheduled Principal 471,717.72 Unscheduled Principal 29,160,762.23 Scheduled Interest 3,457,262.06 Servicing Fee 224,156.96 Master Servicing Fee 2,444.49 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 3,230,660.61 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.00 Special Servicing Fee 0.00 Prepayment Penalties 39,413.64
Group Level Collateral Statement Group Group 1 Group 2 Group 3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.409290 6.723340 6.266574 Weighted Average Net Rate 6.096439 6.348341 5.965852 Weighted Average Maturity 345 351 346 Beginning Loan Count 27 52 135 Loans Paid In Full 1 4 13 Ending Loan Count 26 48 122 Beginning Scheduled Balance 11,064,867.00 19,474,923.57 52,544,054.30 Ending scheduled Balance 10,530,726.44 17,891,188.90 47,837,509.53 Record Date 11/30/2002 11/30/2002 11/30/2002 Principal And Interest Constant 74,262.98 126,962.00 330,016.80 Scheduled Principal 15,164.70 17,848.23 55,624.11 Unscheduled Principal 518,975.86 1,565,886.44 4,650,920.66 Scheduled Interest 59,098.28 109,113.77 274,392.69 Servicing Fees 2,884.71 6,085.89 13,167.65 Master Servicing Fees 36.89 64.91 175.20 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 56,176.68 102,962.97 261,049.84 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 6.092439 6.344340 5.961853
Group Level Collateral Statement Group Group 4 Group 5 Group 6 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.773375 6.616744 7.329413 Weighted Average Net Rate 6.398374 6.278026 6.978030 Weighted Average Maturity 351 348 339 Beginning Loan Count 472 54 78 Loans Paid In Full 18 8 12 Ending Loan Count 454 46 66 Beginning Scheduled Balance 212,277,868.07 21,632,194.79 26,627,342.88 Ending scheduled Balance 203,801,728.38 18,764,047.04 21,431,816.76 Record Date 11/30/2002 11/30/2002 11/30/2002 Principal And Interest Constant 1,324,868.70 139,759.66 182,078.63 Scheduled Principal 126,670.65 20,480.74 19,442.98 Unscheduled Principal 8,349,469.04 2,847,667.01 5,176,083.14 Scheduled Interest 1,198,198.05 119,278.92 162,635.65 Servicing Fees 66,336.97 6,106.01 7,796.99 Master Servicing Fees 707.60 72.13 88.73 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 1,131,153.48 113,100.78 154,749.93 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 6.394375 6.274026 6.974031
Group Level Collateral Statement Group Group 7 Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.725416 5.657498 Weighted Average Net Rate 4.350415 5.290685 Weighted Average Maturity 350.00 347.00 Record Date 11/30/2002 11/30/2002 Principal And Interest Constant 1,751,031.01 3,928,979.78 Beginning Loan Count 578 1,396 Loans Paid In Full 10 66 Ending Loan Count 568 1,330 Beginning Scheduled Balance 389,691,326.63 733,312,577.24 Ending Scheduled Balance 383,423,080.24 703,680,097.29 Scheduled Principal 216,486.31 471,717.72 Unscheduled Principal 6,051,760.08 29,160,762.23 Scheduled Interest 1,534,544.70 3,457,262.06 Servicing Fee 121,778.74 224,156.96 Master Servicing Fee 1,299.03 2,444.49 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 1,411,466.93 3,230,660.61 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 4.346416 5.286686
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