-----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, R+xs9dMWLzqzFnU3cTvcP1AEzLKgWLdpI+haXPd/YCPTZSfbXyjkF117K/XZlNxt 1gTLi0Z8ikz7v87SP5ZmZw== 0001056404-03-001574.txt : 20030908 0001056404-03-001574.hdr.sgml : 20030908 20030908104026 ACCESSION NUMBER: 0001056404-03-001574 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030825 ITEM INFORMATION: Other events ITEM INFORMATION: Financial statements and exhibits FILED AS OF DATE: 20030908 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BEAR STEARNS ARM TRUST MORTGAGE PASS THRO CERT SERIES 2002-8 CENTRAL INDEX KEY: 0001179037 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: 333-68542-08 FILM NUMBER: 03885252 BUSINESS ADDRESS: STREET 1: 245 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 11201 8-K 1 bst02008.txt AUGUST 8-K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 Form 8-K Current Report Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): August 25, 2003 BEAR STEARNS ARM TRUST Mortgage Pass-Through Certificates, Series 2002-8 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-68542-08 51-0423867 Pooling and Servicing Agreement) (Commission 51-0423872 (State or other File Number) 51-0423873 jurisdiction IRS EIN of Incorporation) c/o Wells Fargo Bank Minnesota, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) ITEM 5. Other Events On August 25, 2003 a distribution was made to holders of BEAR STEARNS ARM TRUST, Mortgage Pass-Through Certificates, Series 2002-8 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 2002-8 Trust, relating to the August 25, 2003 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. BEAR STEARNS ARM TRUST Mortgage Pass-Through Certificates, Series 2002-8 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: 9/3/03 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2002-8 Trust, relating to the August 25, 2003 distribution. EX-99.1
Bear Stearns ARM Trust Mortgage Pass-Through Certificates Record Date: 7/31/03 Distribution Date: 8/25/03 BST Series: 2002-8 Contact: CTSLink Customer Service Wells Fargo Bank Minnesota, N.A. Corporate Trust Services 9062 Old Annapolis Road Columbia, MD 21045-1951 Telephone: (301) 815-6600 Fax: (301) 815-6600 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution I-A 07384MNQ1 SEN 5.42353% 24,912,911.31 110,459.87 3,255,714.62 II-A 07384MNR9 SEN 5.25452% 63,318,295.47 271,994.34 13,711,973.78 II-X 07384MNU2 SEN 0.64500% 0.00 33,387.72 0.00 III-A 07384MNS7 SEN 6.12535% 21,708,251.08 108,706.03 2,900,581.76 IV-A 07384MNT5 SEN 5.13437% 22,694,382.19 95,258.46 2,091,207.31 V-A 07384MNY4 SEN 5.44377% 19,444,086.37 86,533.67 1,620,025.91 VI-A 07384MNZ1 SEN 5.86593% 21,346,521.94 102,367.44 3,492,570.15 VII-A 07384MPA4 SEN 6.41043% 29,169,678.95 152,867.95 2,475,802.70 X 07384MPL0 SEN 0.20650% 0.00 7,158.84 0.00 B-1 07384MPB2 SUB 5.61203% 8,836,095.99 40,539.52 564,018.05 B-2 07384MPC0 SUB 5.61203% 4,275,564.76 19,616.05 272,914.16 B-3 07384MPD8 SUB 5.61203% 2,850,427.34 13,077.60 181,946.02 B-4 07384MPE6 SUB 5.61203% 1,710,256.40 7,846.56 109,167.61 B-5 07384MPF3 SUB 5.61203% 1,140,170.94 5,231.04 72,778.41 B-6 07384MPG1 SUB 5.61203% 1,140,461.17 5,232.37 72,796.93 R-I 07384MNV0 SEN 5.38634% 0.00 0.00 0.00 R-II 07384MNW8 SEN 5.38634% 0.00 0.00 0.00 R-III 07384MNX6 SEN 5.38634% 0.00 0.00 0.00 Totals 222,547,103.91 1,060,277.46 30,821,497.41
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A 0.00 21,657,196.68 3,366,174.49 0.00 II-A 0.00 49,606,321.69 13,983,968.12 0.00 II-X 0.00 0.00 33,387.72 0.00 III-A 0.00 18,807,669.32 3,009,287.79 0.00 IV-A 0.00 20,603,174.88 2,186,465.77 0.00 V-A 0.00 17,824,060.46 1,706,559.58 0.00 VI-A 0.00 17,853,951.79 3,594,937.59 0.00 VII-A 0.00 26,693,876.25 2,628,670.65 0.00 X 0.00 0.00 7,158.84 0.00 B-1 0.00 8,272,077.94 604,557.57 0.00 B-2 0.00 4,002,650.60 292,530.21 0.00 B-3 0.00 2,668,481.33 195,023.62 0.00 B-4 0.00 1,601,088.80 117,014.17 0.00 B-5 0.00 1,067,392.53 78,009.45 0.00 B-6 0.00 1,067,664.24 78,029.30 0.00 R-I 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.00 0.00 R-III 0.00 0.00 0.00 0.00 Totals 0.00 191,725,606.51 31,881,774.87 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) I-A 76,399,700.00 24,912,911.31 20,941.33 3,234,773.30 0.00 0.00 II-A 187,728,800.00 63,318,295.47 52,333.70 13,659,640.09 0.00 0.00 II-X 0.00 0.00 0.00 0.00 0.00 0.00 III-A 45,480,600.00 21,708,251.08 7,045.11 2,893,536.65 0.00 0.00 IV-A 275,388,100.00 22,694,382.19 28,237.58 2,062,969.73 0.00 0.00 V-A 32,683,300.00 19,444,086.37 11,740.47 1,608,285.44 0.00 0.00 VI-A 41,117,300.00 21,346,521.94 8,294.61 3,484,275.54 0.00 0.00 VII-A 62,630,800.00 29,169,678.95 1,249.21 2,474,553.49 0.00 0.00 X 0.00 0.00 0.00 0.00 0.00 0.00 B-1 11,587,500.00 8,836,095.99 7,380.14 556,637.91 0.00 0.00 B-2 5,606,900.00 4,275,564.76 3,571.06 269,343.09 0.00 0.00 B-3 3,738,000.00 2,850,427.34 2,380.75 179,565.26 0.00 0.00 B-4 2,242,800.00 1,710,256.40 1,428.45 107,739.16 0.00 0.00 B-5 1,495,200.00 1,140,170.94 952.30 71,826.11 0.00 0.00 B-6 1,495,580.00 1,140,461.17 952.54 71,844.38 0.00 0.00 R-I 50.00 0.00 0.00 0.00 0.00 0.00 R-II 50.00 0.00 0.00 0.00 0.00 0.00 R-III 50.00 0.00 0.00 0.00 0.00 0.00 Totals 747,594,730.00 222,547,103.91 146,507.25 30,674,990.15 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 I-A 3,255,714.62 21,657,196.68 0.28347227 3,255,714.62 II-A 13,711,973.78 49,606,321.69 0.26424460 13,711,973.78 II-X 0.00 0.00 0.00000000 0.00 III-A 2,900,581.76 18,807,669.32 0.41353169 2,900,581.76 IV-A 2,091,207.31 20,603,174.88 0.07481505 2,091,207.31 V-A 1,620,025.91 17,824,060.46 0.54535682 1,620,025.91 VI-A 3,492,570.15 17,853,951.79 0.43421995 3,492,570.15 VII-A 2,475,802.70 26,693,876.25 0.42621005 2,475,802.70 X 0.00 0.00 0.00000000 0.00 B-1 564,018.05 8,272,077.94 0.71387943 564,018.05 B-2 272,914.16 4,002,650.60 0.71387943 272,914.16 B-3 181,946.02 2,668,481.33 0.71387944 181,946.02 B-4 109,167.61 1,601,088.80 0.71387944 109,167.61 B-5 72,778.41 1,067,392.53 0.71387943 72,778.41 B-6 72,796.93 1,067,664.24 0.71387973 72,796.93 R-I 0.00 0.00 0.00000000 0.00 R-II 0.00 0.00 0.00000000 0.00 R-III 0.00 0.00 0.00000000 0.00 Totals 30,821,497.41 191,725,606.51 0.25645661 30,821,497.41
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A 76,399,700.00 326.08650702 0.27410225 42.34013092 0.00000000 II-A 187,728,800.00 337.28599698 0.27877289 72.76262401 0.00000000 II-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 III-A 45,480,600.00 477.30793085 0.15490363 63.62133855 0.00000000 IV-A 275,388,100.00 82.40872496 0.10253740 7.49113607 0.00000000 V-A 32,683,300.00 594.92420808 0.35921923 49.20817176 0.00000000 VI-A 41,117,300.00 519.16156800 0.20173042 84.73989148 0.00000000 VII-A 62,630,800.00 465.74016219 0.01994562 39.51016896 0.00000000 X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 11,587,500.00 762.55413074 0.63690529 48.03779159 0.00000000 B-2 5,606,900.00 762.55413152 0.63690453 48.03779094 0.00000000 B-3 3,738,000.00 762.55413055 0.63690476 48.03779026 0.00000000 B-4 2,242,800.00 762.55412877 0.63690476 48.03779205 0.00000000 B-5 1,495,200.00 762.55413323 0.63690476 48.03779428 0.00000000 B-6 1,495,580.00 762.55444042 0.63690341 48.03780473 0.00000000 R-I 50.00 0.00000000 0.00000000 0.00000000 0.00000000 R-II 50.00 0.00000000 0.00000000 0.00000000 0.00000000 R-III 50.00 0.00000000 0.00000000 0.00000000 0.00000000
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution I-A 0.00000000 42.61423304 283.47227384 0.28347227 42.61423304 II-A 0.00000000 73.04139684 264.24460014 0.26424460 73.04139684 II-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 III-A 0.00000000 63.77624218 413.53168868 0.41353169 63.77624218 IV-A 0.00000000 7.59367347 74.81505149 0.07481505 7.59367347 V-A 0.00000000 49.56739099 545.35681709 0.54535682 49.56739099 VI-A 0.00000000 84.94162190 434.21994611 0.43421995 84.94162190 VII-A 0.00000000 39.53011458 426.21004761 0.42621005 39.53011458 X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 48.67469687 713.87943387 0.71387943 48.67469687 B-2 0.00000000 48.67469725 713.87943427 0.71387943 48.67469725 B-3 0.00000000 48.67469770 713.87943553 0.71387944 48.67469770 B-4 0.00000000 48.67469681 713.87943642 0.71387944 48.67469681 B-5 0.00000000 48.67469904 713.87943419 0.71387943 48.67469904 B-6 0.00000000 48.67471483 713.87972559 0.71387973 48.67471483 R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-III 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 I-A 76,399,700.00 5.42353% 24,912,911.31 112,596.65 0.00 0.00 II-A 187,728,800.00 5.25452% 63,318,295.47 277,255.88 0.00 0.00 II-X 0.00 0.64500% 63,318,295.47 34,033.58 0.00 0.00 III-A 45,480,600.00 6.12535% 21,708,251.08 110,808.87 0.00 0.00 IV-A 275,388,100.00 5.13437% 22,694,382.19 97,101.17 0.00 0.00 V-A 32,683,300.00 5.44377% 19,444,086.37 88,207.60 0.00 0.00 VI-A 41,117,300.00 5.86593% 21,346,521.94 104,347.67 0.00 0.00 VII-A 62,630,800.00 6.41043% 29,169,678.95 155,825.08 0.00 0.00 X 0.00 0.20650% 42,405,756.73 7,297.32 0.00 0.00 B-1 11,587,500.00 5.61203% 8,836,095.99 41,323.73 0.00 0.00 B-2 5,606,900.00 5.61203% 4,275,564.76 19,995.51 0.00 0.00 B-3 3,738,000.00 5.61203% 2,850,427.34 13,330.58 0.00 0.00 B-4 2,242,800.00 5.61203% 1,710,256.40 7,998.35 0.00 0.00 B-5 1,495,200.00 5.61203% 1,140,170.94 5,332.23 0.00 0.00 B-6 1,495,580.00 5.61203% 1,140,461.17 5,333.59 0.00 0.00 R-I 50.00 5.38634% 0.00 0.00 0.00 0.00 R-II 50.00 5.38634% 0.00 0.00 0.00 0.00 R-III 50.00 5.38634% 0.00 0.00 0.00 0.00 Totals 747,594,730.00 1,080,787.81 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 I-A 2,136.77 0.00 110,459.87 0.00 21,657,196.68 II-A 5,261.55 0.00 271,994.34 0.00 49,606,321.69 II-X 645.86 0.00 33,387.72 0.00 49,606,321.69 III-A 2,102.85 0.00 108,706.03 0.00 18,807,669.32 IV-A 1,842.71 0.00 95,258.46 0.00 20,603,174.88 V-A 1,673.94 0.00 86,533.67 0.00 17,824,060.46 VI-A 1,980.23 0.00 102,367.44 0.00 17,853,951.79 VII-A 2,957.13 0.00 152,867.95 0.00 26,693,876.25 X 138.48 0.00 7,158.84 0.52 36,033,218.49 B-1 784.21 0.00 40,539.52 0.00 8,272,077.94 B-2 379.46 0.00 19,616.05 0.00 4,002,650.60 B-3 252.98 0.00 13,077.60 0.00 2,668,481.33 B-4 151.79 0.00 7,846.56 0.00 1,601,088.80 B-5 101.19 0.00 5,231.04 0.00 1,067,392.53 B-6 101.22 0.00 5,232.37 0.00 1,067,664.24 R-I 0.00 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.00 0.00 0.00 R-III 0.00 0.00 0.00 0.00 0.00 Totals 20,510.37 0.00 1,060,277.46 0.52 (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 I-A 76,399,700.00 5.42353% 326.08650702 1.47378393 0.00000000 0.00000000 II-A 187,728,800.00 5.25452% 337.28599698 1.47689582 0.00000000 0.00000000 II-X 0.00 0.64500% 337.28599698 0.18129120 0.00000000 0.00000000 III-A 45,480,600.00 6.12535% 477.30793085 2.43639860 0.00000000 0.00000000 IV-A 275,388,100.00 5.13437% 82.40872496 0.35259755 0.00000000 0.00000000 V-A 32,683,300.00 5.44377% 594.92420808 2.69885844 0.00000000 0.00000000 VI-A 41,117,300.00 5.86593% 519.16156800 2.53780453 0.00000000 0.00000000 VII-A 62,630,800.00 6.41043% 465.74016219 2.48799441 0.00000000 0.00000000 X 0.00 0.20650% 296.49581517 0.05102196 0.00000000 0.00000000 B-1 11,587,500.00 5.61203% 762.55413074 3.56623344 0.00000000 0.00000000 B-2 5,606,900.00 5.61203% 762.55413152 3.56623268 0.00000000 0.00000000 B-3 3,738,000.00 5.61203% 762.55413055 3.56623328 0.00000000 0.00000000 B-4 2,242,800.00 5.61203% 762.55412877 3.56623417 0.00000000 0.00000000 B-5 1,495,200.00 5.61203% 762.55413323 3.56623194 0.00000000 0.00000000 B-6 1,495,580.00 5.61203% 762.55444042 3.56623517 0.00000000 0.00000000 R-I 50.00 5.38634% 0.00000000 0.00000000 0.00000000 0.00000000 R-II 50.00 5.38634% 0.00000000 0.00000000 0.00000000 0.00000000 R-III 50.00 5.38634% 0.00000000 0.00000000 0.00000000 0.00000000 (5) Per $1 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 I-A 0.02796830 0.00000000 1.44581549 0.00000000 283.47227384 II-A 0.02802740 0.00000000 1.44886847 0.00000000 264.24460014 II-X 0.00344039 0.00000000 0.17785081 0.00000000 264.24460014 III-A 0.04623620 0.00000000 2.39016262 0.00000000 413.53168868 IV-A 0.00669132 0.00000000 0.34590623 0.00000000 74.81505149 V-A 0.05121698 0.00000000 2.64764176 0.00000000 545.35681709 VI-A 0.04816051 0.00000000 2.48964402 0.00000000 434.21994611 VII-A 0.04721527 0.00000000 2.44077914 0.00000000 426.21004761 X 0.00096824 0.00000000 0.05005373 0.00000364 251.93981462 B-1 0.06767724 0.00000000 3.49855620 0.00000000 713.87943387 B-2 0.06767733 0.00000000 3.49855535 0.00000000 713.87943427 B-3 0.06767790 0.00000000 3.49855538 0.00000000 713.87943553 B-4 0.06767879 0.00000000 3.49855538 0.00000000 713.87943642 B-5 0.06767657 0.00000000 3.49855538 0.00000000 713.87943419 B-6 0.06767943 0.00000000 3.49855574 0.00000000 713.87972559 R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-III 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 31,891,443.24 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 31,891,443.24 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 9,668.37 Payment of Interest and Principal 31,881,774.87 Total Withdrawals (Pool Distribution Amount) 31,891,443.24 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 69,266.49 Servicing Fee Support 48,756.16 Non-Supported Prepayment/Curtailment Interest Shortfall 20,510.33
SERVICING FEES Gross Servicing Fee 58,424.53 Supported Prepayment/Curtailment Interest Shortfall 48,756.16 Net Servicing Fee 9,668.37
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 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 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 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%
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 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 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 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 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 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 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 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 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 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 8 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%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 0.00
SUBORDINATION LEVEL/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class A 671,195,030.00 89.78059944% 170,068,409.83 74.67039305% 9.508829% 0.000000% Class 2A 483,466,230.00 64.66956101% 120,462,088.14 52.89019564% 21.780197% 265.567631% Class 3A 437,985,630.00 58.58597077% 101,654,418.82 44.63248299% 8.257713% 100.686929% Class X 26,166,130.00 3.50004206% 18,679,355.44 8.20137505% 0.000000% 0.000000% Class B-1 14,578,630.00 1.95007126% 10,407,277.50 4.56942887% 3.631946% 44.284601% Class B-2 8,971,730.00 1.20007935% 6,404,626.90 2.81202140% 1.757407% 21.428205% Class B-3 5,233,730.00 0.70007583% 3,736,145.57 1.64039552% 1.171626% 14.285725% Class B-4 2,990,930.00 0.40007371% 2,135,056.77 0.93742000% 0.702976% 8.571435% Class B-5 1,495,730.00 0.20007230% 1,067,664.24 0.46876965% 0.468650% 5.714290% Class B-6 150.00 0.00002006% 0.00 0.00000000% 0.468770% 5.715745% Class R-I 100.00 0.00001338% 0.00 0.00000000% 0.000000% 0.000000% Class R-II 50.00 0.00000669% 0.00 0.00000000% 0.000000% 0.000000% Class R-III 0.00 0.00000000% 0.00 0.00000000% 0.000000% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.162598% Weighted Average Net Coupon 4.897987% Weighted Average Pass-Through Rate 4.895004% Weighted Average Maturity(Stepdown Calculation ) 346 Beginning Scheduled Collateral Loan Count 561 Number Of Loans Paid In Full 76 Ending Scheduled Collateral Loan Count 485 Beginning Scheduled Collateral Balance 264,952,860.64 Ending Scheduled Collateral Balance 227,758,825.00 Ending Actual Collateral Balance at 31-Jul-2003 227,863,151.43 Monthly P &I Constant 7,658,916.47 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 30,528,052.74 Ending Scheduled Balance for Premium Loans 227,758,825.00 Scheduled Principal 6,519,045.48 Unscheduled Principal 30,674,990.16
Miscellaneous Reporting Senior Percentage Group 1 92.374819% Senior Prepayment Percentage Group 1 96.187410% Subordinate Percentage Group 1 7.625181% Subordinate Prepayment Pct. Group 1 3.812590% Average Loss Severity Group 1 0 Senior Percentage Group 2 92.276521% Senior Prepayment Percentage Group 2 96.138261% Subordinate Percentage Group 2 7.723479% Subordinate Prepayment Pct. Group 2 3.861739% Average Loss Severity Group 2 0 Senior Percentage Group 3 94.139480% Senior Prepayment Percentage Group 3 97.069740% Subordinate Percentage Group 3 5.860520% Subordinate Prepayment Pct. Group 3 2.93026% Average Loss Severity Group 3 0 Senior Percentage Group 4 75.856265% Senior Prepayment Percentage Group 4 87.928133% Subordinate Percentage Group 4 24.143735% Subordinate Prepayment Pct. Group 4 12.071867% Average Loss Severity Group 4 0 Senior Percentage Group 5 95.175834% Senior Prepayment Percentage Group 5 97.587917% Subordinate Percentage Group 5 4.824166% Subordinate Prepayment Pct. Group 5 2.412083% Average Loss Severity Group 5 0 Senior Percentage Group 6 94.797010% Senior Prepayment Percentage Group 6 97.398505% Subordinate Percentage Group 6 5.202990% Subordinate Prepayment Pct. Group 6 2.601495% Average Loss Severity Group 6 0 Senior Percentage Group 7 93.990609% Senior Prepayment Percentage Group 7 96.995305% Subordinate Percentage Group 7 6.009391% Subordinate Prepayment Pct. Group 7 3.004695% Average Loss Severity Group 7 0
Group Level Collateral Statement Group GROUP 1 GROUP 2 GROUP 3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.719377 6.174534 6.482446 Weighted Average Net Rate 5.434093 5.899517 6.125350 Weighted Average Maturity 345 345 345 Beginning Loan Count 67 180 59 Loans Paid In Full 8 33 8 Ending Loan Count 59 147 51 Beginning Scheduled Balance 26,969,374.82 68,617,992.02 23,059,667.54 Ending scheduled Balance 23,583,714.52 54,352,949.30 20,071,299.54 Record Date 07/31/2003 07/31/2003 07/31/2003 Principal And Interest Constant 151,209.96 409,784.07 132,052.89 Scheduled Principal 22,669.95 56,713.99 7,483.69 Unscheduled Principal 3,362,990.35 14,208,328.73 2,980,884.31 Scheduled Interest 128,540.01 353,070.08 124,569.20 Servicing Fees 6,411.61 15,725.91 6,862.09 Master Servicing Fees 0.00 0.00 0.00 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 237.34 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 121,891.06 337,344.17 117,707.11 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 5.423532 5.899517 6.125350
Group Level Collateral Statement Group GROUP 4 GROUP 5 GROUP 6 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.384372 5.837401 6.240930 Weighted Average Net Rate 5.134372 5.468518 5.865930 Weighted Average Maturity 347 346 346 Beginning Loan Count 66 50 61 Loans Paid In Full 5 4 10 Ending Loan Count 61 46 51 Beginning Scheduled Balance 29,917,610.84 20,429,646.45 22,518,138.44 Ending scheduled Balance 27,534,185.86 18,769,273.42 18,932,048.72 Record Date 07/31/2003 07/31/2003 07/31/2003 Principal And Interest Constant 171,464.74 111,715.59 125,861.63 Scheduled Principal 37,225.11 12,335.56 8,749.86 Unscheduled Principal 2,346,199.87 1,648,037.47 3,577,339.86 Scheduled Interest 134,239.63 99,380.03 117,111.77 Servicing Fees 6,232.84 6,280.13 7,036.92 Master Servicing Fees 0.00 0.00 0.00 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 0.00 421.32 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 128,006.79 92,678.58 110,074.85 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 5.134372 5.443770 5.865930
Group Level Collateral Statement Group GROUP 7 Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.785427 5.162598 Weighted Average Net Rate 6.410427 4.897987 Weighted Average Maturity 345.00 346.00 Record Date 07/31/2003 07/31/2003 Principal And Interest Constant 176,815.34 1,278,904.22 Beginning Loan Count 77 560 Loans Paid In Full 8 76 Ending Loan Count 69 484 Beginning Scheduled Balance 31,034,673.80 222,547,103.91 Ending Scheduled Balance 28,482,135.15 191,725,606.51 Scheduled Principal 1,329.08 146,507.24 Unscheduled Principal 2,551,209.57 30,674,990.16 Scheduled Interest 175,486.26 1,132,396.98 Servicing Fee 9,698.34 58,247.84 Master Servicing Fee 0.00 0.00 Trustee Fee 0.00 0.00 Fry Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 658.66 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 165,787.92 1,073,490.48 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.00 0.00 Prepayment Penalties 0.00 0.00 Special Servicing Fee 0.00 0.00 Pass-Through Rate 6.410427 4.895004
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