-----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, WVUlHOVF+EIuVfQx8DFiqoBffqW2b1IdC455XtEXWjus+wPR/yjoo7WZ3IJOAD98 YRsJBXT/iI5xs106DuTOrQ== 0001056404-02-001401.txt : 20021112 0001056404-02-001401.hdr.sgml : 20021111 20021112112539 ACCESSION NUMBER: 0001056404-02-001401 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20021025 ITEM INFORMATION: Other events ITEM INFORMATION: Financial statements and exhibits FILED AS OF DATE: 20021112 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MORGAN STANLEY DEAN WITTER CAPITAL INC TRUST 2002-WL1 CENTRAL INDEX KEY: 0001185031 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 133291626 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-83986-08 FILM NUMBER: 02815967 BUSINESS ADDRESS: STREET 1: 1585 BROADWAY STREET 2: 2ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10036 8-K 1 msc02wl1.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 MORGAN STANLEY DEAN WITTER CAPITAL I INC. Mortgage Pass-Through Certificates, Series 2002-WL1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-83986-08 Pooling and Servicing Agreement) (Commission Pending (State or other File Number) IRS EIN jurisdiction of Incorporation) 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 MORGAN STANLEY DEAN WITTER CAPITAL I INC., Mortgage Pass-Through Certificates, Series 2002-WL1 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-WL1 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. MORGAN STANLEY DEAN WITTER CAPITAL I INC. Mortgage Pass-Through Certificates, Series 2002-WL1 Trust By: Wells Fargo Bank Minnesota, NA as Master Servicer By: /s/ Beth Belfield, Assistant Vice President By: Beth Belfield, Assistant Vice President Date: 11/8/02 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2002-WL1 Trust, relating to the October 25, 2002 distribution. EX-99.1
Morgan Stanley Capital I Inc. Mortgage Pass-Through Certificates Record Date: 9/30/02 Distribution Date: 10/25/02 MSMC Series: 2002-WL1 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 AP 61746WRN2 SEN 0.00000% 429,778.56 0.00 1,597.02 1-A-1 61746WRG7 SEN 6.00000% 9,652,080.04 48,260.40 613,189.51 1-A-2 61746WUT5 SEN 5.75000% 24,124,227.93 115,595.26 1,543,977.06 1-A-3 61746WUU2 SEN 5.75000% 189,361.69 907.36 647.33 1-A-4 61746WUV0 SEN 5.50000% 83,075,452.92 380,762.49 5,277,722.15 1-A-5 61746WUW8 SEN 2.31375% 16,615,090.58 32,035.97 1,055,544.43 1-A-6 61746WUX6 SEN 6.18625% 0.00 85,654.25 0.00 1-A-7 61746WUY4 SEN 6.00000% 0.00 5,065.33 0.00 2-A-1 61746WRH5 SEN 6.00000% 10,216,386.41 51,081.93 807,131.35 2-A-2 61746WUZ1 SEN 5.50000% 184,325,901.06 844,827.05 14,562,410.52 2-A-3 61746WVA5 SEN 2.31375% 36,864,437.20 71,079.24 2,912,423.40 2-A-4 61746WVB3 SEN 6.18625% 0.00 190,043.85 0.00 A-R 61746WRP7 SEN 6.00000% 0.00 10.06 0.00 A-LR 61746WVQ0 SEN 6.00000% 0.00 0.00 0.00 3-A-1 61746WVC1 SEN 6.84696% 23,960,354.24 136,713.02 1,841,814.04 3-A-2 61746WVD9 SEN 5.75000% 109,123,319.93 522,882.57 10,643,076.66 3-A-3 61746WVE7 SEN 2.36375% 24,248,994.77 47,765.47 2,365,066.52 3-A-4 61746WVF4 SEN 6.13625% 0.00 123,998.25 0.00 3-A-5 61746WVG2 SEN 6.25000% 18,195,000.00 94,765.63 0.00 3-A-6 61746WVH0 SEN 6.25000% 17,657,000.00 91,963.54 0.00 A-X-1 61746WRM4 SEN 6.00000% 0.00 48,751.50 0.00 A-X-2 61746WVM9 SEN 6.00000% 0.00 114,476.64 0.00 3-A-X 61746WVP2 SEN 6.25000% 0.00 84,183.71 0.00 B-1 61746WRJ1 SUB 6.00000% 2,153,007.21 10,765.04 9,066.78 B-2 61746WRK8 SUB 6.00000% 977,915.40 4,889.58 4,118.21 B-3 61746WRL6 SUB 6.00000% 587,545.91 2,937.73 2,474.28 B-4 61746WTF7 SUB 6.53778% 391,365.33 2,132.22 1,648.12 B-5 61746WTG5 SUB 6.53778% 391,365.33 2,132.22 1,648.12 B-6 61746WTH3 SUB 6.53778% 391,810.47 2,134.64 1,650.00 3-B-1 61746WVJ6 SUB 6.84696% 2,854,146.11 16,285.19 2,868.98 3-B-2 61746WVK3 SUB 6.84696% 2,325,674.53 13,269.84 2,337.76 3-B-3 61746WVL1 SUB 6.84696% 1,691,308.84 9,650.27 1,700.10 3-B-4 61746WTJ9 SUB 6.84696% 1,056,943.15 6,030.71 1,062.44 3-B-5 61746WTK6 SUB 6.84696% 740,259.81 4,223.78 744.11 3-B-6 61746WTL4 SUB 6.84696% 1,373,741.38 7,838.30 1,379.23 A-X-3 61746WVN7 SEN 6.00000% 0.00 1,665.54 0.00 Totals 573,612,468.80 3,174,778.58 41,655,298.12
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses AP 0.00 428,181.54 1,597.02 0.00 1-A-1 0.00 9,038,890.53 661,449.91 0.00 1-A-2 0.00 22,580,250.87 1,659,572.32 0.00 1-A-3 0.00 188,714.36 1,554.69 0.00 1-A-4 0.00 77,797,730.77 5,658,484.64 0.00 1-A-5 0.00 15,559,546.15 1,087,580.40 0.00 1-A-6 0.00 0.00 85,654.25 0.00 1-A-7 0.00 0.00 5,065.33 0.00 2-A-1 0.00 9,409,255.06 858,213.28 0.00 2-A-2 0.00 169,763,490.55 15,407,237.57 0.00 2-A-3 0.00 33,952,013.80 2,983,502.64 0.00 2-A-4 0.00 0.00 190,043.85 0.00 A-R 0.00 0.00 10.06 0.00 A-LR 0.00 0.00 0.00 0.00 3-A-1 0.00 22,118,540.20 1,978,527.06 0.00 3-A-2 0.00 98,480,243.27 11,165,959.23 0.00 3-A-3 0.00 21,883,928.25 2,412,831.99 0.00 3-A-4 0.00 0.00 123,998.25 0.00 3-A-5 0.00 18,195,000.00 94,765.63 0.00 3-A-6 0.00 17,657,000.00 91,963.54 0.00 A-X-1 0.00 0.00 48,751.50 0.00 A-X-2 0.00 0.00 114,476.64 0.00 3-A-X 0.00 0.00 84,183.71 0.00 B-1 0.00 2,143,940.43 19,831.82 0.00 B-2 0.00 973,797.18 9,007.79 0.00 B-3 0.00 585,071.63 5,412.01 0.00 B-4 0.00 389,717.20 3,780.34 0.00 B-5 0.00 389,717.20 3,780.34 0.00 B-6 0.00 390,160.47 3,784.64 0.00 3-B-1 0.00 2,851,277.13 19,154.17 0.00 3-B-2 0.00 2,323,336.77 15,607.60 0.00 3-B-3 0.00 1,689,608.74 11,350.37 0.00 3-B-4 0.00 1,055,880.71 7,093.15 0.00 3-B-5 0.00 739,515.70 4,967.89 0.00 3-B-6 0.00 1,372,362.15 9,217.53 0.00 A-X-3 0.00 0.00 1,665.54 0.00 Totals 0.00 531,957,170.66 44,830,076.70 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) AP 431,280.00 429,778.56 1,593.08 3.94 0.00 0.00 1-A-1 10,000,000.00 9,652,080.04 32,995.33 580,194.18 0.00 0.00 1-A-2 25,000,000.00 24,124,227.93 83,080.41 1,460,896.65 0.00 0.00 1-A-3 190,000.00 189,361.69 34.83 612.49 0.00 0.00 1-A-4 86,070,000.00 83,075,452.92 283,990.84 4,993,731.31 0.00 0.00 1-A-5 17,214,000.00 16,615,090.58 56,798.17 998,746.26 0.00 0.00 1-A-6 0.00 0.00 0.00 0.00 0.00 0.00 1-A-7 0.00 0.00 0.00 0.00 0.00 0.00 2-A-1 11,000,000.00 10,216,386.41 47,546.17 759,585.18 0.00 0.00 2-A-2 198,464,000.00 184,325,901.06 857,836.68 13,704,573.84 0.00 0.00 2-A-3 39,692,000.00 36,864,437.20 171,563.88 2,740,859.53 0.00 0.00 2-A-4 0.00 0.00 0.00 0.00 0.00 0.00 A-R 50.00 0.00 0.00 0.00 0.00 0.00 A-LR 50.00 0.00 0.00 0.00 0.00 0.00 3-A-1 25,000,000.00 23,960,354.24 24,084.90 1,817,729.14 0.00 0.00 3-A-2 115,131,000.00 109,123,319.93 139,176.61 10,503,900.04 0.00 0.00 3-A-3 25,584,000.00 24,248,994.77 30,927.33 2,334,139.19 0.00 0.00 3-A-4 0.00 0.00 0.00 0.00 0.00 0.00 3-A-5 18,195,000.00 18,195,000.00 0.00 0.00 0.00 0.00 3-A-6 17,657,000.00 17,657,000.00 0.00 0.00 0.00 0.00 A-X-1 0.00 0.00 0.00 0.00 0.00 0.00 A-X-2 0.00 0.00 0.00 0.00 0.00 0.00 3-A-X 0.00 0.00 0.00 0.00 0.00 0.00 B-1 2,162,000.00 2,153,007.21 9,066.78 0.00 0.00 0.00 B-2 982,000.00 977,915.40 4,118.21 0.00 0.00 0.00 B-3 590,000.00 587,545.91 2,474.28 0.00 0.00 0.00 B-4 393,000.00 391,365.33 1,648.12 0.00 0.00 0.00 B-5 393,000.00 391,365.33 1,648.12 0.00 0.00 0.00 B-6 393,447.00 391,810.47 1,650.00 0.00 0.00 0.00 3-B-1 2,857,000.00 2,854,146.11 2,868.98 0.00 0.00 0.00 3-B-2 2,328,000.00 2,325,674.53 2,337.76 0.00 0.00 0.00 3-B-3 1,693,000.00 1,691,308.84 1,700.10 0.00 0.00 0.00 3-B-4 1,058,000.00 1,056,943.15 1,062.44 0.00 0.00 0.00 3-B-5 741,000.00 740,259.81 744.11 0.00 0.00 0.00 3-B-6 1,375,115.00 1,373,741.38 1,379.23 0.00 0.00 0.00 A-X-3 0.00 0.00 0.00 0.00 0.00 0.00 Totals 604,593,942.00 573,612,468.80 1,760,326.36 39,894,971.75 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 AP 1,597.02 428,181.54 0.99281566 1,597.02 1-A-1 613,189.51 9,038,890.53 0.90388905 613,189.51 1-A-2 1,543,977.06 22,580,250.87 0.90321003 1,543,977.06 1-A-3 647.33 188,714.36 0.99323347 647.33 1-A-4 5,277,722.15 77,797,730.77 0.90388905 5,277,722.15 1-A-5 1,055,544.43 15,559,546.15 0.90388905 1,055,544.43 1-A-6 0.00 0.00 0.00000000 0.00 1-A-7 0.00 0.00 0.00000000 0.00 2-A-1 807,131.35 9,409,255.06 0.85538682 807,131.35 2-A-2 14,562,410.52 169,763,490.55 0.85538682 14,562,410.52 2-A-3 2,912,423.40 33,952,013.80 0.85538682 2,912,423.40 2-A-4 0.00 0.00 0.00000000 0.00 A-R 0.00 0.00 0.00000000 0.00 A-LR 0.00 0.00 0.00000000 0.00 3-A-1 1,841,814.04 22,118,540.20 0.88474161 1,841,814.04 3-A-2 10,643,076.66 98,480,243.27 0.85537556 10,643,076.66 3-A-3 2,365,066.52 21,883,928.25 0.85537556 2,365,066.52 3-A-4 0.00 0.00 0.00000000 0.00 3-A-5 0.00 18,195,000.00 1.00000000 0.00 3-A-6 0.00 17,657,000.00 1.00000000 0.00 A-X-1 0.00 0.00 0.00000000 0.00 A-X-2 0.00 0.00 0.00000000 0.00 3-A-X 0.00 0.00 0.00000000 0.00 B-1 9,066.78 2,143,940.43 0.99164682 9,066.78 B-2 4,118.21 973,797.18 0.99164682 4,118.21 B-3 2,474.28 585,071.63 0.99164683 2,474.28 B-4 1,648.12 389,717.20 0.99164682 1,648.12 B-5 1,648.12 389,717.20 0.99164682 1,648.12 B-6 1,650.00 390,160.47 0.99164683 1,650.00 3-B-1 2,868.98 2,851,277.13 0.99799690 2,868.98 3-B-2 2,337.76 2,323,336.77 0.99799689 2,337.76 3-B-3 1,700.10 1,689,608.74 0.99799689 1,700.10 3-B-4 1,062.44 1,055,880.71 0.99799689 1,062.44 3-B-5 744.11 739,515.70 0.99799690 744.11 3-B-6 1,379.23 1,372,362.15 0.99799809 1,379.23 A-X-3 0.00 0.00 0.00000000 0.00 Totals 41,655,298.12 531,957,170.66 0.87985859 41,655,298.12
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion AP 431,280.00 996.51864218 3.69384159 0.00913560 0.00000000 1-A-1 10,000,000.00 965.20800400 3.29953300 58.01941800 0.00000000 1-A-2 25,000,000.00 964.96911720 3.32321640 58.43586600 0.00000000 1-A-3 190,000.00 996.64047368 0.18331579 3.22363158 0.00000000 1-A-4 86,070,000.00 965.20800418 3.29953340 58.01941803 0.00000000 1-A-5 17,214,000.00 965.20800395 3.29953352 58.01941792 0.00000000 1-A-6 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A-7 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 11,000,000.00 928.76240091 4.32237909 69.05319818 0.00000000 2-A-2 198,464,000.00 928.76240054 4.32237927 69.05319776 0.00000000 2-A-3 39,692,000.00 928.76240048 4.32237932 69.05319787 0.00000000 2-A-4 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-R 50.00 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 25,000,000.00 958.41416960 0.96339600 72.70916560 0.00000000 3-A-2 115,131,000.00 947.81874499 1.20885435 91.23433341 0.00000000 3-A-3 25,584,000.00 947.81874492 1.20885436 91.23433357 0.00000000 3-A-4 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-5 18,195,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-6 17,657,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-X-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-X-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 2,162,000.00 995.84052266 4.19370028 0.00000000 0.00000000 B-2 982,000.00 995.84052953 4.19369654 0.00000000 0.00000000 B-3 590,000.00 995.84052542 4.19369492 0.00000000 0.00000000 B-4 393,000.00 995.84053435 4.19368957 0.00000000 0.00000000 B-5 393,000.00 995.84053435 4.19368957 0.00000000 0.00000000 B-6 393,447.00 995.84053252 4.19370335 0.00000000 0.00000000 3-B-1 2,857,000.00 999.00108855 1.00419321 0.00000000 0.00000000 3-B-2 2,328,000.00 999.00108677 1.00419244 0.00000000 0.00000000 3-B-3 1,693,000.00 999.00108683 1.00419374 0.00000000 0.00000000 3-B-4 1,058,000.00 999.00108696 1.00419660 0.00000000 0.00000000 3-B-5 741,000.00 999.00109312 1.00419703 0.00000000 0.00000000 3-B-6 1,375,115.00 999.00108718 1.00299248 0.00000000 0.00000000 A-X-3 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 AP 0.00000000 3.70297718 992.81566500 0.99281566 3.70297718 1-A-1 0.00000000 61.31895100 903.88905300 0.90388905 61.31895100 1-A-2 0.00000000 61.75908240 903.21003480 0.90321003 61.75908240 1-A-3 0.00000000 3.40700000 993.23347368 0.99323347 3.40700000 1-A-4 0.00000000 61.31895143 903.88905275 0.90388905 61.31895143 1-A-5 0.00000000 61.31895143 903.88905252 0.90388905 61.31895143 1-A-6 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-7 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 73.37557727 855.38682364 0.85538682 73.37557727 2-A-2 0.00000000 73.37557703 855.38682355 0.85538682 73.37557703 2-A-3 0.00000000 73.37557694 855.38682354 0.85538682 73.37557694 2-A-4 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 0.00000000 73.67256160 884.74160800 0.88474161 73.67256160 3-A-2 0.00000000 92.44318785 855.37555715 0.85537556 92.44318785 3-A-3 0.00000000 92.44318793 855.37555699 0.85537556 92.44318793 3-A-4 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A-X-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-X-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 4.19370028 991.64682239 0.99164682 4.19370028 B-2 0.00000000 4.19369654 991.64682281 0.99164682 4.19369654 B-3 0.00000000 4.19369492 991.64683051 0.99164683 4.19369492 B-4 0.00000000 4.19368957 991.64681934 0.99164682 4.19368957 B-5 0.00000000 4.19368957 991.64681934 0.99164682 4.19368957 B-6 0.00000000 4.19370335 991.64682918 0.99164683 4.19370335 3-B-1 0.00000000 1.00419321 997.99689534 0.99799690 1.00419321 3-B-2 0.00000000 1.00419244 997.99689433 0.99799689 1.00419244 3-B-3 0.00000000 1.00419374 997.99689309 0.99799689 1.00419374 3-B-4 0.00000000 1.00419660 997.99689036 0.99799689 1.00419660 3-B-5 0.00000000 1.00419703 997.99689609 0.99799690 1.00419703 3-B-6 0.00000000 1.00299248 997.99809470 0.99799809 1.00299248 A-X-3 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 AP 431,280.00 0.00000% 429,778.56 0.00 0.00 0.00 1-A-1 10,000,000.00 6.00000% 9,652,080.04 48,260.40 0.00 0.00 1-A-2 25,000,000.00 5.75000% 24,124,227.93 115,595.26 0.00 0.00 1-A-3 190,000.00 5.75000% 189,361.69 907.36 0.00 0.00 1-A-4 86,070,000.00 5.50000% 83,075,452.92 380,762.49 0.00 0.00 1-A-5 17,214,000.00 2.31375% 16,615,090.58 32,035.97 0.00 0.00 1-A-6 0.00 6.18625% 16,615,090.58 85,654.25 0.00 0.00 1-A-7 0.00 6.00000% 1,013,066.23 5,065.33 0.00 0.00 2-A-1 11,000,000.00 6.00000% 10,216,386.41 51,081.93 0.00 0.00 2-A-2 198,464,000.00 5.50000% 184,325,901.06 844,827.05 0.00 0.00 2-A-3 39,692,000.00 2.31375% 36,864,437.20 71,079.24 0.00 0.00 2-A-4 0.00 6.18625% 36,864,437.20 190,043.85 0.00 0.00 A-R 50.00 6.00000% 0.00 0.00 0.00 0.00 A-LR 50.00 6.00000% 0.00 0.00 0.00 0.00 3-A-1 25,000,000.00 6.84696% 23,960,354.24 136,713.02 0.00 0.00 3-A-2 115,131,000.00 5.75000% 109,123,319.93 522,882.57 0.00 0.00 3-A-3 25,584,000.00 2.36375% 24,248,994.77 47,765.47 0.00 0.00 3-A-4 0.00 6.13625% 24,248,994.77 123,998.25 0.00 0.00 3-A-5 18,195,000.00 6.25000% 18,195,000.00 94,765.63 0.00 0.00 3-A-6 17,657,000.00 6.25000% 17,657,000.00 91,963.54 0.00 0.00 A-X-1 0.00 6.00000% 9,750,299.70 48,751.50 0.00 0.00 A-X-2 0.00 6.00000% 22,895,327.09 114,476.64 0.00 0.00 3-A-X 0.00 6.25000% 16,163,271.65 84,183.71 0.00 0.00 B-1 2,162,000.00 6.00000% 2,153,007.21 10,765.04 0.00 0.00 B-2 982,000.00 6.00000% 977,915.40 4,889.58 0.00 0.00 B-3 590,000.00 6.00000% 587,545.91 2,937.73 0.00 0.00 B-4 393,000.00 6.53778% 391,365.33 2,132.22 0.00 0.00 B-5 393,000.00 6.53778% 391,365.33 2,132.22 0.00 0.00 B-6 393,447.00 6.53778% 391,810.47 2,134.64 0.00 0.00 3-B-1 2,857,000.00 6.84696% 2,854,146.11 16,285.19 0.00 0.00 3-B-2 2,328,000.00 6.84696% 2,325,674.53 13,269.84 0.00 0.00 3-B-3 1,693,000.00 6.84696% 1,691,308.84 9,650.27 0.00 0.00 3-B-4 1,058,000.00 6.84696% 1,056,943.15 6,030.71 0.00 0.00 3-B-5 741,000.00 6.84696% 740,259.81 4,223.78 0.00 0.00 3-B-6 1,375,115.00 6.84696% 1,373,741.38 7,838.30 0.00 0.00 A-X-3 0.00 6.00000% 333,107.42 1,665.54 0.00 0.00 Totals 604,593,942.00 3,174,768.52 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 AP 0.00 0.00 0.00 0.00 428,181.54 1-A-1 0.00 0.00 48,260.40 0.00 9,038,890.53 1-A-2 0.00 0.00 115,595.26 0.00 22,580,250.87 1-A-3 0.00 0.00 907.36 0.00 188,714.36 1-A-4 0.00 0.00 380,762.49 0.00 77,797,730.77 1-A-5 0.00 0.00 32,035.97 0.00 15,559,546.15 1-A-6 0.00 0.00 85,654.25 0.00 15,559,546.15 1-A-7 0.00 0.00 5,065.33 0.00 948,706.88 2-A-1 0.00 0.00 51,081.93 0.00 9,409,255.06 2-A-2 0.00 0.00 844,827.05 0.00 169,763,490.55 2-A-3 0.00 0.00 71,079.24 0.00 33,952,013.80 2-A-4 0.00 0.00 190,043.85 0.00 33,952,013.80 A-R 0.00 0.00 10.06 0.00 0.00 A-LR 0.00 0.00 0.00 0.00 0.00 3-A-1 0.00 0.00 136,713.02 0.00 22,118,540.20 3-A-2 0.00 0.00 522,882.57 0.00 98,480,243.27 3-A-3 0.00 0.00 47,765.47 0.00 21,883,928.25 3-A-4 0.00 0.00 123,998.25 0.00 21,883,928.25 3-A-5 0.00 0.00 94,765.63 0.00 18,195,000.00 3-A-6 0.00 0.00 91,963.54 0.00 17,657,000.00 A-X-1 0.00 0.00 48,751.50 0.00 9,143,115.07 A-X-2 0.00 0.00 114,476.64 0.00 20,402,349.27 3-A-X 0.00 0.00 84,183.71 0.00 14,824,447.64 B-1 0.00 0.00 10,765.04 0.00 2,143,940.43 B-2 0.00 0.00 4,889.58 0.00 973,797.18 B-3 0.00 0.00 2,937.73 0.00 585,071.63 B-4 0.00 0.00 2,132.22 0.00 389,717.20 B-5 0.00 0.00 2,132.22 0.00 389,717.20 B-6 0.00 0.00 2,134.64 0.00 390,160.47 3-B-1 0.00 0.00 16,285.19 0.00 2,851,277.13 3-B-2 0.00 0.00 13,269.84 0.00 2,323,336.77 3-B-3 0.00 0.00 9,650.27 0.00 1,689,608.74 3-B-4 0.00 0.00 6,030.71 0.00 1,055,880.71 3-B-5 0.00 0.00 4,223.78 0.00 739,515.70 3-B-6 0.00 0.00 7,838.30 0.00 1,372,362.15 A-X-3 0.00 0.00 1,665.54 0.00 324,072.33 Totals 0.00 0.00 3,174,778.58 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 AP 431,280.00 0.00000% 996.51864218 0.00000000 0.00000000 0.00000000 1-A-1 10,000,000.00 6.00000% 965.20800400 4.82604000 0.00000000 0.00000000 1-A-2 25,000,000.00 5.75000% 964.96911720 4.62381040 0.00000000 0.00000000 1-A-3 190,000.00 5.75000% 996.64047368 4.77557895 0.00000000 0.00000000 1-A-4 86,070,000.00 5.50000% 965.20800418 4.42386999 0.00000000 0.00000000 1-A-5 17,214,000.00 2.31375% 965.20800395 1.86104159 0.00000000 0.00000000 1-A-6 0.00 6.18625% 965.20800395 4.97584815 0.00000000 0.00000000 1-A-7 0.00 6.00000% 965.20830654 4.82604044 0.00000000 0.00000000 2-A-1 11,000,000.00 6.00000% 928.76240091 4.64381182 0.00000000 0.00000000 2-A-2 198,464,000.00 5.50000% 928.76240054 4.25682769 0.00000000 0.00000000 2-A-3 39,692,000.00 2.31375% 928.76240048 1.79076993 0.00000000 0.00000000 2-A-4 0.00 6.18625% 928.76240048 4.78796357 0.00000000 0.00000000 A-R 50.00 6.00000% 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 50.00 6.00000% 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 25,000,000.00 6.84696% 958.41416960 5.46852080 0.00000000 0.00000000 3-A-2 115,131,000.00 5.75000% 947.81874499 4.54163145 0.00000000 0.00000000 3-A-3 25,584,000.00 2.36375% 947.81874492 1.86700555 0.00000000 0.00000000 3-A-4 0.00 6.13625% 947.81874492 4.84671083 0.00000000 0.00000000 3-A-5 18,195,000.00 6.25000% 1000.00000000 5.20833361 0.00000000 0.00000000 3-A-6 17,657,000.00 6.25000% 1000.00000000 5.20833324 0.00000000 0.00000000 A-X-1 0.00 6.00000% 957.53475671 4.78767393 0.00000000 0.00000000 A-X-2 0.00 6.00000% 925.44279713 4.62721417 0.00000000 0.00000000 3-A-X 0.00 6.25000% 952.86768974 4.96285276 0.00000000 0.00000000 B-1 2,162,000.00 6.00000% 995.84052266 4.97920444 0.00000000 0.00000000 B-2 982,000.00 6.00000% 995.84052953 4.97920570 0.00000000 0.00000000 B-3 590,000.00 6.00000% 995.84052542 4.97920339 0.00000000 0.00000000 B-4 393,000.00 6.53778% 995.84053435 5.42549618 0.00000000 0.00000000 B-5 393,000.00 6.53778% 995.84053435 5.42549618 0.00000000 0.00000000 B-6 393,447.00 6.53778% 995.84053252 5.42548297 0.00000000 0.00000000 3-B-1 2,857,000.00 6.84696% 999.00108855 5.70010151 0.00000000 0.00000000 3-B-2 2,328,000.00 6.84696% 999.00108677 5.70010309 0.00000000 0.00000000 3-B-3 1,693,000.00 6.84696% 999.00108683 5.70010041 0.00000000 0.00000000 3-B-4 1,058,000.00 6.84696% 999.00108696 5.70010397 0.00000000 0.00000000 3-B-5 741,000.00 6.84696% 999.00109312 5.70010796 0.00000000 0.00000000 3-B-6 1,375,115.00 6.84696% 999.00108718 5.70010508 0.00000000 0.00000000 A-X-3 0.00 6.00000% 990.42723302 4.95214479 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 AP 0.00000000 0.00000000 0.00000000 0.00000000 992.81566500 1-A-1 0.00000000 0.00000000 4.82604000 0.00000000 903.88905300 1-A-2 0.00000000 0.00000000 4.62381040 0.00000000 903.21003480 1-A-3 0.00000000 0.00000000 4.77557895 0.00000000 993.23347368 1-A-4 0.00000000 0.00000000 4.42386999 0.00000000 903.88905275 1-A-5 0.00000000 0.00000000 1.86104159 0.00000000 903.88905252 1-A-6 0.00000000 0.00000000 4.97584815 0.00000000 903.88905252 1-A-7 0.00000000 0.00000000 4.82604044 0.00000000 903.88933510 2-A-1 0.00000000 0.00000000 4.64381182 0.00000000 855.38682364 2-A-2 0.00000000 0.00000000 4.25682769 0.00000000 855.38682355 2-A-3 0.00000000 0.00000000 1.79076993 0.00000000 855.38682354 2-A-4 0.00000000 0.00000000 4.78796357 0.00000000 855.38682354 A-R 0.00000000 0.00000000 201.20000000 0.00000000 0.00000000 A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 0.00000000 0.00000000 5.46852080 0.00000000 884.74160800 3-A-2 0.00000000 0.00000000 4.54163145 0.00000000 855.37555715 3-A-3 0.00000000 0.00000000 1.86700555 0.00000000 855.37555699 3-A-4 0.00000000 0.00000000 4.84671083 0.00000000 855.37555699 3-A-5 0.00000000 0.00000000 5.20833361 0.00000000 1000.00000000 3-A-6 0.00000000 0.00000000 5.20833324 0.00000000 1000.00000000 A-X-1 0.00000000 0.00000000 4.78767393 0.00000000 897.90578069 A-X-2 0.00000000 0.00000000 4.62721417 0.00000000 824.67514451 3-A-X 0.00000000 0.00000000 4.96285276 0.00000000 873.94046702 B-1 0.00000000 0.00000000 4.97920444 0.00000000 991.64682239 B-2 0.00000000 0.00000000 4.97920570 0.00000000 991.64682281 B-3 0.00000000 0.00000000 4.97920339 0.00000000 991.64683051 B-4 0.00000000 0.00000000 5.42549618 0.00000000 991.64681934 B-5 0.00000000 0.00000000 5.42549618 0.00000000 991.64681934 B-6 0.00000000 0.00000000 5.42548297 0.00000000 991.64682918 3-B-1 0.00000000 0.00000000 5.70010151 0.00000000 997.99689534 3-B-2 0.00000000 0.00000000 5.70010309 0.00000000 997.99689433 3-B-3 0.00000000 0.00000000 5.70010041 0.00000000 997.99689309 3-B-4 0.00000000 0.00000000 5.70010397 0.00000000 997.99689036 3-B-5 0.00000000 0.00000000 5.70010796 0.00000000 997.99689609 3-B-6 0.00000000 0.00000000 5.70010508 0.00000000 997.99809470 A-X-3 0.00000000 0.00000000 4.95214479 0.00000000 963.56322864 (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 44,922,288.52 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 27,290.80 Realized Losses 0.00 Prepayment Penalties 0.00 Total Deposits 44,949,579.32 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 119,502.62 Payment of Interest and Principal 44,830,076.70 Total Withdrawals (Pool Distribution Amount) 44,949,579.32 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 119,502.62 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 119,502.62
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 7 0 0 0 7 2,904,206.41 0.00 0.00 0.00 2,904,206.41 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 7 0 0 0 7 2,904,206.41 0.00 0.00 0.00 2,904,206.41 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 0.571895% 0.000000% 0.000000% 0.000000% 0.571895% 0.544477% 0.000000% 0.000000% 0.000000% 0.544477% 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 0.571895% 0.000000% 0.000000% 0.000000% 0.571895% 0.544477% 0.000000% 0.000000% 0.000000% 0.544477%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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 3 0 0 0 3 1,413,076.57 0.00 0.00 0.00 1,413,076.57 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 0 0 0 3 1,413,076.57 0.00 0.00 0.00 1,413,076.57 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.140684% 0.000000% 0.000000% 0.000000% 1.140684% 1.106603% 0.000000% 0.000000% 0.000000% 1.106603% 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 1.140684% 0.000000% 0.000000% 0.000000% 1.140684% 1.106603% 0.000000% 0.000000% 0.000000% 1.106603% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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 4 0 0 0 4 1,491,129.84 0.00 0.00 0.00 1,491,129.84 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 4 0 0 0 4 1,491,129.84 0.00 0.00 0.00 1,491,129.84 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.838574% 0.000000% 0.000000% 0.000000% 0.838574% 0.686703% 0.000000% 0.000000% 0.000000% 0.686703% 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 0.838574% 0.000000% 0.000000% 0.000000% 0.838574% 0.686703% 0.000000% 0.000000% 0.000000% 0.686703% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 27,290.80
COLLATERAL STATEMENT Collateral Description Fixed & Mixed ARM Weighted Average Gross Coupon 6.891649% Weighted Average Pass-Through Rate 6.641649% Weighted Average Maturity(Stepdown Calculation ) 174 Beginning Scheduled Collateral Loan Count 1,305 Number Of Loans Paid In Full 81 Ending Scheduled Collateral Loan Count 1,224 Beginning Scheduled Collateral Balance 573,612,470.44 Ending Scheduled Collateral Balance 531,957,170.66 Ending Actual Collateral Balance at 30-Sep-2002 533,394,239.85 Monthly P &I Constant 5,054,607.67 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 44,715,481.96 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 531,957,170.66 Scheduled Principal 1,760,328.03 Unscheduled Principal 39,894,971.75
Group Level Collateral Statement Group 1 2 3 Collateral Description Mixed Fixed Ratio St Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 6.667379 6.843639 7.096962 Weighted Average Net Rate 6.417379 6.593639 6.846962 Weighted Average Maturity 174 149 336 Beginning Loan Count 280 504 521 Loans Paid In Full 17 27 37 Ending Loan Count 263 477 484 Beginning Scheduled Balance 135,839,303.14 234,546,423.56 203,226,743.74 Ending scheduled Balance 127,340,632.00 216,249,846.41 188,366,692.25 Record Date 09/30/2002 09/30/2002 09/30/2002 Principal And Interest Constant 1,219,229.72 2,429,184.43 1,406,193.52 Scheduled Principal 464,486.30 1,091,558.61 204,283.12 Unscheduled Principal 8,034,184.84 17,205,018.54 14,655,768.37 Scheduled Interest 754,743.42 1,337,625.82 1,201,910.40 Servicing Fees 28,299.84 48,863.87 42,338.91 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 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 726,443.58 1,288,761.95 1,159,571.49 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 6.417379 6.593639 6.846962
Group Level Collateral Statement Group Total Collateral Description Fixed & Mixed ARM Weighted Average Coupon Rate 6.891649 Weighted Average Net Rate 6.641649 Weighted Average Maturity 174 Beginning Loan Count 1,305 Loans Paid In Full 81 Ending Loan Count 1,224 Beginning Scheduled Balance 573,612,470.44 Ending scheduled Balance 531,957,170.66 Record Date 09/30/2002 Principal And Interest Constant 5,054,607.67 Scheduled Principal 1,760,328.03 Unscheduled Principal 39,894,971.75 Scheduled Interest 3,294,279.64 Servicing Fees 119,502.62 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread Fee 1 0.00 Spread Fee 2 0.00 Spread Fee 3 0.00 Net Interest 3,174,777.02 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.00 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 6.641649
Miscellaneous Reporting Group 1 Junior Percentage 1.294821% Senior Prepayment Percentage 100.000000% Senior Percentage 98.705179% Bankruptcy Loss Coverage Grps 1 & 2 100,000.00 Fraud Loss Coverage Grps 1 & 2 3,929,748.00 Special Hazard Loss Coverage Grps 1 & 2 8,992,000.00 Group 2 Junior Percentage 1.338626% Senior Prepayment Percentage 100.000000% Senior Percentage 98.661374% Bankruptcy Loss Coverage Grps 1 & 2 100,000.00 Fraud Loss Coverage Grps 1 & 2 3,929,748.00 Special Hazard Loss Coverage Grps 1 & 2 8,992,000.00 Group 3 Junior Percentage 4.941316% Senior Prepayment Percentage 100.000000% Senior Percentage 95.058684% Bankruptcy Loss Coverage 100,000.00 Fraud Loss Coverage 4,232,383.00 Special Hazard Loss Coverage 2,189,000.00
Group -----END PRIVACY-ENHANCED MESSAGE-----