-----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, VXOYo3nJIe8m+4xXH5/hc/1ZzjMddHQLGufE9MM6+OAR0Zrs7PLmAxWSMxU2Z6VS fbgQ+DZVjs/aoYejmiYftA== 0001020242-02-000247.txt : 20020906 0001020242-02-000247.hdr.sgml : 20020906 20020906134509 ACCESSION NUMBER: 0001020242-02-000247 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020826 ITEM INFORMATION: Other events FILED AS OF DATE: 20020906 FILER: COMPANY DATA: COMPANY CONFORMED NAME: IMH ASSETS CORP CENTRAL INDEX KEY: 0001017447 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 330705301 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-06637 FILM NUMBER: 02758288 BUSINESS ADDRESS: STREET 1: 1401 DOVE STREET STREET 2: SUITE 200 CITY: NEWPORT BEACH STATE: CA ZIP: 92660 BUSINESS PHONE: 9494753600 MAIL ADDRESS: STREET 1: 20371 IRVINE AVENUE CITY: SANTA ANA HEIGHTS STATE: CA ZIP: 92707 8-K 1 im02018k6.txt IMH ASSETS CORP 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 26, 2002 IMH ASSETS CORP. (as Company under a Series 2002-1 Indenture, dated as of February 27, 2002 providing for, inter alia, the issuance of Collateralized Asset- Backed Bonds, Series 2002-1). IMPAC CMB TRUST SERIES 2002-1 (Exact name of Registrant as specified in its Charter) CALIFORNIA (State or Other Jurisdiction of Incorporation) 333-06637 33-0705301 (Commission File Number) (I.R.S. Employer Identification No.) 1401 DOVE STREET NEWPORT BEACH, CALIFORNIA 92660 (Address of principal executive offices) (Zip Code) Registrant's Telephone Number, Including Area Code: (949) 475-3600 Item 5. Other Events Attached hereto is a copy of the Monthly Remittance Statements to the Certificateholders which was derived from the monthly information submitted by the Master Servicer of the Trust to the Trustee. Item 7. Financial Statement and Exhibits Exhibits: (as noted in Item 5 above) Monthly Remittance Statement to the Certificateholders dated as of August 26, 2002. SIGNATURE 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. Deutsche Bank National Trust Company, not in its individual capacity, but solely as a duly authorized agent of the Registrant pursuant to the Indenture, dated as of February 27, 2002. Date: September 5, 2002 By: /s/ Katie Wannenmacher Katie Wannenmacher Vice President EXHIBIT INDEX DOCUMENT Monthly Remittance Statement to the Certificateholders dated as of August 26, 2002. Impac CMB Trust 2002-1 Collateralized Asset-Backed Bonds August 26, 2002 Distribution Contents TABLE OF CONTENTS > Page 1. Cont >ents 1 2. Cert >ificate Payment Report 2 3. Coll >ection Account Report 4 4. Cred >it Enhancement Report 7 5. Coll >ateral Report 8 6. Deli >nquency Report 11 7. REO >Report 14 8. Prep >ayment Report 15 9. Prep >ayment Detail Report 18 10. Real >ized Loss Report 19 11. Real >ized Loss Detail Report 22 12. Trig >gers, Adj. Rate Cert. and Miscellaneous Report 23 13. Othe >r Related Information 24 Tota >l Number of Pages > 24 CONTACTS Adm >inistrator: James F Noriega Dir >ect Phone Number: (714)247-6281 Add >ress: Deutsche Bank > 1761 E. St. Andrew Place, Santa Ana, CA 92705 Web > Site: http://www-apps.gis.deutsche-bank.com/invr Fac >tor Information: (800) 735-7777 Mai >n Phone Number: (714) 247-6000 ISSUANCE INFORMATION Seller: IMPAC Mortgage Hold >ings Inc. Cut-Off Date: > February 1, 2002 Certificate Insurer(s): AMBAC Indemnity Cor >poration Closing Date: > February 27, 2002 > First Payment Date: > March 25, 2002 Servicer(s): Impac Funding Corpo >ration Master Servicer Countrywide Funding > Corporation Sub-Servicer Wendover Funding, I >nc. Sub-Servicer > Distribution Date: > August 26, 2002 Underwriter(s): Countrywide Securit >ies Co-Lead Underwriter Record Date: > July 31, 2002 Greenwich Capital M >arkets, Inc. Co-Lead Underwriter > Page 1 of 24 > (c) COPYRIGHT 2002 Deutsche Bank HISTORICAL DATA > - STATEMENT 1 GROUP TOTAL 6 issue_idperiod > t_del_0_t_del_1_t_del_2_t_del_3_t_del_4_t_del_0 t_del_1 t_del_2 t_del_ >3t_del_4 t_for_0_t_for_1_t_for_2_t_for_3_t_for_4_t_for_0 t_for_1 t_for_2 t_for >_3 IM0201 200208 > 04.62E+08 2393557 1308373 1126436629316.5 1997 11 6 > 5 2 0 0 0 0 0 0 0 0 > 0 IM0201 200207 > 04.71E+08 2900261 1213266 2188439 0 2033 14 6 > 7 0 0 0 0 0 0 0 0 0 > 0 IM0201 200206 > 04.78E+08 2336723 2703003 0 0 2066 9 8 > 0 0 0 0 0 0 0 0 0 0 > 0 IM0201 200205 > 04.87E+08 3106486203200.8 0 0 2097 10 1 > 0 0 0 0 0 0 0 0 0 0 > 0 IM0201 200204 > 04.95E+0847259.8355832.84 0 0 2131 1 1 > 0 0 0 0 0 0 0 0 0 0 > 0 IM0201 200203 > 04.53E+0838165.48 0 0 0 1970 1 0 > 0 0 0 0 0 0 0 0 0 0 > 0 HISTORICAL DATA > - STATEMENT 1 GROUP 1 6 issue_idperiod >sub_poolt_del_0_t_del_1_t_del_2_t_del_3_t_del_4_t_del_0 t_del_1 t_del_2 t_del_ >3t_del_4 t_for_0_t_for_1_t_for_2_t_for_3_t_for_4_t_for_0 t_for_1 t_for_2 t_for >_3 IM0201 200208 > 1 647016246973.15 045454.43 0 135 1 0 > 1 0 0 0 0 0 0 0 0 0 > 0 IM0201 200207 > 1 6727790 0131281.6 0 0 140 0 2 > 0 0 0 0 0 0 0 0 0 0 > 0 IM0201 200206 > 1 6941932131281.6 0 0 0 144 2 0 > 0 0 0 0 0 0 0 0 0 0 > 0 IM0201 200205 > 1 7289693 0 0 0 0 150 0 0 > 0 0 0 0 0 0 0 0 0 0 > 0 IM0201 200204 > 1 745412547259.8355832.84 0 0 154 1 1 > 0 0 0 0 0 0 0 0 0 0 > 0 IM0201 200203 > 1 774064838165.48 0 0 0 159 1 0 > 0 0 0 0 0 0 0 0 0 0 > 0 HISTORICAL DATA > - STATEMENT 1 GROUP 2 6 issue_idperiod >sub_poolt_del_0_t_del_1_t_del_2_t_del_3_t_del_4_t_del_0 t_del_1 t_del_2 t_del_ >3t_del_4 t_for_0_t_for_1_t_for_2_t_for_3_t_for_4_t_for_0 t_for_1 t_for_2 t_for >_3 IM0201 200208 > 24.55E+08 2346584 1308373 1080981629316.5 1862 10 6 > 4 2 0 0 0 0 0 0 0 0 > 0 IM0201 200207 > 24.64E+08 2900261 1081984 2188439 0 1893 14 4 > 7 0 0 0 0 0 0 0 0 0 > 0 IM0201 200206 > 24.71E+08 2205441 2703003 0 0 1922 7 8 > 0 0 0 0 0 0 0 0 0 0 > 0 IM0201 200205 > 24.79E+08 3106486203200.8 0 0 1947 10 1 > 0 0 0 0 0 0 0 0 0 0 > 0 IM0201 200204 > 24.87E+08 0 0 0 0 1977 0 0 > 0 0 0 0 0 0 0 0 0 0 > 0 IM0201 200203 > 24.45E+08 0 0 0 0 1811 0 0 > 0 0 0 0 0 0 0 0 0 0 > 0 HISTORICAL DATA > - STATEMENT 1 GROUP 3 0 issue_idperiod >sub_poolt_del_0_t_del_1_t_del_2_t_del_3_t_del_4_t_del_0 t_del_1 t_del_2 t_del_ >3t_del_4 t_for_0_t_for_1_t_for_2_t_for_3_t_for_4_t_for_0 t_for_1 t_for_2 t_for >_3 HISTORICAL DATA > - STATEMENT 1 GROUP 4 0 issue_idperiod >sub_poolt_del_0_t_del_1_t_del_2_t_del_3_t_del_4_t_del_0 t_del_1 t_del_2 t_del_ >3t_del_4 t_for_0_t_for_1_t_for_2_t_for_3_t_for_4_t_for_0 t_for_1 t_for_2 t_for >_3 > > 0 2 t_for_4 t_bnk_0_t_bnk_1_t_bnk_2_t_bnk_3_t_bnk_4_t_bnk_0 t_bnk_1 t_bnk_2 t_bnk_3 >t_bnk_4 t_reo_0_t_reo_1_t_reo_2_t_reo_3_t_reo_4_t_reo_0 t_reo_1 t_reo_2 t_reo_ >3t_reo_4 t_del_tot_del_tot_for_tot_for_tot_bnk_tot_bnk_tot_reo_tot_reo_tot_beg >_ba 085518.25 0217610.9 0 0 2 0 2 >0 0 0 0229127.8 0644123.1 0 0 1 >0 1 5457683 24 0 0303129.1 4873250.9 24.77E >+08 0139630.2 0 0 0 0 3 0 0 >0 0 0 0 0 0 0 0 0 0 >0 0 6301966 27 0 0139630.2 3 0 04.84E >+08 0183094.5 0 0 0 0 4 0 0 >0 0 0 0 0 0 0 0 0 0 >0 0 5039726 17 0 0183094.5 4 0 0 4.9E >+08 0129452.9 0 0 0 0 3 0 0 >0 0 0 0 0 0 0 0 0 0 >0 0 3309687 11 0 0129452.9 3 0 04.95E >+08 0129845.9 0 0 0 0 3 0 0 >0 0 0 0 0 0 0 0 0 0 >0 0103092.7 2 0 0129845.9 3 0 04.99E >+08 0130234.5 0 0 0 0 3 0 0 >0 0 0 0 0 0 0 0 0 0 >0 038165.48 1 0 0130234.5 3 0 04.54E >+08 t_for_4 t_bnk_0_t_bnk_1_t_bnk_2_t_bnk_3_t_bnk_4_t_bnk_0 t_bnk_1 t_bnk_2 t_bnk_3 >t_bnk_4 t_reo_0_t_reo_1_t_reo_2_t_reo_3_t_reo_4_t_reo_0 t_reo_1 t_reo_2 t_reo_ >3t_reo_4 t_del_tot_del_tot_for_tot_for_tot_bnk_tot_bnk_tot_reo_tot_reo_tot_beg >_ba 085518.25 085556.35 0 0 2 0 1 >0 0 0 0 0 0 0 0 0 0 >0 092427.58 2 0 0171074.6 3 0 0 6998 >702 0139630.2 0 0 0 0 3 0 0 >0 0 0 0 0 0 0 0 0 0 >0 0131281.6 2 0 0139630.2 3 0 0 7256 >309 0183094.5 0 0 0 0 4 0 0 >0 0 0 0 0 0 0 0 0 0 >0 0131281.6 2 0 0183094.5 4 0 0 7419 >146 0129452.9 0 0 0 0 3 0 0 >0 0 0 0 0 0 0 0 0 0 >0 0 0 0 0 0129452.9 3 0 0 7687 >064 0129845.9 0 0 0 0 3 0 0 >0 0 0 0 0 0 0 0 0 0 >0 0103092.7 2 0 0129845.9 3 0 0 7909 >048 0130234.5 0 0 0 0 3 0 0 >0 0 0 0 0 0 0 0 0 0 >0 038165.48 1 0 0130234.5 3 0 0 8048 >102 t_for_4 t_bnk_0_t_bnk_1_t_bnk_2_t_bnk_3_t_bnk_4_t_bnk_0 t_bnk_1 t_bnk_2 t_bnk_3 >t_bnk_4 t_reo_0_t_reo_1_t_reo_2_t_reo_3_t_reo_4_t_reo_0 t_reo_1 t_reo_2 t_reo_ >3t_reo_4 t_del_tot_del_tot_for_tot_for_tot_bnk_tot_bnk_tot_reo_tot_reo_tot_beg >_ba 0 0 0132054.5 0 0 0 0 1 >0 0 0 0229127.8 0644123.1 0 0 1 >0 1 5365255 22 0 0132054.5 1873250.9 2 4.7E >+08 0 0 0 0 0 0 0 0 0 >0 0 0 0 0 0 0 0 0 0 >0 0 6170685 25 0 0 0 0 0 04.76E >+08 0 0 0 0 0 0 0 0 0 >0 0 0 0 0 0 0 0 0 0 >0 0 4908444 15 0 0 0 0 0 04.83E >+08 0 0 0 0 0 0 0 0 0 >0 0 0 0 0 0 0 0 0 0 >0 0 3309687 11 0 0 0 0 0 04.87E >+08 0 0 0 0 0 0 0 0 0 >0 0 0 0 0 0 0 0 0 0 >0 0 0 0 0 0 0 0 0 04.91E >+08 0 0 0 0 0 0 0 0 0 >0 0 0 0 0 0 0 0 0 0 >0 0 0 0 0 0 0 0 0 04.46E >+08 t_for_4 t_bnk_0_t_bnk_1_t_bnk_2_t_bnk_3_t_bnk_4_t_bnk_0 t_bnk_1 t_bnk_2 t_bnk_3 >t_bnk_4 t_reo_0_t_reo_1_t_reo_2_t_reo_3_t_reo_4_t_reo_0 t_reo_1 t_reo_2 t_reo_ >3t_reo_4 t_del_tot_del_tot_for_tot_for_tot_bnk_tot_bnk_tot_reo_tot_reo_tot_beg >_ba t_for_4 t_bnk_0_t_bnk_1_t_bnk_2_t_bnk_3_t_bnk_4_t_bnk_0 t_bnk_1 t_bnk_2 t_bnk_3 >t_bnk_4 t_reo_0_t_reo_1_t_reo_2_t_reo_3_t_reo_4_t_reo_0 t_reo_1 t_reo_2 t_reo_ >3t_reo_4 t_del_tot_del_tot_for_tot_for_tot_bnk_tot_bnk_tot_reo_tot_reo_tot_beg >_ba 35 >1 0 358.267 > 0 0 0.01042137 263935228329429389992.8446237.8 0 133 >3 0 163.386 > 0 t_prepayt_repur >ct_liquid_loan warat was > wa_grosswa_max_iwa_min_iwa_per_cwa_per_cup_down t_end_bat_beg_lot_end_lot_sch_prt_prepayt_curt t_repurct_liquidt_prepayt_repur >ct_liquidt_prepayt_curr_st_del_sft_curr_wt_curr_wt_curr_wt_wamm warat was > wa_grosswa_max_iwa_min_iwa_per_cwa_per_cpool_reareo_bookt_del_1_2_bal_p 4.68E+08 2063 2027457432.9 822501767221.08174677.8 0 35 >1 019551.56 12613837061.33308647492890635728244771351.3249350.62847.3662 >590.0286320.1283730.0296030.0099190.009919 0 0 0.007906882 4.77E+08 2087 2063450841.7 593254396528.26 0 0 24 >0 018894.17157512.9 7953.86319665562998095529306089352.2569351.56516.3803 >140.0286220.1283360.0295810.0099150.009915 0 0 0.008621663 4.84E+08 2111 2087 451703 598033474928.85 105060 0 23 >1 014529.21 132534 35215.2325217033050871329832817353.1941352.49115.4038 >080.0286170.1283290.0295760.0099130.009913 0 0 0.010421373 4.9E+08 2136 2111454454.7 432827371051.17 0 0 25 >0 015671.8735220.88134250.2328996533086600030186796354.1849353.46834.4146 >420.0286030.1283140.0295530.0099080.009908 0 0 0.006751607 4.95E+08 2156 2136454723.7 289365565615.34 166500 0 19 >1 0 8495.42132373.9 38375332079623115897630473306355.0964354.38532.6185 >060.0286060.128312 0.029550.0099140.009913 0 0 0.000208242 4.53E+08 1981 1974370195.7 96960714648.06 0 0 7 >0 0 2348.7132076.523792.36302813322841090627794848355.7356354.93231.7035 >240.0285440.1280920.029399 0.00990.009899 0 0 8.42376E-05 > > 0 0.018758 181.81 1213521100734.4 0 0 26 >0 0 > 0 t_prepayt_repur >ct_liquid_loan warat was > wa_grosswa_max_iwa_min_iwa_per_cwa_per_cup_down t_end_bat_beg_lot_end_lot_sch_prt_prepayt_curt t_repurct_liquidt_prepayt_repur >ct_liquidt_prepayt_curr_st_del_sft_curr_wt_curr_wt_curr_wt_wamm warat was > wa_grosswa_max_iwa_min_iwa_per_cwa_per_cpool_reareo_bookt_del_1_2_bal_p 6733664 145 140 0243278.221759.41 0 0 5 >0 0 1224.78 1357.6 3177.37973760.9919341.3918872.4 168163.386757.185 >14 0 0 0 0 0 0 0 0.006975867 6998702 150 145 0240270.117336.49 0 0 5 >0 0 1584.12 1507.12 3195.28 1007791951362.5950876.3 168163.8444 56.08 >77 0 0 0 0 0 0 0 0.018757998 7256309 153 150 0144686.618150.95 0 0 3 >0 0 189.23 1733.6 3074.64 1029688971989.2971492.1 169164.766654.937 >92 0 0 0 0 0 0 0 0.01809207 7419146 159 153 0248572.619345.11 0 0 6 >0 0 1469.44 1730.9 3251.48 1065097 1005309 1004794 171166.253353.866 >39 0 0 0 0 0 0 0 0 7687064 163 159 91.38 202692 19200.5 0 0 4 >0 0 1445.24 1647.71 3478.95 1095697 1034177 1033647 171167.0406 > 0 0 0 0 0 0 0 0 0.013411189 7909048 166 163 90.43134021.9 4941.89 0 0 3 >0 0 323.69 1942.58 3274.47 1114439 1051835 1051296 172167.2829 > 0 0 0 0 0 0 0 0 0.004825547 > > 0 0.01030452 263917027115908289258.4446237.8 0 107 >3 0 > 0 t_prepayt_repur >ct_liquid_loan warat was > wa_grosswa_max_iwa_min_iwa_per_cwa_per_cup_down t_end_bat_beg_lot_end_lot_sch_prt_prepayt_curt t_repurct_liquidt_prepayt_repur >ct_liquidt_prepayt_curr_st_del_sft_curr_wt_curr_wt_curr_wt_wamm warat was > wa_grosswa_max_iwa_min_iwa_per_cwa_per_cpool_reareo_bookt_del_1_2_bal_p 4.61E+08 1918 1887457432.9 798173945461.67174677.8 0 30 >1 018326.78124780.433883.96298909882798701627325899 354353.36076.6392 >940.0290580.1302840.0300440.0100670.010067 0 0 0.007920468 4.7E+08 1937 1918450841.7 569227379191.77 0 0 19 >0 017310.05156005.8 4758.58309587652902959228355212 355354.35975.6403 >120.0290580.1302910.0300320.0100660.010066 0 0 0.008470761 4.76E+08 1958 1937 451703 5835647 56777.9 105060 0 20 >1 014339.98130800.432140.56314920152953672328861325 356355.3508 4.649 >230.0290570.130301 0.030030.0100650.010065 0 0 0.010304521 4.83E+08 1977 1958454454.7 407970051706.06 0 0 19 >0 014202.4333489.98130998.7318345562986069229182002 357356.34533.6547 >030.0290550.130338 0.030020.0100640.010064 0 0 0.006855361 4.87E+08 1993 1977454632.3 269096346414.84 166500 0 15 >1 0 7050.18130726.234896.05321122653012479929439659 358357.34022.6598 >060.029067 0.130380.0300270.0100740.010073 0 0 0 4.45E+08 1815 1811370105.3835585.1 9706.17 0 0 4 >0 0 2025.01 13013420517.89291668932735907126743553 359358.2662 1.733 >790.0290580.1304010.0299290.0100780.010077 0 0 0 > > 0 0 0 0 0 0 0 0 >0 0 > 0 t_prepayt_repur >ct_liquid_loan warat was > wa_grosswa_max_iwa_min_iwa_per_cwa_per_cup_down t_end_bat_beg_lot_end_lot_sch_prt_prepayt_curt t_repurct_liquidt_prepayt_repur >ct_liquidt_prepayt_curr_st_del_sft_curr_wt_curr_wt_curr_wt_wamm warat was > wa_grosswa_max_iwa_min_iwa_per_cwa_per_cpool_reareo_bookt_del_1_2_bal_p > > 0 0 0 0 0 0 0 0 >0 0 > 0 t_prepayt_repur >ct_liquid_loan warat was > wa_grosswa_max_iwa_min_iwa_per_cwa_per_cup_down t_end_bat_beg_lot_end_lot_sch_prt_prepayt_curt t_repurct_liquidt_prepayt_repur >ct_liquidt_prepayt_curr_st_del_sft_curr_wt_curr_wt_curr_wt_wamm warat was > wa_grosswa_max_iwa_min_iwa_per_cwa_per_cpool_reareo_bookt_del_1_2_bal_p 0.00458681 0.01320848 00.0006470.001865 0. >14 0.001865 0.0 >63 BankruptREO Total Total Total > > Total Total Total t_del_3_4_bal_pt_del_total_bal_p t_for_tot_bnk_tot_reo_toPeriod t_end_bawac > 1or 2 pa3+ pay 6del_totafor_totabnk_totareo_tota1MSMM (1-1MSMM3MSMM 12MSM >M CUMSMM 1MCPR 3MCPR 12MCPR CUMCPR MIN(30,W1MPSA 3MPSA 12MPSA 0.003750077 0.011656959 00.0006470.001865 Aug-02468.1909 0.064 >690.0056660.0013890.007055 00.0003550.0003110.0177630.9822370.014277 > 0.0100390.1935170.158486 0.1140317.36625913.1353912.41382 0.004586814 0.013208477 00.000293 0 Jul-02477.11530.0661 >02 0.0124790.9875210.011319 > 0.0084870.139884 0.12768 0.0972176.38031410.9621611.82316 0 0.010421373 00.000379 0 Jun-02483.59520.0663 >43 0.0125780.9874220.009252 > 0.0074860.140924 0.10555 0.0862245.40380813.0393112.73021 0 0.006751607 00.000264 0 May-02490.20720.0664 >56 0.0088950.9911050.005783 > 0.0057830.1016650.067228 0.0672284.41464211.5145611.54231 0 0.000208242 00.000262 0 Apr-02 495.0610.0665 >97 0.0062740.993726 > 0.0042230.072747 0.0495172.61850613.89092 0 8.42376E-05 00.000287 0 Mar-02453.06950.0666 >37 0.0021680.997832 > 0.0021680.025705 0.0257051.7035247.544531 0.00675033 0.018758 00.025406 0 BankruptREO Fixed Fixed Fixed > > Fixed Fixed Fixed t_del_3_4_bal_pt_del_total_bal_p t_for_tot_bnk_tot_reo_toPeriod t_end_bawac > 1or 2 pa1or 2 padel_totafor_totabnk_totareo_tota1MSMM (1-1MSMM3MSMM 12MSM >M CUMSMM 1MCPR 3MCPR 12MCPR CUMCPR MIN(30,W1MPSA 3MPSA 12MPSA 0.006750326 0.013726193 00.025406 0 Aug-026.7336640.1391 >340.0103440.0011250.011469 00.020233 0 0.03787 0.962130.031798 > 0.0292780.3707730.321437 0.299939 306.1795445.357283 0 0.018757998 00.019951 0 Jul-026.9987020.1388 >85 0.0355010.9644990.030788 > 0.0275510.3519310.312887 0.284843 305.8655195.214786 0 0.01809207 00.025232 0 Jun-027.2563090.1387 >88 0.0219480.978052 0.0283 > 0.0255530.2338010.291424 0.267013 303.8966777.285607 0 0 00.017448 0 May-027.4191460.1385 >57 0.0348530.9651470.026752 > 0.0267520.346687 0.27776 0.27776 305.77811813.88801 0 0.013411189 00.016891 0 Apr-027.6870640.1385 >37 0.0280560.971944 > 0.0226760.289285 0.240616 0 0 0.004825547 00.016467 0 Mar-027.9090480.1384 >72 0.0172670.982733 > 0.0172670.188614 0.188614 0 0.0046551 0.01312586 00.0002860.001892 BankruptREO AdjustabAdjustabAdjust >able > Adjustable Adjustable Adjustable t_del_3_4_bal_pt_del_total_bal_p t_for_tot_bnk_tot_reo_toPeriod t_end_bawac > 1or 2 pa3+ pay 6del_totafor_totabnk_totareo_tota1MSMM (1-1MSMM3MSMM 12MSM >M CUMSMM 1MCPR 3MCPR 12MCPR CUMCPR MIN(30,W1MPSA 3MPSA 12MPSA 0.003706297 0.011626765 00.0002860.001892 Aug-02461.45730.0635 >820.0055920.0013940.006985 04.77E-050.0003150.0174630.9825370.014012 > 0.009734 0.190560.155768 0.1107546.63929414.3509513.80198 0.004655099 0.01312586 0 0 0 Jul-02470.11660.0649 >93 0.0121280.9878720.011017 > 0.0081810.1362080.124483 0.0938725.64031212.0744913.39076 0 0.010304521 0 0 0 Jun-02476.33890.0652 >29 0.0124340.9875660.008951 > 0.0071920.1394180.102278 0.082967 4.6492314.9936613.99313 0 0.006855361 0 0 0 May-02482.78810.0653 >19 0.0084850.9915150.005438 > 0.0054380.0971980.063339 0.0633393.65470313.2976411.80486 0 0 0 0 0 Apr-02487.37390.0654 >37 0.0059230.994077 > 0.0039110.068805 0.0459372.65980612.93419 0 0 0 0 0 Mar-02445.16040.0653 >42 0.0018950.998105 > 0.0018950.022507 0.022507 1.733796.490809 0 0 0 0 0 BankruptREO t_del_3_4_bal_pt_del_total_bal_p t_for_tot_bnk_tot_reo_toPeriod t_end_bawac > 1or 2 pa3+ pay 6del_totafor_totabnk_totareo_tota1MSMM (1-1MSMM3MSMM 12MSM >M CUMSMM 1MCPR 3MCPR 12MCPR CUMCPR MIN(30,W1MPSA 3MPSA 12MPSA 0 0 0 0 0 BankruptREO t_del_3_4_bal_pt_del_total_bal_p t_for_tot_bnk_tot_reo_toPeriod t_end_bawac > 1or 2 pa3+ pay 6del_totafor_totabnk_totareo_tota1MSMM (1-1MSMM3MSMM 12MSM >M CUMSMM 1MCPR 3MCPR 12MCPR CUMCPR MIN(30,W1MPSA 3MPSA 12MPSA > > Printing Pages Starting# Pages # Pag >es Total Total > > 1 1Contents 1 1 CUMPSA prep+cur1MMDR (1-MDR) 3MMDR 12MMDR CUMMDR 1MCDR 3MCDR 12MCDR >CUMCDR 1MSDA 3MSDA 12MSDA CUMSDA loss_sev3M_loss_12M_lossCUM_loss_sever >ity 2 2Certificate Payment Repo 2 2 > 0 12.26718466.916 0 1 0 0 0 0 > 0 0 0 0 > 3 3Collection Account Repor 4 3 > 0 11.843776029.071 0 1 0 0 0 0 > 0 0 0 0 > 4 4Credit Enhancement Repor 7 1 12.195366160.323 0 1 0 0 0 0 > 0 0 0 0 > 5 5Collateral Report 8 3 > 0 11.542314399.324 0 1 0 0 0 0 > 0 0 0 0 > 6 6Delinquency Report 11 3 > 0 11.45682 3125.77 0 1 0 0 > 0 0 0 > 7 7REO Report 14 1 7.544531984.2551 0 1 0 0 > 0 0 0 > 8 Foreclosure Report 0 > > 9 8Prepayment Report 15 3 > 0 > > 10 9Prepayment Detail Report 18 1 > > 11 10Realized Loss Report 19 3 > 0 > > 12 11Realized Loss Detail Rep 22 1 > > 13 12Triggers, Adj. Rate Cert 23 1 > > 14 13Other Related Informatio 24 1 > > 15 Additional Certificate Report 0 > > 16 Historical Certificate Payment Report > > 17 Credit Ratings > > Total Total Total Number of Pages 24 Fixed Fixed Fixed > Fixed Fixed CUMPSA prep+cur1MMDR (1-MDR) 3MMDR 12MMDR CUMMDR 1MCDR 3MCDR 12MCDR >CUMCDR 1MSDA 3MSDA 12MSDA CUMSDA loss_sev3M_loss_12M_lossCUM_loss_sever >ity 7.498478265.0376 0 1 0 0 0 0 > 0 0 0 0 7.912303257.6065 0 1 0 0 0 0 > 0 0 0 0 8.900419162.8376 0 1 0 0 0 0 > 0 0 0 0 13.88801267.9177 0 1 0 0 0 0 > 0 0 0 0 221.8925 0 1 0 0 > 0 138.9638 0 1 0 0 > 0 AdjustabAdjustable Adjustable > Adjustable Adjustable CUMPSA prep+cur1MMDR (1-MDR) 3MMDR 12MMDR CUMMDR 1MCDR 3MCDR 12MCDR >CUMCDR 1MSDA 3MSDA 12MSDA CUMSDA loss_sev3M_loss_12M_lossCUM_loss_sever >ity 13.302598201.879 0 1 0 0 0 0 > 0 0 0 0 12.797555771.465 0 1 0 0 0 0 > 0 0 0 0 13.068285997.485 0 1 0 0 0 0 > 0 0 0 0 11.804864131.406 0 1 0 0 0 0 > 0 0 0 0 10.455432903.878 0 1 0 0 > 0 0 0 6.490809845.2913 0 1 0 0 > 0 0 0 CUMPSA prep+cur1MMDR (1-MDR) 3MMDR 12MMDR CUMMDR 1MCDR 3MCDR 12MCDR >CUMCDR 1MSDA 3MSDA 12MSDA CUMSDA loss_sev3M_loss_12M_lossCUM_loss_sever >ity CUMPSA prep+cur1MMDR (1-MDR) 3MMDR 12MMDR CUMMDR 1MCDR 3MCDR 12MCDR >CUMCDR 1MSDA 3MSDA 12MSDA CUMSDA loss_sev3M_loss_12M_lossCUM_loss_sever >ity # Pages Total # # Standard Pgs per Report 1 1 0 2 2 1 0 3 3 1 1 1 1 0 3 3 1 0 3 1 1 1 1 0 0 0 3 3 1 1 1 0 3 3 1 1 1 1 1 1 1 1 0 1 0 0 0 0 0 24 -----END PRIVACY-ENHANCED MESSAGE-----