SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 8-K
Current Report Pursuant To Section 13 or 15(d) of the
Securities Exchange Act of 1934
Date of Report (Date of earliest event reported): December 27, 1999
ACE SECURITIES CORP.
(as Depositor under the Pooling and Servicing Agreement, dated
as of July 1, 1999, providing for the issuance of Ace Securities
Corp. Home Equity Loan Trust 1999-LB2 Home Equity Loan
Pass-Through Certificates.
ACE SECURITIES CORP. HOME EQUITY LOAN TRUST 1999-LB2
HOME EQUITY LOAN PASS-THROUGH CERTIFICATES.
(Exact name of Registrant as specified in its Charter)
DELAWARE
(State or Other Jurisdiction of Incorporation)
333-56213-02 56-2088493
(Commission File Number) (I.R.S. Employer
Identification No.)
6525 MORRISON BOULEVARD, SUITE 318
CHARLOTTE, NORTH CAROLINA 28211
(Address of principal executive offices) (Zip Code)
Registrant's Telephone Number, Including Area Code: (704) 365-0569
ITEM 5. Other Events
Attached hereto are copies of the Monthly Remittance Statements
to the Certificateholders which were 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
December 27, 1999.
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.
Bankers Trust Company of California, N.A.,
not in its individual capacity, but solely
as a duly authorized agent of the Registrant
pursuant to the Pooling and Servicing
Agreement, dated as of July 1, 1999.
Date: January 12, 2000 By: /s/ Judy L. Gomez
Judy L. Gomez
Assistant Vice President
EXHIBIT INDEX
Document
Monthly Remittance Statement to the Certificateholders
dated as of December 27, 1999.
Ace Securities 1999-LB2
Mortgage Pass-Through Certificates
December 27, 1999 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. Addi
>tional Certificate Report 24
Tota
>l Number of Pages
> 24
CONTACTS
Adm
>inistrator: Tiffany L. Campbell
Dir
>ect Phone Number: (714)247-6414
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: Ace Securities
> Cut-Off Date:
> July 1, 1999
Certificate Insurer:
> Closing Date:
> July 29, 1999
Servicer(s): Long Beach Mortgage
> Corp. Master Servicer First Payment Date:
> August 25, 1999
Underwriter(s): Deutsche Banc Alex
>Brown Lead Underwriter Distribution Date:
> December 27, 1999
Deutsche Banc Alex
>Brown Record Date:
> November 30, 1999
> Page 1 of 24
> (c) COPYRIGHT 1999 Deutsche Bank
HISTORICAL DATA
> - STATEMENT 1 GROUP TOTAL
5
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
DB9902 199912
> 01.11E+0818534820 6520330 1889356 0 966 170 60
>22 0 0 0384888.4705308.4674854.4 0 0 2
> 7
DB9902 199911
> 01.01E+0815588409 4313419448199.7 0 885 147 43
> 6 0 051920.67106907.7226925.9 0 0 1 1
> 3
DB9902 199910
> 09654701514577412 3282888 0 0 828 144 26
> 0 0 0 0891738.6 0 0 0 0 10
> 0
DB9902 199909
> 093574721 8274405 0 0 0 815 90 0
> 0 0 0 0 0 0 0 0 0 0
> 0
DB9902 199908
> 038846164 3114599 0 0 0 374 26 0
> 0 0 025185.47 0 0 0 0 1 0
> 0
HISTORICAL DATA
> - STATEMENT 1 GROUP 1
5
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
DB9902 199912
> 119425303 3092756 1368949 242375 0 228 38 12
> 3 0 0 0 0 079229.99 0 0 0
> 0
DB9902 199911
> 118359790 2233989440130.6 79284.8 0 220 33 8
> 2 0 0 0 0 0 0 0 0 0
> 0
DB9902 199910
> 115144091 2306340575776.1 0 0 187 35 6
> 0 0 0 0201697.1 0 0 0 0 2
> 0
DB9902 199909
> 115170586986150.3 0 0 0 190 15 0
> 0 0 0 0 0 0 0 0 0 0
> 0
DB9902 199908
> 1 7565296230859.3 0 0 0 95 3 0
> 0 0 0 0 0 0 0 0 0 0
> 0
HISTORICAL DATA
> - STATEMENT 1 GROUP 2
5
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
DB9902 199912
> 29141594415442063 5151381 1646981 0 738 132 48
>19 0 0 0384888.4705308.4595624.4 0 0 2
> 7
DB9902 199911
> 28285953613354419 3873288368914.9 0 665 114 35
> 4 0 051920.67106907.7226925.9 0 0 1 1
> 3
DB9902 199910
> 28140292312271072 2707112 0 0 641 109 20
> 0 0 0 0690041.5 0 0 0 0 8
> 0
DB9902 199909
> 278404135 7288254 0 0 0 625 75 0
> 0 0 0 0 0 0 0 0 0 0
> 0
DB9902 199908
> 231280868 2883740 0 0 0 279 23 0
> 0 0 025185.47 0 0 0 0 1 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
>
> 18 0
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
9 132424846719.52 0 0 0 12 1 0
>0 0 0 0 0 0 0 0 0 0
> 0 026944506 252 1765051 18 1370967 13 0 04.06E
>+08
0577675.9 0406499.3 0 0 6 0 2
>0 0 0 0 0 0 0 0 0 0
> 0 020350027 196385754.2 5984175.1 8 0 0 4.1E
>+08
0489057.7406679.5 0 0 0 5 2 0
>0 0 0 0 0 0 0 0 0 0
> 0 017860299 170891738.6 10895737.2 7 0 04.13E
>+08
029224.37394699.5 0 0 0 1 2 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 8274405 90 0 0423923.9 3 0 04.16E
>+08
088408.18 0 0 0 0 2 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 3114599 2625185.47 188408.18 2 0 04.17E
>+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
2 521633 0 0 0 0 4 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 4704081 5379229.99 2 521633 4 0 076942
>428
0243011.9 0335242.7 0 0 2 0 1
>0 0 0 0 0 0 0 0 0 0
> 0 0 2753405 43 0 0578254.6 3 0 077476
>819
0243129.4335396.7 0 0 0 2 1 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 2882116 41201697.1 2578526.1 3 0 077926
>104
0 0335549.4 0 0 0 0 1 0
>0 0 0 0 0 0 0 0 0 0
> 0 0986150.3 15 0 0335549.4 1 0 078069
>338
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0230859.3 3 0 0 0 0 0 078127
>733
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
7802614.846719.52 0 0 0 8 1 0
>0 0 0 0 0 0 0 0 0 0
> 0 022240426 199 1685821 16849334.4 9 0 03.29E
>+08
0 334664 071256.59 0 0 4 0 1
>0 0 0 0 0 0 0 0 0 0
> 0 017596623 153385754.2 5405920.6 5 0 03.33E
>+08
0245928.3 71282.8 0 0 0 3 1 0
>0 0 0 0 0 0 0 0 0 0
> 0 014978184 129690041.5 8317211.1 4 0 03.35E
>+08
029224.3759150.14 0 0 0 1 1 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 7288254 75 0 088374.51 2 0 03.38E
>+08
088408.18 0 0 0 0 2 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 2883740 2325185.47 188408.18 2 0 03.39E
>+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
20
>0 0 358.42
> 0 0 0.06205346
107499611464554-7012410 7566626 0 89 5
>2 0 333.452
> 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
4.04E+08 3567 3547219184.7 2230963103739.9 0 0 20
>0 0 990.43110936.458364.04397035173767191237633311287.4261347.49885.4010
>97 0.054420.1463710.0971830.0081280.008037 0 0 0.062053455
4.06E+08 3622 3567216976.5 3884454-3374311 3400042 0 29 2
>6 0 3142.39119935.751084.45400927683804052738001534288.5865348.54234.4023
>810.0544580.1463850.0973540.008121 0.00803 0 0 0.048980542
4.1E+08 3615 3594215663.8 2392948361656.3 0 0 21
>0 0 1379.5124334.447923.33403833653831627238276998289.6121349.56623.4301
>040.0544750.1464030.0972850.0081230.008033 0 0 0.043514131
4.13E+08 3653 3615212374.5 2163863-4138154 4166584 0 12 2
>6 0 3634.62130636.542623.18406337833855466738515164290.5198350.61922.4308
>960.0545330.1464860.0975250.0081230.008123 0 0 0.020014596
4.16E+08 3632 3625210796.3792325.734658.01 0 0 7
>0 0 559.26154086.617502.76402067753814770238108579 291.599355.27521.4560
>820.0545510.1465070.0975270.0081260.008126 0 0 0.007490201
>
> 0 0.05805232
253172.2 1022997-1453629 1448557 0 12 1
>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
76856634 904 90351924.2127469.95 6400.17 0 0 1
>0 0 021965.5310093.82 7754706 7369994 7362684 0333.45295.3810
>51 0.000340.1007850.098625 0 0 0 0 0.058052318
76942428 916 90451198.38478318.1 -693260698134.2 0 6
>6 0 570.0123339.79 8942.22 7812094 7424710 7417350 0334.5347 4.381
>260.0003380.1008840.099729 0 0 0 0 0.034754815
77476819 913 91051223.09391102.2 6959.01 0 0 3
>0 0 78.7624826.51 7642.7 7861502 7471872 7464469 0335.60943.4050
>850.0003370.1008840.099351 0 0 0 0 0.037199717
77926104 922 91349969.06 126107 -783265750423.3 0 2
>7 0 257.725653.87 6875.02 7877907 7487561 7480144 0336.80142.4075
>120.0003360.1009090.100455 0 0 0 0 0.012654941
78069338 914 914 48857.5 0 9537.21 0 0 0
>0 0 028561.86 3249.67 7697288 7315549 7308296 0341.67211.4360
>190.0003360.1009070.100453 0 0 0 0 0.002957105
>
> 0 0.06299412
821823.510441557-5558781 6118069 0 77 3
>9 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
3.27E+08 2663 2644167260.4 220349397339.75 0 0 19
>0 0 990.4388970.8948270.22319488113030191830270627 355 350.801 5.405
>810.067053 0.157020.0968470.0100270.009914 0 0 0.062994122
3.29E+08 2706 2663165778.1 3406136-2681051 2701908 0 23 2
>0 0 2572.3896595.8742142.23322806743061581630584184 356351.81444.4073
>15 0.067050.1569720.096801 0.010010.009899 0 0 0.052303654
3.33E+08 2702 2684164440.7 2001846354697.3 0 0 18
>0 0 1300.7499507.8740280.63325218633084440130812529 357352.81373.4359
>250.0670510.1569760.096805 0.010010.009899 0 0 0.044983389
3.35E+08 2731 2702162405.4 2037756-3354889 3416161 0 10 1
>9 0 3376.92104982.635748.16327558763106710731035020 358353.82872.4363
>27 0.06706 0.157020.096848 0.01 0.01 0 0 0.021724051
3.38E+08 2718 2711161938.8792325.7 25120.8 0 0 7
>0 0 559.26125524.814253.09325094873083215230800283 359358.4194 1.460
>720.0670560.1570240.096853 0.01 0.01 0 0 0.008537993
>
> 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
0.00467932 0.066732780.0043710.003395 0 0.1
>01
0 0.0
>95
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
0.00467932 0.0667327760.0043710.003395 0 Dec-99403.76720.0977
>15 0.0057490.9942510.007317
> 0.0058440.0668490.084356 0.0679215.4010976.1884249.561545
0.001103068 0.050083610.0009490.002422 0 Nov-99406.3211 0.097
>68 0.0095320.9904680.007159
> 0.005868 0.108570.082608 0.0681894.40238112.3308412.07316
0 0.0435141310.0021730.002182 0 Oct-99410.44830.0976
>82 0.0066660.9933340.004644
> 0.0046440.0771290.054326 0.0543263.43010411.2429111.13689
0 0.020014596 00.001025 0 Sep-99413.41850.0977
>19 0.0052750.994725
> 0.0036310.061494 0.0427152.43089612.64842
0 0.0074902016.06E-050.000213 0 Aug-99415.82320.0964
>51 0.0019850.998015
> 0.001985 0.02356 0.023561.4560828.090126
0.0031536 0.061205920.0026030.007515 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
0.003153599 0.0612059180.0010310.006787 0 Dec-9976.856630.1007
>86 0.00044 0.999560.003934
> 0.0026250.0052730.046201 0.0310535.3810510.4899785.263095
0.001030443 0.035785258 00.007515 0 Nov-9976.942430.1008
>31 0.0062410.9937590.004185
> 0.0031710.0723710.049079 0.037393 4.381268.2591567.221847
0 0.0371997170.0026030.007467 0 Oct-9977.476820.1008
>84 0.0051120.9948880.002145
> 0.0021450.0596430.025442 0.0254423.4050858.757957 5.26497
0 0.012654941 00.004306 0 Sep-99 77.92610.1009
>09 0.0011950.998805
> 0.0006590.014251 0.0078782.4075122.959693
0 0.002957105 0 0 0 Aug-9978.069340.0985
>22 0.0001220.999878
> 0.0001220.001465 0.0014651.436019 0.51002
0.00503802 0.068032140.0051570.002598 0
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
0.005038017 0.0680321390.0051570.002598 0 Dec-99326.91060.0969
>97 0.0069890.9930110.008106
> 0.0065920.0807170.093048 0.076302 5.405817.46578610.53452
0.001120033 0.0534236870.0011710.001232 0 Nov-99329.37870.0969
>47 0.0102970.9897030.007849
> 0.0064930.1168040.090227 0.0751954.40731513.2511313.16601
0 0.0449833890.0020720.000953 0 Oct-99332.97140.0969
>38 0.0070280.9929720.005222
> 0.0052220.0811470.060894 0.0608943.43592511.8085512.45624
0 0.021724051 00.000263 0 Sep-99335.49240.0969
>82 0.0062180.993782
> 0.0043180.072113 0.0506012.43632714.79944
0 0.0085379937.46E-050.000262 0 Aug-99337.75390.0959
>74 0.0024140.997586
> 0.0024140.028591 0.028591 1.460729.786664
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
9.9180732334.703 0 1 0 0 0 0
> 0 0 0 0
> 3 3Collection Account Repor 4 3
> 0
11.636913910.185 0 1 0 0 0 0
> 0 0 0 0
> 4 4Credit Enhancement Repor 7 1
11.136892754.605 0 1 0 0 0 0
> 0 0 0 0
> 5 5Collateral Report 8 3
> 0
10.989192192.294 0 1 0 0
> 0 0 0
> 6 6Delinquency Report 11 3
> 0
8.090126826.9837 0 1 0 0
> 0 0 0
> 7 7REO Report 14 1
>
> 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 Other Related Information 0
>
> 15 13Additional Certificate R 24 1
>
> 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
4.56365633.87012 0 1 0 0 0 0
> 0 0 0 0
6.430445483.1925 0 1 0 0 0 0
> 0 0 0 0
5.26497398.0612 0 1 0 0 0 0
> 0 0 0 0
2.04980693.26522 0 1 0 0
> 0 0 0
0.51002 9.53721 0 1 0 0
> 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
11.125282300.833 0 1 0 0 0 0
> 0 0 0 0
12.809733426.993 0 1 0 0 0 0
> 0 0 0 0
12.456242356.543 0 1 0 0 0 0
> 0 0 0 0
12.98452099.028 0 1 0 0
> 0 0 0
9.786664817.4465 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
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24
