|
|
|
|
|
|
|
|
|
|
|
|
|
|
Previous: SMITH BARNEY NATURAL RESOURCES FUND INC, N-30D, 2000-06-27 |
Next: BT INVESTMENT FUNDS, 497, 2000-06-27 |
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: June 15, 2000
(Date of earliest event reported)
Structured Asset Securities Corporation
Commercial Mortgage Pass-Through Certificates
Bank One Mortgage-Backed Pass Through Certificates,
Series 2000-2
(Exact name of registrant as specified in charter)
Delaware 333-64351 13-3320910
(State or other juris- (Commission (I.R.S. Employer
diction of organization) File No.) Identification No.)
Eleven Madison Avenue, New York, New York 100010
(Address of principal executive offices) (Zip Code)
Registrant's Telephone Number, including area code (212) 325-2000
(Former name or former address, if changed since last report.)
ITEM 5.
On March 31, 2000, Asset Backed Securities Corporation
entered into a Pooling and Servicing Agreement dated as of March
1, 2000 (the "Pooling and Servicing Agreement"), by and among
Asset Backed Securities Corporation, as depositor, Bank One,
National Association, as seller and Servicer, Homeside Lending
Inc., as servicer and LaSalle Bank National Association, as
trustee. The Pooling and Servicing Agreement is annexed hereto
as Exhibit I.
ITEM 7. FINANCIAL STATEMENTS, PRO FORMA FINANCIAL
(a) Not applicable
(b) Not Applicable
(c) Exhibits
Exhibit No. Description
99 Monthly distribution report pursuant to
Section 4.1 of the Pooling and Servicing
Agreement for the distribution on June 15, 2000
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of
1934, the Registrant has duly caused this report to be signed on
behalf of the Registrant by the undersigned thereunto duly
authorized.
Date: June 23,2000
Structured Asset Securities Corporation
By: /s Russell Goldenberg
Russell Goldenberg,
Senior Vice President
Administrator:
Kori Sumser (800) 246-5761
135 S. LaSalle Street Suite 1625
Chicago, IL 60603
Bank One Mortgage-Backed Pass-Through Certificates
Bank One, National Association, Seller and Servicer
HomSide Lending, Inc., Servicer
Asset Backed Securities Corporation
Series 2000-2
ABN AMRO Acct: 67-8485-40-0
Statement Date 06/23/00
Payment Date: 06/15/00
Prior Payment: 05/15/00
Next Payment: 07/17/00
Record Date: 05/31/00
WAC: 7.292846%
WAMM: 319
Issue Id: BANK1002
ASAP #: 500
Monthly Data File Name: BANK1002_YYYYMM_3.EXE
Page(s)
REMIC Certificate Report 1-4
Bond Interest Summary 5
Bond Principal Summary 6
Cash Reconcilation Summary 7
Collateral Statistics 8
Aggregate Loan Pool Information ( 15 month h 9-18
Asset Stratifications 19-28
Modified Loan Detail 29
Closing Date: 3/31/00
First Payment Date: 4/17/00
Assumed Final Payment Date: 3/15/30
Contact Information
Depositor: Asset Backed Securities Corporation
Underwriter: Credit Suisse First Boston Mortgage Securities Corp
Master Servicer: HomSide Lending, Inc.
Rated by: Fitch Investor Services Inc. / Standard & Poor's
Corporation
Information is available for this issue from the following sources
LaSalle Web Site www.lnbabs.com
LaSalle Bulletin Board (714) 282-3990
LaSalle "ASAP" Fax Back Syste (714) 282-5518
LaSalle Factor Line (800) 246-5761
REMIC II
Class Original Opening Principal Principal
CUSIP Face Value (1) Balance Payment Adj. or Loss
Per $1,000 Per $1,000 Per $1,000 Per $1,000
1A 120,141,000.00 115,609,332.46 2,620,432.04 0.00
045413BW0 1,000.00 962.28 21.811305383 0.000000000
2A 152,653,000.00 144,585,496.74 3,351,933.42 0.00
045413BX8 1,000.00 947.15 21.957861424 0.000000000
3A 90,915,000.00 88,296,981.82 2,817,505.75 0.00
045413BY6 1,000.00 971.20 30.990548864 0.000000000
4A 176,766,000.00 173,503,584.45 7,199,081.45 0.00
045413BZ3 1,000.00 981.54 40.726618524 0.000000000
5A 69,100,000.00 67,555,264.47 1,000,585.39 0.00
045413CA7 1,000.00 977.64 14.480251664 0.000000000
6A 199,188,000.00 195,865,351.72 1,981,518.25 0.00
045413CB5 1,000.00 983.32 9.947980049 0.000000000
7A 54,542,000.00 53,129,467.71 429,386.95 0.00
045413CC3 1,000.00 974.10 7.872592681 0.000000000
8A 232,098,000.00 227,616,997.04 2,761,599.25 0.00
045413CD1 1,000.00 980.69 11.898418987 0.000000000
9A1 46,364,000.00 44,123,903.56 2,233,954.96 0.00
045413CE9 1,000.00 951.68 48.182964358 0.000000000
9A2 61,344,000.00 61,299,711.42 22,327.84 0.00
045413CF6 1,000.00 999.28 0.363977569 0.000000000
9A3 4,000,000.00 4,044,288.58 0.00 0.00
045413CG4 1,000.00 1,011.07 0.000000000 0.000000000
9AP 641,225.98 635,825.58 9,168.90 0.00
045413CH2 1,000.00 991.58 14.299015911 0.000000000
9AX 208,581,414.00 206,057,574.07 0.00 0.00
045413CJ8 1,000.00 987.90 0.000000000 0.000000000
M-1 34,817,000.00 34,716,260.16 50,942.84 0.00
045413CK5 1,000.00 997.11 1.463160002 0.000000000
M-2 16,821,000.00 16,772,329.95 24,611.82 0.00
045413CL3 1,000.00 997.11 1.463160264 0.000000000
1,400,222,723.41,272,223,006.28 24,568,301.77 0.00
Class Negative Closing Interest
CUSIP Amortization Balance Payment
1A 0.00 112,988,900.42 715,453.88
045413BW0 0.00000000000 940.46911895190 5.95511837304
2A 0.00 141,233,563.32 856,069.83
045413BX8 0.00000000000 925.19349976745 5.60794631482
3A 0.00 85,479,476.07 511,556.26
045413BY6 0.00000000000 940.21312291701 5.62675308072
4A 0.00 166,304,503.00 966,664.83
045413BZ3 0.00000000000 940.81725558082 5.46861290451
5A 0.00 66,554,679.08 387,601.00
045413CA7 0.00000000000 963.16467554269 5.60927642361
6A 0.00 193,883,833.47 1,103,158.45
045413CB5 0.00000000000 973.37105382854 5.53827763476
7A 0.00 52,700,080.76 305,856.37
045413CC3 0.00000000000 966.22934179165 5.60772187308
8A 0.00 224,855,397.79 1,302,206.60
045413CD1 0.00000000000 968.79506841938 5.61058947724
9A1 0.00 41,889,948.60 243,600.72
045413CE9 0.00000000000 903.50160900699 5.25409191551
9A2 0.00 61,277,383.58 338,425.49
045413CF6 0.00000000000 998.91405157799 5.51684745258
9A3 22,327.84 4,066,616.42 0.00
045413CG4 5.581960000001,016.6541050000 0.00000000000
9AP 0.00 626,656.68 0.00
045413CH2 0.00000000000 977.27899296906 0.00000000000
9AX 0.00 203,673,694.58 72,942.71
045413CJ8 0.00000000000 976.47096485788 0.34970858505
M-1 0.00 34,665,317.32 191,662.69
045413CK5 0.00000000000 995.64343050809 5.50485930149
M-2 0.00 16,747,718.13 92,597.24
045413CL3 0.00000000000 995.64342964152 5.50485929883
22,327.841,247,677,032.34 7,333,297.62
Class Interest Pass-Through
CUSIP Adjustment Rate (2)
0 Next Rate (3)
0
1A 0.00 7.42625732%
045413BW0 0.00000000000 0.07425456
2A 0.00 7.10502656%
045413BX8 0.00000000000 0.07095284
3A 0.00 6.95230454%
045413BY6 0.00000000000 0.06941071
4A 0.00 6.68572813%
045413BZ3 0.00000000000 0.06679057
5A 0.00 6.88504745%
045413CA7 0.00000000000 0.06883448
6A 0.00 6.75867438%
045413CB5 0.00000000000 0.06760031
7A 0.00 6.90817461%
045413CC3 0.00000000000 0.06907491
8A 0.00 6.86525144%
045413CD1 0.00000000000 0.06868259
9A1 0.00 6.62500000%
045413CE9 0.00000000000 0.06625000
9A2 0.00 6.62500000%
045413CF6 0.00000000000 0.06625000
9A3 0.00 6.62500000%
045413CG4 0.00000000000 0.06625000
9AP 0.00 0.00000000%
045413CH2 0.00000000000 None
9AX 0.00 0.42479027%
045413CJ8 0.00000000000
M-1 0.00 6.62500000%
045413CK5 0.00000000000 0.06625000
M-2 0.00 6.62500000%
045413CL3 0.00000000000 0.06625000
REMIC II
Original Opening Principal Principal
Class Face Value (1) Balance Payment Adj. or Loss
CUSIP Per $1,000 Per $1,000 Per $1,000 Per $1,000
M-3 12,519,000.00 12,482,777.41 18,317.30 0.00
045413CM1 1000.00000000 997.10659078 1.46315975 0.00000000
B-1 16,638,000.00 16,589,859.45 24,344.06 0.00
045413CN9 1000.00000000 997.10659034 1.46316024 0.00000000
B-2 7,720,000.00 7,697,662.88 11,295.60 0.00
045413CP4 1000.00000000 997.10659067 1.46316020 0.00000000
B-3 7,720,248.72 7,697,910.88 11,295.96 0.00
045413CQ2 1000.00000000 997.10659063 1.46315971 0.00000000
R-II 0.00 0.00 0.00 0.00
045413CS8 1000.00000000 0.00000000 0.00000000 0.00000000
1,400,222,723.41,272,223,006.28 24,568,301.77 0.00
Negative Closing Interest
Class Amortization Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
M-3 0.00 12,464,460.11 68,915.33
045413CM1 0.0000000000 995.6434307852 5.5048593033
B-1 0.00 16,565,515.39 91,589.85
045413CN9 0.0000000000 995.6434300998 5.5048593008
B-2 0.00 7,686,367.28 42,497.51
045413CP4 0.0000000000 995.6434300518 5.5048593027
B-3 0.00 7,686,614.92 42,498.88
045413CQ2 0.0000000000 995.6434305137 5.5048593024
R-II 0.00 0.00 0.00
045413CS8 0.0000000000 0.0000000000 0.0000000000
22,327.841,247,677,032.34 7,333,297.62
Interest Pass-Through
Class Adjustment Rate (2)
CUSIP Per $1,000 Next Rate (3)
M-3 0.00 6.62500000%
045413CM1 0.0000000000 6.62500000%
B-1 0.00 6.62500000%
045413CN9 0.0000000000 6.62500000%
B-2 0.00 6.62500000%
045413CP4 0.0000000000 6.62500000%
B-3 0.00 6.62500000%
045413CQ2 0.0000000000 6.62500000%
R-II 0.00
045413CS8 0.0000000000 None
0.00
REMIC I
Original Opening Principal Principal
Class Face Value (1) Balance Payment Adj. or Loss
CUSIP Per $1,000 Per $1,000 Per $1,000 Per $1,000
LT-A-1 120,141,000.00 115,609,332.46 2,620,432.04 0.00
None 1000.000000000 962.280424335 21.811305383 0.000000000
LT-A-2 152,653,000.00 144,585,496.74 3,351,933.42 0.00
None 1000.000000000 947.151361192 21.957861424 0.000000000
LT-A-3 90,915,000.00 88,296,981.82 2,817,505.75 0.00
None 1000.000000000 971.203671781 30.990548864 0.000000000
LT-A-4 176,766,000.00 173,503,584.45 7,199,081.45 0.00
None 1000.000000000 981.543874105 40.726618524 0.000000000
LT-A-5 69,100,000.00 67,555,264.47 1,000,585.39 0.00
None 1000.000000000 977.644927207 14.480251664 0.000000000
LT-A-6 199,188,000.00 195,865,351.72 1,981,518.25 0.00
None 1000.000000000 983.319033878 9.947980049 0.000000000
LT-A-7 54,542,000.00 53,129,467.71 429,386.95 0.00
None 1000.000000000 974.101934473 7.872592681 0.000000000
LT-A-8 232,098,000.00 227,616,997.04 2,761,599.25 0.00
None 1000.000000000 980.693487406 11.898418987 0.000000000
LT-A-9 111,708,000.00 109,467,903.56 2,256,282.80 0.00
None 1000.000000000 979.946857521 20.198041318 0.000000000
LT-PO-9 641,225.98 635,825.58 9,168.90 0.00
None 1000.000000000 991.578008115 14.299015911 0.000000000
LT-X-9 208,581,414.00 206,057,574.07 0.00 0.00
None 1000.000000000 987.899976889 0.000000000 0.000000000
LT-M1-9 34,817,000.00 34,716,260.16 50,942.84 0.00
None 1000.000000000 997.106590459 1.463160002 0.000000000
LT-M2-9 16,821,000.00 16,772,329.95 24,611.82 0.00
None 1000.000000000 997.106589977 1.463160264 0.000000000
LT-M3-9 12,519,000.00 12,482,777.41 18,317.30 0.00
None 1000.000000000 997.106590782 1.463159748 0.000000000
LT-B1-9 16,638,000.00 16,589,859.45 24,344.06 0.00
None 1000.000000000 997.106590335 1.463160237 0.000000000
1,303,987,474.71,272,223,006.28 24,568,301.77 0.00
REMIC I
Negative Closing Interest
Class Amortization Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
LT-A-1 0.00 112,988,900.42 715,453.88
None 0.0000000000 940.4691189519 5.9551183730
LT-A-2 0.00 141,233,563.32 856,069.83
None 0.0000000000 925.1934997674 5.6079463148
LT-A-3 0.00 85,479,476.07 511,556.26
None 0.0000000000 940.2131229170 5.6267530807
LT-A-4 0.00 166,304,503.00 966,664.83
None 0.0000000000 940.8172555808 5.4686129045
LT-A-5 0.00 66,554,679.08 387,601.00
None 0.0000000000 963.1646755427 5.6092764236
LT-A-6 0.00 193,883,833.47 1,103,158.45
None 0.0000000000 973.3710538285 5.5382776348
LT-A-7 0.00 52,700,080.76 305,856.37
None 0.0000000000 966.2293417916 5.6077218731
LT-A-8 0.00 224,855,397.79 1,302,206.60
None 0.0000000000 968.7950684194 5.6105894772
LT-A-9 22,327.84 107,233,948.60 582,026.21
None 0.1998768217 959.9486930211 5.2102464255
LT-PO-9 0.00 626,656.68 0.00
None 0.0000000000 977.2789929691 0.0000000000
LT-X-9 0.00 203,673,694.58 72,942.71
None 0.0000000000 976.4709648579 0.3497085851
LT-M1-9 0.00 34,665,317.32 191,662.69
None 0.0000000000 995.6434305081 5.5048593015
LT-M2-9 0.00 16,747,718.13 92,597.24
None 0.0000000000 995.6434296415 5.5048592988
LT-M3-9 0.00 12,464,460.11 68,915.33
None 0.0000000000 995.6434307852 5.5048593033
LT-B1-9 0.00 16,565,515.39 91,589.85
None 0.0000000000 995.6434300998 5.5048593008
22,327.841,247,677,032.34 7,333,297.62
Class Interest Pass-Through
CUSIP Adjustment Rate (2)
0 Per $1,000 Next Rate (3)
LT-A-1
None 0.00 7.42625732%
LT-A-2 0.0000000000 7.42545627%
None 0.00 7.10502656%
LT-A-3 0.0000000000 7.09528440%
None 0.00 6.95230454%
LT-A-4 0.0000000000 6.94107089%
None 0.00 6.68572813%
LT-A-5 0.0000000000 6.67905724%
None 0.00 6.88504745%
LT-A-6 0.0000000000 6.88344793%
None 0.00 6.75867438%
LT-A-7 0.0000000000 6.76003118%
None 0.00 6.90817461%
LT-A-8 0.0000000000 6.90749140%
None 0.00 6.86525144%
LT-A-9 0.0000000000 6.86825890%
None 0.00 6.62500000%
LT-PO-9 0.0000000000 6.62500000%
None 0.00 0.00000000%
LT-X-9 0.0000000000 None
None 0.00 0.42479027%
LT-M1-9 0.0000000000
None 0.00 6.62500000%
LT-M2-9 0.0000000000 6.62500000%
None 0.00 6.62500000%
LT-M3-9 0.0000000000 6.62500000%
None 0.00 6.62500000%
LT-B1-9 0.0000000000 6.62500000%
None 0.00 6.62500000%
0.0000000000 6.62500000%
REMIC I 0.00
Original Opening Principal Principal
Class Face Value (1) Balance Payment Adj. or Loss
CUSIP Per $1,000 Per $1,000 Per $1,000 Per $1,000
LT-B2-9 7,720,000.00 7,697,662.88 11,295.60 0.00
None 1000.0000000000 997.1065906736 1.4631601965 0.0000000000
LT-B3-9 7,720,248.72 7,697,910.88 11,295.96 0.00
None 1000.0000000000 997.1065906281 1.4631597065 0.0000000000
R-I 0.00 0.00 0.00 0.00
045413CR0 1000.0000000000 0.0000000000 0.0000000000 0.0000000000
1,303,987,474.71,272,223,006.28 24,568,301.77 0.00
Class Negative Closing Interest
CUSIP Amortization Balance Payment
Per $1,000 Per $1,000 Per $1,000
LT-B2-9 0.00 7,686,367.28 42,497.51
None 0.00000000 995.64343005 5.50485930
LT-B3-9 0.00 7,686,614.92 42,498.88
None 0.00000000 995.64343051 5.50485930
R-I 0.00 0.00 0.00
045413CR0 0.00000000 0.00000000 0.00000000
22,327.841,247,677,032.34 7,333,297.62
Class Interest Pass-Through
CUSIP Adjustment Rate (2)
Per $1,000 Next Rate (3)
LT-B2-9 0.00 6.6250000%
None 0.00000000 6.6250000%
LT-B3-9 0.00 6.6250000%
None 0.00000000 6.6250000%
R-I 0.00 0.0000000%
045413CR0 0.00000000 None
0.00
Bond Interest Summary
Beginning
Principal / Current Accrued
Notional Certificate Certificate
Class
1A 115,609,332.46 7.4263% 715,453.88
2A 144,585,496.74 7.1050% 856,069.83
3A 88,296,981.82 6.9523% 511,556.26
4A 173,503,584.45 6.6857% 966,664.83
5A 67,555,264.47 6.8850% 387,601.00
6A 195,865,351.72 6.7587% 1,103,158.45
7A 53,129,467.71 6.9082% 305,856.37
8A 227,616,997.04 6.8653% 1,302,206.60
9A1 44,123,903.56 6.6250% 243,600.72
9A2 61,299,711.42 6.6250% 338,425.49
9A3 4,044,288.58 6.6250% 22,327.84
9AP 635,825.58 0.0000% -
9AX 206,057,574.0 N 0.4248% 72,942.71
M-1 34,716,260.16 6.6250% 191,662.69
M-2 16,772,329.95 6.6250% 92,597.24
M-3 12,482,777.41 6.6250% 68,915.33
B-1 16,589,859.45 6.6250% 91,589.85
B-2 7,697,662.88 6.6250% 42,497.51
B-3 7,697,910.88 6.6250% 42,498.88
Excess
Accrued Payment of Accretion / Prepayment
Certificate Prior Unpaid Deferred Interest
Interest Interest Interest Shortfalls
Class
715,453.88 0.00 0.00 0.00
1A 856,069.83 0.00 0.00 0.00
2A 511,556.26 0.00 0.00 0.00
3A 966,664.83 0.00 0.00 0.00
4A 387,601.00 0.00 0.00 0.00
5A 1,103,158.45 0.00 0.00 0.00
6A 305,856.37 0.00 0.00 0.00
7A 1,302,206.60 0.00 0.00 0.00
8A 243,600.72 0.00 0.00 0.00
9A1 338,425.49 0.00 0.00 0.00
9A2 22,327.84 0.00 -22,327.84 0.00
9A3 0.00 0.00 0.00 0.00
9AP 72,942.71 0.00 0.00 0.00
9AX 191,662.69 0.00 0.00 0.00
M-1 92,597.24 0.00 0.00 0.00
M-2 68,915.33 0.00 0.00 0.00
M-3 91,589.85 0.00 0.00 0.00
B-1 42,497.51 0.00 0.00 0.00
B-2 42,498.88 0.00 0.00 0.00
B-3 0.00 0.00 0.00 0.00
7,355,625.48 0.00 -22,327.84 0.00
Prior Ending Actual
Interest Unpaid Unpaid Distribution
Class Loss Interest Interest of Interest
1A 0.00 0.00 0.00 715,453.88
2A 0.00 0.00 0.00 856,069.83
3A 0.00 0.00 0.00 511,556.26
4A 0.00 0.00 0.00 966,664.83
5A 0.00 0.00 0.00 387,601.00
6A 0.00 0.00 0.001,103,158.45
7A 0.00 0.00 0.00 305,856.37
8A 0.00 0.00 0.001,302,206.60
9A1 0.00 0.00 0.00 243,600.72
9A2 0.00 0.00 0.00 338,425.49
9A3 0.00 0.00 0.00 0.00
9AP 0.00 0.00 0.00 0.00
9AX 0.00 0.00 0.00 72,942.71
M-1 0.00 0.00 0.00 191,662.69
M-2 0.00 0.00 0.00 92,597.24
M-3 0.00 0.00 0.00 68,915.33
B-1 0.00 0.00 0.00 91,589.85
B-2 0.00 0.00 0.00 42,497.51
B-3 0.00 0.00 0.00 42,498.88
0.00 0.00 0.007,333,297.62
Ending
Principal /
Class Notional
Balance
1A 112,988,900.42
2A 141,233,563.32
3A 85,479,476.07
4A 166,304,503.00
5A 66,554,679.08
6A 193,883,833.47
7A 52,700,080.76
8A 224,855,397.79
9A1 41,889,948.60
9A2 61,277,383.58
9A3 4,066,616.42
9AP 626,656.68
9AX 203,673,694.58
M-1 34,665,317.32
M-2 16,747,718.13
M-3 12,464,460.11
B-1 16,565,515.39
B-2 7,686,367.28
B-3 7,686,614.92
1,451,350,726.92
Bond Principal Summary
Original Beginning Scheduled
Certificate Certificate Principal
Class Balance Balance Distribution
1A 120,141,000.00 115,609,332.46 216,808.69
2A 152,653,000.00 144,585,496.74 181,422.70
3A 90,915,000.00 88,296,981.82 115,824.39
4A 176,766,000.00 173,503,584.45 209,013.17
5A 69,100,000.00 67,555,264.47 70,760.45
6A 199,188,000.00 195,865,351.72 188,544.55
7A 54,542,000.00 53,129,467.71 54,704.69
8A 232,098,000.00 227,616,997.04 224,190.83
9A1 46,364,000.00 44,123,903.56 160,536.58
9A2 61,344,000.00 61,299,711.42 22,327.84
9A3 4,000,000.00 4,044,288.58 0.00
9AP 641,225.98 635,825.58 1,184.85
9AX 208,581,414.00 N 206,057,574.07 0.00
M-1 34,817,000.00 34,716,260.16 50,924.05
M-2 16,821,000.00 16,772,329.95 24,602.74
M-3 12,519,000.00 12,482,777.41 18,310.54
B-1 16,638,000.00 16,589,859.45 24,335.08
B-2 7,720,000.00 7,697,662.88 11,291.43
B-3 7,720,248.72 7,697,910.88 11,291.79
1,284,951,891.66 1,478,280,580.31,586,074.37
Unscheduled Accretion /
Principal Deferred Realized Principal
Class Distribution Interest Loss Reduction
1A 2,403,623.35 0.00 0.002,620,432.04
2A 3,170,510.72 0.00 0.003,351,933.42
3A 2,701,681.36 0.00 0.002,817,505.75
4A 6,990,068.28 0.00 0.007,199,081.45
5A 929,824.94 0.00 0.001,000,585.39
6A 1,792,973.70 0.00 0.001,981,518.25
7A 374,682.26 0.00 0.00 429,386.95
8A 2,537,408.42 0.00 0.002,761,599.25
9A1 2,073,418.38 0.00 0.002,233,954.96
9A2 0.00 0.00 0.00 22,327.84
9A3 0.00 -22,327.84 0.00 0.00
9AP 7,984.05 0.00 0.00 9,168.90
9AX 0.00 0.00 0.00 0.00
M-1 0.00 0.00 0.00 50,942.84
M-2 0.00 0.00 0.00 24,611.82
M-3 0.00 0.00 0.00 18,317.30
B-1 0.00 0.00 0.00 24,344.06
B-2 0.00 0.00 0.00 11,295.60
B-3 0.00 0.00 0.00 11,295.96
22,982,175.46 (22,327.84) 0.00 24,568,301.77
% of
Ending Original Cumulative
Certificate Balance Realized
Class Balance Remaining Losses
1A 0.00 0.0000% 0.00
2A 112,988,900.42 94.0469% 0.00
3A 141,233,563.32 92.5193% 0.00
4A 85,479,476.07 94.0213% 0.00
5A 166,304,503.00 94.0817% 0.00
6A 66,554,679.08 96.3165% 0.00
7A 193,883,833.47 97.3371% 0.00
8A 52,700,080.76 96.6229% 0.00
9A1 224,855,397.79 96.8795% 0.00
9A2 41,889,948.60 90.3502% 0.00
9A3 61,277,383.58 99.8914% 0.00
9AP 4,066,616.42 101.6654% 0.00
9AX 626,656.68 97.7279% 0.00
M-1 203,673,694.58 97.6471% 0.00
M-2 34,665,317.32 99.5643% 0.00
M-3 16,747,718.13 99.5643% 0.00
B-1 12,464,460.11 99.5643% 0.00
B-2 16,565,515.39 99.5643% 0.00
B-3 7,686,367.28 99.5643% 0.00
############## 0.00
Cash Reconcilation Summary
Interest Summary
Current Scheduled Interest 1,191,585.22
Less Deferred Interest 0.00
Plus Advance Interest 6,222,303.47
Plus Unscheduled Interest 0.00
PPIS Reducing Scheduled Interest 0.00
Less Total Fees Paid To Servicer (57,906.56)
Plus Fees Advanced for PPIS 0.00
Less Fee Strips Paid by Servicer 0.00
Less Misc. Fees & Expenses 0.00
Less Non Recoverable Advances 0.00
Interest Due Trust 7,355,982.13
Less Trustee Fee 0.00
Less Fee Strips Paid by Trust 0.00
Less Misc. Fees Paid by Trust 0.00
Remittance Interest 7,355,982.13
Servicing Fee Summ 57,906.56
Current Servicing Fees 318,260.66
Delinquent Servicing Fees 0.00
Plus Fees Advanced for PPIS 0.00
Less Reduction for PPIS 0.00
Plus Unscheduled Servicing Fees 376,167.22
Total Servicing Fees Due to be Paid 0.00
PPIS Summary
Gross PPIS 0.00
Reduced by PPIE 0.00
Reduced by Shortfalls in Fees 0.00
Reduced by Other Amounts 0.00
PPIS Reducing Scheduled Interest 0.00
PPIS Reducing Servicing Fee 0.00
PPIS Due Certificate 0.00
Principal Summary
Scheduled Principal:
Current Scheduled Principal 231,608.37
Advanced Scheduled Principal 1,332,190.11
Total Scheduled 1,563,798.48
Unscheduled Principal: 0.00
Curtailments 803,903.45
Prepayments in Full 22,178,272.01
Liquidation Proceeds 0.00
Repurchase Proceeds 0.00
Other Principal Proceeds 0.00
Total Unscheduled 22,982,175.46
Remittance Principal 24,545,973.94
Servicer Wire Amount 31,901,956.00
Pool Balance Summary
Balance Count
Beginning Pool 1,272,285,008.2 7028
Scheduled Principal Distribution 1,563,798.48 0
Unscheduled Principal Distribution 22,982,175.46 100
Deferred Interest 0.00 0
Liquidations 0.00 0
Repurchases 0.00 0
Ending Pool 1,247,739,034.2 6928
Advances
Prior Outstand Current Period
Principal Principal Interest
########## 1,332,190.11 6,222,303.47
Advances
Recovere Ending Outstanding
Principal Interest Principal Interest
########## 6,488,078.50 1,354,829.57 6,324,048.13
Collateral Statistics
Loan Group
1 2 3
Current Scheduled Intere 751,583.22 901,233.77 539,332.59
Negative Amortization: 0.00 0.00 0.00
Prepayment Interest Shor 0.00 0.00 0.00
Compensating Interest: 0.00 0.00 0.00
Non Recoverable Advance: 0.00 0.00 0.00
Relief Act Interest Shor 0.00 0.00 0.00
Extraordinary Trust Expe 0.00 0.00 0.00
Servicing Fee: 36,097.83 45,162.64 27,602.20
Trustee Fees: 0.00 0.00 0.00
Other Fee: 0.00 0.00 0.00
Beginning Scheduled Bala 115,614,425 144,585,717 88,327,039
Scheduled Principal: 216,818 181,423 115,864
Unscheduled Principal: 22,982,175 2,403,623 3,170,511
Net Liquidation Proceeds 0.00 0.00 0.00
Fraud Loss Insurance Pro 0.00 0.00 0.00
Special Hazard Insurance 0.00 0.00 0.00
Bankruptcy Insurance Pro 0.00 0.00 0.00
Realized Loss: 0.00 0.00 0.00
Ending Scheduled Balance 112,993,983 141,233,783 85,509,493
Beginning Pool Count: 1,513 378 722
Ending Pool Count: 1,489 370 701
Weighted Average Coupon: 7.8009% 7.4799% 7.3273%
Weighted Average Net Cou 7.4263% 7.1050% 6.9523%
Weighted Average Maturit 274 313 316
Cumulative Realized Loss 0.00 0.00 0.00
Loan Group
4 5 6
Current Scheduled Intere 1,020,887 408,711 1,164,370
Negative Amortization: 0 0 0
Prepayment Interest Shor 0 0 0
Compensating Interest: 0 0 0
Non Recoverable Advance: 0 0 0
Relief Act Interest Shor 0 0 0
Extraordinary Trust Expe 0 0 0
Servicing Fee: 54,220 21,109 61,208
Trustee Fees: 0 0 0
Other Fee: 0 0 0
Beginning Scheduled Bala 173,504,006 67,555,549 195,865,970
Scheduled Principal: 209,014 70,761 188,545
Unscheduled Principal: 2,701,681 6,990,068 929,825
Net Liquidation Proceeds 0 0 0
Fraud Loss Insurance Pro 0 0 0
Special Hazard Insurance 0 0 0
Bankruptcy Insurance Pro 0 0 0
Realized Loss: 0 0 0
Ending Scheduled Balance 166,304,924 66,554,964 193,884,451
Beginning Pool Count: 443 528 462
Ending Pool Count: 428 521 457
0 0 0
Weighted Average Coupon: 0 0 0
Weighted Average Net Cou 0 0 0
Weighted Average Maturit 324 333 339
Cumulative Realized Loss 0 0 0
Loan Group 7 8 9Total
Current Scheduled Intere 322,405 1,373,314 1,250,313 7,732,149
Negative Amortization: 0 0 0 0
Prepayment Interest Shor 0 0 0 0
Compensating Interest: 0 0 0 0
Non Recoverable Advance: 0 0 0 0
Relief Act Interest Shor 0 0 0 0
Extraordinary Trust Expe 0 0 0 0
Servicing Fee: 16,543 71,106 43,119 376,167
Trustee Fees: 0 0 0 0
Other Fee: 0 0 0 0
0 0 0 0
Beginning Scheduled Bala 53,130,402 227,617,326 206,084,574 1,272,285,008
Scheduled Principal: 54,706 224,191 302,477 1,563,798
Unscheduled Principal: 1,792,974 374,682 2,537,408 43,882,948
Net Liquidation Proceeds 0 0 0 0
Fraud Loss Insurance Pro 0 0 0 0
Special Hazard Insurance 0 0 0 0
Bankruptcy Insurance Pro 0 0 0 0
Realized Loss: 0 0 0 0
Ending Scheduled Balance 52,701,014 224,855,727 203,700,695 1,247,739,034
Beginning Pool Count: 375 563 2,044 7,028
Ending Pool Count: 371 560 2,031 6,928
0 0 0 0
Weighted Average Coupon: 0 0 0 0
Weighted Average Net Cou 0 0 0 0
Weighted Average Maturit 331 336 299 319
0 0 0 0
Cumulative Realized Loss 0 0 0 0
Aggregate Pool Totals
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
06/15/00 118 14,502,254.8 6 1,053,933.02
1.70% 1.162% 0.09% 0.084%
05/15/00 110 16296163.00 2 281,120.19
1.57% 1.281% 0.03% 0.022%
04/17/00 72 8603619.09 3 329,820.41
1.01% 0.665% 0.04% 0.026%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
06/15/00 6 1,053,933. 1 257,536.90
0.09% 0.084% 0.01% 0.021%
05/15/00 2 281,120.19 1 64,268.57
0.03% 0.022% 0.01% 0.005%
04/17/00 3 329,820.41 0 0.00
0.04% 0.026% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi REO Modifications
Date # Balance # Balance
06/15/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
06/15/00 100 22,178,272 7.2928% 6.9381%
1.44% 1.777%
05/15/00 83 18,099,955 7.28% 6.92%
1.18% 1.423%
04/17/00 50 8,992,008 7.26% 6.90%
0.70% 0.695%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 1
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
06/15/00 28 1,825,686. 2 227,939.04
1.88% 1.616% 0.13% 0.202%
05/15/00 21 1,550,317.53 0 0.00
1.39% 1.341% 0.00% 0.000%
04/17/00 17 1,373,015.84 1 53,627.23
1.11% 1.164% 0.07% 0.045%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
06/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distributi REO Modifications
Date # Balance # Balance
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
06/15/00 24 2,334,319 7.8009% 7.4263%
1.61% 2.066%
05/15/00 22 1,982,880.41 0 0
1.45% 1.715%
04/17/00 16 1,816,169.17 0 0
1.04% 1.540%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 2
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
06/15/00 2 1,724,891. 0 0
0.54% 1.221% 0.00% 0.000%
05/15/00 6 2598071.34 0 0.00
1.59% 1.797% 0.00% 0.000%
04/17/00 1 629911.92 0 0.00
0.26% 0.420% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi REO Modifications
Date # Balance # Balance
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date
06/15/00 8 3,051,600 7.4799% 7.105%
2.16% 2.161%
05/15/00 6 4,739,571 7.3943% 7.019%
1.59% 3.278%
04/17/00 6 2,556,638 7.3889% 7.014%
1.56% 1.706%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 3
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
6/15/00 7 814,446. 0 0.00
1.00% 0.952% 0.00% 0.000%
5/15/00 10 1185601.09 0 0.00
1.39% 1.342% 0.00% 0.000%
4/17/00 8 692903.59 0 0.00
1.09% 0.772% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
Foreclosure/Bankruptcy Delinq 3+ Months
Distributi # Balance # Balance
Date
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi REO Modifications
Date
# Balance # Balance
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
06/15/00 21 2,557,555 7.3273% 6.9523%
3.00% 2.991%
05/15/00 10 1,231,885 7.335% 6.960%
1.39% 1.395%
04/17/00 8 1,030,731 7.203% 6.828%
1.09% 1.149%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 4
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
06/15/00 6 2472195.87 0 0
1.40% 1.487% 0.00% 0.000%
05/15/00 4 1724856 1 257803.03
0.90% 0.994% 0.23% 0.149%
04/17/00 2 980513.8 0 0
0.45% 0.559% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date
# Balance # Balance
06/15/00 1 257536.9 0 0
0.23% 0.155% 0.00% 0.000%
05/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distributi REO Modifications
Date
# Balance # Balance
06/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
06/15/00 15 6,872,232 7.0607% 6.6857%
3.50% 4.132%
05/15/00 5 1,652,939 7.0691% 6.6941%
1.13% 0.953%
04/17/00 3 1,098,057 6.9872% 6.6122%
0.67% 0.626%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 5
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
06/15/00 13 1160566.96 0 0.00
2.50% 1.744% 0.00% 0.000%
05/15/00 4 725167.63 0 0.00
0.76% 1.073% 0.00% 0.000%
04/17/00 4 325752.67 0 0.00
0.75% 0.476% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi REO Modifications
Date # Balance # Balance
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
06/15/00 7 901,465 7.2600% 6.8850%
1.34% 1.354%
05/15/00 6 781,830 7.2614% 6.8864%
1.14% 1.157%
04/17/00 4 558,804 7.2607% 6.8857%
0.75% 0.816%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 6
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
06/15/00 6 2,040,423. 2 750,122.62
1.31% 1.052% 0.44% 0.387%
05/15/00 10 3,891,480.95 0 0.00
2.16% 1.987% 0.00% 0.000%
04/17/00 1 277,446.00 0 0.00
0.22% 0.140% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi REO Modifications
Date # Balance # Balance
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
06/15/00 5 1,777,031 7.1337% 6.8850%
1.09% 0.917%
05/15/00 3 1,541,523 7.1348% 6.8864%
0.65% 0.787%
04/17/00 4 1,276,817 7.1361% 6.8857%
0.86% 0.646%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 7
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
06/15/00 3 388217.78 0 0.00
0.81% 0.737% 0.00% 0.000%
05/15/00 3 353103.73 0 0.00
0.80% 0.665% 0.00% 0.000%
04/17/00 5 675258.11 0 0.00
1.31% 1.242% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi REO Modifications
Date # Balance # Balance
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
06/15/00 4 361,315.82 7.2818% 6.9082%
1.08% 0.686%
05/15/00 6 1,143,255.87 7.2782% 6.9046%
1.60% 2.152%
04/17/00 1 57,181.90 7.2777% 6.9041%
0.26% 0.105%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 8
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
06/15/00 2 749956.66 0 0.00
0.36% 0.334% 0.00% 0.000%
05/15/00 3 1055377.78 0 0.00
0.53% 0.464% 0.00% 0.000%
04/17/00 2 791501.87 0 0.00
0.35% 0.342% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi REO Modifications
Date # Balance # Balance
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
06/15/00 3 2,470,530 7.2401% 6.8653%
0.54% 1.099%
05/15/00 11 3,576,795 7.2410% 6.8661%
1.95% 1.571%
04/17/00 1 275,459 7.2411% 6.8662%
0.17% 0.119%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate Delinquency Aging
Cate
Aggregate Loan Pool Information
Fixed Rate Group
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
06/15/00 51 3325869 2 75871
2.51% 1.633% 0.10% 0.037%
05/15/00 49 3212186.95 1 23317.16
2.40% 1.559% 0.05% 0.011%
04/17/00 32 2857315.29 2 276193.18
1.55% 1.374% 0.10% 0.133%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
06/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
05/15/00 1 64268.57 0 0
0.05% 0.031% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distributi REO Modifications
Date # Balance # Balance
06/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
06/15/00 13 1,852,224 7.2804% 6.8653%
0.64% 0.909%
05/15/00 14 1,449,275 7.2806% 6.8661%
0.68% 0.703%
04/17/00 7 322,152 7.2814% 6.8662%
0.34% 0.155%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Pool Total
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
0 to 50,000 1342 36,513,119
50,000 to 100,000 1695125,534,957
100,000 to 150,000 996122,262,399
150,000 to 200,000 443 76,750,494
200,000 to 250,000 663150,165,526
250,000 to 300,000 600163,895,241
300,000 to 350,000 364117,871,509
350,000 to 400,000 257 96,551,184
400,000 to 450,000 120 50,854,258
450,000 to 500,000 120 57,549,769
500,000 to 550,000 65 34,184,911
550,000 to 600,000 51 29,424,892
600,000 to 650,000 46 28,734,659
650,000 to 700,000 32 21,636,184
700,000 to 3,000,000 134135,809,932
Total 0 0 69281,247,739,034
Average Scheduled Balance is 180,101
Maximum Scheduled Balance is 2,784,311
Minimum Scheduled Balance is 2,316
Pool Total
Distribution of Principal Balances
% of
Bal Term Coupon
2.93% 225 7.872%
10.06% 297 7.488%
9.80% 309 7.346%
6.15% 309 7.316%
12.04% 319 7.305%
13.14% 328 7.255%
9.45% 325 7.315%
7.74% 334 7.188%
4.08% 333 7.242%
4.61% 331 7.177%
2.74% 327 7.273%
2.36% 327 7.103%
2.30% 335 7.264%
1.73% 331 7.064%
10.88% 333 7.122%
100.00% 319 7.436%
Pool Total
Distribution of Property Types
# of Scheduled % of
Property Types Loans Balance Balance
Single Family 5192 957,316,179 76.72%
Condo 951 141,726,242 11.36%
PUD 358 92,429,693 7.41%
2-4 Family 337 42,534,652 3.41%
Town House 46 7,838,93 0.63%
Co-op 19 2,954,51 0.24%
Unknown 25 2,938,80 0.24%
Total 6928 1,247,739,034. 100%
Pool Total
Distribution of Property Types
Property Types Term Coupon
Single Family 319 7.292%
Condo 319 7.291%
PUD 325 7.223%
2-4 Family 309 7.374%
Town House 306 7.215%
Co-op 292 7.500%
Unknown 284 7.683%
Total 319 7.436%
Pool Total
Geographic Distribution
Geographic # of Scheduled % of
Location Loans Balance Balance
Illinois 2689 507,369,390 40.66%
Michigan 1900 367,825,695 29.48%
Indiana 1065 151,524,734 12.14%
Florida 290 53,884,456 4.32%
Ohio 273 38,103,440 3.05%
Colorado 79 25,165,694 2.02%
Wisconsin 118 22,668,178 1.82%
Kentucky 144 18,452,704 1.48%
Texas 110 13,334,916 1.07%
Arizona 68 11,390,304 0.91%
Louisiana 83 7,572,671 0.61%
California 11 5,165,510 0.41%
Utah 15 3,344,262 0.27%
New York 5 2,224,477 0.18%
Connecticut 3 2,073,872 0.17%
Hiwaii 1 1,986,219 0.16%
Montana 4 1,380,935 0.11%
Neveda 4 1,370,243 0.11%
South Carolina 8 1,364,625 0.11%
Georgia 6 1,350,311 0.11%
Washington 2 1,330,468 0.11%
Pennsylvania 3 1,309,079 0.10%
North Carolina 6 1,050,645 0.08%
Maine 2 810,781 0.06%
Oklahoma 10 751,392 0.06%
Maryland 1 681,822 0.05%
Minnesota 10 658,257 0.05%
Missouri 3 648,138 0.05%
New Jersey 2 565,030 0.05%
Wyoming 2 518,200 0.04%
Other 11 1,862,589 0.15%
Total 6928 1,247,739,034 100.00%
Geographic Term Coupon
Location
Illinois 315 7.190%
Michigan 324 7.349%
Indiana 309 7.368%
Florida 317 7.375%
Ohio 320 7.440%
Colorado 341 7.349%
Wisconsin 335 7.369%
Kentucky 330 7.466%
Texas 314 7.218%
Arizona 331 7.367%
Louisiana 331 7.419%
California 320 7.252%
Utah 339 7.010%
New York 336 7.604%
Connecticut 333 6.688%
Hiwaii 352 6.850%
Montana 344 7.821%
Neveda 313 8.683%
South Carolina 311 7.379%
Georgia 329 7.210%
Washington 338 7.597%
Pennsylvania 337 7.024%
North Carolina 328 7.426%
Maine 341 7.003%
Oklahoma 283 7.749%
Maryland 333 6.550%
Minnesota 283 7.930%
Missouri 351 7.435%
New Jersey 344 6.811%
Wyoming 351 7.058%
Other 306 7.337%
Total 319 7.436%
Pool Total
Loan Seasoning
# of Scheduled % of
Number of Years Loans Balance Balance
1 year or less 763 222,968,229 17.87%
1+ to 2 years 1467 312,215,518 25.02%
2+ to 3 years 1767 393,275,515 31.52%
3+ to 4 years 279 49,972,063 4.01%
4+ to 5 years 612 107,224,304 8.59%
5+ to 6 years 288 31,277,060 2.51%
6+ to 7 years 647 75,950,207 6.09%
7+ to 8 years 213 17,335,102 1.39%
8+ to 9 years 116 7,176,101 0.58%
9+ to 10 years 85 4,257,995 0.34%
10 years or more 683 25,010,518 2.00%
Total 6920 1,246,662,612 99.91%
Pool Total
Loan Seasoning
Number of Years Term Coupon
1 year or less 351 7.434%
1+ to 2 years 332 7.079%
2+ to 3 years 326 7.145%
3+ to 4 years 309 7.710%
4+ to 5 years 299 7.301%
5+ to 6 years 280 7.821%
6+ to 7 years 263 7.402%
7+ to 8 years 250 8.045%
8+ to 9 years 226 8.153%
9+ to 10 years 223 8.189%
10 years or more 181 8.142%
Total 319 7.436%
Pool Total
Distribution of Mortgage Interest Rates
Current Mortgage # of Scheduled
Interest Rate Loans Balance
6.000% or less 0 0
6.000% to 6.250% 29 7,393,646
6.250% to 6.500% 119 26,613,637
6.500% to 6.750% 484127,113,720
6.750% to 7.000% 1265298,746,369
7.000% to 7.250% 1401281,626,162
7.250% to 7.500% 965158,620,974
7.500% to 7.750% 782146,954,616
7.750% to 8.000% 635 90,586,517
8.000% to 8.250% 451 43,581,085
8.250% to 8.500% 275 22,873,487
8.500% to 8.750% 209 14,280,403
8.750% to 9.000% 181 14,489,244
9.000% to 9.250% 124 14,610,061
9.250% & Above 8 249,113
Total 69281,247,739,034
Pool Total
Distribution of Mortgage Interest Rates
Current Mortgage % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.59% 319
6.250% to 6.500% 2.13% 318
6.500% to 6.750% 10.19% 323
6.750% to 7.000% 23.94% 323
7.000% to 7.250% 22.57% 324
7.250% to 7.500% 12.71% 323
7.500% to 7.750% 11.78% 330
7.750% to 8.000% 7.26% 312
8.000% to 8.250% 3.49% 279
8.250% to 8.500% 1.83% 276
8.500% to 8.750% 1.14% 266
8.750% to 9.000% 1.16% 258
9.000% to 9.250% 1.17% 304
9.250% & Above 0.02% 200
Total 100.00% 319
Pool Total
Distribution of Mortgage Interest Rates
Current Mortgage Coupon
Interest Rate
6.000% or less
6.000% to 6.250% 6.190%
6.250% to 6.500% 6.434%
6.500% to 6.750% 6.672%
6.750% to 7.000% 6.914%
7.000% to 7.250% 7.145%
7.250% to 7.500% 7.388%
7.500% to 7.750% 7.655%
7.750% to 8.000% 7.908%
8.000% to 8.250% 8.178%
8.250% to 8.500% 8.454%
8.500% to 8.750% 8.715%
8.750% to 9.000% 8.946%
9.000% to 9.250% 9.192%
9.250% & Above 9.655%
Total 7.436%
W/Avg Mortgage Interest Rat 7.436%
Minimum Mortgage Interest R 6.100%
Maximum Mortgage Interest R 10.000%
Adjustable Rate Group 1
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
0 to 50,000 675 17247858
50,000 to 100,000 425 31413850
100,000 to 150,000 188 23021234
150,000 to 200,000 69 11833311
200,000 to 250,000 129 28641454
250,000 to 300,000 3 836276
300,000 to 350,000
350,000 to 400,000
400,000 to 450,000
450,000 to 500,000
500,000 to 550,000
550,000 to 600,000
600,000 to 650,000
650,000 to 700,000
700,000 to 3,000,000
Total 1489 112993983
Adjustable Rate Group 1
Distribution of Principal Balances
Current Scheduled % of
Balances Bal
to 5 15.26%
50, to 100 27.80%
100,0 to 150 20.37%
150,0 to 200 10.47%
200,0 to 250 25.35%
250,0 to 300 0.74%
300,0 to 350
350,0 to 400
400,0 to 450
450,0 to 500
500,0 to 550
550,0 to 600
600,0 to 650
650,0 to 700
700,0 to 3,000,
Total 100%
Current Scheduled
Balances Term Coupon
to 5 197 8.027%
50, to 100 269 7.873%
100,0 to 150 293 7.716%
150,0 to 200 288 7.880%
200,0 to 250 304 7.640%
250,0 to 300 313 7.070%
300,0 to 350
350,0 to 400
400,0 to 450
450,0 to 500
500,0 to 550
550,0 to 600
600,0 to 650
650,0 to 700
700,0 to 3,000,
Total 274 7.982%
Average Scheduled Balance is 75,886
Maximum Scheduled Balance is 1,986,219
Minimum Scheduled Balance is 12,909
Adjustable Rate Group 1
Distribution of Property Types
# of Scheduled % of
Property T Loans Balance Balance
Single Fam 1105 82,612,9 73.11%
Condo 234 16,429,4 14.54%
2-4 Family 86 6,767, 5.99%
PUD 45 5,736, 5.08%
Town House 7 679 0.60%
Unknown 7 530 0.47%
Co-op 5 237 0.21%
Total 1489 112,993,9 100.00%
Adjustable Rate Group 1
Distribution of Property Types
Property T Term Coupon
Single Fam 273 7.820%
Condo 272 7.776%
2-4 Family 275 7.720%
PUD 295 7.688%
Town House 283 7.449%
Unknown 262 7.954%
Co-op 264 8.248%
Total 274 7.982%
Adjustable Rate Group 1
Geographic Distribution
G # of Scheduled % of
Location Loans Balance Balance
Illinois 434 42,520,0 37.63%
Michigan 502 32,710,2 28.95%
Indiana 301 20,143,7 17.83%
Florida 106 5,797, 5.13%
Ohio 42 3,288, 2.91%
Texas 26 1,714, 1.52%
Wisconsin 20 1,706, 1.51%
Colorado 15 1,439, 1.27%
Kentucky 12 918 0.81%
Arizona 3 542 0.48%
Louisiana 5 410 0.36%
Utah 2 370 0.33%
Georgia 2 261 0.23%
Minnesota 8 255 0.23%
South Caro 3 233 0.21%
California 1 225 0.20%
Oklahoma 2 127 0.11%
Virginia 2 113 0.10%
Montana 1 9 0.09%
Massachuse 1 7 0.07%
North Caro 1 3 0.03%
Total 1489 112993983 100.00%
Adjustable Rate Group 1
Geographic Distribution
Geographic
Location Term Coupon
Illinois 289 7.649%
Michigan 267 7.919%
Indiana 260 7.951%
Florida 239 7.935%
Ohio 295 7.789%
Texas 219 7.365%
Wisconsin 310 7.567%
Colorado 295 7.274%
Kentucky 280 8.066%
Arizona 325 7.933%
Louisiana 240 8.019%
Utah 314 7.299%
Georgia 294 8.090%
Minnesota 182 8.461%
South Caro 248 8.337%
California 338 8.125%
Oklahoma 296 7.990%
Virginia 159 8.288%
Montana 306 7.350%
Massachuse 303 7.550%
North Caro 195 7.810%
Total 274 7.982%
Adjustable Rate Group 1
Loan Seasoning
# of Scheduled % of
Number of Loans Balance Balance
1 year or 30 4,060, 3.59%
1+ to 2 y 36 4,841, 4.28%
2+ to 3 ye 117 14,954,8 13.24%
3+ to 4 ye 55 7,337, 6.49%
4+ to 5 ye 245 26,329,7 23.30%
5+ to 6 ye 131 10,388,4 9.19%
6+ to 7 ye 120 10,931,5 9.67%
7+ to 8 ye 139 8,848, 7.83%
8+ to 9 ye 82 4,348, 3.85%
9+ to 10 y 76 3,010, 2.66%
10 years 457 17,907,1 15.85%
Total 1488 112,958,8 99.97%
Adjustable Rate Group 1
Loan Seasoning
0 Term Coupon
0 353 7.0641%
0 319 7.9459%
0 320 7.5301%
0 302 8.1353%
0 299 7.4405%
0 285 8.0793%
0 261 7.9267%
Distributi 249 8.0422%
Current S 233 8.1663%
Balances 220 7.9730%
0 191 8.0656%
50000.01 274 7.9818%
Adjustable Rate Group 1
Distribution of Mortgage Interest Rates
Current MInterest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 4 333,797
6.250% to 6.500% 7 843,469
6.500% to 6.750% 41 5,487,358
6.750% to 7.000% 69 8,519,257
7.000% to 7.250% 124 13,043,079
7.250% to 7.500% 183 14,209,028
7.500% to 7.750% 171 12,709,906
7.750% to 8.000% 256 16,259,641
8.000% to 8.250% 294 20,095,578
8.250% to 8.500% 134 8,690,807
8.500% to 8.750% 98 5,549,366
8.750% to 9.000% 66 3,240,836
9.000% to 9.250% 39 3,886,024
9.250% & Above 3 125,839
Total 1489 112,993,983
Adjustable Rate Group 1
Distribution of Mortgage Interest Rates
Current MInterest Rate % of
Interest Rate Balance
6.000% or less
6.000% to 6.250% 0.30%
6.250% to 6.500% 0.75%
6.500% to 6.750% 4.86%
6.750% to 7.000% 7.54%
7.000% to 7.250% 11.54%
7.250% to 7.500% 12.58%
7.500% to 7.750% 11.25%
7.750% to 8.000% 14.39%
8.000% to 8.250% 17.78%
8.250% to 8.500% 7.69%
8.500% to 8.750% 4.91%
8.750% to 9.000% 2.87%
9.000% to 9.250% 3.44%
9.250% & Above 0.11%
Total 100.00%
Adjustable Rate Group 1
Distribution of Mortgage Interest Rates
Current MInterest Rate
Interest Rate Term Coupon
6.000% or less
6.000% to 6.250% 272 6.188%
6.250% to 6.500% 297 6.418%
6.500% to 6.750% 300 6.669%
6.750% to 7.000% 310 6.926%
7.000% to 7.250% 307 7.175%
7.250% to 7.500% 275 7.413%
7.500% to 7.750% 269 7.700%
7.750% to 8.000% 252 7.958%
8.000% to 8.250% 264 8.186%
8.250% to 8.500% 255 8.466%
8.500% to 8.750% 254 8.730%
8.750% to 9.000% 247 8.911%
9.000% to 9.250% 301 9.133%
9.250% & Above 287 9.691%
Total 274 7.982%
W/Avg Mortgage Interest Rate is 7.982%
Minimum Mortgage Interest Rate is 6.125%
Maximum Mortgage Interest Rate is 10.000%
Adjustable Rate Group 2
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 2 37,142
50, to 100 6 423,007
100,0 to 150 4 519,404
150,0 to 200 9 1,613,024
200,0 to 250 35 8,268,446
250,0 to 300 94 25,756,685
300,0 to 350 68 22,033,067
350,0 to 400 49 18,504,835
400,0 to 450 19 8,013,644
450,0 to 500 24 11,520,937
500,0 to 550 14 7,408,474
550,0 to 600 7 4,066,852
600,0 to 650 8 4,952,054
650,0 to 700 8 5,395,061
700,0 to 3,000, 23 22,721,151
Total 370141,233,783
Adjustable Rate Group 2
Distribution of Principal Balances
Current Scheduled % of
Balances Bal
to 5 0.03%
50, to 100 0.30%
100,0 to 150 0.37%
150,0 to 200 1.14%
200,0 to 250 5.85%
250,0 to 300 18.24%
300,0 to 350 15.60%
350,0 to 400 13.10%
400,0 to 450 5.67%
450,0 to 500 8.16%
500,0 to 550 5.25%
550,0 to 600 2.88%
600,0 to 650 3.51%
650,0 to 700 3.82%
700,0 to 3,000, 16.09%
Total 100.00%
Adjustable Rate Group 2
Distribution of Principal Balances
Current Scheduled
Balances Term Coupon
0 to 50000 249 8.036%
50000.01 to 100000 315 7.783%
100000.01 to 150000 110 8.107%
150000.01 to 200000 193 8.117%
200000.01 to 250000 287 7.703%
250000.01 to 300000 310 7.652%
300000.01 to 350000 305 7.597%
350000.01 to 400000 325 7.238%
400000.01 to 450000 320 7.523%
450000.01 to 500000 332 7.277%
500000.01 to 550000 327 7.648%
550000.01 to 600000 326 7.037%
600000.01 to 650000 321 7.396%
650000.01 to 700000 318 7.087%
700000.01 to 3000000 317 7.385%
Total 313 7.657%
Average Scheduled Balance is 0
Maximum Scheduled Balance is 0
Minimum Scheduled Balance is 0
Adjustable Rate Group 2
Distribution of Property Types
# of Scheduled % of
Property T Loans Balance Balance
Single Fam 301 115,794,251 81.99%
Condo 30 12,732,338 9.02%
PUD 34 11,347,626 8.03%
Town House 4 1,165,296 0.83%
Co-op 1 194,270 0.14%
Total 370 141,233,783 100.00%
Adjustable Rate Group 2
Distribution of Property Types
Property T Term Coupon
Single Fam 313 7.507%
Condo 325 7.395%
PUD 308 7.211%
Town House 318 7.263%
Co-op 123 7.550%
Total 313 7.657%
Adjustable Rate Group 2
Geographic Distribution
G # of Scheduled % of
Location Loans Balance Balance
Illinois 152 56,406,755 39.94%
Michigan 125 48,096,250 34.05%
Indiana 39 12,457,156 8.82%
Florida 20 8,779,769 6.22%
Ohio 6 2,808,426 1.99%
Colorado 5 2,298,981 1.63%
Wisconsin 6 2,121,613 1.50%
Hiwaii 1 1,986,219 1.41%
Texas 3 1,382,008 0.98%
Kentucky 4 1,239,659 0.88%
Neveda 1 1,118,883 0.79%
Arizona 3 961,988 0.68%
Montana 1 523,391 0.37%
Utah 1 274,651 0.19%
North Caro 1 271,099 0.19%
South Caro 1 260,199 0.18%
Louisiana 1 246,734 0.17%
Total 370 141,233,783 100.00%
Adjustable Rate Group 2
Geographic Distribution
Geographic
Location Term Coupon
Illinois 311 7.306%
Michigan 318 7.610%
Indiana 293 7.735%
Florida 316 7.521%
Ohio 271 7.317%
Colorado 328 7.298%
Wisconsin 330 7.423%
Hiwaii 352 6.850%
Texas 319 7.096%
Kentucky 353 7.048%
Neveda 309 9.000%
Arizona 313 7.474%
Montana 339 8.000%
Utah 355 6.150%
North Caro 295 8.250%
South Caro 303 7.150%
Louisiana 333 8.750%
Total 313 7.657%
Adjustable Rate Group 2
Loan Seasoning
# of Scheduled % of
Number of Loans Balance Balance
1 year or 68 33,008,765 23.37%
1+ to 2 y 16 9,040,932 6.40%
2+ to 3 ye 88 32,763,753 23.20%
3+ to 4 ye 28 8,934,679 6.33%
4+ to 5 ye 88 32,523,841 23.03%
5+ to 6 ye 17 6,001,789 4.25%
6+ to 7 ye 36 10,744,496 7.61%
7+ to 8 ye 13 3,969,044 2.81%
8+ to 9 ye 3 896,979 0.64%
9+ to 10 y 2 661,379 0.47%
10 years 11 2,688,127 1.90%
Total 370 141,233,783 100.00%
Adjustable Rate Group 2
Loan Seasoning
Number of Term Coupon
1 year or 352 7.034%
1+ to 2 y 309 7.823%
2+ to 3 ye 328 7.286%
3+ to 4 ye 315 7.983%
4+ to 5 ye 299 7.374%
5+ to 6 ye 268 7.906%
6+ to 7 ye 272 8.175%
7+ to 8 ye 269 8.158%
8+ to 9 ye 257 8.214%
9+ to 10 y 248 8.528%
10 years 214 8.055%
Total 313 7.657%
Adjustable Rate Group 2
Distribution of Mortgage Interest Rates
Current MInterest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 4 1,334,006
6.250% to 6.500% 6 2,642,149
6.500% to 6.750% 29 10,666,976
6.750% to 7.000% 82 36,260,348
7.000% to 7.250% 45 19,423,374
7.250% to 7.500% 32 12,069,600
7.500% to 7.750% 43 16,646,384
7.750% to 8.000% 30 10,805,527
8.000% to 8.250% 39 11,194,655
8.250% to 8.500% 25 8,631,103
8.500% to 8.750% 19 6,118,578
8.750% to 9.000% 6 2,590,588
9.000% to 9.250% 10 2,850,495
9.250% & Above
Total 370141,233,783
Adjustable Rate Group 2
Distribution of Mortgage Interest Rates
Current MInterest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.94% 341
6.250% to 6.500% 1.87% 332
6.500% to 6.750% 7.55% 321
6.750% to 7.000% 25.67% 324
7.000% to 7.250% 13.75% 335
7.250% to 7.500% 8.55% 318
7.500% to 7.750% 11.79% 316
7.750% to 8.000% 7.65% 278
8.000% to 8.250% 7.93% 280
8.250% to 8.500% 6.11% 297
8.500% to 8.750% 4.33% 291
8.750% to 9.000% 1.83% 288
9.000% to 9.250% 2.02% 321
9.250% & Above
Total 100.00% 313
Adjustable Rate Group 2
Distribution of Mortgage Interest Rates
Current MInterest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.140%
6.250% to 6.500% 6.386%
6.500% to 6.750% 6.654%
6.750% to 7.000% 6.905%
7.000% to 7.250% 7.146%
7.250% to 7.500% 7.382%
7.500% to 7.750% 7.672%
7.750% to 8.000% 7.956%
8.000% to 8.250% 8.179%
8.250% to 8.500% 8.460%
8.500% to 8.750% 8.711%
8.750% to 9.000% 8.929%
9.000% to 9.250% 9.125%
9.250% & Above
Total 7.657%
W/Avg Mortgage Interest Rate is 7.657%
Minimum Mortgage Interest Rate is 6.100%
Maximum Mortgage Interest Rate is 9.125%
Adjustable Rate Group 3
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 105 3,041,195
50, to 100 220 16,177,275
100,0 to 150 141 17,510,640
150,0 to 200 76 13,023,718
200,0 to 250 154 34,285,021
250,0 to 300 3 795,306
300,0 to 350 1 306,498
350,0 to 400 1 369,841
400,0 to 450
450,0 to 500
500,0 to 550
550,0 to 600
600,0 to 650
650,0 to 700
700,0 to 3,000,
Total 701 85,509,493
Adjustable Rate Group 3
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 3.56% 234
50, to 100 18.92% 310
100,0 to 150 20.48% 321
150,0 to 200 15.23% 318
200,0 to 250 40.09% 323
250,0 to 300 0.93% 331
300,0 to 350 0.36% 326
350,0 to 400 0.43% 335
400,0 to 450
450,0 to 500
500,0 to 550
550,0 to 600
600,0 to 650
650,0 to 700
700,0 to 3,000,
Total 100.00% 316
Adjustable Rate Group 3
Distribution of Principal Balances
Current Scheduled
Balances Coupon
0 to 50000 8.152%
50000.01 to 100000 7.514%
100000.01 to 150000 7.335%
150000.01 to 200000 7.228%
200000.01 to 250000 7.177%
250000.01 to 300000 6.984%
300000.01 to 350000 7.700%
350000.01 to 400000 7.100%
400000.01 to 450000
450000.01 to 500000
500000.01 to 550000
550000.01 to 600000
600000.01 to 650000
650000.01 to 700000
700000.01 to 3000000
Total 7.569%
Average Scheduled Balance is 121,982
Maximum Scheduled Balance is 369,841
Minimum Scheduled Balance is 4,751
Adjustable Rate Group 3
Distribution of Property Types
# of Scheduled % of
Property T Loans Balance Balance
Single Fam 481 57,618,958 67.38%
Condo 127 14,505,291 16.96%
2-4 Family 43 6,380,858 7.46%
PUD 36 5,398,605 6.31%
Town House 6 822,632 0.96%
Unknown 6 567,482 0.66%
Co-op 2 215,667 0.25%
Total 701 85,509,493 100.00%
Adjustable Rate Group 3
Distribution of Property Types
Property T Term Coupon
Single Fam 317 7.307%
Condo 317 7.348%
2-4 Family 319 7.294%
PUD 309 7.277%
Town House 316 7.586%
Unknown 313 7.540%
Co-op 291 7.241%
Total 316 7.569%
Adjustable Rate Group 3
Geographic Distribution
G # of Scheduled % of
Location Loans Balance Balance
Illinois 263 37,101,212 43.39%
Michigan 191 23,202,861 27.13%
Indiana 120 11,500,701 13.45%
Wisconsin 28 3,327,921 3.89%
Florida 30 2,966,401 3.47%
Kentucky 23 2,420,389 2.83%
Ohio 18 1,569,380 1.84%
Arizona 6 979,007 1.14%
Texas 9 883,768 1.03%
Utah 2 393,623 0.46%
Connecticu 2 364,950 0.43%
North Caro 2 206,174 0.24%
South Caro 1 138,171 0.16%
Minnesota 1 130,030 0.15%
Oklahoma 2 126,588 0.15%
Missouri 1 98,931 0.12%
Colorado 1 69,948 0.08%
Vermont 1 29,438 0.03%
Total 701 85,509,493 100.00%
Adjustable Rate Group 3
Geographic Distribution
Geographic
Location Term Coupon
Illinois 319 7.226%
Michigan 318 7.292%
Indiana 301 7.503%
Wisconsin 332 7.293%
Florida 304 7.785%
Kentucky 321 7.430%
Ohio 323 7.760%
Arizona 343 7.095%
Texas 306 7.583%
Utah 303 6.491%
Connecticu 326 6.868%
North Caro 336 6.621%
South Caro 344 7.250%
Minnesota 334 6.950%
Oklahoma 242 8.012%
Missouri 347 7.375%
Colorado 350 7.375%
Vermont 338 7.125%
Total 316 7.569%
Adjustable Rate Group 3
Loan Seasoning
# of Scheduled % of
Number of Loans Balance Balance
1 year or 46 6,282,091 7.35%
1+ to 2 y 79 10,187,424 11.91%
2+ to 3 ye 288 38,819,078 45.40%
3+ to 4 ye 85 11,430,589 13.37%
4+ to 5 ye 96 11,586,224 13.55%
5+ to 6 ye 30 2,824,028 3.30%
6+ to 7 ye 20 2,077,087 2.43%
7+ to 8 ye 6 487,001 0.57%
8+ to 9 ye 7 291,232 0.34%
9+ to 10 y 5 182,714 0.21%
10 years 38 1,248,528 1.46%
Total 700 85,415,996 99.89%
Adjustable Rate Group 3
Loan Seasoning
Number of Term Coupon
$0 345 7.2798%
$0 337 7.0024%
$0 325 7.1123%
$0 310 7.7288%
$0 297 7.2365%
Distributi 285 7.7728%
Current S 283 8.6504%
Balances 265 9.0110%
$0 136 9.0000%
$50,000 196 9.3002%
$100,000 189 8.7873%
Total 316 7.5687%
Adjustable Rate Group 3
Distribution of Mortgage Interest Rates
Current MInterest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 13 2,066,139
6.250% to 6.500% 20 3,331,640
6.500% to 6.750% 77 12,382,076
6.750% to 7.000% 125 16,551,942
7.000% to 7.250% 94 12,122,424
7.250% to 7.500% 112 14,664,263
7.500% to 7.750% 73 8,955,921
7.750% to 8.000% 59 5,942,797
8.000% to 8.250% 19 2,431,510
8.250% to 8.500% 7 455,775
8.500% to 8.750% 11 506,721
8.750% to 9.000% 39 2,441,107
9.000% to 9.250% 47 3,533,904
9.250% & Above 5 123,275
Total 701 85,509,493
Adjustable Rate Group 3
Distribution of Mortgage Interest Rates
Current MInterest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 2.42% 318
6.250% to 6.500% 3.90% 331
6.500% to 6.750% 14.48% 322
6.750% to 7.000% 19.36% 326
7.000% to 7.250% 14.18% 318
7.250% to 7.500% 17.15% 326
7.500% to 7.750% 10.47% 319
7.750% to 8.000% 6.95% 303
8.000% to 8.250% 2.84% 304
8.250% to 8.500% 0.53% 285
8.500% to 8.750% 0.59% 285
8.750% to 9.000% 2.85% 241
9.000% to 9.250% 4.13% 282
9.250% & Above 0.14% 111
Total 100.00% 316
Adjustable Rate Group 3
Distribution of Mortgage Interest Rates
Current MInterest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.193%
6.250% to 6.500% 6.425%
6.500% to 6.750% 6.664%
6.750% to 7.000% 6.908%
7.000% to 7.250% 7.136%
7.250% to 7.500% 7.395%
7.500% to 7.750% 7.677%
7.750% to 8.000% 7.901%
8.000% to 8.250% 8.152%
8.250% to 8.500% 8.392%
8.500% to 8.750% 8.750%
8.750% to 9.000% 8.993%
9.000% to 9.250% 9.246%
9.250% & Above 9.618%
Total 7.569%
W/Avg Mortgage Interest Rate is 7.569%
Minimum Mortgage Interest Rate is 6.100%
Maximum Mortgage Interest Rate is 10.000%
Adjustable Rate Group 4
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5
50, to 100 3 226,035
100,0 to 150 5 662,983
150,0 to 200 3 493,213
200,0 to 250 23 5,478,164
250,0 to 300 145 39,470,122
300,0 to 350 80 25,903,540
350,0 to 400 43 16,080,192
400,0 to 450 24 10,220,028
450,0 to 500 29 13,941,393
500,0 to 550 16 8,403,134
550,0 to 600 15 8,552,804
600,0 to 650 8 5,013,690
650,0 to 700 3 2,047,578
700,0 to 3,000, 31 29,812,048
Total 428166,304,924
Adjustable Rate Group 4
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5
50, to 100 0.14% 242
100,0 to 150 0.40% 278
150,0 to 200 0.30% 327
200,0 to 250 3.29% 287
250,0 to 300 23.73% 324
300,0 to 350 15.58% 318
350,0 to 400 9.67% 330
400,0 to 450 6.15% 325
450,0 to 500 8.38% 328
500,0 to 550 5.05% 304
550,0 to 600 5.14% 330
600,0 to 650 3.01% 332
650,0 to 700 1.23% 333
700,0 to 3,000, 17.93% 333
Total 100.00% 324
Adjustable Rate Group 4
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 50,000
50, to 100 7.211%
100,0 to 150 7.009%
150,0 to 200 7.234%
200,0 to 250 7.446%
250,0 to 300 6.986%
300,0 to 350 7.241%
350,0 to 400 7.040%
400,0 to 450 7.124%
450,0 to 500 6.892%
500,0 to 550 7.088%
550,0 to 600 6.978%
600,0 to 650 6.991%
650,0 to 700 6.919%
700,0 to 3,000, 6.997%
Total 7.366%
Average Scheduled Balance is 388,563
Maximum Scheduled Balance is 2,154,192
Minimum Scheduled Balance is 68,280
Adjustable Rate Group 4
Distribution of Property Types
# of Scheduled % of
Property T Loans Balance Balance
Single Fam 333 129,790,081 78.04%
PUD 45 17,122,063 10.30%
Condo 40 15,778,142 9.49%
2-4 Family 3 1,267,651 0.76%
Co-op 3 1,192,623 0.72%
Unknown 2 622,738 0.37%
Town House 2 531,626 0.32%
Total 428 166,304,924 100.00%
Adjustable Rate Group 4
Distribution of Property Types
Property T Term Coupon
Single Fam 325 7.055%
PUD 320 7.001%
Condo 317 6.985%
2-4 Family 331 7.635%
Co-op 317 7.426%
Unknown 298 8.121%
Town House 343 7.091%
Total 324 7.366%
Adjustable Rate Group 4
Geographic Distribution
G # of Scheduled % of
Location Loans Balance Balance
Illinois 206 80,861,884 48.62%
Michigan 125 44,586,508 26.81%
Indiana 34 12,867,438 7.74%
Florida 19 10,075,910 6.06%
Colorado 10 4,687,998 2.82%
Ohio 8 3,853,564 2.32%
Arizona 8 2,590,611 1.56%
Wisconsin 8 2,524,922 1.52%
Texas 4 2,139,084 1.29%
Pennsylvan 2 971,310 0.58%
California 2 579,231 0.35%
Kentucky 1 312,874 0.19%
Utah 1 253,592 0.15%
Total 428 166,304,924 100.00%
Adjustable Rate Group 4
Geographic Distribution
Geographic
Location Term Coupon
Illinois 323 7.014%
Michigan 322 7.092%
Indiana 326 6.983%
Florida 317 7.040%
Colorado 341 7.115%
Ohio 328 7.272%
Arizona 333 7.174%
Wisconsin 341 7.498%
Texas 346 6.862%
Pennsylvan 331 6.997%
California 296 7.954%
Kentucky 334 7.250%
Utah 334 6.850%
Total 324 7.366%
Adjustable Rate Group 4
Loan Seasoning
# of Scheduled % of
Number of Loans Balance Balance
1 year or 41 16,905,118 10.17%
1+ to 2 y 41 17,545,866 10.55%
2+ to 3 ye 248 99,335,194 59.73%
3+ to 4 ye 35 10,886,407 6.55%
4+ to 5 ye 47 16,129,396 9.70%
5+ to 6 ye 6 2,568,100 1.54%
6+ to 7 ye 3 1,143,297 0.69%
7+ to 8 ye 3 778,683 0.47%
8+ to 9 ye 1 309,864 0.19%
9+ to 10 y 1 354,054 0.21%
10 years 2 348,945 0.21%
Total 428 166,304,924 100.00%
Adjustable Rate Group 4
Loan Seasoning
Number of Term Coupon
$0 350 7.295%
$0 330 6.847%
$0 327 6.947%
$0 305 7.375%
$0 299 7.046%
Distributi 293 7.494%
Current S 286 9.000%
Balances 223 9.000%
$0 262 9.000%
$50,000 238 9.000%
$100,000 103 9.000%
$150,000 324 7.366%
Adjustable Rate Group 4
Distribution of Mortgage Interest Rates
Current MInterest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 5 1,888,777
6.250% to 6.500% 21 9,259,643
6.500% to 6.750% 106 39,911,613
6.750% to 7.000% 146 60,187,718
7.000% to 7.250% 50 18,526,629
7.250% to 7.500% 28 12,832,127
7.500% to 7.750% 36 11,418,917
7.750% to 8.000% 14 4,697,810
8.000% to 8.250% 1 278,336
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000% 11 3,276,541
9.000% to 9.250% 10 4,026,813
9.250% & Above
Total 428166,304,924
Adjustable Rate Group 4
Distribution of Mortgage Interest Rates
Current MInterest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 1.14% 301
6.250% to 6.500% 5.57% 329
6.500% to 6.750% 24.00% 323
6.750% to 7.000% 36.19% 326
7.000% to 7.250% 11.14% 317
7.250% to 7.500% 7.72% 336
7.500% to 7.750% 6.87% 339
7.750% to 8.000% 2.82% 307
8.000% to 8.250% 0.17% 316
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000% 1.97% 249
9.000% to 9.250% 2.42% 325
9.250% & Above
Total 100.00% 324
Adjustable Rate Group 4
Distribution of Mortgage Interest Rates
Current MInterest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.208%
6.250% to 6.500% 6.418%
6.500% to 6.750% 6.661%
6.750% to 7.000% 6.907%
7.000% to 7.250% 7.133%
7.250% to 7.500% 7.390%
7.500% to 7.750% 7.648%
7.750% to 8.000% 7.895%
8.000% to 8.250% 8.100%
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000% 9.000%
9.000% to 9.250% 9.250%
9.250% & Above
Total 7.366%
W/Avg Mortgage Interest Rate is 7.366%
Minimum Mortgage Interest Rate is 6.150%
Maximum Mortgage Interest Rate is 9.250%
Adjustable Rate Group 5
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 48 1,688,429
50, to 100 161 12,195,648
100,0 to 150 137 16,810,122
150,0 to 200 74 12,850,470
200,0 to 250 98 22,154,439
250,0 to 300 2 525,097
300,0 to 350 1 330,758
350,0 to 400
400,0 to 450
450,0 to 500
500,0 to 550
550,0 to 600
600,0 to 650
650,0 to 700
700,0 to 3,000,
Total 521 66,554,964
Adjustable Rate Group 5
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 2.54% 301
50, to 100 18.32% 324
100,0 to 150 25.26% 335
150,0 to 200 19.31% 337
200,0 to 250 33.29% 335
250,0 to 300 0.79% 352
300,0 to 350 0.50% 333
350,0 to 400
400,0 to 450
450,0 to 500
500,0 to 550
550,0 to 600
600,0 to 650
650,0 to 700
700,0 to 3,000,
Total 100.00% 333
Adjustable Rate Group 5
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.837%
50, to 100 7.386%
100,0 to 150 7.262%
150,0 to 200 7.278%
200,0 to 250 7.136%
250,0 to 300 7.605%
300,0 to 350 6.300%
350,0 to 400,000
400,0 to 450,000
450,0 to 500,000
500,0 to 550,000
550,0 to 600,000
600,0 to 650,000
650,0 to 700,000
700,0 to 3,000,000
Total 7.369%
Average Scheduled Balance is 127,745
Maximum Scheduled Balance is 330,758
Minimum Scheduled Balance is 8,756
Adjustable Rate Group 5
Distribution of Property Types
# of Scheduled % of
Property T Loans Balance Balance
Single Fam 383 48,303,460 72.58%
Condo 76 9,479,250 14.24%
PUD 33 4,931,309 7.41%
2-4 Family 22 3,179,830 4.78%
Co-op 3 346,893 0.52%
Unknown 2 178,134 0.27%
Town House 2 136,088 0.20%
Total 521 66,554,964 100.00%
Adjustable Rate Group 5
Distribution of Property Types
Property T Term Coupon
Single Fam 330 7.269%
Condo 338 7.228%
PUD 343 7.289%
2-4 Family 333 7.165%
Co-op 326 7.236%
Unknown 337 7.270%
Town House 338 6.796%
Total 333 7.369%
Adjustable Rate Group 5
Geographic Distribution
G # of Scheduled % of
Location Loans Balance Balance
Illinois 161 23,920,376 35.94%
Michigan 154 19,168,414 28.80%
Indiana 101 11,084,604 16.65%
Kentucky 24 2,469,743 3.71%
Ohio 20 2,100,173 3.16%
Wisconsin 16 2,070,083 3.11%
Florida 15 1,874,611 2.82%
Colorado 7 1,075,552 1.62%
Louisiana 7 905,821 1.36%
Arizona 5 762,369 1.15%
Utah 6 692,590 1.04%
Texas 2 252,310 0.38%
Neveda 1 104,831 0.16%
Missouri 1 49,367 0.07%
New York 1 24,120 0.04%
Total 521 66,554,964 100.00%
Adjustable Rate Group 5
Geographic Distribution
Geographic
Location Term Coupon
Illinois 333 7.214%
Michigan 332 7.319%
Indiana 324 7.156%
Kentucky 333 7.400%
Ohio 330 7.354%
Wisconsin 335 7.392%
Florida 344 7.349%
Colorado 351 7.340%
Louisiana 351 7.308%
Arizona 349 7.381%
Utah 349 6.956%
Texas 346 7.483%
Neveda 341 7.000%
Missouri 337 6.900%
New York 300 7.800%
Total 333 7.369%
Adjustable Rate Group 5
Loan Seasoning
# of Scheduled % of
Number of Loans Balance Balance
1 year or 147 20,381,061 30.62%
1+ to 2 y 163 19,602,883 29.45%
2+ to 3 ye 129 18,884,134 28.37%
3+ to 4 ye 25 2,854,940 4.29%
4+ to 5 ye 5 529,422 0.80%
5+ to 6 ye 44 3,513,913 5.28%
6+ to 7 ye 8 788,612 1.18%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 521 66,554,964 100.00%
Adjustable Rate Group 5
Loan Seasoning
Number of Term Coupon
1 year or 351 7.523%
1+ to 2 y 330 6.997%
2+ to 3 ye 329 7.015%
3+ to 4 ye 316 7.707%
4+ to 5 ye 306 7.322%
5+ to 6 ye 284 8.146%
6+ to 7 ye 284 7.104%
7+ to 8 ye
8+ to 9 ye
9+ to 10 y
10 years
Total 333 7.369%
Adjustable Rate Group 5
Distribution of Mortgage Interest Rates
Current MInterest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250%
6.250% to 6.500% 5 827,155
6.500% to 6.750% 56 7,565,971
6.750% to 7.000% 144 20,121,917
7.000% to 7.250% 77 10,898,644
7.250% to 7.500% 62 7,172,455
7.500% to 7.750% 86 11,827,304
7.750% to 8.000% 38 4,385,680
8.000% to 8.250% 19 1,548,209
8.250% to 8.500% 19 1,278,073
8.500% to 8.750% 7 506,490
8.750% to 9.000% 7 327,971
9.000% to 9.250% 1 95,095
9.250% & Above
Total 521 66,554,964
Adjustable Rate Group 5
Distribution of Mortgage Interest Rates
Current MInterest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250%
6.250% to 6.500% 1.24% 284
6.500% to 6.750% 11.37% 338
6.750% to 7.000% 30.23% 328
7.000% to 7.250% 16.38% 328
7.250% to 7.500% 10.78% 340
7.500% to 7.750% 17.77% 350
7.750% to 8.000% 6.59% 336
8.000% to 8.250% 2.33% 302
8.250% to 8.500% 1.92% 296
8.500% to 8.750% 0.76% 291
8.750% to 9.000% 0.49% 262
9.000% to 9.250% 0.14% 299
9.250% & Above
Total 100.00% 333
Adjustable Rate Group 5
Distribution of Mortgage Interest Rates
Current MInterest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250%
6.250% to 6.500% 6.377%
6.500% to 6.750% 6.690%
6.750% to 7.000% 6.927%
7.000% to 7.250% 7.143%
7.250% to 7.500% 7.448%
7.500% to 7.750% 7.647%
7.750% to 8.000% 7.865%
8.000% to 8.250% 8.191%
8.250% to 8.500% 8.407%
8.500% to 8.750% 8.672%
8.750% to 9.000% 8.901%
9.000% to 9.250% 9.125%
9.250% & Above
Total 7.369%
W/Avg Mortgage Interest Rate is 7.369%
Minimum Mortgage Interest Rate is 6.300%
Maximum Mortgage Interest Rate is 9.125%
Adjustable Rate Group 6
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5
50, to 100
100,0 to 150
150,0 to 200 1 160,304
200,0 to 250 13 3,103,373
250,0 to 300 130 35,628,258
300,0 to 350 88 28,599,501
350,0 to 400 70 26,360,328
400,0 to 450 37 15,668,836
450,0 to 500 27 12,972,815
500,0 to 550 18 9,461,022
550,0 to 600 14 8,102,325
600,0 to 650 17 10,606,324
650,0 to 700 5 3,406,864
700,0 to 3,000, 37 39,814,503
Total 457193,884,451
Adjustable Rate Group 6
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5
50, to 100
100,0 to 150
150,0 to 200 0.08% 331
200,0 to 250 1.60% 321
250,0 to 300 18.38% 337
300,0 to 350 14.75% 340
350,0 to 400 13.60% 341
400,0 to 450 8.08% 340
450,0 to 500 6.69% 341
500,0 to 550 4.88% 344
550,0 to 600 4.18% 340
600,0 to 650 5.47% 342
650,0 to 700 1.76% 339
700,0 to 3,000, 20.54% 337
Total 100.00% 339
Adjustable Rate Group 6
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 50,000
50, to 100,000
100,0 to 150,000
150,0 to 200 7.375%
200,0 to 250 7.021%
250,0 to 300 7.213%
300,0 to 350 7.186%
350,0 to 400 7.216%
400,0 to 450 7.148%
450,0 to 500 7.290%
500,0 to 550 7.257%
550,0 to 600 7.163%
600,0 to 650 7.271%
650,0 to 700 6.913%
700,0 to 3,000, 6.875%
Total 7.207%
Average Scheduled Balance is 424,255
Maximum Scheduled Balance is 2,784,311
Minimum Scheduled Balance is 160,304
Adjustable Rate Group 6
Distribution of Property Types
# of Scheduled % of
Property T Loans Balance Balance
Single Fam 347 151,772,585 78.28%
PUD 49 19,942,963 10.29%
Condo 53 18,842,716 9.72%
2-4 Family 6 2,785,237 1.44%
Town House 2 540,951 0.28%
Total 457 193,884,451 100.00%
Adjustable Rate Group 6
Distribution of Property Types
Property T Term Coupon
Single Fam 338 7.095%
PUD 344 7.261%
Condo 344 7.296%
2-4 Family 339 7.388%
Town House 339 6.799%
Total 339 7.207%
Adjustable Rate Group 6
Geographic Distribution
G # of Scheduled % of
Location Loans Balance Balance
Michigan 161 65,923,390 34.00%
Illinois 151 63,451,541 32.73%
Indiana 53 22,421,630 11.56%
Colorado 17 7,585,322 3.91%
Florida 16 6,428,798 3.32%
Ohio 15 5,381,194 2.78%
Wisconsin 10 4,905,925 2.53%
Texas 2 3,302,221 1.70%
Kentucky 8 2,928,707 1.51%
Connecticu 1 1,708,922 0.88%
Arizona 4 1,643,625 0.85%
Louisiana 4 1,635,141 0.84%
California 2 1,064,876 0.55%
Utah 2 943,449 0.49%
Maryland 1 681,822 0.35%
Maine 1 522,196 0.27%
Missouri 1 499,840 0.26%
New Jersey 1 466,098 0.24%
Montana 1 457,263 0.24%
Wyoming 1 398,004 0.21%
Washington 1 338,101 0.17%
Pennsylvan 1 337,768 0.17%
Georgia 1 324,055 0.17%
New Hampsh 1 271,109 0.14%
Kansas 1 263,453 0.14%
Total 457 193,884,451 100.00%
Adjustable Rate Group 6
Geographic Distribution
Geographic
Location Term Coupon
Michigan 342 7.249%
Illinois 334 6.997%
Indiana 330 7.090%
Colorado 345 7.393%
Florida 347 7.367%
Ohio 339 7.281%
Wisconsin 345 7.114%
Texas 352 6.749%
Kentucky 342 7.305%
Connecticu 335 6.650%
Arizona 354 7.270%
Louisiana 352 7.426%
California 338 6.363%
Utah 354 7.342%
Maryland 333 6.550%
Maine 339 6.950%
Missouri 353 7.500%
New Jersey 346 6.750%
Montana 352 7.600%
Wyoming 354 7.000%
Washington 334 7.000%
Pennsylvan 352 7.100%
Georgia 347 6.550%
New Hampsh 356 7.650%
Kansas 339 7.500%
Total 339 7.207%
Adjustable Rate Group 6
Loan Seasoning
# of Scheduled % of
Number of Loans Balance Balance
1 year or 175 71,593,653 36.93%
1+ to 2 y 129 63,025,947 32.51%
2+ to 3 ye 132 50,220,342 25.90%
3+ to 4 ye 9 2,575,053 1.33%
4+ to 5 ye 7 4,438,426 2.29%
5+ to 6 ye 2 618,213 0.32%
6+ to 7 ye 2 1,013,077 0.52%
7+ to 8 ye 1 399,740 0.21%
8+ to 9 years
9+ to 10 years
10 years or more
Total 457 193,884,451 100.00%
Adjustable Rate Group 6
Loan Seasoning
Number of Term Coupon
1 year or 353 7.5066%
1+ to 2 y 335 6.8349%
2+ to 3 ye 331 7.0063%
3+ to 4 ye 316 7.2276%
4+ to 5 ye 301 6.9071%
5+ to 6 ye 289 7.1236%
6+ to 7 ye 287 6.6933%
7+ to 8 ye 275 7.1500%
8+ to 9 ye
9+ to 10 y
10 years
Total 339 7.2066%
Adjustable Rate Group 6
Distribution of Mortgage Interest Rates
Current MInterest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 2 1,641,238
6.250% to 6.500% 8 4,949,382
6.500% to 6.750% 57 32,442,861
6.750% to 7.000% 155 64,308,941
7.000% to 7.250% 70 25,604,118
7.250% to 7.500% 27 10,569,479
7.500% to 7.750% 109 43,555,673
7.750% to 8.000% 26 9,411,445
8.000% to 8.250% 3 1,401,313
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 457193,884,451
Adjustable Rate Group 6
Distribution of Mortgage Interest Rates
Current MInterest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.85% 340
6.250% to 6.500% 2.55% 335
6.500% to 6.750% 16.73% 335
6.750% to 7.000% 33.17% 332
7.000% to 7.250% 13.21% 333
7.250% to 7.500% 5.45% 344
7.500% to 7.750% 22.46% 352
7.750% to 8.000% 4.85% 349
8.000% to 8.250% 0.72% 337
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 100.00% 339
Adjustable Rate Group 6
Distribution of Mortgage Interest Rates
Current MInterest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.200%
6.250% to 6.500% 6.474%
6.500% to 6.750% 6.677%
6.750% to 7.000% 6.912%
7.000% to 7.250% 7.143%
7.250% to 7.500% 7.413%
7.500% to 7.750% 7.651%
7.750% to 8.000% 7.877%
8.000% to 8.250% 8.135%
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 7.207%
W/Avg Mortgage Interest Rate is 7.21%
Minimum Mortgage Interest Rate is 6.20%
Maximum Mortgage Interest Rate is 8.20%
Adjustable Rate Group 7
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 35 1,304,083
50, to 100 101 7,921,924
100,0 to 150 78 9,541,224
150,0 to 200 45 7,897,522
200,0 to 250 109 25,223,732
250,0 to 300 3 812,530
300,0 to 350
350,0 to 400
400,0 to 450
450,0 to 500
500,0 to 550
550,0 to 600
600,0 to 650
650,0 to 700
700,0 to 3,000,
Total 371 52,701,014
Adjustable Rate Group 7
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 2.47% 303
50, to 100 15.03% 324
100,0 to 150 18.10% 330
150,0 to 200 14.99% 334
200,0 to 250 47.86% 334
250,0 to 300 1.54% 341
300,0 to 350
350,0 to 400
400,0 to 450
450,0 to 500
500,0 to 550
550,0 to 600
600,0 to 650
650,0 to 700
700,0 to 3,000,
Total 100.00% 331
Adjustable Rate Group 7
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.665%
50, to 100 7.422%
100,0 to 150 7.294%
150,0 to 200 7.318%
200,0 to 250 7.202%
250,0 to 300 7.232%
300,0 to 350,000
350,0 to 400,000
400,0 to 450,000
450,0 to 500,000
500,0 to 550,000
550,0 to 600,000
600,0 to 650,000
650,0 to 700,000
700,0 to 3,000,000
Total 7.341%
Average Scheduled Balance is 142,051
Maximum Scheduled Balance is 289,335
Minimum Scheduled Balance is 10,993
Adjustable Rate Group 7
Distribution of Property Types
# of Scheduled % of
Property T Loans Balance Balance
Single Fam 241 35,196,595 66.79%
Condo 75 9,551,188 18.12%
2-4 Family 38 4,951,414 9.40%
PUD 12 2,233,975 4.24%
Co-op 4 529,598 1.00%
Town House 1 238,244 0.45%
Total 371 52,701,014 100.00%
Adjustable Rate Group 7
Distribution of Property Types
Property T Term Coupon
Single Fam 333 7.265%
Condo 335 7.280%
2-4 Family 326 7.402%
PUD 315 7.242%
Co-op 294 7.589%
Town House 334 6.850%
Total 331 7.341%
Adjustable Rate Group 7
Geographic Distribution
G # of Scheduled % of
Location Loans Balance Balance
Michigan 137 19,015,396 36.08%
Illinois 118 18,574,194 35.24%
Indiana 53 6,804,885 12.91%
Ohio 18 2,306,242 4.38%
Florida 8 1,599,553 3.04%
Colorado 9 1,066,710 2.02%
Arizona 7 1,051,359 1.99%
Wisconsin 6 687,914 1.31%
Kentucky 5 667,450 1.27%
Texas 6 378,802 0.72%
Louisiana 1 238,815 0.45%
Virginia 1 130,303 0.25%
Wyoming 1 120,196 0.23%
Neveda 1 59,195 0.11%
Total 371 52,701,014 100.00%
Adjustable Rate Group 7
Geographic Distribution
Geographic
Location Term Coupon
Michigan 332 7.256%
Illinois 331 7.258%
Indiana 328 7.307%
Ohio 335 7.392%
Florida 317 7.257%
Colorado 333 7.267%
Arizona 333 7.317%
Wisconsin 335 7.391%
Kentucky 344 7.619%
Texas 347 7.489%
Louisiana 353 7.850%
Virginia 338 6.875%
Wyoming 342 7.250%
Neveda 307 7.650%
Total 331 7.341%
Adjustable Rate Group 7
Loan Seasoning
# of Scheduled % of
Number of Loans Balance Balance
1 year or 55 7,483,782 14.20%
1+ to 2 y 174 24,959,534 47.36%
2+ to 3 ye 90 14,808,774 28.10%
3+ to 4 ye 6 660,349 1.25%
4+ to 5 ye 40 3,721,876 7.06%
5+ to 6 ye 4 662,273 1.26%
6+ to 7 ye 2 404,426 0.77%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 371 52,701,014 100.00%
Adjustable Rate Group 7
Loan Seasoning
Number of Term Coupon
1 year or 351 7.6767%
1+ to 2 y 335 7.1520%
2+ to 3 ye 328 7.2437%
3+ to 4 ye 314 7.7648%
4+ to 5 ye 296 7.4187%
5+ to 6 ye 292 7.2760%
6+ to 7 ye 284 7.2500%
7+ to 8 ye
8+ to 9 ye
9+ to 10 y
10 years
Total 331 7.3411%
Adjustable Rate Group 7
Distribution of Mortgage Interest Rates
Current MInterest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 11 1,883,010
6.750% to 7.000% 56 8,757,038
7.000% to 7.250% 137 22,207,275
7.250% to 7.500% 50 6,950,542
7.500% to 7.750% 57 6,090,197
7.750% to 8.000% 42 5,384,877
8.000% to 8.250% 14 1,195,746
8.250% to 8.500% 4 232,330
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 371 52,701,014
Adjustable Rate Group 7
Distribution of Mortgage Interest Rates
Current MInterest Rate % of
Interest Rate Balance
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 3.57%
6.750% to 7.000% 16.62%
7.000% to 7.250% 42.14%
7.250% to 7.500% 13.19%
7.500% to 7.750% 11.56%
7.750% to 8.000% 10.22%
8.000% to 8.250% 2.27%
8.250% to 8.500% 0.44%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 100.00%
Adjustable Rate Group 7
Distribution of Mortgage Interest Rates
Current MInterest Rate
Interest Rate Term Coupon
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 339 6.725%
6.750% to 7.000% 336 6.903%
7.000% to 7.250% 328 7.150%
7.250% to 7.500% 334 7.376%
7.500% to 7.750% 327 7.638%
7.750% to 8.000% 342 7.866%
8.000% to 8.250% 313 8.141%
8.250% to 8.500% 279 8.482%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 331 7.341%
W/Avg Mortgage Interest Rate is 7.341%
Minimum Mortgage Interest Rate is 6.650%
Maximum Mortgage Interest Rate is 8.500%
Adjustable Rate Group 8
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5
50, to 100
100,0 to 150 2 257,597
150,0 to 200 1 178,666
200,0 to 250 22 5,384,388
250,0 to 300 189 51,681,816
300,0 to 350 103 33,209,079
350,0 to 400 85 31,912,358
400,0 to 450 37 15,671,832
450,0 to 500 30 14,419,697
500,0 to 550 12 6,325,052
550,0 to 600 12 6,983,116
600,0 to 650 11 6,872,567
650,0 to 700 16 10,786,681
700,0 to 3,000, 40 41,172,877
Total 560224,855,727
Adjustable Rate Group 8
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5
50, to 100
100,0 to 150 0.11% 329
150,0 to 200 0.08% 343
200,0 to 250 2.39% 311
250,0 to 300 22.98% 337
300,0 to 350 14.77% 335
350,0 to 400 14.19% 337
400,0 to 450 6.97% 338
450,0 to 500 6.41% 335
500,0 to 550 2.81% 339
550,0 to 600 3.11% 319
600,0 to 650 3.06% 333
650,0 to 700 4.80% 336
700,0 to 3,000, 18.31% 340
Total 100.00% 336
Adjustable Rate Group 8
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 50,000
50, to 100,000
100,0 to 150 7.101%
150,0 to 200 6.650%
200,0 to 250 7.159%
250,0 to 300 7.260%
300,0 to 350 7.290%
350,0 to 400 7.211%
400,0 to 450 7.269%
450,0 to 500 7.198%
500,0 to 550 7.114%
550,0 to 600 7.220%
600,0 to 650 7.215%
650,0 to 700 7.128%
700,0 to 3,000, 7.287%
Total 7.329%
Average Scheduled Balance is 401,528
Maximum Scheduled Balance is 1,743,990
Minimum Scheduled Balance is 126,502
Adjustable Rate Group 8
Distribution of Property Types
# of Scheduled % of
Property T Loans Balance Balance
Single Fam 446 184,852,885 82.21%
Condo 55 20,336,503 9.04%
PUD 49 16,312,754 7.25%
2-4 Family 4 1,778,691 0.79%
Town House 5 1,336,710 0.59%
Co-op 1 238,184 0.11%
Total 560 224,855,727 100.00%
Adjustable Rate Group 8
Distribution of Property Types
Property T Term Coupon
Single Fam 337 7.259%
Condo 331 7.160%
PUD 337 7.172%
2-4 Family 314 7.269%
Town House 333 7.149%
Co-op 277 7.500%
Total 336 7.329%
Adjustable Rate Group 8
Geographic Distribution
G # of Scheduled % of
Location Loans Balance Balance
Michigan 202 81,284,232 36.15%
Illinois 183 69,025,087 30.70%
Indiana 75 28,263,284 12.57%
Florida 27 12,059,813 5.36%
Ohio 20 9,659,361 4.30%
Colorado 11 6,100,414 2.71%
Kentucky 10 4,154,882 1.85%
Wisconsin 10 4,086,344 1.82%
California 3 2,530,287 1.13%
New York 2 1,449,872 0.64%
Washington 1 992,367 0.44%
Louisiana 3 960,384 0.43%
Georgia 2 756,554 0.34%
Texas 2 614,318 0.27%
Arizona 2 562,778 0.25%
Utah 1 415,543 0.18%
South Caro 1 392,105 0.17%
Massachuse 1 381,750 0.17%
North Caro 1 302,797 0.13%
Montana 1 302,114 0.13%
Maine 1 288,585 0.13%
Minnesota 1 272,856 0.12%
Total 560 224,855,727 100.00%
Adjustable Rate Group 8
Geographic Distribution
Geographic
Location Term Coupon
Michigan 337 7.238%
Illinois 334 7.170%
Indiana 329 7.203%
Florida 334 7.176%
Ohio 340 7.380%
Colorado 350 7.576%
Kentucky 352 7.618%
Wisconsin 341 7.529%
California 319 7.324%
New York 333 7.103%
Washington 340 7.800%
Louisiana 352 7.709%
Georgia 336 7.171%
Texas 345 7.146%
Arizona 346 7.476%
Utah 334 7.250%
South Caro 337 7.100%
Massachuse 350 7.200%
North Caro 354 7.400%
Montana 351 8.000%
Maine 346 7.100%
Minnesota 354 7.900%
Total 336 7.329%
Adjustable Rate Group 8
Loan Seasoning
# of Scheduled % of
Number of Loans Balance Balance
1 year or 115 50,593,894 22.50%
1+ to 2 y 233 90,326,681 40.17%
2+ to 3 ye 193 75,822,709 33.72%
3+ to 4 ye 6 2,364,541 1.05%
4+ to 5 ye 9 4,183,725 1.86%
5+ to 6 ye 1 351,040 0.16%
6+ to 7 ye 2 881,391 0.39%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 559 224,523,981 99.85%
Adjustable Rate Group 8
Loan Seasoning
Number of Term Coupon
1 year or 349 7.5959%
1+ to 2 y 336 7.1201%
2+ to 3 ye 330 7.1569%
3+ to 4 ye 316 7.1957%
4+ to 5 ye 308 7.2529%
5+ to 6 ye 288 7.1500%
6+ to 7 ye 281 7.2081%
7+ to 8 ye
8+ to 9 ye
9+ to 10 y
10 years
Total 336 7.3290%
Adjustable Rate Group 8
Distribution of Mortgage Interest Rates
Current MInterest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 21 8,828,973
6.750% to 7.000% 83 37,030,164
7.000% to 7.250% 260 99,902,287
7.250% to 7.500% 99 37,730,925
7.500% to 7.750% 43 16,974,183
7.750% to 8.000% 53 23,423,470
8.000% to 8.250% 1 965,726
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 560224,855,727
Adjustable Rate Group 8
Distribution of Mortgage Interest Rates
Current MInterest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 3.93% 332
6.750% to 7.000% 16.47% 336
7.000% to 7.250% 44.43% 333
7.250% to 7.500% 16.78% 333
7.500% to 7.750% 7.55% 340
7.750% to 8.000% 10.42% 351
8.000% to 8.250% 0.43% 354
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 100.00% 336
Adjustable Rate Group 8
Distribution of Mortgage Interest Rates
Current MInterest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 6.7178%
6.750% to 7.000% 6.9099%
7.000% to 7.250% 7.1382%
7.250% to 7.500% 7.3683%
7.500% to 7.750% 7.6355%
7.750% to 8.000% 7.8881%
8.000% to 8.250% 8.2500%
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 7.3290%
W/Avg Mortgage Interest Rate is 7.329%
Minimum Mortgage Interest Rate is 6.650%
Maximum Mortgage Interest Rate is 8.250%
Fixed Rate Group
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 477 13,194,413
50, to 100 779 57,177,218
100,0 to 150 441 53,939,195
150,0 to 200 165 28,700,265
200,0 to 250 80 17,626,510
250,0 to 300 31 8,389,152
300,0 to 350 23 7,489,066
350,0 to 400 9 3,323,631
400,0 to 450 3 1,279,917
450,0 to 500 10 4,694,927
500,0 to 550 5 2,587,230
550,0 to 600 3 1,719,794
600,0 to 650 2 1,290,024
650,0 to 700
700,0 to 3,000, 3 2,289,353
Total 2031203,700,695
Fixed Rate Group
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 6.48% 244
50, to 100 28.07% 298
100,0 to 150 26.48% 301
150,0 to 200 14.09% 299
200,0 to 250 8.65% 316
250,0 to 300 4.12% 299
300,0 to 350 3.68% 311
350,0 to 400 1.63% 326
400,0 to 450 0.63% 311
450,0 to 500 2.30% 301
500,0 to 550 1.27% 304
550,0 to 600 0.84% 287
600,0 to 650 0.63% 350
650,0 to 700
700,0 to 3,000, 1.12% 333
Total 100.00% 299
Fixed Rate Group
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.629%
50, to 100 7.298%
100,0 to 150 7.224%
150,0 to 200 7.099%
200,0 to 250 7.233%
250,0 to 300 7.464%
300,0 to 350 7.368%
350,0 to 400 7.174%
400,0 to 450 7.225%
450,0 to 500 7.400%
500,0 to 550 7.247%
550,0 to 600 7.122%
600,0 to 650 8.026%
650,0 to 700,000
700,0 to 3,000, 7.460%
Total 7.366%
Average Scheduled Balance is 100,296
Maximum Scheduled Balance is 787,810
Minimum Scheduled Balance is 2,316
Fixed Rate Group
Distribution of Property Types
# of Scheduled % of
Property T Loans Balance Balance
Single Fam 1555 151,374,423 5192.00%
Condo 261 24,071,346 951.00%
2-4 Family 135 15,423,485 358.00%
PUD 55 9,404,053 337.00%
Town House 17 2,387,493 46.00%
Unknown 8 1,039,895 19.00%
Total 2031 203,700,695 6903.00%
Fixed Rate Group
Distribution of Property Types
Property T Term Coupon
Single Fam 297 7.291%
Condo 304 7.207%
2-4 Family 302 7.276%
PUD 319 7.292%
Town House 267 7.216%
Unknown 261 7.432%
Total 299 7.366%
Fixed Rate Group
Geographic Distribution
G # of Scheduled % of
Location Loans Balance Balance
Illinois 1021 115,508,280 56.70%
Michigan 303 33,838,397 16.61%
Indiana 289 25,981,321 12.75%
Ohio 126 7,136,894 3.50%
Florida 49 4,302,363 2.11%
Kentucky 57 3,340,890 1.64%
Louisiana 62 3,175,415 1.56%
Texas 56 2,667,883 1.31%
Arizona 30 2,296,128 1.13%
Wisconsin 14 1,237,216 0.61%
Colorado 4 841,401 0.41%
California 3 765,538 0.38%
New York 2 750,485 0.37%
Oklahoma 6 496,905 0.24%
South Caro 2 340,896 0.17%
Iowa 1 254,913 0.13%
North Caro 1 232,186 0.11%
Delaware 1 182,824 0.09%
Rhode Isla 1 156,501 0.08%
New Jersey 1 98,932 0.05%
Neveda 1 87,333 0.04%
Georgia 1 7,996 0.00%
Total 2031 203,700,695 100.00%
Fixed Rate Group
Geographic Distribution
Geographic
Location Term Coupon
Illinois 293 7.180%
Michigan 312 7.336%
Indiana 298 7.399%
Ohio 298 7.590%
Florida 328 7.446%
Kentucky 299 7.472%
Louisiana 317 7.145%
Texas 287 7.884%
Arizona 303 7.581%
Wisconsin 307 7.373%
Colorado 345 6.998%
California 312 7.463%
New York 343 8.567%
Oklahoma 290 7.621%
South Caro 318 7.271%
Iowa 198 7.125%
North Caro 348 7.150%
Delaware 278 7.000%
Rhode Isla 345 7.500%
New Jersey 334 7.100%
Neveda 336 7.350%
Georgia 44 8.900%
Total 299 7.366%
Fixed Rate Group
Loan Seasoning
# of Scheduled % of
Number of Loans Balance Balance
1 year or 86 57,177,218 6.21%
1+ to 2 y 596 53,939,195 35.68%
2+ to 3 ye 482 28,700,265 23.40%
3+ to 4 ye 30 17,626,510 1.44%
4+ to 5 ye 75 8,389,152 3.82%
5+ to 6 ye 53 7,489,066 2.14%
6+ to 7 ye 454 3,323,631 23.55%
7+ to 8 ye 51 1,279,917 1.40%
8+ to 9 ye 23 4,694,927 0.65%
9+ to 10 y 1 2,587,230 0.02%
10 years 175 1,719,794 1.38%
Total 2026 186,926,905 99.70%
Fixed Rate Group
Loan Seasoning
Number of Term Coupon
1 year or 344 7.5156%
1+ to 2 y 326 7.1545%
2+ to 3 ye 311 7.5155%
3+ to 4 ye 306 7.8186%
4+ to 5 ye 290 7.3408%
5+ to 6 ye 269 7.2831%
6+ to 7 ye 259 7.0423%
7+ to 8 ye 229 7.5991%
8+ to 9 ye 194 7.6853%
9+ to 10 y 100 6.9500%
10 years 91 8.3179%
Total 299 7.3656%
Fixed Rate Group
Distribution of Mortgage Interest Rates
Current MInterest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 1 129,689
6.250% to 6.500% 52 4,760,199
6.500% to 6.750% 86 7,944,883
6.750% to 7.000% 405 47,009,044
7.000% to 7.250% 544 59,898,331
7.250% to 7.500% 372 42,422,556
7.500% to 7.750% 164 18,776,132
7.750% to 8.000% 117 10,275,271
8.000% to 8.250% 61 4,470,012
8.250% to 8.500% 86 3,585,398
8.500% to 8.750% 74 1,599,248
8.750% to 9.000% 52 2,612,202
9.000% to 9.250% 17 217,730
9.250% & Above
Total 2031203,700,695
Fixed Rate Group
Distribution of Mortgage Interest Rates
Current MInterest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.06% 212
6.250% to 6.500% 2.34% 271
6.500% to 6.750% 3.90% 268
6.750% to 7.000% 23.08% 290
7.000% to 7.250% 29.41% 305
7.250% to 7.500% 20.83% 316
7.500% to 7.750% 9.22% 310
7.750% to 8.000% 5.04% 305
8.000% to 8.250% 2.19% 277
8.250% to 8.500% 1.76% 268
8.500% to 8.750% 0.79% 194
8.750% to 9.000% 1.28% 269
9.000% to 9.250% 0.11% 123
9.250% & Above
Total 100.00% 299
Fixed Rate Group
Distribution of Mortgage Interest Rates
Current MInterest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.250%
6.250% to 6.500% 6.468%
6.500% to 6.750% 6.671%
6.750% to 7.000% 6.933%
7.000% to 7.250% 7.152%
7.250% to 7.500% 7.383%
7.500% to 7.750% 7.643%
7.750% to 8.000% 7.905%
8.000% to 8.250% 8.169%
8.250% to 8.500% 8.432%
8.500% to 8.750% 8.679%
8.750% to 9.000% 8.899%
9.000% to 9.250% 9.234%
9.250% & Above
Total 7.366%
W/Avg Mortgage Interest Rate is 7.366%
Minimum Mortgage Interest Rate is 6.250%
Maximum Mortgage Interest Rate is 9.250%
Modified Loan Detail
Disclosure Modification Modification
Control # Date Description
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 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 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
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
0 0 0
06/16/00 - 07:57 (D561-D581) (c) 2000 LaSalle Bank N.A.
_
|
|