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Previous: AMERICAN FUNDS TAX EXEMPT SERIES II /CA, 485BPOS, EX-99.JOTHEROPININ, 2000-10-27 |
Next: REPUBLIC FUNDS, 40-17F2, 2000-10-27 |
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: October 16, 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 October 16, 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: October 16,2000
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 10/16/00
Payment Date: 10/16/00
Prior Payment: 09/15/00
Next Payment: 11/15/00
Record Date: 09/29/00
WAC: 7.359069%
WAMM: 315
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 120,141,000.00 103,219,998.29 2,785,912.41 0.00
045413BW0 1,000.00 859.16 23.188690039 0.000000000
2A 152,653,000.00 126,724,465.19 7,129,554.61 0.00
045413BX8 1,000.00 830.15 46.704320321 0.000000000
3A 90,915,000.00 80,900,714.68 1,067,009.13 0.00
045413BY6 1,000.00 889.85 11.736337568 0.000000000
4A 176,766,000.00 158,160,831.15 2,115,662.41 0.00
045413BZ3 1,000.00 894.75 11.968718023 0.000000000
5A 69,100,000.00 64,479,945.79 443,964.77 0.00
045413CA7 1,000.00 933.14 6.424960492 0.000000000
6A 199,188,000.00 187,254,154.26 1,477,033.63 0.00
045413CB5 1,000.00 940.09 7.415274163 0.000000000
7A 54,542,000.00 51,511,673.58 750,710.73 0.00
045413CC3 1,000.00 944.44 13.763901764 0.000000000
8A 232,098,000.00 221,470,823.82 2,055,113.00 0.00
045413CD1 1,000.00 954.21 8.854505424 0.000000000
9A1 46,364,000.00 36,164,336.00 1,708,895.21 0.00
045413CE9 1,000.00 780.01 36.858235058 0.000000000
9A2 61,344,000.00 61,209,657.72 22,825.01 0.00
045413CF6 1,000.00 997.81 0.372082192 0.000000000
9A3 4,000,000.00 4,134,342.28 0.00 0.00
045413CG4 1,000.00 1,033.59 0.000000000 0.000000000
9AP 641,225.98 609,509.82 1,372.98 0.00
045413CH2 1,000.00 950.54 2.141179267 0.000000000
9AX 208,581,414.00 197,527,108.37 0.00 0.00
045413CJ8 1,000.00 947.00 0.000000000 0.000000000
M-1 34,817,000.00 34,509,390.36 52,852.39 0.00
045413CK5 1,000.00 991.16 1.518005386 0.000000000
M-2 16,821,000.00 16,672,385.75 25,534.36 0.00
045413CL3 1,000.00 991.16 1.518005140 0.000000000
1,400,222,723.41,191,225,458.89 19,704,139.50 0.00
Class Negative Closing Interest
CUSIP Amortization Balance Payment
1A 0.00 100,434,085.88 673,559.04
045413BW0 0.00000000000 835.96845273470 5.60640450793
2A 0.00 119,594,910.58 785,606.97
045413BX8 0.00000000000 783.44291026053 5.14635785536
3A 0.00 79,833,705.55 467,010.83
045413BY6 0.00000000000 878.11368366056 5.13678519016
4A 0.00 156,045,168.74 879,248.81
045413BZ3 0.00000000000 882.77818551079 4.97408329841
5A 0.00 64,035,981.02 369,888.31
045413CA7 0.00000000000 926.71463125905 5.35294224903
6A 0.00 185,777,120.63 1,056,516.64
045413CB5 0.00000000000 932.67225249513 5.30411794099
7A 0.00 50,760,962.85 296,882.94
045413CC3 0.00000000000 930.67659510102 5.44319856727
8A 0.00 219,415,710.82 1,268,278.81
045413CD1 0.00000000000 945.35804194780 5.46441075848
9A1 0.00 34,455,440.79 199,657.27
045413CE9 0.00000000000 743.15073742559 4.30629953556
9A2 0.00 61,186,832.71 337,928.32
045413CF6 0.00000000000 997.43793541341 5.50874280553
9A3 22,825.01 4,157,167.29 0.00
045413CG4 5.706252500001,039.2918225000 0.00000000000
9AP 0.00 608,136.84 0.00
045413CH2 0.00000000000 948.39706900210 0.00000000000
9AX 0.00 195,670,809.00 69,582.77
045413CJ8 0.00000000000 938.10280239063 0.33360005827
M-1 0.00 34,456,537.97 190,520.59
045413CK5 0.00000000000 989.64695321251 5.47205654170
M-2 0.00 16,646,851.39 92,045.46
045413CL3 0.00000000000 989.64695261875 5.47205653616
22,825.011,171,544,144.40 6,930,765.43
Class Interest Pass-Through
CUSIP Adjustment Rate (2)
0 Next Rate (3)
0
1A 0.00 7.83056449%
045413BW0 0.00000000000 0.07823780
2A 0.00 7.43919777%
045413BX8 0.00000000000 0.07416823
3A 0.00 6.92716984%
045413BY6 0.00000000000 0.06929164
4A 0.00 6.67104847%
045413BZ3 0.00000000000 0.06673125
5A 0.00 6.88378326%
045413CA7 0.00000000000 0.06884035
6A 0.00 6.77058396%
045413CB5 0.00000000000 0.06769144
7A 0.00 6.91609297%
045413CC3 0.00000000000 0.06918554
8A 0.00 6.87194161%
045413CD1 0.00000000000 0.06872322
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 0.42272338%
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 12,408,394.11 19,003.91 0.00
045413CM1 1000.00000000 991.16495806 1.51800552 0.00000000
B-1 16,638,000.00 16,491,002.58 25,256.57 0.00
045413CN9 1000.00000000 991.16495853 1.51800523 0.00000000
B-2 7,720,000.00 7,651,793.49 11,719.00 0.00
045413CP4 1000.00000000 991.16495984 1.51800475 0.00000000
B-3 7,720,248.72 7,652,040.02 11,719.38 0.00
045413CQ2 1000.00000000 991.16496081 1.51800508 0.00000000
R-II 0.00 0.00 0.00 0.00
045413CS8 1000.00000000 0.00000000 0.00000000 0.00000000
1,400,222,723.41,191,225,458.89 19,704,139.50 0.00
Negative Closing Interest
Class Amortization Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
M-3 0.00 12,389,390.20 68,504.68
045413CM1 0.0000000000 989.6469526320 5.4720565393
B-1 0.00 16,465,746.01 91,044.08
045413CN9 0.0000000000 989.6469533598 5.4720565419
B-2 0.00 7,640,074.49 42,244.28
045413CP4 0.0000000000 989.6469546632 5.4720565491
B-3 0.00 7,640,320.64 42,245.64
045413CQ2 0.0000000000 989.6469553121 5.4720565545
R-II 0.00 0.00 0.00
045413CS8 0.0000000000 0.0000000000 0.0000000000
22,825.011,171,544,144.40 6,930,765.43
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-1 120,141,000.00 103,219,998.29 2,785,912.41 0.00
None 1000.000000000 859.157142774 23.188690039 0.000000000
LT-A-2 152,653,000.00 126,724,465.19 7,129,554.61 0.00
None 1000.000000000 830.147230582 46.704320321 0.000000000
LT-A-3 90,915,000.00 80,900,714.68 1,067,009.13 0.00
None 1000.000000000 889.850021229 11.736337568 0.000000000
LT-A-4 176,766,000.00 158,160,831.15 2,115,662.41 0.00
None 1000.000000000 894.746903533 11.968718023 0.000000000
LT-A-5 69,100,000.00 64,479,945.79 443,964.77 0.00
None 1000.000000000 933.139591751 6.424960492 0.000000000
LT-A-6 199,188,000.00 187,254,154.26 1,477,033.63 0.00
None 1000.000000000 940.087526658 7.415274163 0.000000000
LT-A-7 54,542,000.00 51,511,673.58 750,710.73 0.00
None 1000.000000000 944.440496865 13.763901764 0.000000000
LT-A-8 232,098,000.00 221,470,823.82 2,055,113.00 0.00
None 1000.000000000 954.212547372 8.854505424 0.000000000
LT-A-9 111,708,000.00 101,508,336.00 1,731,720.22 0.00
None 1000.000000000 908.693522398 15.502204141 0.000000000
LT-PO-9 641,225.98 609,509.82 1,372.98 0.00
None 1000.000000000 950.538248622 2.141179267 0.000000000
LT-X-9 208,581,414.00 197,527,108.37 0.00 0.00
None 1000.000000000 947.002441790 0.000000000 0.000000000
LT-M1-9 34,817,000.00 34,509,390.36 52,852.39 0.00
None 1000.000000000 991.164958497 1.518005386 0.000000000
LT-M2-9 16,821,000.00 16,672,385.75 25,534.36 0.00
None 1000.000000000 991.164957494 1.518005140 0.000000000
LT-M3-9 12,519,000.00 12,408,394.11 19,003.91 0.00
None 1000.000000000 991.164958064 1.518005521 0.000000000
LT-B1-9 16,638,000.00 16,491,002.58 25,256.57 0.00
None 1000.000000000 991.164958529 1.518005226 0.000000000
1,303,987,474.71,191,225,458.89 19,704,139.50 0.00
REMIC I
Negative Closing Interest
Class Amortization Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
LT-A-1 0.00 100,434,085.88 673,559.04
None 0.0000000000 835.9684527347 5.6064045079
LT-A-2 0.00 119,594,910.58 785,606.97
None 0.0000000000 783.4429102605 5.1463578554
LT-A-3 0.00 79,833,705.55 467,010.83
None 0.0000000000 878.1136836606 5.1367851902
LT-A-4 0.00 156,045,168.74 879,248.81
None 0.0000000000 882.7781855108 4.9740832984
LT-A-5 0.00 64,035,981.02 369,888.31
None 0.0000000000 926.7146312590 5.3529422490
LT-A-6 0.00 185,777,120.63 1,056,516.64
None 0.0000000000 932.6722524951 5.3041179410
LT-A-7 0.00 50,760,962.85 296,882.94
None 0.0000000000 930.6765951010 5.4431985673
LT-A-8 0.00 219,415,710.82 1,268,278.81
None 0.0000000000 945.3580419478 5.4644107585
LT-A-9 22,825.01 99,799,440.79 537,585.59
None 0.2043274430 893.3956457013 4.8124180034
LT-PO-9 0.00 608,136.84 0.00
None 0.0000000000 948.3970690021 0.0000000000
LT-X-9 0.00 195,670,809.00 69,582.77
None 0.0000000000 938.1028023906 0.3336000583
LT-M1-9 0.00 34,456,537.97 190,520.59
None 0.0000000000 989.6469532125 5.4720565417
LT-M2-9 0.00 16,646,851.39 92,045.46
None 0.0000000000 989.6469526188 5.4720565362
LT-M3-9 0.00 12,389,390.20 68,504.68
None 0.0000000000 989.6469526320 5.4720565393
LT-B1-9 0.00 16,465,746.01 91,044.08
None 0.0000000000 989.6469533598 5.4720565419
22,825.011,171,544,144.40 6,930,765.43
Class Interest Pass-Through
CUSIP Adjustment Rate (2)
0 Per $1,000 Next Rate (3)
LT-A-1
None 0.00 7.83056449%
LT-A-2 0.0000000000 7.82377979%
None 0.00 7.43919777%
LT-A-3 0.0000000000 7.41682320%
None 0.00 6.92716984%
LT-A-4 0.0000000000 6.92916424%
None 0.00 6.67104847%
LT-A-5 0.0000000000 6.67312544%
None 0.00 6.88378326%
LT-A-6 0.0000000000 6.88403472%
None 0.00 6.77058396%
LT-A-7 0.0000000000 6.76914411%
None 0.00 6.91609297%
LT-A-8 0.0000000000 6.91855423%
None 0.00 6.87194161%
LT-A-9 0.0000000000 6.87232176%
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 0.42272338%
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 7,651,793.49 11,719.00 0.00
None 1000.0000000000 991.1649598446 1.5180047487 0.0000000000
LT-B3-9 7,720,248.72 7,652,040.02 11,719.38 0.00
None 1000.0000000000 991.1649608097 1.5180050833 0.0000000000
R-I 0.00 0.00 0.00 0.00
045413CR0 1000.0000000000 0.0000000000 0.0000000000 0.0000000000
1,303,987,474.71,191,225,458.89 19,704,139.50 0.00
Class Negative Closing Interest
CUSIP Amortization Balance Payment
Per $1,000 Per $1,000 Per $1,000
LT-B2-9 0.00 7,640,074.49 42,244.28
None 0.00000000 989.64695466 5.47205655
LT-B3-9 0.00 7,640,320.64 42,245.64
None 0.00000000 989.64695531 5.47205655
R-I 0.00 0.00 0.00
045413CR0 0.00000000 0.00000000 0.00000000
22,825.011,171,544,144.40 6,930,765.43
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 103,219,998.29 7.8306% 673,559.04
2A 126,724,465.19 7.4392% 785,606.97
3A 80,900,714.68 6.9272% 467,010.83
4A 158,160,831.15 6.6710% 879,248.81
5A 64,479,945.79 6.8838% 369,888.31
6A 187,254,154.26 6.7706% 1,056,516.64
7A 51,511,673.58 6.9161% 296,882.94
8A 221,470,823.82 6.8719% 1,268,278.81
9A1 36,164,336.00 6.6250% 199,657.27
9A2 61,209,657.72 6.6250% 337,928.32
9A3 4,134,342.28 6.6250% 22,825.01
9AP 609,509.82 0.0000% -
9AX 197,527,10 N 0.4227% 69,582.77
M-1 34,509,390.36 6.6250% 190,520.59
M-2 16,672,385.75 6.6250% 92,045.46
M-3 12,408,394.11 6.6250% 68,504.68
B-1 16,491,002.58 6.6250% 91,044.08
B-2 7,651,793.49 6.6250% 42,244.28
B-3 7,652,040.02 6.6250% 42,245.64
Excess
Accrued Payment of Accretion / Prepayment
Certificate Prior Unpaid Deferred Interest
Interest Interest Interest Shortfalls
Class
673,559.04 0.00 0.00 0.00
1A 785,606.97 0.00 0.00 0.00
2A 467,010.83 0.00 0.00 0.00
3A 879,248.81 0.00 0.00 0.00
4A 369,888.31 0.00 0.00 0.00
5A 1,056,516.64 0.00 0.00 0.00
6A 296,882.94 0.00 0.00 0.00
7A 1,268,278.81 0.00 0.00 0.00
8A 199,657.27 0.00 0.00 0.00
9A1 337,928.32 0.00 0.00 0.00
9A2 22,825.01 0.00 -22,825.01 0.00
9A3 0.00 0.00 0.00 0.00
9AP 69,582.77 0.00 0.00 0.00
9AX 190,520.59 0.00 0.00 0.00
M-1 92,045.46 0.00 0.00 0.00
M-2 68,504.68 0.00 0.00 0.00
M-3 91,044.08 0.00 0.00 0.00
B-1 42,244.28 0.00 0.00 0.00
B-2 42,245.64 0.00 0.00 0.00
B-3 0.00 0.00 0.00 0.00
6,953,590.45 0.00 -22,825.01 0.00
Prior Ending Actual
Interest Unpaid Unpaid Distribution
Class Loss Interest Interest of Interest
1A 0.00 0.00 0.00 673,559.04
2A 0.00 0.00 0.00 785,606.97
3A 0.00 0.00 0.00 467,010.83
4A 0.00 0.00 0.00 879,248.81
5A 0.00 0.00 0.00 369,888.31
6A 0.00 0.00 0.001,056,516.64
7A 0.00 0.00 0.00 296,882.94
8A 0.00 0.00 0.001,268,278.81
9A1 0.00 0.00 0.00 199,657.27
9A2 0.00 0.00 0.00 337,928.32
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 69,582.77
M-1 0.00 0.00 0.00 190,520.59
M-2 0.00 0.00 0.00 92,045.46
M-3 0.00 0.00 0.00 68,504.68
B-1 0.00 0.00 0.00 91,044.08
B-2 0.00 0.00 0.00 42,244.28
B-3 0.00 0.00 0.00 42,245.64
0.00 0.00 0.006,930,765.43
Ending
Principal /
Class Notional
Balance
1A 100,434,085.88
2A 119,594,910.58
3A 79,833,705.55
4A 156,045,168.74
5A 64,035,981.02
6A 185,777,120.63
7A 50,760,962.85
8A 219,415,710.82
9A1 34,455,440.79
9A2 61,186,832.71
9A3 4,157,167.29
9AP 608,136.84
9AX 195,670,809.00
M-1 34,456,537.97
M-2 16,646,851.39
M-3 12,389,390.20
B-1 16,465,746.01
B-2 7,640,074.49
B-3 7,640,320.64
1,367,214,953.40
Bond Principal Summary
Original Beginning Scheduled
Certificate Certificate Principal
Class Balance Balance Distribution
1A 120,141,000.00 103,219,998.29 195,967.03
2A 152,653,000.00 126,724,465.19 158,196.53
3A 90,915,000.00 80,900,714.68 113,031.26
4A 176,766,000.00 158,160,831.15 206,726.89
5A 69,100,000.00 64,479,945.79 71,369.29
6A 199,188,000.00 187,254,154.26 186,491.24
7A 54,542,000.00 51,511,673.58 54,456.42
8A 232,098,000.00 221,470,823.82 227,728.35
9A1 46,364,000.00 36,164,336.00 155,368.44
9A2 61,344,000.00 61,209,657.72 22,825.01
9A3 4,000,000.00 4,134,342.28 0.00
9AP 641,225.98 609,509.82 1,200.01
9AX 208,581,414.00 N 197,527,108.37 0.00
M-1 34,817,000.00 34,509,390.36 52,832.70
M-2 16,821,000.00 16,672,385.75 25,524.85
M-3 12,519,000.00 12,408,394.11 18,996.83
B-1 16,638,000.00 16,491,002.58 25,247.16
B-2 7,720,000.00 7,651,793.49 11,714.63
B-3 7,720,248.72 7,652,040.02 11,715.01
1,291,098,064.88 1,388,752,567.21,539,391.65
Unscheduled Accretion /
Principal Deferred Realized Principal
Class Distribution Interest Loss Reduction
1A 2,589,945.38 0.00 0.002,785,912.41
2A 6,971,358.08 0.00 0.007,129,554.61
3A 953,977.87 0.00 0.001,067,009.13
4A 1,908,935.52 0.00 0.002,115,662.41
5A 372,595.48 0.00 0.00 443,964.77
6A 1,290,542.39 0.00 0.001,477,033.63
7A 696,254.31 0.00 0.00 750,710.73
8A 1,827,384.65 0.00 0.002,055,113.00
9A1 1,553,526.77 0.00 0.001,708,895.21
9A2 0.00 0.00 0.00 22,825.01
9A3 0.00 -22,825.01 0.00 0.00
9AP 172.97 0.00 0.00 1,372.98
9AX 0.00 0.00 0.00 0.00
M-1 0.00 0.00 0.00 52,852.39
M-2 0.00 0.00 0.00 25,534.36
M-3 0.00 0.00 0.00 19,003.91
B-1 0.00 0.00 0.00 25,256.57
B-2 0.00 0.00 0.00 11,719.00
B-3 0.00 0.00 0.00 11,719.38
18,164,693.42 (22,825.01) 0.00 19,704,139.50
% of
Ending Original Cumulative
Certificate Balance Realized
Class Balance Remaining Losses
1A 0.00 0.0000% 0.00
2A 100,434,085.88 83.5968% 0.00
3A 119,594,910.58 78.3443% 0.00
4A 79,833,705.55 87.8114% 0.00
5A 156,045,168.74 88.2778% 0.00
6A 64,035,981.02 92.6715% 0.00
7A 185,777,120.63 93.2672% 0.00
8A 50,760,962.85 93.0677% 0.00
9A1 219,415,710.82 94.5358% 0.00
9A2 34,455,440.79 74.3151% 0.00
9A3 61,186,832.71 99.7438% 0.00
9AP 4,157,167.29 103.9292% 0.00
9AX 608,136.84 94.8397% 0.00
M-1 195,670,809.00 93.8103% 0.00
M-2 34,456,537.97 98.9647% 0.00
M-3 16,646,851.39 98.9647% 0.00
B-1 12,389,390.20 98.9647% 0.00
B-2 16,465,746.01 98.9647% 0.00
B-3 7,640,074.49 98.9647% 0.00
1,367,214,953.40 0.00
Cash Reconcilation Summary
Interest Summary
Current Scheduled Interest 1,015,720.58
Less Deferred Interest 0.00
Plus Advance Interest 5,944,262.78
Plus Unscheduled Interest 0.00
PPIS Reducing Scheduled Interest (44,609.58)
Less Total Fees Paid To Servicer (6,044.73)
Plus Fees Advanced for PPIS 44,609.58
Less Fee Strips Paid by Servicer 0.00
Less Misc. Fees & Expenses 0.00
Less Non Recoverable Advances 0.00
Interest Due Trust 6,953,938.63
Less Trustee Fee 0.00
Less Fee Strips Paid by Trust 0.00
Less Misc. Fees Paid by Trust 0.00
Remittance Interest 6,953,938.63
Servicing Fee Summary 50,654.31
Current Servicing Fees 301,045.73
Delinquent Servicing Fees 44,609.58
Plus Fees Advanced for PPIS (44,609.58)
Less Reduction for PPIS 0.00
Plus Unscheduled Servicing Fees 351,700.04
Total Servicing Fees Due to be Paid 0.00
PPIS Summary
Gross PPIS 44,609.58
Reduced by PPIE 0.00
Reduced by Shortfalls in Fees 0.00
Reduced by Other Amounts 0.00
PPIS Reducing Scheduled Interest 44,609.58
PPIS Reducing Servicing Fee 44,609.58
PPIS Due Certificate 0.00
Principal Summary
Scheduled Principal:
Current Scheduled Principal 206,356.20
Advanced Scheduled Principal 1,310,264.87
Total Scheduled 1,516,621.07
Unscheduled Principal: 0.00
Curtailments 642,457.16
Prepayments in Full 17,522,236.26
Liquidation Proceeds 0.00
Repurchase Proceeds 0.00
Other Principal Proceeds 0.00
Total Unscheduled 18,164,693.42
Remittance Principal 19,681,314.49
Servicer Wire Amount 26,635,253.12
Pool Balance Summary
Balance Count
Beginning Pool 1,191,287,460.8 6680
Scheduled Principal Distribution 1,516,621.07 0
Unscheduled Principal Distribution 18,164,693.42 86
Deferred Interest 0.00 0
Liquidations 0.00 0
Repurchases 0.00 0
Ending Pool 1,171,606,146.3 6594
Advances
Prior Outstanding Current Period
Principal Principal Interest
1,309,465.77 1,310,264.87 5,944,262.78
Advances
Recovered Ending Outstanding
Principal Interest Principal Interest
1,278,315.67 5,884,356.82 1,341,414.97 6,102,066.79
Collateral Statistics
Loan Group
1 2 3
Current Scheduled Interest: 705,818.43 825,190.04 492,474.22
Negative Amortization: 0.00 0.00 0.00
Prepayment Interest Shortfall: 6,184.66 18,431.14 1,943.09
Compensating Interest: -6,184.66 -18,431.14 -1,943.09
Non Recoverable Advance: 0.00 0.00 0.00
Relief Act Interest Shortfall: 0.00 0.00 0.00
Extraordinary Trust Expense: 0.00 0.00 0.00
Servicing Fee: 32,226.41 39,581.71 25,290.82
Trustee Fees: 0.00 0.00 0.00
Other Fee: 0.00 0.00 0.00
Beginning Scheduled Balance: 103,225,052 126,724,684 80,930,610
Scheduled Principal: 195,977 158,197 113,073
Unscheduled Principal: 18,164,693 2,589,945 6,971,358
Net Liquidation Proceeds: 0.00 0.00 0.00
Fraud Loss Insurance Proceeds: 0.00 0.00 0.00
Special Hazard Insurance Proce 0.00 0.00 0.00
Bankruptcy Insurance Proceeds: 0.00 0.00 0.00
Realized Loss: 0.00 0.00 0.00
Ending Scheduled Balance: 100,439,130 119,595,129 79,863,559
Beginning Pool Count: 1,399 340 670
Ending Pool Count: 1,374 322 664
Weighted Average Coupon: 8.2052% 7.8140% 7.3022%
Weighted Average Net Coupon: 7.8306% 7.4392% 6.9272%
Weighted Average Maturity: 269 308 313
Cumulative Realized Losses: 0.00 0.00 0.00
Loan Group
4 5 6
Current Scheduled Interest: 928,677 390,038 1,115,037
Negative Amortization: 0 0 0
Prepayment Interest Shortfall: 3,483 889 3,928
Compensating Interest: (3,483) (889) (3,928)
Non Recoverable Advance: 0 0 0
Relief Act Interest Shortfall: 0 0 0
Extraordinary Trust Expense: 0 0 0
Servicing Fee: 49,425 20,148 58,517
Trustee Fees: 0 0 0
Other Fee: 0 0 0
Beginning Scheduled Balance: 158,161,251 64,480,229 187,254,770
Scheduled Principal: 206,727 71,370 186,492
Unscheduled Principal: 953,978 1,908,936 372,595
Net Liquidation Proceeds: 0 0 0
Fraud Loss Insurance Proceeds: 0 0 0
Special Hazard Insurance Proce 0 0 0
Bankruptcy Insurance Proceeds: 0 0 0
Realized Loss: 0 0 0
Ending Scheduled Balance: 156,045,588 64,036,264 185,777,736
Beginning Pool Count: 412 507 449
Ending Pool Count: 407 504 445
0 0 0
Weighted Average Coupon: 0 0 0
Weighted Average Net Coupon: 0 0 0
Weighted Average Maturity: 320 329 335
Cumulative Realized Losses: 0 0 0
Loan Group 7 8 9Total
Current Scheduled Interest: 312,926 1,337,466 1,198,013
7,305,639
Negative Amortization: 0 0 0
0
Prepayment Interest Shortfall: 1,771 3,583 4,398
44,610
Compensating Interest: (1,771) (3,583) (4,398)
(44,610)
Non Recoverable Advance: 0 0 0
0
Relief Act Interest Shortfall: 0 0 0
0
Extraordinary Trust Expense: 0 0 0
0
Servicing Fee: 16,038 69,185 41,288
351,700
Trustee Fees: 0 0 0
0
Other Fee: 0 0 0
0
0 0 0
0
Beginning Scheduled Balance: 51,512,604 221,471,152 197,527,108
1,191,287,461
Scheduled Principal: 54,457 227,729 302,600
1,516,621
Unscheduled Principal: 1,290,542 696,254 1,827,385
34,775,687
Net Liquidation Proceeds: 0 0 0
0
Fraud Loss Insurance Proceeds: 0 0 0
0
Special Hazard Insurance Proce 0 0 0
0
Bankruptcy Insurance Proceeds: 0 0 0
0
Realized Loss: 0 0 0
0
Ending Scheduled Balance: 50,761,892 219,416,039 195,670,809
1,171,606,146
Beginning Pool Count: 364 554 1,985
6,680
Ending Pool Count: 360 550 1,968
6,594
0 0 0 0
Weighted Average Coupon: 0 0 0 0
Weighted Average Net Coupon: 0 0 0 0
Weighted Average Maturity: 327 332 295 315
0 0 0 0
Cumulative Realized Losses: 0 0 0 0
Aggregate Pool Totals
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
10/16/00 132 17,323,640.3 12 1,126,581.65
2.00% 1.479% 0.18% 0.096%
09/15/00 112 17334387.15 121,652,795.45
1.68% 1.455% 0.18% 0.139%
08/15/00 120 14542661.33 6 745,105.91
1.77% 1.201% 0.09% 0.062%
07/17/00 112 13796060.71 91,333,039.15
1.63% 1.120% 0.13% 0.108%
06/15/00 118 14502254.80 61,053,933.02
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%
Distribution Delinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
10/16/00 12 1,126,581. 71,817,505.98
0.18% 0.096% 0.11% 0.155%
09/15/00 12 1,652,795.45 41,091,171.97
0.18% 0.139% 0.06% 0.092%
08/15/00 6 745,105.91 81,248,010.80
0.09% 0.062% 0.12% 0.103%
07/17/00 9 1,333,039.15 4 987,553.50
0.13% 0.108% 0.06% 0.080%
06/15/00 6 1,053,933.02 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%
Distribution REO Modifications
Date # Balance # Balance
10/16/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
09/15/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
10/16/00 86 17,522,236 7.3591% 7.0048%
1.30% 1.496%
09/15/00 86 17,248,798 7.34% 6.99%
1.29% 1.448%
08/15/00 88 18,166,050 7.33% 6.97%
1.30% 1.500%
07/17/00 74 13,917,820 7.31% 6.95%
1.08% 1.130%
06/15/00 100 22,178,272 7.29% 6.94%
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%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 1
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
10/16/00 35 2,670,473. 2 105,280.65
2.55% 2.659% 0.15% 0.105%
09/15/00 18 1,472,096.00 4 321,491.77
1.29% 1.426% 0.29% 0.311%
08/15/00 39 2,818,415.90 1 32,773.02
2.74% 2.662% 0.07% 0.031%
07/17/00 25 2,208,242.47 4 249,970.65
1.71% 2.020% 0.27% 0.229%
06/15/00 28 1,825,686.13 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%
Distribution Delinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
10/16/00 1 111745.03 0 0
0.07% 0.111% 0.00% 0.000%
09/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
08/15/00 3 388727.4 0 0
0.21% 0.367% 0.00% 0.000%
07/17/00 1 174270.8 0 0
0.07% 0.159% 0.00% 0.000%
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%
Distribution REO Modifications
Date # Balance # Balance
10/16/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
10/16/00 25 2,437,175 8.2052% 7.8306%
1.82% 2.427%
09/15/00 22 2,251,069.40 0 0
1.57% 2.181%
08/15/00 37 3,030,264.75 0 0
2.60% 2.863%
07/17/00 31 3,414,458.23 0 0
2.13% 3.123%
06/15/00 24 2,334,319.46 0 0
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%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 2
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
10/16/00 4 1,382,388. 0 0
1.24% 1.156% 0.00% 0.000%
09/15/00 7 3448574.34 1 496529.23
2.06% 2.721% 0.29% 0.392%
08/15/00 6 3633048.13 1 397797.42
1.69% 2.724% 0.28% 0.298%
07/17/00 5 2739505.42 0 0.00
1.39% 1.996% 0.00% 0.000%
06/15/00 2 1724891.30 0 0.00
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%
Distribution Delinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
10/16/00 1 893174.01 0 0.00
0.31% 0.747% 0.00% 0.000%
09/15/00 1 397475.06 0 0.00
0.29% 0.314% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution REO Modifications
Date # Balance # Balance
10/16/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution Prepayments Curr Weighted Avg.
Date
10/16/00 18 6,898,674 7.8140% 7.439%
5.59% 5.768%
09/15/00 15 6,381,235 7.7185% 7.344%
4.41% 5.036%
08/15/00 6 3,467,765 7.6522% 7.277%
1.69% 2.601%
07/17/00 9 3,705,003 7.5454% 7.171%
2.49% 2.699%
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%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 3
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
10/16/00 12 1,177,980. 0 0.00
1.81% 1.475% 0.00% 0.000%
9/15/00 10 1342257.47 1 84832.28
1.49% 1.659% 0.15% 0.105%
8/15/00 3 201707.24 1 84948.22
0.44% 0.244% 0.15% 0.103%
7/17/00 4 329681.45 0 0.00
0.58% 0.391% 0.00% 0.000%
6/15/00 7 814446.95 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%
Foreclosure/Bankruptcy Delinq 3+ Months
Distribution # Balance # Balance
Date
10/16/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution REO Modifications
Date
# Balance # Balance
10/16/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
10/16/00 6 925,168 7.3022% 6.9272%
0.90% 1.158%
09/15/00 13 1,556,427 7.307% 6.932%
1.94% 1.923%
08/15/00 10 1,472,866 7.311% 6.936%
1.46% 1.782%
07/17/00 8 1,009,518 7.316% 6.941%
1.15% 1.198%
06/15/00 21 2,557,555 7.327% 6.952%
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%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 4
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
10/16/00 7 4708340.46 1 405788.79
1.72% 3.017% 0.25% 0.260%
09/15/00 5 3830057.97 0 0
1.21% 2.422% 0.00% 0.000%
08/15/00 2 972938.49 0 0
0.48% 0.599% 0.00% 0.000%
07/17/00 4 1598011.83 1 407186.62
0.95% 0.974% 0.24% 0.248%
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%
Distribution Delinq 3+ Months Foreclosure/Bankruptcy
Date
# Balance # Balance
10/16/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
08/15/00 0 257000.2 0 0
0.00% 0.158% 0.00% 0.000%
07/17/00 0 257269.29 0 0
0.00% 0.157% 0.00% 0.000%
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%
Distribution REO Modifications
Date
# Balance # Balance
10/16/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
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%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
10/16/00 5 1,860,969 7.0460% 6.6710%
1.23% 1.193%
09/15/00 8 3,816,853 7.0446% 6.6696%
1.94% 2.413%
08/15/00 3 1,358,505 7.0425% 6.6675%
0.71% 0.836%
07/17/00 5 1,889,186 7.0541% 6.6791%
1.18% 1.151%
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%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 5
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
10/16/00 9 391505.41 2 187409.27
1.79% 0.611% 0.40% 0.293%
09/15/00 6 409946.95 0 0.00
1.18% 0.636% 0.00% 0.000%
08/15/00 4 463527.93 1 30163.38
0.78% 0.714% 0.20% 0.046%
07/17/00 10 767757.84 1 46738.46
1.94% 1.163% 0.19% 0.071%
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%
Distribution Delinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
10/16/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 1 46710.84 0 0.00
0.20% 0.072% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution REO Modifications
Date # Balance # Balance
10/16/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
10/16/00 3 330,670 7.2587% 6.8838%
0.60% 0.516%
09/15/00 3 349,419 7.2591% 6.8841%
0.59% 0.542%
08/15/00 6 960,886 7.2580% 6.8831%
1.18% 1.479%
07/17/00 5 436,146 7.2584% 6.8834%
0.97% 0.661%
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%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 6
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
10/16/00 9 3,169,376. 0 0.00
2.02% 1.706% 0.00% 0.000%
09/15/00 6 1,888,345.24 1 251,160.51
1.34% 1.008% 0.22% 0.134%
08/15/00 5 1,393,065.72 0 0.00
1.11% 0.743% 0.00% 0.000%
07/17/00 5 1,885,261.91 1 407,608.35
1.10% 0.981% 0.22% 0.212%
06/15/00 6 2,040,423.71 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%
Distribution Delinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
10/16/00 0 496112.53 0 0.00
0.00% 0.267% 0.00% 0.000%
09/15/00 0 496498.43 0 0.00
0.00% 0.265% 0.00% 0.000%
08/15/00 0 496881.91 0 0.00
0.00% 0.265% 0.00% 0.000%
07/17/00 1 497263.00 0 0.00
0.22% 0.259% 0.00% 0.000%
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%
Distribution REO Modifications
Date # Balance # Balance
10/16/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
10/16/00 4 1,225,019 7.1456% 6.8838%
0.90% 0.659%
09/15/00 0 0 7.1456% 6.8841%
0.00% 0.000%
08/15/00 4 4,415,919 7.1366% 6.8831%
0.89% 2.355%
07/17/00 4 1,457,391 7.1350% 6.8834%
0.88% 0.758%
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%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 7
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
10/16/00 7 901257.93 2 154610.31
1.94% 1.775% 0.56% 0.305%
09/15/00 7 1017659.58 0 0.00
1.92% 1.976% 0.00% 0.000%
08/15/00 8 1131379.9 1 138687.87
2.18% 2.174% 0.27% 0.267%
07/17/00 8 938532.48 0 0.00
2.17% 1.796% 0.00% 0.000%
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%
Distribution Delinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
10/16/00 0 138448.21 0 0.00
0.00% 0.273% 0.00% 0.000%
09/15/00 1 138568.44 0 0.00
0.27% 0.269% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution REO Modifications
Date # Balance # Balance
10/16/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
10/16/00 4 683,421.29 7.2897% 6.9161%
1.11% 1.346%
09/15/00 3 454,257.01 7.2884% 6.9148%
0.82% 0.882%
08/15/00 2 120,331.51 7.2890% 6.9154%
0.54% 0.231%
07/17/00 2 366,469.62 7.2848% 6.9112%
0.54% 0.701%
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%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 8
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
10/16/00 1 357990.63 0 0.00
0.18% 0.163% 0.00% 0.000%
09/15/00 1 358338.1 0 0.00
0.18% 0.162% 0.00% 0.000%
08/15/00 2 1050812.78 0 0.00
0.36% 0.473% 0.00% 0.000%
07/17/00 1 359026.88 0 0.00
0.18% 0.160% 0.00% 0.000%
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%
Distribution Delinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
10/16/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution REO Modifications
Date # Balance # Balance
10/16/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
10/16/00 4 1,710,153 7.2468% 6.8719%
0.73% 0.779%
09/15/00 1 288,320 7.2471% 6.8722%
0.18% 0.130%
08/15/00 4 1,744,688 7.2452% 6.8703%
0.72% 0.786%
07/17/00 1 392,105 7.2431% 6.8683%
0.18% 0.175%
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%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Fixed Rate Group
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
10/16/00 48 2564327 5 273493
2.44% 1.311% 0.25% 0.140%
09/15/00 52 3567111.5 5 498781.66
2.62% 1.806% 0.25% 0.253%
08/15/00 51 2877765.24 1 60736
2.54% 1.438% 0.05% 0.030%
07/17/00 50 2970040.43 2 221535.07
2.47% 1.470% 0.10% 0.110%
06/15/00 51 3325869.44 2 75871.36
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%
Distribution Delinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
10/16/00 2 178026.2 0 0
0.10% 0.091% 0.00% 0.000%
09/15/00 1 58630.04 0 0
0.05% 0.030% 0.00% 0.000%
08/15/00 1 58690.45 0 0
0.05% 0.029% 0.00% 0.000%
07/17/00 1 58750.41 0 0
0.05% 0.029% 0.00% 0.000%
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%
Distribution REO Modifications
Date # Balance # Balance
10/16/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
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%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
10/16/00 17 1,450,987 7.2781% 6.8719%
0.86% 0.742%
09/15/00 21 2,151,217 7.2797% 6.8722%
1.06% 1.089%
08/15/00 16 1,594,824 7.2789% 6.8703%
0.80% 0.797%
07/17/00 9 1,247,543 7.2791% 6.8683%
0.45% 0.617%
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%
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 1308 35,298,966
50,000 to 100,000 1630120,585,722
100,000 to 150,000 930113,903,687
150,000 to 200,000 421 73,099,230
200,000 to 250,000 626141,781,143
250,000 to 300,000 563153,931,636
300,000 to 350,000 349112,927,260
350,000 to 400,000 238 89,390,810
400,000 to 450,000 111 46,978,129
450,000 to 500,000 113 54,035,093
500,000 to 550,000 59 30,966,664
550,000 to 600,000 47 27,073,344
600,000 to 650,000 47 29,350,472
650,000 to 700,000 28 18,881,836
700,000 to 3,000,000 124123,402,154
Total 0 0 65941,171,606,146
Average Scheduled Balance is 177,678
Maximum Scheduled Balance is 2,145,381
Minimum Scheduled Balance is 685
Pool Total
Distribution of Principal Balances
% of
Bal Term Coupon
3.01% 224 8.074%
10.29% 293 7.568%
9.72% 304 7.404%
6.24% 305 7.371%
12.10% 316 7.375%
13.14% 324 7.322%
9.64% 322 7.358%
7.63% 330 7.260%
4.01% 329 7.252%
4.61% 326 7.219%
2.64% 328 7.217%
2.31% 322 7.208%
2.51% 332 7.318%
1.61% 327 7.238%
10.53% 329 7.145%
100.00% 315 7.483%
Pool Total
Distribution of Property Types
# of Scheduled % of
Property Types Loans Balance Balance
Single Family 4963 901,054,775 76.91%
Condo 896 132,826,941 11.34%
PUD 327 83,732,551 7.15%
2-4 Family 326 41,419,049 3.54%
Town House 41 6,815,73 0.58%
Unknown 23 2,881,21 0.25%
Co-op 18 2,875,87 0.25%
Total 6594 1,171,606,146. 100%
Pool Total
Distribution of Property Types
Property Types Term Coupon
Single Family 315 7.356%
Condo 316 7.348%
PUD 322 7.288%
2-4 Family 306 7.416%
Town House 301 7.189%
Unknown 281 7.677%
Co-op 291 7.737%
Total 315 7.483%
Pool Total
Geographic Distribution
Geographic # of Scheduled % of
Location Loans Balance Balance
Illinois 2547 474,952,064 40.54%
Michigan 1794 347,423,220 29.65%
Indiana 1032 144,766,470 12.36%
Florida 275 47,856,761 4.08%
Ohio 263 36,434,946 3.11%
Colorado 75 24,061,136 2.05%
Wisconsin 116 21,936,645 1.87%
Kentucky 136 17,379,410 1.48%
Arizona 63 10,316,123 0.88%
Texas 108 10,070,166 0.86%
Louisiana 83 7,532,186 0.64%
California 11 5,140,548 0.44%
Utah 15 3,330,506 0.28%
New York 5 2,216,337 0.19%
Connecticut 3 2,065,151 0.18%
Hiwaii 1 1,979,089 0.17%
Neveda 4 1,365,573 0.12%
Georgia 6 1,344,337 0.11%
Washington 2 1,325,797 0.11%
Pennsylvania 3 1,303,980 0.11%
North Carolina 6 1,046,381 0.09%
Montana 3 854,805 0.07%
Maine 2 807,746 0.07%
Maryland 1 678,895 0.06%
Minnesota 10 654,138 0.06%
Missouri 3 646,037 0.06%
Oklahoma 7 629,069 0.05%
New Jersey 2 562,873 0.05%
South Carolina 5 561,849 0.05%
Wyoming 2 516,402 0.04%
Other 11 1,847,507 0.16%
Total 6594 1,171,606,146 100.00%
Geographic Term Coupon
Location
Illinois 311 7.244%
Michigan 320 7.419%
Indiana 305 7.454%
Florida 312 7.478%
Ohio 317 7.463%
Colorado 338 7.348%
Wisconsin 331 7.426%
Kentucky 326 7.489%
Arizona 325 7.334%
Texas 298 7.452%
Louisiana 327 7.465%
California 316 7.301%
Utah 335 7.076%
New York 332 7.605%
Connecticut 329 6.688%
Hiwaii 348 6.850%
Neveda 309 8.684%
Georgia 325 7.417%
Washington 334 7.597%
Pennsylvania 333 7.024%
North Carolina 324 7.463%
Montana 342 7.712%
Maine 337 7.003%
Maryland 329 6.550%
Minnesota 280 7.929%
Missouri 347 7.435%
Oklahoma 276 7.686%
New Jersey 340 6.811%
South Carolina 300 7.612%
Wyoming 347 7.058%
Other 302 7.337%
Total 315 7.483%
Pool Total
Loan Seasoning
# of Scheduled % of
Number of Years Loans Balance Balance
1 year or less 294 93,549,825 7.98%
1+ to 2 years 896 182,406,941 15.57%
2+ to 3 years 2166 486,862,081 41.56%
3+ to 4 years 312 51,880,515 4.43%
4+ to 5 years 573 104,711,459 8.94%
5+ to 6 years 266 27,948,646 2.39%
6+ to 7 years 615 70,235,801 5.99%
7+ to 8 years 269 25,203,771 2.15%
8+ to 9 years 125 7,553,147 0.64%
9+ to 10 years 74 4,267,345 0.36%
10 years or more 672 24,528,687 2.09%
Total 6262 1,079,148,219 92.11%
Pool Total
Loan Seasoning
Number of Years Term Coupon
1 year or less 347 7.497%
1+ to 2 years 330 7.023%
2+ to 3 years 324 7.135%
3+ to 4 years 309 7.932%
4+ to 5 years 296 7.482%
5+ to 6 years 279 8.140%
6+ to 7 years 262 7.498%
7+ to 8 years 248 8.007%
8+ to 9 years 229 8.547%
9+ to 10 years 215 8.583%
10 years or more 180 8.549%
Total 315 7.483%
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% 27 6,968,306
6.250% to 6.500% 111 24,884,510
6.500% to 6.750% 458116,764,944
6.750% to 7.000% 1201278,969,118
7.000% to 7.250% 1301262,616,762
7.250% to 7.500% 786138,152,268
7.500% to 7.750% 581117,375,042
7.750% to 8.000% 498 76,744,175
8.000% to 8.250% 392 37,371,862
8.250% to 8.500% 267 22,012,265
8.500% to 8.750% 221 13,378,805
8.750% to 9.000% 365 30,882,131
9.000% to 9.250% 311 38,122,333
9.250% & Above 75 7,363,625
Total 65941,171,606,146
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% 317
6.250% to 6.500% 2.12% 314
6.500% to 6.750% 9.97% 319
6.750% to 7.000% 23.81% 319
7.000% to 7.250% 22.42% 320
7.250% to 7.500% 11.79% 324
7.500% to 7.750% 10.02% 333
7.750% to 8.000% 6.55% 314
8.000% to 8.250% 3.19% 273
8.250% to 8.500% 1.88% 273
8.500% to 8.750% 1.14% 253
8.750% to 9.000% 2.64% 259
9.000% to 9.250% 3.25% 291
9.250% & Above 0.63% 293
Total 100.00% 315
Pool Total
Distribution of Mortgage Interest Rates
Current Mortgage Coupon
Interest Rate
6.000% or less
6.000% to 6.250% 6.193%
6.250% to 6.500% 6.433%
6.500% to 6.750% 6.675%
6.750% to 7.000% 6.913%
7.000% to 7.250% 7.145%
7.250% to 7.500% 7.384%
7.500% to 7.750% 7.648%
7.750% to 8.000% 7.908%
8.000% to 8.250% 8.182%
8.250% to 8.500% 8.451%
8.500% to 8.750% 8.707%
8.750% to 9.000% 8.927%
9.000% to 9.250% 9.168%
9.250% & Above 9.389%
Total 7.483%
W/Avg Mortgage Interest Rate i 7.483%
Minimum Mortgage Interest Rate 6.100%
Maximum Mortgage Interest Rate 10.375%
Adjustable Rate Group 1
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
0 to 50,000 648 16421159
50,000 to 100,000 392 28889843
100,000 to 150,000 159 19362951
150,000 to 200,000 65 11262040
200,000 to 250,000 107 23670711
250,000 to 300,000 3 832427
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 1374 100439130
Adjustable Rate Group 1
Distribution of Principal Balances
Current Scheduled % of
Balances Bal
to 5 16.35%
5 to 100 28.76%
100 to 150 19.28%
150 to 200 11.21%
200 to 250 23.57%
250 to 300 0.83%
300 to 350
350 to 400
400 to 450
450 to 500
500 to 550
550 to 600
600 to 650
650 to 700
700 to 3,000,
Total 100%
Current Scheduled
Balances Term Coupon
to 5 194 8.475%
5 to 100 266 8.231%
100 to 150 289 8.113%
150 to 200 282 8.243%
200 to 250 299 8.057%
250 to 300 309 7.070%
300 to 350
350 to 400
400 to 450
450 to 500
500 to 550
550 to 600
600 to 650
650 to 700
700 to 3,000,
Total 269 8.433%
Average Scheduled Balance is 73,100
Maximum Scheduled Balance is 1,979,089
Minimum Scheduled Balance is 11,331
Adjustable Rate Group 1
Distribution of Property Types
# of Scheduled % of
Property Type Loans Balance Balance
Single Family 1026 73,513,2 73.19%
Condo 211 14,462,9 14.40%
2-4 Family 80 6,243, 6.22%
PUD 39 4,814, 4.79%
Town House 7 674 0.67%
Unknown 6 495 0.49%
Co-op 5 235 0.23%
Total 1374 100,439,1 100.00%
Adjustable Rate Group 1
Distribution of Property Types
Property Type Term Coupon
Single Family 267 8.220%
Condo 270 8.235%
2-4 Family 272 8.049%
PUD 289 8.055%
Town House 280 7.818%
Unknown 262 7.951%
Co-op 260 8.248%
Total 269 8.433%
Adjustable Rate Group 1
Geographic Distribution
Geog # of Scheduled % of
Location Loans Balance Balance
Illinois 392 37,062,5 36.90%
Michigan 452 28,079,1 27.96%
Indiana 288 18,829,4 18.75%
Florida 102 5,529, 5.51%
Ohio 42 3,262, 3.25%
Texas 26 1,687, 1.68%
Wisconsin 19 1,535, 1.53%
Colorado 13 1,085, 1.08%
Kentucky 11 894 0.89%
Louisiana 5 406 0.40%
Utah 2 369 0.37%
Arizona 2 309 0.31%
Georgia 2 260 0.26%
Minnesota 8 252 0.25%
South Carolin 3 231 0.23%
California 1 224 0.22%
Virginia 2 111 0.11%
Montana 1 9 0.10%
Oklahoma 1 9 0.09%
Massachusetts 1 7 0.08%
North Carolin 1 3 0.04%
Total 1374 100439130 100.00%
Adjustable Rate Group 1
Geographic Distribution
Geographic
Location Term Coupon
Illinois 283 7.978%
Michigan 261 8.381%
Indiana 257 8.402%
Florida 236 8.480%
Ohio 291 7.986%
Texas 216 7.766%
Wisconsin 306 7.982%
Colorado 295 7.265%
Kentucky 279 8.228%
Louisiana 237 8.867%
Utah 310 7.893%
Arizona 316 7.783%
Georgia 290 9.163%
Minnesota 178 8.461%
South Carolin 244 8.336%
California 334 9.250%
Virginia 156 8.287%
Montana 302 7.350%
Oklahoma 289 7.750%
Massachusetts 299 7.550%
North Carolin 191 8.840%
Total 269 8.433%
Adjustable Rate Group 1
Loan Seasoning
# of Scheduled % of
Number of Yea Loans Balance Balance
1 year or les 8 1,296, 1.29%
1+ to 2 year 18 2,007, 2.00%
2+ to 3 years 98 12,403,2 12.35%
3+ to 4 years 44 5,649, 5.63%
4+ to 5 years 213 22,823,9 22.72%
5+ to 6 years 119 9,569, 9.53%
6+ to 7 years 125 11,345,3 11.30%
7+ to 8 years 130 8,506, 8.47%
8+ to 9 years 83 4,257, 4.24%
9+ to 10 year 64 2,713, 2.70%
10 years or 455 17,787,3 17.71%
Total 1357 98,360,2 97.93%
Adjustable Rate Group 1
Loan Seasoning
0 Term Coupon
0 347 7.0864%
0 328 8.5939%
0 314 7.8432%
0 306 8.6699%
0 296 7.6674%
0 284 8.6513%
0 263 8.4062%
Distribution 247 8.4256%
Current Sche 231 8.5980%
Balances 218 8.5911%
0 190 8.5160%
50000.01 269 8.4328%
Adjustable Rate Group 1
Distribution of Mortgage Interest Rates
Current Mort Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 3 253,220
6.250% to 6.500% 5 659,517
6.500% to 6.750% 34 4,633,614
6.750% to 7.000% 56 7,013,422
7.000% to 7.250% 81 8,931,662
7.250% to 7.500% 47 4,541,512
7.500% to 7.750% 28 2,154,171
7.750% to 8.000% 151 10,328,487
8.000% to 8.250% 241 15,302,657
8.250% to 8.500% 126 8,056,307
8.500% to 8.750% 114 5,714,234
8.750% to 9.000% 232 13,255,113
9.000% to 9.250% 197 16,849,426
9.250% & Above 59 2,745,788
Total 1374 100,439,130
Adjustable Rate Group 1
Distribution of Mortgage Interest Rates
Current Mort Interest Rate % of
Interest Rate Balance
6.000% or less
6.000% to 6.250% 0.25%
6.250% to 6.500% 0.66%
6.500% to 6.750% 4.61%
6.750% to 7.000% 6.98%
7.000% to 7.250% 8.89%
7.250% to 7.500% 4.52%
7.500% to 7.750% 2.14%
7.750% to 8.000% 10.28%
8.000% to 8.250% 15.24%
8.250% to 8.500% 8.02%
8.500% to 8.750% 5.69%
8.750% to 9.000% 13.20%
9.000% to 9.250% 16.78%
9.250% & Above 2.73%
Total 100.00%
Adjustable Rate Group 1
Distribution of Mortgage Interest Rates
Current Mort Interest Rate
Interest Rate Term Coupon
6.000% or less
6.000% to 6.250% 301 6.169%
6.250% to 6.500% 291 6.396%
6.500% to 6.750% 298 6.675%
6.750% to 7.000% 312 6.916%
7.000% to 7.250% 311 7.181%
7.250% to 7.500% 293 7.371%
7.500% to 7.750% 267 7.703%
7.750% to 8.000% 248 7.981%
8.000% to 8.250% 254 8.193%
8.250% to 8.500% 250 8.468%
8.500% to 8.750% 235 8.710%
8.750% to 9.000% 246 8.913%
9.000% to 9.250% 278 9.155%
9.250% & Above 261 9.403%
Total 269 8.433%
W/Avg Mortgage Interest Rate is 8.433%
Minimum Mortgage Interest Rate is 6.125%
Maximum Mortgage Interest Rate is 10.375%
Adjustable Rate Group 2
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 2 35,448
5 to 100 9 677,561
100 to 150 5 627,234
150 to 200 7 1,274,086
200 to 250 31 7,327,270
250 to 300 82 22,514,552
300 to 350 60 19,324,837
350 to 400 42 15,814,936
400 to 450 16 6,728,944
450 to 500 20 9,590,368
500 to 550 9 4,737,871
550 to 600 6 3,480,965
600 to 650 7 4,320,569
650 to 700 8 5,364,812
700 to 3,000, 18 17,775,677
Total 322119,595,129
Adjustable Rate Group 2
Distribution of Principal Balances
Current Scheduled % of
Balances Bal
to 5 0.03%
5 to 100 0.57%
100 to 150 0.52%
150 to 200 1.07%
200 to 250 6.13%
250 to 300 18.83%
300 to 350 16.16%
350 to 400 13.22%
400 to 450 5.63%
450 to 500 8.02%
500 to 550 3.96%
550 to 600 2.91%
600 to 650 3.61%
650 to 700 4.49%
700 to 3,000, 14.86%
Total 100.00%
Adjustable Rate Group 2
Distribution of Principal Balances
Current Scheduled
Balances Term Coupon
0 to 50000 247 8.043%
50000.01 to 100000 296 8.060%
100000.01 to 150000 149 8.696%
150000.01 to 200000 176 8.399%
200000.01 to 250000 284 8.049%
250000.01 to 300000 304 8.102%
300000.01 to 350000 299 7.903%
350000.01 to 400000 320 7.632%
400000.01 to 450000 316 7.606%
450000.01 to 500000 329 7.531%
500000.01 to 550000 325 7.717%
550000.01 to 600000 325 7.595%
600000.01 to 650000 320 7.942%
650000.01 to 700000 314 7.716%
700000.01 to 3000000 309 7.480%
Total 308 8.280%
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 Type Loans Balance Balance
Single Family 263 98,343,646 82.23%
Condo 27 10,875,681 9.09%
PUD 29 9,610,894 8.04%
Town House 2 576,893 0.48%
Co-op 1 188,015 0.16%
Total 322 119,595,129 100.00%
Adjustable Rate Group 2
Distribution of Property Types
Property Type Term Coupon
Single Family 307 7.847%
Condo 323 7.562%
PUD 301 7.546%
Town House 316 6.942%
Co-op 119 7.550%
Total 308 8.280%
Adjustable Rate Group 2
Geographic Distribution
Geog # of Scheduled % of
Location Loans Balance Balance
Illinois 130 47,842,233 40.00%
Michigan 111 42,137,250 35.23%
Indiana 36 10,590,625 8.86%
Florida 15 5,228,200 4.37%
Ohio 6 2,778,320 2.32%
Colorado 4 1,992,035 1.67%
Hiwaii 1 1,979,089 1.65%
Wisconsin 6 1,913,528 1.60%
Texas 3 1,369,563 1.15%
Neveda 1 1,115,138 0.93%
Arizona 3 957,631 0.80%
Kentucky 3 903,132 0.76%
Utah 1 273,547 0.23%
North Carolin 1 269,854 0.23%
Louisiana 1 244,983 0.20%
Total 322 119,595,129 100.00%
Adjustable Rate Group 2
Geographic Distribution
Geographic
Location Term Coupon
Illinois 307 7.638%
Michigan 313 7.958%
Indiana 285 8.217%
Florida 307 7.927%
Ohio 268 7.320%
Colorado 321 7.313%
Hiwaii 348 6.850%
Wisconsin 324 7.739%
Texas 315 7.098%
Neveda 305 9.000%
Arizona 309 7.473%
Kentucky 349 7.084%
Utah 351 6.150%
North Carolin 291 8.250%
Louisiana 329 8.750%
Total 308 8.280%
Adjustable Rate Group 2
Loan Seasoning
# of Scheduled % of
Number of Yea Loans Balance Balance
1 year or les 27 12,940,038 10.82%
1+ to 2 year 6 2,969,241 2.48%
2+ to 3 years 64 23,647,662 19.77%
3+ to 4 years 25 7,895,844 6.60%
4+ to 5 years 85 30,548,461 25.54%
5+ to 6 years 16 5,868,279 4.91%
6+ to 7 years 32 9,537,792 7.98%
7+ to 8 years 16 4,465,519 3.73%
8+ to 9 years 4 1,361,544 1.14%
9+ to 10 year 3 947,151 0.79%
10 years or 11 2,694,798 2.25%
Total 289 102,876,328 86.02%
Adjustable Rate Group 2
Loan Seasoning
Number of Yea Term Coupon
1 year or les 348 7.086%
1+ to 2 year 263 8.149%
2+ to 3 years 324 7.450%
3+ to 4 years 316 8.982%
4+ to 5 years 296 7.785%
5+ to 6 years 268 8.376%
6+ to 7 years 273 8.404%
7+ to 8 years 261 8.539%
8+ to 9 years 258 8.752%
9+ to 10 year 246 8.672%
10 years or 212 8.706%
Total 308 8.280%
Adjustable Rate Group 2
Distribution of Mortgage Interest Rates
Current Mort Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 3 1,030,492
6.250% to 6.500% 3 1,628,355
6.500% to 6.750% 26 9,643,463
6.750% to 7.000% 67 29,322,741
7.000% to 7.250% 32 13,524,502
7.250% to 7.500% 13 5,590,940
7.500% to 7.750% 4 1,747,347
7.750% to 8.000% 15 5,298,554
8.000% to 8.250% 34 9,743,337
8.250% to 8.500% 25 8,337,138
8.500% to 8.750% 17 5,197,176
8.750% to 9.000% 30 10,112,709
9.000% to 9.250% 42 13,920,760
9.250% & Above 11 4,497,616
Total 322119,595,129
Adjustable Rate Group 2
Distribution of Mortgage Interest Rates
Current Mort Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.86% 346
6.250% to 6.500% 1.36% 336
6.500% to 6.750% 8.06% 318
6.750% to 7.000% 24.52% 320
7.000% to 7.250% 11.31% 335
7.250% to 7.500% 4.67% 336
7.500% to 7.750% 1.46% 320
7.750% to 8.000% 4.43% 255
8.000% to 8.250% 8.15% 271
8.250% to 8.500% 6.97% 296
8.500% to 8.750% 4.35% 283
8.750% to 9.000% 8.46% 286
9.000% to 9.250% 11.64% 305
9.250% & Above 3.76% 318
Total 100.00% 308
Adjustable Rate Group 2
Distribution of Mortgage Interest Rates
Current Mort Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.151%
6.250% to 6.500% 6.368%
6.500% to 6.750% 6.652%
6.750% to 7.000% 6.896%
7.000% to 7.250% 7.162%
7.250% to 7.500% 7.355%
7.500% to 7.750% 7.595%
7.750% to 8.000% 8.000%
8.000% to 8.250% 8.183%
8.250% to 8.500% 8.450%
8.500% to 8.750% 8.711%
8.750% to 9.000% 8.921%
9.000% to 9.250% 9.143%
9.250% & Above 9.375%
Total 8.280%
W/Avg Mortgage Interest Rate is 8.280%
Minimum Mortgage Interest Rate is 6.100%
Maximum Mortgage Interest Rate is 9.375%
Adjustable Rate Group 3
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 102 2,890,749
5 to 100 212 15,483,562
100 to 150 132 16,394,146
150 to 200 71 12,146,743
200 to 250 142 31,482,249
250 to 300 3 792,320
300 to 350 1 305,370
350 to 400 1 368,420
400 to 450
450 to 500
500 to 550
550 to 600
600 to 650
650 to 700
700 to 3,000,
Total 664 79,863,559
Adjustable Rate Group 3
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 3.62% 232
5 to 100 19.39% 307
100 to 150 20.53% 315
150 to 200 15.21% 316
200 to 250 39.42% 321
250 to 300 0.99% 327
300 to 350 0.38% 322
350 to 400 0.46% 331
400 to 450
450 to 500
500 to 550
550 to 600
600 to 650
650 to 700
700 to 3,000,
Total 100.00% 313
Adjustable Rate Group 3
Distribution of Principal Balances
Current Scheduled
Balances Coupon
0 to 50000 8.139%
50000.01 to 100000 7.525%
100000.01 to 150000 7.313%
150000.01 to 200000 7.216%
200000.01 to 250000 7.155%
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 7.400%
Average Scheduled Balance is 120,276
Maximum Scheduled Balance is 368,420
Minimum Scheduled Balance is 3,978
Adjustable Rate Group 3
Distribution of Property Types
# of Scheduled % of
Property Type Loans Balance Balance
Single Family 460 54,496,999 68.24%
Condo 116 12,773,543 15.99%
2-4 Family 42 6,251,284 7.83%
PUD 34 4,918,261 6.16%
Town House 5 699,359 0.88%
Unknown 6 563,888 0.71%
Co-op 1 160,225 0.20%
Total 664 79,863,559 100.00%
Adjustable Rate Group 3
Distribution of Property Types
Property Type Term Coupon
Single Family 313 7.309%
Condo 312 7.317%
2-4 Family 315 7.267%
PUD 309 7.237%
Town House 317 7.304%
Unknown 310 7.536%
Co-op 333 7.375%
Total 313 7.400%
Adjustable Rate Group 3
Geographic Distribution
Geog # of Scheduled % of
Location Loans Balance Balance
Illinois 247 34,384,160 43.05%
Michigan 180 21,819,104 27.32%
Indiana 115 10,521,445 13.17%
Wisconsin 27 3,196,240 4.00%
Florida 30 2,929,843 3.67%
Kentucky 22 2,285,103 2.86%
Ohio 16 1,403,767 1.76%
Arizona 6 974,840 1.22%
Texas 9 879,330 1.10%
Utah 2 391,430 0.49%
Connecticut 2 363,344 0.45%
North Carolin 2 205,316 0.26%
South Carolin 1 137,686 0.17%
Minnesota 1 129,509 0.16%
Missouri 1 98,597 0.12%
Colorado 1 69,718 0.09%
Oklahoma 1 44,799 0.06%
Vermont 1 29,328 0.04%
Total 664 79,863,559 100.00%
Adjustable Rate Group 3
Geographic Distribution
Geographic
Location Term Coupon
Illinois 316 7.199%
Michigan 315 7.299%
Indiana 295 7.503%
Wisconsin 328 7.290%
Florida 300 7.780%
Kentucky 316 7.427%
Ohio 318 7.735%
Arizona 339 7.095%
Texas 302 7.583%
Utah 299 6.491%
Connecticut 322 6.868%
North Carolin 332 6.621%
South Carolin 340 7.250%
Minnesota 330 6.950%
Missouri 343 7.375%
Colorado 346 7.375%
Oklahoma 120 8.250%
Vermont 334 7.125%
Total 313 7.400%
Adjustable Rate Group 3
Loan Seasoning
# of Scheduled % of
Number of Yea Loans Balance Balance
1 year or les 12 1,859,364 2.33%
1+ to 2 year 50 6,393,827 8.01%
2+ to 3 years 274 36,888,299 46.19%
3+ to 4 years 85 10,636,695 13.32%
4+ to 5 years 101 13,246,609 16.59%
5+ to 6 years 38 3,011,178 3.77%
6+ to 7 years 30 3,241,765 4.06%
7+ to 8 years 6 483,069 0.60%
8+ to 9 years 7 280,494 0.35%
9+ to 10 year 5 180,260 0.23%
10 years or 36 1,066,513 1.34%
Total 644 77,288,074 96.78%
Adjustable Rate Group 3
Loan Seasoning
Number of Yea Term Coupon
$0 344 7.2244%
$0 334 6.9079%
$0 324 7.0432%
$0 308 7.7484%
$0 296 7.3163%
Distribution 285 7.5318%
Current Sche 282 8.2531%
Balances 261 9.0117%
$0 134 9.0000%
$50,000 192 9.2999%
$100,000 172 8.9899%
Total 313 7.3997%
Adjustable Rate Group 3
Distribution of Mortgage Interest Rates
Current Mort Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 13 2,047,027
6.250% to 6.500% 19 3,087,358
6.500% to 6.750% 73 11,499,524
6.750% to 7.000% 117 15,579,625
7.000% to 7.250% 92 11,927,020
7.250% to 7.500% 105 13,662,394
7.500% to 7.750% 68 8,076,880
7.750% to 8.000% 54 5,252,364
8.000% to 8.250% 19 2,418,663
8.250% to 8.500% 7 451,572
8.500% to 8.750% 11 500,009
8.750% to 9.000% 38 2,306,279
9.000% to 9.250% 43 2,934,622
9.250% & Above 5 120,221
Total 664 79,863,559
Adjustable Rate Group 3
Distribution of Mortgage Interest Rates
Current Mort Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 2.56% 314
6.250% to 6.500% 3.87% 326
6.500% to 6.750% 14.40% 321
6.750% to 7.000% 19.51% 323
7.000% to 7.250% 14.93% 315
7.250% to 7.500% 17.11% 322
7.500% to 7.750% 10.11% 317
7.750% to 8.000% 6.58% 295
8.000% to 8.250% 3.03% 300
8.250% to 8.500% 0.57% 281
8.500% to 8.750% 0.63% 282
8.750% to 9.000% 2.89% 236
9.000% to 9.250% 3.67% 274
9.250% & Above 0.15% 107
Total 100.00% 313
Adjustable Rate Group 3
Distribution of Mortgage Interest Rates
Current Mort Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.193%
6.250% to 6.500% 6.423%
6.500% to 6.750% 6.666%
6.750% to 7.000% 6.908%
7.000% to 7.250% 7.136%
7.250% to 7.500% 7.394%
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% 8.992%
9.000% to 9.250% 9.246%
9.250% & Above 9.618%
Total 7.400%
W/Avg Mortgage Interest Rate is 7.400%
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 1 34,986
5 to 100 4 295,897
100 to 150 6 774,842
150 to 200 3 550,911
200 to 250 29 7,004,288
250 to 300 130 35,515,456
300 to 350 75 24,236,928
350 to 400 41 15,308,768
400 to 450 23 9,750,874
450 to 500 29 13,871,007
500 to 550 14 7,396,565
550 to 600 12 6,848,411
600 to 650 8 4,991,459
650 to 700 3 2,016,999
700 to 3,000, 29 27,448,198
Total 407156,045,588
Adjustable Rate Group 4
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 0.02% 304
5 to 100 0.19% 263
100 to 150 0.50% 285
150 to 200 0.35% 213
200 to 250 4.49% 294
250 to 300 22.76% 321
300 to 350 15.53% 315
350 to 400 9.81% 326
400 to 450 6.25% 321
450 to 500 8.89% 316
500 to 550 4.74% 316
550 to 600 4.39% 325
600 to 650 3.20% 328
650 to 700 1.29% 329
700 to 3,000, 17.59% 329
Total 100.00% 320
Adjustable Rate Group 4
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 6.900%
5 to 100 7.036%
100 to 150 7.525%
150 to 200 7.135%
200 to 250 7.290%
250 to 300 6.977%
300 to 350 7.231%
350 to 400 7.029%
400 to 450 7.134%
450 to 500 6.920%
500 to 550 6.938%
550 to 600 6.997%
600 to 650 6.991%
650 to 700 6.918%
700 to 3,000, 7.009%
Total 7.142%
Average Scheduled Balance is 383,404
Maximum Scheduled Balance is 2,145,381
Minimum Scheduled Balance is 34,986
Adjustable Rate Group 4
Distribution of Property Types
# of Scheduled % of
Property Type Loans Balance Balance
Single Family 320 122,493,520 78.50%
Condo 38 15,150,797 9.71%
PUD 39 14,805,886 9.49%
2-4 Family 3 1,263,047 0.81%
Co-op 3 1,182,834 0.76%
Unknown 2 619,901 0.40%
Town House 2 529,603 0.34%
Total 407 156,045,588 100.00%
Adjustable Rate Group 4
Distribution of Property Types
Property Type Term Coupon
Single Family 321 7.044%
Condo 313 6.989%
PUD 314 7.016%
2-4 Family 327 7.636%
Co-op 313 7.426%
Unknown 294 8.121%
Town House 339 7.091%
Total 320 7.142%
Adjustable Rate Group 4
Geographic Distribution
Geog # of Scheduled % of
Location Loans Balance Balance
Illinois 195 75,603,172 48.45%
Michigan 122 42,651,876 27.33%
Indiana 33 12,542,058 8.04%
Florida 17 9,113,244 5.84%
Colorado 9 4,316,728 2.77%
Ohio 7 3,245,656 2.08%
Wisconsin 8 2,403,153 1.54%
Arizona 7 2,327,672 1.49%
Texas 3 1,734,095 1.11%
Pennsylvania 2 967,368 0.62%
California 2 576,486 0.37%
Kentucky 1 311,582 0.20%
Utah 1 252,498 0.16%
Total 407 156,045,588 100.00%
Adjustable Rate Group 4
Geographic Distribution
Geographic
Location Term Coupon
Illinois 319 7.004%
Michigan 318 7.090%
Indiana 321 6.990%
Florida 312 7.041%
Colorado 337 7.077%
Ohio 324 7.327%
Wisconsin 338 7.523%
Arizona 328 7.126%
Texas 341 6.772%
Pennsylvania 327 6.997%
California 292 7.953%
Kentucky 330 7.250%
Utah 330 6.850%
Total 320 7.142%
Adjustable Rate Group 4
Loan Seasoning
# of Scheduled % of
Number of Yea Loans Balance Balance
1 year or les 25 10,649,167 6.82%
1+ to 2 year 27 9,630,713 6.17%
2+ to 3 years 245 99,997,087 64.08%
3+ to 4 years 33 9,925,273 6.36%
4+ to 5 years 53 18,226,241 11.68%
5+ to 6 years 7 2,654,440 1.70%
6+ to 7 years 2 656,719 0.42%
7+ to 8 years 3 769,630 0.49%
8+ to 9 years 1 308,319 0.20%
9+ to 10 year 1 234,356 0.15%
10 years or 2 456,769 0.29%
Total 399 153,508,715 98.37%
Adjustable Rate Group 4
Loan Seasoning
Number of Yea Term Coupon
$0 347 7.370%
$0 328 6.805%
$0 324 6.928%
$0 304 7.428%
$0 297 7.091%
Distribution 291 7.432%
Current Sche 284 8.065%
Balances 220 9.000%
$0 258 9.000%
$50,000 126 9.000%
$100,000 190 9.000%
$150,000 320 7.142%
Adjustable Rate Group 4
Distribution of Mortgage Interest Rates
Current Mort Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 5 1,875,184
6.250% to 6.500% 21 9,209,707
6.500% to 6.750% 96 35,808,241
6.750% to 7.000% 143 57,365,921
7.000% to 7.250% 48 17,722,633
7.250% to 7.500% 27 12,418,343
7.500% to 7.750% 33 10,473,925
7.750% to 8.000% 14 4,633,256
8.000% to 8.250% 1 277,308
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000% 9 2,382,974
9.000% to 9.250% 10 3,878,096
9.250% & Above
Total 407156,045,588
Adjustable Rate Group 4
Distribution of Mortgage Interest Rates
Current Mort Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 1.20% 297
6.250% to 6.500% 5.90% 325
6.500% to 6.750% 22.95% 318
6.750% to 7.000% 36.76% 322
7.000% to 7.250% 11.36% 313
7.250% to 7.500% 7.96% 332
7.500% to 7.750% 6.71% 335
7.750% to 8.000% 2.97% 303
8.000% to 8.250% 0.18% 312
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000% 1.53% 233
9.000% to 9.250% 2.49% 321
9.250% & Above
Total 100.00% 320
Adjustable Rate Group 4
Distribution of Mortgage Interest Rates
Current Mort Interest 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% 6.662%
6.750% to 7.000% 6.906%
7.000% to 7.250% 7.131%
7.250% to 7.500% 7.389%
7.500% to 7.750% 7.647%
7.750% to 8.000% 7.896%
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 7.142%
W/Avg Mortgage Interest Rate is 7.142%
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 49 1,749,140
5 to 100 153 11,517,597
100 to 150 132 16,094,102
150 to 200 74 12,858,438
200 to 250 94 21,213,877
250 to 300 1 273,836
300 to 350 1 329,274
350 to 400
400 to 450
450 to 500
500 to 550
550 to 600
600 to 650
650 to 700
700 to 3,000,
Total 504 64,036,264
Adjustable Rate Group 5
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 2.73% 301
5 to 100 17.99% 317
100 to 150 25.13% 332
150 to 200 20.08% 333
200 to 250 33.13% 331
250 to 300 0.43% 347
300 to 350 0.51% 329
350 to 400
400 to 450
450 to 500
500 to 550
550 to 600
600 to 650
650 to 700
700 to 3,000,
Total 100.00% 329
Adjustable Rate Group 5
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.817%
5 to 100 7.373%
100 to 150 7.264%
150 to 200 7.268%
200 to 250 7.152%
250 to 300 7.700%
300 to 350 6.300%
350 to 400,000
400 to 450,000
450 to 500,000
500 to 550,000
550 to 600,000
600 to 650,000
650 to 700,000
700 to 3,000,000
Total 7.309%
Average Scheduled Balance is 127,056
Maximum Scheduled Balance is 329,274
Minimum Scheduled Balance is 8,585
Adjustable Rate Group 5
Distribution of Property Types
# of Scheduled % of
Property Type Loans Balance Balance
Single Family 371 46,486,915 72.59%
Condo 74 9,322,258 14.56%
PUD 31 4,481,167 7.00%
2-4 Family 22 3,166,701 4.95%
Co-op 3 345,466 0.54%
Unknown 2 177,211 0.28%
Town House 1 56,547 0.09%
Total 504 64,036,264 100.00%
Adjustable Rate Group 5
Distribution of Property Types
Property Type Term Coupon
Single Family 326 7.269%
Condo 335 7.225%
PUD 339 7.305%
2-4 Family 329 7.165%
Co-op 322 7.236%
Unknown 333 7.270%
Town House 342 6.650%
Total 329 7.309%
Adjustable Rate Group 5
Geographic Distribution
Geog # of Scheduled % of
Location Loans Balance Balance
Illinois 155 22,991,506 35.90%
Michigan 149 18,319,527 28.61%
Indiana 98 10,826,735 16.91%
Kentucky 23 2,315,826 3.62%
Wisconsin 16 2,055,350 3.21%
Ohio 19 2,011,700 3.14%
Florida 15 1,866,931 2.92%
Colorado 7 1,071,696 1.67%
Louisiana 7 897,602 1.40%
Utah 6 689,332 1.08%
Arizona 4 561,218 0.88%
Texas 2 251,192 0.39%
Neveda 1 104,478 0.16%
Missouri 1 49,173 0.08%
New York 1 23,997 0.04%
Total 504 64,036,264 100.00%
Adjustable Rate Group 5
Geographic Distribution
Geographic
Location Term Coupon
Illinois 329 7.220%
Michigan 328 7.322%
Indiana 321 7.145%
Kentucky 330 7.409%
Wisconsin 331 7.392%
Ohio 326 7.349%
Florida 340 7.349%
Colorado 347 7.340%
Louisiana 347 7.310%
Utah 345 6.956%
Arizona 343 7.375%
Texas 342 7.483%
Neveda 337 7.000%
Missouri 333 6.900%
New York 296 7.800%
Total 329 7.309%
Adjustable Rate Group 5
Loan Seasoning
# of Scheduled % of
Number of Yea Loans Balance Balance
1 year or les 28 4,284,845 6.69%
1+ to 2 year 109 13,139,430 20.52%
2+ to 3 years 190 25,592,481 39.97%
3+ to 4 years 17 1,993,254 3.11%
4+ to 5 years 10 1,279,314 2.00%
5+ to 6 years 36 2,765,060 4.32%
6+ to 7 years 17 1,547,573 2.42%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 407 50,601,958 79.02%
Adjustable Rate Group 5
Loan Seasoning
Number of Yea Term Coupon
1 year or les 346 7.584%
1+ to 2 year 328 6.923%
2+ to 3 years 326 7.028%
3+ to 4 years 313 7.772%
4+ to 5 years 308 7.510%
5+ to 6 years 282 8.242%
6+ to 7 years 280 7.355%
7+ to 8 years
8+ to 9 years
9+ to 10 year
10 years or
Total 329 7.309%
Adjustable Rate Group 5
Distribution of Mortgage Interest Rates
Current Mort Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250%
6.250% to 6.500% 5 817,687
6.500% to 6.750% 56 7,531,133
6.750% to 7.000% 138 19,034,035
7.000% to 7.250% 74 10,449,441
7.250% to 7.500% 59 6,740,280
7.500% to 7.750% 86 11,719,967
7.750% to 8.000% 35 4,116,447
8.000% to 8.250% 19 1,537,018
8.250% to 8.500% 18 1,186,992
8.500% to 8.750% 7 504,066
8.750% to 9.000% 6 304,443
9.000% to 9.250% 1 94,756
9.250% & Above
Total 504 64,036,264
Adjustable Rate Group 5
Distribution of Mortgage Interest Rates
Current Mort Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250%
6.250% to 6.500% 1.28% 281
6.500% to 6.750% 11.76% 334
6.750% to 7.000% 29.72% 324
7.000% to 7.250% 16.32% 324
7.250% to 7.500% 10.53% 336
7.500% to 7.750% 18.30% 346
7.750% to 8.000% 6.43% 332
8.000% to 8.250% 2.40% 298
8.250% to 8.500% 1.85% 292
8.500% to 8.750% 0.79% 288
8.750% to 9.000% 0.48% 269
9.000% to 9.250% 0.15% 295
9.250% & Above
Total 100.00% 329
Adjustable Rate Group 5
Distribution of Mortgage Interest Rates
Current Mort Interest 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% 6.929%
7.000% to 7.250% 7.142%
7.250% to 7.500% 7.450%
7.500% to 7.750% 7.647%
7.750% to 8.000% 7.866%
8.000% to 8.250% 8.191%
8.250% to 8.500% 8.410%
8.500% to 8.750% 8.672%
8.750% to 9.000% 8.894%
9.000% to 9.250% 9.125%
9.250% & Above
Total 7.309%
W/Avg Mortgage Interest Rate is 7.309%
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
5 to 100
100 to 150 1 110,517
150 to 200 1 192,250
200 to 250 16 3,858,807
250 to 300 127 34,819,496
300 to 350 85 27,690,041
350 to 400 65 24,490,566
400 to 450 34 14,317,188
450 to 500 27 12,888,819
500 to 550 19 9,968,416
550 to 600 14 8,105,064
600 to 650 16 9,969,065
650 to 700 5 3,393,612
700 to 3,000, 35 35,973,896
Total 445185,777,736
Adjustable Rate Group 6
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5
5 to 100
100 to 150 0.06% 327
150 to 200 0.10% 334
200 to 250 2.08% 318
250 to 300 18.74% 333
300 to 350 14.90% 336
350 to 400 13.18% 336
400 to 450 7.71% 336
450 to 500 6.94% 337
500 to 550 5.37% 340
550 to 600 4.36% 335
600 to 650 5.37% 340
650 to 700 1.83% 335
700 to 3,000, 19.36% 331
Total 100.00% 335
Adjustable Rate Group 6
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 50,000
5 to 100,000
100 to 150 7.375%
150 to 200 7.000%
200 to 250 6.988%
250 to 300 7.229%
300 to 350 7.192%
350 to 400 7.209%
400 to 450 7.140%
450 to 500 7.289%
500 to 550 7.243%
550 to 600 7.227%
600 to 650 7.237%
650 to 700 6.914%
700 to 3,000, 6.898%
Total 7.202%
Average Scheduled Balance is 417,478
Maximum Scheduled Balance is 1,982,019
Minimum Scheduled Balance is 110,517
Adjustable Rate Group 6
Distribution of Property Types
# of Scheduled % of
Property Type Loans Balance Balance
Single Family 337 144,541,061 77.80%
PUD 47 19,177,813 10.32%
Condo 53 18,745,612 10.09%
2-4 Family 6 2,774,442 1.49%
Town House 2 538,808 0.29%
Total 445 185,777,736 100.00%
Adjustable Rate Group 6
Distribution of Property Types
Property Type Term Coupon
Single Family 333 7.104%
PUD 340 7.271%
Condo 340 7.296%
2-4 Family 335 7.389%
Town House 335 6.799%
Total 335 7.202%
Adjustable Rate Group 6
Geographic Distribution
Geog # of Scheduled % of
Location Loans Balance Balance
Michigan 158 64,726,576 34.84%
Illinois 146 60,952,846 32.81%
Indiana 52 21,810,765 11.74%
Colorado 17 7,555,990 4.07%
Florida 14 5,634,891 3.03%
Ohio 15 5,351,894 2.88%
Wisconsin 10 4,848,953 2.61%
Kentucky 8 2,869,153 1.54%
Connecticut 1 1,701,807 0.92%
Arizona 4 1,637,629 0.88%
Louisiana 4 1,629,747 0.88%
California 2 1,060,307 0.57%
Utah 2 940,406 0.51%
Maryland 1 678,895 0.37%
Maine 1 520,190 0.28%
Texas 1 516,190 0.28%
Missouri 1 498,267 0.27%
New Jersey 1 464,325 0.25%
Montana 1 455,842 0.25%
Wyoming 1 396,634 0.21%
Washington 1 336,730 0.18%
Pennsylvania 1 336,612 0.18%
Georgia 1 322,784 0.17%
New Hampshire 1 268,266 0.14%
Kansas 1 262,038 0.14%
Total 445 185,777,736 100.00%
Adjustable Rate Group 6
Geographic Distribution
Geographic
Location Term Coupon
Michigan 338 7.247%
Illinois 330 7.001%
Indiana 326 7.094%
Colorado 341 7.393%
Florida 343 7.373%
Ohio 335 7.281%
Wisconsin 341 7.111%
Kentucky 338 7.304%
Connecticut 331 6.650%
Arizona 350 7.270%
Louisiana 348 7.426%
California 334 6.363%
Utah 350 7.342%
Maryland 329 6.550%
Maine 335 6.950%
Texas 339 7.550%
Missouri 349 7.500%
New Jersey 342 6.750%
Montana 348 7.600%
Wyoming 350 7.000%
Washington 330 7.000%
Pennsylvania 348 7.100%
Georgia 343 6.550%
New Hampshire 352 7.650%
Kansas 335 7.500%
Total 335 7.202%
Adjustable Rate Group 6
Loan Seasoning
# of Scheduled % of
Number of Yea Loans Balance Balance
1 year or les 89 35,016,323 18.85%
1+ to 2 year 77 40,100,534 21.59%
2+ to 3 years 176 68,467,026 36.85%
3+ to 4 years 13 5,269,820 2.84%
4+ to 5 years 9 4,939,326 2.66%
5+ to 6 years 1 238,241 0.13%
6+ to 7 years 4 1,622,237 0.87%
7+ to 8 years 1 397,409 0.21%
8+ to 9 years
9+ to 10 years
10 years or more
Total 370 156,050,915 84.00%
Adjustable Rate Group 6
Loan Seasoning
Number of Yea Term Coupon
1 year or les 347 7.5586%
1+ to 2 year 335 6.8236%
2+ to 3 years 327 6.9509%
3+ to 4 years 319 7.2715%
4+ to 5 years 299 6.8983%
5+ to 6 years 297 6.8000%
6+ to 7 years 284 6.8563%
7+ to 8 years 271 7.1500%
8+ to 9 years
9+ to 10 year
10 years or
Total 335 7.2024%
Adjustable Rate Group 6
Distribution of Mortgage Interest Rates
Current Mort Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 2 1,634,054
6.250% to 6.500% 8 4,926,689
6.500% to 6.750% 56 29,508,937
6.750% to 7.000% 149 61,279,370
7.000% to 7.250% 68 24,918,033
7.250% to 7.500% 27 10,454,305
7.500% to 7.750% 106 42,278,279
7.750% to 8.000% 26 9,381,491
8.000% to 8.250% 3 1,396,578
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 445185,777,736
Adjustable Rate Group 6
Distribution of Mortgage Interest Rates
Current Mort Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.88% 336
6.250% to 6.500% 2.65% 331
6.500% to 6.750% 15.88% 329
6.750% to 7.000% 32.99% 328
7.000% to 7.250% 13.41% 329
7.250% to 7.500% 5.63% 340
7.500% to 7.750% 22.76% 348
7.750% to 8.000% 5.05% 345
8.000% to 8.250% 0.75% 333
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% 335
Adjustable Rate Group 6
Distribution of Mortgage Interest Rates
Current Mort Interest 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% 6.684%
6.750% to 7.000% 6.914%
7.000% to 7.250% 7.145%
7.250% to 7.500% 7.413%
7.500% to 7.750% 7.650%
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 7.202%
W/Avg Mortgage Interest Rate is 7.20%
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 34 1,251,584
5 to 100 100 7,876,318
100 to 150 75 9,119,456
150 to 200 44 7,716,485
200 to 250 104 23,988,476
250 to 300 3 809,574
300 to 350
350 to 400
400 to 450
450 to 500
500 to 550
550 to 600
600 to 650
650 to 700
700 to 3,000,
Total 360 50,761,892
Adjustable Rate Group 7
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 2.47% 299
5 to 100 15.52% 319
100 to 150 17.97% 326
150 to 200 15.20% 331
200 to 250 47.26% 330
250 to 300 1.59% 337
300 to 350
350 to 400
400 to 450
450 to 500
500 to 550
550 to 600
600 to 650
650 to 700
700 to 3,000,
Total 100.00% 327
Adjustable Rate Group 7
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.671%
5 to 100 7.416%
100 to 150 7.291%
150 to 200 7.336%
200 to 250 7.220%
250 to 300 7.232%
300 to 350,000
350 to 400,000
400 to 450,000
450 to 500,000
500 to 550,000
550 to 600,000
600 to 650,000
650 to 700,000
700 to 3,000,000
Total 7.397%
Average Scheduled Balance is 141,005
Maximum Scheduled Balance is 288,216
Minimum Scheduled Balance is 10,730
Adjustable Rate Group 7
Distribution of Property Types
# of Scheduled % of
Property Type Loans Balance Balance
Single Family 234 33,878,920 66.74%
Condo 71 8,969,945 17.67%
2-4 Family 38 4,926,723 9.71%
PUD 12 2,221,892 4.38%
Co-op 4 527,132 1.04%
Town House 1 237,280 0.47%
Total 360 50,761,892 100.00%
Adjustable Rate Group 7
Distribution of Property Types
Property Type Term Coupon
Single Family 329 7.266%
Condo 331 7.309%
2-4 Family 322 7.403%
PUD 311 7.243%
Co-op 290 8.088%
Town House 330 6.850%
Total 327 7.397%
Adjustable Rate Group 7
Geographic Distribution
Geog # of Scheduled % of
Location Loans Balance Balance
Michigan 132 18,080,954 35.62%
Illinois 115 18,029,092 35.52%
Indiana 51 6,445,736 12.70%
Ohio 18 2,292,396 4.52%
Florida 8 1,590,446 3.13%
Colorado 9 1,062,551 2.09%
Arizona 6 993,192 1.96%
Wisconsin 6 681,974 1.34%
Kentucky 5 665,247 1.31%
Texas 6 375,795 0.74%
Louisiana 1 238,113 0.47%
Virginia 1 127,685 0.25%
Wyoming 1 119,768 0.24%
Neveda 1 58,943 0.12%
Total 360 50,761,892 100.00%
Adjustable Rate Group 7
Geographic Distribution
Geographic
Location Term Coupon
Michigan 329 7.256%
Illinois 327 7.288%
Indiana 324 7.318%
Ohio 331 7.392%
Florida 313 7.257%
Colorado 329 7.267%
Arizona 328 7.267%
Wisconsin 332 7.391%
Kentucky 340 7.619%
Texas 343 7.490%
Louisiana 349 7.850%
Virginia 334 6.875%
Wyoming 338 7.250%
Neveda 303 7.650%
Total 327 7.397%
Adjustable Rate Group 7
Loan Seasoning
# of Scheduled % of
Number of Yea Loans Balance Balance
1 year or les 25 3,360,573 6.62%
1+ to 2 year 78 10,500,557 20.69%
2+ to 3 years 181 28,201,475 55.56%
3+ to 4 years 8 863,743 1.70%
4+ to 5 years 27 2,841,451 5.60%
5+ to 6 years 16 1,395,584 2.75%
6+ to 7 years 4 663,686 1.31%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 339 47,827,068 94.22%
Adjustable Rate Group 7
Loan Seasoning
Number of Yea Term Coupon
1 year or les 345 7.7255%
1+ to 2 year 333 7.0587%
2+ to 3 years 327 7.2158%
3+ to 4 years 315 7.8723%
4+ to 5 years 296 7.4060%
5+ to 6 years 286 7.4421%
6+ to 7 years 282 8.0532%
7+ to 8 years
8+ to 9 years
9+ to 10 year
10 years or
Total 327 7.3975%
Adjustable Rate Group 7
Distribution of Mortgage Interest Rates
Current Mort Interest 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 1,873,218
6.750% to 7.000% 54 8,406,924
7.000% to 7.250% 130 20,721,188
7.250% to 7.500% 48 6,706,454
7.500% to 7.750% 57 6,057,010
7.750% to 8.000% 41 5,229,450
8.000% to 8.250% 14 1,328,113
8.250% to 8.500% 5 439,534
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 360 50,761,892
Adjustable Rate Group 7
Distribution of Mortgage Interest Rates
Current Mort Interest Rate % of
Interest Rate Balance
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 3.69%
6.750% to 7.000% 16.56%
7.000% to 7.250% 40.82%
7.250% to 7.500% 13.21%
7.500% to 7.750% 11.93%
7.750% to 8.000% 10.30%
8.000% to 8.250% 2.62%
8.250% to 8.500% 0.87%
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 Mort Interest Rate
Interest Rate Term Coupon
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 335 6.725%
6.750% to 7.000% 332 6.900%
7.000% to 7.250% 325 7.149%
7.250% to 7.500% 331 7.375%
7.500% to 7.750% 323 7.638%
7.750% to 8.000% 338 7.866%
8.000% to 8.250% 303 8.152%
8.250% to 8.500% 277 8.491%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 327 7.397%
W/Avg Mortgage Interest Rate is 7.397%
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
5 to 100
100 to 150 2 231,397
150 to 200 1 169,584
200 to 250 26 6,332,317
250 to 300 184 50,273,383
300 to 350 105 33,890,187
350 to 400 79 29,701,510
400 to 450 36 15,298,591
450 to 500 28 13,464,243
500 to 550 12 6,300,781
550 to 600 12 6,940,878
600 to 650 14 8,783,246
650 to 700 12 8,106,414
700 to 3,000, 39 39,923,508
Total 550219,416,039
Adjustable Rate Group 8
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5
5 to 100
100 to 150 0.11% 325
150 to 200 0.08% 339
200 to 250 2.89% 315
250 to 300 22.91% 333
300 to 350 15.45% 331
350 to 400 13.54% 334
400 to 450 6.97% 334
450 to 500 6.14% 330
500 to 550 2.87% 335
550 to 600 3.16% 315
600 to 650 4.00% 329
650 to 700 3.69% 333
700 to 3,000, 18.20% 336
Total 100.00% 332
Adjustable Rate Group 8
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 50,000
5 to 100,000
100 to 150 7.103%
150 to 200 6.650%
200 to 250 7.197%
250 to 300 7.265%
300 to 350 7.280%
350 to 400 7.230%
400 to 450 7.272%
450 to 500 7.181%
500 to 550 7.114%
550 to 600 7.220%
600 to 650 7.186%
650 to 700 7.137%
700 to 3,000, 7.295%
Total 7.315%
Average Scheduled Balance is 398,938
Maximum Scheduled Balance is 1,739,037
Minimum Scheduled Balance is 109,354
Adjustable Rate Group 8
Distribution of Property Types
# of Scheduled % of
Property Type Loans Balance Balance
Single Family 441 181,205,323 82.59%
Condo 54 19,975,543 9.10%
PUD 45 14,897,196 6.79%
2-4 Family 4 1,770,401 0.81%
Town House 5 1,330,485 0.61%
Co-op 1 237,090 0.11%
Total 550 219,416,039 100.00%
Adjustable Rate Group 8
Distribution of Property Types
Property Type Term Coupon
Single Family 333 7.260%
Condo 329 7.160%
PUD 333 7.181%
2-4 Family 310 7.269%
Town House 329 7.149%
Co-op 273 9.125%
Total 332 7.315%
Adjustable Rate Group 8
Geographic Distribution
Geog # of Scheduled % of
Location Loans Balance Balance
Michigan 198 78,959,465 35.99%
Illinois 181 67,617,935 30.82%
Indiana 75 28,099,412 12.81%
Florida 26 11,732,378 5.35%
Ohio 19 9,224,161 4.20%
Colorado 11 6,068,412 2.77%
Kentucky 10 4,136,409 1.89%
Wisconsin 10 4,072,364 1.86%
California 3 2,518,853 1.15%
New York 2 1,444,108 0.66%
Washington 1 989,067 0.45%
Louisiana 3 957,452 0.44%
Georgia 2 753,712 0.34%
Texas 2 612,129 0.28%
Utah 1 413,943 0.19%
Massachusetts 1 380,447 0.17%
North Carolin 1 301,832 0.14%
Montana 1 301,240 0.14%
Maine 1 287,557 0.13%
Arizona 1 273,098 0.12%
Minnesota 1 272,067 0.12%
Total 550 219,416,039 100.00%
Adjustable Rate Group 8
Geographic Distribution
Geographic
Location Term Coupon
Michigan 334 7.239%
Illinois 330 7.178%
Indiana 325 7.202%
Florida 330 7.178%
Ohio 337 7.395%
Colorado 346 7.577%
Kentucky 348 7.618%
Wisconsin 337 7.529%
California 315 7.324%
New York 329 7.103%
Washington 336 7.800%
Louisiana 348 7.709%
Georgia 332 7.171%
Texas 341 7.146%
Utah 330 7.250%
Massachusetts 346 7.200%
North Carolin 350 7.400%
Montana 347 8.000%
Maine 342 7.100%
Arizona 351 7.450%
Minnesota 350 7.900%
Total 332 7.315%
Adjustable Rate Group 8
Loan Seasoning
# of Scheduled % of
Number of Yea Loans Balance Balance
1 year or les 54 21,165,937 9.65%
1+ to 2 year 82 37,368,692 17.03%
2+ to 3 years 347 131,493,749 59.93%
3+ to 4 years 6 2,411,214 1.10%
4+ to 5 years 9 4,473,965 2.04%
5+ to 6 years
6+ to 7 years 2 990,472 0.45%
7+ to 8 years 1 237,090 0.11%
8+ to 9 years
9+ to 10 years
10 years or more
Total 501 198,141,119 90.30%
Adjustable Rate Group 8
Loan Seasoning
Number of Yea Term Coupon
1 year or les 346 7.6273%
1+ to 2 year 336 7.0154%
2+ to 3 years 329 7.1662%
3+ to 4 years 316 7.1701%
4+ to 5 years 305 7.2713%
5+ to 6 years
6+ to 7 years 281 7.1177%
7+ to 8 years 273 9.1250%
8+ to 9 years
9+ to 10 year
10 years or
Total 332 7.3147%
Adjustable Rate Group 8
Distribution of Mortgage Interest Rates
Current Mort Interest 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% 20 8,408,758
6.750% to 7.000% 81 35,557,496
7.000% to 7.250% 255 97,301,709
7.250% to 7.500% 97 37,036,838
7.500% to 7.750% 43 16,903,521
7.750% to 8.000% 52 23,007,503
8.000% to 8.250% 1 963,123
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250% 1 237,090
9.250% & Above
Total 550219,416,039
Adjustable Rate Group 8
Distribution of Mortgage Interest Rates
Current Mort Interest 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% 3.83% 328
6.750% to 7.000% 16.21% 333
7.000% to 7.250% 44.35% 329
7.250% to 7.500% 16.88% 329
7.500% to 7.750% 7.70% 336
7.750% to 8.000% 10.49% 347
8.000% to 8.250% 0.44% 350
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250% 0.11% 273
9.250% & Above
Total 100.00% 332
Adjustable Rate Group 8
Distribution of Mortgage Interest Rates
Current Mort Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 6.7164%
6.750% to 7.000% 6.9072%
7.000% to 7.250% 7.1384%
7.250% to 7.500% 7.3664%
7.500% to 7.750% 7.6356%
7.750% to 8.000% 7.8880%
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% 9.1250%
9.250% & Above
Total 7.3147%
W/Avg Mortgage Interest Rate is 7.315%
Minimum Mortgage Interest Rate is 6.650%
Maximum Mortgage Interest Rate is 9.125%
Fixed Rate Group
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 472 12,915,900
5 to 100 760 55,844,944
100 to 150 418 51,189,042
150 to 200 155 26,928,693
200 to 250 77 16,903,148
250 to 300 30 8,100,592
300 to 350 22 7,150,624
350 to 400 10 3,706,611
400 to 450 2 882,532
450 to 500 9 4,220,656
500 to 550 5 2,563,031
550 to 600 3 1,698,027
600 to 650 2 1,286,133
650 to 700
700 to 3,000, 3 2,280,876
Total 1968195,670,809
Fixed Rate Group
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 6.60% 242
5 to 100 28.54% 294
100 to 150 26.16% 296
150 to 200 13.76% 297
200 to 250 8.64% 311
250 to 300 4.14% 292
300 to 350 3.65% 309
350 to 400 1.89% 317
400 to 450 0.45% 291
450 to 500 2.16% 300
500 to 550 1.31% 299
550 to 600 0.87% 280
600 to 650 0.66% 346
650 to 700
700 to 3,000, 1.17% 329
Total 100.00% 295
Fixed Rate Group
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.624%
5 to 100 7.294%
100 to 150 7.214%
150 to 200 7.100%
200 to 250 7.230%
250 to 300 7.465%
300 to 350 7.359%
350 to 400 7.210%
400 to 450 7.314%
450 to 500 7.403%
500 to 550 7.249%
550 to 600 7.122%
600 to 650 8.027%
650 to 700,000
700 to 3,000, 7.460%
Total 7.347%
Average Scheduled Balance is 99,426
Maximum Scheduled Balance is 785,290
Minimum Scheduled Balance is 685
Fixed Rate Group
Distribution of Property Types
# of Scheduled % of
Property Type Loans Balance Balance
Single Family 1511 146,095,094 4963.00%
Condo 252 22,550,594 896.00%
2-4 Family 131 15,022,587 327.00%
PUD 51 8,804,864 326.00%
Town House 16 2,172,750 41.00%
Unknown 7 1,024,919 23.00%
Total 1968 195,670,809 6576.00%
Fixed Rate Group
Distribution of Property Types
Property Type Term Coupon
Single Family 293 7.287%
Condo 299 7.210%
2-4 Family 298 7.277%
PUD 316 7.295%
Town House 260 7.219%
Unknown 258 7.424%
Total 295 7.347%
Fixed Rate Group
Geographic Distribution
Geog # of Scheduled % of
Location Loans Balance Balance
Illinois 986 110,468,584 56.46%
Michigan 292 32,649,276 16.69%
Indiana 284 25,100,285 12.83%
Ohio 121 6,864,216 3.51%
Florida 48 4,231,301 2.16%
Louisiana 62 3,158,177 1.61%
Kentucky 53 2,998,855 1.53%
Texas 56 2,643,983 1.35%
Arizona 30 2,281,799 1.17%
Wisconsin 14 1,229,140 0.63%
Colorado 4 838,243 0.43%
California 3 759,958 0.39%
New York 2 748,231 0.38%
Oklahoma 5 491,937 0.25%
Iowa 1 252,177 0.13%
North Carolin 1 231,377 0.12%
South Carolin 1 192,602 0.10%
Delaware 1 181,758 0.09%
Rhode Island 1 155,980 0.08%
New Jersey 1 98,548 0.05%
Neveda 1 87,015 0.04%
Georgia 1 7,367 0.00%
Total 1968 195,670,809 100.00%
Fixed Rate Group
Geographic Distribution
Geographic
Location Term Coupon
Illinois 289 7.179%
Michigan 308 7.331%
Indiana 293 7.390%
Ohio 295 7.569%
Florida 324 7.450%
Louisiana 313 7.145%
Kentucky 292 7.493%
Texas 284 7.880%
Arizona 299 7.581%
Wisconsin 302 7.373%
Colorado 341 6.998%
California 308 7.462%
New York 339 8.568%
Oklahoma 287 7.622%
Iowa 194 7.125%
North Carolin 344 7.150%
South Carolin 340 7.000%
Delaware 274 7.000%
Rhode Island 341 7.500%
New Jersey 330 7.100%
Neveda 332 7.350%
Georgia 40 8.900%
Total 295 7.347%
Fixed Rate Group
Loan Seasoning
# of Scheduled % of
Number of Yea Loans Balance Balance
1 year or les 26 55,844,944 1.52%
1+ to 2 year 449 51,189,042 30.82%
2+ to 3 years 591 26,928,693 30.75%
3+ to 4 years 81 16,903,148 3.70%
4+ to 5 years 66 8,100,592 3.24%
5+ to 6 years 33 7,150,624 1.25%
6+ to 7 years 399 3,706,611 20.76%
7+ to 8 years 112 882,532 5.29%
8+ to 9 years 30 4,220,656 0.69%
9+ to 10 year 1 2,563,031 0.10%
10 years or 168 1,698,027 1.29%
Total 1956 179,187,901 99.40%
Fixed Rate Group
Loan Seasoning
Number of Yea Term Coupon
1 year or les 332 8.0414%
1+ to 2 year 326 7.1138%
2+ to 3 years 309 7.4118%
3+ to 4 years 303 7.9615%
4+ to 5 years 281 7.4504%
5+ to 6 years 255 7.5022%
6+ to 7 years 256 6.9931%
7+ to 8 years 242 7.3214%
8+ to 9 years 206 7.9812%
9+ to 10 year 156 6.8500%
10 years or 84 8.3508%
Total 295 7.3471%
Fixed Rate Group
Distribution of Mortgage Interest Rates
Current Mort Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 1 128,330
6.250% to 6.500% 50 4,555,197
6.500% to 6.750% 86 7,858,056
6.750% to 7.000% 396 45,409,585
7.000% to 7.250% 521 57,120,572
7.250% to 7.500% 363 41,001,201
7.500% to 7.750% 156 17,963,944
7.750% to 8.000% 110 9,496,622
8.000% to 8.250% 60 4,405,065
8.250% to 8.500% 86 3,540,721
8.500% to 8.750% 72 1,463,319
8.750% to 9.000% 50 2,520,612
9.000% to 9.250% 17 207,584
9.250% & Above
Total 1968195,670,809
Fixed Rate Group
Distribution of Mortgage Interest Rates
Current Mort Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.07% 208
6.250% to 6.500% 2.33% 267
6.500% to 6.750% 4.02% 264
6.750% to 7.000% 23.21% 285
7.000% to 7.250% 29.19% 300
7.250% to 7.500% 20.95% 311
7.500% to 7.750% 9.18% 306
7.750% to 8.000% 4.85% 301
8.000% to 8.250% 2.25% 274
8.250% to 8.500% 1.81% 265
8.500% to 8.750% 0.75% 193
8.750% to 9.000% 1.29% 268
9.000% to 9.250% 0.11% 123
9.250% & Above
Total 100.00% 295
Fixed Rate Group
Distribution of Mortgage Interest Rates
Current Mort Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.250%
6.250% to 6.500% 6.467%
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% 7.906%
8.000% to 8.250% 8.168%
8.250% to 8.500% 8.431%
8.500% to 8.750% 8.673%
8.750% to 9.000% 8.899%
9.000% to 9.250% 9.233%
9.250% & Above
Total 7.347%
W/Avg Mortgage Interest Rate is 7.347%
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
10/11/00 - 14:13 (D561-D581) (c) 2000 LaSalle Bank N.A.
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