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Previous: STANLEY FURNITURE CO INC/, SC 13G, 2000-12-21 |
Next: DREYFUS PREMIER MUNICIPAL BOND FUND, NSAR-A, 2000-12-21 |
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: December 15, 2000
(Date of earliest event reported)
Asset Backed 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
100 pursuant to
Section 4.1 of the Pooling and
Servicing
Agreement for the distribution
on December 15, 2000
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of
1934, the Registrant has duly caused this report to be signed
on behalf of the Registrant by the undersigned thereunto duly
authorized.
Date: December 15,2000
Asset Backed 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 12/15/00
Payment Date: 12/15/00
Prior Payment: 11/15/00
Next Payment: 01/16/01
Record Date: 11/30/00
WAC: 7.409487%
WAMM: 313
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: HomeSide 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 97,091,430.61 2,684,317.56 0.00
045413BW0 1,000.00 808.15 22.343059905 0.000000000
2A 152,653,000.00 115,347,578.73 7,123,650.48 0.00
045413BX8 1,000.00 755.62 46.665643518 0.000000000
3A 90,915,000.00 78,382,487.95 989,368.11 0.00
045413BY6 1,000.00 862.15 10.882341858 0.000000000
4A 176,766,000.00 153,595,323.74 3,011,920.80 0.00
045413BZ3 1,000.00 868.92 17.039027867 0.000000000
5A 69,100,000.00 63,261,467.52 721,120.38 0.00
045413CA7 1,000.00 915.51 10.435895514 0.000000000
6A 199,188,000.00 182,573,739.97 873,564.93 0.00
045413CB5 1,000.00 916.59 4.385630309 0.000000000
7A 54,542,000.00 50,360,260.62 669,151.31 0.00
045413CC3 1,000.00 923.33 12.268551025 0.000000000
8A 232,098,000.00 218,636,088.50 1,024,581.99 0.00
045413CD1 1,000.00 942.00 4.414436962 0.000000000
9A1 46,364,000.00 32,549,914.60 2,053,432.43 0.00
045413CE9 1,000.00 702.05 44.289371738 0.000000000
9A2 61,344,000.00 61,163,881.68 23,077.74 0.00
045413CF6 1,000.00 997.06 0.376202074 0.000000000
9A3 4,000,000.00 4,180,118.32 0.00 0.00
045413CG4 1,000.00 1,045.03 0.000000000 0.000000000
9AP 641,225.98 602,569.91 1,362.91 0.00
045413CH2 1,000.00 939.72 2.125473386 0.000000000
9AX 208,581,414.00 193,613,134.79 0.00 0.00
045413CJ8 1,000.00 928.24 0.000000000 0.000000000
M-1 34,817,000.00 34,403,486.52 53,122.18 0.00
045413CK5 1,000.00 988.12 1.525753963 0.000000000
M-2 16,821,000.00 16,621,220.86 25,664.71 0.00
045413CL3 1,000.00 988.12 1.525753837 0.000000000
1,400,222,723.41,152,837,147.04 19,322,379.94 0.00
Class Negative Closing Interest
CUSIP Amortization Balance Payment
1A 0.00 94,407,113.05 650,578.64
045413BW0 0.00000000000 785.80262400013 5.41512588083
2A 0.00 108,223,928.25 752,165.56
045413BX8 0.00000000000 708.95382501490 4.92728973363
3A 0.00 77,393,119.84 452,223.98
045413BY6 0.00000000000 851.26898575593 4.97414051319
4A 0.00 150,583,402.94 854,422.27
045413BZ3 0.00000000000 851.87990303565 4.83363472045
5A 0.00 62,540,347.14 362,871.77
045413CA7 0.00000000000 905.07014674385 5.25140040886
6A 0.00 181,700,175.04 1,029,705.76
045413CB5 0.00000000000 912.20442516618 5.16951702441
7A 0.00 49,691,109.31 290,359.99
045413CC3 0.00000000000 911.06137123685 5.32360364689
8A 0.00 217,611,506.51 1,252,208.66
045413CD1 0.00000000000 937.58458284862 5.39517213441
9A1 0.00 30,496,482.17 179,702.65
045413CE9 0.00000000000 657.76210357174 3.87590918646
9A2 0.00 61,140,803.94 337,675.60
045413CF6 0.00000000000 996.68759683099 5.50462305645
9A3 23,077.74 4,203,196.06 0.00
045413CG4 5.769435000001,050.7990150000 0.00000000000
9AP 0.00 601,207.00 0.00
045413CH2 0.00000000000 937.58989615486 0.00000000000
9AX 0.00 191,411,563.43 68,198.69
045413CJ8 0.00000000000 917.68273960402 0.32696437843
M-1 0.00 34,350,364.34 189,935.92
045413CK5 0.00000000000 986.59747652009 5.45526366897
M-2 0.00 16,595,556.15 91,762.99
045413CL3 0.00000000000 986.59747636883 5.45526366831
23,077.741,133,537,844.83 6,755,102.23
Class Interest Pass-Through
CUSIP Adjustment Rate (2)
0 Next Rate (3)
0
1A 0.00 8.04081639%
045413BW0 0.00000000000 0.08037548
2A 0.00 7.82503353%
045413BX8 0.00000000000 0.07797156
3A 0.00 6.92334214%
045413BY6 0.00000000000 0.06921850
4A 0.00 6.67537725%
045413BZ3 0.00000000000 0.06671234
5A 0.00 6.88327570%
045413CA7 0.00000000000 0.06884820
6A 0.00 6.76793338%
045413CB5 0.00000000000 0.06767153
7A 0.00 6.91878842%
045413CC3 0.00000000000 0.06919147
8A 0.00 6.87283790%
045413CD1 0.00000000000 0.06872177
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 0.42269049%
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 12,370,314.72 19,100.91 0.00
045413CM1 1000.00000000 988.12323029 1.52575392 0.00000000
B-1 16,638,000.00 16,440,394.32 25,385.49 0.00
045413CN9 1000.00000000 988.12323116 1.52575370 0.00000000
B-2 7,720,000.00 7,628,311.35 11,778.82 0.00
045413CP4 1000.00000000 988.12323187 1.52575335 0.00000000
B-3 7,720,248.72 7,628,557.12 11,779.20 0.00
045413CQ2 1000.00000000 988.12323238 1.52575344 0.00000000
R-II 0.00 0.00 0.00 0.00
045413CS8 1000.00000000 0.00000000 0.00000000 0.00000000
1,400,222,723.41,152,837,147.04 19,322,379.94 0.00
Negative Closing Interest
Class Amortization Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
M-3 0.00 12,351,213.81 68,294.45
045413CM1 0.0000000000 986.5974766355 5.4552636672
B-1 0.00 16,415,008.83 90,764.68
045413CN9 0.0000000000 986.5974774612 5.4552636720
B-2 0.00 7,616,532.53 42,114.64
045413CP4 0.0000000000 986.5974779793 5.4552636759
B-3 0.00 7,616,777.92 42,115.99
045413CQ2 0.0000000000 986.5974784294 5.4552636788
R-II 0.00 0.00 0.00
045413CS8 0.0000000000 0.0000000000 0.0000000000
23,077.741,133,537,844.83 6,755,102.23
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 97,091,430.61 2,684,317.56 0.00
None 1000.000000000 808.145683905 22.343059905 0.000000000
LT-A-2 152,653,000.00 115,347,578.73 7,123,650.48 0.00
None 1000.000000000 755.619468533 46.665643518 0.000000000
LT-A-3 90,915,000.00 78,382,487.95 989,368.11 0.00
None 1000.000000000 862.151327614 10.882341858 0.000000000
LT-A-4 176,766,000.00 153,595,323.74 3,011,920.80 0.00
None 1000.000000000 868.918930903 17.039027867 0.000000000
LT-A-5 69,100,000.00 63,261,467.52 721,120.38 0.00
None 1000.000000000 915.506042258 10.435895514 0.000000000
LT-A-6 199,188,000.00 182,573,739.97 873,564.93 0.00
None 1000.000000000 916.590055475 4.385630309 0.000000000
LT-A-7 54,542,000.00 50,360,260.62 669,151.31 0.00
None 1000.000000000 923.329922262 12.268551025 0.000000000
LT-A-8 232,098,000.00 218,636,088.50 1,024,581.99 0.00
None 1000.000000000 941.999019811 4.414436962 0.000000000
LT-A-9 111,708,000.00 97,893,914.60 2,076,510.17 0.00
None 1000.000000000 876.337546102 18.588732868 0.000000000
LT-PO-9 641,225.98 602,569.91 1,362.91 0.00
None 1000.000000000 939.715371483 2.125473386 0.000000000
LT-X-9 208,581,414.00 193,613,134.79 0.00 0.00
None 1000.000000000 928.237713404 0.000000000 0.000000000
LT-M1-9 34,817,000.00 34,403,486.52 53,122.18 0.00
None 1000.000000000 988.123230606 1.525753963 0.000000000
LT-M2-9 16,821,000.00 16,621,220.86 25,664.71 0.00
None 1000.000000000 988.123230486 1.525753837 0.000000000
LT-M3-9 12,519,000.00 12,370,314.72 19,100.91 0.00
None 1000.000000000 988.123230290 1.525753924 0.000000000
LT-B1-9 16,638,000.00 16,440,394.32 25,385.49 0.00
None 1000.000000000 988.123231158 1.525753705 0.000000000
1,303,987,474.71,152,837,147.04 19,322,379.94 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 94,407,113.05 650,578.64
None 0.0000000000 785.8026240001 5.4151258808
LT-A-2 0.00 108,223,928.25 752,165.56
None 0.0000000000 708.9538250149 4.9272897336
LT-A-3 0.00 77,393,119.84 452,223.98
None 0.0000000000 851.2689857559 4.9741405132
LT-A-4 0.00 150,583,402.94 854,422.27
None 0.0000000000 851.8799030357 4.8336347205
LT-A-5 0.00 62,540,347.14 362,871.77
None 0.0000000000 905.0701467439 5.2514004089
LT-A-6 0.00 181,700,175.04 1,029,705.76
None 0.0000000000 912.2044251662 5.1695170244
LT-A-7 0.00 49,691,109.31 290,359.99
None 0.0000000000 911.0613712368 5.3236036469
LT-A-8 0.00 217,611,506.51 1,252,208.66
None 0.0000000000 937.5845828486 5.3951721344
LT-A-9 23,077.74 95,840,482.17 517,378.25
None 0.2065898593 857.9554031045 4.6315237073
LT-PO-9 0.00 601,207.00 0.00
None 0.0000000000 937.5898961549 0.0000000000
LT-X-9 0.00 191,411,563.43 68,198.69
None 0.0000000000 917.6827396040 0.3269643784
LT-M1-9 0.00 34,350,364.34 189,935.92
None 0.0000000000 986.5974765201 5.4552636690
LT-M2-9 0.00 16,595,556.15 91,762.99
None 0.0000000000 986.5974763688 5.4552636683
LT-M3-9 0.00 12,351,213.81 68,294.45
None 0.0000000000 986.5974766355 5.4552636672
LT-B1-9 0.00 16,415,008.83 90,764.68
None 0.0000000000 986.5974774612 5.4552636720
23,077.741,133,537,844.83 6,755,102.23
Class Interest Pass-Through
CUSIP Adjustment Rate (2)
0 Per $1,000 Next Rate (3)
LT-A-1
None 0.00 8.04081639%
LT-A-2 0.0000000000 8.03754791%
None 0.00 7.82503353%
LT-A-3 0.0000000000 7.79715632%
None 0.00 6.92334214%
LT-A-4 0.0000000000 6.92184983%
None 0.00 6.67537725%
LT-A-5 0.0000000000 6.67123429%
None 0.00 6.88327570%
LT-A-6 0.0000000000 6.88481985%
None 0.00 6.76793338%
LT-A-7 0.0000000000 6.76715346%
None 0.00 6.91878842%
LT-A-8 0.0000000000 6.91914710%
None 0.00 6.87283790%
LT-A-9 0.0000000000 6.87217735%
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 0.42269049%
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 7,628,311.35 11,778.82 0.00
None 1000.0000000000 988.1232318653 1.5257533531 0.0000000000
LT-B3-9 7,720,248.72 7,628,557.12 11,779.20 0.00
None 1000.0000000000 988.1232323821 1.5257534383 0.0000000000
R-I 0.00 0.00 0.00 0.00
045413CR0 1000.0000000000 0.0000000000 0.0000000000 0.0000000000
1,303,987,474.71,152,837,147.04 19,322,379.94 0.00
Class Negative Closing Interest
CUSIP Amortization Balance Payment
Per $1,000 Per $1,000 Per $1,000
LT-B2-9 0.00 7,616,532.53 42,114.64
None 0.00000000 986.59747798 5.45526368
LT-B3-9 0.00 7,616,777.92 42,115.99
None 0.00000000 986.59747843 5.45526368
R-I 0.00 0.00 0.00
045413CR0 0.00000000 0.00000000 0.00000000
23,077.741,133,537,844.83 6,755,102.23
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 97,091,430.61 8.0408% 650,578.64
2A 115,347,578.73 7.8250% 752,165.56
3A 78,382,487.95 6.9233% 452,223.98
4A 153,595,323.74 6.6754% 854,422.27
5A 63,261,467.52 6.8833% 362,871.77
6A 182,573,739.97 6.7679% 1,029,705.76
7A 50,360,260.62 6.9188% 290,359.99
8A 218,636,088.50 6.8728% 1,252,208.66
9A1 32,549,914.60 6.6250% 179,702.65
9A2 61,163,881.68 6.6250% 337,675.60
9A3 4,180,118.32 6.6250% 23,077.74
9AP 602,569.91 0.0000% -
9AX 193,613,134. N 0.4227% 68,198.69
M-1 34,403,486.52 6.6250% 189,935.92
M-2 16,621,220.86 6.6250% 91,762.99
M-3 12,370,314.72 6.6250% 68,294.45
B-1 16,440,394.32 6.6250% 90,764.68
B-2 7,628,311.35 6.6250% 42,114.64
B-3 7,628,557.12 6.6250% 42,115.99
Excess
Accrued Payment of Accretion / Prepayment
Certificate Prior Unpaid Deferred Interest
Interest Interest Interest Shortfalls
Class
650,578.64 0.00 0.00 0.00
1A 752,165.56 0.00 0.00 0.00
2A 452,223.98 0.00 0.00 0.00
3A 854,422.27 0.00 0.00 0.00
4A 362,871.77 0.00 0.00 0.00
5A 1,029,705.76 0.00 0.00 0.00
6A 290,359.99 0.00 0.00 0.00
7A 1,252,208.66 0.00 0.00 0.00
8A 179,702.65 0.00 0.00 0.00
9A1 337,675.60 0.00 0.00 0.00
9A2 23,077.74 0.00 -23,077.74 0.00
9A3 0.00 0.00 0.00 0.00
9AP 68,198.69 0.00 0.00 0.00
9AX 189,935.92 0.00 0.00 0.00
M-1 91,762.99 0.00 0.00 0.00
M-2 68,294.45 0.00 0.00 0.00
M-3 90,764.68 0.00 0.00 0.00
B-1 42,114.64 0.00 0.00 0.00
B-2 42,115.99 0.00 0.00 0.00
B-3 0.00 0.00 0.00 0.00
6,778,179.98 0.00 -23,077.74 0.00
Prior Ending Actual
Interest Unpaid Unpaid Distribution
Class Loss Interest Interest of Interest
1A 0.00 0.00 0.00 650,578.64
2A 0.00 0.00 0.00 752,165.56
3A 0.00 0.00 0.00 452,223.98
4A 0.00 0.00 0.00 854,422.27
5A 0.00 0.00 0.00 362,871.77
6A 0.00 0.00 0.001,029,705.76
7A 0.00 0.00 0.00 290,359.99
8A 0.00 0.00 0.001,252,208.66
9A1 0.00 0.00 0.00 179,702.65
9A2 0.00 0.00 0.00 337,675.60
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 68,198.69
M-1 0.00 0.00 0.00 189,935.92
M-2 0.00 0.00 0.00 91,762.99
M-3 0.00 0.00 0.00 68,294.45
B-1 0.00 0.00 0.00 90,764.68
B-2 0.00 0.00 0.00 42,114.64
B-3 0.00 0.00 0.00 42,115.99
0.00 0.00 0.006,755,102.23
Ending
Principal /
Class Notional
Balance
1A 94,407,113.05
2A 108,223,928.25
3A 77,393,119.84
4A 150,583,402.94
5A 62,540,347.14
6A 181,700,175.04
7A 49,691,109.31
8A 217,611,506.51
9A1 30,496,482.17
9A2 61,140,803.94
9A3 4,203,196.06
9AP 601,207.00
9AX 191,411,563.43
M-1 34,350,364.34
M-2 16,595,556.15
M-3 12,351,213.81
B-1 16,415,008.83
B-2 7,616,532.53
B-3 7,616,777.92
1,324,949,408.26
Bond Principal Summary
Original Beginning Scheduled
Certificate Certificate Principal
Class Balance Balance Distribution
1A 120,141,000.00 97,091,430.61 182,118.86
2A 152,653,000.00 115,347,578.73 136,338.18
3A 90,915,000.00 78,382,487.95 112,384.81
4A 176,766,000.00 153,595,323.74 204,760.52
5A 69,100,000.00 63,261,467.52 71,173.21
6A 199,188,000.00 182,573,739.97 186,714.52
7A 54,542,000.00 50,360,260.62 54,266.10
8A 232,098,000.00 218,636,088.50 230,691.31
9A1 46,364,000.00 32,549,914.60 151,063.76
9A2 61,344,000.00 61,163,881.68 23,077.74
9A3 4,000,000.00 4,180,118.32 0.00
9AP 641,225.98 602,569.91 1,191.65
9AX 208,581,414.00 N 193,613,134.79 0.00
M-1 34,817,000.00 34,403,486.52 53,102.17
M-2 16,821,000.00 16,621,220.86 25,655.04
M-3 12,519,000.00 12,370,314.72 19,093.72
B-1 16,638,000.00 16,440,394.32 25,375.93
B-2 7,720,000.00 7,628,311.35 11,774.38
B-3 7,720,248.72 7,628,557.12 11,774.76
1,293,932,800.20 1,346,450,281.81,500,556.66
Unscheduled Accretion /
Principal Deferred Realized Principal
Class Distribution Interest Loss Reduction
1A 2,502,198.70 0.00 0.002,684,317.56
2A 6,987,312.30 0.00 0.007,123,650.48
3A 876,983.30 0.00 0.00 989,368.11
4A 2,807,160.28 0.00 0.003,011,920.80
5A 649,947.17 0.00 0.00 721,120.38
6A 686,850.41 0.00 0.00 873,564.93
7A 614,885.21 0.00 0.00 669,151.31
8A 793,890.68 0.00 0.001,024,581.99
9A1 1,902,368.67 0.00 0.002,053,432.43
9A2 0.00 0.00 0.00 23,077.74
9A3 0.00 -23,077.74 0.00 0.00
9AP 171.26 0.00 0.00 1,362.91
9AX 0.00 0.00 0.00 0.00
M-1 0.00 0.00 0.00 53,122.18
M-2 0.00 0.00 0.00 25,664.71
M-3 0.00 0.00 0.00 19,100.91
B-1 0.00 0.00 0.00 25,385.49
B-2 0.00 0.00 0.00 11,778.82
B-3 0.00 0.00 0.00 11,779.20
17,821,767.98 (23,077.74) 0.00 19,322,379.94
% of
Ending Original Cumulative
Certificate Balance Realized
Class Balance Remaining Losses
1A 0.00 0.0000% 0.00
2A 94,407,113.05 78.5803% 0.00
3A 108,223,928.25 70.8954% 0.00
4A 77,393,119.84 85.1269% 0.00
5A 150,583,402.94 85.1880% 0.00
6A 62,540,347.14 90.5070% 0.00
7A 181,700,175.04 91.2204% 0.00
8A 49,691,109.31 91.1061% 0.00
9A1 217,611,506.51 93.7585% 0.00
9A2 30,496,482.17 65.7762% 0.00
9A3 61,140,803.94 99.6688% 0.00
9AP 4,203,196.06 105.0799% 0.00
9AX 601,207.00 93.7590% 0.00
M-1 191,411,563.43 91.7683% 0.00
M-2 34,350,364.34 98.6597% 0.00
M-3 16,595,556.15 98.6597% 0.00
B-1 12,351,213.81 98.6597% 0.00
B-2 16,415,008.83 98.6597% 0.00
B-3 7,616,532.53 98.6597% 0.00
1,324,949,408.26 0.00
Cash Reconcilation Summary
Interest Summary
Current Scheduled Interest 789,264.84
Less Deferred Interest 0.00
Plus Advance Interest 5,858,442.85
Plus Unscheduled Interest 0.00
PPIS Reducing Scheduled Interest (176,461.31)
Less Total Fees Paid To Servicer 130,821.28
Plus Fees Advanced for PPIS 176,461.31
Less Fee Strips Paid by Servicer 0.00
Less Misc. Fees & Expenses 0.00
Less Non Recoverable Advances 0.00
Interest Due Trust 6,778,528.97
Less Trustee Fee 0.00
Less Fee Strips Paid by Trust 0.00
Less Misc. Fees Paid by Trust 0.00
Remittance Interest 6,778,528.97
Servicing Fee Summary 45,640.03
Current Servicing Fees 294,490.44
Delinquent Servicing Fees 176,461.31
Plus Fees Advanced for PPIS (176,461.31)
Less Reduction for PPIS 0.00
Plus Unscheduled Servicing Fees 340,130.47
Total Servicing Fees Due to be Paid 0.00
PPIS Summary
Gross PPIS 176,461.31
Reduced by PPIE 0.00
Reduced by Shortfalls in Fees 0.00
Reduced by Other Amounts 0.00
PPIS Reducing Scheduled Interest 176,461.31
PPIS Reducing Servicing Fee 176,461.31
PPIS Due Certificate 0.00
Principal Summary
Scheduled Principal:
Current Scheduled Principal 193,330.89
Advanced Scheduled Principal 1,284,203.35
Total Scheduled 1,477,534.24
Unscheduled Principal: 0.00
Curtailments 711,805.68
Prepayments in Full 17,109,962.30
Liquidation Proceeds 0.00
Repurchase Proceeds 0.00
Other Principal Proceeds 0.00
Total Unscheduled 17,821,767.98
Remittance Principal 19,299,302.22
Servicer Wire Amount 26,077,831.20
Pool Balance Summary
Balance Count
Beginning Pool 1,152,899,148.9 6503
Scheduled Principal Distribution 1,477,534.24 0
Unscheduled Principal Distribution 17,821,767.98 111
Deferred Interest 0.00 0
Liquidations 0.00 0
Repurchases 0.00 0
Ending Pool 1,133,599,846.7 6392
Advances
Prior Outstanding Current Period
Principal Principal Interest
1,334,060.95 1,284,203.35 5,858,442.85
Advances
Recovered Ending Outstanding
Principal Interest Principal Interest
1,291,238.24 5,875,699.55 1,327,026.06 6,071,206.66
Collateral Statistics
Loan Group
1 2 3
Current Scheduled Interest: 680,923.75 788,213.17 476,899.82
Negative Amortization: 0.00 0.00 0.00
Prepayment Interest Shortfal 28,273.36 72,677.34 8,059.50
Compensating Interest: -28,273.36 -36,046.19 -8,059.50
Non Recoverable Advance: 0.00 0.00 0.00
Relief Act Interest Shortfal 0.00 0.00 0.00
Extraordinary Trust Expense: 0.00 0.00 0.00
Servicing Fee: 30,311.37 36,046.19 24,503.84
Trustee Fees: 0.00 0.00 0.00
Other Fee: 0.00 0.00 0.00
Beginning Scheduled Balance: 97,096,466 115,347,797 78,412,299
Scheduled Principal: 182,128 136,338 112,428
Unscheduled Principal: 17,821,768 2,502,199 6,987,312
Net Liquidation Proceeds: 0.00 0.00 0.00
Fraud Loss Insurance Proceed 0.00 0.00 0.00
Special Hazard Insurance Pro 0.00 0.00 0.00
Bankruptcy Insurance Proceed 0.00 0.00 0.00
Realized Loss: 0.00 0.00 0.00
Ending Scheduled Balance: 94,412,139 108,224,146 77,422,888
Beginning Pool Count: 1,342 311 654
Ending Pool Count: 1,307 294 645
Weighted Average Coupon: 8.4154% 8.2000% 7.2983%
Weighted Average Net Coupon: 8.0408% 7.8250% 6.9233%
Weighted Average Maturity: 266 307 311
Cumulative Realized Losses: 0.00 0.00 0.00
Loan Group
4 5 6
Current Scheduled Interest: 902,423 382,640 1,086,764
Negative Amortization: 0 0 0
Prepayment Interest Shortfal 26,289 5,118 5,189
Compensating Interest: (26,289) (5,118) (5,189)
Non Recoverable Advance: 0 0 0
Relief Act Interest Shortfal 0 0 0
Extraordinary Trust Expense: 0 0 0
Servicing Fee: 47,999 19,767 57,054
Trustee Fees: 0 0 0
Other Fee: 0 0 0
Beginning Scheduled Balance: 153,595,742 63,261,751 182,574,355
Scheduled Principal: 204,761 71,174 186,715
Unscheduled Principal: 876,983 2,807,160 649,947
Net Liquidation Proceeds: 0 0 0
Fraud Loss Insurance Proceed 0 0 0
Special Hazard Insurance Pro 0 0 0
Bankruptcy Insurance Proceed 0 0 0
Realized Loss: 0 0 0
Ending Scheduled Balance: 150,583,821 62,540,630 181,700,789
Beginning Pool Count: 403 499 441
Ending Pool Count: 395 489 439
0 0 0
Weighted Average Coupon: 0 0 0
Weighted Average Net Coupon: 0 0 0
Weighted Average Maturity: 318 327 332
Cumulative Realized Losses: 0 0 0
Loan Group 7 8 9Total
Current Scheduled Interest: 306,043 1,320,510 1,174,243 7,118,659
Negative Amortization: 0 0 0 0
Prepayment Interest Shortfal 4,843 8,521 17,490 176,461
Compensating Interest: (4,843) (8,521) (17,490) (139,830)
Non Recoverable Advance: 0 0 0 0
Relief Act Interest Shortfal 0 0 0 0
Extraordinary Trust Expense: 0 0 0 0
Servicing Fee: 15,678 68,299 40,472 340,130
Trustee Fees: 0 0 0 0
Other Fee: 0 0 0 0
0 0 0 0
Beginning Scheduled Balance: 50,361,189 218,636,416 193,613,135 1,152,899,14
9
Scheduled Principal: 54,267 230,692 299,031 1,477,534
Unscheduled Principal: 686,850 614,885 793,891 33,740,996
Net Liquidation Proceeds: 0 0 0 0
Fraud Loss Insurance Proceed 0 0 0 0
Special Hazard Insurance Pro 0 0 0 0
Bankruptcy Insurance Proceed 0 0 0 0
Realized Loss: 0 0 0 0
Ending Scheduled Balance: 49,692,037 217,611,834 191,411,563 1,133,599,84
7
Beginning Pool Count: 358 549 1,946 6,503
Ending Pool Count: 354 547 1,922 6,392
0 0 0 0
Weighted Average Coupon: 0 0 0 0
Weighted Average Net Coupon: 0 0 0 0
Weighted Average Maturity: 326 330 293 313
0 0 0 0
Cumulative Realized Losses: 0 0 0 0
Aggregate Pool Totals
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
12/15/00 138 17,941,026.4 13 1,539,099.13
2.16% 1.583% 0.20% 0.136%
11/15/00 106 14565891.76 181,924,759.32
1.63% 1.263% 0.28% 0.167%
10/16/00 132 17323640.38 121,126,581.65
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%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
12/15/00 13 1,539,099. 203,195,462.14
0.20% 0.136% 0.31% 0.282%
11/15/00 18 1,924,759.32 122,161,643.86
0.28% 0.167% 0.18% 0.187%
10/16/00 12 1,126,581.65 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%
Distribution REO Modifications
Date # Balance # Balance
12/15/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
11/15/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
12/15/00 111 17,109,962 7.4095% 7.0555%
1.74% 1.509%
11/15/00 91 16,574,594 7.38% 7.03%
1.40% 1.438%
10/16/00 86 17,522,236 7.36% 7.00%
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%
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
12/15/00 39 2,529,415. 2 271,943.66
2.98% 2.679% 0.15% 0.288%
11/15/00 24 1,846,516.98 7 620,850.60
1.79% 1.902% 0.52% 0.639%
10/16/00 35 2,670,473.56 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%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
12/15/00 5 433674.68 0 0
0.38% 0.459% 0.00% 0.000%
11/15/00 1 111617.4 0 0
0.07% 0.115% 0.00% 0.000%
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%
Distribution REO Modifications
Date # Balance # Balance
12/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
11/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
12/15/00 35 2,451,564 8.4154% 8.0408%
2.68% 2.597%
11/15/00 32 3,070,584.14 0 0
2.38% 3.162%
10/16/00 25 2,437,175.11 0 0
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%
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
12/15/00 5 1,925,053. 0 0
1.70% 1.779% 0.00% 0.000%
11/15/00 4 1439991.21 1 239328.58
1.29% 1.248% 0.32% 0.207%
10/16/00 4 1382388.86 0 0.00
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%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
12/15/00 1 1130532.85 0 0.00
0.34% 1.045% 0.00% 0.000%
11/15/00 0 892339.19 0 0.00
0.00% 0.774% 0.00% 0.000%
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%
Distribution REO Modifications
Date # Balance # Balance
12/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
11/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution Prepayments Curr Weighted Avg.
Date
12/15/00 17 6,892,722 8.2000% 7.825%
5.78% 6.369%
11/15/00 11 4,031,373 7.9744% 7.600%
3.54% 3.495%
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%
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
12/15/00 13 1,616,931. 0 0.00
2.02% 2.088% 0.00% 0.000%
11/15/00 6 563473.36 4 336832.84
0.92% 0.719% 0.61% 0.430%
10/16/00 12 1177980.34 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%
Foreclosure/Bankruptcy Delinq 3+ Months
Distribution # Balance # Balance
Date
12/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
11/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution REO Modifications
Date
# Balance # Balance
12/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
11/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
12/15/00 9 819,257 7.2983% 6.9233%
1.40% 1.058%
11/15/00 10 1,284,969 7.304% 6.929%
1.53% 1.639%
10/16/00 6 925,168 7.302% 6.927%
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%
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
12/15/00 5 4117664.36 1 439350.75
1.27% 2.734% 0.25% 0.292%
11/15/00 4 3787120.64 0 0
0.99% 2.466% 0.00% 0.000%
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%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date
# Balance # Balance
12/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
11/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
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%
Distribution REO Modifications
Date
# Balance # Balance
12/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
11/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
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%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
12/15/00 8 2,744,642 7.0504% 6.6754%
2.03% 1.823%
11/15/00 4 2,173,697 7.0481% 6.6731%
0.99% 1.415%
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%
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
12/15/00 7 857098.86 0 0.00
1.43% 1.370% 0.00% 0.000%
11/15/00 5 679885.21 0 0.00
1.00% 1.075% 0.00% 0.000%
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%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
12/15/00 0 130319.00 0 0.00
0.00% 0.208% 0.00% 0.000%
11/15/00 2 187248.75 0 0.00
0.40% 0.296% 0.00% 0.000%
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%
Distribution REO Modifications
Date # Balance # Balance
12/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
11/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
12/15/00 10 625,301 7.2582% 6.8833%
2.04% 1.000%
11/15/00 5 673,386 7.2590% 6.8840%
1.00% 1.064%
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%
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
12/15/00 4 1,162,388. 1 323,955.51
0.91% 0.640% 0.23% 0.178%
11/15/00 5 1,829,535.49 1 256,843.11
1.13% 1.002% 0.23% 0.141%
10/16/00 9 3,169,376.17 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%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
12/15/00 1 751943.99 0 0.00
0.23% 0.414% 0.00% 0.000%
11/15/00 0 495724.20 0 0.00
0.00% 0.272% 0.00% 0.000%
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%
Distribution REO Modifications
Date # Balance # Balance
12/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
11/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
12/15/00 2 500,748 7.1429% 6.8833%
0.46% 0.276%
11/15/00 4 2,833,647 7.1441% 6.8840%
0.91% 1.552%
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%
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
12/15/00 4 474490.09 1 38602.24
1.13% 0.955% 0.28% 0.078%
11/15/00 4 614503.32 1 115799.74
1.12% 1.220% 0.28% 0.230%
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%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
12/15/00 0 138205.31 0 0.00
0.00% 0.278% 0.00% 0.000%
11/15/00 1 176980.28 0 0.00
0.28% 0.351% 0.00% 0.000%
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%
Distribution REO Modifications
Date # Balance # Balance
12/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
11/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
12/15/00 4 603,473.94 7.2924% 6.9188%
1.13% 1.214%
11/15/00 2 321,855.39 7.2921% 6.9186%
0.56% 0.639%
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%
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
12/15/00 6 2270032.39 0 0.00
1.10% 1.043% 0.00% 0.000%
11/15/00 1 276347.08 0 0.00
0.18% 0.126% 0.00% 0.000%
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%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
12/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
11/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution REO Modifications
Date # Balance # Balance
12/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
11/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
12/15/00 2 640,648 7.2477% 6.8728%
0.37% 0.294%
11/15/00 1 489,573 7.2472% 6.8723%
0.18% 0.224%
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%
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
12/15/00 55 2987952 8 465247
2.86% 1.561% 0.42% 0.243%
11/15/00 53 3528518.47 4 355104.45
2.72% 1.822% 0.21% 0.183%
10/16/00 48 2564327.02 5 273492.63
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%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
12/15/00 2 367320.33 0 0
0.10% 0.192% 0.00% 0.000%
11/15/00 4 297734.04 0 0
0.21% 0.154% 0.00% 0.000%
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%
Distribution REO Modifications
Date # Balance # Balance
12/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
11/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
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%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
12/15/00 24 1,831,606 7.2779% 6.8728%
1.25% 0.957%
11/15/00 22 1,695,509 7.2775% 6.8723%
1.13% 0.876%
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%
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 1261 33,889,814
50,000 to 100,000 1582116,589,223
100,000 to 150,000 903110,528,864
150,000 to 200,000 412 71,649,836
200,000 to 250,000 612138,683,891
250,000 to 300,000 547149,615,230
300,000 to 350,000 334107,917,252
350,000 to 400,000 234 87,862,307
400,000 to 450,000 103 43,605,969
450,000 to 500,000 111 52,960,291
500,000 to 550,000 58 30,484,955
550,000 to 600,000 44 25,345,645
600,000 to 650,000 47 29,365,862
650,000 to 700,000 26 17,539,840
700,000 to 3,000,000 118117,560,867
Total 0 0 63921,133,599,847
Average Scheduled Balance is 177,347
Maximum Scheduled Balance is 2,140,901
Minimum Scheduled Balance is 756
Pool Total
Distribution of Principal Balances
% of
Bal Term Coupon
2.99% 224 8.152%
10.28% 291 7.620%
9.75% 302 7.429%
6.32% 304 7.381%
12.23% 314 7.405%
13.20% 322 7.368%
9.52% 320 7.384%
7.75% 328 7.329%
3.85% 327 7.316%
4.67% 322 7.268%
2.69% 327 7.241%
2.24% 321 7.266%
2.59% 328 7.388%
1.55% 328 7.357%
10.37% 329 7.217%
100.00% 313 7.536%
Pool Total
Distribution of Property Types
# of Scheduled % of
Property Types Loans Balance Balance
Single Family 4819 872,135,653 76.94%
Condo 863 128,203,446 11.31%
PUD 319 81,353,570 7.18%
2-4 Family 314 40,144,417 3.54%
Town House 37 6,213,26 0.55%
Unknown 23 2,871,31 0.25%
Co-op 17 2,678,17 0.24%
Total 6392 1,133,599,846. 100%
Pool Total
Distribution of Property Types
Property Types Term Coupon
Single Family 313 7.400%
Condo 314 7.425%
PUD 320 7.317%
2-4 Family 304 7.468%
Town House 298 7.216%
Unknown 279 7.676%
Co-op 301 7.750%
Total 313 7.536%
Pool Total
Geographic Distribution
Geographic # of Scheduled % of
Location Loans Balance Balance
Illinois 2468 460,572,579 40.63%
Michigan 1733 334,147,648 29.48%
Indiana 999 140,138,476 12.36%
Florida 268 46,552,055 4.11%
Ohio 256 35,605,853 3.14%
Colorado 74 23,134,385 2.04%
Wisconsin 113 20,511,248 1.81%
Kentucky 132 16,847,174 1.49%
Arizona 62 10,035,834 0.89%
Texas 104 9,809,989 0.87%
Louisiana 81 7,432,200 0.66%
California 11 5,127,385 0.45%
Utah 15 3,323,632 0.29%
New York 5 2,212,224 0.20%
Connecticut 3 2,060,672 0.18%
Hiwaii 1 1,976,627 0.17%
Neveda 4 1,363,188 0.12%
Georgia 6 1,341,340 0.12%
Washington 2 1,323,417 0.12%
Pennsylvania 3 1,301,386 0.11%
North Carolina 6 1,044,266 0.09%
Montana 3 853,409 0.08%
Maine 2 806,202 0.07%
Maryland 1 677,407 0.06%
Minnesota 10 652,072 0.06%
Missouri 3 644,967 0.06%
Oklahoma 7 626,995 0.06%
New Jersey 2 561,776 0.05%
South Carolina 5 560,330 0.05%
Wyoming 2 515,487 0.05%
Other 11 1,839,624 0.16%
Total 6392 1,133,599,847 100.00%
Geographic Term Coupon
Location
Illinois 310 7.286%
Michigan 319 7.462%
Indiana 303 7.492%
Florida 310 7.546%
Ohio 315 7.543%
Colorado 337 7.344%
Wisconsin 328 7.492%
Kentucky 324 7.552%
Arizona 326 7.314%
Texas 300 7.677%
Louisiana 325 7.456%
California 314 7.301%
Utah 333 7.077%
New York 330 7.605%
Connecticut 327 6.688%
Hiwaii 346 8.850%
Neveda 307 8.684%
Georgia 323 7.417%
Washington 332 7.597%
Pennsylvania 331 7.024%
North Carolina 322 7.463%
Montana 340 7.712%
Maine 335 7.003%
Maryland 327 6.550%
Minnesota 278 8.061%
Missouri 345 7.435%
Oklahoma 274 7.686%
New Jersey 338 6.811%
South Carolina 299 7.755%
Wyoming 345 7.058%
Other 300 7.337%
Total 313 7.536%
Pool Total
Loan Seasoning
# of Scheduled % of
Number of Years Loans Balance Balance
1 year or less 125 40,834,974 3.60%
1+ to 2 years 801 180,415,231 15.92%
2+ to 3 years 2207 494,514,044 43.62%
3+ to 4 years 404 68,134,757 6.01%
4+ to 5 years 530 95,987,401 8.47%
5+ to 6 years 258 30,558,000 2.70%
6+ to 7 years 544 62,407,808 5.51%
7+ to 8 years 314 31,962,442 2.82%
8+ to 9 years 154 10,482,001 0.92%
9+ to 10 years 63 3,797,915 0.34%
10 years or more 667 24,022,851 2.12%
Total 6067 1,043,117,424 92.02%
Pool Total
Loan Seasoning
Number of Years Term Coupon
1 year or less 345 7.747%
1+ to 2 years 335 7.195%
2+ to 3 years 322 7.125%
3+ to 4 years 310 7.833%
4+ to 5 years 295 7.516%
5+ to 6 years 282 8.263%
6+ to 7 years 263 7.616%
7+ to 8 years 248 7.901%
8+ to 9 years 232 8.605%
9+ to 10 years 218 8.753%
10 years or more 179 8.684%
Total 313 7.536%
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% 26 6,792,993
6.250% to 6.500% 105 23,213,033
6.500% to 6.750% 434110,335,474
6.750% to 7.000% 1141259,630,883
7.000% to 7.250% 1246251,401,856
7.250% to 7.500% 750132,734,997
7.500% to 7.750% 552112,822,532
7.750% to 8.000% 364 62,757,320
8.000% to 8.250% 313 28,795,060
8.250% to 8.500% 259 21,293,866
8.500% to 8.750% 235 16,032,135
8.750% to 9.000% 520 57,079,745
9.000% to 9.250% 373 43,993,908
9.250% & Above 74 6,716,045
Total 63921,133,599,847
Pool Total
Distribution of Mortgage Interest Rates
Current Mortgage % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.60% 315
6.250% to 6.500% 2.05% 311
6.500% to 6.750% 9.73% 317
6.750% to 7.000% 22.90% 317
7.000% to 7.250% 22.18% 318
7.250% to 7.500% 11.71% 323
7.500% to 7.750% 9.95% 332
7.750% to 8.000% 5.54% 325
8.000% to 8.250% 2.54% 268
8.250% to 8.500% 1.88% 273
8.500% to 8.750% 1.41% 257
8.750% to 9.000% 5.04% 276
9.000% to 9.250% 3.88% 288
9.250% & Above 0.59% 288
Total 100.00% 313
Pool Total
Distribution of Mortgage Interest Rates
Current Mortgage Coupon
Interest Rate
6.000% or less
6.000% to 6.250% 6.195%
6.250% to 6.500% 6.434%
6.500% to 6.750% 6.675%
6.750% to 7.000% 6.913%
7.000% to 7.250% 7.146%
7.250% to 7.500% 7.384%
7.500% to 7.750% 7.648%
7.750% to 8.000% 7.889%
8.000% to 8.250% 8.172%
8.250% to 8.500% 8.449%
8.500% to 8.750% 8.703%
8.750% to 9.000% 8.927%
9.000% to 9.250% 9.174%
9.250% & Above 9.394%
Total 7.536%
W/Avg Mortgage Interest Rate 7.536%
Minimum Mortgage Interest Rat 6.100%
Maximum Mortgage Interest Rat 10.375%
Adjustable Rate Group 1
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
0 to 50,000 624 15675110
50,000 to 100,000 370 27093804
100,000 to 150,000 150 18313124
150,000 to 200,000 59 10234516
200,000 to 250,000 101 22264990
250,000 to 300,000 3 830594
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 1307 94412139
Adjustable Rate Group 1
Distribution of Principal Balances
Current Scheduled % of
Balances Bal
to 5 16.60%
5 to 100 28.70%
100 to 150 19.40%
150 to 200 10.84%
200 to 250 23.58%
250 to 300 0.88%
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 8.652%
5 to 100 263 8.461%
100 to 150 286 8.317%
150 to 200 279 8.423%
200 to 250 297 8.270%
250 to 300 307 8.040%
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 266 8.655%
Average Scheduled Balance is 72,236
Maximum Scheduled Balance is 1,976,627
Minimum Scheduled Balance is 10,526
Adjustable Rate Group 1
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 979 69,176,8 73.27%
Condo 198 13,544,7 14.35%
2-4 Family 75 5,819, 6.16%
PUD 38 4,565, 4.84%
Town House 6 578 0.61%
Unknown 6 493 0.52%
Co-op 5 233 0.25%
Total 1307 94,412,1 100.00%
Adjustable Rate Group 1
Distribution of Property Types
Property Typ Term Coupon
Single Famil 264 8.399%
Condo 269 8.549%
2-4 Family 271 8.443%
PUD 286 8.294%
Town House 276 7.932%
Unknown 260 7.950%
Co-op 258 8.249%
Total 266 8.655%
Adjustable Rate Group 1
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Illinois 369 34,600,6 36.65%
Michigan 431 26,403,3 27.97%
Indiana 275 17,439,0 18.47%
Florida 98 5,380, 5.70%
Ohio 41 3,241, 3.43%
Wisconsin 19 1,529, 1.62%
Texas 23 1,474, 1.56%
Colorado 13 1,081, 1.15%
Kentucky 10 861 0.91%
Utah 2 368 0.39%
Louisiana 4 340 0.36%
Arizona 2 308 0.33%
Georgia 2 259 0.28%
Minnesota 8 251 0.27%
South Caroli 3 230 0.24%
California 1 224 0.24%
Virginia 2 110 0.12%
Montana 1 9 0.10%
Oklahoma 1 9 0.10%
Massachusett 1 7 0.08%
North Caroli 1 3 0.04%
Total 1307 94412139 100.00%
Adjustable Rate Group 1
Geographic Distribution
Geographic
Location Term Coupon
Illinois 281 8.186%
Michigan 258 8.567%
Indiana 254 8.655%
Florida 235 8.652%
Ohio 290 8.246%
Wisconsin 304 8.362%
Texas 221 8.443%
Colorado 294 7.336%
Kentucky 280 8.235%
Utah 308 7.893%
Louisiana 226 8.910%
Arizona 314 7.783%
Georgia 288 9.163%
Minnesota 176 8.805%
South Caroli 242 8.685%
California 332 9.250%
Virginia 154 8.287%
Montana 300 7.350%
Oklahoma 287 7.750%
Massachusett 297 7.550%
North Caroli 189 8.840%
Total 266 8.655%
Adjustable Rate Group 1
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 6 1,123, 1.19%
1+ to 2 yea 11 1,067, 1.13%
2+ to 3 year 81 9,540, 10.10%
3+ to 4 year 53 6,819, 7.22%
4+ to 5 year 182 20,202,5 21.40%
5+ to 6 year 117 9,695, 10.27%
6+ to 7 year 116 10,543,0 11.17%
7+ to 8 year 115 7,596, 8.05%
8+ to 9 year 99 5,948, 6.30%
9+ to 10 yea 53 2,493, 2.64%
10 years or 459 17,488,3 18.52%
Total 1292 92,519,0 97.99%
Adjustable Rate Group 1
Loan Seasoning
0 Term Coupon
0 346 8.2716%
0 336 8.5576%
0 309 7.8966%
0 309 9.0215%
0 296 7.7956%
0 285 8.8078%
0 268 8.6739%
Distribution 248 8.6264%
Current Sch 233 8.7149%
Balances 225 8.7840%
0 187 8.6918%
50000.01 266 8.6547%
Adjustable Rate Group 1
Distribution of Mortgage Interest Rates
Current Mor Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 3 252,208
6.250% to 6.500% 3 456,014
6.500% to 6.750% 26 4,003,164
6.750% to 7.000% 46 5,282,110
7.000% to 7.250% 59 6,484,646
7.250% to 7.500% 32 3,151,234
7.500% to 7.750% 13 1,391,315
7.750% to 8.000% 32 1,978,151
8.000% to 8.250% 177 10,864,141
8.250% to 8.500% 124 7,942,149
8.500% to 8.750% 127 6,360,361
8.750% to 9.000% 351 22,907,570
9.000% to 9.250% 255 20,633,029
9.250% & Above 59 2,706,047
Total 1307 94,412,139
Adjustable Rate Group 1
Distribution of Mortgage Interest Rates
Current Mor Interest Rate % of
Interest Rate Balance
6.000% or less
6.000% to 6.250% 0.27%
6.250% to 6.500% 0.48%
6.500% to 6.750% 4.24%
6.750% to 7.000% 5.59%
7.000% to 7.250% 6.87%
7.250% to 7.500% 3.34%
7.500% to 7.750% 1.47%
7.750% to 8.000% 2.10%
8.000% to 8.250% 11.51%
8.250% to 8.500% 8.41%
8.500% to 8.750% 6.74%
8.750% to 9.000% 24.26%
9.000% to 9.250% 21.85%
9.250% & Above 2.87%
Total 100.00%
Adjustable Rate Group 1
Distribution of Mortgage Interest Rates
Current Mor Interest Rate
Interest Rate Term Coupon
6.000% or less
6.000% to 6.250% 299 6.169%
6.250% to 6.500% 284 6.359%
6.500% to 6.750% 304 6.671%
6.750% to 7.000% 311 6.923%
7.000% to 7.250% 308 7.191%
7.250% to 7.500% 299 7.358%
7.500% to 7.750% 292 7.682%
7.750% to 8.000% 225 7.933%
8.000% to 8.250% 243 8.181%
8.250% to 8.500% 247 8.463%
8.500% to 8.750% 229 8.705%
8.750% to 9.000% 255 8.922%
9.000% to 9.250% 276 9.159%
9.250% & Above 257 9.410%
Total 266 8.655%
W/Avg Mortgage Interest Rate is 8.655%
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 3 76,843
5 to 100 8 530,679
100 to 150 4 484,735
150 to 200 5 892,442
200 to 250 33 7,800,416
250 to 300 75 20,581,770
300 to 350 52 16,633,604
350 to 400 39 14,673,125
400 to 450 13 5,485,583
450 to 500 19 9,077,856
500 to 550 8 4,215,434
550 to 600 5 2,924,408
600 to 650 8 5,011,162
650 to 700 6 4,053,298
700 to 3,000, 16 15,782,793
Total 294108,224,146
Adjustable Rate Group 2
Distribution of Principal Balances
Current Scheduled % of
Balances Bal
to 5 0.07%
5 to 100 0.49%
100 to 150 0.45%
150 to 200 0.82%
200 to 250 7.21%
250 to 300 19.02%
300 to 350 15.37%
350 to 400 13.56%
400 to 450 5.07%
450 to 500 8.39%
500 to 550 3.90%
550 to 600 2.70%
600 to 650 4.63%
650 to 700 3.75%
700 to 3,000, 14.58%
Total 100.00%
Adjustable Rate Group 2
Distribution of Principal Balances
Current Scheduled
Balances Term Coupon
0 to 50000 200 8.372%
50000.01 to 100000 313 8.060%
100000.01 to 150000 156 8.789%
150000.01 to 200000 161 8.480%
200000.01 to 250000 284 8.217%
250000.01 to 300000 301 8.449%
300000.01 to 350000 294 8.139%
350000.01 to 400000 316 8.104%
400000.01 to 450000 315 8.110%
450000.01 to 500000 327 7.889%
500000.01 to 550000 321 7.920%
550000.01 to 600000 323 8.161%
600000.01 to 650000 309 8.205%
650000.01 to 700000 321 8.387%
700000.01 to 3000000 319 8.039%
Total 307 8.740%
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 Typ Loans Balance Balance
Single Famil 240 89,092,023 82.32%
Condo 24 9,379,360 8.67%
PUD 28 9,177,174 8.48%
Town House 2 575,589 0.53%
Total 294 108,224,146 100.00%
Adjustable Rate Group 2
Distribution of Property Types
Property Typ Term Coupon
Single Famil 306 8.209%
Condo 324 8.308%
PUD 299 7.747%
Town House 314 6.942%
Total 307 8.740%
Adjustable Rate Group 2
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Illinois 122 44,976,596 41.56%
Michigan 99 36,876,694 34.07%
Indiana 33 9,828,105 9.08%
Florida 13 4,347,267 4.02%
Ohio 5 2,332,477 2.16%
Hiwaii 1 1,976,627 1.83%
Wisconsin 6 1,900,495 1.76%
Texas 3 1,364,338 1.26%
Colorado 3 1,118,926 1.03%
Neveda 1 1,113,223 1.03%
Kentucky 3 901,789 0.83%
Arizona 2 701,785 0.65%
Utah 1 272,987 0.25%
North Caroli 1 269,261 0.25%
Louisiana 1 243,577 0.23%
Total 294 108,224,146 100.00%
Adjustable Rate Group 2
Geographic Distribution
Geographic
Location Term Coupon
Illinois 305 7.980%
Michigan 314 8.313%
Indiana 283 8.437%
Florida 303 8.560%
Ohio 252 8.142%
Hiwaii 346 8.850%
Wisconsin 322 7.744%
Texas 313 8.052%
Colorado 334 7.116%
Neveda 303 9.000%
Kentucky 347 8.271%
Arizona 336 7.237%
Utah 349 6.150%
North Caroli 289 8.250%
Louisiana 327 8.750%
Total 307 8.740%
Adjustable Rate Group 2
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 13 5,825,119 5.38%
1+ to 2 yea 14 6,969,011 6.44%
2+ to 3 year 47 18,508,120 17.10%
3+ to 4 year 29 8,166,365 7.55%
4+ to 5 year 68 24,397,142 22.54%
5+ to 6 year 22 7,917,968 7.32%
6+ to 7 year 30 8,730,180 8.07%
7+ to 8 year 19 5,909,730 5.46%
8+ to 9 year 7 2,135,920 1.97%
9+ to 10 yea 2 684,474 0.63%
10 years or 11 2,688,467 2.48%
Total 262 91,932,496 84.95%
Adjustable Rate Group 2
Loan Seasoning
Number of Ye Term Coupon
1 year or le 346 8.888%
1+ to 2 yea 342 8.766%
2+ to 3 year 324 7.665%
3+ to 4 year 312 9.081%
4+ to 5 year 297 7.884%
5+ to 6 year 272 8.779%
6+ to 7 year 273 8.653%
7+ to 8 year 265 8.842%
8+ to 9 year 258 8.797%
9+ to 10 yea 246 8.928%
10 years or 211 8.777%
Total 307 8.740%
Adjustable Rate Group 2
Distribution of Mortgage Interest Rates
Current Mor Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 3 1,028,309
6.250% to 6.500% 2 973,057
6.500% to 6.750% 21 6,898,221
6.750% to 7.000% 37 15,592,242
7.000% to 7.250% 20 8,691,102
7.250% to 7.500% 9 4,395,581
7.500% to 7.750% 3 1,556,790
7.750% to 8.000% 2 274,798
8.000% to 8.250% 22 5,931,565
8.250% to 8.500% 24 7,869,327
8.500% to 8.750% 21 7,251,723
8.750% to 9.000% 70 27,485,477
9.000% to 9.250% 50 16,384,620
9.250% & Above 10 3,891,335
Total 294108,224,146
Adjustable Rate Group 2
Distribution of Mortgage Interest Rates
Current Mor Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.95% 344
6.250% to 6.500% 0.90% 325
6.500% to 6.750% 6.37% 314
6.750% to 7.000% 14.41% 315
7.000% to 7.250% 8.03% 335
7.250% to 7.500% 4.06% 343
7.500% to 7.750% 1.44% 343
7.750% to 8.000% 0.25% 280
8.000% to 8.250% 5.48% 257
8.250% to 8.500% 7.27% 299
8.500% to 8.750% 6.70% 291
8.750% to 9.000% 25.40% 302
9.000% to 9.250% 15.14% 301
9.250% & Above 3.60% 315
Total 100.00% 307
Adjustable Rate Group 2
Distribution of Mortgage Interest Rates
Current Mor Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.151%
6.250% to 6.500% 6.380%
6.500% to 6.750% 6.637%
6.750% to 7.000% 6.885%
7.000% to 7.250% 7.196%
7.250% to 7.500% 7.334%
7.500% to 7.750% 7.600%
7.750% to 8.000% 7.995%
8.000% to 8.250% 8.164%
8.250% to 8.500% 8.449%
8.500% to 8.750% 8.706%
8.750% to 9.000% 8.924%
9.000% to 9.250% 9.164%
9.250% & Above 9.375%
Total 8.740%
W/Avg Mortgage Interest Rate is 8.740%
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 98 2,789,802
5 to 100 210 15,364,901
100 to 150 126 15,675,022
150 to 200 71 12,213,310
200 to 250 135 29,916,560
250 to 300 3 790,801
300 to 350 1 304,796
350 to 400 1 367,697
400 to 450
450 to 500
500 to 550
550 to 600
600 to 650
650 to 700
700 to 3,000,
Total 645 77,422,888
Adjustable Rate Group 3
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 3.60% 232
5 to 100 19.85% 303
100 to 150 20.25% 315
150 to 200 15.77% 313
200 to 250 38.64% 320
250 to 300 1.02% 325
300 to 350 0.39% 320
350 to 400 0.47% 329
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% 311
Adjustable Rate Group 3
Distribution of Principal Balances
Current Scheduled
Balances Coupon
0 to 50000 8.068%
50000.01 to 100000 7.570%
100000.01 to 150000 7.287%
150000.01 to 200000 7.243%
200000.01 to 250000 7.120%
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 7.392%
Average Scheduled Balance is 120,035
Maximum Scheduled Balance is 367,697
Minimum Scheduled Balance is 3,676
Adjustable Rate Group 3
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 446 52,806,173 68.20%
Condo 112 12,070,801 15.59%
2-4 Family 42 6,235,611 8.05%
PUD 33 4,891,192 6.32%
Town House 5 697,126 0.90%
Unknown 6 562,055 0.73%
Co-op 1 159,930 0.21%
Total 645 77,422,888 100.00%
Adjustable Rate Group 3
Distribution of Property Types
Property Typ Term Coupon
Single Famil 312 7.308%
Condo 311 7.286%
2-4 Family 313 7.267%
PUD 307 7.231%
Town House 315 7.304%
Unknown 308 7.533%
Co-op 331 7.375%
Total 311 7.392%
Adjustable Rate Group 3
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Illinois 242 33,189,688 42.87%
Michigan 173 21,112,086 27.27%
Indiana 112 10,319,572 13.33%
Wisconsin 25 2,931,382 3.79%
Florida 30 2,915,917 3.77%
Kentucky 22 2,278,145 2.94%
Ohio 14 1,360,557 1.76%
Arizona 6 972,779 1.26%
Texas 9 876,815 1.13%
Utah 2 390,316 0.50%
Connecticut 2 362,483 0.47%
North Caroli 2 204,880 0.26%
South Caroli 1 137,438 0.18%
Minnesota 1 129,244 0.17%
Missouri 1 98,427 0.13%
Colorado 1 69,601 0.09%
Oklahoma 1 44,288 0.06%
Vermont 1 29,271 0.04%
Total 645 77,422,888 100.00%
Adjustable Rate Group 3
Geographic Distribution
Geographic
Location Term Coupon
Illinois 315 7.183%
Michigan 313 7.297%
Indiana 294 7.505%
Wisconsin 325 7.296%
Florida 298 7.780%
Kentucky 314 7.427%
Ohio 319 7.705%
Arizona 337 7.095%
Texas 300 7.582%
Utah 297 6.491%
Connecticut 320 6.868%
North Caroli 330 6.621%
South Caroli 338 7.250%
Minnesota 328 6.950%
Missouri 341 7.375%
Colorado 344 7.375%
Oklahoma 118 8.250%
Vermont 332 7.125%
Total 311 7.392%
Adjustable Rate Group 3
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 2 426,253 0.55%
1+ to 2 yea 48 6,027,918 7.79%
2+ to 3 year 239 32,386,381 41.83%
3+ to 4 year 111 13,959,510 18.03%
4+ to 5 year 107 14,167,266 18.30%
5+ to 6 year 37 2,961,741 3.83%
6+ to 7 year 31 3,210,865 4.15%
7+ to 8 year 5 256,782 0.33%
8+ to 9 year 7 275,003 0.36%
9+ to 10 yea 5 178,996 0.23%
10 years or 33 1,001,623 1.29%
Total 625 74,852,339 96.68%
Adjustable Rate Group 3
Loan Seasoning
Number of Ye Term Coupon
$0 347 7.5790%
$0 334 6.9704%
$0 323 7.0102%
$0 311 7.5603%
$0 296 7.3618%
Distribution 282 7.5416%
Current Sch 282 8.1243%
Balances 252 9.0224%
$0 133 9.0000%
$50,000 191 9.2997%
$100,000 173 8.9886%
Total 311 7.3916%
Adjustable Rate Group 3
Distribution of Mortgage Interest Rates
Current Mor Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 12 1,886,158
6.250% to 6.500% 17 2,705,907
6.500% to 6.750% 71 11,243,606
6.750% to 7.000% 116 15,469,345
7.000% to 7.250% 90 11,706,933
7.250% to 7.500% 103 13,306,922
7.500% to 7.750% 67 7,982,975
7.750% to 8.000% 54 5,232,293
8.000% to 8.250% 18 2,196,561
8.250% to 8.500% 6 436,907
8.500% to 8.750% 11 496,445
8.750% to 9.000% 35 1,817,880
9.000% to 9.250% 40 2,822,293
9.250% & Above 5 118,663
Total 645 77,422,888
Adjustable Rate Group 3
Distribution of Mortgage Interest Rates
Current Mor Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 2.44% 311
6.250% to 6.500% 3.49% 324
6.500% to 6.750% 14.52% 319
6.750% to 7.000% 19.98% 320
7.000% to 7.250% 15.12% 313
7.250% to 7.500% 17.19% 320
7.500% to 7.750% 10.31% 315
7.750% to 8.000% 6.76% 293
8.000% to 8.250% 2.84% 298
8.250% to 8.500% 0.56% 286
8.500% to 8.750% 0.64% 281
8.750% to 9.000% 2.35% 225
9.000% to 9.250% 3.65% 276
9.250% & Above 0.15% 106
Total 100.00% 311
Adjustable Rate Group 3
Distribution of Mortgage Interest Rates
Current Mor Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.200%
6.250% to 6.500% 6.421%
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% 7.395%
7.500% to 7.750% 7.677%
7.750% to 8.000% 7.901%
8.000% to 8.250% 8.157%
8.250% to 8.500% 8.395%
8.500% to 8.750% 8.750%
8.750% to 9.000% 8.991%
9.000% to 9.250% 9.246%
9.250% & Above 9.619%
Total 7.392%
W/Avg Mortgage Interest Rate is 7.392%
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 31,162
5 to 100 4 262,324
100 to 150 6 739,453
150 to 200 4 737,040
200 to 250 27 6,531,244
250 to 300 127 34,628,250
300 to 350 72 23,155,699
350 to 400 41 15,297,357
400 to 450 21 8,899,371
450 to 500 29 13,823,249
500 to 550 15 7,925,845
550 to 600 11 6,282,017
600 to 650 7 4,359,148
650 to 700 3 2,011,470
700 to 3,000, 27 25,900,191
Total 395150,583,821
Adjustable Rate Group 4
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 0.02% 302
5 to 100 0.17% 255
100 to 150 0.49% 282
150 to 200 0.49% 235
200 to 250 4.34% 292
250 to 300 23.00% 319
300 to 350 15.38% 312
350 to 400 10.16% 324
400 to 450 5.91% 318
450 to 500 9.18% 314
500 to 550 5.26% 313
550 to 600 4.17% 324
600 to 650 2.89% 326
650 to 700 1.34% 327
700 to 3,000, 17.20% 327
Total 100.00% 318
Adjustable Rate Group 4
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 6.900%
5 to 100 7.062%
100 to 150 7.531%
150 to 200 7.044%
200 to 250 7.195%
250 to 300 6.980%
300 to 350 7.230%
350 to 400 7.060%
400 to 450 7.117%
450 to 500 6.920%
500 to 550 6.939%
550 to 600 7.001%
600 to 650 7.011%
650 to 700 6.918%
700 to 3,000, 7.014%
Total 7.191%
Average Scheduled Balance is 381,225
Maximum Scheduled Balance is 2,140,901
Minimum Scheduled Balance is 31,162
Adjustable Rate Group 4
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 311 118,000,917 78.36%
Condo 37 14,867,414 9.87%
PUD 37 14,129,859 9.38%
2-4 Family 3 1,260,701 0.84%
Co-op 3 1,177,848 0.78%
Unknown 2 618,508 0.41%
Town House 2 528,574 0.35%
Total 395 150,583,821 100.00%
Adjustable Rate Group 4
Distribution of Property Types
Property Typ Term Coupon
Single Famil 319 7.044%
Condo 312 6.989%
PUD 312 6.995%
2-4 Family 325 7.636%
Co-op 311 7.426%
Unknown 292 8.120%
Town House 337 7.091%
Total 318 7.191%
Adjustable Rate Group 4
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Illinois 188 72,540,905 48.17%
Michigan 119 41,075,216 27.28%
Indiana 31 11,815,716 7.85%
Florida 17 9,076,289 6.03%
Colorado 9 4,304,773 2.86%
Ohio 7 3,224,767 2.14%
Wisconsin 8 2,392,790 1.59%
Arizona 7 2,320,624 1.54%
Texas 3 1,729,343 1.15%
Pennsylvania 2 965,362 0.64%
California 2 575,086 0.38%
Kentucky 1 310,979 0.21%
Utah 1 251,971 0.17%
Total 395 150,583,821 100.00%
Adjustable Rate Group 4
Geographic Distribution
Geographic
Location Term Coupon
Illinois 317 6.992%
Michigan 316 7.099%
Indiana 319 7.001%
Florida 311 7.041%
Colorado 335 7.077%
Ohio 322 7.326%
Wisconsin 336 7.524%
Arizona 326 7.126%
Texas 339 6.772%
Pennsylvania 325 6.997%
California 290 7.953%
Kentucky 328 7.250%
Utah 328 6.850%
Total 318 7.191%
Adjustable Rate Group 4
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 6 2,072,057 1.38%
1+ to 2 yea 41 16,694,207 11.09%
2+ to 3 year 225 90,961,539 60.41%
3+ to 4 year 44 14,516,600 9.64%
4+ to 5 year 53 17,214,383 11.43%
5+ to 6 year 7 3,618,136 2.40%
6+ to 7 year 4 1,216,485 0.81%
7+ to 8 year 3 765,001 0.51%
8+ to 9 year 1 307,529 0.20%
9+ to 10 yea 1 233,689 0.16%
10 years or 2 451,366 0.30%
Total 387 148,050,991 98.32%
Adjustable Rate Group 4
Loan Seasoning
Number of Ye Term Coupon
$0 341 7.145%
$0 337 7.128%
$0 322 6.916%
$0 310 7.256%
$0 295 7.100%
Distribution 293 7.226%
Current Sch 283 7.816%
Balances 219 9.000%
$0 256 9.000%
$50,000 124 9.000%
$100,000 189 9.000%
$150,000 318 7.191%
Adjustable Rate Group 4
Distribution of Mortgage Interest Rates
Current Mor Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 5 1,868,279
6.250% to 6.500% 20 8,814,937
6.500% to 6.750% 94 34,551,119
6.750% to 7.000% 139 55,594,023
7.000% to 7.250% 47 17,333,138
7.250% to 7.500% 26 11,683,427
7.500% to 7.750% 32 10,190,015
7.750% to 8.000% 13 4,281,221
8.000% to 8.250% 1 276,783
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000% 9 2,370,438
9.000% to 9.250% 9 3,620,441
9.250% & Above
Total 395150,583,821
Adjustable Rate Group 4
Distribution of Mortgage Interest Rates
Current Mor Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 1.24% 296
6.250% to 6.500% 5.85% 322
6.500% to 6.750% 22.94% 316
6.750% to 7.000% 36.92% 320
7.000% to 7.250% 11.51% 311
7.250% to 7.500% 7.76% 330
7.500% to 7.750% 6.77% 333
7.750% to 8.000% 2.84% 300
8.000% to 8.250% 0.18% 310
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000% 1.57% 231
9.000% to 9.250% 2.40% 320
9.250% & Above
Total 100.00% 318
Adjustable Rate Group 4
Distribution of Mortgage Interest Rates
Current Mor Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.208%
6.250% to 6.500% 6.414%
6.500% to 6.750% 6.664%
6.750% to 7.000% 6.906%
7.000% to 7.250% 7.131%
7.250% to 7.500% 7.392%
7.500% to 7.750% 7.647%
7.750% to 8.000% 7.888%
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 7.191%
W/Avg Mortgage Interest Rate is 7.191%
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 45 1,605,565
5 to 100 147 11,064,248
100 to 150 130 15,832,575
150 to 200 73 12,689,242
200 to 250 92 20,747,085
250 to 300 1 273,395
300 to 350 1 328,520
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 489 62,540,630
Adjustable Rate Group 5
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 2.57% 298
5 to 100 17.69% 315
100 to 150 25.32% 330
150 to 200 20.29% 331
200 to 250 33.17% 329
250 to 300 0.44% 345
300 to 350 0.53% 327
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 5
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.875%
5 to 100 7.378%
100 to 150 7.270%
150 to 200 7.269%
200 to 250 7.145%
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 7.342%
Average Scheduled Balance is 127,895
Maximum Scheduled Balance is 328,520
Minimum Scheduled Balance is 8,498
Adjustable Rate Group 5
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 362 45,548,811 72.83%
Condo 70 9,068,620 14.50%
PUD 31 4,459,552 7.13%
2-4 Family 21 2,942,164 4.70%
Co-op 3 344,740 0.55%
Unknown 2 176,744 0.28%
Total 489 62,540,630 100.00%
Adjustable Rate Group 5
Distribution of Property Types
Property Typ Term Coupon
Single Famil 324 7.272%
Condo 333 7.222%
PUD 337 7.306%
2-4 Family 325 7.122%
Co-op 320 7.236%
Unknown 331 7.271%
Total 327 7.342%
Adjustable Rate Group 5
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Illinois 151 22,546,149 36.05%
Michigan 144 17,977,453 28.75%
Indiana 95 10,588,438 16.93%
Wisconsin 16 2,047,497 3.27%
Ohio 19 2,002,788 3.20%
Kentucky 20 1,874,566 3.00%
Florida 15 1,862,691 2.98%
Colorado 7 1,069,759 1.71%
Louisiana 7 895,159 1.43%
Utah 6 687,816 1.10%
Arizona 4 560,245 0.90%
Texas 2 250,762 0.40%
Neveda 1 104,299 0.17%
Missouri 1 49,074 0.08%
New York 1 23,934 0.04%
Total 489 62,540,630 100.00%
Adjustable Rate Group 5
Geographic Distribution
Geographic
Location Term Coupon
Illinois 327 7.223%
Michigan 326 7.321%
Indiana 319 7.152%
Wisconsin 329 7.393%
Ohio 324 7.350%
Kentucky 324 7.393%
Florida 338 7.348%
Colorado 345 7.340%
Louisiana 345 7.310%
Utah 343 6.956%
Arizona 341 7.375%
Texas 340 7.483%
Neveda 335 7.000%
Missouri 331 6.900%
New York 294 7.800%
Total 327 7.342%
Adjustable Rate Group 5
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 8 1,280,011 2.05%
1+ to 2 yea 99 12,225,053 19.55%
2+ to 3 year 207 28,213,185 45.11%
3+ to 4 year 12 1,492,455 2.39%
4+ to 5 year 16 1,948,141 3.12%
5+ to 6 year 27 2,055,248 3.29%
6+ to 7 year 23 1,946,668 3.11%
7+ to 8 year 1 202,141 0.32%
8+ to 9 years
9+ to 10 years
10 years or more
Total 393 49,362,903 78.93%
Adjustable Rate Group 5
Loan Seasoning
Number of Ye Term Coupon
1 year or le 347 7.450%
1+ to 2 yea 329 7.068%
2+ to 3 year 324 7.024%
3+ to 4 year 314 7.700%
4+ to 5 year 307 7.626%
5+ to 6 year 284 8.294%
6+ to 7 year 274 7.623%
7+ to 8 year 273 6.950%
8+ to 9 year
9+ to 10 yea
10 years or
Total 327 7.342%
Adjustable Rate Group 5
Distribution of Mortgage Interest Rates
Current Mor Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250%
6.250% to 6.500% 5 814,046
6.500% to 6.750% 53 7,293,540
6.750% to 7.000% 133 18,593,553
7.000% to 7.250% 72 10,087,941
7.250% to 7.500% 58 6,674,595
7.500% to 7.750% 84 11,440,708
7.750% to 8.000% 35 4,095,439
8.000% to 8.250% 18 1,517,080
8.250% to 8.500% 17 1,124,538
8.500% to 8.750% 7 502,661
8.750% to 9.000% 6 301,946
9.000% to 9.250% 1 94,582
9.250% & Above
Total 489 62,540,630
Adjustable Rate Group 5
Distribution of Mortgage Interest Rates
Current Mor Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250%
6.250% to 6.500% 1.30% 279
6.500% to 6.750% 11.66% 332
6.750% to 7.000% 29.73% 322
7.000% to 7.250% 16.13% 322
7.250% to 7.500% 10.67% 334
7.500% to 7.750% 18.29% 344
7.750% to 8.000% 6.55% 330
8.000% to 8.250% 2.43% 296
8.250% to 8.500% 1.80% 289
8.500% to 8.750% 0.80% 286
8.750% to 9.000% 0.48% 268
9.000% to 9.250% 0.15% 293
9.250% & Above
Total 100.00% 327
Adjustable Rate Group 5
Distribution of Mortgage Interest Rates
Current Mor 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% 6.928%
7.000% to 7.250% 7.141%
7.250% to 7.500% 7.449%
7.500% to 7.750% 7.645%
7.750% to 8.000% 7.866%
8.000% to 8.250% 8.191%
8.250% to 8.500% 8.411%
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 7.342%
W/Avg Mortgage Interest Rate is 7.342%
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 1 82,569
100 to 150
150 to 200 3 544,107
200 to 250 17 4,148,453
250 to 300 124 34,077,507
300 to 350 84 27,381,769
350 to 400 66 24,880,108
400 to 450 32 13,475,249
450 to 500 25 11,913,198
500 to 550 20 10,496,441
550 to 600 13 7,531,830
600 to 650 16 9,950,029
650 to 700 5 3,386,872
700 to 3,000, 33 33,832,657
Total 439181,700,789
Adjustable Rate Group 6
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5
5 to 100 0.05% 325
100 to 150
150 to 200 0.30% 329
200 to 250 2.28% 314
250 to 300 18.75% 332
300 to 350 15.07% 334
350 to 400 13.69% 334
400 to 450 7.42% 335
450 to 500 6.56% 334
500 to 550 5.78% 337
550 to 600 4.15% 333
600 to 650 5.48% 338
650 to 700 1.86% 333
700 to 3,000, 18.62% 329
Total 100.00% 332
Adjustable Rate Group 6
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 50,000
5 to 100 7.375%
100 to 150,000
150 to 200 6.969%
200 to 250 6.993%
250 to 300 7.228%
300 to 350 7.212%
350 to 400 7.186%
400 to 450 7.166%
450 to 500 7.258%
500 to 550 7.252%
550 to 600 7.215%
600 to 650 7.237%
650 to 700 6.914%
700 to 3,000, 6.882%
Total 7.177%
Average Scheduled Balance is 413,897
Maximum Scheduled Balance is 1,977,580
Minimum Scheduled Balance is 82,569
Adjustable Rate Group 6
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 333 141,315,106 77.77%
Condo 53 18,701,609 10.29%
PUD 46 18,642,090 10.26%
2-4 Family 6 2,769,085 1.52%
Town House 1 272,899 0.15%
Total 439 181,700,789 100.00%
Adjustable Rate Group 6
Distribution of Property Types
Property Typ Term Coupon
Single Famil 331 7.102%
Condo 338 7.297%
PUD 338 7.263%
2-4 Family 333 7.389%
Town House 336 6.750%
Total 332 7.177%
Adjustable Rate Group 6
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Michigan 156 63,005,876 34.68%
Illinois 143 60,036,666 33.04%
Indiana 52 21,608,196 11.89%
Colorado 17 7,540,980 4.15%
Florida 14 5,593,485 3.08%
Ohio 15 5,336,978 2.94%
Wisconsin 9 3,740,254 2.06%
Kentucky 8 2,836,234 1.56%
Connecticut 1 1,698,189 0.93%
Arizona 4 1,634,171 0.90%
Louisiana 4 1,627,009 0.90%
California 2 1,057,987 0.58%
Utah 2 938,856 0.52%
Maryland 1 677,407 0.37%
Maine 1 519,169 0.29%
Texas 1 515,314 0.28%
Missouri 1 497,466 0.27%
New Jersey 1 463,423 0.26%
Montana 1 455,118 0.25%
Wyoming 1 395,937 0.22%
Washington 1 336,033 0.18%
Pennsylvania 1 336,024 0.18%
Georgia 1 322,138 0.18%
New Hampshir 1 266,817 0.15%
Kansas 1 261,063 0.14%
Total 439 181,700,789 100.00%
Adjustable Rate Group 6
Geographic Distribution
Geographic
Location Term Coupon
Michigan 336 7.239%
Illinois 328 6.998%
Indiana 324 7.091%
Colorado 339 7.393%
Florida 341 7.373%
Ohio 333 7.282%
Wisconsin 339 7.212%
Kentucky 336 7.303%
Connecticut 329 6.650%
Arizona 348 7.270%
Louisiana 346 7.426%
California 332 6.363%
Utah 348 7.342%
Maryland 327 6.550%
Maine 333 6.950%
Texas 337 7.550%
Missouri 347 7.500%
New Jersey 340 6.750%
Montana 346 7.600%
Wyoming 348 7.000%
Washington 328 7.000%
Pennsylvania 346 7.100%
Georgia 341 6.550%
New Hampshir 350 7.650%
Kansas 333 7.500%
Total 332 7.177%
Adjustable Rate Group 6
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 44 17,572,413 9.67%
1+ to 2 yea 94 43,875,513 24.15%
2+ to 3 year 194 75,179,716 41.38%
3+ to 4 year 18 8,725,036 4.80%
4+ to 5 year 10 5,223,904 2.88%
5+ to 6 year 1 237,619 0.13%
6+ to 7 year 4 1,617,046 0.89%
7+ to 8 year 1 396,222 0.22%
8+ to 9 years
9+ to 10 years
10 years or more
Total 366 152,827,468 84.11%
Adjustable Rate Group 6
Loan Seasoning
Number of Ye Term Coupon
1 year or le 347 7.5373%
1+ to 2 yea 338 7.0766%
2+ to 3 year 326 6.9383%
3+ to 4 year 318 7.2266%
4+ to 5 year 298 6.9013%
5+ to 6 year 295 6.8000%
6+ to 7 year 282 6.8563%
7+ to 8 year 269 7.1500%
8+ to 9 year
9+ to 10 yea
10 years or
Total 332 7.1773%
Adjustable Rate Group 6
Distribution of Mortgage Interest Rates
Current Mor Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 2 1,630,406
6.250% to 6.500% 8 4,915,298
6.500% to 6.750% 55 28,351,347
6.750% to 7.000% 148 60,753,814
7.000% to 7.250% 67 24,619,431
7.250% to 7.500% 27 10,399,567
7.500% to 7.750% 103 40,271,341
7.750% to 8.000% 26 9,365,778
8.000% to 8.250% 3 1,393,807
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 439181,700,789
Adjustable Rate Group 6
Distribution of Mortgage Interest Rates
Current Mor Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.90% 334
6.250% to 6.500% 2.71% 329
6.500% to 6.750% 15.60% 327
6.750% to 7.000% 33.44% 326
7.000% to 7.250% 13.55% 327
7.250% to 7.500% 5.72% 338
7.500% to 7.750% 22.16% 346
7.750% to 8.000% 5.15% 343
8.000% to 8.250% 0.77% 331
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% 332
Adjustable Rate Group 6
Distribution of Mortgage Interest Rates
Current Mor 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% 6.682%
6.750% to 7.000% 6.914%
7.000% to 7.250% 7.144%
7.250% to 7.500% 7.413%
7.500% to 7.750% 7.653%
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 7.177%
W/Avg Mortgage Interest Rate is 7.18%
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 33 1,206,884
5 to 100 98 7,662,355
100 to 150 76 9,243,639
150 to 200 43 7,541,232
200 to 250 101 23,229,858
250 to 300 3 808,069
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 354 49,692,037
Adjustable Rate Group 7
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 2.43% 300
5 to 100 15.42% 319
100 to 150 18.60% 324
150 to 200 15.18% 329
200 to 250 46.75% 328
250 to 300 1.63% 335
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% 326
Adjustable Rate Group 7
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.687%
5 to 100 7.415%
100 to 150 7.283%
150 to 200 7.347%
200 to 250 7.220%
250 to 300 7.233%
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 7.391%
Average Scheduled Balance is 140,373
Maximum Scheduled Balance is 287,646
Minimum Scheduled Balance is 10,596
Adjustable Rate Group 7
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 230 33,129,022 66.67%
Condo 70 8,907,544 17.93%
2-4 Family 38 4,915,108 9.89%
PUD 11 1,978,478 3.98%
Co-op 4 525,095 1.06%
Town House 1 236,790 0.48%
Total 354 49,692,037 100.00%
Adjustable Rate Group 7
Distribution of Property Types
Property Typ Term Coupon
Single Famil 327 7.266%
Condo 329 7.309%
2-4 Family 320 7.403%
PUD 306 7.236%
Co-op 288 8.088%
Town House 328 6.850%
Total 326 7.391%
Adjustable Rate Group 7
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Michigan 131 17,801,670 35.82%
Illinois 111 17,383,070 34.98%
Indiana 50 6,331,345 12.74%
Ohio 18 2,278,686 4.59%
Florida 8 1,585,810 3.19%
Colorado 9 1,060,434 2.13%
Arizona 6 991,116 1.99%
Wisconsin 6 678,995 1.37%
Kentucky 5 664,124 1.34%
Texas 6 374,240 0.75%
Louisiana 1 237,755 0.48%
Virginia 1 126,428 0.25%
Wyoming 1 119,550 0.24%
Neveda 1 58,814 0.12%
Total 354 49,692,037 100.00%
Adjustable Rate Group 7
Geographic Distribution
Geographic
Location Term Coupon
Michigan 327 7.258%
Illinois 325 7.288%
Indiana 322 7.312%
Ohio 329 7.391%
Florida 311 7.257%
Colorado 327 7.267%
Arizona 326 7.267%
Wisconsin 330 7.391%
Kentucky 338 7.619%
Texas 341 7.490%
Louisiana 347 7.850%
Virginia 332 6.875%
Wyoming 336 7.250%
Neveda 301 7.650%
Total 326 7.391%
Adjustable Rate Group 7
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 11 1,606,929 3.23%
1+ to 2 yea 61 7,777,921 15.65%
2+ to 3 year 204 31,465,381 63.32%
3+ to 4 year 11 1,133,847 2.28%
4+ to 5 year 25 2,663,368 5.36%
5+ to 6 year 17 1,461,610 2.94%
6+ to 7 year 4 661,090 1.33%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 333 46,770,145 94.12%
Adjustable Rate Group 7
Loan Seasoning
Number of Ye Term Coupon
1 year or le 339 7.7079%
1+ to 2 yea 338 7.1624%
2+ to 3 year 326 7.2011%
3+ to 4 year 315 7.8530%
4+ to 5 year 294 7.3867%
5+ to 6 year 285 7.4542%
6+ to 7 year 280 8.0538%
7+ to 8 year
8+ to 9 year
9+ to 10 yea
10 years or
Total 326 7.3906%
Adjustable Rate Group 7
Distribution of Mortgage Interest Rates
Current Mor 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 1,868,992
6.750% to 7.000% 54 8,383,995
7.000% to 7.250% 127 20,302,281
7.250% to 7.500% 46 6,215,277
7.500% to 7.750% 56 5,940,535
7.750% to 8.000% 41 5,218,951
8.000% to 8.250% 14 1,324,676
8.250% to 8.500% 5 437,329
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 354 49,692,037
Adjustable Rate Group 7
Distribution of Mortgage Interest Rates
Current Mor 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% 3.76%
6.750% to 7.000% 16.87%
7.000% to 7.250% 40.86%
7.250% to 7.500% 12.51%
7.500% to 7.750% 11.95%
7.750% to 8.000% 10.50%
8.000% to 8.250% 2.67%
8.250% to 8.500% 0.88%
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 Mor 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% 333 6.725%
6.750% to 7.000% 330 6.900%
7.000% to 7.250% 324 7.151%
7.250% to 7.500% 328 7.381%
7.500% to 7.750% 321 7.636%
7.750% to 8.000% 336 7.866%
8.000% to 8.250% 301 8.152%
8.250% to 8.500% 275 8.491%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 326 7.391%
W/Avg Mortgage Interest Rate is 7.391%
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 2 223,064
150 to 200 1 164,966
200 to 250 31 7,546,131
250 to 300 181 49,503,347
300 to 350 103 33,238,552
350 to 400 78 29,296,792
400 to 450 35 14,865,517
450 to 500 28 13,445,808
500 to 550 11 5,789,041
550 to 600 12 6,920,422
600 to 650 14 8,761,322
650 to 700 12 8,088,200
700 to 3,000, 39 39,768,669
Total 547217,611,834
Adjustable Rate Group 8
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5
5 to 100
100 to 150 0.10% 323
150 to 200 0.08% 337
200 to 250 3.47% 316
250 to 300 22.75% 331
300 to 350 15.27% 330
350 to 400 13.46% 332
400 to 450 6.83% 332
450 to 500 6.18% 328
500 to 550 2.66% 332
550 to 600 3.18% 313
600 to 650 4.03% 327
650 to 700 3.72% 331
700 to 3,000, 18.28% 334
Total 100.00% 330
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 7.181%
250 to 300 7.268%
300 to 350 7.286%
350 to 400 7.217%
400 to 450 7.280%
450 to 500 7.187%
500 to 550 7.107%
550 to 600 7.219%
600 to 650 7.186%
650 to 700 7.137%
700 to 3,000, 7.295%
Total 7.282%
Average Scheduled Balance is 397,828
Maximum Scheduled Balance is 1,736,511
Minimum Scheduled Balance is 105,628
Adjustable Rate Group 8
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 439 179,827,287 82.64%
Condo 53 19,597,762 9.01%
PUD 45 14,856,590 6.83%
2-4 Family 4 1,766,180 0.81%
Town House 5 1,327,448 0.61%
Co-op 1 236,566 0.11%
Total 547 217,611,834 100.00%
Adjustable Rate Group 8
Distribution of Property Types
Property Typ Term Coupon
Single Famil 331 7.261%
Condo 327 7.150%
PUD 331 7.181%
2-4 Family 308 7.269%
Town House 327 7.149%
Co-op 271 9.125%
Total 330 7.282%
Adjustable Rate Group 8
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Michigan 197 78,260,543 35.96%
Illinois 180 67,126,258 30.85%
Indiana 74 27,641,619 12.70%
Florida 26 11,697,528 5.38%
Ohio 19 9,152,658 4.21%
Colorado 11 6,051,688 2.78%
Kentucky 10 4,131,685 1.90%
Wisconsin 10 4,064,503 1.87%
California 3 2,511,528 1.15%
New York 2 1,441,157 0.66%
Washington 1 987,385 0.45%
Louisiana 3 955,642 0.44%
Georgia 2 752,265 0.35%
Texas 2 611,015 0.28%
Utah 1 413,083 0.19%
Massachusett 1 379,784 0.17%
North Caroli 1 301,340 0.14%
Montana 1 300,793 0.14%
Maine 1 287,033 0.13%
Arizona 1 272,661 0.13%
Minnesota 1 271,665 0.12%
Total 547 217,611,834 100.00%
Adjustable Rate Group 8
Geographic Distribution
Geographic
Location Term Coupon
Michigan 332 7.240%
Illinois 328 7.176%
Indiana 323 7.203%
Florida 328 7.178%
Ohio 335 7.397%
Colorado 344 7.578%
Kentucky 346 7.617%
Wisconsin 335 7.529%
California 313 7.324%
New York 327 7.103%
Washington 334 7.800%
Louisiana 346 7.709%
Georgia 330 7.171%
Texas 339 7.147%
Utah 328 7.250%
Massachusett 344 7.200%
North Caroli 348 7.400%
Montana 345 8.000%
Maine 340 7.100%
Arizona 349 7.450%
Minnesota 348 7.900%
Total 330 7.282%
Adjustable Rate Group 8
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 26 10,124,494 4.65%
1+ to 2 yea 80 37,139,916 17.07%
2+ to 3 year 372 140,088,675 64.38%
3+ to 4 year 7 3,036,616 1.40%
4+ to 5 year 8 4,286,546 1.97%
5+ to 6 year 2 534,153 0.25%
6+ to 7 year 2 988,551 0.45%
7+ to 8 year 1 236,566 0.11%
8+ to 9 years
9+ to 10 years
10 years or more
Total 498 196,435,518 90.27%
Adjustable Rate Group 8
Loan Seasoning
Number of Ye Term Coupon
1 year or le 345 7.5955%
1+ to 2 yea 340 7.1834%
2+ to 3 year 326 7.1576%
3+ to 4 year 317 7.2504%
4+ to 5 year 304 7.2927%
5+ to 6 year 298 7.0177%
6+ to 7 year 279 7.1177%
7+ to 8 year 271 9.1250%
8+ to 9 year
9+ to 10 yea
10 years or
Total 330 7.2818%
Adjustable Rate Group 8
Distribution of Mortgage Interest Rates
Current Mor 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 8,384,575
6.750% to 7.000% 81 35,442,847
7.000% to 7.250% 253 96,170,314
7.250% to 7.500% 97 36,951,925
7.500% to 7.750% 42 16,557,602
7.750% to 8.000% 52 22,906,211
8.000% to 8.250% 1 961,794
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250% 1 236,566
9.250% & Above
Total 547217,611,834
Adjustable Rate Group 8
Distribution of Mortgage Interest Rates
Current Mor 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% 3.85% 326
6.750% to 7.000% 16.29% 331
7.000% to 7.250% 44.19% 327
7.250% to 7.500% 16.98% 327
7.500% to 7.750% 7.61% 334
7.750% to 8.000% 10.53% 345
8.000% to 8.250% 0.44% 348
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250% 0.11% 271
9.250% & Above
Total 100.00% 330
Adjustable Rate Group 8
Distribution of Mortgage Interest Rates
Current Mor 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% 7.1388%
7.250% to 7.500% 7.3664%
7.500% to 7.750% 7.6334%
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 7.2818%
W/Avg Mortgage Interest Rate is 7.282%
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 5 457 12,504,448
5 to 100 744 54,528,344
100 to 150 409 50,017,254
150 to 200 153 26,632,980
200 to 250 75 16,499,153
250 to 300 30 8,121,497
300 to 350 21 6,874,311
350 to 400 9 3,347,227
400 to 450 2 880,248
450 to 500 10 4,700,180
500 to 550 4 2,058,194
550 to 600 3 1,686,968
600 to 650 2 1,284,201
650 to 700
700 to 3,000, 3 2,276,559
Total 1922191,411,563
Fixed Rate Group
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 6.53% 242
5 to 100 28.49% 292
100 to 150 26.13% 293
150 to 200 13.91% 295
200 to 250 8.62% 311
250 to 300 4.24% 290
300 to 350 3.59% 307
350 to 400 1.75% 312
400 to 450 0.46% 289
450 to 500 2.46% 286
500 to 550 1.08% 322
550 to 600 0.88% 277
600 to 650 0.67% 344
650 to 700
700 to 3,000, 1.19% 327
Total 100.00% 293
Fixed Rate Group
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.624%
5 to 100 7.294%
100 to 150 7.213%
150 to 200 7.095%
200 to 250 7.245%
250 to 300 7.452%
300 to 350 7.275%
350 to 400 7.231%
400 to 450 7.314%
450 to 500 7.348%
500 to 550 7.341%
550 to 600 7.122%
600 to 650 8.027%
650 to 700,000
700 to 3,000, 7.460%
Total 7.362%
Average Scheduled Balance is 99,590
Maximum Scheduled Balance is 784,005
Minimum Scheduled Balance is 1,874
Fixed Rate Group
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 1479 143,239,498 4819.00%
Condo 246 22,065,601 863.00%
2-4 Family 125 14,436,387 319.00%
PUD 50 8,653,421 314.00%
Town House 15 1,996,206 37.00%
Unknown 7 1,020,451 23.00%
Total 1922 191,411,563 6375.00%
Fixed Rate Group
Distribution of Property Types
Property Typ Term Coupon
Single Famil 291 7.282%
Condo 297 7.212%
2-4 Family 296 7.278%
PUD 313 7.292%
Town House 256 7.242%
Unknown 256 7.423%
Total 293 7.362%
Fixed Rate Group
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Illinois 962 108,172,645 56.51%
Michigan 283 31,634,811 16.53%
Indiana 277 24,566,414 12.83%
Ohio 118 6,675,001 3.49%
Florida 47 4,092,371 2.14%
Louisiana 61 3,132,950 1.64%
Kentucky 53 2,988,154 1.56%
Texas 55 2,613,988 1.37%
Arizona 30 2,274,161 1.19%
Wisconsin 14 1,225,366 0.64%
Colorado 4 836,670 0.44%
California 3 758,132 0.40%
New York 2 747,133 0.39%
Oklahoma 5 490,596 0.26%
Iowa 1 250,785 0.13%
North Caroli 1 230,966 0.12%
South Caroli 1 192,240 0.10%
Delaware 1 181,216 0.09%
Rhode Island 1 155,715 0.08%
New Jersey 1 98,353 0.05%
Neveda 1 86,852 0.05%
Georgia 1 7,046 0.00%
Total 1922 191,411,563 100.00%
Fixed Rate Group
Geographic Distribution
Geographic
Location Term Coupon
Illinois 287 7.179%
Michigan 306 7.315%
Indiana 291 7.388%
Ohio 293 7.582%
Florida 321 7.449%
Louisiana 311 7.148%
Kentucky 289 7.494%
Texas 284 7.874%
Arizona 297 7.580%
Wisconsin 300 7.373%
Colorado 339 6.998%
California 306 7.462%
New York 337 8.568%
Oklahoma 285 7.622%
Iowa 192 7.125%
North Caroli 342 7.150%
South Caroli 338 7.000%
Delaware 272 7.000%
Rhode Island 339 7.500%
New Jersey 328 7.100%
Neveda 330 7.350%
Georgia 38 8.900%
Total 293 7.362%
Fixed Rate Group
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 9 54,528,344 0.42%
1+ to 2 yea 353 50,017,254 25.41%
2+ to 3 year 638 26,632,980 35.61%
3+ to 4 year 119 16,499,153 5.37%
4+ to 5 year 61 8,121,497 3.07%
5+ to 6 year 28 6,874,311 1.08%
6+ to 7 year 330 3,347,227 17.50%
7+ to 8 year 169 880,248 8.67%
8+ to 9 year 40 4,700,180 0.95%
9+ to 10 yea 2 2,058,194 0.11%
10 years or 162 1,686,968 1.25%
Total 1911 175,346,356 99.45%
Fixed Rate Group
Loan Seasoning
Number of Ye Term Coupon
1 year or le 345 7.4495%
1+ to 2 yea 328 7.1443%
2+ to 3 year 308 7.3465%
3+ to 4 year 299 7.9429%
4+ to 5 year 275 7.3564%
5+ to 6 year 272 7.6180%
6+ to 7 year 255 6.9984%
7+ to 8 year 242 7.1781%
8+ to 9 year 206 7.8956%
9+ to 10 yea 159 7.0426%
10 years or 85 8.3408%
Total 293 7.3616%
Fixed Rate Group
Distribution of Mortgage Interest Rates
Current Mor Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 1 127,633
6.250% to 6.500% 50 4,533,774
6.500% to 6.750% 83 7,740,910
6.750% to 7.000% 387 44,518,954
7.000% to 7.250% 511 56,006,069
7.250% to 7.500% 352 39,956,470
7.500% to 7.750% 152 17,491,252
7.750% to 8.000% 109 9,404,479
8.000% to 8.250% 59 4,328,652
8.250% to 8.500% 83 3,483,617
8.500% to 8.750% 69 1,420,944
8.750% to 9.000% 49 2,196,434
9.000% to 9.250% 17 202,376
9.250% & Above
Total 1922191,411,563
Fixed Rate Group
Distribution of Mortgage Interest Rates
Current Mor Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.07% 206
6.250% to 6.500% 2.37% 264
6.500% to 6.750% 4.04% 262
6.750% to 7.000% 23.26% 283
7.000% to 7.250% 29.26% 298
7.250% to 7.500% 20.87% 309
7.500% to 7.750% 9.14% 304
7.750% to 8.000% 4.91% 300
8.000% to 8.250% 2.26% 273
8.250% to 8.500% 1.82% 266
8.500% to 8.750% 0.74% 195
8.750% to 9.000% 1.15% 262
9.000% to 9.250% 0.11% 123
9.250% & Above
Total 100.00% 293
Fixed Rate Group
Distribution of Mortgage Interest Rates
Current Mor 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% 7.382%
7.500% to 7.750% 7.643%
7.750% to 8.000% 7.906%
8.000% to 8.250% 8.167%
8.250% to 8.500% 8.430%
8.500% to 8.750% 8.671%
8.750% to 9.000% 8.891%
9.000% to 9.250% 9.233%
9.250% & Above
Total 7.362%
W/Avg Mortgage Interest Rate is 7.362%
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
12/14/00 - 14:38 (D561-D581) (c) 2000 LaSalle Bank N.A.
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