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Previous: ASIA PACIFIC FUND INC, POS AMI, EX-99.2, 2000-09-21 |
Next: ZAXIS INTERNATIONAL INC, 3, 2000-09-21 |
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: September 15, 2000
(Date of earliest event reported)
Structured Asset Securities Corporation
Commercial Mortgage Pass-Through Certificates
Bank One Mortgage-Backed Pass Through Certificates,
Series 2000-2
(Exact name of registrant as specified in charter)
Delaware 333-64351 13-3320910
(State or other juris- (Commission (I.R.S. Employer
diction of organization) File No.) Identification No.)
Eleven Madison Avenue, New York, New York 100010
(Address of principal executive offices) (Zip Code)
Registrant's Telephone Number, including area code (212)
325-2000
(Former name or former address, if changed since last report.)
ITEM 5.
On March 31, 2000, Asset Backed Securities
Corporation entered into a Pooling and Servicing Agreement
dated as of March 1, 2000 (the "Pooling and Servicing
Agreement"), by and among Asset Backed Securities
Corporation, as depositor, Bank One, National Association,
as seller and Servicer, Homeside Lending Inc., as servicer
and LaSalle Bank National Association, as trustee.
The Pooling and Servicing Agreement is annexed hereto as
Exhibit I.
ITEM 7. FINANCIAL STATEMENTS, PRO FORMA FINANCIAL
(a) Not applicable
(b) Not Applicable
(c) Exhibits
Exhibit No. Description
99 Monthly distribution report
100 pursuant to
Section 4.1 of the Pooling
and Servicing
Agreement for the distribution
on Sept. 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: September 19,2000
Structured Asset
Securities Corporation
By: /s Russell
Goldenberg
Russell
Goldenberg,
Senior Vice
President
Administrator:
Kori Sumser (800) 246-5761
135 S. LaSalle Street Suite 1625
Chicago, IL 60603
Bank One Mortgage-Backed Pass-Through Certificates
Bank One, National Association, Seller and Servicer
HomSide Lending, Inc., Servicer
Asset Backed Securities Corporation
Series 2000-2
ABN AMRO Acct: 67-8485-40-0
Statement Date 09/19/00
Payment Date: 09/15/00
Prior Payment: 08/15/00
Next Payment: 10/16/00
Record Date: 08/31/00
WAC: 7.341666%
WAMM: 316
Issue Id: BANK1002
ASAP #: 500
Monthly Data File Name: BANK1002_YYYYMM_3.EXE
Page(s)
REMIC Certificate Report 1-4
Bond Interest Summary 5
Bond Principal Summary 6
Cash Reconcilation Summary 7
Collateral Statistics 8
Aggregate Loan Pool Information ( 15 month h 9-18
Asset Stratifications 19-28
Modified Loan Detail 29
Closing Date: 3/31/00
First Payment Date: 4/17/00
Assumed Final Payment Date: 3/15/30
Contact Information
Depositor: Asset Backed Securities Corporation
Underwriter: Credit Suisse First Boston Mortgage Securities
Corp
Master Servicer: HomSide Lending, Inc.
Rated by: Fitch Investor Services Inc. / Standard & Poor's
Corporation
Information is available for this issue from the following
sources
LaSalle Web Site www.lnbabs.com
LaSalle Bulletin Board (714) 282-3990
LaSalle "ASAP" Fax Back Syste (714) 282-5518
LaSalle Factor Line (800) 246-5761
REMIC II
Class Original Opening Principal Principal
CUSIP Face Value (1) Balance Payment Adj. or Loss
Per $1,000 Per $1,000 Per $1,000 Per $1,000
1A 120,141,000.00 105,852,389.69 2,632,391.40 0.00
045413BW0 1,000.00 881.07 21.910849752 0.000000000
2A 152,653,000.00 133,348,994.93 6,624,529.74 0.00
045413BX8 1,000.00 873.54 43.396000996 0.000000000
3A 90,915,000.00 82,629,019.10 1,728,304.42 0.00
045413BY6 1,000.00 908.86 19.010112963 0.000000000
4A 176,766,000.00 162,404,095.42 4,243,264.27 0.00
045413BZ3 1,000.00 918.75 24.004979860 0.000000000
5A 69,100,000.00 64,953,923.09 473,977.30 0.00
045413CA7 1,000.00 940.00 6.859295224 0.000000000
6A 199,188,000.00 187,524,053.35 269,899.09 0.00
045413CB5 1,000.00 941.44 1.354996737 0.000000000
7A 54,542,000.00 52,033,012.22 521,338.64 0.00
045413CC3 1,000.00 954.00 9.558480437 0.000000000
8A 232,098,000.00 222,087,450.44 616,626.62 0.00
045413CD1 1,000.00 956.87 2.656751114 0.000000000
9A1 46,364,000.00 38,546,956.61 2,382,620.61 0.00
045413CE9 1,000.00 831.40 51.389453296 0.000000000
9A2 61,344,000.00 61,232,357.41 22,699.69 0.00
045413CF6 1,000.00 998.18 0.370039287 0.000000000
9A3 4,000,000.00 4,111,642.59 0.00 0.00
045413CG4 1,000.00 1,027.91 0.000000000 0.000000000
9AP 641,225.98 613,682.83 4,173.01 0.00
045413CH2 1,000.00 957.05 6.507857645 0.000000000
9AX 208,581,414.00 200,058,398.45 0.00 0.00
045413CJ8 1,000.00 959.14 0.000000000 0.000000000
M-1 34,817,000.00 34,561,687.21 52,296.85 0.00
045413CK5 1,000.00 992.67 1.502049379 0.000000000
M-2 16,821,000.00 16,697,651.72 25,265.97 0.00
045413CL3 1,000.00 992.67 1.502049474 0.000000000
1,400,222,723.41,210,867,134.07 19,664,374.88 0.00
Class Negative Closing Interest
CUSIP Amortization Balance Payment
1A 0.00 103,219,998.29 680,511.52
045413BW0 0.00000000000 859.15714277391 5.66427380124
2A 0.00 126,724,465.19 816,060.50
045413BX8 0.00000000000 830.14723058178 5.34585302356
3A 0.00 80,900,714.68 477,330.06
045413BY6 0.00000000000 889.85002122862 5.25028939872
4A 0.00 158,160,831.15 902,647.66
045413BZ3 0.00000000000 894.74690353349 5.10645518735
5A 0.00 64,479,945.79 372,626.74
045413CA7 0.00000000000 933.13959175109 5.39257228395
6A 0.00 187,254,154.26 1,058,049.10
045413CB5 0.00000000000 940.08752665823 5.31181142981
7A 0.00 51,511,673.58 299,831.44
045413CC3 0.00000000000 944.44049686480 5.49725790612
8A 0.00 221,470,823.82 1,271,854.81
045413CD1 0.00000000000 954.21254737223 5.47981803614
9A1 0.00 36,164,336.00 212,811.32
045413CE9 0.00000000000 780.00897247865 4.59001214199
9A2 0.00 61,209,657.72 338,053.64
045413CF6 0.00000000000 997.81001760563 5.51078573076
9A3 22,699.69 4,134,342.28 0.00
045413CG4 5.674922500001,033.5855700000 0.00000000000
9AP 0.00 609,509.82 0.00
045413CH2 0.00000000000 950.53824862180 0.00000000000
9AX 0.00 197,527,108.37 70,729.24
045413CJ8 0.00000000000 947.00244178995 0.33909654884
M-1 0.00 34,509,390.36 190,809.31
045413CK5 0.00000000000 991.16495849729 5.48034910547
M-2 0.00 16,672,385.75 92,184.95
045413CL3 0.00000000000 991.16495749361 5.48034909959
22,699.691,191,225,458.89 7,027,908.79
Class Interest Pass-Through
CUSIP Adjustment Rate (2)
0 Next Rate (3)
0
1A 0.00 7.71464702%
045413BW0 0.00000000000 0.07188143
2A 0.00 7.34368191%
045413BX8 0.00000000000 0.07115928
3A 0.00 6.93214175%
045413BY6 0.00000000000 0.07050491
4A 0.00 6.66964208%
045413BZ3 0.00000000000 0.07083106
5A 0.00 6.88414298%
045413CA7 0.00000000000 0.07111187
6A 0.00 6.77064564%
045413CB5 0.00000000000 0.07062646
7A 0.00 6.91479723%
045413CC3 0.00000000000 0.07008126
8A 0.00 6.87218375%
045413CD1 0.00000000000 0.07088700
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 0.42425155%
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 12,427,198.27 18,804.16 0.00
045413CM1 1000.00000000 992.66700775 1.50204942 0.00000000
B-1 16,638,000.00 16,515,993.67 24,991.09 0.00
045413CN9 1000.00000000 992.66700745 1.50204906 0.00000000
B-2 7,720,000.00 7,663,389.31 11,595.82 0.00
045413CP4 1000.00000000 992.66700907 1.50204952 0.00000000
B-3 7,720,248.72 7,663,636.21 11,596.19 0.00
045413CQ2 1000.00000000 992.66700957 1.50204907 0.00000000
R-II 0.00 0.00 0.00 0.00
045413CS8 1000.00000000 0.00000000 0.00000000 0.00000000
1,400,222,723.41,210,867,134.07 19,664,374.88 0.00
Negative Closing Interest
Class Amortization Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
M-3 0.00 12,408,394.11 68,608.49
045413CM1 0.0000000000 991.1649580637 5.4803491053
B-1 0.00 16,491,002.58 91,182.05
045413CN9 0.0000000000 991.1649585287 5.4803491036
B-2 0.00 7,651,793.49 42,308.30
045413CP4 0.0000000000 991.1649598446 5.4803491126
B-3 0.00 7,652,040.02 42,309.66
045413CQ2 0.0000000000 991.1649608097 5.4803491153
R-II 0.00 0.00 0.00
045413CS8 0.0000000000 0.0000000000 0.0000000000
22,699.691,191,225,458.89 7,027,908.79
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-1 120,141,000.00 105,852,389.69 2,632,391.40 0.00
None 1000.000000000 881.067992525 21.910849752 0.000000000
LT-A-2 152,653,000.00 133,348,994.93 6,624,529.74 0.00
None 1000.000000000 873.543231577 43.396000996 0.000000000
LT-A-3 90,915,000.00 82,629,019.10 1,728,304.42 0.00
None 1000.000000000 908.860134191 19.010112963 0.000000000
LT-A-4 176,766,000.00 162,404,095.42 4,243,264.27 0.00
None 1000.000000000 918.751883394 24.004979860 0.000000000
LT-A-5 69,100,000.00 64,953,923.09 473,977.30 0.00
None 1000.000000000 939.998886975 6.859295224 0.000000000
LT-A-6 199,188,000.00 187,524,053.35 269,899.09 0.00
None 1000.000000000 941.442523395 1.354996737 0.000000000
LT-A-7 54,542,000.00 52,033,012.22 521,338.64 0.00
None 1000.000000000 953.998977302 9.558480437 0.000000000
LT-A-8 232,098,000.00 222,087,450.44 616,626.62 0.00
None 1000.000000000 956.869298486 2.656751114 0.000000000
LT-A-9 111,708,000.00 103,890,956.61 2,405,320.30 0.00
None 1000.000000000 930.022528467 21.532211682 0.000000000
LT-PO-9 641,225.98 613,682.83 4,173.01 0.00
None 1000.000000000 957.046110328 6.507857645 0.000000000
LT-X-9 208,581,414.00 200,058,398.45 0.00 0.00
None 1000.000000000 959.138183089 0.000000000 0.000000000
LT-M1-9 34,817,000.00 34,561,687.21 52,296.85 0.00
None 1000.000000000 992.667007784 1.502049379 0.000000000
LT-M2-9 16,821,000.00 16,697,651.72 25,265.97 0.00
None 1000.000000000 992.667006718 1.502049474 0.000000000
LT-M3-9 12,519,000.00 12,427,198.27 18,804.16 0.00
None 1000.000000000 992.667007748 1.502049424 0.000000000
LT-B1-9 16,638,000.00 16,515,993.67 24,991.09 0.00
None 1000.000000000 992.667007453 1.502049057 0.000000000
1,303,987,474.71,210,867,134.07 19,664,374.88 0.00
REMIC I
Negative Closing Interest
Class Amortization Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
LT-A-1 0.00 103,219,998.29 680,511.52
None 0.0000000000 859.1571427739 5.6642738012
LT-A-2 0.00 126,724,465.19 816,060.50
None 0.0000000000 830.1472305818 5.3458530236
LT-A-3 0.00 80,900,714.68 477,330.06
None 0.0000000000 889.8500212286 5.2502893987
LT-A-4 0.00 158,160,831.15 902,647.66
None 0.0000000000 894.7469035335 5.1064551873
LT-A-5 0.00 64,479,945.79 372,626.74
None 0.0000000000 933.1395917511 5.3925722840
LT-A-6 0.00 187,254,154.26 1,058,049.10
None 0.0000000000 940.0875266582 5.3118114298
LT-A-7 0.00 51,511,673.58 299,831.44
None 0.0000000000 944.4404968648 5.4972579061
LT-A-8 0.00 221,470,823.82 1,271,854.81
None 0.0000000000 954.2125473722 5.4798180361
LT-A-9 22,699.69 101,508,336.00 550,864.96
None 0.2032055896 908.6935223977 4.9312937553
LT-PO-9 0.00 609,509.82 0.00
None 0.0000000000 950.5382486218 0.0000000000
LT-X-9 0.00 197,527,108.37 70,729.24
None 0.0000000000 947.0024417899 0.3390965488
LT-M1-9 0.00 34,509,390.36 190,809.31
None 0.0000000000 991.1649584973 5.4803491055
LT-M2-9 0.00 16,672,385.75 92,184.95
None 0.0000000000 991.1649574936 5.4803490996
LT-M3-9 0.00 12,408,394.11 68,608.49
None 0.0000000000 991.1649580637 5.4803491053
LT-B1-9 0.00 16,491,002.58 91,182.05
None 0.0000000000 991.1649585287 5.4803491036
22,699.691,191,225,458.89 7,027,908.79
Class Interest Pass-Through
CUSIP Adjustment Rate (2)
0 Per $1,000 Next Rate (3)
LT-A-1
None 0.00 7.71464702%
LT-A-2 0.0000000000 7.18814346%
None 0.00 7.34368191%
LT-A-3 0.0000000000 7.11592790%
None 0.00 6.93214175%
LT-A-4 0.0000000000 7.05049079%
None 0.00 6.66964208%
LT-A-5 0.0000000000 7.08310616%
None 0.00 6.88414298%
LT-A-6 0.0000000000 7.11118737%
None 0.00 6.77064564%
LT-A-7 0.0000000000 7.06264585%
None 0.00 6.91479723%
LT-A-8 0.0000000000 7.00812567%
None 0.00 6.87218375%
LT-A-9 0.0000000000 7.08869956%
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 0.42425155%
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 7,663,389.31 11,595.82 0.00
None 1000.0000000000 992.6670090674 1.5020495195 0.0000000000
LT-B3-9 7,720,248.72 7,663,636.21 11,596.19 0.00
None 1000.0000000000 992.6670095675 1.5020490725 0.0000000000
R-I 0.00 0.00 0.00 0.00
045413CR0 1000.0000000000 0.0000000000 0.0000000000 0.0000000000
1,303,987,474.71,210,867,134.07 19,664,374.88 0.00
Class Negative Closing Interest
CUSIP Amortization Balance Payment
Per $1,000 Per $1,000 Per $1,000
LT-B2-9 0.00 7,651,793.49 42,308.30
None 0.00000000 991.16495984 5.48034911
LT-B3-9 0.00 7,652,040.02 42,309.66
None 0.00000000 991.16496081 5.48034912
R-I 0.00 0.00 0.00
045413CR0 0.00000000 0.00000000 0.00000000
22,699.691,191,225,458.89 7,027,908.79
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 105,852,389.69 7.7146% 680,511.52
2A 133,348,994.93 7.3437% 816,060.50
3A 82,629,019.10 6.9321% 477,330.06
4A 162,404,095.42 6.6696% 902,647.66
5A 64,953,923.09 6.8841% 372,626.74
6A 187,524,053.35 6.7706% 1,058,049.10
7A 52,033,012.22 6.9148% 299,831.44
8A 222,087,450.44 6.8722% 1,271,854.81
9A1 38,546,956.61 6.6250% 212,811.32
9A2 61,232,357.41 6.6250% 338,053.64
9A3 4,111,642.59 6.6250% 22,699.69
9AP 613,682.83 0.0000% -
9AX 200,058,398 N 0.4243% 70,729.24
M-1 34,561,687.21 6.6250% 190,809.31
M-2 16,697,651.72 6.6250% 92,184.95
M-3 12,427,198.27 6.6250% 68,608.49
B-1 16,515,993.67 6.6250% 91,182.05
B-2 7,663,389.31 6.6250% 42,308.30
B-3 7,663,636.21 6.6250% 42,309.66
Excess
Accrued Payment of Accretion / Prepayment
Certificate Prior Unpaid Deferred Interest
Interest Interest Interest Shortfalls
Class
680,511.52 0.00 0.00 0.00
1A 816,060.50 0.00 0.00 0.00
2A 477,330.06 0.00 0.00 0.00
3A 902,647.66 0.00 0.00 0.00
4A 372,626.74 0.00 0.00 0.00
5A 1,058,049.10 0.00 0.00 0.00
6A 299,831.44 0.00 0.00 0.00
7A 1,271,854.81 0.00 0.00 0.00
8A 212,811.32 0.00 0.00 0.00
9A1 338,053.64 0.00 0.00 0.00
9A2 22,699.69 0.00 -22,699.69 0.00
9A3 0.00 0.00 0.00 0.00
9AP 70,729.24 0.00 0.00 0.00
9AX 190,809.31 0.00 0.00 0.00
M-1 92,184.95 0.00 0.00 0.00
M-2 68,608.49 0.00 0.00 0.00
M-3 91,182.05 0.00 0.00 0.00
B-1 42,308.30 0.00 0.00 0.00
B-2 42,309.66 0.00 0.00 0.00
B-3 0.00 0.00 0.00 0.00
7,050,608.48 0.00 -22,699.69 0.00
Prior Ending Actual
Interest Unpaid Unpaid Distribution
Class Loss Interest Interest of Interest
1A 0.00 0.00 0.00 680,511.52
2A 0.00 0.00 0.00 816,060.50
3A 0.00 0.00 0.00 477,330.06
4A 0.00 0.00 0.00 902,647.66
5A 0.00 0.00 0.00 372,626.74
6A 0.00 0.00 0.001,058,049.10
7A 0.00 0.00 0.00 299,831.44
8A 0.00 0.00 0.001,271,854.81
9A1 0.00 0.00 0.00 212,811.32
9A2 0.00 0.00 0.00 338,053.64
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 70,729.24
M-1 0.00 0.00 0.00 190,809.31
M-2 0.00 0.00 0.00 92,184.95
M-3 0.00 0.00 0.00 68,608.49
B-1 0.00 0.00 0.00 91,182.05
B-2 0.00 0.00 0.00 42,308.30
B-3 0.00 0.00 0.00 42,309.66
0.00 0.00 0.007,027,908.79
Ending
Principal /
Class Notional
Balance
1A 103,219,998.29
2A 126,724,465.19
3A 80,900,714.68
4A 158,160,831.15
5A 64,479,945.79
6A 187,254,154.26
7A 51,511,673.58
8A 221,470,823.82
9A1 36,164,336.00
9A2 61,209,657.72
9A3 4,134,342.28
9AP 609,509.82
9AX 197,527,108.37
M-1 34,509,390.36
M-2 16,672,385.75
M-3 12,408,394.11
B-1 16,491,002.58
B-2 7,651,793.49
B-3 7,652,040.02
1,388,752,567.26
Bond Principal Summary
Original Beginning Scheduled
Certificate Certificate Principal
Class Balance Balance Distribution
1A 120,141,000.00 105,852,389.69 200,714.00
2A 152,653,000.00 133,348,994.93 167,920.59
3A 90,915,000.00 82,629,019.10 113,094.25
4A 176,766,000.00 162,404,095.42 207,230.33
5A 69,100,000.00 64,953,923.09 71,010.25
6A 199,188,000.00 187,524,053.35 185,734.76
7A 54,542,000.00 52,033,012.22 55,151.61
8A 232,098,000.00 222,087,450.44 227,040.60
9A1 46,364,000.00 38,546,956.61 157,106.14
9A2 61,344,000.00 61,232,357.41 22,699.69
9A3 4,000,000.00 4,111,642.59 0.00
9AP 641,225.98 613,682.83 1,192.33
9AX 208,581,414.00 N 200,058,398.45 0.00
M-1 34,817,000.00 34,561,687.21 52,277.45
M-2 16,821,000.00 16,697,651.72 25,256.60
M-3 12,519,000.00 12,427,198.27 18,797.18
B-1 16,638,000.00 16,515,993.67 24,981.82
B-2 7,720,000.00 7,663,389.31 11,591.52
B-3 7,720,248.72 7,663,636.21 11,591.89
1,290,481,438.26 1,410,925,532.51,553,391.01
Unscheduled Accretion /
Principal Deferred Realized Principal
Class Distribution Interest Loss Reduction
1A 2,431,677.40 0.00 0.002,632,391.40
2A 6,456,609.15 0.00 0.006,624,529.74
3A 1,615,210.17 0.00 0.001,728,304.42
4A 4,036,033.94 0.00 0.004,243,264.27
5A 402,967.05 0.00 0.00 473,977.30
6A 84,164.33 0.00 0.00 269,899.09
7A 466,187.03 0.00 0.00 521,338.64
8A 389,586.02 0.00 0.00 616,626.62
9A1 2,225,514.47 0.00 0.002,382,620.61
9A2 0.00 0.00 0.00 22,699.69
9A3 0.00 -22,699.69 0.00 0.00
9AP 2,980.68 0.00 0.00 4,173.01
9AX 0.00 0.00 0.00 0.00
M-1 0.00 0.00 0.00 52,296.85
M-2 0.00 0.00 0.00 25,265.97
M-3 0.00 0.00 0.00 18,804.16
B-1 0.00 0.00 0.00 24,991.09
B-2 0.00 0.00 0.00 11,595.82
B-3 0.00 0.00 0.00 11,596.19
18,110,930.24 (22,699.69) 0.00 19,664,374.88
% of
Ending Original Cumulative
Certificate Balance Realized
Class Balance Remaining Losses
1A 0.00 0.0000% 0.00
2A 103,219,998.29 85.9157% 0.00
3A 126,724,465.19 83.0147% 0.00
4A 80,900,714.68 88.9850% 0.00
5A 158,160,831.15 89.4747% 0.00
6A 64,479,945.79 93.3140% 0.00
7A 187,254,154.26 94.0088% 0.00
8A 51,511,673.58 94.4440% 0.00
9A1 221,470,823.82 95.4213% 0.00
9A2 36,164,336.00 78.0009% 0.00
9A3 61,209,657.72 99.7810% 0.00
9AP 4,134,342.28 103.3586% 0.00
9AX 609,509.82 95.0538% 0.00
M-1 197,527,108.37 94.7002% 0.00
M-2 34,509,390.36 99.1165% 0.00
M-3 16,672,385.75 99.1165% 0.00
B-1 12,408,394.11 99.1165% 0.00
B-2 16,491,002.58 99.1165% 0.00
B-3 7,651,793.49 99.1165% 0.00
1,388,752,567.26 0.00
Cash Reconcilation Summary
Interest Summary
Current Scheduled Interest 1,211,418.26
Less Deferred Interest 0.00
Plus Advance Interest 5,897,910.35
Plus Unscheduled Interest 0.00
PPIS Reducing Scheduled Interest (15.50)
Less Total Fees Paid To Servicer (58,369.45)
Plus Fees Advanced for PPIS 15.50
Less Fee Strips Paid by Servicer 0.00
Less Misc. Fees & Expenses 0.00
Less Non Recoverable Advances 0.00
Interest Due Trust 7,050,959.16
Less Trustee Fee 0.00
Less Fee Strips Paid by Trust 0.00
Less Misc. Fees Paid by Trust 0.00
Remittance Interest 7,050,959.16
Servicing Fee Summary 58,384.95
Current Servicing Fees 299,189.52
Delinquent Servicing Fees 15.50
Plus Fees Advanced for PPIS (15.50)
Less Reduction for PPIS 0.00
Plus Unscheduled Servicing Fees 357,574.47
Total Servicing Fees Due to be Paid 0.00
PPIS Summary
Gross PPIS 15.50
Reduced by PPIE 0.00
Reduced by Shortfalls in Fees 0.00
Reduced by Other Amounts 0.00
PPIS Reducing Scheduled Interest 15.50
PPIS Reducing Servicing Fee 15.50
PPIS Due Certificate 0.00
Principal Summary
Scheduled Principal:
Current Scheduled Principal 248,718.80
Advanced Scheduled Principal 1,282,026.16
Total Scheduled 1,530,744.96
Unscheduled Principal: 0.00
Curtailments 862,132.15
Prepayments in Full 17,248,798.09
Liquidation Proceeds 0.00
Repurchase Proceeds 0.00
Other Principal Proceeds 0.00
Total Unscheduled 18,110,930.24
Remittance Principal 19,641,675.20
Servicer Wire Amount 26,692,634.36
Pool Balance Summary
Balance Count
Beginning Pool 1,210,929,136.0 6766
Scheduled Principal Distribution 1,530,744.96 0
Unscheduled Principal Distribution 18,110,930.24 86
Deferred Interest 0.00 0
Liquidations 0.00 0
Repurchases 0.00 0
Ending Pool 1,191,287,460.8 6680
Advances
Prior Outstanding Current Period
Principal Principal Interest
1,331,692.68 1,282,026.16 5,897,910.35
Advances
Recovered Ending Outstanding
Principal Interest Principal Interest
1,304,253.07 6,031,835.93 1,309,465.77 6,042,160.83
Collateral Statistics
Loan Group
1 2 3
Current Scheduled Interest: 713,593.04 857,713.56 503,333.92
Negative Amortization: 0.00 0.00 0.00
Prepayment Interest Shortfall 4.31 0.00 0.00
Compensating Interest: -4.31 0.00 0.00
Non Recoverable Advance: 0.00 0.00 0.00
Relief Act Interest Shortfall 0.00 0.00 0.00
Extraordinary Trust Expense: 0.00 0.00 0.00
Servicing Fee: 33,048.97 41,651.72 25,830.92
Trustee Fees: 0.00 0.00 0.00
Other Fee: 0.00 0.00 0.00
Beginning Scheduled Balance: 105,857,453 133,349,214 82,658,955
Scheduled Principal: 200,724 167,921 113,135
Unscheduled Principal: 18,110,930 2,431,677 6,456,609
Net Liquidation Proceeds: 0.00 0.00 0.00
Fraud Loss Insurance Proceeds 0.00 0.00 0.00
Special Hazard Insurance Proc 0.00 0.00 0.00
Bankruptcy Insurance Proceeds 0.00 0.00 0.00
Realized Loss: 0.00 0.00 0.00
Ending Scheduled Balance: 103,225,052 126,724,684 80,930,610
Beginning Pool Count: 1,421 355 683
Ending Pool Count: 1,399 340 670
Weighted Average Coupon: 8.0893% 7.7185% 7.3071%
Weighted Average Net Coupon: 7.7146% 7.3437% 6.9321%
Weighted Average Maturity: 270 309 314
Cumulative Realized Losses: 0.00 0.00 0.00
Loan Group
4 5 6
Current Scheduled Interest: 953,401 392,924 1,116,654
Negative Amortization: 0 0 0
Prepayment Interest Shortfall 0 0 2
Compensating Interest: 0 0 (2)
Non Recoverable Advance: 0 0 0
Relief Act Interest Shortfall 0 0 0
Extraordinary Trust Expense: 0 0 0
Servicing Fee: 50,751 20,296 58,601
Trustee Fees: 0 0 0
Other Fee: 0 0 0
Beginning Scheduled Balance: 162,404,515 64,954,207 187,524,670
Scheduled Principal: 207,231 71,011 185,735
Unscheduled Principal: 1,615,210 4,036,034 402,967
Net Liquidation Proceeds: 0 0 0
Fraud Loss Insurance Proceeds 0 0 0
Special Hazard Insurance Proc 0 0 0
Bankruptcy Insurance Proceeds 0 0 0
Realized Loss: 0 0 0
Ending Scheduled Balance: 158,161,251 64,480,229 187,254,770
Beginning Pool Count: 420 510 449
Ending Pool Count: 412 507 449
0 0 0
Weighted Average Coupon: 0 0 0
Weighted Average Net Coupon: 0 0 0
Weighted Average Maturity: 321 330 336
Cumulative Realized Losses: 0 0 0
Loan Group 7 8 9Total
Current Scheduled Interest: 316,037 1,341,234 1,213,642 7,408,534
Negative Amortization: 0 0 0 0
Prepayment Interest Shortfall 0 3 6 16
Compensating Interest: (0) (3) (6) (16
)
Non Recoverable Advance: 0 0 0 0
Relief Act Interest Shortfall 0 0 0 0
Extraordinary Trust Expense: 0 0 0 0
Servicing Fee: 16,200 69,378 41,816 357,574
Trustee Fees: 0 0 0 0
Other Fee: 0 0 0 0
0 0 0 0
Beginning Scheduled Balance: 52,033,944 222,087,779 200,058,398 1,210,929,1
3
6
Scheduled Principal: 55,153 227,041 302,795 1,530,745
Unscheduled Principal: 84,164 466,187 389,586 33,993,365
Net Liquidation Proceeds: 0 0 0 0
Fraud Loss Insurance Proceeds 0 0 0 0
Special Hazard Insurance Proc 0 0 0 0
Bankruptcy Insurance Proceeds 0 0 0 0
Realized Loss: 0 0 0 0
Ending Scheduled Balance: 51,512,604 221,471,152 197,527,108 1,191,287,4
6
1
Beginning Pool Count: 367 555 2,006 6,766
Ending Pool Count: 364 554 1,985 6,680
0 0 0 0
Weighted Average Coupon: 0 0 0 0
Weighted Average Net Coupon: 0 0 0 0
Weighted Average Maturity: 328 333 296 316
0 0 0 0
Cumulative Realized Losses: 0 0 0 0
Aggregate Pool Totals
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
09/15/00 112 17,334,387.1 12 1,652,795.45
1.68% 1.455% 0.18% 0.139%
08/15/00 120 14542661.33 6 745,105.91
1.77% 1.201% 0.09% 0.062%
07/17/00 112 13796060.71 91,333,039.15
1.63% 1.120% 0.13% 0.108%
06/15/00 118 14502254.80 61,053,933.02
1.70% 1.162% 0.09% 0.084%
05/15/00 110 16296163.00 2 281,120.19
1.57% 1.281% 0.03% 0.022%
04/17/00 72 8603619.09 3 329,820.41
1.01% 0.665% 0.04% 0.026%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Delinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
09/15/00 12 1,652,795. 41,091,171.97
0.18% 0.139% 0.06% 0.092%
08/15/00 6 745,105.91 81,248,010.80
0.09% 0.062% 0.12% 0.103%
07/17/00 9 1,333,039.15 4 987,553.50
0.13% 0.108% 0.06% 0.080%
06/15/00 6 1,053,933.02 1 257,536.90
0.09% 0.084% 0.01% 0.021%
05/15/00 2 281,120.19 1 64,268.57
0.03% 0.022% 0.01% 0.005%
04/17/00 3 329,820.41 0 0.00
0.04% 0.026% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
09/15/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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
09/15/00 86 17,248,798 7.3417% 6.9873%
1.29% 1.448%
08/15/00 88 18,166,050 7.33% 6.97%
1.30% 1.500%
07/17/00 74 13,917,820 7.31% 6.95%
1.08% 1.130%
06/15/00 100 22,178,272 7.29% 6.94%
1.44% 1.777%
05/15/00 83 18,099,955 7.28% 6.92%
1.18% 1.423%
04/17/00 50 8,992,008 7.26% 6.90%
0.70% 0.695%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
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
09/15/00 18 1,472,096. 4 321,491.77
1.29% 1.426% 0.29% 0.311%
08/15/00 39 2,818,415.90 1 32,773.02
2.74% 2.662% 0.07% 0.031%
07/17/00 25 2,208,242.47 4 249,970.65
1.71% 2.020% 0.27% 0.229%
06/15/00 28 1,825,686.13 2 227,939.04
1.88% 1.616% 0.13% 0.202%
05/15/00 21 1,550,317.53 0 0.00
1.39% 1.341% 0.00% 0.000%
04/17/00 17 1,373,015.84 1 53,627.23
1.11% 1.164% 0.07% 0.045%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Delinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
09/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
08/15/00 3 388727.4 0 0
0.21% 0.367% 0.00% 0.000%
07/17/00 1 174270.8 0 0
0.07% 0.159% 0.00% 0.000%
06/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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
09/15/00 22 2,251,069 8.0893% 7.7146%
1.57% 2.181%
08/15/00 37 3,030,264.75 0 0
2.60% 2.863%
07/17/00 31 3,414,458.23 0 0
2.13% 3.123%
06/15/00 24 2,334,319.46 0 0
1.61% 2.066%
05/15/00 22 1,982,880.41 0 0
1.45% 1.715%
04/17/00 16 1,816,169.17 0 0
1.04% 1.540%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
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
09/15/00 7 3,448,574. 1 496529.23
2.06% 2.721% 0.29% 0.392%
08/15/00 6 3633048.13 1 397797.42
1.69% 2.724% 0.28% 0.298%
07/17/00 5 2739505.42 0 0.00
1.39% 1.996% 0.00% 0.000%
06/15/00 2 1724891.30 0 0.00
0.54% 1.221% 0.00% 0.000%
05/15/00 6 2598071.34 0 0.00
1.59% 1.797% 0.00% 0.000%
04/17/00 1 629911.92 0 0.00
0.26% 0.420% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Delinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
09/15/00 1 397475.06 0 0.00
0.29% 0.314% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date
09/15/00 15 6,381,235 7.7185% 7.344%
4.41% 5.036%
08/15/00 6 3,467,765 7.6522% 7.277%
1.69% 2.601%
07/17/00 9 3,705,003 7.5454% 7.171%
2.49% 2.699%
06/15/00 8 3,051,600 7.4799% 7.105%
2.16% 2.161%
05/15/00 6 4,739,571 7.3943% 7.019%
1.59% 3.278%
04/17/00 6 2,556,638 7.3889% 7.014%
1.56% 1.706%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
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
9/15/00 10 1,342,257. 1 84832.28
1.49% 1.659% 0.15% 0.105%
8/15/00 3 201707.24 1 84948.22
0.44% 0.244% 0.15% 0.103%
7/17/00 4 329681.45 0 0.00
0.58% 0.391% 0.00% 0.000%
6/15/00 7 814446.95 0 0.00
1.00% 0.952% 0.00% 0.000%
5/15/00 10 1185601.09 0 0.00
1.39% 1.342% 0.00% 0.000%
4/17/00 8 692903.59 0 0.00
1.09% 0.772% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
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
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date
# Balance # Balance
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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
09/15/00 13 1,556,427 7.3071% 6.9321%
1.94% 1.923%
08/15/00 10 1,472,866 7.311% 6.936%
1.46% 1.782%
07/17/00 8 1,009,518 7.316% 6.941%
1.15% 1.198%
06/15/00 21 2,557,555 7.327% 6.952%
3.00% 2.991%
05/15/00 10 1,231,885 7.335% 6.960%
1.39% 1.395%
04/17/00 8 1,030,731 7.203% 6.828%
1.09% 1.149%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
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
09/15/00 5 3830057.97 0 0
1.21% 2.422% 0.00% 0.000%
08/15/00 2 972938.49 0 0
0.48% 0.599% 0.00% 0.000%
07/17/00 4 1598011.83 1 407186.62
0.95% 0.974% 0.24% 0.248%
06/15/00 6 2472195.87 0 0
1.40% 1.487% 0.00% 0.000%
05/15/00 4 1724856 1 257803.03
0.90% 0.994% 0.23% 0.149%
04/17/00 2 980513.8 0 0
0.45% 0.559% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distribution Delinq 3+ Months Foreclosure/Bankruptcy
Date
# Balance # Balance
09/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
08/15/00 0 257000.2 0 0
0.00% 0.158% 0.00% 0.000%
07/17/00 0 257269.29 0 0
0.00% 0.157% 0.00% 0.000%
06/15/00 1 257536.9 0 0
0.23% 0.155% 0.00% 0.000%
05/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date
# Balance # Balance
09/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
09/15/00 8 3,816,853 7.0446% 6.6696%
1.94% 2.413%
08/15/00 3 1,358,505 7.0425% 6.6675%
0.71% 0.836%
07/17/00 5 1,889,186 7.0541% 6.6791%
1.18% 1.151%
06/15/00 15 6,872,232 7.0607% 6.6857%
3.50% 4.132%
05/15/00 5 1,652,939 7.0691% 6.6941%
1.13% 0.953%
04/17/00 3 1,098,057 6.9872% 6.6122%
0.67% 0.626%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
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
09/15/00 6 409946.95 0 0.00
1.18% 0.636% 0.00% 0.000%
08/15/00 4 463527.93 1 30163.38
0.78% 0.714% 0.20% 0.046%
07/17/00 10 767757.84 1 46738.46
1.94% 1.163% 0.19% 0.071%
06/15/00 13 1160566.96 0 0.00
2.50% 1.744% 0.00% 0.000%
05/15/00 4 725167.63 0 0.00
0.76% 1.073% 0.00% 0.000%
04/17/00 4 325752.67 0 0.00
0.75% 0.476% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Delinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 1 46710.84 0 0.00
0.20% 0.072% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
09/15/00 3 349,419 7.2591% 6.8841%
0.59% 0.542%
08/15/00 6 960,886 7.2580% 6.8831%
1.18% 1.479%
07/17/00 5 436,146 7.2584% 6.8834%
0.97% 0.661%
06/15/00 7 901,465 7.2600% 6.8850%
1.34% 1.354%
05/15/00 6 781,830 7.2614% 6.8864%
1.14% 1.157%
04/17/00 4 558,804 7.2607% 6.8857%
0.75% 0.816%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
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
09/15/00 6 1,888,345. 1 251,160.51
1.34% 1.008% 0.22% 0.134%
08/15/00 5 1,393,065.72 0 0.00
1.11% 0.743% 0.00% 0.000%
07/17/00 5 1,885,261.91 1 407,608.35
1.10% 0.981% 0.22% 0.212%
06/15/00 6 2,040,423.71 2 750,122.62
1.31% 1.052% 0.44% 0.387%
05/15/00 10 3,891,480.95 0 0.00
2.16% 1.987% 0.00% 0.000%
04/17/00 1 277,446.00 0 0.00
0.22% 0.140% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Delinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
09/15/00 0 496498.43 0 0.00
0.00% 0.265% 0.00% 0.000%
08/15/00 0 496881.91 0 0.00
0.00% 0.265% 0.00% 0.000%
07/17/00 1 497263.00 0 0.00
0.22% 0.259% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
09/15/00 0 0 7.1456% 6.8841%
0.00% 0.000%
08/15/00 4 4,415,919 7.1366% 6.8831%
0.89% 2.355%
07/17/00 4 1,457,391 7.1350% 6.8834%
0.88% 0.758%
06/15/00 5 1,777,031 7.1337% 6.8850%
1.09% 0.917%
05/15/00 3 1,541,523 7.1348% 6.8864%
0.65% 0.787%
04/17/00 4 1,276,817 7.1361% 6.8857%
0.86% 0.646%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
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
09/15/00 7 1017659.58 0 0.00
1.92% 1.976% 0.00% 0.000%
08/15/00 8 1131379.9 1 138687.87
2.18% 2.174% 0.27% 0.267%
07/17/00 8 938532.48 0 0.00
2.17% 1.796% 0.00% 0.000%
06/15/00 3 388217.78 0 0.00
0.81% 0.737% 0.00% 0.000%
05/15/00 3 353103.73 0 0.00
0.80% 0.665% 0.00% 0.000%
04/17/00 5 675258.11 0 0.00
1.31% 1.242% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Delinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
09/15/00 1 138568.44 0 0.00
0.27% 0.269% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
09/15/00 3 454,257.01 7.2884% 6.9148%
0.82% 0.882%
08/15/00 2 120,331.51 7.2890% 6.9154%
0.54% 0.231%
07/17/00 2 366,469.62 7.2848% 6.9112%
0.54% 0.701%
06/15/00 4 361,315.82 7.2818% 6.9082%
1.08% 0.686%
05/15/00 6 1,143,255.87 7.2782% 6.9046%
1.60% 2.152%
04/17/00 1 57,181.90 7.2777% 6.9041%
0.26% 0.105%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
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
09/15/00 1 358338.1 0 0.00
0.18% 0.162% 0.00% 0.000%
08/15/00 2 1050812.78 0 0.00
0.36% 0.473% 0.00% 0.000%
07/17/00 1 359026.88 0 0.00
0.18% 0.160% 0.00% 0.000%
06/15/00 2 749956.66 0 0.00
0.36% 0.334% 0.00% 0.000%
05/15/00 3 1055377.78 0 0.00
0.53% 0.464% 0.00% 0.000%
04/17/00 2 791501.87 0 0.00
0.35% 0.342% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Delinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
09/15/00 1 288,320 7.2471% 6.8722%
0.18% 0.130%
08/15/00 4 1,744,688 7.2452% 6.8703%
0.72% 0.786%
07/17/00 1 392,105 7.2431% 6.8683%
0.18% 0.175%
06/15/00 3 2,470,530 7.2401% 6.8653%
0.54% 1.099%
05/15/00 11 3,576,795 7.2410% 6.8661%
1.95% 1.571%
04/17/00 1 275,459 7.2411% 6.8662%
0.17% 0.119%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
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
09/15/00 52 3567112 5 498782
2.62% 1.806% 0.25% 0.253%
08/15/00 51 2877765.24 1 60736
2.54% 1.438% 0.05% 0.030%
07/17/00 50 2970040.43 2 221535.07
2.47% 1.470% 0.10% 0.110%
06/15/00 51 3325869.44 2 75871.36
2.51% 1.633% 0.10% 0.037%
05/15/00 49 3212186.95 1 23317.16
2.40% 1.559% 0.05% 0.011%
04/17/00 32 2857315.29 2 276193.18
1.55% 1.374% 0.10% 0.133%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distribution Delinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
09/15/00 1 58630.04 0 0
0.05% 0.030% 0.00% 0.000%
08/15/00 1 58690.45 0 0
0.05% 0.029% 0.00% 0.000%
07/17/00 1 58750.41 0 0
0.05% 0.029% 0.00% 0.000%
06/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
05/15/00 1 64268.57 0 0
0.05% 0.031% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
09/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
09/15/00 21 2,151,217 7.2797% 6.8722%
1.06% 1.089%
08/15/00 16 1,594,824 7.2789% 6.8703%
0.80% 0.797%
07/17/00 9 1,247,543 7.2791% 6.8683%
0.45% 0.617%
06/15/00 13 1,852,224 7.2804% 6.8653%
0.64% 0.909%
05/15/00 14 1,449,275 7.2806% 6.8661%
0.68% 0.703%
04/17/00 7 322,152 7.2814% 6.8662%
0.34% 0.155%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
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 1314 35,555,302
50,000 to 100,000 1640121,308,277
100,000 to 150,000 954116,660,150
150,000 to 200,000 426 73,963,775
200,000 to 250,000 636144,162,252
250,000 to 300,000 571156,060,924
300,000 to 350,000 356115,287,038
350,000 to 400,000 242 90,864,976
400,000 to 450,000 114 48,204,612
450,000 to 500,000 115 55,031,179
500,000 to 550,000 63 33,046,031
550,000 to 600,000 47 27,114,940
600,000 to 650,000 46 28,697,923
650,000 to 700,000 31 20,893,110
700,000 to 3,000,000 125124,436,973
Total 0 0 66801,191,287,461
Average Scheduled Balance is 178,336
Maximum Scheduled Balance is 2,147,602
Minimum Scheduled Balance is 1,374
Pool Total
Distribution of Principal Balances
% of
Bal Term Coupon
2.98% 224 8.017%
10.18% 294 7.552%
9.79% 306 7.387%
6.21% 306 7.340%
12.10% 316 7.360%
13.10% 325 7.311%
9.68% 323 7.329%
7.63% 331 7.252%
4.05% 329 7.222%
4.62% 327 7.181%
2.77% 328 7.249%
2.28% 324 7.208%
2.41% 332 7.315%
1.75% 328 7.173%
10.45% 330 7.144%
100.00% 316 7.463%
Pool Total
Distribution of Property Types
# of Scheduled % of
Property Types Loans Balance Balance
Single Family 5025 915,834,118 76.88%
Condo 910 135,571,990 11.38%
PUD 333 85,584,094 7.18%
2-4 Family 330 41,700,920 3.50%
Town House 41 6,828,16 0.57%
Unknown 23 2,886,14 0.24%
Co-op 18 2,882,02 0.24%
Total 6680 1,191,287,460. 100%
Pool Total
Distribution of Property Types
Property Types Term Coupon
Single Family 316 7.339%
Condo 316 7.331%
PUD 323 7.268%
2-4 Family 307 7.401%
Town House 302 7.168%
Unknown 282 7.672%
Co-op 292 7.737%
Total 316 7.463%
Pool Total
Geographic Distribution
Geographic # of Scheduled % of
Location Loans Balance Balance
Illinois 2583 483,878,519 40.62%
Michigan 1823 352,790,977 29.61%
Indiana 1041 146,004,120 12.26%
Florida 280 50,151,451 4.21%
Ohio 264 36,618,136 3.07%
Colorado 76 24,436,965 2.05%
Wisconsin 116 21,985,992 1.85%
Kentucky 140 18,032,562 1.51%
Arizona 63 10,327,705 0.87%
Texas 108 10,091,691 0.85%
Louisiana 83 7,541,181 0.63%
California 11 5,146,123 0.43%
Utah 15 3,334,157 0.28%
New York 5 2,218,374 0.19%
Connecticut 3 2,067,349 0.17%
Hiwaii 1 1,980,887 0.17%
Montana 4 1,374,400 0.12%
Neveda 4 1,366,753 0.11%
Georgia 6 1,345,821 0.11%
Washington 2 1,326,976 0.11%
Pennsylvania 3 1,305,266 0.11%
North Carolina 6 1,047,428 0.09%
Maine 2 808,512 0.07%
Maryland 1 679,633 0.06%
Minnesota 10 655,178 0.05%
Missouri 3 646,567 0.05%
Oklahoma 7 630,096 0.05%
New Jersey 2 563,416 0.05%
South Carolina 5 562,578 0.05%
Wyoming 2 516,855 0.04%
Other 11 1,851,793 0.16%
Total 6680 1,191,287,461 100.00%
Geographic Term Coupon
Location
Illinois 312 7.232%
Michigan 321 7.392%
Indiana 306 7.437%
Florida 314 7.450%
Ohio 318 7.459%
Colorado 339 7.352%
Wisconsin 332 7.404%
Kentucky 327 7.470%
Arizona 327 7.334%
Texas 299 7.431%
Louisiana 328 7.433%
California 317 7.301%
Utah 336 7.076%
New York 333 7.605%
Connecticut 330 6.688%
Hiwaii 349 6.850%
Montana 341 7.821%
Neveda 310 8.684%
Georgia 326 7.418%
Washington 335 7.597%
Pennsylvania 334 7.024%
North Carolina 325 7.426%
Maine 338 7.003%
Maryland 330 6.550%
Minnesota 281 7.929%
Missouri 348 7.435%
Oklahoma 277 7.686%
New Jersey 341 6.811%
South Carolina 301 7.612%
Wyoming 348 7.058%
Other 303 7.337%
Total 316 7.463%
Pool Total
Loan Seasoning
# of Scheduled % of
Number of Years Loans Balance Balance
1 year or less 321 100,606,378 8.45%
1+ to 2 years 1084 226,614,033 19.02%
2+ to 3 years 2065 457,788,856 38.43%
3+ to 4 years 274 47,433,420 3.98%
4+ to 5 years 595 108,943,745 9.15%
5+ to 6 years 247 25,931,429 2.18%
6+ to 7 years 647 74,052,535 6.22%
7+ to 8 years 247 20,643,750 1.73%
8+ to 9 years 117 7,495,034 0.63%
9+ to 10 years 76 3,855,773 0.32%
10 years or more 672 24,797,414 2.08%
Total 6345 1,098,162,367 92.18%
Pool Total
Loan Seasoning
Number of Years Term Coupon
1 year or less 347 7.464%
1+ to 2 years 330 7.035%
2+ to 3 years 324 7.142%
3+ to 4 years 310 7.937%
4+ to 5 years 297 7.442%
5+ to 6 years 278 8.069%
6+ to 7 years 262 7.458%
7+ to 8 years 245 8.037%
8+ to 9 years 230 8.554%
9+ to 10 years 213 8.490%
10 years or more 181 8.482%
Total 316 7.463%
Pool Total
Distribution of Mortgage Interest Rates
Current Mortgage # of Scheduled
Interest Rate Loans Balance
6.000% or less 0 0
6.000% to 6.250% 27 6,980,558
6.250% to 6.500% 114 25,618,878
6.500% to 6.750% 466119,178,046
6.750% to 7.000% 1229287,147,817
7.000% to 7.250% 1334268,362,605
7.250% to 7.500% 811141,361,180
7.500% to 7.750% 655124,994,563
7.750% to 8.000% 532 80,777,034
8.000% to 8.250% 402 37,739,823
8.250% to 8.500% 264 21,390,434
8.500% to 8.750% 215 13,173,941
8.750% to 9.000% 296 23,293,611
9.000% to 9.250% 267 33,903,740
9.250% & Above 68 7,365,229
Total 66801,191,287,461
Pool Total
Distribution of Mortgage Interest Rates
Current Mortgage % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.59% 318
6.250% to 6.500% 2.15% 315
6.500% to 6.750% 10.00% 320
6.750% to 7.000% 24.10% 320
7.000% to 7.250% 22.53% 321
7.250% to 7.500% 11.87% 324
7.500% to 7.750% 10.49% 331
7.750% to 8.000% 6.78% 314
8.000% to 8.250% 3.17% 275
8.250% to 8.500% 1.80% 273
8.500% to 8.750% 1.11% 254
8.750% to 9.000% 1.96% 253
9.000% to 9.250% 2.85% 291
9.250% & Above 0.62% 296
Total 100.00% 316
Pool Total
Distribution of Mortgage Interest Rates
Current Mortgage Coupon
Interest Rate
6.000% or less
6.000% to 6.250% 6.193%
6.250% to 6.500% 6.432%
6.500% to 6.750% 6.675%
6.750% to 7.000% 6.914%
7.000% to 7.250% 7.145%
7.250% to 7.500% 7.384%
7.500% to 7.750% 7.652%
7.750% to 8.000% 7.911%
8.000% to 8.250% 8.183%
8.250% to 8.500% 8.454%
8.500% to 8.750% 8.713%
8.750% to 9.000% 8.945%
9.000% to 9.250% 9.176%
9.250% & Above 9.389%
Total 7.463%
W/Avg Mortgage Interest Rate 7.463%
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 50,000 654 16646571
50,000 to 100,000 399 29432516
100,000 to 150,000 166 20206628
150,000 to 200,000 64 11078575
200,000 to 250,000 113 25027365
250,000 to 300,000 3 833398
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 1399 103225052
Adjustable Rate Group 1
Distribution of Principal Balances
Current Scheduled % of
Balances Bal
to 5 16.13%
to 100 28.51%
10 to 150 19.58%
15 to 200 10.73%
20 to 250 24.25%
25 to 300 0.81%
30 to 350
35 to 400
40 to 450
45 to 500
50 to 550
55 to 600
60 to 650
65 to 700
70 to 3,000,
Total 100%
Current Scheduled
Balances Term Coupon
to 5 195 8.347%
to 100 267 8.157%
10 to 150 291 7.977%
15 to 200 284 8.114%
20 to 250 300 7.918%
25 to 300 310 7.070%
30 to 350
35 to 400
40 to 450
45 to 500
50 to 550
55 to 600
60 to 650
65 to 700
70 to 3,000,
Total 270 8.296%
Average Scheduled Balance is 73,785
Maximum Scheduled Balance is 1,980,887
Minimum Scheduled Balance is 11,729
Adjustable Rate Group 1
Distribution of Property Types
# of Scheduled % of
Property Type Loans Balance Balance
Single Family 1044 75,712,8 73.35%
Condo 216 14,998,6 14.53%
2-4 Family 82 6,283, 6.09%
PUD 39 4,822, 4.67%
Town House 7 675 0.65%
Unknown 6 496 0.48%
Co-op 5 235 0.23%
Total 1399 103,225,0 100.00%
Adjustable Rate Group 1
Distribution of Property Types
Property Type Term Coupon
Single Family 268 8.089%
Condo 271 8.140%
2-4 Family 273 7.955%
PUD 290 8.018%
Town House 281 7.609%
Unknown 263 7.918%
Co-op 261 8.248%
Total 270 8.296%
Adjustable Rate Group 1
Geographic Distribution
Geog # of Scheduled % of
Location Loans Balance Balance
Illinois 397 37,615,9 36.44%
Michigan 465 29,561,9 28.64%
Indiana 294 19,482,0 18.87%
Florida 103 5,598, 5.42%
Ohio 42 3,269, 3.17%
Texas 26 1,694, 1.64%
Wisconsin 19 1,542, 1.49%
Colorado 13 1,087, 1.05%
Kentucky 11 895 0.87%
Louisiana 5 407 0.39%
Utah 2 369 0.36%
Arizona 2 309 0.30%
Georgia 2 260 0.25%
Minnesota 8 253 0.25%
South Carolin 3 231 0.22%
California 1 225 0.22%
Virginia 2 112 0.11%
Montana 1 9 0.09%
Oklahoma 1 9 0.09%
Massachusetts 1 7 0.08%
North Carolin 1 3 0.04%
Total 1399 103225052 100.00%
Adjustable Rate Group 1
Geographic Distribution
Geographic
Location Term Coupon
Illinois 284 7.897%
Michigan 264 8.227%
Indiana 259 8.261%
Florida 237 8.341%
Ohio 292 7.930%
Texas 217 7.636%
Wisconsin 307 7.679%
Colorado 296 7.265%
Kentucky 280 8.104%
Louisiana 238 8.280%
Utah 311 7.893%
Arizona 317 7.783%
Georgia 291 9.163%
Minnesota 179 8.461%
South Carolin 245 8.336%
California 335 9.250%
Virginia 156 8.288%
Montana 303 7.350%
Oklahoma 290 7.750%
Massachusetts 300 7.550%
North Carolin 192 7.810%
Total 270 8.296%
Adjustable Rate Group 1
Loan Seasoning
# of Scheduled % of
Number of Yea Loans Balance Balance
1 year or les 9 1,368, 1.33%
1+ to 2 year 23 2,927, 2.84%
2+ to 3 years 106 13,360,5 12.94%
3+ to 4 years 46 6,364, 6.17%
4+ to 5 years 223 23,788,9 23.05%
5+ to 6 years 108 8,513, 8.25%
6+ to 7 years 129 11,301,6 10.95%
7+ to 8 years 137 8,732, 8.46%
8+ to 9 years 77 4,005, 3.88%
9+ to 10 year 67 2,588, 2.51%
10 years or 455 17,999,2 17.44%
Total 1380 100,951,1 97.80%
Adjustable Rate Group 1
Loan Seasoning
0 Term Coupon
0 348 7.0519%
0 329 8.4934%
0 315 7.6312%
0 305 8.5596%
0 297 7.6098%
0 283 8.4805%
0 262 8.2950%
Distribution 246 8.2709%
Current Sche 233 8.5809%
Balances 217 8.5007%
0 190 8.4232%
50000.01 270 8.2956%
Adjustable Rate Group 1
Distribution of Mortgage Interest Rates
Current Mort Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 3 253,722
6.250% to 6.500% 6 746,808
6.500% to 6.750% 36 4,849,942
6.750% to 7.000% 61 7,519,742
7.000% to 7.250% 99 10,783,176
7.250% to 7.500% 65 6,033,825
7.500% to 7.750% 87 6,122,751
7.750% to 8.000% 177 12,193,479
8.000% to 8.250% 250 15,372,470
8.250% to 8.500% 125 7,996,820
8.500% to 8.750% 107 5,349,147
8.750% to 9.000% 173 9,512,237
9.000% to 9.250% 158 13,747,553
9.250% & Above 52 2,743,382
Total 1399 103,225,052
Adjustable Rate Group 1
Distribution of Mortgage Interest Rates
Current Mort Interest Rate % of
Interest Rate Balance
6.000% or less
6.000% to 6.250% 0.25%
6.250% to 6.500% 0.72%
6.500% to 6.750% 4.70%
6.750% to 7.000% 7.28%
7.000% to 7.250% 10.45%
7.250% to 7.500% 5.85%
7.500% to 7.750% 5.93%
7.750% to 8.000% 11.81%
8.000% to 8.250% 14.89%
8.250% to 8.500% 7.75%
8.500% to 8.750% 5.18%
8.750% to 9.000% 9.22%
9.000% to 9.250% 13.32%
9.250% & Above 2.66%
Total 100.00%
Adjustable Rate Group 1
Distribution of Mortgage Interest Rates
Current Mort Interest Rate
Interest Rate Term Coupon
6.000% or less
6.000% to 6.250% 302 6.169%
6.250% to 6.500% 293 6.408%
6.500% to 6.750% 299 6.673%
6.750% to 7.000% 311 6.920%
7.000% to 7.250% 309 7.172%
7.250% to 7.500% 291 7.380%
7.500% to 7.750% 257 7.728%
7.750% to 8.000% 255 7.983%
8.000% to 8.250% 256 8.195%
8.250% to 8.500% 252 8.469%
8.500% to 8.750% 236 8.719%
8.750% to 9.000% 245 8.926%
9.000% to 9.250% 275 9.166%
9.250% & Above 267 9.402%
Total 270 8.296%
W/Avg Mortgage Interest Rate is 8.296%
Minimum Mortgage Interest Rate is 6.125%
Maximum Mortgage Interest Rate is 10.375%
Adjustable Rate Group 2
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 2 35,875
to 100 6 406,391
10 to 150 8 960,423
15 to 200 7 1,281,168
20 to 250 34 8,058,766
25 to 300 85 23,273,470
30 to 350 64 20,675,987
35 to 400 45 16,968,385
40 to 450 16 6,736,389
45 to 500 21 10,083,182
50 to 550 11 5,777,991
55 to 600 6 3,484,790
60 to 650 8 4,937,620
65 to 700 8 5,371,584
70 to 3,000, 19 18,672,663
Total 340126,724,684
Adjustable Rate Group 2
Distribution of Principal Balances
Current Scheduled % of
Balances Bal
to 5 0.03%
to 100 0.32%
10 to 150 0.76%
15 to 200 1.01%
20 to 250 6.36%
25 to 300 18.37%
30 to 350 16.32%
35 to 400 13.39%
40 to 450 5.32%
45 to 500 7.96%
50 to 550 4.56%
55 to 600 2.75%
60 to 650 3.90%
65 to 700 4.24%
70 to 3,000, 14.73%
Total 100.00%
Adjustable Rate Group 2
Distribution of Principal Balances
Current Scheduled
Balances Term Coupon
0 to 50000 248 8.041%
50000.01 to 100000 311 7.980%
100000.01 to 150000 192 8.217%
150000.01 to 200000 177 8.022%
200000.01 to 250000 286 8.031%
250000.01 to 300000 306 8.023%
300000.01 to 350000 301 7.717%
350000.01 to 400000 322 7.566%
400000.01 to 450000 317 7.417%
450000.01 to 500000 331 7.296%
500000.01 to 550000 326 7.868%
550000.01 to 600000 326 7.593%
600000.01 to 650000 318 7.818%
650000.01 to 700000 315 7.486%
700000.01 to 3000000 311 7.458%
Total 309 8.122%
Average Scheduled Balance is 0
Maximum Scheduled Balance is 0
Minimum Scheduled Balance is 0
Adjustable Rate Group 2
Distribution of Property Types
# of Scheduled % of
Property Type Loans Balance Balance
Single Family 278 103,953,845 82.03%
Condo 29 12,031,064 9.49%
PUD 30 9,972,642 7.87%
Town House 2 577,539 0.46%
Co-op 1 189,593 0.15%
Total 340 126,724,684 100.00%
Adjustable Rate Group 2
Distribution of Property Types
Property Type Term Coupon
Single Family 309 7.747%
Condo 323 7.443%
PUD 303 7.450%
Town House 317 6.942%
Co-op 120 7.550%
Total 309 8.122%
Adjustable Rate Group 2
Geographic Distribution
Geog # of Scheduled % of
Location Loans Balance Balance
Illinois 141 51,652,217 40.76%
Michigan 114 43,290,634 34.16%
Indiana 36 10,609,491 8.37%
Florida 17 6,494,924 5.13%
Ohio 6 2,785,913 2.20%
Colorado 4 1,994,190 1.57%
Hiwaii 1 1,980,887 1.56%
Wisconsin 6 1,924,996 1.52%
Texas 3 1,372,100 1.08%
Kentucky 4 1,236,465 0.98%
Neveda 1 1,116,085 0.88%
Arizona 3 958,731 0.76%
Montana 1 518,903 0.41%
Utah 1 273,826 0.22%
North Carolin 1 270,147 0.21%
Louisiana 1 245,178 0.19%
Total 340 126,724,684 100.00%
Adjustable Rate Group 2
Geographic Distribution
Geographic
Location Term Coupon
Illinois 307 7.560%
Michigan 315 7.798%
Indiana 286 8.195%
Florida 313 7.749%
Ohio 269 7.319%
Colorado 322 7.313%
Hiwaii 349 6.850%
Wisconsin 325 7.738%
Texas 316 7.098%
Kentucky 350 7.048%
Neveda 306 9.000%
Arizona 310 7.474%
Montana 336 8.000%
Utah 352 6.150%
North Carolin 292 8.250%
Louisiana 330 8.750%
Total 309 8.122%
Adjustable Rate Group 2
Loan Seasoning
# of Scheduled % of
Number of Yea Loans Balance Balance
1 year or les 30 14,026,742 11.07%
1+ to 2 year 8 3,832,258 3.02%
2+ to 3 years 72 26,931,928 21.25%
3+ to 4 years 21 6,559,224 5.18%
4+ to 5 years 94 34,123,023 26.93%
5+ to 6 years 16 5,632,990 4.45%
6+ to 7 years 35 10,124,766 7.99%
7+ to 8 years 12 3,366,877 2.66%
8+ to 9 years 5 1,653,465 1.30%
9+ to 10 year 2 658,412 0.52%
10 years or 11 2,701,056 2.13%
Total 306 109,610,741 86.50%
Adjustable Rate Group 2
Loan Seasoning
Number of Yea Term Coupon
1 year or les 349 6.919%
1+ to 2 year 279 8.201%
2+ to 3 years 325 7.407%
3+ to 4 years 316 8.952%
4+ to 5 years 297 7.705%
5+ to 6 years 265 8.193%
6+ to 7 years 273 8.329%
7+ to 8 years 259 8.353%
8+ to 9 years 258 8.795%
9+ to 10 year 245 8.528%
10 years or 213 8.705%
Total 309 8.122%
Adjustable Rate Group 2
Distribution of Mortgage Interest Rates
Current Mort Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 3 1,031,575
6.250% to 6.500% 5 2,241,996
6.500% to 6.750% 27 10,060,584
6.750% to 7.000% 79 34,645,750
7.000% to 7.250% 36 14,928,599
7.250% to 7.500% 17 6,725,294
7.500% to 7.750% 11 3,683,653
7.750% to 8.000% 19 6,777,880
8.000% to 8.250% 35 10,016,737
8.250% to 8.500% 23 7,758,824
8.500% to 8.750% 18 5,340,599
8.750% to 9.000% 19 6,223,158
9.000% to 9.250% 37 12,789,189
9.250% & Above 11 4,500,846
Total 340126,724,684
Adjustable Rate Group 2
Distribution of Mortgage Interest Rates
Current Mort Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.81% 347
6.250% to 6.500% 1.77% 329
6.500% to 6.750% 7.94% 319
6.750% to 7.000% 27.34% 321
7.000% to 7.250% 11.78% 335
7.250% to 7.500% 5.31% 332
7.500% to 7.750% 2.91% 300
7.750% to 8.000% 5.35% 270
8.000% to 8.250% 7.90% 274
8.250% to 8.500% 6.12% 296
8.500% to 8.750% 4.21% 282
8.750% to 9.000% 4.91% 274
9.000% to 9.250% 10.09% 307
9.250% & Above 3.55% 319
Total 100.00% 309
Adjustable Rate Group 2
Distribution of Mortgage Interest Rates
Current Mort Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.151%
6.250% to 6.500% 6.366%
6.500% to 6.750% 6.651%
6.750% to 7.000% 6.904%
7.000% to 7.250% 7.155%
7.250% to 7.500% 7.365%
7.500% to 7.750% 7.666%
7.750% to 8.000% 8.000%
8.000% to 8.250% 8.185%
8.250% to 8.500% 8.456%
8.500% to 8.750% 8.718%
8.750% to 9.000% 8.958%
9.000% to 9.250% 9.148%
9.250% & Above 9.375%
Total 8.122%
W/Avg Mortgage Interest Rate is 8.122%
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 5 101 2,860,095
to 100 213 15,563,261
10 to 150 133 16,466,439
15 to 200 74 12,618,404
20 to 250 144 31,954,905
25 to 300 3 793,073
30 to 350 1 305,655
35 to 400 1 368,778
40 to 450
45 to 500
50 to 550
55 to 600
60 to 650
65 to 700
70 to 3,000,
Total 670 80,930,610
Adjustable Rate Group 3
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 3.53% 231
to 100 19.23% 308
10 to 150 20.35% 318
15 to 200 15.59% 315
20 to 250 39.48% 322
25 to 300 0.98% 328
30 to 350 0.38% 323
35 to 400 0.46% 332
40 to 450
45 to 500
50 to 550
55 to 600
60 to 650
65 to 700
70 to 3,000,
Total 100.00% 314
Adjustable Rate Group 3
Distribution of Principal Balances
Current Scheduled
Balances Coupon
0 to 50000 8.175%
50000.01 to 100000 7.522%
100000.01 to 150000 7.315%
150000.01 to 200000 7.216%
200000.01 to 250000 7.151%
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 7.463%
Average Scheduled Balance is 120,792
Maximum Scheduled Balance is 368,778
Minimum Scheduled Balance is 4,177
Adjustable Rate Group 3
Distribution of Property Types
# of Scheduled % of
Property Type Loans Balance Balance
Single Family 463 55,072,604 68.05%
Condo 119 13,248,467 16.37%
2-4 Family 42 6,259,045 7.73%
PUD 34 4,924,900 6.09%
Town House 5 700,427 0.87%
Unknown 6 564,796 0.70%
Co-op 1 160,371 0.20%
Total 670 80,930,610 100.00%
Adjustable Rate Group 3
Distribution of Property Types
Property Type Term Coupon
Single Family 314 7.307%
Condo 313 7.313%
2-4 Family 316 7.267%
PUD 310 7.237%
Town House 318 7.304%
Unknown 311 7.537%
Co-op 334 7.375%
Total 314 7.463%
Adjustable Rate Group 3
Geographic Distribution
Geog # of Scheduled % of
Location Loans Balance Balance
Illinois 250 34,984,722 43.23%
Michigan 181 22,028,313 27.22%
Indiana 115 10,542,096 13.03%
Wisconsin 27 3,200,375 3.95%
Florida 30 2,937,846 3.63%
Kentucky 23 2,409,978 2.98%
Ohio 17 1,499,356 1.85%
Arizona 6 975,870 1.21%
Texas 9 880,476 1.09%
Utah 2 391,983 0.48%
Connecticut 2 363,749 0.45%
North Carolin 2 205,532 0.25%
South Carolin 1 137,808 0.17%
Minnesota 1 129,641 0.16%
Missouri 1 98,681 0.12%
Colorado 1 69,776 0.09%
Oklahoma 1 45,052 0.06%
Vermont 1 29,355 0.04%
Total 670 80,930,610 100.00%
Adjustable Rate Group 3
Geographic Distribution
Geographic
Location Term Coupon
Illinois 317 7.195%
Michigan 316 7.296%
Indiana 296 7.503%
Wisconsin 329 7.290%
Florida 301 7.783%
Kentucky 318 7.430%
Ohio 319 7.752%
Arizona 340 7.095%
Texas 303 7.583%
Utah 300 6.491%
Connecticut 323 6.868%
North Carolin 333 6.621%
South Carolin 341 7.250%
Minnesota 331 6.950%
Missouri 344 7.375%
Colorado 347 7.375%
Oklahoma 121 8.250%
Vermont 335 7.125%
Total 314 7.463%
Adjustable Rate Group 3
Loan Seasoning
# of Scheduled % of
Number of Yea Loans Balance Balance
1 year or les 16 2,210,514 2.73%
1+ to 2 year 55 6,920,054 8.55%
2+ to 3 years 284 38,187,422 47.19%
3+ to 4 years 80 10,731,699 13.26%
4+ to 5 years 100 12,884,111 15.92%
5+ to 6 years 34 2,493,031 3.08%
6+ to 7 years 27 2,904,362 3.59%
7+ to 8 years 6 484,063 0.60%
8+ to 9 years 7 283,209 0.35%
9+ to 10 year 5 180,889 0.22%
10 years or 36 1,073,379 1.33%
Total 650 78,352,733 96.81%
Adjustable Rate Group 3
Loan Seasoning
Number of Yea Term Coupon
$0 345 7.2194%
$0 334 6.9063%
$0 324 7.0665%
$0 312 7.7942%
$0 296 7.2238%
Distribution 283 7.7671%
Current Sche 282 8.2730%
Balances 262 9.0115%
$0 134 9.0000%
$50,000 193 9.3000%
$100,000 173 8.9898%
Total 314 7.4632%
Adjustable Rate Group 3
Distribution of Mortgage Interest Rates
Current Mort Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 13 2,051,867
6.250% to 6.500% 19 3,091,384
6.500% to 6.750% 74 11,759,461
6.750% to 7.000% 119 15,959,863
7.000% to 7.250% 92 11,943,104
7.250% to 7.500% 106 13,803,196
7.500% to 7.750% 69 8,212,885
7.750% to 8.000% 55 5,354,312
8.000% to 8.250% 19 2,421,832
8.250% to 8.500% 7 452,648
8.500% to 8.750% 11 501,327
8.750% to 9.000% 38 2,315,091
9.000% to 9.250% 43 2,942,636
9.250% & Above 5 121,002
Total 670 80,930,610
Adjustable Rate Group 3
Distribution of Mortgage Interest Rates
Current Mort Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 2.54% 315
6.250% to 6.500% 3.82% 327
6.500% to 6.750% 14.53% 322
6.750% to 7.000% 19.72% 324
7.000% to 7.250% 14.76% 316
7.250% to 7.500% 17.06% 323
7.500% to 7.750% 10.15% 318
7.750% to 8.000% 6.62% 297
8.000% to 8.250% 2.99% 301
8.250% to 8.500% 0.56% 282
8.500% to 8.750% 0.62% 283
8.750% to 9.000% 2.86% 237
9.000% to 9.250% 3.64% 275
9.250% & Above 0.15% 108
Total 100.00% 314
Adjustable Rate Group 3
Distribution of Mortgage Interest Rates
Current Mort Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.193%
6.250% to 6.500% 6.423%
6.500% to 6.750% 6.665%
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% 7.676%
7.750% to 8.000% 7.903%
8.000% to 8.250% 8.152%
8.250% to 8.500% 8.392%
8.500% to 8.750% 8.750%
8.750% to 9.000% 8.992%
9.000% to 9.250% 9.246%
9.250% & Above 9.618%
Total 7.463%
W/Avg Mortgage Interest Rate is 7.463%
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 36,882
to 100 4 307,945
10 to 150 6 781,788
15 to 200 3 558,061
20 to 250 28 6,771,657
25 to 300 131 35,733,320
30 to 350 78 25,221,757
35 to 400 40 14,925,840
40 to 450 24 10,164,501
45 to 500 29 13,885,513
50 to 550 16 8,413,234
55 to 600 12 6,855,716
60 to 650 8 4,997,067
65 to 700 3 2,024,710
70 to 3,000, 29 27,483,260
Total 412158,161,251
Adjustable Rate Group 4
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 0.02% 305
to 100 0.19% 266
10 to 150 0.49% 285
15 to 200 0.35% 214
20 to 250 4.28% 293
25 to 300 22.59% 322
30 to 350 15.95% 316
35 to 400 9.44% 327
40 to 450 6.43% 322
45 to 500 8.78% 318
50 to 550 5.32% 317
55 to 600 4.33% 326
60 to 650 3.16% 329
65 to 700 1.28% 330
70 to 3,000, 17.38% 330
Total 100.00% 321
Adjustable Rate Group 4
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 6.900%
to 100 7.024%
10 to 150 7.782%
15 to 200 7.135%
20 to 250 7.301%
25 to 300 6.976%
30 to 350 7.226%
35 to 400 7.033%
40 to 450 7.123%
45 to 500 6.907%
50 to 550 6.933%
55 to 600 6.997%
60 to 650 6.991%
65 to 700 6.918%
70 to 3,000, 7.009%
Total 7.234%
Average Scheduled Balance is 383,887
Maximum Scheduled Balance is 2,147,602
Minimum Scheduled Balance is 36,882
Adjustable Rate Group 4
Distribution of Property Types
# of Scheduled % of
Property Type Loans Balance Balance
Single Family 323 123,805,549 78.28%
PUD 41 15,582,278 9.85%
Condo 38 15,173,208 9.59%
2-4 Family 3 1,264,208 0.80%
Co-op 3 1,185,304 0.75%
Unknown 2 620,590 0.39%
Town House 2 530,113 0.34%
Total 412 158,161,251 100.00%
Adjustable Rate Group 4
Distribution of Property Types
Property Type Term Coupon
Single Family 322 7.046%
PUD 316 6.999%
Condo 314 6.989%
2-4 Family 328 7.636%
Co-op 314 7.426%
Unknown 295 8.121%
Town House 340 7.091%
Total 321 7.234%
Adjustable Rate Group 4
Geographic Distribution
Geog # of Scheduled % of
Location Loans Balance Balance
Illinois 197 76,478,971 48.36%
Michigan 123 42,997,328 27.19%
Indiana 33 12,558,455 7.94%
Florida 18 9,622,894 6.08%
Colorado 10 4,669,552 2.95%
Ohio 7 3,250,003 2.05%
Wisconsin 8 2,407,285 1.52%
Arizona 7 2,330,132 1.47%
Texas 3 1,736,451 1.10%
Pennsylvania 2 968,362 0.61%
California 2 577,179 0.36%
Kentucky 1 311,881 0.20%
Utah 1 252,759 0.16%
Total 412 158,161,251 100.00%
Adjustable Rate Group 4
Geographic Distribution
Geographic
Location Term Coupon
Illinois 320 7.001%
Michigan 319 7.088%
Indiana 322 6.990%
Florida 314 7.052%
Colorado 338 7.115%
Ohio 325 7.327%
Wisconsin 339 7.523%
Arizona 329 7.126%
Texas 342 6.773%
Pennsylvania 328 6.997%
California 293 7.954%
Kentucky 331 7.250%
Utah 331 6.850%
Total 321 7.234%
Adjustable Rate Group 4
Loan Seasoning
# of Scheduled % of
Number of Yea Loans Balance Balance
1 year or les 30 12,677,152 8.02%
1+ to 2 year 30 11,521,686 7.28%
2+ to 3 years 244 98,912,748 62.54%
3+ to 4 years 33 9,809,763 6.20%
4+ to 5 years 52 17,850,152 11.29%
5+ to 6 years 6 2,418,489 1.53%
6+ to 7 years 2 657,631 0.42%
7+ to 8 years 3 771,918 0.49%
8+ to 9 years 1 308,710 0.20%
9+ to 10 year 1 234,687 0.15%
10 years or 2 459,441 0.29%
Total 404 155,622,375 98.39%
Adjustable Rate Group 4
Loan Seasoning
Number of Yea Term Coupon
$0 347 7.343%
$0 326 6.832%
$0 325 6.922%
$0 304 7.437%
$0 298 7.100%
Distribution 291 7.479%
Current Sche 285 8.065%
Balances 221 9.000%
$0 259 9.000%
$50,000 127 9.000%
$100,000 190 9.000%
$150,000 321 7.234%
Adjustable Rate Group 4
Distribution of Mortgage Interest Rates
Current Mort Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 5 1,878,859
6.250% to 6.500% 21 9,222,092
6.500% to 6.750% 99 36,877,413
6.750% to 7.000% 144 57,968,663
7.000% to 7.250% 48 17,757,300
7.250% to 7.500% 27 12,434,180
7.500% to 7.750% 34 10,833,785
7.750% to 8.000% 14 4,640,193
8.000% to 8.250% 1 277,567
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000% 9 2,389,172
9.000% to 9.250% 10 3,882,025
9.250% & Above
Total 412158,161,251
Adjustable Rate Group 4
Distribution of Mortgage Interest Rates
Current Mort Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 1.19% 298
6.250% to 6.500% 5.83% 326
6.500% to 6.750% 23.32% 320
6.750% to 7.000% 36.65% 323
7.000% to 7.250% 11.23% 314
7.250% to 7.500% 7.86% 333
7.500% to 7.750% 6.85% 336
7.750% to 8.000% 2.93% 304
8.000% to 8.250% 0.18% 313
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000% 1.51% 234
9.000% to 9.250% 2.45% 322
9.250% & Above
Total 100.00% 321
Adjustable Rate Group 4
Distribution of Mortgage Interest Rates
Current Mort Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.208%
6.250% to 6.500% 6.418%
6.500% to 6.750% 6.662%
6.750% to 7.000% 6.905%
7.000% to 7.250% 7.131%
7.250% to 7.500% 7.389%
7.500% to 7.750% 7.646%
7.750% to 8.000% 7.895%
8.000% to 8.250% 8.100%
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000% 9.000%
9.000% to 9.250% 9.250%
9.250% & Above
Total 7.234%
W/Avg Mortgage Interest Rate is 7.234%
Minimum Mortgage Interest Rate is 6.150%
Maximum Mortgage Interest Rate is 9.250%
Adjustable Rate Group 5
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 48 1,673,529
to 100 155 11,662,941
10 to 150 133 16,256,745
15 to 200 75 13,043,318
20 to 250 94 21,239,999
25 to 300 1 274,049
30 to 350 1 329,648
35 to 400
40 to 450
45 to 500
50 to 550
55 to 600
60 to 650
65 to 700
70 to 3,000,
Total 507 64,480,229
Adjustable Rate Group 5
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 2.60% 298
to 100 18.09% 319
10 to 150 25.21% 333
15 to 200 20.23% 334
20 to 250 32.94% 332
25 to 300 0.43% 348
30 to 350 0.51% 330
35 to 400
40 to 450
45 to 500
50 to 550
55 to 600
60 to 650
65 to 700
70 to 3,000,
Total 100.00% 330
Adjustable Rate Group 5
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.841%
to 100 7.375%
10 to 150 7.263%
15 to 200 7.263%
20 to 250 7.152%
25 to 300 7.700%
30 to 350 6.300%
35 to 400,000
40 to 450,000
45 to 500,000
50 to 550,000
55 to 600,000
60 to 650,000
65 to 700,000
70 to 3,000,000
Total 7.312%
Average Scheduled Balance is 127,180
Maximum Scheduled Balance is 329,648
Minimum Scheduled Balance is 8,628
Adjustable Rate Group 5
Distribution of Property Types
# of Scheduled % of
Property Type Loans Balance Balance
Single Family 373 46,891,526 72.72%
Condo 75 9,353,093 14.51%
PUD 31 4,485,758 6.96%
2-4 Family 22 3,169,983 4.92%
Co-op 3 345,826 0.54%
Unknown 2 177,442 0.28%
Town House 1 56,603 0.09%
Total 507 64,480,229 100.00%
Adjustable Rate Group 5
Distribution of Property Types
Property Type Term Coupon
Single Family 327 7.268%
Condo 335 7.229%
PUD 340 7.305%
2-4 Family 330 7.165%
Co-op 323 7.236%
Unknown 334 7.270%
Town House 343 6.650%
Total 330 7.312%
Adjustable Rate Group 5
Geographic Distribution
Geog # of Scheduled % of
Location Loans Balance Balance
Illinois 156 23,190,442 35.97%
Michigan 149 18,370,280 28.49%
Indiana 99 10,862,359 16.85%
Kentucky 24 2,460,953 3.82%
Wisconsin 16 2,058,887 3.19%
Ohio 19 2,015,292 3.13%
Florida 15 1,868,893 2.90%
Colorado 7 1,072,781 1.66%
Louisiana 7 898,813 1.39%
Utah 6 690,328 1.07%
Arizona 4 561,701 0.87%
Texas 2 251,684 0.39%
Neveda 1 104,567 0.16%
Missouri 1 49,222 0.08%
New York 1 24,028 0.04%
Total 507 64,480,229 100.00%
Adjustable Rate Group 5
Geographic Distribution
Geographic
Location Term Coupon
Illinois 330 7.217%
Michigan 329 7.323%
Indiana 322 7.148%
Kentucky 331 7.400%
Wisconsin 332 7.392%
Ohio 327 7.349%
Florida 341 7.349%
Colorado 348 7.340%
Louisiana 348 7.309%
Utah 346 6.956%
Arizona 344 7.375%
Texas 343 7.483%
Neveda 338 7.000%
Missouri 334 6.900%
New York 297 7.800%
Total 330 7.312%
Adjustable Rate Group 5
Loan Seasoning
# of Scheduled % of
Number of Yea Loans Balance Balance
1 year or les 29 4,446,382 6.90%
1+ to 2 year 136 15,957,032 24.75%
2+ to 3 years 164 23,012,455 35.69%
3+ to 4 years 20 2,359,478 3.66%
4+ to 5 years 7 917,003 1.42%
5+ to 6 years 37 2,788,405 4.32%
6+ to 7 years 17 1,551,340 2.41%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 410 51,032,095 79.14%
Adjustable Rate Group 5
Loan Seasoning
Number of Yea Term Coupon
1 year or les 345 7.582%
1+ to 2 year 328 6.951%
2+ to 3 years 327 7.019%
3+ to 4 years 314 7.810%
4+ to 5 years 308 7.308%
5+ to 6 years 283 8.243%
6+ to 7 years 279 7.363%
7+ to 8 years
8+ to 9 years
9+ to 10 year
10 years or
Total 330 7.312%
Adjustable Rate Group 5
Distribution of Mortgage Interest Rates
Current Mort Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250%
6.250% to 6.500% 5 819,592
6.500% to 6.750% 56 7,539,773
6.750% to 7.000% 139 19,232,871
7.000% to 7.250% 75 10,604,842
7.250% to 7.500% 59 6,748,836
7.500% to 7.750% 86 11,760,031
7.750% to 8.000% 35 4,121,363
8.000% to 8.250% 19 1,539,722
8.250% to 8.500% 18 1,188,664
8.500% to 8.750% 7 504,737
8.750% to 9.000% 7 324,957
9.000% to 9.250% 1 94,841
9.250% & Above
Total 507 64,480,229
Adjustable Rate Group 5
Distribution of Mortgage Interest Rates
Current Mort Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250%
6.250% to 6.500% 1.27% 282
6.500% to 6.750% 11.69% 335
6.750% to 7.000% 29.83% 325
7.000% to 7.250% 16.45% 325
7.250% to 7.500% 10.47% 337
7.500% to 7.750% 18.24% 347
7.750% to 8.000% 6.39% 333
8.000% to 8.250% 2.39% 299
8.250% to 8.500% 1.84% 293
8.500% to 8.750% 0.78% 289
8.750% to 9.000% 0.50% 260
9.000% to 9.250% 0.15% 296
9.250% & Above
Total 100.00% 330
Adjustable Rate Group 5
Distribution of Mortgage Interest Rates
Current Mort Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250%
6.250% to 6.500% 6.377%
6.500% to 6.750% 6.690%
6.750% to 7.000% 6.928%
7.000% to 7.250% 7.144%
7.250% to 7.500% 7.450%
7.500% to 7.750% 7.647%
7.750% to 8.000% 7.866%
8.000% to 8.250% 8.191%
8.250% to 8.500% 8.410%
8.500% to 8.750% 8.672%
8.750% to 9.000% 8.901%
9.000% to 9.250% 9.125%
9.250% & Above
Total 7.312%
W/Avg Mortgage Interest Rate is 7.312%
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
to 100
10 to 150 1 111,901
15 to 200 1 196,250
20 to 250 15 3,618,628
25 to 300 131 35,945,427
30 to 350 84 27,371,240
35 to 400 65 24,466,811
40 to 450 36 15,154,864
45 to 500 27 12,908,411
50 to 550 19 9,978,981
55 to 600 14 8,116,904
60 to 650 16 9,978,366
65 to 700 5 3,396,953
70 to 3,000, 35 36,010,036
Total 449187,254,770
Adjustable Rate Group 6
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5
to 100
10 to 150 0.06% 328
15 to 200 0.10% 335
20 to 250 1.93% 318
25 to 300 19.20% 334
30 to 350 14.62% 337
35 to 400 13.07% 338
40 to 450 8.09% 337
45 to 500 6.89% 338
50 to 550 5.33% 341
55 to 600 4.33% 336
60 to 650 5.33% 341
65 to 700 1.81% 336
70 to 3,000, 19.23% 332
Total 100.00% 336
Adjustable Rate Group 6
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 50,000
to 100,000
10 to 150 7.375%
15 to 200 7.000%
20 to 250 7.018%
25 to 300 7.223%
30 to 350 7.185%
35 to 400 7.217%
40 to 450 7.156%
45 to 500 7.290%
50 to 550 7.243%
55 to 600 7.227%
60 to 650 7.236%
65 to 700 6.914%
70 to 3,000, 6.898%
Total 7.156%
Average Scheduled Balance is 417,048
Maximum Scheduled Balance is 1,984,221
Minimum Scheduled Balance is 111,901
Adjustable Rate Group 6
Distribution of Property Types
# of Scheduled % of
Property Type Loans Balance Balance
Single Family 341 145,970,125 77.95%
PUD 47 19,198,724 10.25%
Condo 53 18,769,377 10.02%
2-4 Family 6 2,777,197 1.48%
Town House 2 539,348 0.29%
Total 449 187,254,770 100.00%
Adjustable Rate Group 6
Distribution of Property Types
Property Type Term Coupon
Single Family 334 7.106%
PUD 341 7.271%
Condo 341 7.296%
2-4 Family 336 7.389%
Town House 336 6.799%
Total 336 7.156%
Adjustable Rate Group 6
Geographic Distribution
Geog # of Scheduled % of
Location Loans Balance Balance
Michigan 160 65,353,392 34.90%
Illinois 147 61,298,750 32.74%
Indiana 52 21,858,865 11.67%
Colorado 17 7,563,352 4.04%
Florida 15 6,047,533 3.23%
Ohio 15 5,359,285 2.86%
Wisconsin 10 4,861,707 2.60%
Kentucky 8 2,873,001 1.53%
Connecticut 1 1,703,600 0.91%
Arizona 4 1,639,140 0.88%
Louisiana 4 1,631,108 0.87%
California 2 1,061,459 0.57%
Utah 2 941,174 0.50%
Maryland 1 679,633 0.36%
Maine 1 520,696 0.28%
Texas 1 516,624 0.28%
Missouri 1 498,664 0.27%
New Jersey 1 464,772 0.25%
Montana 1 456,200 0.24%
Wyoming 1 396,979 0.21%
Washington 1 337,076 0.18%
Pennsylvania 1 336,904 0.18%
Georgia 1 323,104 0.17%
New Hampshire 1 268,984 0.14%
Kansas 1 262,769 0.14%
Total 449 187,254,770 100.00%
Adjustable Rate Group 6
Geographic Distribution
Geographic
Location Term Coupon
Michigan 339 7.247%
Illinois 331 7.001%
Indiana 327 7.094%
Colorado 342 7.393%
Florida 344 7.395%
Ohio 336 7.281%
Wisconsin 342 7.113%
Kentucky 339 7.305%
Connecticut 332 6.650%
Arizona 351 7.270%
Louisiana 349 7.426%
California 335 6.363%
Utah 351 7.342%
Maryland 330 6.550%
Maine 336 6.950%
Texas 340 7.550%
Missouri 350 7.500%
New Jersey 343 6.750%
Montana 349 7.600%
Wyoming 351 7.000%
Washington 331 7.000%
Pennsylvania 349 7.100%
Georgia 344 6.550%
New Hampshire 353 7.650%
Kansas 336 7.500%
Total 336 7.156%
Adjustable Rate Group 6
Loan Seasoning
# of Scheduled % of
Number of Yea Loans Balance Balance
1 year or les 92 36,139,294 19.30%
1+ to 2 year 106 52,704,554 28.15%
2+ to 3 years 150 56,918,477 30.40%
3+ to 4 years 11 4,521,622 2.41%
4+ to 5 years 9 4,946,953 2.64%
5+ to 6 years 2 603,183 0.32%
6+ to 7 years 3 1,259,886 0.67%
7+ to 8 years 1 397,997 0.21%
8+ to 9 years
9+ to 10 years
10 years or more
Total 374 157,491,964 84.11%
Adjustable Rate Group 6
Loan Seasoning
Number of Yea Term Coupon
1 year or les 348 7.5645%
1+ to 2 year 333 6.8191%
2+ to 3 years 329 6.9776%
3+ to 4 years 318 7.3181%
4+ to 5 years 300 6.8983%
5+ to 6 years 291 6.8907%
6+ to 7 years 284 6.8292%
7+ to 8 years 272 7.1500%
8+ to 9 years
9+ to 10 year
10 years or
Total 336 7.1559%
Adjustable Rate Group 6
Distribution of Mortgage Interest Rates
Current Mort Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 2 1,635,864
6.250% to 6.500% 8 4,932,439
6.500% to 6.750% 56 29,546,787
6.750% to 7.000% 150 61,636,034
7.000% to 7.250% 69 25,203,550
7.250% to 7.500% 27 10,483,960
7.500% to 7.750% 108 43,029,201
7.750% to 8.000% 26 9,389,237
8.000% to 8.250% 3 1,397,699
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 449187,254,770
Adjustable Rate Group 6
Distribution of Mortgage Interest Rates
Current Mort Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.87% 337
6.250% to 6.500% 2.63% 332
6.500% to 6.750% 15.78% 330
6.750% to 7.000% 32.92% 329
7.000% to 7.250% 13.46% 330
7.250% to 7.500% 5.60% 341
7.500% to 7.750% 22.98% 349
7.750% to 8.000% 5.01% 346
8.000% to 8.250% 0.75% 334
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 100.00% 336
Adjustable Rate Group 6
Distribution of Mortgage Interest Rates
Current Mort Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.200%
6.250% to 6.500% 6.474%
6.500% to 6.750% 6.684%
6.750% to 7.000% 6.914%
7.000% to 7.250% 7.145%
7.250% to 7.500% 7.413%
7.500% to 7.750% 7.651%
7.750% to 8.000% 7.877%
8.000% to 8.250% 8.135%
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 7.156%
W/Avg Mortgage Interest Rate is 7.16%
Minimum Mortgage Interest Rate is 6.20%
Maximum Mortgage Interest Rate is 8.20%
Adjustable Rate Group 7
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 34 1,253,884
to 100 100 7,850,554
10 to 150 76 9,233,386
15 to 200 45 7,895,477
20 to 250 106 24,468,983
25 to 300 3 810,319
30 to 350
35 to 400
40 to 450
45 to 500
50 to 550
55 to 600
60 to 650
65 to 700
70 to 3,000,
Total 364 51,512,604
Adjustable Rate Group 7
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 2.43% 300
to 100 15.24% 320
10 to 150 17.92% 327
15 to 200 15.33% 332
20 to 250 47.50% 331
25 to 300 1.57% 338
30 to 350
35 to 400
40 to 450
45 to 500
50 to 550
55 to 600
60 to 650
65 to 700
70 to 3,000,
Total 100.00% 328
Adjustable Rate Group 7
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.671%
to 100 7.416%
10 to 150 7.289%
15 to 200 7.336%
20 to 250 7.217%
25 to 300 7.232%
30 to 350,000
35 to 400,000
40 to 450,000
45 to 500,000
50 to 550,000
55 to 600,000
60 to 650,000
65 to 700,000
70 to 3,000,000
Total 7.362%
Average Scheduled Balance is 141,518
Maximum Scheduled Balance is 288,498
Minimum Scheduled Balance is 10,796
Adjustable Rate Group 7
Distribution of Property Types
# of Scheduled % of
Property Type Loans Balance Balance
Single Family 236 34,302,052 66.59%
Condo 73 9,287,202 18.03%
2-4 Family 38 4,933,087 9.58%
PUD 12 2,224,940 4.32%
Co-op 4 527,799 1.02%
Town House 1 237,523 0.46%
Total 364 51,512,604 100.00%
Adjustable Rate Group 7
Distribution of Property Types
Property Type Term Coupon
Single Family 330 7.265%
Condo 332 7.298%
2-4 Family 323 7.403%
PUD 312 7.242%
Co-op 291 8.087%
Town House 331 6.850%
Total 328 7.362%
Adjustable Rate Group 7
Geographic Distribution
Geog # of Scheduled % of
Location Loans Balance Balance
Michigan 134 18,333,898 35.59%
Illinois 116 18,295,019 35.52%
Indiana 52 6,665,377 12.94%
Ohio 18 2,296,827 4.46%
Florida 8 1,592,743 3.09%
Colorado 9 1,063,600 2.06%
Arizona 6 994,221 1.93%
Wisconsin 6 683,022 1.33%
Kentucky 5 665,803 1.29%
Texas 6 376,590 0.73%
Louisiana 1 238,290 0.46%
Virginia 1 128,332 0.25%
Wyoming 1 119,876 0.23%
Neveda 1 59,006 0.11%
Total 364 51,512,604 100.00%
Adjustable Rate Group 7
Geographic Distribution
Geographic
Location Term Coupon
Michigan 330 7.255%
Illinois 328 7.284%
Indiana 325 7.311%
Ohio 332 7.392%
Florida 314 7.257%
Colorado 330 7.267%
Arizona 329 7.267%
Wisconsin 333 7.391%
Kentucky 341 7.619%
Texas 344 7.489%
Louisiana 350 7.850%
Virginia 335 6.875%
Wyoming 339 7.250%
Neveda 304 7.650%
Total 328 7.362%
Adjustable Rate Group 7
Loan Seasoning
# of Scheduled % of
Number of Yea Loans Balance Balance
1 year or les 26 3,541,169 6.87%
1+ to 2 year 110 15,550,904 30.19%
2+ to 3 years 154 23,929,921 46.45%
3+ to 4 years 6 643,668 1.25%
4+ to 5 years 31 3,052,815 5.93%
5+ to 6 years 13 1,365,166 2.65%
6+ to 7 years 3 490,855 0.95%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 343 48,574,497 94.30%
Adjustable Rate Group 7
Loan Seasoning
Number of Yea Term Coupon
1 year or les 346 7.7204%
1+ to 2 year 334 7.0964%
2+ to 3 years 327 7.2269%
3+ to 4 years 314 7.7749%
4+ to 5 years 297 7.4419%
5+ to 6 years 285 7.4129%
6+ to 7 years 282 8.1425%
7+ to 8 years
8+ to 9 years
9+ to 10 year
10 years or
Total 328 7.3622%
Adjustable Rate Group 7
Distribution of Mortgage Interest Rates
Current Mort Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 11 1,875,407
6.750% to 7.000% 56 8,722,330
7.000% to 7.250% 131 20,959,731
7.250% to 7.500% 49 6,885,147
7.500% to 7.750% 57 6,065,009
7.750% to 8.000% 41 5,234,679
8.000% to 8.250% 14 1,329,678
8.250% to 8.500% 5 440,623
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 364 51,512,604
Adjustable Rate Group 7
Distribution of Mortgage Interest Rates
Current Mort Interest Rate % of
Interest Rate Balance
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 3.64%
6.750% to 7.000% 16.93%
7.000% to 7.250% 40.69%
7.250% to 7.500% 13.37%
7.500% to 7.750% 11.77%
7.750% to 8.000% 10.16%
8.000% to 8.250% 2.58%
8.250% to 8.500% 0.86%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 100.00%
Adjustable Rate Group 7
Distribution of Mortgage Interest Rates
Current Mort Interest Rate
Interest Rate Term Coupon
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 336 6.725%
6.750% to 7.000% 333 6.903%
7.000% to 7.250% 326 7.149%
7.250% to 7.500% 332 7.375%
7.500% to 7.750% 324 7.638%
7.750% to 8.000% 339 7.866%
8.000% to 8.250% 304 8.152%
8.250% to 8.500% 278 8.490%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 328 7.362%
W/Avg Mortgage Interest Rate is 7.362%
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
to 100
10 to 150 2 235,299
15 to 200 1 171,873
20 to 250 26 6,347,206
25 to 300 183 50,032,948
30 to 350 106 34,223,533
35 to 400 82 30,824,072
40 to 450 35 14,864,777
45 to 500 29 13,927,923
50 to 550 12 6,306,865
55 to 600 12 6,951,012
60 to 650 12 7,497,781
65 to 700 15 10,099,863
70 to 3,000, 39 39,988,000
Total 554221,471,152
Adjustable Rate Group 8
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5
to 100
10 to 150 0.11% 326
15 to 200 0.08% 340
20 to 250 2.87% 316
25 to 300 22.59% 334
30 to 350 15.45% 333
35 to 400 13.92% 335
40 to 450 6.71% 334
45 to 500 6.29% 332
50 to 550 2.85% 336
55 to 600 3.14% 316
60 to 650 3.39% 330
65 to 700 4.56% 333
70 to 3,000, 18.06% 337
Total 100.00% 333
Adjustable Rate Group 8
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 50,000
to 100,000
10 to 150 7.101%
15 to 200 6.650%
20 to 250 7.196%
25 to 300 7.266%
30 to 350 7.286%
35 to 400 7.221%
40 to 450 7.255%
45 to 500 7.203%
50 to 550 7.114%
55 to 600 7.220%
60 to 650 7.183%
65 to 700 7.146%
70 to 3,000, 7.295%
Total 7.267%
Average Scheduled Balance is 399,767
Maximum Scheduled Balance is 1,740,287
Minimum Scheduled Balance is 110,972
Adjustable Rate Group 8
Distribution of Property Types
# of Scheduled % of
Property Type Loans Balance Balance
Single Family 444 182,807,785 82.54%
Condo 54 20,002,738 9.03%
PUD 46 15,318,802 6.92%
2-4 Family 4 1,772,492 0.80%
Town House 5 1,331,985 0.60%
Co-op 1 237,349 0.11%
Total 554 221,471,152 100.00%
Adjustable Rate Group 8
Distribution of Property Types
Property Type Term Coupon
Single Family 334 7.261%
Condo 330 7.160%
PUD 334 7.170%
2-4 Family 311 7.269%
Town House 330 7.149%
Co-op 274 9.125%
Total 333 7.267%
Adjustable Rate Group 8
Geographic Distribution
Geog # of Scheduled % of
Location Loans Balance Balance
Michigan 200 79,742,053 36.01%
Illinois 183 68,739,029 31.04%
Indiana 75 28,162,925 12.72%
Florida 26 11,752,318 5.31%
Ohio 19 9,264,375 4.18%
Colorado 11 6,076,847 2.74%
Kentucky 10 4,143,331 1.87%
Wisconsin 10 4,075,891 1.84%
California 3 2,521,535 1.14%
New York 2 1,445,571 0.65%
Washington 1 989,900 0.45%
Louisiana 3 958,190 0.43%
Georgia 2 754,429 0.34%
Texas 2 612,681 0.28%
Utah 1 414,369 0.19%
Massachusetts 1 380,776 0.17%
North Carolin 1 302,075 0.14%
Montana 1 301,460 0.14%
Maine 1 287,816 0.13%
Arizona 1 273,315 0.12%
Minnesota 1 272,266 0.12%
Total 554 221,471,152 100.00%
Adjustable Rate Group 8
Geographic Distribution
Geographic
Location Term Coupon
Michigan 335 7.241%
Illinois 331 7.175%
Indiana 326 7.202%
Florida 331 7.178%
Ohio 338 7.395%
Colorado 347 7.577%
Kentucky 349 7.618%
Wisconsin 338 7.529%
California 316 7.324%
New York 330 7.103%
Washington 337 7.800%
Louisiana 349 7.709%
Georgia 333 7.171%
Texas 342 7.146%
Utah 331 7.250%
Massachusetts 347 7.200%
North Carolin 351 7.400%
Montana 348 8.000%
Maine 343 7.100%
Arizona 352 7.450%
Minnesota 351 7.900%
Total 333 7.267%
Adjustable Rate Group 8
Loan Seasoning
# of Scheduled % of
Number of Yea Loans Balance Balance
1 year or les 57 22,780,652 10.29%
1+ to 2 year 117 51,929,150 23.45%
2+ to 3 years 313 117,639,807 53.12%
3+ to 4 years 6 2,120,076 0.96%
4+ to 5 years 9 4,479,195 2.02%
5+ to 6 years
6+ to 7 years 2 991,425 0.45%
7+ to 8 years 1 237,349 0.11%
8+ to 9 years
9+ to 10 years
10 years or more
Total 505 200,177,653 90.39%
Adjustable Rate Group 8
Loan Seasoning
Number of Yea Term Coupon
1 year or les 347 7.6175%
1+ to 2 year 336 7.0464%
2+ to 3 years 329 7.1674%
3+ to 4 years 314 7.1732%
4+ to 5 years 306 7.2713%
5+ to 6 years
6+ to 7 years 282 7.1177%
7+ to 8 years 274 9.1250%
8+ to 9 years
9+ to 10 year
10 years or
Total 333 7.2672%
Adjustable Rate Group 8
Distribution of Mortgage Interest Rates
Current Mort Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 21 8,791,238
6.750% to 7.000% 81 35,613,079
7.000% to 7.250% 257 98,501,093
7.250% to 7.500% 97 37,078,223
7.500% to 7.750% 43 16,923,817
7.750% to 8.000% 53 23,362,572
8.000% to 8.250% 1 963,781
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250% 1 237,349
9.250% & Above
Total 554221,471,152
Adjustable Rate Group 8
Distribution of Mortgage Interest Rates
Current Mort Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 3.97% 329
6.750% to 7.000% 16.08% 334
7.000% to 7.250% 44.48% 330
7.250% to 7.500% 16.74% 330
7.500% to 7.750% 7.64% 337
7.750% to 8.000% 10.55% 348
8.000% to 8.250% 0.44% 351
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250% 0.11% 274
9.250% & Above
Total 100.00% 333
Adjustable Rate Group 8
Distribution of Mortgage Interest Rates
Current Mort Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 6.7178%
6.750% to 7.000% 6.9072%
7.000% to 7.250% 7.1385%
7.250% to 7.500% 7.3664%
7.500% to 7.750% 7.6355%
7.750% to 8.000% 7.8881%
8.000% to 8.250% 8.2500%
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250% 9.1250%
9.250% & Above
Total 7.2672%
W/Avg Mortgage Interest Rate is 7.267%
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 5 474 13,048,466
to 100 763 56,084,670
10 to 150 429 52,407,542
15 to 200 156 27,120,648
20 to 250 76 16,674,743
25 to 300 31 8,364,920
30 to 350 22 7,159,217
35 to 400 9 3,311,091
40 to 450 3 1,284,081
45 to 500 9 4,226,150
50 to 550 5 2,568,960
55 to 600 3 1,706,517
60 to 650 2 1,287,089
65 to 700
70 to 3,000, 3 2,283,015
Total 1985197,527,108
Fixed Rate Group
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 6.61% 242
to 100 28.39% 295
10 to 150 26.53% 297
15 to 200 13.73% 298
20 to 250 8.44% 312
25 to 300 4.23% 294
30 to 350 3.62% 309
35 to 400 1.68% 323
40 to 450 0.65% 289
45 to 500 2.14% 301
50 to 550 1.30% 300
55 to 600 0.86% 284
60 to 650 0.65% 347
65 to 700
70 to 3,000, 1.16% 330
Total 100.00% 296
Fixed Rate Group
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.619%
to 100 7.296%
10 to 150 7.216%
15 to 200 7.100%
20 to 250 7.231%
25 to 300 7.456%
30 to 350 7.359%
35 to 400 7.174%
40 to 450 7.372%
45 to 500 7.403%
50 to 550 7.249%
55 to 600 7.122%
60 to 650 8.027%
65 to 700,000
70 to 3,000, 7.460%
Total 7.373%
Average Scheduled Balance is 99,510
Maximum Scheduled Balance is 785,926
Minimum Scheduled Balance is 1,374
Fixed Rate Group
Distribution of Property Types
# of Scheduled % of
Property Type Loans Balance Balance
Single Family 1523 147,317,823 5025.00%
Condo 253 22,708,240 910.00%
2-4 Family 133 15,241,335 333.00%
PUD 53 9,053,376 330.00%
Town House 16 2,179,202 41.00%
Unknown 7 1,027,132 23.00%
Total 1985 197,527,108 6662.00%
Fixed Rate Group
Distribution of Property Types
Property Type Term Coupon
Single Family 294 7.288%
Condo 300 7.210%
2-4 Family 299 7.275%
PUD 316 7.293%
Town House 261 7.218%
Unknown 259 7.425%
Total 296 7.373%
Fixed Rate Group
Geographic Distribution
Geog # of Scheduled % of
Location Loans Balance Balance
Illinois 996 111,623,379 56.51%
Michigan 297 33,113,085 16.76%
Indiana 285 25,262,469 12.79%
Ohio 121 6,877,430 3.48%
Florida 48 4,235,913 2.14%
Louisiana 62 3,162,495 1.60%
Kentucky 54 3,035,603 1.54%
Texas 56 2,650,473 1.34%
Arizona 30 2,285,253 1.16%
Wisconsin 14 1,231,114 0.62%
Colorado 4 839,022 0.42%
California 3 760,863 0.39%
New York 2 748,775 0.38%
Oklahoma 5 492,601 0.25%
Iowa 1 252,867 0.13%
North Carolin 1 231,581 0.12%
South Carolin 1 192,782 0.10%
Delaware 1 182,027 0.09%
Rhode Island 1 156,112 0.08%
New Jersey 1 98,645 0.05%
Neveda 1 87,095 0.04%
Georgia 1 7,526 0.00%
Total 1985 197,527,108 100.00%
Fixed Rate Group
Geographic Distribution
Geographic
Location Term Coupon
Illinois 290 7.180%
Michigan 309 7.334%
Indiana 294 7.392%
Ohio 296 7.570%
Florida 325 7.450%
Louisiana 314 7.145%
Kentucky 293 7.489%
Texas 285 7.881%
Arizona 300 7.581%
Wisconsin 303 7.373%
Colorado 342 6.998%
California 309 7.462%
New York 340 8.568%
Oklahoma 288 7.622%
Iowa 195 7.125%
North Carolin 345 7.150%
South Carolin 341 7.000%
Delaware 275 7.000%
Rhode Island 342 7.500%
New Jersey 331 7.100%
Neveda 333 7.350%
Georgia 41 8.900%
Total 296 7.373%
Fixed Rate Group
Loan Seasoning
# of Scheduled % of
Number of Yea Loans Balance Balance
1 year or les 32 56,084,670 1.73%
1+ to 2 year 499 52,407,542 33.04%
2+ to 3 years 578 27,120,648 29.82%
3+ to 4 years 51 16,674,743 2.19%
4+ to 5 years 70 8,364,920 3.49%
5+ to 6 years 31 7,159,217 1.07%
6+ to 7 years 429 3,311,091 22.67%
7+ to 8 years 87 1,284,081 3.37%
8+ to 9 years 27 4,226,150 0.63%
9+ to 10 year 1 2,568,960 0.10%
10 years or 168 1,706,517 1.30%
Total 1973 180,908,538 99.40%
Fixed Rate Group
Loan Seasoning
Number of Yea Term Coupon
1 year or les 334 7.9748%
1+ to 2 year 327 7.1223%
2+ to 3 years 308 7.4474%
3+ to 4 years 305 8.0987%
4+ to 5 years 281 7.3850%
5+ to 6 years 255 7.6423%
6+ to 7 years 257 7.0095%
7+ to 8 years 235 7.4023%
8+ to 9 years 202 7.9356%
9+ to 10 year 157 6.8500%
10 years or 85 8.3534%
Total 296 7.3730%
Fixed Rate Group
Distribution of Mortgage Interest Rates
Current Mort Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 1 128,671
6.250% to 6.500% 50 4,564,568
6.500% to 6.750% 86 7,877,441
6.750% to 7.000% 400 45,849,485
7.000% to 7.250% 527 57,681,210
7.250% to 7.500% 364 41,168,517
7.500% to 7.750% 160 18,363,432
7.750% to 8.000% 112 9,703,319
8.000% to 8.250% 60 4,420,336
8.250% to 8.500% 86 3,552,856
8.500% to 8.750% 72 1,478,132
8.750% to 9.000% 50 2,528,995
9.000% to 9.250% 17 210,145
9.250% & Above
Total 1985197,527,108
Fixed Rate Group
Distribution of Mortgage Interest Rates
Current Mort Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.07% 209
6.250% to 6.500% 2.31% 268
6.500% to 6.750% 3.99% 265
6.750% to 7.000% 23.21% 286
7.000% to 7.250% 29.20% 301
7.250% to 7.500% 20.84% 313
7.500% to 7.750% 9.30% 307
7.750% to 8.000% 4.91% 302
8.000% to 8.250% 2.24% 275
8.250% to 8.500% 1.80% 266
8.500% to 8.750% 0.75% 193
8.750% to 9.000% 1.28% 268
9.000% to 9.250% 0.11% 123
9.250% & Above
Total 100.00% 296
Fixed Rate Group
Distribution of Mortgage Interest Rates
Current Mort Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.250%
6.250% to 6.500% 6.467%
6.500% to 6.750% 6.671%
6.750% to 7.000% 6.933%
7.000% to 7.250% 7.152%
7.250% to 7.500% 7.383%
7.500% to 7.750% 7.643%
7.750% to 8.000% 7.906%
8.000% to 8.250% 8.168%
8.250% to 8.500% 8.431%
8.500% to 8.750% 8.673%
8.750% to 9.000% 8.899%
9.000% to 9.250% 9.233%
9.250% & Above
Total 7.373%
W/Avg Mortgage Interest Rate is 7.373%
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
09/13/00 - 09:48 (D561-D581) (c) 2000 LaSalle Bank N.A.
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