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Previous: ELTRAX SYSTEMS INC, 8-K, EX-99.2, 2000-07-28 |
Next: STRONG MUNICIPAL FUNDS INC, 497J, 2000-07-28 |
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: July 25, 2000
(Date of earliest event reported)
Structured Asset Securities Corporation
Commercial Mortgage Pass-Through Certificates
Bank One Mortgage-Backed Pass Through Certificates, Series 2000-2
(Exact name of registrant as specified in charter)
Delaware 333-64351 13-3320910
(State or other juris- (Commission (I.R.S. Employer
diction of organization) File No.) Identification No.)
Eleven Madison Avenue, New York, New York 100010
(Address of principal executive offices) (Zip Code)
Registrant's Telephone Number, including area code (212) 325-2000
(Former name or former address, if changed since last report.)
ITEM 5.
On March 31, 2000, Asset Backed Securities Corporation
entered into a Pooling and Servicing Agreement dated as of
March 1, 2000 (the "Pooling and Servicing Agreement"), by and
among Asset Backed Securities Corporation, as depositor,
Bank One, National Association, as seller and Servicer,
Homeside Lending Inc., as servicer and LaSalle Bank National
Association, as trustee. The Pooling and Servicing Agreement
is annexed hereto as Exhibit I.
ITEM 7. FINANCIAL STATEMENTS, PRO FORMA FINANCIAL
(a) Not applicable
(b) Not Applicable
(c) Exhibits
Exhibit No. Description
99 Monthly distribution report pursuant
100 to
Section 4.1 of the Pooling and
Servicing
Agreement for the distribution
on July 25, 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: July 25,2000
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 07/26/00
Payment Date: 07/17/00
Prior Payment: 06/15/00
Next Payment: 08/15/00
Record Date: 06/30/00
WAC: 7.308126%
WAMM: 318
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 120,141,000.00 112,988,900.42 3,677,822.46 0.00
045413BW0 1,000.00 940.47 30.612550753 0.000000000
2A 152,653,000.00 141,233,563.32 3,964,006.04 0.00
045413BX8 1,000.00 925.19 25.967429661 0.000000000
3A 90,915,000.00 85,479,476.07 1,216,555.07 0.00
045413BY6 1,000.00 940.21 13.381235990 0.000000000
4A 176,766,000.00 166,304,503.00 2,180,071.78 0.00
045413BZ3 1,000.00 940.82 12.333094486 0.000000000
5A 69,100,000.00 66,554,679.08 545,952.89 0.00
045413CA7 1,000.00 963.16 7.900910130 0.000000000
6A 199,188,000.00 193,883,833.47 1,689,468.50 0.00
045413CB5 1,000.00 973.37 8.481778521 0.000000000
7A 54,542,000.00 52,700,080.76 435,036.44 0.00
045413CC3 1,000.00 966.23 7.976173224 0.000000000
8A 232,098,000.00 224,855,397.79 706,674.89 0.00
045413CD1 1,000.00 968.80 3.044726323 0.000000000
9A1 46,364,000.00 41,889,948.60 1,517,991.09 0.00
045413CE9 1,000.00 903.50 32.740727553 0.000000000
9A2 61,344,000.00 61,277,383.58 22,451.11 0.00
045413CF6 1,000.00 998.91 0.365987057 0.000000000
9A3 4,000,000.00 4,066,616.42 0.00 0.00
045413CG4 1,000.00 1,016.65 0.000000000 0.000000000
9AP 641,225.98 626,656.68 1,473.22 0.00
045413CH2 1,000.00 977.28 2.297501632 0.000000000
9AX 208,581,414.00 203,700,694.75 0.00 0.00
045413CJ8 1,000.00 976.60 0.000000000 0.000000000
M-1 34,817,000.00 34,665,317.32 51,751.43 0.00
045413CK5 1,000.00 995.64 1.486383938 0.000000000
M-2 16,821,000.00 16,747,718.13 25,002.47 0.00
045413CL3 1,000.00 995.64 1.486384093 0.000000000
1,400,222,723.41,247,677,032.34 16,100,546.02 0.00
Class Negative Closing Interest
CUSIP Amortization Balance Payment
1A 0.00 109,311,077.96 708,410.18
045413BW0 0.00000000000 909.85656819903 5.89648981699
2A 0.00 137,269,557.28 843,941.15
045413BX8 0.00000000000 899.22607010671 5.52849368399
3A 0.00 84,262,921.00 494,432.59
045413BY6 0.00000000000 926.83188692735 5.43840494833
4A 0.00 164,124,431.22 925,631.08
045413BZ3 0.00000000000 928.48416109433 5.23647692223
5A 0.00 66,008,726.19 381,771.39
045413CA7 0.00000000000 955.26376541245 5.52491157705
6A 0.00 192,194,364.97 1,092,217.30
045413CB5 0.00000000000 964.88927530775 5.48334889614
7A 0.00 52,265,044.32 303,515.37
045413CC3 0.00000000000 958.25316856734 5.56480096463
8A 0.00 224,148,722.90 1,286,970.91
045413CD1 0.00000000000 965.75034209687 5.54494612837
9A1 0.00 40,371,957.51 231,267.42
045413CE9 0.00000000000 870.76088150289 4.98808179973
9A2 0.00 61,254,932.47 338,302.22
045413CF6 0.00000000000 998.54806452139 5.51483799309
9A3 22,451.11 4,089,067.53 0.00
045413CG4 5.612777500001,022.2668825000 0.00000000000
9AP 0.00 625,183.46 0.00
045413CH2 0.00000000000 974.98148780559 0.00000000000
9AX 0.00 202,038,240.82 71,875.60
045413CJ8 0.00000000000 968.63012358330 0.34459256614
M-1 0.00 34,613,565.89 191,381.44
045413CK5 0.00000000000 994.15704655772 5.49678143926
M-2 0.00 16,722,715.66 92,461.36
045413CL3 0.00000000000 994.15704535997 5.49678143448
22,451.111,231,598,937.43 7,207,319.35
Class Interest Pass-Through
CUSIP Adjustment Rate (2)
0 Next Rate (3)
0
1A 0.00 7.52367902%
045413BW0 0.00000000000 0.07513481
2A 0.00 7.17059990%
045413BX8 0.00000000000 0.07163124
3A 0.00 6.94107089%
045413BY6 0.00000000000 0.06936255
4A 0.00 6.67905724%
045413BZ3 0.00000000000 0.06667504
5A 0.00 6.88344793%
045413CA7 0.00000000000 0.06883094
6A 0.00 6.76003118%
045413CB5 0.00000000000 0.06761575
7A 0.00 6.91115543%
045413CC3 0.00000000000 0.06910322
8A 0.00 6.86825890%
045413CD1 0.00000000000 0.06868600
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 0.42341891%
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 12,464,460.11 18,608.04 0.00
045413CM1 1000.00000000 995.64343079 1.48638405 0.00000000
B-1 16,638,000.00 16,565,515.39 24,730.46 0.00
045413CN9 1000.00000000 995.64343010 1.48638395 0.00000000
B-2 7,720,000.00 7,686,367.28 11,474.88 0.00
045413CP4 1000.00000000 995.64343005 1.48638392 0.00000000
B-3 7,720,248.72 7,686,614.92 11,475.25 0.00
045413CQ2 1000.00000000 995.64343051 1.48638397 0.00000000
R-II 0.00 0.00 0.00 0.00
045413CS8 1000.00000000 0.00000000 0.00000000 0.00000000
1,400,222,723.41,247,677,032.34 16,100,546.02 0.00
Negative Closing Interest
Class Amortization Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
M-3 0.00 12,445,852.07 68,814.21
045413CM1 0.0000000000 994.1570468887 5.4967814408
B-1 0.00 16,540,784.93 91,455.45
045413CN9 0.0000000000 994.1570459190 5.4967814370
B-2 0.00 7,674,892.40 42,435.15
045413CP4 0.0000000000 994.1570466321 5.4967814367
B-3 0.00 7,675,139.67 42,436.52
045413CQ2 0.0000000000 994.1570470543 5.4967814393
R-II 0.00 0.00 0.00
045413CS8 0.0000000000 0.0000000000 0.0000000000
22,451.111,231,598,937.43 7,207,319.35
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-1 120,141,000.00 112,988,900.42 3,677,822.46 0.00
None 1000.000000000 940.469118952 30.612550753 0.000000000
LT-A-2 152,653,000.00 141,233,563.32 3,964,006.04 0.00
None 1000.000000000 925.193499767 25.967429661 0.000000000
LT-A-3 90,915,000.00 85,479,476.07 1,216,555.07 0.00
None 1000.000000000 940.213122917 13.381235990 0.000000000
LT-A-4 176,766,000.00 166,304,503.00 2,180,071.78 0.00
None 1000.000000000 940.817255581 12.333094486 0.000000000
LT-A-5 69,100,000.00 66,554,679.08 545,952.89 0.00
None 1000.000000000 963.164675543 7.900910130 0.000000000
LT-A-6 199,188,000.00 193,883,833.47 1,689,468.50 0.00
None 1000.000000000 973.371053829 8.481778521 0.000000000
LT-A-7 54,542,000.00 52,700,080.76 435,036.44 0.00
None 1000.000000000 966.229341792 7.976173224 0.000000000
LT-A-8 232,098,000.00 224,855,397.79 706,674.89 0.00
None 1000.000000000 968.795068419 3.044726323 0.000000000
LT-A-9 111,708,000.00 107,233,948.60 1,540,442.20 0.00
None 1000.000000000 959.948693021 13.789900475 0.000000000
LT-PO-9 641,225.98 626,656.68 1,473.22 0.00
None 1000.000000000 977.278992969 2.297501632 0.000000000
LT-X-9 208,581,414.00 203,700,694.75 0.00 0.00
None 1000.000000000 976.600411530 0.000000000 0.000000000
LT-M1-9 34,817,000.00 34,665,317.32 51,751.43 0.00
None 1000.000000000 995.643430508 1.486383938 0.000000000
LT-M2-9 16,821,000.00 16,747,718.13 25,002.47 0.00
None 1000.000000000 995.643429642 1.486384093 0.000000000
LT-M3-9 12,519,000.00 12,464,460.11 18,608.04 0.00
None 1000.000000000 995.643430785 1.486384051 0.000000000
LT-B1-9 16,638,000.00 16,565,515.39 24,730.46 0.00
None 1000.000000000 995.643430100 1.486383954 0.000000000
1,303,987,474.71,247,677,032.34 16,100,546.02 0.00
REMIC I
Negative Closing Interest
Class Amortization Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
LT-A-1 0.00 109,311,077.96 708,410.18
None 0.0000000000 909.8565681990 5.8964898170
LT-A-2 0.00 137,269,557.28 843,941.15
None 0.0000000000 899.2260701067 5.5284936840
LT-A-3 0.00 84,262,921.00 494,432.59
None 0.0000000000 926.8318869274 5.4384049483
LT-A-4 0.00 164,124,431.22 925,631.08
None 0.0000000000 928.4841610943 5.2364769222
LT-A-5 0.00 66,008,726.19 381,771.39
None 0.0000000000 955.2637654124 5.5249115770
LT-A-6 0.00 192,194,364.97 1,092,217.30
None 0.0000000000 964.8892753077 5.4833488961
LT-A-7 0.00 52,265,044.32 303,515.37
None 0.0000000000 958.2531685673 5.5648009646
LT-A-8 0.00 224,148,722.90 1,286,970.91
None 0.0000000000 965.7503420969 5.5449461284
LT-A-9 22,451.11 105,715,957.51 569,569.65
None 0.2009803237 946.3597728900 5.0987364057
LT-PO-9 0.00 625,183.46 0.00
None 0.0000000000 974.9814878056 0.0000000000
LT-X-9 0.00 202,038,240.82 71,875.60
None 0.0000000000 968.6301235833 0.3445925661
LT-M1-9 0.00 34,613,565.89 191,381.44
None 0.0000000000 994.1570465577 5.4967814393
LT-M2-9 0.00 16,722,715.66 92,461.36
None 0.0000000000 994.1570453600 5.4967814345
LT-M3-9 0.00 12,445,852.07 68,814.21
None 0.0000000000 994.1570468887 5.4967814408
LT-B1-9 0.00 16,540,784.93 91,455.45
None 0.0000000000 994.1570459190 5.4967814370
22,451.111,231,598,937.43 7,207,319.35
Class Interest Pass-Through
CUSIP Adjustment Rate (2)
0 Per $1,000 Next Rate (3)
LT-A-1
None 0.00 7.52367902%
LT-A-2 0.0000000000 7.51348100%
None 0.00 7.17059990%
LT-A-3 0.0000000000 7.16312402%
None 0.00 6.94107089%
LT-A-4 0.0000000000 6.93625481%
None 0.00 6.67905724%
LT-A-5 0.0000000000 6.66750365%
None 0.00 6.88344793%
LT-A-6 0.0000000000 6.88309409%
None 0.00 6.76003118%
LT-A-7 0.0000000000 6.76157485%
None 0.00 6.91115543%
LT-A-8 0.0000000000 6.91032196%
None 0.00 6.86825890%
LT-A-9 0.0000000000 6.86860037%
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 0.42341891%
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 7,686,367.28 11,474.88 0.00
None 1000.0000000000 995.6434300518 1.4863839162 0.0000000000
LT-B3-9 7,720,248.72 7,686,614.92 11,475.25 0.00
None 1000.0000000000 995.6434305137 1.4863839737 0.0000000000
R-I 0.00 0.00 0.00 0.00
045413CR0 1000.0000000000 0.0000000000 0.0000000000 0.0000000000
1,303,987,474.71,247,677,032.34 16,100,546.02 0.00
Class Negative Closing Interest
CUSIP Amortization Balance Payment
Per $1,000 Per $1,000 Per $1,000
LT-B2-9 0.00 7,674,892.40 42,435.15
None 0.00000000 994.15704663 5.49678144
LT-B3-9 0.00 7,675,139.67 42,436.52
None 0.00000000 994.15704705 5.49678144
R-I 0.00 0.00 0.00
045413CR0 0.00000000 0.00000000 0.00000000
22,451.111,231,598,937.43 7,207,319.35
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 112,988,900.42 7.5237% 708,410.18
2A 141,233,563.32 7.1706% 843,941.15
3A 85,479,476.07 6.9411% 494,432.59
4A 166,304,503.00 6.6791% 925,631.08
5A 66,554,679.08 6.8834% 381,771.39
6A 193,883,833.47 6.7600% 1,092,217.30
7A 52,700,080.76 6.9112% 303,515.37
8A 224,855,397.79 6.8683% 1,286,970.91
9A1 41,889,948.60 6.6250% 231,267.42
9A2 61,277,383.58 6.6250% 338,302.22
9A3 4,066,616.42 6.6250% 22,451.11
9AP 626,656.68 0.0000% -
9AX 203,700,694 N 0.4234% 71,875.60
M-1 34,665,317.32 6.6250% 191,381.44
M-2 16,747,718.13 6.6250% 92,461.36
M-3 12,464,460.11 6.6250% 68,814.21
B-1 16,565,515.39 6.6250% 91,455.45
B-2 7,686,367.28 6.6250% 42,435.15
B-3 7,686,614.92 6.6250% 42,436.52
Excess
Accrued Payment of Accretion / Prepayment
Certificate Prior Unpaid Deferred Interest
Interest Interest Interest Shortfalls
Class
708,410.18 0.00 0.00 0.00
1A 843,941.15 0.00 0.00 0.00
2A 494,432.59 0.00 0.00 0.00
3A 925,631.08 0.00 0.00 0.00
4A 381,771.39 0.00 0.00 0.00
5A 1,092,217.30 0.00 0.00 0.00
6A 303,515.37 0.00 0.00 0.00
7A 1,286,970.91 0.00 0.00 0.00
8A 231,267.42 0.00 0.00 0.00
9A1 338,302.22 0.00 0.00 0.00
9A2 22,451.11 0.00 -22,451.11 0.00
9A3 0.00 0.00 0.00 0.00
9AP 71,875.60 0.00 0.00 0.00
9AX 191,381.44 0.00 0.00 0.00
M-1 92,461.36 0.00 0.00 0.00
M-2 68,814.21 0.00 0.00 0.00
M-3 91,455.45 0.00 0.00 0.00
B-1 42,435.15 0.00 0.00 0.00
B-2 42,436.52 0.00 0.00 0.00
B-3 0.00 0.00 0.00 0.00
7,229,770.45 0.00 -22,451.11 0.00
Prior Ending Actual
Interest Unpaid Unpaid Distribution
Class Loss Interest Interest of Interest
1A 0.00 0.00 0.00 708,410.18
2A 0.00 0.00 0.00 843,941.15
3A 0.00 0.00 0.00 494,432.59
4A 0.00 0.00 0.00 925,631.08
5A 0.00 0.00 0.00 381,771.39
6A 0.00 0.00 0.001,092,217.30
7A 0.00 0.00 0.00 303,515.37
8A 0.00 0.00 0.001,286,970.91
9A1 0.00 0.00 0.00 231,267.42
9A2 0.00 0.00 0.00 338,302.22
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 71,875.60
M-1 0.00 0.00 0.00 191,381.44
M-2 0.00 0.00 0.00 92,461.36
M-3 0.00 0.00 0.00 68,814.21
B-1 0.00 0.00 0.00 91,455.45
B-2 0.00 0.00 0.00 42,435.15
B-3 0.00 0.00 0.00 42,436.52
0.00 0.00 0.007,207,319.35
Ending
Principal /
Class Notional
Balance
1A 109,311,077.96
2A 137,269,557.28
3A 84,262,921.00
4A 164,124,431.22
5A 66,008,726.19
6A 192,194,364.97
7A 52,265,044.32
8A 224,148,722.90
9A1 40,371,957.51
9A2 61,254,932.47
9A3 4,089,067.53
9AP 625,183.46
9AX 202,038,240.82
M-1 34,613,565.89
M-2 16,722,715.66
M-3 12,445,852.07
B-1 16,540,784.93
B-2 7,674,892.40
B-3 7,675,139.67
1,433,637,178.25
Bond Principal Summary
Original Beginning Scheduled
Certificate Certificate Principal
Class Balance Balance Distribution
1A 120,141,000.00 112,988,900.42 211,597.58
2A 152,653,000.00 141,233,563.32 178,000.72
3A 90,915,000.00 85,479,476.07 114,992.39
4A 176,766,000.00 166,304,503.00 208,865.64
5A 69,100,000.00 66,554,679.08 70,924.20
6A 199,188,000.00 193,883,833.47 187,235.78
7A 54,542,000.00 52,700,080.76 54,588.37
8A 232,098,000.00 224,855,397.79 225,644.74
9A1 46,364,000.00 41,889,948.60 159,991.01
9A2 61,344,000.00 61,277,383.58 22,451.11
9A3 4,000,000.00 4,066,616.42 0.00
9AP 641,225.98 626,656.68 1,192.29
9AX 208,581,414.00 N 203,700,694.75 0.00
M-1 34,817,000.00 34,665,317.32 51,732.29
M-2 16,821,000.00 16,747,718.13 24,993.22
M-3 12,519,000.00 12,464,460.11 18,601.16
B-1 16,638,000.00 16,565,515.39 24,721.31
B-2 7,720,000.00 7,686,367.28 11,470.64
B-3 7,720,248.72 7,686,614.92 11,471.01
1,287,713,490.91 1,451,377,727.01,578,473.46
Unscheduled Accretion /
Principal Deferred Realized Principal
Class Distribution Interest Loss Reduction
1A 3,466,224.88 0.00 0.003,677,822.46
2A 3,786,005.32 0.00 0.003,964,006.04
3A 1,101,562.68 0.00 0.001,216,555.07
4A 1,971,206.14 0.00 0.002,180,071.78
5A 475,028.69 0.00 0.00 545,952.89
6A 1,502,232.72 0.00 0.001,689,468.50
7A 380,448.07 0.00 0.00 435,036.44
8A 481,030.15 0.00 0.00 706,674.89
9A1 1,358,000.08 0.00 0.001,517,991.09
9A2 0.00 0.00 0.00 22,451.11
9A3 0.00 -22,451.11 0.00 0.00
9AP 280.93 0.00 0.00 1,473.22
9AX 0.00 0.00 0.00 0.00
M-1 0.00 0.00 0.00 51,751.43
M-2 0.00 0.00 0.00 25,002.47
M-3 0.00 0.00 0.00 18,608.04
B-1 0.00 0.00 0.00 24,730.46
B-2 0.00 0.00 0.00 11,474.88
B-3 0.00 0.00 0.00 11,475.25
14,522,019.66 (22,451.11) 0.00 16,100,546.02
% of
Ending Original Cumulative
Certificate Balance Realized
Class Balance Remaining Losses
1A 0.00 0.0000% 0.00
2A 109,311,077.96 90.9857% 0.00
3A 137,269,557.28 89.9226% 0.00
4A 84,262,921.00 92.6832% 0.00
5A 164,124,431.22 92.8484% 0.00
6A 66,008,726.19 95.5264% 0.00
7A 192,194,364.97 96.4889% 0.00
8A 52,265,044.32 95.8253% 0.00
9A1 224,148,722.90 96.5750% 0.00
9A2 40,371,957.51 87.0761% 0.00
9A3 61,254,932.47 99.8548% 0.00
9AP 4,089,067.53 102.2267% 0.00
9AX 625,183.46 97.4981% 0.00
M-1 202,038,240.82 96.8630% 0.00
M-2 34,613,565.89 99.4157% 0.00
M-3 16,722,715.66 99.4157% 0.00
B-1 12,445,852.07 99.4157% 0.00
B-2 16,540,784.93 99.4157% 0.00
B-3 7,674,892.40 99.4157% 0.00
1,433,637,178.25 0.00
Cash Reconcilation Summary
Interest Summary
Current Scheduled Interest 1,224,486.31
Less Deferred Interest 0.00
Plus Advance Interest 6,021,083.32
Plus Unscheduled Interest 0.00
PPIS Reducing Scheduled Interest (45,997.48)
Less Total Fees Paid To Servicer (15,451.93)
Plus Fees Advanced for PPIS 45,997.48
Less Fee Strips Paid by Servicer 0.00
Less Misc. Fees & Expenses 0.00
Less Non Recoverable Advances 0.00
Interest Due Trust 7,230,117.70
Less Trustee Fee 0.00
Less Fee Strips Paid by Trust 0.00
Less Misc. Fees Paid by Trust 0.00
Remittance Interest 7,230,117.70
Servicing Fee Summary 61,449.41
Current Servicing Fees 307,295.07
Delinquent Servicing Fees 45,997.48
Plus Fees Advanced for PPIS (45,997.48)
Less Reduction for PPIS 0.00
Plus Unscheduled Servicing Fees 368,744.48
Total Servicing Fees Due to be Paid 0.00
PPIS Summary
Gross PPIS 45,997.48
Reduced by PPIE 0.00
Reduced by Shortfalls in Fees 0.00
Reduced by Other Amounts 0.00
PPIS Reducing Scheduled Interest 45,997.48
PPIS Reducing Servicing Fee 45,997.48
PPIS Due Certificate 0.00
Principal Summary
Scheduled Principal:
Current Scheduled Principal 247,276.60
Advanced Scheduled Principal 1,308,798.65
Total Scheduled 1,556,075.25
Unscheduled Principal: 0.00
Curtailments 604,199.60
Prepayments in Full 13,917,820.06
Liquidation Proceeds 0.00
Repurchase Proceeds 0.00
Other Principal Proceeds 0.00
Total Unscheduled 14,522,019.66
Remittance Principal 16,078,094.91
Servicer Wire Amount 23,308,212.61
Pool Balance Summary
Balance Count
Beginning Pool 1,247,739,034.2 6928
Scheduled Principal Distribution 1,556,075.25 0
Unscheduled Principal Distribution 14,522,019.66 74
Deferred Interest 0.00 0
Liquidations 0.00 0
Repurchases 0.00 0
Ending Pool 1,231,660,939.3 6854
Advances
Prior Outstanding Current Period
Principal Principal Interest
1,354,829.57 1,308,798.65 6,021,083.32
Advances
Recovered Ending Outstanding
Principal Interest Principal Interest
1,332,056.3 6,210,464.95 1,331,571.85 6,134,666.50
Collateral Statistics
Loan Group
1 2 3
Current Scheduled Interest: 743,721.06 888,057.78 521,327.93
Negative Amortization: 0.00 0.00 0.00
Prepayment Interest Shortfa 13,504.70 10,706.77 2,959.63
Compensating Interest: -13,504.70 -10,706.77 -2,959.63
Non Recoverable Advance: 0.00 0.00 0.00
Relief Act Interest Shortfa 0.00 0.00 0.00
Extraordinary Trust Expense 0.00 0.00 0.00
Servicing Fee: 35,279.01 44,115.32 26,721.72
Trustee Fees: 0.00 0.00 0.00
Other Fee: 0.00 0.00 0.00
Beginning Scheduled Balance 112,993,983 141,233,783 85,509,493
Scheduled Principal: 211,607 178,001 115,033
Unscheduled Principal: 14,522,020 3,466,225 3,786,005
Net Liquidation Proceeds: 0.00 0.00 0.00
Fraud Loss Insurance Procee 0.00 0.00 0.00
Special Hazard Insurance Pr 0.00 0.00 0.00
Bankruptcy Insurance Procee 0.00 0.00 0.00
Realized Loss: 0.00 0.00 0.00
Ending Scheduled Balance: 109,316,151 137,269,777 84,292,898
Beginning Pool Count: 1,489 370 701
Ending Pool Count: 1,458 361 693
Weighted Average Coupon: 7.8983% 7.5454% 7.3161%
Weighted Average Net Coupon 7.5237% 7.1706% 6.9411%
Weighted Average Maturity: 273 312 316
Cumulative Realized Losses: 0.00 0.00 0.00
Loan Group
4 5 6
Current Scheduled Interest: 977,604 402,569 1,152,810
Negative Amortization: 0 0 0
Prepayment Interest Shortfa 7,703 1,327 3,343
Compensating Interest: (7,703) (1,327) (3,343)
Non Recoverable Advance: 0 0 0
Relief Act Interest Shortfa 0 0 0
Extraordinary Trust Expense 0 0 0
Servicing Fee: 51,970 20,796 60,589
Trustee Fees: 0 0 0
Other Fee: 0 0 0
Beginning Scheduled Balance 166,304,924 66,554,964 193,884,451
Scheduled Principal: 208,866 70,925 187,236
Unscheduled Principal: 1,101,563 1,971,206 475,029
Net Liquidation Proceeds: 0 0 0
Fraud Loss Insurance Procee 0 0 0
Special Hazard Insurance Pr 0 0 0
Bankruptcy Insurance Procee 0 0 0
Realized Loss: 0 0 0
Ending Scheduled Balance: 164,124,852 66,009,010 192,194,982
Beginning Pool Count: 428 521 457
Ending Pool Count: 423 516 453
0 0 0
Weighted Average Coupon: 0 0 0
Weighted Average Net Coupon 0 0 0
Weighted Average Maturity: 323 332 338
Cumulative Realized Losses: 0 0 0
Loan Group 7 8 9Total
Current Scheduled Interest: 319,930 1,357,215 1,235,628 7,598,862
Negative Amortization: 0 0 0 0
Prepayment Interest Shortfa 1,022 1,392 4,040 45,997
Compensating Interest: (1,022) (1,392) (4,040) (45,997)
Non Recoverable Advance: 0 0 0 0
Relief Act Interest Shortfa 0 0 0 0
Extraordinary Trust Expense 0 0 0 0
Servicing Fee: 16,409 70,243 42,622 368,744
Trustee Fees: 0 0 0 0
Other Fee: 0 0 0 0
0 0 0 0
Beginning Scheduled Balance 52,701,014 224,855,727 203,700,695 1,247,739,034
Scheduled Principal: 54,589 225,645 304,173 1,556,075
Unscheduled Principal: 1,502,233 380,448 481,030 27,685,758
Net Liquidation Proceeds: 0 0 0 0
Fraud Loss Insurance Procee 0 0 0 0
Special Hazard Insurance Pr 0 0 0 0
Bankruptcy Insurance Procee 0 0 0 0
Realized Loss: 0 0 0 0
Ending Scheduled Balance: 52,265,977 224,149,052 202,038,241 1,231,660,939
Beginning Pool Count: 371 560 2,031 6,928
Ending Pool Count: 369 559 2,022 6,854
0 0 0 0
Weighted Average Coupon: 0 0 0 0
Weighted Average Net Coupon 0 0 0 0
Weighted Average Maturity: 330 335 298 318
0 0 0 0
Cumulative Realized Losses: 0 0 0 0
Aggregate Pool Totals
Distributio Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
07/17/00 112 13,796,060.7 9 1,333,039.15
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%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributioDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
07/17/00 9 1,333,039. 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%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributio REO Modifications
Date # Balance # Balance
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%
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%
Distributio Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
07/17/00 74 13,917,820 7.3081% 6.9535%
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%
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
Distributio Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
07/17/00 25 2,208,242. 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%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributioDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
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%
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%
Distributio REO Modifications
Date # Balance # Balance
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%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributio Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
07/17/00 31 3,414,458 7.8983% 7.5237%
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%
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
Distributio Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
07/17/00 5 2,739,505. 0 0
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%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributioDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
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%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributio REO Modifications
Date # Balance # Balance
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%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributio Prepayments Curr Weighted Avg.
Date
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%
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
Distributio Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
7/17/00 4 329,681. 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%
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
Distributio # Balance # Balance
Date
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%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributio REO Modifications
Date
# Balance # Balance
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%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributio Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
07/17/00 8 1,009,518 7.3161% 6.9411%
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%
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
Distributio Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
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%
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%
DistributioDelinq 3+ Months Foreclosure/Bankruptcy
Date
# Balance # Balance
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%
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%
Distributio REO Modifications
Date
# Balance # Balance
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%
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%
Distributio Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
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%
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
Distributio Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
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%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributioDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
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%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributio REO Modifications
Date # Balance # Balance
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%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributio Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
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%
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
Distributio Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
07/17/00 5 1,885,261. 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%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributioDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
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%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributio REO Modifications
Date # Balance # Balance
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%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributio Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
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%
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
Distributio Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
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%
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%
DistributioDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
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%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributio REO Modifications
Date # Balance # Balance
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%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributio Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
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%
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
Distributio Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
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%
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%
DistributioDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
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%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributio REO Modifications
Date # Balance # Balance
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%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributio Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
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%
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
Categor
Aggregate Loan Pool Information
Fixed Rate Group
Distributio Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
07/17/00 50 2970040 2 221535
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%
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%
DistributioDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
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%
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%
Distributio REO Modifications
Date # Balance # Balance
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%
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%
Distributio Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
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%
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 1335 36,206,717
50,000 to 100,000 1682124,514,486
100,000 to 150,000 980120,198,979
150,000 to 200,000 438 75,838,904
200,000 to 250,000 658149,068,058
250,000 to 300,000 593162,058,741
300,000 to 350,000 357115,641,585
350,000 to 400,000 250 93,877,752
400,000 to 450,000 116 49,080,227
450,000 to 500,000 119 56,995,162
500,000 to 550,000 66 34,690,393
550,000 to 600,000 49 28,277,912
600,000 to 650,000 46 28,705,132
650,000 to 700,000 32 21,602,253
700,000 to 3,000,000 133134,904,639
Total 0 0 68541,231,660,939
Average Scheduled Balance is 179,700
Maximum Scheduled Balance is 2,781,746
Minimum Scheduled Balance is 73
Pool Total
Distribution of Principal Balances
% of
Bal Term Coupon
2.94% 225 7.914%
10.11% 296 7.512%
9.76% 307 7.356%
6.16% 308 7.329%
12.10% 317 7.321%
13.16% 327 7.276%
9.39% 325 7.304%
7.62% 333 7.217%
3.98% 332 7.215%
4.63% 330 7.189%
2.82% 327 7.256%
2.30% 326 7.113%
2.33% 334 7.264%
1.75% 330 7.064%
10.95% 332 7.133%
100.00% 318 7.404%
Pool Total
Distribution of Property Types
# of Scheduled % of
Property Types Loans Balance Balance
Single Family 5142 945,900,762 76.80%
Condo 942 140,246,140 11.39%
PUD 352 90,345,87 7.34%
2-4 Family 334 42,232,93 3.43%
Town House 42 7,139,59 0.58%
Unknown 24 2,901,95 0.24%
Co-op 18 2,893,66 0.23%
Total 6854 1,231,660,939. 100%
Pool Total
Distribution of Property Types
Property Types Term Coupon
Single Family 318 7.304%
Condo 318 7.305%
PUD 325 7.242%
2-4 Family 308 7.387%
Town House 305 7.247%
Unknown 284 7.674%
Co-op 293 7.512%
Total 318 7.404%
Pool Total
Geographic Distribution
Geographic # of Scheduled % of
Location Loans Balance Balance
Illinois 2653 499,772,133 40.58%
Michigan 1874 362,003,182 29.39%
Indiana 1059 150,490,799 12.22%
Florida 290 53,773,197 4.37%
Ohio 272 37,938,883 3.08%
Colorado 79 25,137,151 2.04%
Wisconsin 118 22,635,147 1.84%
Kentucky 142 18,272,525 1.48%
Texas 109 12,914,520 1.05%
Arizona 67 11,143,858 0.90%
Louisiana 83 7,561,563 0.61%
California 11 5,158,654 0.42%
Utah 15 3,340,911 0.27%
New York 5 2,222,411 0.18%
Connecticut 3 2,071,710 0.17%
Hiwaii 1 1,984,452 0.16%
Montana 4 1,378,771 0.11%
Neveda 4 1,369,088 0.11%
Georgia 6 1,348,808 0.11%
Washington 2 1,329,311 0.11%
Pennsylvania 3 1,307,815 0.11%
North Carolina 6 1,049,608 0.09%
South Carolina 7 971,314 0.08%
Maine 2 810,029 0.07%
Oklahoma 10 747,905 0.06%
Maryland 1 681,096 0.06%
Minnesota 10 657,237 0.05%
Missouri 3 647,617 0.05%
New Jersey 2 564,495 0.05%
Wyoming 2 517,754 0.04%
Other 11 1,858,997 0.15%
Total 6854 1,231,660,939 100.00%
Geographic Term Coupon
Location
Illinois 314 7.205%
Michigan 323 7.355%
Indiana 308 7.393%
Florida 316 7.395%
Ohio 319 7.442%
Colorado 340 7.369%
Wisconsin 334 7.369%
Kentucky 329 7.464%
Texas 312 7.217%
Arizona 330 7.338%
Louisiana 330 7.419%
California 319 7.252%
Utah 338 7.076%
New York 335 7.605%
Connecticut 332 6.688%
Hiwaii 351 6.850%
Montana 343 7.821%
Neveda 312 8.684%
Georgia 328 7.210%
Washington 337 7.597%
Pennsylvania 336 7.024%
North Carolina 327 7.426%
South Carolina 300 7.491%
Maine 340 7.003%
Oklahoma 283 7.750%
Maryland 332 6.550%
Minnesota 282 7.930%
Missouri 350 7.435%
New Jersey 343 6.811%
Wyoming 350 7.058%
Other 305 7.337%
Total 318 7.404%
Pool Total
Loan Seasoning
# of Scheduled % of
Number of Years Loans Balance Balance
1 year or less 693 205,717,243 16.70%
1+ to 2 years 1307 278,979,485 22.65%
2+ to 3 years 1922 425,029,079 34.51%
3+ to 4 years 267 48,138,465 3.91%
4+ to 5 years 627 112,993,378 9.17%
5+ to 6 years 264 28,604,781 2.32%
6+ to 7 years 662 75,821,126 6.16%
7+ to 8 years 225 18,973,524 1.54%
8+ to 9 years 114 7,292,641 0.59%
9+ to 10 years 79 4,046,900 0.33%
10 years or more 686 24,992,466 2.03%
Total 6846 1,230,589,087 99.91%
Pool Total
Loan Seasoning
Number of Years Term Coupon
1 year or less 350 7.466%
1+ to 2 years 332 7.062%
2+ to 3 years 325 7.140%
3+ to 4 years 311 7.790%
4+ to 5 years 298 7.365%
5+ to 6 years 280 7.914%
6+ to 7 years 263 7.401%
7+ to 8 years 249 8.037%
8+ to 9 years 227 8.236%
9+ to 10 years 223 8.283%
10 years or more 180 8.233%
Total 318 7.404%
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 7,004,313
6.250% to 6.500% 118 26,178,713
6.500% to 6.750% 481126,577,456
6.750% to 7.000% 1252296,396,923
7.000% to 7.250% 1380276,873,786
7.250% to 7.500% 898152,573,317
7.500% to 7.750% 730137,510,855
7.750% to 8.000% 620 89,339,878
8.000% to 8.250% 449 43,073,687
8.250% to 8.500% 274 22,585,623
8.500% to 8.750% 208 13,133,595
8.750% to 9.000% 233 16,903,609
9.000% to 9.250% 174 23,217,627
9.250% & Above 10 291,559
Total 68541,231,660,939
Pool Total
Distribution of Mortgage Interest Rates
Current Mortgage % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.57% 320
6.250% to 6.500% 2.13% 317
6.500% to 6.750% 10.28% 322
6.750% to 7.000% 24.06% 322
7.000% to 7.250% 22.48% 323
7.250% to 7.500% 12.39% 324
7.500% to 7.750% 11.16% 330
7.750% to 8.000% 7.25% 312
8.000% to 8.250% 3.50% 278
8.250% to 8.500% 1.83% 275
8.500% to 8.750% 1.07% 258
8.750% to 9.000% 1.37% 253
9.000% to 9.250% 1.89% 301
9.250% & Above 0.02% 184
Total 100.00% 318
Pool Total
Distribution of Mortgage Interest Rates
Current Mortgage Coupon
Interest Rate
6.000% or less
6.000% to 6.250% 6.193%
6.250% to 6.500% 6.433%
6.500% to 6.750% 6.672%
6.750% to 7.000% 6.914%
7.000% to 7.250% 7.145%
7.250% to 7.500% 7.389%
7.500% to 7.750% 7.657%
7.750% to 8.000% 7.909%
8.000% to 8.250% 8.178%
8.250% to 8.500% 8.454%
8.500% to 8.750% 8.716%
8.750% to 9.000% 8.929%
9.000% to 9.250% 9.167%
9.250% & Above 9.574%
Total 7.404%
W/Avg Mortgage Interest Rate 7.404%
Minimum Mortgage Interest Rat 6.100%
Maximum Mortgage Interest Rat 10.000%
Adjustable Rate Group 1
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
0 to 50,000 667 16951258
50,000 to 100,000 419 30938678
100,000 to 150,000 179 21896037
150,000 to 200,000 68 11666595
200,000 to 250,000 122 27028261
250,000 to 300,000 3 835322
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 1458 109316151
Adjustable Rate Group 1
Distribution of Principal Balances
Current Scheduled % of
Balances Bal
to 5 15.51%
50 to 100 28.30%
100, to 150 20.03%
150, to 200 10.67%
200, to 250 24.72%
250, to 300 0.76%
300, to 350
350, to 400
400, to 450
450, to 500
500, to 550
550, to 600
600, to 650
650, to 700
700, to 3,000,
Total 100%
Current Scheduled
Balances Term Coupon
to 5 196 8.128%
50 to 100 268 7.969%
100, to 150 292 7.804%
150, to 200 287 7.962%
200, to 250 303 7.707%
250, to 300 312 7.070%
300, to 350
350, to 400
400, to 450
450, to 500
500, to 550
550, to 600
600, to 650
650, to 700
700, to 3,000,
Total 273 8.164%
Average Scheduled Balance is 74,977
Maximum Scheduled Balance is 1,984,452
Minimum Scheduled Balance is 12,518
Adjustable Rate Group 1
Distribution of Property Types
# of Scheduled % of
Property Ty Loans Balance Balance
Single Fami 1083 79,879,9 73.07%
Condo 229 15,965,2 14.60%
2-4 Family 84 6,564, 6.00%
PUD 44 5,493, 5.03%
Town House 7 678 0.62%
Unknown 6 497 0.46%
Co-op 5 236 0.22%
Total 1458 109,316,1 100.00%
Adjustable Rate Group 1
Distribution of Property Types
Property Ty Term Coupon
Single Fami 272 7.899%
Condo 271 7.900%
2-4 Family 274 7.813%
PUD 292 7.811%
Town House 283 7.609%
Unknown 264 7.919%
Co-op 263 8.248%
Total 273 8.164%
Adjustable Rate Group 1
Geographic Distribution
Ge # of Scheduled % of
Location Loans Balance Balance
Illinois 420 40,700,8 37.23%
Michigan 491 31,433,1 28.75%
Indiana 297 19,853,7 18.16%
Florida 106 5,779, 5.29%
Ohio 42 3,281, 3.00%
Texas 26 1,708, 1.56%
Wisconsin 20 1,703, 1.56%
Colorado 15 1,436, 1.31%
Kentucky 11 898 0.82%
Louisiana 5 409 0.37%
Utah 2 370 0.34%
Arizona 2 309 0.28%
Georgia 2 261 0.24%
Minnesota 8 254 0.23%
South Carol 3 232 0.21%
California 1 225 0.21%
Oklahoma 2 127 0.12%
Virginia 2 113 0.10%
Montana 1 9 0.09%
Massachuset 1 7 0.07%
North Carol 1 3 0.04%
Total 1458 109316151 100.00%
Adjustable Rate Group 1
Geographic Distribution
Geographic
Location Term Coupon
Illinois 287 7.729%
Michigan 266 7.997%
Indiana 260 8.060%
Florida 239 8.129%
Ohio 294 7.815%
Texas 218 7.371%
Wisconsin 309 7.567%
Colorado 294 7.621%
Kentucky 281 8.026%
Louisiana 239 8.021%
Utah 313 7.893%
Arizona 319 7.321%
Georgia 293 8.090%
Minnesota 181 8.461%
South Carol 247 8.336%
California 337 8.125%
Oklahoma 295 7.990%
Virginia 158 8.288%
Montana 305 7.350%
Massachuset 302 7.550%
North Carol 194 7.810%
Total 273 8.164%
Adjustable Rate Group 1
Loan Seasoning
# of Scheduled % of
Number of Y Loans Balance Balance
1 year or l 30 4,056, 3.71%
1+ to 2 ye 27 3,557, 3.25%
2+ to 3 yea 114 14,340,4 13.12%
3+ to 4 yea 51 6,935, 6.34%
4+ to 5 yea 236 25,374,7 23.21%
5+ to 6 yea 123 9,848, 9.01%
6+ to 7 yea 127 11,252,2 10.29%
7+ to 8 yea 139 8,900, 8.14%
8+ to 9 yea 79 4,241, 3.88%
9+ to 10 ye 70 2,801, 2.56%
10 years o 461 17,971,4 16.44%
Total 1457 109,281,7 99.97%
Adjustable Rate Group 1
Loan Seasoning
0 Term Coupon
0 352 7.0642%
0 322 8.0305%
0 319 7.5968%
0 304 8.2808%
0 298 7.4743%
0 285 8.2232%
0 260 8.0563%
Distributio 249 8.0997%
Current Sc 234 8.2704%
Balances 220 8.0926%
0 190 8.1937%
50000.01 273 8.1641%
Adjustable Rate Group 1
Distribution of Mortgage Interest Rates
Current Mo Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 3 254,718
6.250% to 6.500% 7 842,208
6.500% to 6.750% 39 5,265,276
6.750% to 7.000% 64 8,149,846
7.000% to 7.250% 115 12,391,370
7.250% to 7.500% 127 10,776,888
7.500% to 7.750% 137 9,515,466
7.750% to 8.000% 245 15,572,728
8.000% to 8.250% 291 19,436,809
8.250% to 8.500% 133 8,448,103
8.500% to 8.750% 101 5,625,095
8.750% to 9.000% 117 5,908,421
9.000% to 9.250% 74 6,960,187
9.250% & Above 5 169,036
Total 1458 109,316,151
Adjustable Rate Group 1
Distribution of Mortgage Interest Rates
Current Mo Interest Rate % of
Interest Rate Balance
6.000% or less
6.000% to 6.250% 0.23%
6.250% to 6.500% 0.77%
6.500% to 6.750% 4.82%
6.750% to 7.000% 7.46%
7.000% to 7.250% 11.34%
7.250% to 7.500% 9.86%
7.500% to 7.750% 8.70%
7.750% to 8.000% 14.25%
8.000% to 8.250% 17.78%
8.250% to 8.500% 7.73%
8.500% to 8.750% 5.15%
8.750% to 9.000% 5.40%
9.000% to 9.250% 6.37%
9.250% & Above 0.15%
Total 100.00%
Adjustable Rate Group 1
Distribution of Mortgage Interest Rates
Current Mo Interest Rate
Interest Rate Term Coupon
6.000% or less
6.000% to 6.250% 303 6.169%
6.250% to 6.500% 296 6.418%
6.500% to 6.750% 300 6.666%
6.750% to 7.000% 312 6.923%
7.000% to 7.250% 308 7.177%
7.250% to 7.500% 279 7.423%
7.500% to 7.750% 264 7.722%
7.750% to 8.000% 252 7.962%
8.000% to 8.250% 262 8.185%
8.250% to 8.500% 253 8.467%
8.500% to 8.750% 249 8.724%
8.750% to 9.000% 245 8.894%
9.000% to 9.250% 283 9.130%
9.250% & Above 237 9.542%
Total 273 8.164%
W/Avg Mortgage Interest Rate is 8.164%
Minimum Mortgage Interest Rate is 6.125%
Maximum Mortgage Interest Rate is 9.875%
Adjustable Rate Group 2
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 2 36,723
50 to 100 6 418,931
100, to 150 5 662,396
150, to 200 9 1,612,859
200, to 250 36 8,548,841
250, to 300 92 25,222,455
300, to 350 65 21,092,945
350, to 400 47 17,739,987
400, to 450 17 7,151,922
450, to 500 23 11,017,154
500, to 550 14 7,399,538
550, to 600 7 4,060,202
600, to 650 8 4,947,067
650, to 700 8 5,385,427
700, to 3,000, 22 21,973,330
Total 361137,269,777
Adjustable Rate Group 2
Distribution of Principal Balances
Current Scheduled % of
Balances Bal
to 5 0.03%
50 to 100 0.31%
100, to 150 0.48%
150, to 200 1.17%
200, to 250 6.23%
250, to 300 18.37%
300, to 350 15.37%
350, to 400 12.92%
400, to 450 5.21%
450, to 500 8.03%
500, to 550 5.39%
550, to 600 2.96%
600, to 650 3.60%
650, to 700 3.92%
700, to 3,000, 16.01%
Total 100.00%
Adjustable Rate Group 2
Distribution of Principal Balances
Current Scheduled
Balances Term Coupon
0 to 50000 248 8.038%
50000.01 to 100000 314 7.785%
100000.01 to 150000 122 8.218%
150000.01 to 200000 204 8.170%
200000.01 to 250000 287 7.904%
250000.01 to 300000 309 7.766%
300000.01 to 350000 303 7.567%
350000.01 to 400000 324 7.388%
400000.01 to 450000 318 7.389%
450000.01 to 500000 330 7.344%
500000.01 to 550000 326 7.753%
550000.01 to 600000 325 7.038%
600000.01 to 650000 320 7.396%
650000.01 to 700000 317 7.087%
700000.01 to 3000000 315 7.462%
Total 312 7.763%
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 Ty Loans Balance Balance
Single Fami 293 112,223,140 81.75%
Condo 30 12,674,770 9.23%
PUD 34 11,313,907 8.24%
Town House 3 865,239 0.63%
Co-op 1 192,721 0.14%
Total 361 137,269,777 100.00%
Adjustable Rate Group 2
Distribution of Property Types
Property Ty Term Coupon
Single Fami 311 7.577%
Condo 324 7.391%
PUD 307 7.305%
Town House 320 7.665%
Co-op 122 7.550%
Total 312 7.763%
Adjustable Rate Group 2
Geographic Distribution
Ge # of Scheduled % of
Location Loans Balance Balance
Illinois 149 55,212,770 40.22%
Michigan 119 45,408,208 33.08%
Indiana 39 12,434,347 9.06%
Florida 20 8,747,256 6.37%
Ohio 6 2,800,965 2.04%
Colorado 5 2,296,623 1.67%
Wisconsin 6 2,117,022 1.54%
Hiwaii 1 1,984,452 1.45%
Texas 3 1,377,129 1.00%
Kentucky 4 1,238,601 0.90%
Neveda 1 1,117,957 0.81%
Arizona 3 960,909 0.70%
Montana 1 521,905 0.38%
Utah 1 274,378 0.20%
North Carol 1 270,813 0.20%
South Carol 1 259,892 0.19%
Louisiana 1 246,550 0.18%
Total 361 137,269,777 100.00%
Adjustable Rate Group 2
Geographic Distribution
Geographic
Location Term Coupon
Illinois 310 7.413%
Michigan 317 7.655%
Indiana 292 7.856%
Florida 316 7.519%
Ohio 270 7.318%
Colorado 327 7.298%
Wisconsin 329 7.423%
Hiwaii 351 6.850%
Texas 318 7.096%
Kentucky 352 7.048%
Neveda 308 9.000%
Arizona 312 7.474%
Montana 338 8.000%
Utah 354 6.150%
North Carol 294 8.250%
South Carol 302 7.150%
Louisiana 332 8.750%
Total 312 7.763%
Adjustable Rate Group 2
Loan Seasoning
# of Scheduled % of
Number of Y Loans Balance Balance
1 year or l 67 32,477,160 23.66%
1+ to 2 ye 12 6,622,718 4.82%
2+ to 3 yea 80 30,865,070 22.48%
3+ to 4 yea 24 7,261,874 5.29%
4+ to 5 yea 96 35,123,655 25.59%
5+ to 6 yea 17 5,990,030 4.36%
6+ to 7 yea 35 10,550,611 7.69%
7+ to 8 yea 13 3,909,171 2.85%
8+ to 9 yea 4 1,127,455 0.82%
9+ to 10 ye 2 660,397 0.48%
10 years o 11 2,681,636 1.95%
Total 361 137,269,777 100.00%
Adjustable Rate Group 2
Loan Seasoning
Number of Y Term Coupon
1 year or l 351 7.030%
1+ to 2 ye 303 7.982%
2+ to 3 yea 326 7.304%
3+ to 4 yea 316 8.397%
4+ to 5 yea 299 7.532%
5+ to 6 yea 268 7.906%
6+ to 7 yea 274 8.188%
7+ to 8 yea 261 8.237%
8+ to 9 yea 258 8.350%
9+ to 10 ye 247 8.528%
10 years o 213 8.055%
Total 312 7.763%
Adjustable Rate Group 2
Distribution of Mortgage Interest Rates
Current Mo Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 3 1,033,724
6.250% to 6.500% 5 2,249,141
6.500% to 6.750% 29 10,646,428
6.750% to 7.000% 82 36,197,636
7.000% to 7.250% 43 18,189,505
7.250% to 7.500% 27 10,710,228
7.500% to 7.750% 27 10,993,530
7.750% to 8.000% 30 10,787,225
8.000% to 8.250% 39 11,177,195
8.250% to 8.500% 25 8,600,221
8.500% to 8.750% 16 4,935,995
8.750% to 9.000% 9 3,230,602
9.000% to 9.250% 26 8,518,346
9.250% & Above
Total 361137,269,777
Adjustable Rate Group 2
Distribution of Mortgage Interest Rates
Current Mo Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.75% 349
6.250% to 6.500% 1.64% 332
6.500% to 6.750% 7.76% 320
6.750% to 7.000% 26.37% 323
7.000% to 7.250% 13.25% 334
7.250% to 7.500% 7.80% 322
7.500% to 7.750% 8.01% 314
7.750% to 8.000% 7.86% 277
8.000% to 8.250% 8.14% 279
8.250% to 8.500% 6.27% 296
8.500% to 8.750% 3.60% 281
8.750% to 9.000% 2.35% 277
9.000% to 9.250% 6.21% 318
9.250% & Above
Total 100.00% 312
Adjustable Rate Group 2
Distribution of Mortgage Interest Rates
Current Mo 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% 6.654%
6.750% to 7.000% 6.905%
7.000% to 7.250% 7.147%
7.250% to 7.500% 7.383%
7.500% to 7.750% 7.695%
7.750% to 8.000% 7.956%
8.000% to 8.250% 8.179%
8.250% to 8.500% 8.460%
8.500% to 8.750% 8.720%
8.750% to 9.000% 8.918%
9.000% to 9.250% 9.125%
9.250% & Above
Total 7.763%
W/Avg Mortgage Interest Rate is 7.763%
Minimum Mortgage Interest Rate is 6.100%
Maximum Mortgage Interest Rate is 9.125%
Adjustable Rate Group 3
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 104 2,999,351
50 to 100 219 16,068,333
100, to 150 138 17,094,776
150, to 200 74 12,658,097
200, to 250 153 34,002,068
250, to 300 3 794,566
300, to 350 1 306,219
350, to 400 1 369,489
400, to 450
450, to 500
500, to 550
550, to 600
600, to 650
650, to 700
700, to 3,000,
Total 693 84,292,898
Adjustable Rate Group 3
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 3.56% 235
50 to 100 19.06% 309
100, to 150 20.28% 320
150, to 200 15.02% 317
200, to 250 40.34% 323
250, to 300 0.94% 330
300, to 350 0.36% 325
350, to 400 0.44% 334
400, to 450
450, to 500
500, to 550
550, to 600
600, to 650
650, to 700
700, to 3,000,
Total 100.00% 316
Adjustable Rate Group 3
Distribution of Principal Balances
Current Scheduled
Balances Coupon
0 to 50000 8.158%
50000.01 to 100000 7.526%
100000.01 to 150000 7.318%
150000.01 to 200000 7.217%
200000.01 to 250000 7.173%
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 7.422%
Average Scheduled Balance is 121,635
Maximum Scheduled Balance is 369,489
Minimum Scheduled Balance is 4,529
Adjustable Rate Group 3
Distribution of Property Types
# of Scheduled % of
Property Ty Loans Balance Balance
Single Fami 477 57,031,426 67.66%
Condo 126 14,299,578 16.96%
2-4 Family 43 6,373,228 7.56%
PUD 35 5,159,127 6.12%
Town House 5 702,285 0.83%
Unknown 6 566,593 0.67%
Co-op 1 160,661 0.19%
Total 693 84,292,898 100.00%
Adjustable Rate Group 3
Distribution of Property Types
Property Ty Term Coupon
Single Fami 316 7.307%
Condo 316 7.348%
2-4 Family 318 7.294%
PUD 311 7.255%
Town House 320 7.304%
Unknown 313 7.539%
Co-op 336 7.375%
Total 316 7.422%
Adjustable Rate Group 3
Geographic Distribution
Ge # of Scheduled % of
Location Loans Balance Balance
Illinois 259 36,494,921 43.30%
Michigan 187 22,641,289 26.86%
Indiana 120 11,478,282 13.62%
Wisconsin 28 3,323,808 3.94%
Florida 30 2,958,617 3.51%
Kentucky 23 2,416,815 2.87%
Ohio 18 1,562,571 1.85%
Arizona 6 978,020 1.16%
Texas 9 882,721 1.05%
Utah 2 393,079 0.47%
Connecticut 2 364,552 0.43%
North Carol 2 205,961 0.24%
South Carol 1 138,051 0.16%
Minnesota 1 129,901 0.15%
Oklahoma 2 126,161 0.15%
Missouri 1 98,848 0.12%
Colorado 1 69,891 0.08%
Vermont 1 29,411 0.03%
Total 693 84,292,898 100.00%
Adjustable Rate Group 3
Geographic Distribution
Geographic
Location Term Coupon
Illinois 318 7.217%
Michigan 318 7.288%
Indiana 300 7.502%
Wisconsin 331 7.293%
Florida 303 7.784%
Kentucky 320 7.430%
Ohio 322 7.760%
Arizona 342 7.095%
Texas 305 7.583%
Utah 302 6.491%
Connecticut 325 6.868%
North Carol 335 6.621%
South Carol 343 7.250%
Minnesota 333 6.950%
Oklahoma 242 8.012%
Missouri 346 7.375%
Colorado 349 7.375%
Vermont 337 7.125%
Total 316 7.422%
Adjustable Rate Group 3
Loan Seasoning
# of Scheduled % of
Number of Y Loans Balance Balance
1 year or l 40 5,373,617 6.37%
1+ to 2 ye 67 8,741,308 10.37%
2+ to 3 yea 293 39,248,597 46.56%
3+ to 4 yea 78 10,535,336 12.50%
4+ to 5 yea 103 13,018,099 15.44%
5+ to 6 yea 30 2,594,292 3.08%
6+ to 7 yea 25 2,490,800 2.95%
7+ to 8 yea 6 486,029 0.58%
8+ to 9 yea 7 288,578 0.34%
9+ to 10 ye 5 182,110 0.22%
10 years o 38 1,241,628 1.47%
Total 692 84,200,393 99.89%
Adjustable Rate Group 3
Loan Seasoning
Number of Y Term Coupon
$0 348 7.3015%
$0 337 6.9856%
$0 324 7.0913%
$0 313 7.7459%
$0 297 7.2725%
Distributio 283 7.7595%
Current Sc 283 8.4585%
Balances 264 9.0112%
$0 135 9.0000%
$50,000 195 9.3001%
$100,000 188 8.7865%
Total 316 7.4217%
Adjustable Rate Group 3
Distribution of Mortgage Interest Rates
Current Mo Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 13 2,061,406
6.250% to 6.500% 20 3,322,409
6.500% to 6.750% 76 12,239,244
6.750% to 7.000% 123 16,451,149
7.000% to 7.250% 94 12,104,674
7.250% to 7.500% 111 14,459,654
7.500% to 7.750% 71 8,541,617
7.750% to 8.000% 58 5,764,432
8.000% to 8.250% 19 2,428,306
8.250% to 8.500% 7 454,740
8.500% to 8.750% 11 505,266
8.750% to 9.000% 39 2,432,366
9.000% to 9.250% 46 3,405,111
9.250% & Above 5 122,523
Total 693 84,292,898
Adjustable Rate Group 3
Distribution of Mortgage Interest Rates
Current Mo Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 2.45% 317
6.250% to 6.500% 3.94% 330
6.500% to 6.750% 14.52% 321
6.750% to 7.000% 19.52% 326
7.000% to 7.250% 14.36% 317
7.250% to 7.500% 17.15% 325
7.500% to 7.750% 10.13% 320
7.750% to 8.000% 6.84% 301
8.000% to 8.250% 2.88% 303
8.250% to 8.500% 0.54% 284
8.500% to 8.750% 0.60% 284
8.750% to 9.000% 2.89% 240
9.000% to 9.250% 4.04% 281
9.250% & Above 0.15% 110
Total 100.00% 316
Adjustable Rate Group 3
Distribution of Mortgage Interest Rates
Current Mo Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.193%
6.250% to 6.500% 6.425%
6.500% to 6.750% 6.663%
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% 7.674%
7.750% to 8.000% 7.901%
8.000% to 8.250% 8.152%
8.250% to 8.500% 8.392%
8.500% to 8.750% 8.750%
8.750% to 9.000% 8.993%
9.000% to 9.250% 9.246%
9.250% & Above 9.618%
Total 7.422%
W/Avg Mortgage Interest Rate is 7.422%
Minimum Mortgage Interest Rate is 6.100%
Maximum Mortgage Interest Rate is 10.000%
Adjustable Rate Group 4
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5
50 to 100 3 222,911
100, to 150 6 798,009
150, to 200 2 321,311
200, to 250 26 6,210,413
250, to 300 141 38,389,423
300, to 350 79 25,544,136
350, to 400 41 15,314,602
400, to 450 24 10,195,202
450, to 500 29 13,923,254
500, to 550 17 8,939,525
550, to 600 13 7,442,454
600, to 650 8 5,008,179
650, to 700 3 2,040,000
700, to 3,000, 31 29,775,432
Total 423164,124,852
Adjustable Rate Group 4
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5
50 to 100 0.14% 241
100, to 150 0.49% 287
150, to 200 0.20% 322
200, to 250 3.78% 282
250, to 300 23.39% 324
300, to 350 15.56% 318
350, to 400 9.33% 329
400, to 450 6.21% 324
450, to 500 8.48% 327
500, to 550 5.45% 309
550, to 600 4.53% 328
600, to 650 3.05% 331
650, to 700 1.24% 332
700, to 3,000, 18.14% 332
Total 100.00% 323
Adjustable Rate Group 4
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 50,000
50 to 100 7.213%
100, to 150 6.977%
150, to 200 7.436%
200, to 250 7.361%
250, to 300 6.990%
300, to 350 7.220%
350, to 400 7.026%
400, to 450 7.124%
450, to 500 6.893%
500, to 550 6.945%
550, to 600 6.993%
600, to 650 6.991%
650, to 700 6.918%
700, to 3,000, 6.997%
Total 7.148%
Average Scheduled Balance is 388,002
Maximum Scheduled Balance is 2,152,008
Minimum Scheduled Balance is 68,202
Adjustable Rate Group 4
Distribution of Property Types
# of Scheduled % of
Property Ty Loans Balance Balance
Single Fami 330 128,340,742 78.20%
PUD 44 16,692,926 10.17%
Condo 39 15,481,287 9.43%
2-4 Family 3 1,266,510 0.77%
Co-op 3 1,190,198 0.73%
Unknown 2 622,063 0.38%
Town House 2 531,124 0.32%
Total 423 164,124,852 100.00%
Adjustable Rate Group 4
Distribution of Property Types
Property Ty Term Coupon
Single Fami 324 7.041%
PUD 319 6.995%
Condo 316 6.982%
2-4 Family 330 7.635%
Co-op 316 7.426%
Unknown 297 8.121%
Town House 342 7.091%
Total 323 7.148%
Adjustable Rate Group 4
Geographic Distribution
Ge # of Scheduled % of
Location Loans Balance Balance
Illinois 203 79,569,573 48.48%
Michigan 124 44,167,139 26.91%
Indiana 34 12,851,278 7.83%
Florida 19 10,056,813 6.13%
Colorado 10 4,681,885 2.85%
Ohio 8 3,836,793 2.34%
Arizona 8 2,585,987 1.58%
Wisconsin 8 2,519,461 1.54%
Texas 3 1,741,121 1.06%
Pennsylvani 2 970,333 0.59%
California 2 578,551 0.35%
Kentucky 1 312,581 0.19%
Utah 1 253,336 0.15%
Total 423 164,124,852 100.00%
Adjustable Rate Group 4
Geographic Distribution
Geographic
Location Term Coupon
Illinois 322 6.998%
Michigan 321 7.078%
Indiana 325 6.983%
Florida 316 7.040%
Colorado 340 7.115%
Ohio 327 7.273%
Arizona 332 7.174%
Wisconsin 340 7.498%
Texas 344 6.773%
Pennsylvani 330 6.997%
California 295 7.954%
Kentucky 333 7.250%
Utah 333 6.850%
Total 323 7.148%
Adjustable Rate Group 4
Loan Seasoning
# of Scheduled % of
Number of Y Loans Balance Balance
1 year or l 38 15,332,820 9.34%
1+ to 2 ye 32 12,683,762 7.73%
2+ to 3 yea 254 103,526,469 63.08%
3+ to 4 yea 33 10,011,513 6.10%
4+ to 5 yea 52 17,945,479 10.93%
5+ to 6 yea 6 2,564,846 1.56%
6+ to 7 yea 1 273,971 0.17%
7+ to 8 yea 3 776,445 0.47%
8+ to 9 yea 1 309,482 0.19%
9+ to 10 ye 1 353,513 0.22%
10 years o 2 346,551 0.21%
Total 423 164,124,852 100.00%
Adjustable Rate Group 4
Loan Seasoning
Number of Y Term Coupon
$0 350 7.368%
$0 328 6.831%
$0 327 6.929%
$0 305 7.412%
$0 299 7.075%
Distributio 292 7.494%
Current Sc 285 9.000%
Balances 222 9.000%
$0 261 9.000%
$50,000 237 9.000%
$100,000 102 9.000%
$150,000 323 7.148%
Adjustable Rate Group 4
Distribution of Mortgage Interest Rates
Current Mo Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 5 1,885,655
6.250% to 6.500% 21 9,247,259
6.500% to 6.750% 106 39,842,629
6.750% to 7.000% 146 60,072,506
7.000% to 7.250% 48 17,825,038
7.250% to 7.500% 27 12,465,790
7.500% to 7.750% 36 11,391,756
7.750% to 8.000% 14 4,690,947
8.000% to 8.250% 1 278,082
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000% 9 2,401,430
9.000% to 9.250% 10 4,023,762
9.250% & Above
Total 423164,124,852
Adjustable Rate Group 4
Distribution of Mortgage Interest Rates
Current Mo Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 1.15% 300
6.250% to 6.500% 5.63% 328
6.500% to 6.750% 24.28% 322
6.750% to 7.000% 36.60% 325
7.000% to 7.250% 10.86% 315
7.250% to 7.500% 7.60% 335
7.500% to 7.750% 6.94% 338
7.750% to 8.000% 2.86% 306
8.000% to 8.250% 0.17% 315
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000% 1.46% 235
9.000% to 9.250% 2.45% 324
9.250% & Above
Total 100.00% 323
Adjustable Rate Group 4
Distribution of Mortgage Interest Rates
Current Mo 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% 6.661%
6.750% to 7.000% 6.907%
7.000% to 7.250% 7.131%
7.250% to 7.500% 7.389%
7.500% to 7.750% 7.648%
7.750% to 8.000% 7.895%
8.000% to 8.250% 8.100%
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000% 9.000%
9.000% to 9.250% 9.250%
9.250% & Above
Total 7.148%
W/Avg Mortgage Interest Rate is 7.148%
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 1,683,138
50 to 100 157 11,864,925
100, to 150 136 16,653,491
150, to 200 75 13,036,332
200, to 250 97 21,916,041
250, to 300 2 524,693
300, to 350 1 330,390
350, to 400
400, to 450
450, to 500
500, to 550
550, to 600
600, to 650
650, to 700
700, to 3,000,
Total 516 66,009,010
Adjustable Rate Group 5
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 2.55% 300
50 to 100 17.97% 322
100, to 150 25.23% 334
150, to 200 19.75% 336
200, to 250 33.20% 334
250, to 300 0.79% 351
300, to 350 0.50% 332
350, to 400
400, to 450
450, to 500
500, to 550
550, to 600
600, to 650
650, to 700
700, to 3,000,
Total 100.00% 332
Adjustable Rate Group 5
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.839%
50 to 100 7.388%
100, to 150 7.261%
150, to 200 7.275%
200, to 250 7.137%
250, to 300 7.605%
300, to 350 6.300%
350, to 400,000
400, to 450,000
450, to 500,000
500, to 550,000
550, to 600,000
600, to 650,000
650, to 700,000
700, to 3,000,000
Total 7.318%
Average Scheduled Balance is 127,924
Maximum Scheduled Balance is 330,390
Minimum Scheduled Balance is 8,714
Adjustable Rate Group 5
Distribution of Property Types
# of Scheduled % of
Property Ty Loans Balance Balance
Single Fami 379 47,857,783 72.50%
Condo 76 9,467,906 14.34%
PUD 33 4,925,455 7.46%
2-4 Family 22 3,176,704 4.81%
Co-op 3 346,539 0.52%
Unknown 2 177,910 0.27%
Town House 1 56,713 0.09%
Total 516 66,009,010 100.00%
Adjustable Rate Group 5
Distribution of Property Types
Property Ty Term Coupon
Single Fami 329 7.268%
Condo 337 7.228%
PUD 342 7.290%
2-4 Family 332 7.165%
Co-op 325 7.236%
Unknown 336 7.270%
Town House 345 6.650%
Total 332 7.318%
Adjustable Rate Group 5
Geographic Distribution
Ge # of Scheduled % of
Location Loans Balance Balance
Illinois 160 23,809,085 36.07%
Michigan 152 18,922,212 28.67%
Indiana 100 10,989,290 16.65%
Kentucky 24 2,465,686 3.74%
Wisconsin 16 2,066,441 3.13%
Ohio 19 2,022,695 3.06%
Florida 15 1,872,737 2.84%
Colorado 7 1,074,634 1.63%
Louisiana 7 902,420 1.37%
Arizona 5 761,738 1.15%
Utah 6 691,817 1.05%
Texas 2 252,102 0.38%
Neveda 1 104,744 0.16%
Missouri 1 49,319 0.07%
New York 1 24,089 0.04%
Total 516 66,009,010 100.00%
Adjustable Rate Group 5
Geographic Distribution
Geographic
Location Term Coupon
Illinois 332 7.215%
Michigan 331 7.317%
Indiana 323 7.157%
Kentucky 333 7.400%
Wisconsin 334 7.392%
Ohio 328 7.349%
Florida 343 7.349%
Colorado 350 7.340%
Louisiana 350 7.308%
Arizona 348 7.381%
Utah 348 6.956%
Texas 345 7.483%
Neveda 340 7.000%
Missouri 336 6.900%
New York 299 7.800%
Total 332 7.318%
Adjustable Rate Group 5
Loan Seasoning
# of Scheduled % of
Number of Y Loans Balance Balance
1 year or l 133 18,843,492 28.55%
1+ to 2 ye 150 17,927,071 27.16%
2+ to 3 yea 151 21,562,598 32.67%
3+ to 4 yea 21 2,337,315 3.54%
4+ to 5 yea 7 933,912 1.41%
5+ to 6 yea 40 3,153,329 4.78%
6+ to 7 yea 14 1,251,294 1.90%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 516 66,009,010 100.00%
Adjustable Rate Group 5
Loan Seasoning
Number of Y Term Coupon
1 year or l 350 7.576%
1+ to 2 ye 331 6.966%
2+ to 3 yea 328 7.022%
3+ to 4 yea 316 7.808%
4+ to 5 yea 309 7.304%
5+ to 6 yea 284 8.176%
6+ to 7 yea 282 7.329%
7+ to 8 yea
8+ to 9 yea
9+ to 10 ye
10 years o
Total 332 7.318%
Adjustable Rate Group 5
Distribution of Mortgage Interest Rates
Current Mo Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250%
6.250% to 6.500% 5 825,241
6.500% to 6.750% 56 7,557,387
6.750% to 7.000% 142 19,919,452
7.000% to 7.250% 77 10,884,689
7.250% to 7.500% 60 6,963,218
7.500% to 7.750% 86 11,808,603
7.750% to 8.000% 37 4,300,821
8.000% to 8.250% 19 1,545,281
8.250% to 8.500% 19 1,276,330
8.500% to 8.750% 7 505,836
8.750% to 9.000% 7 327,141
9.000% to 9.250% 1 95,011
9.250% & Above
Total 516 66,009,010
Adjustable Rate Group 5
Distribution of Mortgage Interest Rates
Current Mo Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250%
6.250% to 6.500% 1.25% 283
6.500% to 6.750% 11.45% 337
6.750% to 7.000% 30.18% 327
7.000% to 7.250% 16.49% 327
7.250% to 7.500% 10.55% 339
7.500% to 7.750% 17.89% 349
7.750% to 8.000% 6.52% 334
8.000% to 8.250% 2.34% 301
8.250% to 8.500% 1.93% 295
8.500% to 8.750% 0.77% 290
8.750% to 9.000% 0.50% 261
9.000% to 9.250% 0.14% 298
9.250% & Above
Total 100.00% 332
Adjustable Rate Group 5
Distribution of Mortgage Interest Rates
Current Mo 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% 6.927%
7.000% to 7.250% 7.143%
7.250% to 7.500% 7.448%
7.500% to 7.750% 7.647%
7.750% to 8.000% 7.865%
8.000% to 8.250% 8.191%
8.250% to 8.500% 8.407%
8.500% to 8.750% 8.672%
8.750% to 9.000% 8.901%
9.000% to 9.250% 9.125%
9.250% & Above
Total 7.318%
W/Avg Mortgage Interest Rate is 7.318%
Minimum Mortgage Interest Rate is 6.300%
Maximum Mortgage Interest Rate is 9.125%
Adjustable Rate Group 6
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5
50 to 100
100, to 150
150, to 200 1 159,218
200, to 250 15 3,591,910
250, to 300 129 35,384,449
300, to 350 86 27,980,584
350, to 400 68 25,602,116
400, to 450 36 15,200,213
450, to 500 27 12,960,365
500, to 550 18 9,451,191
550, to 600 14 8,090,698
600, to 650 17 10,596,775
650, to 700 5 3,403,579
700, to 3,000, 37 39,773,885
Total 453192,194,982
Adjustable Rate Group 6
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5
50 to 100
100, to 150
150, to 200 0.08% 330
200, to 250 1.87% 322
250, to 300 18.41% 336
300, to 350 14.56% 339
350, to 400 13.32% 340
400, to 450 7.91% 339
450, to 500 6.74% 340
500, to 550 4.92% 343
550, to 600 4.21% 339
600, to 650 5.51% 341
650, to 700 1.77% 338
700, to 3,000, 20.69% 336
Total 100.00% 338
Adjustable Rate Group 6
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 50,000
50 to 100,000
100, to 150,000
150, to 200 7.375%
200, to 250 7.029%
250, to 300 7.218%
300, to 350 7.193%
350, to 400 7.214%
400, to 450 7.156%
450, to 500 7.290%
500, to 550 7.257%
550, to 600 7.165%
600, to 650 7.271%
650, to 700 6.914%
700, to 3,000, 6.875%
Total 7.198%
Average Scheduled Balance is 424,271
Maximum Scheduled Balance is 2,781,746
Minimum Scheduled Balance is 159,218
Adjustable Rate Group 6
Distribution of Property Types
# of Scheduled % of
Property Ty Loans Balance Balance
Single Fami 345 150,816,258 78.47%
PUD 47 19,237,580 10.01%
Condo 53 18,818,302 9.79%
2-4 Family 6 2,782,422 1.45%
Town House 2 540,420 0.28%
Total 453 192,194,982 100.00%
Adjustable Rate Group 6
Distribution of Property Types
Property Ty Term Coupon
Single Fami 337 7.096%
PUD 343 7.271%
Condo 343 7.296%
2-4 Family 338 7.388%
Town House 338 6.799%
Total 338 7.198%
Adjustable Rate Group 6
Geographic Distribution
Ge # of Scheduled % of
Location Loans Balance Balance
Michigan 161 65,853,406 34.26%
Illinois 148 62,358,674 32.45%
Indiana 52 21,938,651 11.41%
Colorado 17 7,578,095 3.94%
Florida 16 6,422,914 3.34%
Ohio 15 5,373,935 2.80%
Wisconsin 10 4,900,242 2.55%
Texas 2 3,299,230 1.72%
Kentucky 8 2,925,201 1.52%
Connecticut 1 1,707,158 0.89%
Arizona 4 1,642,141 0.85%
Louisiana 4 1,633,805 0.85%
California 2 1,063,743 0.55%
Utah 2 942,696 0.49%
Maryland 1 681,096 0.35%
Maine 1 521,699 0.27%
Missouri 1 499,450 0.26%
New Jersey 1 465,658 0.24%
Montana 1 456,911 0.24%
Wyoming 1 397,664 0.21%
Washington 1 337,761 0.18%
Pennsylvani 1 337,482 0.18%
Georgia 1 323,740 0.17%
New Hampshi 1 270,405 0.14%
Kansas 1 263,226 0.14%
Total 453 192,194,982 100.00%
Adjustable Rate Group 6
Geographic Distribution
Geographic
Location Term Coupon
Michigan 341 7.249%
Illinois 333 6.998%
Indiana 329 7.095%
Colorado 344 7.393%
Florida 346 7.367%
Ohio 338 7.281%
Wisconsin 344 7.114%
Texas 351 6.749%
Kentucky 341 7.305%
Connecticut 334 6.650%
Arizona 353 7.270%
Louisiana 351 7.426%
California 337 6.363%
Utah 353 7.342%
Maryland 332 6.550%
Maine 338 6.950%
Missouri 352 7.500%
New Jersey 345 6.750%
Montana 351 7.600%
Wyoming 353 7.000%
Washington 333 7.000%
Pennsylvani 351 7.100%
Georgia 346 6.550%
New Hampshi 355 7.650%
Kansas 338 7.500%
Total 338 7.198%
Adjustable Rate Group 6
Loan Seasoning
# of Scheduled % of
Number of Y Loans Balance Balance
1 year or l 171 70,091,627 36.47%
1+ to 2 ye 121 60,053,541 31.25%
2+ to 3 yea 136 50,571,697 26.31%
3+ to 4 yea 12 4,758,118 2.48%
4+ to 5 yea 8 4,691,790 2.44%
5+ to 6 yea 1 365,368 0.19%
6+ to 7 yea 3 1,263,678 0.66%
7+ to 8 yea 1 399,163 0.21%
8+ to 9 years
9+ to 10 years
10 years or more
Total 453 192,194,982 100.00%
Adjustable Rate Group 6
Loan Seasoning
Number of Y Term Coupon
1 year or l 352 7.5165%
1+ to 2 ye 334 6.8306%
2+ to 3 yea 330 6.9927%
3+ to 4 yea 319 7.2658%
4+ to 5 yea 301 6.8930%
5+ to 6 yea 289 6.9500%
6+ to 7 yea 286 6.8293%
7+ to 8 yea 274 7.1500%
8+ to 9 yea
9+ to 10 ye
10 years o
Total 338 7.1978%
Adjustable Rate Group 6
Distribution of Mortgage Interest Rates
Current Mo Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 2 1,639,456
6.250% to 6.500% 8 4,943,614
6.500% to 6.750% 57 32,402,922
6.750% to 7.000% 152 63,077,666
7.000% to 7.250% 69 25,265,640
7.250% to 7.500% 27 10,556,281
7.500% to 7.750% 109 43,505,077
7.750% to 8.000% 26 9,404,110
8.000% to 8.250% 3 1,400,217
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 453192,194,982
Adjustable Rate Group 6
Distribution of Mortgage Interest Rates
Current Mo Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.85% 339
6.250% to 6.500% 2.57% 334
6.500% to 6.750% 16.86% 334
6.750% to 7.000% 32.82% 331
7.000% to 7.250% 13.15% 332
7.250% to 7.500% 5.49% 343
7.500% to 7.750% 22.64% 351
7.750% to 8.000% 4.89% 348
8.000% to 8.250% 0.73% 336
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% 338
Adjustable Rate Group 6
Distribution of Mortgage Interest Rates
Current Mo 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% 6.677%
6.750% to 7.000% 6.912%
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 7.198%
W/Avg Mortgage Interest Rate is 7.20%
Minimum Mortgage Interest Rate is 6.20%
Maximum Mortgage Interest Rate is 8.20%
Adjustable Rate Group 7
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 35 1,301,209
50 to 100 101 7,909,404
100, to 150 77 9,391,084
150, to 200 45 7,888,018
200, to 250 108 24,964,464
250, to 300 3 811,798
300, to 350
350, to 400
400, to 450
450, to 500
500, to 550
550, to 600
600, to 650
650, to 700
700, to 3,000,
Total 369 52,265,977
Adjustable Rate Group 7
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 2.49% 302
50 to 100 15.13% 323
100, to 150 17.97% 329
150, to 200 15.09% 333
200, to 250 47.76% 333
250, to 300 1.55% 340
300, to 350
350, to 400
400, to 450
450, to 500
500, to 550
550, to 600
600, to 650
650, to 700
700, to 3,000,
Total 100.00% 330
Adjustable Rate Group 7
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.665%
50 to 100 7.422%
100, to 150 7.287%
150, to 200 7.342%
200, to 250 7.202%
250, to 300 7.232%
300, to 350,000
350, to 400,000
400, to 450,000
450, to 500,000
500, to 550,000
550, to 600,000
600, to 650,000
650, to 700,000
700, to 3,000,000
Total 7.345%
Average Scheduled Balance is 141,642
Maximum Scheduled Balance is 289,058
Minimum Scheduled Balance is 10,928
Adjustable Rate Group 7
Distribution of Property Types
# of Scheduled % of
Property Ty Loans Balance Balance
Single Fami 239 34,784,324 66.55%
Condo 75 9,539,183 18.25%
2-4 Family 38 4,944,587 9.46%
PUD 12 2,230,982 4.27%
Co-op 4 528,895 1.01%
Town House 1 238,005 0.46%
Total 369 52,265,977 100.00%
Adjustable Rate Group 7
Distribution of Property Types
Property Ty Term Coupon
Single Fami 332 7.264%
Condo 334 7.300%
2-4 Family 325 7.402%
PUD 314 7.242%
Co-op 293 7.588%
Town House 333 6.850%
Total 330 7.345%
Adjustable Rate Group 7
Geographic Distribution
Ge # of Scheduled % of
Location Loans Balance Balance
Michigan 135 18,623,789 35.63%
Illinois 118 18,553,479 35.50%
Indiana 53 6,793,359 13.00%
Ohio 18 2,303,113 4.41%
Florida 8 1,597,297 3.06%
Colorado 9 1,065,680 2.04%
Arizona 7 1,050,312 2.01%
Wisconsin 6 686,480 1.31%
Kentucky 5 666,905 1.28%
Texas 6 378,067 0.72%
Louisiana 1 238,641 0.46%
Virginia 1 129,634 0.25%
Wyoming 1 120,090 0.23%
Neveda 1 59,133 0.11%
Total 369 52,265,977 100.00%
Adjustable Rate Group 7
Geographic Distribution
Geographic
Location Term Coupon
Michigan 331 7.253%
Illinois 330 7.268%
Indiana 327 7.308%
Ohio 334 7.392%
Florida 316 7.257%
Colorado 332 7.267%
Arizona 332 7.317%
Wisconsin 335 7.391%
Kentucky 343 7.619%
Texas 346 7.489%
Louisiana 352 7.850%
Virginia 337 6.875%
Wyoming 341 7.250%
Neveda 306 7.650%
Total 330 7.345%
Adjustable Rate Group 7
Loan Seasoning
# of Scheduled % of
Number of Y Loans Balance Balance
1 year or l 51 7,002,275 13.40%
1+ to 2 ye 143 20,654,705 39.52%
2+ to 3 yea 123 19,168,009 36.67%
3+ to 4 yea 5 567,973 1.09%
4+ to 5 yea 39 3,539,873 6.77%
5+ to 6 yea 6 929,077 1.78%
6+ to 7 yea 2 404,064 0.77%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 369 52,265,977 100.00%
Adjustable Rate Group 7
Loan Seasoning
Number of Y Term Coupon
1 year or l 350 7.7291%
1+ to 2 ye 336 7.1219%
2+ to 3 yea 327 7.2443%
3+ to 4 yea 314 7.6461%
4+ to 5 yea 297 7.4575%
5+ to 6 yea 287 7.2751%
6+ to 7 yea 283 7.7275%
7+ to 8 yea
8+ to 9 yea
9+ to 10 ye
10 years o
Total 330 7.3454%
Adjustable Rate Group 7
Distribution of Mortgage Interest Rates
Current Mo 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 1,880,907
6.750% to 7.000% 56 8,745,615
7.000% to 7.250% 135 21,751,117
7.250% to 7.500% 50 6,942,235
7.500% to 7.750% 57 6,082,030
7.750% to 8.000% 41 5,245,432
8.000% to 8.250% 15 1,387,145
8.250% to 8.500% 4 231,495
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 369 52,265,977
Adjustable Rate Group 7
Distribution of Mortgage Interest Rates
Current Mo 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% 3.60%
6.750% to 7.000% 16.73%
7.000% to 7.250% 41.62%
7.250% to 7.500% 13.28%
7.500% to 7.750% 11.64%
7.750% to 8.000% 10.04%
8.000% to 8.250% 2.65%
8.250% to 8.500% 0.44%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 100.00%
Adjustable Rate Group 7
Distribution of Mortgage Interest Rates
Current Mo 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% 338 6.725%
6.750% to 7.000% 335 6.903%
7.000% to 7.250% 327 7.149%
7.250% to 7.500% 333 7.376%
7.500% to 7.750% 326 7.638%
7.750% to 8.000% 341 7.866%
8.000% to 8.250% 307 8.156%
8.250% to 8.500% 278 8.482%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 330 7.345%
W/Avg Mortgage Interest Rate is 7.345%
Minimum Mortgage Interest Rate is 6.650%
Maximum Mortgage Interest Rate is 8.500%
Adjustable Rate Group 8
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5
50 to 100
100, to 150 2 253,886
150, to 200 1 176,414
200, to 250 24 5,874,326
250, to 300 188 51,420,512
300, to 350 103 33,207,490
350, to 400 84 31,532,354
400, to 450 36 15,254,249
450, to 500 30 14,405,603
500, to 550 12 6,318,927
550, to 600 12 6,973,176
600, to 650 11 6,864,127
650, to 700 16 10,773,247
700, to 3,000, 40 41,094,739
Total 559224,149,052
Adjustable Rate Group 8
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5
50 to 100
100, to 150 0.11% 328
150, to 200 0.08% 342
200, to 250 2.62% 312
250, to 300 22.94% 336
300, to 350 14.81% 334
350, to 400 14.07% 337
400, to 450 6.81% 337
450, to 500 6.43% 334
500, to 550 2.82% 338
550, to 600 3.11% 318
600, to 650 3.06% 332
650, to 700 4.81% 335
700, to 3,000, 18.33% 339
Total 100.00% 335
Adjustable Rate Group 8
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 50,000
50 to 100,000
100, to 150 7.101%
150, to 200 6.650%
200, to 250 7.137%
250, to 300 7.262%
300, to 350 7.291%
350, to 400 7.223%
400, to 450 7.254%
450, to 500 7.198%
500, to 550 7.114%
550, to 600 7.220%
600, to 650 7.215%
650, to 700 7.128%
700, to 3,000, 7.287%
Total 7.266%
Average Scheduled Balance is 400,982
Maximum Scheduled Balance is 1,742,764
Minimum Scheduled Balance is 125,034
Adjustable Rate Group 8
Distribution of Property Types
# of Scheduled % of
Property Ty Loans Balance Balance
Single Fami 446 184,595,402 82.35%
Condo 55 20,304,582 9.06%
PUD 48 15,899,466 7.09%
2-4 Family 4 1,776,637 0.79%
Town House 5 1,335,103 0.60%
Co-op 1 237,861 0.11%
Total 559 224,149,052 100.00%
Adjustable Rate Group 8
Distribution of Property Types
Property Ty Term Coupon
Single Fami 336 7.259%
Condo 331 7.160%
PUD 336 7.174%
2-4 Family 313 7.269%
Town House 332 7.149%
Co-op 276 7.500%
Total 335 7.266%
Adjustable Rate Group 8
Geographic Distribution
Ge # of Scheduled % of
Location Loans Balance Balance
Michigan 202 81,169,406 36.21%
Illinois 183 68,929,052 30.75%
Indiana 75 28,228,961 12.59%
Florida 27 12,040,205 5.37%
Ohio 20 9,634,597 4.30%
Colorado 11 6,092,814 2.72%
Kentucky 10 4,150,187 1.85%
Wisconsin 10 4,082,881 1.82%
California 3 2,527,299 1.13%
New York 2 1,448,471 0.65%
Washington 1 991,550 0.44%
Louisiana 3 959,661 0.43%
Georgia 2 755,849 0.34%
Texas 2 613,775 0.27%
Arizona 2 562,315 0.25%
Utah 1 415,154 0.19%
Massachuset 1 381,427 0.17%
North Carol 1 302,558 0.13%
Montana 1 301,898 0.13%
Maine 1 288,330 0.13%
Minnesota 1 272,660 0.12%
Total 559 224,149,052 100.00%
Adjustable Rate Group 8
Geographic Distribution
Geographic
Location Term Coupon
Michigan 336 7.238%
Illinois 333 7.170%
Indiana 328 7.203%
Florida 333 7.176%
Ohio 339 7.380%
Colorado 349 7.576%
Kentucky 351 7.618%
Wisconsin 340 7.529%
California 318 7.324%
New York 332 7.103%
Washington 339 7.800%
Louisiana 351 7.709%
Georgia 335 7.171%
Texas 344 7.146%
Arizona 345 7.476%
Utah 333 7.250%
Massachuset 349 7.200%
North Carol 353 7.400%
Montana 350 8.000%
Maine 345 7.100%
Minnesota 353 7.900%
Total 335 7.266%
Adjustable Rate Group 8
Loan Seasoning
# of Scheduled % of
Number of Y Loans Balance Balance
1 year or l 108 45,480,436 20.29%
1+ to 2 ye 193 77,581,235 34.61%
2+ to 3 yea 239 92,983,744 41.48%
3+ to 4 yea 6 2,362,125 1.05%
4+ to 5 yea 9 4,178,903 1.86%
5+ to 6 years
6+ to 7 yea 3 1,231,174 0.55%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 558 223,817,616 99.85%
Adjustable Rate Group 8
Loan Seasoning
Number of Y Term Coupon
1 year or l 349 7.6648%
1+ to 2 ye 336 7.0950%
2+ to 3 yea 330 7.1633%
3+ to 4 yea 315 7.1957%
4+ to 5 yea 307 7.2529%
5+ to 6 yea
6+ to 7 yea 282 7.1915%
7+ to 8 yea
8+ to 9 yea
9+ to 10 ye
10 years o
Total 335 7.2660%
Adjustable Rate Group 8
Distribution of Mortgage Interest Rates
Current Mo 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 8,816,812
6.750% to 7.000% 83 36,965,456
7.000% to 7.250% 259 99,352,414
7.250% to 7.500% 99 37,689,751
7.500% to 7.750% 43 16,956,816
7.750% to 8.000% 53 23,402,720
8.000% to 8.250% 1 965,082
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 559224,149,052
Adjustable Rate Group 8
Distribution of Mortgage Interest Rates
Current Mo 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% 3.93% 331
6.750% to 7.000% 16.49% 335
7.000% to 7.250% 44.32% 332
7.250% to 7.500% 16.81% 332
7.500% to 7.750% 7.56% 339
7.750% to 8.000% 10.44% 350
8.000% to 8.250% 0.43% 353
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 100.00% 335
Adjustable Rate Group 8
Distribution of Mortgage Interest Rates
Current Mo 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% 6.9099%
7.000% to 7.250% 7.1383%
7.250% to 7.500% 7.3683%
7.500% to 7.750% 7.6355%
7.750% to 8.000% 7.8881%
8.000% to 8.250% 8.2500%
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 7.2660%
W/Avg Mortgage Interest Rate is 7.266%
Minimum Mortgage Interest Rate is 6.650%
Maximum Mortgage Interest Rate is 8.250%
Fixed Rate Group
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 479 13,235,038
50 to 100 777 57,091,305
100, to 150 437 53,449,300
150, to 200 163 28,320,059
200, to 250 77 16,931,733
250, to 300 32 8,675,524
300, to 350 22 7,179,821
350, to 400 9 3,319,204
400, to 450 3 1,278,640
450, to 500 10 4,688,785
500, to 550 5 2,581,213
550, to 600 3 1,711,382
600, to 650 2 1,288,983
650, to 700
700, to 3,000, 3 2,287,253
Total 2022202,038,241
Fixed Rate Group
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 6.55% 243
50 to 100 28.26% 298
100, to 150 26.46% 300
150, to 200 14.02% 299
200, to 250 8.38% 314
250, to 300 4.29% 298
300, to 350 3.55% 312
350, to 400 1.64% 325
400, to 450 0.63% 310
450, to 500 2.32% 300
500, to 550 1.28% 302
550, to 600 0.85% 285
600, to 650 0.64% 349
650, to 700
700, to 3,000, 1.13% 332
Total 100.00% 298
Fixed Rate Group
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.618%
50 to 100 7.298%
100, to 150 7.223%
150, to 200 7.093%
200, to 250 7.235%
250, to 300 7.469%
300, to 350 7.359%
350, to 400 7.174%
400, to 450 7.225%
450, to 500 7.401%
500, to 550 7.248%
550, to 600 7.122%
600, to 650 8.027%
650, to 700,000
700, to 3,000, 7.460%
Total 7.339%
Average Scheduled Balance is 99,920
Maximum Scheduled Balance is 787,186
Minimum Scheduled Balance is 73
Fixed Rate Group
Distribution of Property Types
# of Scheduled % of
Property Ty Loans Balance Balance
Single Fami 1550 150,371,736 5142.00%
Condo 259 23,695,298 942.00%
2-4 Family 134 15,348,638 352.00%
PUD 55 9,392,778 334.00%
Town House 16 2,192,292 42.00%
Unknown 8 1,037,499 24.00%
Total 2022 202,038,241 6836.00%
Fixed Rate Group
Distribution of Property Types
Property Ty Term Coupon
Single Fami 296 7.290%
Condo 303 7.208%
2-4 Family 301 7.276%
PUD 318 7.292%
Town House 264 7.217%
Unknown 260 7.431%
Total 298 7.339%
Fixed Rate Group
Geographic Distribution
Ge # of Scheduled % of
Location Loans Balance Balance
Illinois 1013 114,143,762 56.50%
Michigan 303 33,784,533 16.72%
Indiana 289 25,922,924 12.83%
Ohio 126 7,122,527 3.53%
Florida 49 4,297,620 2.13%
Kentucky 56 3,198,094 1.58%
Louisiana 62 3,171,194 1.57%
Texas 56 2,662,137 1.32%
Arizona 30 2,292,498 1.13%
Wisconsin 14 1,235,269 0.61%
Colorado 4 840,568 0.42%
California 3 763,656 0.38%
New York 2 749,850 0.37%
Oklahoma 6 493,988 0.24%
South Carol 2 340,535 0.17%
Iowa 1 254,235 0.13%
North Carol 1 231,986 0.11%
Delaware 1 182,560 0.09%
Rhode Islan 1 156,372 0.08%
New Jersey 1 98,837 0.05%
Neveda 1 87,254 0.04%
Georgia 1 7,840 0.00%
Total 2022 202,038,241 100.00%
Fixed Rate Group
Geographic Distribution
Geographic
Location Term Coupon
Illinois 292 7.180%
Michigan 312 7.332%
Indiana 297 7.398%
Ohio 297 7.588%
Florida 327 7.446%
Kentucky 296 7.476%
Louisiana 316 7.145%
Texas 286 7.883%
Arizona 302 7.581%
Wisconsin 306 7.373%
Colorado 344 6.998%
California 311 7.463%
New York 341 8.568%
Oklahoma 290 7.622%
South Carol 317 7.271%
Iowa 197 7.125%
North Carol 347 7.150%
Delaware 277 7.000%
Rhode Islan 344 7.500%
New Jersey 333 7.100%
Neveda 335 7.350%
Georgia 43 8.900%
Total 298 7.339%
Fixed Rate Group
Loan Seasoning
# of Scheduled % of
Number of Y Loans Balance Balance
1 year or l 55 57,091,305 3.49%
1+ to 2 ye 562 53,449,300 35.22%
2+ to 3 yea 532 28,320,059 26.12%
3+ to 4 yea 37 16,931,733 1.67%
4+ to 5 yea 77 8,675,524 4.05%
5+ to 6 yea 41 7,179,821 1.56%
6+ to 7 yea 452 3,319,204 23.31%
7+ to 8 yea 63 1,278,640 2.23%
8+ to 9 yea 23 4,688,785 0.66%
9+ to 10 ye 1 2,581,213 0.02%
10 years o 174 1,711,382 1.36%
Total 2017 185,226,967 99.70%
Fixed Rate Group
Loan Seasoning
Number of Y Term Coupon
1 year or l 341 7.7052%
1+ to 2 ye 327 7.1452%
2+ to 3 yea 311 7.4794%
3+ to 4 yea 308 7.8995%
4+ to 5 yea 290 7.3891%
5+ to 6 yea 266 7.4698%
6+ to 7 yea 258 7.0229%
7+ to 8 yea 239 7.5483%
8+ to 9 yea 193 7.6858%
9+ to 10 ye 99 6.9500%
10 years o 90 8.3114%
Total 298 7.3390%
Fixed Rate Group
Distribution of Mortgage Interest Rates
Current Mo Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 1 129,354
6.250% to 6.500% 52 4,748,840
6.500% to 6.750% 86 7,925,852
6.750% to 7.000% 404 46,817,597
7.000% to 7.250% 540 59,109,340
7.250% to 7.500% 370 42,009,272
7.500% to 7.750% 164 18,715,959
7.750% to 8.000% 116 10,171,463
8.000% to 8.250% 61 4,455,570
8.250% to 8.500% 86 3,574,733
8.500% to 8.750% 73 1,561,402
8.750% to 9.000% 52 2,603,649
9.000% to 9.250% 17 215,212
9.250% & Above
Total 2022202,038,241
Fixed Rate Group
Distribution of Mortgage Interest Rates
Current Mo Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.06% 211
6.250% to 6.500% 2.35% 270
6.500% to 6.750% 3.92% 267
6.750% to 7.000% 23.17% 289
7.000% to 7.250% 29.26% 303
7.250% to 7.500% 20.79% 315
7.500% to 7.750% 9.26% 309
7.750% to 8.000% 5.03% 305
8.000% to 8.250% 2.21% 276
8.250% to 8.500% 1.77% 267
8.500% to 8.750% 0.77% 196
8.750% to 9.000% 1.29% 269
9.000% to 9.250% 0.11% 123
9.250% & Above
Total 100.00% 298
Fixed Rate Group
Distribution of Mortgage Interest Rates
Current Mo Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.250%
6.250% to 6.500% 6.468%
6.500% to 6.750% 6.671%
6.750% to 7.000% 6.933%
7.000% to 7.250% 7.152%
7.250% to 7.500% 7.383%
7.500% to 7.750% 7.643%
7.750% to 8.000% 7.904%
8.000% to 8.250% 8.168%
8.250% to 8.500% 8.431%
8.500% to 8.750% 8.677%
8.750% to 9.000% 8.899%
9.000% to 9.250% 9.234%
9.250% & Above
Total 7.339%
W/Avg Mortgage Interest Rate is 7.339%
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
07/13/00 - 15:04 (D561-D581) (c) 2000 LaSalle Bank N.A.
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