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Previous: DREYFUS DEBT & EQUITY FUNDS, 497, 2000-05-25 |
Next: FRANKLIN NEW YORK TAX FREE TRUST, 497, 2000-05-25 |
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: May 15, 2000
(Date of earliest event reported)
Structured Asset Securities Corporation
Commercial Mortgage Pass-Through Certificates
Bank One Mortgage-Backed Pass Through Certificates,
Series 2000-2
(Exact name of registrant as specified in charter)
Delaware 333-64351 13-3320910
(State or other juris- (Commission (I.R.S. Employer
diction of organization) File No.) Identification No.)
Eleven Madison Avenue, New York, New York 100010
(Address of principal executive offices) (Zip Code)
Registrant's Telephone Number, including area code
(212) 325-2000
(Former name or former address, if changed since last report.)
ITEM 5.
On March 31, 2000, Asset Backed Securities
Corporation entered into a Pooling and Servicing
Agreement dated as of March 1, 2000 (the "Pooling
and Servicing Agreement"), by and among Asset Backed
Securities Corporation, as depositor, Bank One,
National Association, as seller and Servicer, Homeside
Lending Inc., as servicer and LaSalle Bank National
Association, as trustee. The Pooling and Servicing
Agreement is annexed hereto as Exhibit I.
ITEM 7. FINANCIAL STATEMENTS, PRO FORMA FINANCIAL
(a) Not applicable
(b) Not Applicable
(c) Exhibits
Exhibit No. Description
99 Monthly distribution report
100 pursuant to
Section 4.1 of the Pooling
and Servicing
Agreement for the distribution
on May 15, 2000
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act
of 1934, the Registrant has duly caused this report to be
signed on behalf of the Registrant by the undersigned
thereunto duly authorized.
Date: May 23,2000
Structured Asset
Securities Corporation
By: /s Russell Goldenberg
Russell Goldenberg Senior Vice President
Administrator:
Kori Sumser (800) 246-5761
135 S. LaSalle Street Suite 1625
Chicago, IL 60603
Bank One Mortgage-Backed Pass-Through Certificates
Bank One, National Association, Seller and Servicer
HomSide Lending, Inc., Servicer
Asset Backed Securities Corporation
Series 2000-2
ABN AMRO Acct: 67-8485-40-0
Statement Date 05/16/00
Payment Date: 05/15/00
Prior Payment: 04/17/00
Next Payment: 06/15/00
Record Date: 04/28/00
WAC: 7.277108%
WAMM: 320
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 120,141,000.00 117,954,576.16 2,345,243.70 0.00
045413BW0 1,000.00 981.80 19.520760606 0.000000000
2A 152,653,000.00 149,864,047.57 5,278,550.83 0.00
045413BX8 1,000.00 981.73 34.578755937 0.000000000
3A 90,915,000.00 89,687,390.56 1,390,408.74 0.00
045413BY6 1,000.00 986.50 15.293502062 0.000000000
4A 176,766,000.00 175,411,540.70 1,907,956.25 0.00
045413BZ3 1,000.00 992.34 10.793683457 0.000000000
5A 69,100,000.00 68,456,018.00 900,753.53 0.00
045413CA7 1,000.00 990.68 13.035506946 0.000000000
6A 199,188,000.00 197,654,512.65 1,789,160.93 0.00
045413CB5 1,000.00 992.30 8.982272677 0.000000000
7A 54,542,000.00 54,358,906.67 1,229,438.96 0.00
045413CC3 1,000.00 996.64 22.541141872 0.000000000
8A 232,098,000.00 231,532,536.81 3,915,539.77 0.00
045413CD1 1,000.00 997.56 16.870200389 0.000000000
9A1 46,364,000.00 45,839,560.38 1,715,656.82 0.00
045413CE9 1,000.00 988.69 37.004072618 0.000000000
9A2 61,344,000.00 61,321,916.67 22,205.25 0.00
045413CF6 1,000.00 999.64 0.361979167 0.000000000
9A3 4,000,000.00 4,022,083.33 0.00 0.00
045413CG4 1,000.00 1,005.52 0.000000000 0.000000000
9AP 641,225.98 639,539.06 3,713.48 0.00
045413CH2 1,000.00 997.37 5.791214405 0.000000000
9AX 208,581,414.00 207,916,097.17 0.00 0.00
045413CJ8 1,000.00 996.81 0.000000000 0.000000000
M-1 34,817,000.00 34,766,623.19 50,363.03 0.00
045413CK5 1,000.00 998.55 1.446506829 0.000000000
M-2 16,821,000.00 16,796,661.65 24,331.70 0.00
045413CL3 1,000.00 998.55 1.446507090 0.000000000
1,400,222,723.41,292,838,634.24 20,637,833.21 0.00
Class Negative Closing Interest
CUSIP Amortization Balance Payment
1A 0.00 115,609,332.46 720,606.86
045413BW0 0.00000000000 962.28042433474 5.99800953598
2A 0.00 144,585,496.74 876,637.34
045413BX8 0.00000000000 947.15136119172 5.74268008073
3A 0.00 88,296,981.82 520,162.55
045413BY6 0.00000000000 971.20367178133 5.72141619242
4A 0.00 173,503,584.45 978,523.68
045413BZ3 0.00000000000 981.54387410475 5.53570075111
5A 0.00 67,555,264.47 392,846.76
045413CA7 0.00000000000 977.64492720695 5.68519184055
6A 0.00 195,865,351.72 1,113,414.35
045413CB5 0.00000000000 983.31903387754 5.58976618780
7A 0.00 53,129,467.71 312,770.20
045413CC3 0.00000000000 974.10193447252 5.73448346547
8A 0.00 227,616,997.04 1,324,771.32
045413CD1 0.00000000000 980.69348740618 5.70781015351
9A1 0.00 44,123,903.56 253,072.57
045413CE9 0.00000000000 951.68457337590 5.45838523275
9A2 0.00 61,299,711.42 338,548.08
045413CF6 0.00000000000 999.27802914711 5.51884587923
9A3 22,205.25 4,044,288.58 0.00
045413CG4 5.551312500001,011.0721450000 0.00000000000
9AP 0.00 635,825.58 0.00
045413CH2 0.00000000000 991.57800811502 0.00000000000
9AX 0.00 206,057,574.07 73,619.17
045413CJ8 0.00000000000 987.89997688864 0.35295171203
M-1 0.00 34,716,260.16 191,940.73
045413CK5 0.00000000000 997.10659045868 5.51284522488
M-2 0.00 16,772,329.95 92,731.57
045413CL3 0.00000000000 997.10658997682 5.51284522478
22,205.251,272,223,006.28 7,435,502.91
Class Interest Pass-Through
CUSIP Adjustment Rate (2)
0 Next Rate (3)
0
1A 0.00 7.33102746%
045413BW0 0.00000000000 0.07331833
2A 0.00 7.01946082%
045413BX8 0.00000000000 0.07027843
3A 0.00 6.95967471%
045413BY6 0.00000000000 0.06952305
4A 0.00 6.69413432%
045413BZ3 0.00000000000 0.06685728
5A 0.00 6.88640855%
045413CA7 0.00000000000 0.06883639
6A 0.00 6.75976075%
045413CB5 0.00000000000 0.06758674
7A 0.00 6.90455823%
045413CC3 0.00000000000 0.06908175
8A 0.00 6.86610015%
045413CD1 0.00000000000 0.06865251
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 0.42489736%
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 12,500,886.23 18,108.82 0.00
045413CM1 1000.00000000 998.55309769 1.44650726 0.00000000
B-1 16,638,000.00 16,613,926.43 24,066.98 0.00
045413CN9 1000.00000000 998.55309713 1.44650659 0.00000000
B-2 7,720,000.00 7,708,829.91 11,167.03 0.00
045413CP4 1000.00000000 998.55309715 1.44650695 0.00000000
B-3 7,720,248.72 7,709,078.27 11,167.39 0.00
045413CQ2 1000.00000000 998.55309713 1.44650700 0.00000000
R-II 0.00 0.00 0.00 0.00
045413CS8 1000.00000000 0.00000000 0.00000000 0.00000000
1,400,222,723.41,292,838,634.24 20,637,833.21 0.00
Negative Closing Interest
Class Amortization Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
M-3 0.00 12,482,777.41 69,015.31
045413CM1 0.0000000000 997.1065907820 5.5128452268
B-1 0.00 16,589,859.45 91,722.72
045413CN9 0.0000000000 997.1065903354 5.5128452237
B-2 0.00 7,697,662.88 42,559.17
045413CP4 0.0000000000 997.1065906736 5.5128452239
B-3 0.00 7,697,910.88 42,560.54
045413CQ2 0.0000000000 997.1065906281 5.5128452238
R-II 0.00 0.00 0.00
045413CS8 0.0000000000 0.0000000000 0.0000000000
22,205.251,272,223,006.28 7,435,502.91
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-1 120,141,000.00 117,954,576.16 2,345,243.70 0.00
None 1000.000000000 981.801184941 19.520760606 0.000000000
LT-A-2 152,653,000.00 149,864,047.57 5,278,550.83 0.00
None 1000.000000000 981.730117128 34.578755937 0.000000000
LT-A-3 90,915,000.00 89,687,390.56 1,390,408.74 0.00
None 1000.000000000 986.497173844 15.293502062 0.000000000
LT-A-4 176,766,000.00 175,411,540.70 1,907,956.25 0.00
None 1000.000000000 992.337557562 10.793683457 0.000000000
LT-A-5 69,100,000.00 68,456,018.00 900,753.53 0.00
None 1000.000000000 990.680434153 13.035506946 0.000000000
LT-A-6 199,188,000.00 197,654,512.65 1,789,160.93 0.00
None 1000.000000000 992.301306555 8.982272677 0.000000000
LT-A-7 54,542,000.00 54,358,906.67 1,229,438.96 0.00
None 1000.000000000 996.643076345 22.541141872 0.000000000
LT-A-8 232,098,000.00 231,532,536.81 3,915,539.77 0.00
None 1000.000000000 997.563687796 16.870200389 0.000000000
LT-A-9 111,708,000.00 111,183,560.38 1,737,862.07 0.00
None 1000.000000000 995.305263544 15.557185456 0.000000000
LT-PO-9 641,225.98 639,539.06 3,713.48 0.00
None 1000.000000000 997.369226992 5.791214405 0.000000000
LT-X-9 208,581,414.00 207,916,097.17 0.00 0.00
None 1000.000000000 996.810277497 0.000000000 0.000000000
LT-M1-9 34,817,000.00 34,766,623.19 50,363.03 0.00
None 1000.000000000 998.553097338 1.446506829 0.000000000
LT-M2-9 16,821,000.00 16,796,661.65 24,331.70 0.00
None 1000.000000000 998.553097319 1.446507090 0.000000000
LT-M3-9 12,519,000.00 12,500,886.23 18,108.82 0.00
None 1000.000000000 998.553097692 1.446507260 0.000000000
LT-B1-9 16,638,000.00 16,613,926.43 24,066.98 0.00
None 1000.000000000 998.553097127 1.446506586 0.000000000
1,303,987,474.71,292,838,634.24 20,637,833.21 0.00
REMIC I
Negative Closing Interest
Class Amortization Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
LT-A-1 0.00 115,609,332.46 720,606.86
None 0.0000000000 962.2804243347 5.9980095360
LT-A-2 0.00 144,585,496.74 876,637.34
None 0.0000000000 947.1513611917 5.7426800807
LT-A-3 0.00 88,296,981.82 520,162.55
None 0.0000000000 971.2036717813 5.7214161924
LT-A-4 0.00 173,503,584.45 978,523.68
None 0.0000000000 981.5438741047 5.5357007511
LT-A-5 0.00 67,555,264.47 392,846.76
None 0.0000000000 977.6449272069 5.6851918406
LT-A-6 0.00 195,865,351.72 1,113,414.35
None 0.0000000000 983.3190338775 5.5897661878
LT-A-7 0.00 53,129,467.71 312,770.20
None 0.0000000000 974.1019344725 5.7344834655
LT-A-8 0.00 227,616,997.04 1,324,771.32
None 0.0000000000 980.6934874062 5.7078101535
LT-A-9 22,205.25 109,467,903.56 591,620.65
None 0.1987794070 979.9468575214 5.2961350534
LT-PO-9 0.00 635,825.58 0.00
None 0.0000000000 991.5780081150 0.0000000000
LT-X-9 0.00 206,057,574.07 73,619.17
None 0.0000000000 987.8999768886 0.3529517120
LT-M1-9 0.00 34,716,260.16 191,940.73
None 0.0000000000 997.1065904587 5.5128452249
LT-M2-9 0.00 16,772,329.95 92,731.57
None 0.0000000000 997.1065899768 5.5128452248
LT-M3-9 0.00 12,482,777.41 69,015.31
None 0.0000000000 997.1065907820 5.5128452268
LT-B1-9 0.00 16,589,859.45 91,722.72
None 0.0000000000 997.1065903354 5.5128452237
22,205.251,272,223,006.28 7,435,502.91
Class Interest Pass-Through
CUSIP Adjustment Rate (2)
0 Per $1,000 Next Rate (3)
LT-A-1
None 0.00 7.33102746%
LT-A-2 0.0000000000 7.33183310%
None 0.00 7.01946082%
LT-A-3 0.0000000000 7.02784263%
None 0.00 6.95967471%
LT-A-4 0.0000000000 6.95230454%
None 0.00 6.69413432%
LT-A-5 0.0000000000 6.68572813%
None 0.00 6.88640855%
LT-A-6 0.0000000000 6.88363856%
None 0.00 6.75976075%
LT-A-7 0.0000000000 6.75867438%
None 0.00 6.90455823%
LT-A-8 0.0000000000 6.90817461%
None 0.00 6.86610015%
LT-A-9 0.0000000000 6.86525144%
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 0.42489736%
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 7,708,829.91 11,167.03 0.00
None 1000.0000000000 998.5530971503 1.4465069529 0.0000000000
LT-B3-9 7,720,248.72 7,709,078.27 11,167.39 0.00
None 1000.0000000000 998.5530971339 1.4465069995 0.0000000000
R-I 0.00 0.00 0.00 0.00
045413CR0 1000.0000000000 0.0000000000 0.0000000000 0.0000000000
1,303,987,474.71,292,838,634.24 20,637,833.21 0.00
Class Negative Closing Interest
CUSIP Amortization Balance Payment
Per $1,000 Per $1,000 Per $1,000
LT-B2-9 0.00 7,697,662.88 42,559.17
None 0.00000000 997.10659067 5.51284522
LT-B3-9 0.00 7,697,910.88 42,560.54
None 0.00000000 997.10659063 5.51284522
R-I 0.00 0.00 0.00
045413CR0 0.00000000 0.00000000 0.00000000
22,205.251,272,223,006.28 7,435,502.91
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 117,954,576.16 7.3310% 720,606.86
2A 149,864,047.57 7.0195% 876,637.34
3A 89,687,390.56 6.9597% 520,162.55
4A 175,411,540.70 6.6941% 978,523.68
5A 68,456,018.00 6.8864% 392,846.76
6A 197,654,512.65 6.7598% 1,113,414.35
7A 54,358,906.67 6.9046% 312,770.20
8A 231,532,536.81 6.8661% 1,324,771.32
9A1 45,839,560.38 6.6250% 253,072.57
9A2 61,321,916.67 6.6250% 338,548.08
9A3 4,022,083.33 6.6250% 22,205.25
9AP 639,539.06 0.0000% -
9AX 207,916,097.1 N 0.4249% 73,619.17
M-1 34,766,623.19 6.6250% 191,940.73
M-2 16,796,661.65 6.6250% 92,731.57
M-3 12,500,886.23 6.6250% 69,015.31
B-1 16,613,926.43 6.6250% 91,722.72
B-2 7,708,829.91 6.6250% 42,559.17
B-3 7,709,078.27 6.6250% 42,560.54
Excess
Accrued Payment of Accretion / Prepayment
Certificate Prior Unpaid Deferred Interest
Interest Interest Interest Shortfalls
Class
720,606.86 0.00 0.00 0.00
1A 876,637.34 0.00 0.00 0.00
2A 520,162.55 0.00 0.00 0.00
3A 978,523.68 0.00 0.00 0.00
4A 392,846.76 0.00 0.00 0.00
5A 1,113,414.35 0.00 0.00 0.00
6A 312,770.20 0.00 0.00 0.00
7A 1,324,771.32 0.00 0.00 0.00
8A 253,072.57 0.00 0.00 0.00
9A1 338,548.08 0.00 0.00 0.00
9A2 22,205.25 0.00 -22,205.25 0.00
9A3 0.00 0.00 0.00 0.00
9AP 73,619.17 0.00 0.00 0.00
9AX 191,940.73 0.00 0.00 0.00
M-1 92,731.57 0.00 0.00 0.00
M-2 69,015.31 0.00 0.00 0.00
M-3 91,722.72 0.00 0.00 0.00
B-1 42,559.17 0.00 0.00 0.00
B-2 42,560.54 0.00 0.00 0.00
B-3 0.00 0.00 0.00 0.00
7,457,708.17 0.00 -22,205.25 0.00
Prior Ending Actual
Interest Unpaid Unpaid Distribution
Class Loss Interest Interest of Interest
1A 0.00 0.00 0.00 720,606.86
2A 0.00 0.00 0.00 876,637.34
3A 0.00 0.00 0.00 520,162.55
4A 0.00 0.00 0.00 978,523.68
5A 0.00 0.00 0.00 392,846.76
6A 0.00 0.00 0.001,113,414.35
7A 0.00 0.00 0.00 312,770.20
8A 0.00 0.00 0.001,324,771.32
9A1 0.00 0.00 0.00 253,072.57
9A2 0.00 0.00 0.00 338,548.08
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 73,619.17
M-1 0.00 0.00 0.00 191,940.73
M-2 0.00 0.00 0.00 92,731.57
M-3 0.00 0.00 0.00 69,015.31
B-1 0.00 0.00 0.00 91,722.72
B-2 0.00 0.00 0.00 42,559.17
B-3 0.00 0.00 0.00 42,560.54
0.00 0.00 0.007,435,502.91
Ending
Principal /
Class Notional
Balance
1A 115,609,332.46
2A 144,585,496.74
3A 88,296,981.82
4A 173,503,584.45
5A 67,555,264.47
6A 195,865,351.72
7A 53,129,467.71
8A 227,616,997.04
9A1 44,123,903.56
9A2 61,299,711.42
9A3 4,044,288.58
9AP 635,825.58
9AX 206,057,574.07
M-1 34,716,260.16
M-2 16,772,329.95
M-3 12,482,777.41
B-1 16,589,859.45
B-2 7,697,662.88
B-3 7,697,910.88
1,478,280,580.35
Bond Principal Summary
Original Beginning Scheduled
Certificate Certificate Principal
Class Balance Balance Distribution
1A 120,141,000.00 117,954,576.16 221,006.69
2A 152,653,000.00 149,864,047.57 185,965.95
3A 90,915,000.00 89,687,390.56 118,148.99
4A 176,766,000.00 175,411,540.70 213,959.43
5A 69,100,000.00 68,456,018.00 71,990.06
6A 199,188,000.00 197,654,512.65 189,302.31
7A 54,542,000.00 54,358,906.67 54,918.65
8A 232,098,000.00 231,532,536.81 224,961.31
9A1 46,364,000.00 45,839,560.38 160,962.51
9A2 61,344,000.00 61,321,916.67 22,205.25
9A3 4,000,000.00 4,022,083.33 0.00
9AP 641,225.98 639,539.06 1,188.94
9AX 208,581,414.00 N 207,916,097.17 0.00
M-1 34,817,000.00 34,766,623.19 50,344.16
M-2 16,821,000.00 16,796,661.65 24,322.58
M-3 12,519,000.00 12,500,886.23 18,102.04
B-1 16,638,000.00 16,613,926.43 24,057.96
B-2 7,720,000.00 7,708,829.91 11,162.85
B-3 7,720,248.72 7,709,078.27 11,163.21
1,281,036,351.89 1,500,754,731.41,603,762.89
Unscheduled Accretion /
Principal Deferred Realized Principal
Class Distribution Interest Loss Reduction
1A 2,124,237.01 0.00 0.002,345,243.70
2A 5,092,584.88 0.00 0.005,278,550.83
3A 1,272,259.75 0.00 0.001,390,408.74
4A 1,693,996.82 0.00 0.001,907,956.25
5A 828,763.47 0.00 0.00 900,753.53
6A 1,599,858.62 0.00 0.001,789,160.93
7A 1,174,520.31 0.00 0.001,229,438.96
8A 3,690,578.46 0.00 0.003,915,539.77
9A1 1,554,694.31 0.00 0.001,715,656.82
9A2 0.00 0.00 0.00 22,205.25
9A3 0.00 -22,205.25 0.00 0.00
9AP 2,524.54 0.00 0.00 3,713.48
9AX 0.00 0.00 0.00 0.00
M-1 0.00 0.00 0.00 50,363.03
M-2 0.00 0.00 0.00 24,331.70
M-3 0.00 0.00 0.00 18,108.82
B-1 0.00 0.00 0.00 24,066.98
B-2 0.00 0.00 0.00 11,167.03
B-3 0.00 0.00 0.00 11,167.39
19,034,018.17 (22,205.25) 0.00 20,637,833.21
% of
Ending Original Cumulative
Certificate Balance Realized
Class Balance Remaining Losses
1A 0.00 0.0000% 0.00
2A 115,609,332.46 96.2280% 0.00
3A 144,585,496.74 94.7151% 0.00
4A 88,296,981.82 97.1204% 0.00
5A 173,503,584.45 98.1544% 0.00
6A 67,555,264.47 97.7645% 0.00
7A 195,865,351.72 98.3319% 0.00
8A 53,129,467.71 97.4102% 0.00
9A1 227,616,997.04 98.0693% 0.00
9A2 44,123,903.56 95.1685% 0.00
9A3 61,299,711.42 99.9278% 0.00
9AP 4,044,288.58 101.1072% 0.00
9AX 635,825.58 99.1578% 0.00
M-1 206,057,574.07 98.7900% 0.00
M-2 34,716,260.16 99.7107% 0.00
M-3 16,772,329.95 99.7107% 0.00
B-1 12,482,777.41 99.7107% 0.00
B-2 16,589,859.45 99.7107% 0.00
B-3 7,697,662.88 99.7107% 0.00
############## 0.00
Cash Reconcilation Summary
Interest Summary
Current Scheduled Interest 984,352.22
Less Deferred Interest 0.00
Plus Advance Interest 6,521,747.11
Plus Unscheduled Interest 0.00
PPIS Reducing Scheduled Interest 0.00
Less Total Fees Paid To Servicer (48,034.70)
Plus Fees Advanced for PPIS 0.00
Less Fee Strips Paid by Servicer 0.00
Less Misc. Fees & Expenses 0.00
Less Non Recoverable Advances 0.00
Interest Due Trust 7,458,064.63
Less Trustee Fee 0.00
Less Fee Strips Paid by Trust 0.00
Less Misc. Fees Paid by Trust 0.00
Remittance Interest 7,458,064.63
Servicing Fee Summ 48,034.70
Current Servicing Fees 334,381.80
Delinquent Servicing Fees 0.00
Plus Fees Advanced for PPIS 0.00
Less Reduction for PPIS 0.00
Plus Unscheduled Servicing Fees 382,416.50
Total Servicing Fees Due to be Paid 0.00
PPIS Summary
Gross PPIS 0.00
Reduced by PPIE 0.00
Reduced by Shortfalls in Fees 0.00
Reduced by Other Amounts 0.00
PPIS Reducing Scheduled Interest 0.00
PPIS Reducing Servicing Fee 0.00
PPIS Due Certificate 0.00
Principal Summary
Scheduled Principal:
Current Scheduled Principal 189,382.62
Advanced Scheduled Principal 1,392,227.16
Total Scheduled 1,581,609.78
Unscheduled Principal: 0.00
Curtailments 934,062.70
Prepayments in Full 18,099,955.47
Liquidation Proceeds 0.00
Repurchase Proceeds 0.00
Other Principal Proceeds 0.00
Total Unscheduled 19,034,018.17
Remittance Principal 20,615,627.95
Servicer Wire Amount 28,073,692.58
Pool Balance Summary
Balance Count
Beginning Pool 1,292,900,636.1 7111
Scheduled Principal Distribution 1,581,609.78 0
Unscheduled Principal Distribution 19,034,018.17 83
Deferred Interest 0.00 0
Liquidations 0.00 0
Repurchases 0.00 0
Ending Pool 1,272,285,008.2 7028
Advances
Prior Outstand Current Period
Principal Principal Interest
########## 1,392,227.16 6,521,747.11
Advances
Recovere Ending Outstanding
Principal Interest Principal Interest
########## 5,046,895.96 1,408,781.76 6,589,823.16
Collateral Statistics
Loan Group
1 2 3
Current Scheduled Intere 757,468.68 923,450.66 548,373.82
Negative Amortization: 0.00 0.00 0.00
Prepayment Interest Shor 0.00 0.00 0.00
Compensating Interest: 0.00 0.00 0.00
Non Recoverable Advance: 0.00 0.00 0.00
Relief Act Interest Shor 0.00 0.00 0.00
Extraordinary Trust Expe 0.00 0.00 0.00
Servicing Fee: 36,830.65 46,812.03 28,036.71
Trustee Fees: 0.00 0.00 0.00
Other Fee: 0.00 0.00 0.00
Beginning Scheduled Bala 117,959,678 149,864,268 89,717,487
Scheduled Principal: 221,016 185,966 118,189
Unscheduled Principal: 19,034,018 2,124,237 5,092,585
Net Liquidation Proceeds 0.00 0.00 0.00
Fraud Loss Insurance Pro 0.00 0.00 0.00
Special Hazard Insurance 0.00 0.00 0.00
Bankruptcy Insurance Pro 0.00 0.00 0.00
Realized Loss: 0.00 0.00 0.00
Ending Scheduled Balance 115,614,425 144,585,717 88,327,039
Beginning Pool Count: 1,535 384 732
Ending Pool Count: 1,513 378 722
Weighted Average Coupon: 7.7057% 7.3943% 7.3347%
Weighted Average Net Cou 7.3310% 7.0195% 6.9597%
Weighted Average Maturit 276 315 317
Cumulative Realized Loss 0.00 0.00 0.00
Loan Group
4 5 6
Current Scheduled Intere 1,033,342 414,238 1,175,185
Negative Amortization: 0 0 0
Prepayment Interest Shor 0 0 0
Compensating Interest: 0 0 0
Non Recoverable Advance: 0 0 0
Relief Act Interest Shor 0 0 0
Extraordinary Trust Expe 0 0 0
Servicing Fee: 54,816 21,390 61,767
Trustee Fees: 0 0 0
Other Fee: 0 0 0
Beginning Scheduled Bala 175,411,963 68,456,303 197,655,132
Scheduled Principal: 213,960 71,990 189,303
Unscheduled Principal: 1,272,260 1,693,997 828,763
Net Liquidation Proceeds 0 0 0
Fraud Loss Insurance Pro 0 0 0
Special Hazard Insurance 0 0 0
Bankruptcy Insurance Pro 0 0 0
Realized Loss: 0 0 0
Ending Scheduled Balance 173,504,006 67,555,549 195,865,970
Beginning Pool Count: 448 534 465
Ending Pool Count: 443 528 462
0 0 0
Weighted Average Coupon: 0 0 0
Weighted Average Net Cou 0 0 0
Weighted Average Maturit 325 334 340
Cumulative Realized Loss 0 0 0
Loan Group 7 8 9Total
Current Scheduled Intere 329,702 1,397,102 1,261,617 7,840,481
Negative Amortization: 0 0 0 0
Prepayment Interest Shor 0 0 0 0
Compensating Interest: 0 0 0 0
Non Recoverable Advance: 0 0 0 0
Relief Act Interest Shor 0 0 0 0
Extraordinary Trust Expe 0 0 0 0
Servicing Fee: 16,927 72,329 43,508 382,417
Trustee Fees: 0 0 0 0
Other Fee: 0 0 0 0
0 0 0 0
Beginning Scheduled Bala 54,359,842 231,532,867 207,943,097 1,292,900,636
Scheduled Principal: 54,920 224,962 301,304 1,581,610
Unscheduled Principal: 1,599,859 1,174,520 3,690,578 36,510,817
Net Liquidation Proceeds 0 0 0 0
Fraud Loss Insurance Pro 0 0 0 0
Special Hazard Insurance 0 0 0 0
Bankruptcy Insurance Pro 0 0 0 0
Realized Loss: 0 0 0 0
Ending Scheduled Balance 53,130,402 227,617,326 206,084,574 1,272,285,008
Beginning Pool Count: 381 574 2,058 7,111
Ending Pool Count: 375 563 2,044 7,028
0 0 0 0
Weighted Average Coupon: 0 0 0 0
Weighted Average Net Cou 0 0 0 0
Weighted Average Maturit 332 337 301 320
0 0 0 0
Cumulative Realized Loss 0 0 0 0
Aggregate Pool Totals
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
05/15/00 110 16,296,163.0 2 281,120.19
1.57% 1.281% 0.03% 0.022%
04/17/00 72 8603619.09 3 329,820.41
1.01% 0.665% 0.04% 0.026%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
05/15/00 2 281,120. 1 64,268.57
0.03% 0.022% 0.01% 0.005%
04/17/00 3 329,820.41 0 0.00
0.04% 0.026% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi REO Modifications
Date # Balance # Balance
05/15/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
05/15/00 83 18,099,955 7.2771% 6.9222%
1.18% 1.423%
04/17/00 50 8,992,008 7.26% 6.90%
0.70% 0.695%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 1
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
05/15/00 21 1,550,317. 0 -
1.39% 1.341% 0.00% 0.000%
04/17/00 17 1,373,015.84 1 53,627.23
1.11% 1.164% 0.07% 0.045%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
05/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distributi REO Modifications
Date # Balance # Balance
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
05/15/00 22 1,982,880 7.7057% 7.3310%
1.45% 1.715%
04/17/00 16 1,816,169.17 0 0
1.04% 1.540%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 2
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
05/15/00 6 2,598,071. 0 0
1.59% 1.797% 0.00% 0.000%
04/17/00 1 629911.92 0 0.00
0.26% 0.420% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi REO Modifications
Date # Balance # Balance
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date
05/15/00 6 4,739,571 7.3943% 7.019%
1.59% 3.278%
04/17/00 6 2,556,638 7.3889% 7.014%
1.56% 1.706%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 3
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
5/15/00 10 1,185,601. 0 0.00
1.39% 1.342% 0.00% 0.000%
4/17/00 8 692903.59 0 0.00
1.09% 0.772% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
Foreclosure/Bankruptcy Delinq 3+ Months
Distributi # Balance # Balance
Date
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi REO Modifications
Date
# Balance # Balance
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
05/15/00 10 1,231,885 7.3347% 6.9597%
1.39% 1.395%
04/17/00 8 1,030,731 7.203% 6.828%
1.09% 1.149%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 4
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
05/15/00 4 1724856 1 257803.03
0.90% 0.994% 0.23% 0.149%
04/17/00 2 980513.8 0 0
0.45% 0.559% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date
# Balance # Balance
05/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distributi REO Modifications
Date
# Balance # Balance
05/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
05/15/00 5 1,652,939 7.0691% 6.6941%
1.13% 0.953%
04/17/00 3 1,098,057 6.9872% 6.6122%
0.67% 0.626%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 5
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
05/15/00 4 725167.63 0 0.00
0.76% 1.073% 0.00% 0.000%
04/17/00 4 325752.67 0 0.00
0.75% 0.476% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi REO Modifications
Date # Balance # Balance
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
05/15/00 6 781,830 7.2614% 6.8864%
1.14% 1.157%
04/17/00 4 558,804 7.2607% 6.8857%
0.75% 0.816%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 6
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
05/15/00 10 3,891,480. 0 0.00
2.16% 1.987% 0.00% 0.000%
04/17/00 1 277,446.00 0 0.00
0.22% 0.140% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi REO Modifications
Date # Balance # Balance
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
05/15/00 3 1,541,523 7.1348% 6.8864%
0.65% 0.787%
04/17/00 4 1,276,817 7.1361% 6.8857%
0.86% 0.646%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 7
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
05/15/00 3 353103.73 0 0.00
0.80% 0.665% 0.00% 0.000%
04/17/00 5 675258.11 0 0.00
1.31% 1.242% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi REO Modifications
Date # Balance # Balance
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
05/15/00 6 1,143,255.87 7.2782% 6.9046%
1.60% 2.152%
04/17/00 1 57,181.90 7.2777% 6.9041%
0.26% 0.105%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 8
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
05/15/00 3 1055377.78 0 0.00
0.53% 0.464% 0.00% 0.000%
04/17/00 2 791501.87 0 0.00
0.35% 0.342% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi REO Modifications
Date # Balance # Balance
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
05/15/00 11 3,576,795 7.2410% 6.8661%
1.95% 1.571%
04/17/00 1 275,459 7.2411% 6.8662%
0.17% 0.119%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Cate
Aggregate Loan Pool Information
Fixed Rate Group
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
05/15/00 49 3212187 1 23317
2.40% 1.559% 0.05% 0.011%
04/17/00 32 2857315.29 2 276193.18
1.55% 1.374% 0.10% 0.133%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
05/15/00 1 64268.57 0 0
0.05% 0.031% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distributi REO Modifications
Date # Balance # Balance
05/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
05/15/00 14 1,449,275 7.2806% 6.8661%
0.68% 0.703%
04/17/00 7 322,152 7.2814% 6.8662%
0.34% 0.155%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
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 1352 36,851,158
50,000 to 100,000 1712126,787,257
100,000 to 150,000 1014124,550,580
150,000 to 200,000 448 77,694,966
200,000 to 250,000 677153,322,975
250,000 to 300,000 609166,337,947
300,000 to 350,000 371120,058,609
350,000 to 400,000 258 96,837,480
400,000 to 450,000 128 54,139,487
450,000 to 500,000 121 58,052,627
500,000 to 550,000 66 34,732,943
550,000 to 600,000 50 28,838,735
600,000 to 650,000 50 31,245,092
650,000 to 700,000 32 21,668,294
700,000 to 3,000,000 140141,166,857
Total 0 0 70281,272,285,008
Average Scheduled Balance is 181,031
Maximum Scheduled Balance is 2,786,862
Minimum Scheduled Balance is 423
Pool Total
Distribution of Principal Balances
% of
Bal Term Coupon
2.90% 227 7.826%
9.97% 297 7.472%
9.79% 310 7.324%
6.11% 310 7.290%
12.05% 319 7.291%
13.07% 329 7.234%
9.44% 328 7.294%
7.61% 334 7.189%
4.26% 331 7.227%
4.56% 332 7.156%
2.73% 328 7.276%
2.27% 328 7.112%
2.46% 336 7.243%
1.70% 332 7.066%
11.10% 334 7.119%
100.00% 320 7.395%
Pool Total
Distribution of Property Types
# of Scheduled % of
Property Types Loans Balance Balance
Single Family 5264 976,252,405 76.73%
Condo 966 144,869,869 11.39%
PUD 364 93,547,799 7.35%
2-4 Family 341 43,408,014 3.41%
Town House 49 8,301,37 0.65%
Co-op 19 2,961,42 0.23%
Unknown 25 2,944,11 0.23%
Total 7028 1,272,285,008. 100%
Pool Total
Distribution of Property Types
Property Types Term Coupon
Single Family 320 7.277%
Condo 320 7.270%
PUD 326 7.213%
2-4 Family 310 7.366%
Town House 309 7.132%
Co-op 293 7.500%
Unknown 285 7.684%
Total 320 7.395%
Pool Total
Geographic Distribution
Geographic # of Scheduled % of
Location Loans Balance Balance
Illinois 2727 515,597,742 40.53%
Michigan 1925 374,523,604 29.44%
Indiana 1085 154,981,367 12.18%
Florida 295 56,695,940 4.46%
Ohio 276 38,509,120 3.03%
Colorado 79 25,194,551 1.98%
Wisconsin 120 23,804,315 1.87%
Kentucky 144 18,474,727 1.45%
Texas 113 13,757,212 1.08%
Arizona 70 11,855,605 0.93%
Louisiana 84 7,921,228 0.62%
California 11 5,172,324 0.41%
Utah 15 3,347,730 0.26%
New York 5 2,226,427 0.17%
Connecticut 3 2,076,024 0.16%
Hiwaii 1 1,987,976 0.16%
Pennsylvania 4 1,796,565 0.14%
Montana 4 1,383,085 0.11%
Neveda 4 1,371,389 0.11%
South Carolina 8 1,366,190 0.11%
Georgia 6 1,351,805 0.11%
Washington 2 1,331,617 0.10%
North Carolina 6 1,051,675 0.08%
Maine 2 811,529 0.06%
Oklahoma 10 754,836 0.06%
Maryland 1 682,544 0.05%
Minnesota 10 659,269 0.05%
Missouri 3 648,697 0.05%
New Jersey 2 565,561 0.04%
Wyoming 2 518,643 0.04%
Other 11 1,865,709 0.15%
Total 7028 1,272,285,008 100.00%
Geographic Term Coupon
Location
Illinois 316 7.181%
Michigan 325 7.323%
Indiana 310 7.354%
Florida 319 7.339%
Ohio 321 7.439%
Colorado 342 7.349%
Wisconsin 336 7.374%
Kentucky 331 7.464%
Texas 315 7.212%
Arizona 332 7.351%
Louisiana 333 7.416%
California 321 7.252%
Utah 340 7.010%
New York 337 7.604%
Connecticut 334 6.688%
Hiwaii 353 6.850%
Pennsylvania 336 6.922%
Montana 345 7.822%
Neveda 314 8.683%
South Carolina 312 7.379%
Georgia 330 7.211%
Washington 339 7.597%
North Carolina 329 7.426%
Maine 342 7.003%
Oklahoma 283 7.749%
Maryland 334 6.550%
Minnesota 284 7.660%
Missouri 352 7.435%
New Jersey 345 6.811%
Wyoming 352 7.058%
Other 307 7.337%
Total 320 7.395%
Pool Total
Loan Seasoning
# of Scheduled % of
Number of Years Loans Balance Balance
1 year or less 836 236,057,800 18.55%
1+ to 2 years 1712 383,065,597 30.11%
2+ to 3 years 1542 333,818,570 26.24%
3+ to 4 years 303 55,386,414 4.35%
4+ to 5 years 601 102,765,993 8.08%
5+ to 6 years 294 32,687,278 2.57%
6+ to 7 years 640 74,418,363 5.85%
7+ to 8 years 213 16,321,042 1.28%
8+ to 9 years 116 7,792,638 0.61%
9+ to 10 years 83 4,391,310 0.35%
10 years or more 680 24,498,836 1.93%
Total 7020 1,271,203,842 99.92%
Pool Total
Loan Seasoning
Number of Years Term Coupon
1 year or less 351 7.413%
1+ to 2 years 332 7.071%
2+ to 3 years 326 7.166%
3+ to 4 years 308 7.534%
4+ to 5 years 298 7.306%
5+ to 6 years 284 7.714%
6+ to 7 years 264 7.403%
7+ to 8 years 250 8.071%
8+ to 9 years 229 8.124%
9+ to 10 years 224 8.052%
10 years or more 180 8.014%
Total 320 7.395%
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% 32 7,945,701
6.250% to 6.500% 127 29,102,822
6.500% to 6.750% 496129,931,848
6.750% to 7.000% 1282304,752,239
7.000% to 7.250% 1426287,496,563
7.250% to 7.500% 1038166,579,252
7.500% to 7.750% 832154,372,885
7.750% to 8.000% 644 91,286,495
8.000% to 8.250% 455 43,978,484
8.250% to 8.500% 280 23,519,653
8.500% to 8.750% 196 12,691,351
8.750% to 9.000% 132 11,535,676
9.000% to 9.250% 82 8,949,732
9.250% & Above 6 142,308
Total 70281,272,285,008
Pool Total
Distribution of Mortgage Interest Rates
Current Mortgage % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.62% 321
6.250% to 6.500% 2.29% 320
6.500% to 6.750% 10.21% 324
6.750% to 7.000% 23.95% 324
7.000% to 7.250% 22.60% 324
7.250% to 7.500% 13.09% 322
7.500% to 7.750% 12.13% 330
7.750% to 8.000% 7.18% 313
8.000% to 8.250% 3.46% 281
8.250% to 8.500% 1.85% 277
8.500% to 8.750% 1.00% 269
8.750% to 9.000% 0.91% 264
9.000% to 9.250% 0.70% 300
9.250% & Above 0.01% 118
Total 100.00% 320
Pool Total
Distribution of Mortgage Interest Rates
Current Mortgage Coupon
Interest Rate
6.000% or less
6.000% to 6.250% 6.192%
6.250% to 6.500% 6.436%
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% 7.390%
7.500% to 7.750% 7.658%
7.750% to 8.000% 7.909%
8.000% to 8.250% 8.179%
8.250% to 8.500% 8.453%
8.500% to 8.750% 8.730%
8.750% to 9.000% 8.971%
9.000% to 9.250% 9.244%
9.250% & Above 9.666%
Total 7.395%
W/Avg Mortgage Interest Rat 7.395%
Minimum Mortgage Interest R 6.100%
Maximum Mortgage Interest R 10.000%
Adjustable Rate Group 1
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
0 to 50,000 681 17469007
50,000 to 100,000 431 31822207
100,000 to 150,000 194 23729213
150,000 to 200,000 68 11604436
200,000 to 250,000 136 30152338
250,000 to 300,000 3 837224
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 1513 115614425
Adjustable Rate Group 1
Distribution of Principal Balances
Current Scheduled % of
Balances Bal
to 5 15.11%
50, to 100 27.52%
100,0 to 150 20.52%
150,0 to 200 10.04%
200,0 to 250 26.08%
250,0 to 300 0.72%
300,0 to 350
350,0 to 400
400,0 to 450
450,0 to 500
500,0 to 550
550,0 to 600
600,0 to 650
650,0 to 700
700,0 to 3,000,
Total 100%
Current Scheduled
Balances Term Coupon
to 5 198 7.915%
50, to 100 270 7.798%
100,0 to 150 294 7.617%
150,0 to 200 289 7.778%
200,0 to 250 306 7.547%
250,0 to 300 314 7.070%
300,0 to 350
350,0 to 400
400,0 to 450
450,0 to 500
500,0 to 550
550,0 to 600
600,0 to 650
650,0 to 700
700,0 to 3,000,
Total 276 7.862%
Average Scheduled Balance is 76,414
Maximum Scheduled Balance is 1,987,976
Minimum Scheduled Balance is 13,297
Adjustable Rate Group 1
Distribution of Property Types
# of Scheduled % of
Property T Loans Balance Balance
Single Fam 1126 84,695,6 73.26%
Condo 234 16,467,5 14.24%
2-4 Family 86 6,784, 5.87%
PUD 48 6,215, 5.38%
Town House 7 681 0.59%
Unknown 7 531 0.46%
Co-op 5 237 0.21%
Total 1513 115,614,4 100.00%
Adjustable Rate Group 1
Distribution of Property Types
Property T Term Coupon
Single Fam 275 7.719%
Condo 273 7.678%
2-4 Family 275 7.657%
PUD 298 7.645%
Town House 284 7.449%
Unknown 263 7.954%
Co-op 264 8.247%
Total 276 7.862%
Adjustable Rate Group 1
Geographic Distribution
G # of Scheduled % of
Location Loans Balance Balance
Illinois 446 44,125,6 38.17%
Michigan 505 33,188,1 28.71%
Indiana 308 20,387,7 17.63%
Florida 107 6,019, 5.21%
Ohio 43 3,340, 2.89%
Texas 26 1,720, 1.49%
Wisconsin 20 1,709, 1.48%
Colorado 15 1,441, 1.25%
Kentucky 12 919 0.80%
Arizona 3 543 0.47%
Louisiana 5 411 0.36%
Utah 2 371 0.32%
Georgia 2 262 0.23%
Minnesota 8 256 0.22%
South Caro 3 233 0.20%
California 1 225 0.20%
Oklahoma 2 128 0.11%
Virginia 2 114 0.10%
Montana 1 9 0.09%
Massachuse 1 7 0.07%
North Caro 1 3 0.03%
Total 1513 115614425 100.00%
Adjustable Rate Group 1
Geographic Distribution
Geographic
Location Term Coupon
Illinois 290 7.561%
Michigan 269 7.772%
Indiana 261 7.911%
Florida 243 7.881%
Ohio 296 7.708%
Texas 220 7.233%
Wisconsin 311 7.486%
Colorado 296 7.275%
Kentucky 281 8.027%
Arizona 326 7.933%
Louisiana 241 8.018%
Utah 315 7.299%
Georgia 295 8.090%
Minnesota 183 7.766%
South Caro 249 8.337%
California 339 8.125%
Oklahoma 297 7.990%
Virginia 160 8.289%
Montana 307 7.350%
Massachuse 304 7.550%
North Caro 196 7.810%
Total 276 7.862%
Adjustable Rate Group 1
Loan Seasoning
# of Scheduled % of
Number of Loans Balance Balance
1 year or 32 4,388, 3.80%
1+ to 2 y 40 5,230, 4.52%
2+ to 3 ye 125 16,582,4 14.34%
3+ to 4 ye 53 7,093, 6.14%
4+ to 5 ye 254 26,716,7 23.11%
5+ to 6 ye 132 10,708,0 9.26%
6+ to 7 ye 120 10,648,8 9.21%
7+ to 8 ye 147 9,029, 7.81%
8+ to 9 ye 82 4,352, 3.76%
9+ to 10 y 74 3,278, 2.84%
10 years 453 17,549,3 15.18%
Total 1512 115,578,4 99.97%
Adjustable Rate Group 1
Loan Seasoning
0 Term Coupon
0 354 7.0008%
0 320 7.8922%
0 321 7.4532%
0 301 7.9426%
0 300 7.3599%
0 285 7.9922%
0 261 7.8933%
Distributi 248 8.0087%
Current S 233 8.1296%
Balances 223 7.9148%
0 190 7.9081%
50000.01 276 7.8620%
Adjustable Rate Group 1
Distribution of Mortgage Interest Rates
Current MInterest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 6 658,532
6.250% to 6.500% 7 844,723
6.500% to 6.750% 47 6,146,008
6.750% to 7.000% 71 8,837,595
7.000% to 7.250% 135 13,746,586
7.250% to 7.500% 238 17,919,916
7.500% to 7.750% 205 15,374,656
7.750% to 8.000% 262 16,504,535
8.000% to 8.250% 294 20,004,979
8.250% to 8.500% 135 8,839,441
8.500% to 8.750% 90 5,227,231
8.750% to 9.000% 20 1,319,360
9.000% to 9.250% 2 172,585
9.250% & Above 1 18,277
Total 1513 115,614,425
Adjustable Rate Group 1
Distribution of Mortgage Interest Rates
Current MInterest Rate % of
Interest Rate Balance
6.000% or less
6.000% to 6.250% 0.57%
6.250% to 6.500% 0.73%
6.500% to 6.750% 5.32%
6.750% to 7.000% 7.64%
7.000% to 7.250% 11.89%
7.250% to 7.500% 15.50%
7.500% to 7.750% 13.30%
7.750% to 8.000% 14.28%
8.000% to 8.250% 17.30%
8.250% to 8.500% 7.65%
8.500% to 8.750% 4.52%
8.750% to 9.000% 1.14%
9.000% to 9.250% 0.15%
9.250% & Above 0.02%
Total 100.00%
Adjustable Rate Group 1
Distribution of Mortgage Interest Rates
Current MInterest Rate
Interest Rate Term Coupon
6.000% or less
6.000% to 6.250% 310 6.196%
6.250% to 6.500% 298 6.419%
6.500% to 6.750% 301 6.669%
6.750% to 7.000% 310 6.926%
7.000% to 7.250% 304 7.178%
7.250% to 7.500% 275 7.419%
7.500% to 7.750% 273 7.701%
7.750% to 8.000% 252 7.959%
8.000% to 8.250% 265 8.186%
8.250% to 8.500% 256 8.467%
8.500% to 8.750% 263 8.736%
8.750% to 9.000% 287 8.981%
9.000% to 9.250% 266 9.250%
9.250% & Above 154 10.000%
Total 276 7.862%
W/Avg Mortgage Interest Rate is 7.862%
Minimum Mortgage Interest Rate is 6.125%
Maximum Mortgage Interest Rate is 10.000%
Adjustable Rate Group 2
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 2 37,559
50, to 100 6 427,120
100,0 to 150 4 525,618
150,0 to 200 8 1,480,020
200,0 to 250 37 8,734,201
250,0 to 300 95 26,030,084
300,0 to 350 68 22,012,055
350,0 to 400 50 18,816,396
400,0 to 450 23 9,684,344
450,0 to 500 24 11,531,928
500,0 to 550 14 7,417,487
550,0 to 600 7 4,073,964
600,0 to 650 8 4,957,010
650,0 to 700 8 5,403,054
700,0 to 3,000, 24 23,454,876
Total 378144,585,717
Adjustable Rate Group 2
Distribution of Principal Balances
Current Scheduled % of
Balances Bal
to 5 0.03%
50, to 100 0.30%
100,0 to 150 0.36%
150,0 to 200 1.02%
200,0 to 250 6.04%
250,0 to 300 18.00%
300,0 to 350 15.22%
350,0 to 400 13.01%
400,0 to 450 6.70%
450,0 to 500 7.98%
500,0 to 550 5.13%
550,0 to 600 2.82%
600,0 to 650 3.43%
650,0 to 700 3.74%
700,0 to 3,000, 16.22%
Total 100.00%
Adjustable Rate Group 2
Distribution of Principal Balances
Current Scheduled
Balances Term Coupon
0 to 50000 249 8.035%
50000.01 to 100000 316 7.574%
100000.01 to 150000 110 7.761%
150000.01 to 200000 181 7.639%
200000.01 to 250000 288 7.698%
250000.01 to 300000 311 7.517%
300000.01 to 350000 309 7.470%
350000.01 to 400000 323 7.248%
400000.01 to 450000 323 7.371%
450000.01 to 500000 333 7.193%
500000.01 to 550000 328 7.648%
550000.01 to 600000 327 7.037%
600000.01 to 650000 322 7.396%
650000.01 to 700000 319 7.087%
700000.01 to 3000000 317 7.372%
Total 315 7.664%
Average Scheduled Balance is 0
Maximum Scheduled Balance is 0
Minimum Scheduled Balance is 0
Adjustable Rate Group 2
Distribution of Property Types
# of Scheduled % of
Property T Loans Balance Balance
Single Fam 308 118,612,560 82.04%
Condo 30 12,790,384 8.85%
PUD 34 11,397,172 7.88%
Town House 4 1,166,532 0.81%
2-4 Family 1 423,258 0.29%
Co-op 1 195,810 0.14%
Total 378 144,585,717 100.00%
Adjustable Rate Group 2
Distribution of Property Types
Property T Term Coupon
Single Fam 314 7.442%
Condo 326 7.335%
PUD 309 7.152%
Town House 319 6.814%
2-4 Family 348 6.500%
Co-op 124 7.550%
Total 315 7.664%
Adjustable Rate Group 2
Geographic Distribution
G # of Scheduled % of
Location Loans Balance Balance
Illinois 154 57,626,699 39.86%
Michigan 129 49,563,220 34.28%
Indiana 39 12,479,938 8.63%
Florida 20 8,812,566 6.10%
Ohio 7 3,036,911 2.10%
Colorado 5 2,301,325 1.59%
Wisconsin 6 2,124,005 1.47%
Hiwaii 1 1,987,976 1.37%
Texas 3 1,385,273 0.96%
Arizona 4 1,328,693 0.92%
Kentucky 4 1,240,712 0.86%
Neveda 1 1,119,802 0.77%
Montana 1 524,867 0.36%
Utah 1 274,924 0.19%
North Caro 1 271,384 0.19%
South Caro 1 260,504 0.18%
Louisiana 1 246,917 0.17%
Total 378 144,585,717 100.00%
Adjustable Rate Group 2
Geographic Distribution
Geographic
Location Term Coupon
Illinois 312 7.264%
Michigan 320 7.497%
Indiana 294 7.650%
Florida 317 7.422%
Ohio 273 7.393%
Colorado 329 7.298%
Wisconsin 331 7.422%
Hiwaii 353 6.850%
Texas 320 7.095%
Arizona 325 7.302%
Kentucky 354 7.048%
Neveda 310 9.000%
Montana 340 8.000%
Utah 356 6.150%
North Caro 296 8.250%
South Caro 304 7.150%
Louisiana 334 8.750%
Total 315 7.664%
Adjustable Rate Group 2
Loan Seasoning
# of Scheduled % of
Number of Loans Balance Balance
1 year or 72 34,381,735 23.78%
1+ to 2 y 21 10,725,026 7.42%
2+ to 3 ye 91 33,615,159 23.25%
3+ to 4 ye 24 7,952,301 5.50%
4+ to 5 ye 89 33,720,775 23.32%
5+ to 6 ye 18 5,780,638 4.00%
6+ to 7 ye 35 10,439,687 7.22%
7+ to 8 ye 12 3,715,213 2.57%
8+ to 9 ye 4 1,297,696 0.90%
9+ to 10 y 2 524,392 0.36%
10 years 10 2,433,094 1.68%
Total 378 144,585,717 100.00%
Adjustable Rate Group 2
Loan Seasoning
Number of Term Coupon
1 year or 352 7.027%
1+ to 2 y 316 7.751%
2+ to 3 ye 328 7.228%
3+ to 4 ye 314 7.758%
4+ to 5 ye 295 7.310%
5+ to 6 ye 293 7.961%
6+ to 7 ye 273 8.104%
7+ to 8 ye 270 8.125%
8+ to 9 ye 256 7.994%
9+ to 10 y 238 7.938%
10 years 214 7.868%
Total 315 7.664%
Adjustable Rate Group 2
Distribution of Mortgage Interest Rates
Current MInterest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 4 1,335,466
6.250% to 6.500% 8 3,556,151
6.500% to 6.750% 32 11,553,737
6.750% to 7.000% 84 37,392,430
7.000% to 7.250% 47 19,888,472
7.250% to 7.500% 40 14,552,152
7.500% to 7.750% 53 19,452,279
7.750% to 8.000% 30 10,822,560
8.000% to 8.250% 39 11,241,340
8.250% to 8.500% 26 8,835,595
8.500% to 8.750% 14 4,835,731
8.750% to 9.000% 1 1,119,802
9.000% to 9.250%
9.250% & Above
Total 378144,585,717
Adjustable Rate Group 2
Distribution of Mortgage Interest Rates
Current MInterest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.92% 342
6.250% to 6.500% 2.46% 335
6.500% to 6.750% 7.99% 318
6.750% to 7.000% 25.86% 325
7.000% to 7.250% 13.76% 335
7.250% to 7.500% 10.06% 315
7.500% to 7.750% 13.45% 318
7.750% to 8.000% 7.49% 279
8.000% to 8.250% 7.77% 281
8.250% to 8.500% 6.11% 297
8.500% to 8.750% 3.34% 297
8.750% to 9.000% 0.77% 310
9.000% to 9.250%
9.250% & Above
Total 100.00% 315
Adjustable Rate Group 2
Distribution of Mortgage Interest Rates
Current MInterest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.140%
6.250% to 6.500% 6.415%
6.500% to 6.750% 6.647%
6.750% to 7.000% 6.906%
7.000% to 7.250% 7.148%
7.250% to 7.500% 7.388%
7.500% to 7.750% 7.682%
7.750% to 8.000% 7.956%
8.000% to 8.250% 8.179%
8.250% to 8.500% 8.457%
8.500% to 8.750% 8.744%
8.750% to 9.000% 9.000%
9.000% to 9.250%
9.250% & Above
Total 7.664%
W/Avg Mortgage Interest Rate is 7.664%
Minimum Mortgage Interest Rate is 6.100%
Maximum Mortgage Interest Rate is 9.000%
Adjustable Rate Group 3
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 110 3,173,709
50, to 100 222 16,298,430
100,0 to 150 144 17,833,177
150,0 to 200 83 14,263,748
200,0 to 250 157 35,023,791
250,0 to 300 4 1,057,217
300,0 to 350 1 306,775
350,0 to 400 1 370,191
400,0 to 450
450,0 to 500
500,0 to 550
550,0 to 600
600,0 to 650
650,0 to 700
700,0 to 3,000,
Total 722 88,327,039
Adjustable Rate Group 3
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 3.59% 235
50, to 100 18.45% 312
100,0 to 150 20.19% 321
150,0 to 200 16.15% 319
200,0 to 250 39.65% 324
250,0 to 300 1.20% 330
300,0 to 350 0.35% 327
350,0 to 400 0.42% 336
400,0 to 450
450,0 to 500
500,0 to 550
550,0 to 600
600,0 to 650
650,0 to 700
700,0 to 3,000,
Total 100.00% 317
Adjustable Rate Group 3
Distribution of Principal Balances
Current Scheduled
Balances Coupon
0 to 50000 8.166%
50000.01 to 100000 7.539%
100000.01 to 150000 7.324%
150000.01 to 200000 7.267%
200000.01 to 250000 7.172%
250000.01 to 300000 7.513%
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 7.450%
Average Scheduled Balance is 122,337
Maximum Scheduled Balance is 370,191
Minimum Scheduled Balance is 423
Adjustable Rate Group 3
Distribution of Property Types
# of Scheduled % of
Property T Loans Balance Balance
Single Fam 492 59,350,567 67.19%
Condo 133 14,918,292 16.89%
2-4 Family 45 6,672,339 7.55%
PUD 37 5,539,881 6.27%
Town House 7 1,061,503 1.20%
Unknown 6 568,428 0.64%
Co-op 2 216,029 0.24%
Total 722 88,327,039 100.00%
Adjustable Rate Group 3
Distribution of Property Types
Property T Term Coupon
Single Fam 318 7.315%
Condo 318 7.367%
2-4 Family 319 7.373%
PUD 310 7.265%
Town House 321 7.410%
Unknown 314 7.541%
Co-op 292 7.241%
Total 317 7.450%
Adjustable Rate Group 3
Geographic Distribution
G # of Scheduled % of
Location Loans Balance Balance
Illinois 274 38,984,368 44.14%
Michigan 196 23,644,350 26.77%
Indiana 123 11,733,500 13.28%
Wisconsin 28 3,332,019 3.77%
Florida 30 2,975,650 3.37%
Kentucky 23 2,423,941 2.74%
Ohio 19 1,629,055 1.84%
Texas 10 1,064,284 1.20%
Arizona 6 979,988 1.11%
Utah 2 394,164 0.45%
Connecticu 2 365,348 0.41%
North Caro 2 206,385 0.23%
South Caro 1 138,291 0.16%
Minnesota 1 130,159 0.15%
Oklahoma 2 127,012 0.14%
Missouri 1 99,055 0.11%
Colorado 1 70,005 0.08%
Vermont 1 29,465 0.03%
Total 722 88,327,039 100.00%
Adjustable Rate Group 3
Geographic Distribution
Geographic
Location Term Coupon
Illinois 320 7.257%
Michigan 319 7.289%
Indiana 302 7.500%
Wisconsin 333 7.293%
Florida 305 7.785%
Kentucky 322 7.430%
Ohio 324 7.747%
Texas 313 7.611%
Arizona 344 7.095%
Utah 304 6.491%
Connecticu 327 6.868%
North Caro 337 6.621%
South Caro 345 7.250%
Minnesota 335 6.950%
Oklahoma 243 8.013%
Missouri 348 7.375%
Colorado 351 7.375%
Vermont 339 7.125%
Total 317 7.450%
Adjustable Rate Group 3
Loan Seasoning
# of Scheduled % of
Number of Loans Balance Balance
1 year or 52 6,973,935 7.90%
1+ to 2 y 122 16,916,583 19.15%
2+ to 3 ye 256 34,091,102 38.60%
3+ to 4 ye 103 13,820,753 15.65%
4+ to 5 ye 78 8,897,740 10.07%
5+ to 6 ye 29 2,825,136 3.20%
6+ to 7 ye 24 2,465,452 2.79%
7+ to 8 ye 6 487,965 0.55%
8+ to 9 ye 7 293,867 0.33%
9+ to 10 y 5 183,322 0.21%
10 years 39 1,276,699 1.45%
Total 721 88,232,555 99.89%
Adjustable Rate Group 3
Loan Seasoning
Number of Term Coupon
$0 346 7.2816%
$0 336 7.0051%
$0 324 7.1480%
$0 309 7.5952%
$0 298 7.3293%
Distributi 285 7.8500%
Current S 285 8.6272%
Balances 266 9.0108%
$0 136 9.0000%
$50,000 196 9.3002%
$100,000 188 8.7964%
Total 317 7.4501%
Adjustable Rate Group 3
Distribution of Mortgage Interest Rates
Current MInterest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 14 2,286,784
6.250% to 6.500% 21 3,428,150
6.500% to 6.750% 78 12,697,991
6.750% to 7.000% 129 17,102,222
7.000% to 7.250% 94 12,140,046
7.250% to 7.500% 114 14,780,729
7.500% to 7.750% 76 9,499,624
7.750% to 8.000% 59 5,952,267
8.000% to 8.250% 21 2,521,460
8.250% to 8.500% 8 625,395
8.500% to 8.750% 11 508,000
8.750% to 9.000% 40 2,543,891
9.000% to 9.250% 52 4,116,449
9.250% & Above 5 124,030
Total 722 88,327,039
Adjustable Rate Group 3
Distribution of Mortgage Interest Rates
Current MInterest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 2.59% 320
6.250% to 6.500% 3.88% 330
6.500% to 6.750% 14.38% 323
6.750% to 7.000% 19.36% 327
7.000% to 7.250% 13.74% 319
7.250% to 7.500% 16.73% 327
7.500% to 7.750% 10.76% 321
7.750% to 8.000% 6.74% 304
8.000% to 8.250% 2.85% 306
8.250% to 8.500% 0.71% 288
8.500% to 8.750% 0.58% 286
8.750% to 9.000% 2.88% 243
9.000% to 9.250% 4.66% 285
9.250% & Above 0.14% 112
Total 100.00% 317
Adjustable Rate Group 3
Distribution of Mortgage Interest Rates
Current MInterest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.198%
6.250% to 6.500% 6.424%
6.500% to 6.750% 6.663%
6.750% to 7.000% 6.907%
7.000% to 7.250% 7.136%
7.250% to 7.500% 7.395%
7.500% to 7.750% 7.680%
7.750% to 8.000% 7.901%
8.000% to 8.250% 8.152%
8.250% to 8.500% 8.387%
8.500% to 8.750% 8.750%
8.750% to 9.000% 8.993%
9.000% to 9.250% 9.239%
9.250% & Above 9.617%
Total 7.450%
W/Avg Mortgage Interest Rate is 7.450%
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 3 229,142
100,0 to 150 5 676,060
150,0 to 200 3 496,799
200,0 to 250 22 5,247,149
250,0 to 300 150 40,830,620
300,0 to 350 82 26,526,826
350,0 to 400 45 16,838,621
400,0 to 450 26 11,043,011
450,0 to 500 30 14,447,423
500,0 to 550 16 8,419,130
550,0 to 600 15 8,561,539
600,0 to 650 9 5,654,474
650,0 to 700 2 1,357,280
700,0 to 3,000, 35 33,175,933
Total 443173,504,006
Adjustable Rate Group 4
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5
50, to 100 0.13% 243
100,0 to 150 0.39% 279
150,0 to 200 0.29% 328
200,0 to 250 3.02% 285
250,0 to 300 23.53% 325
300,0 to 350 15.29% 325
350,0 to 400 9.71% 326
400,0 to 450 6.36% 319
450,0 to 500 8.33% 329
500,0 to 550 4.85% 305
550,0 to 600 4.93% 331
600,0 to 650 3.26% 333
650,0 to 700 0.78% 337
700,0 to 3,000, 19.12% 333
Total 100.00% 325
Adjustable Rate Group 4
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 50,000
50, to 100 7.209%
100,0 to 150 7.009%
150,0 to 200 7.234%
200,0 to 250 7.456%
250,0 to 300 6.993%
300,0 to 350 7.249%
350,0 to 400 7.024%
400,0 to 450 7.187%
450,0 to 500 6.884%
500,0 to 550 7.088%
550,0 to 600 6.978%
600,0 to 650 7.009%
650,0 to 700 6.877%
700,0 to 3,000, 7.013%
Total 7.147%
Average Scheduled Balance is 391,657
Maximum Scheduled Balance is 2,156,364
Minimum Scheduled Balance is 68,358
Adjustable Rate Group 4
Distribution of Property Types
# of Scheduled % of
Property T Loans Balance Balance
Single Fam 347 136,591,040 78.73%
PUD 45 17,158,945 9.89%
Condo 41 16,134,672 9.30%
2-4 Family 3 1,268,784 0.73%
Co-op 3 1,195,032 0.69%
Unknown 2 623,408 0.36%
Town House 2 532,124 0.31%
Total 443 173,504,006 100.00%
Adjustable Rate Group 4
Distribution of Property Types
Property T Term Coupon
Single Fam 326 7.065%
PUD 321 7.001%
Condo 319 6.975%
2-4 Family 332 7.635%
Co-op 318 7.426%
Unknown 299 8.121%
Town House 344 7.090%
Total 325 7.147%
Adjustable Rate Group 4
Geographic Distribution
G # of Scheduled % of
Location Loans Balance Balance
Illinois 209 81,962,798 47.24%
Michigan 129 46,564,767 26.84%
Indiana 38 14,717,768 8.48%
Florida 20 10,730,613 6.18%
Colorado 10 4,694,326 2.71%
Ohio 8 3,858,268 2.22%
Wisconsin 10 3,635,106 2.10%
Arizona 8 2,593,209 1.49%
Texas 4 2,141,722 1.23%
Pennsylvan 3 1,458,512 0.84%
California 2 579,905 0.33%
Kentucky 1 313,165 0.18%
Utah 1 253,846 0.15%
Total 443 173,504,006 100.00%
Adjustable Rate Group 4
Geographic Distribution
Geographic
Location Term Coupon
Illinois 324 7.009%
Michigan 322 7.114%
Indiana 328 6.991%
Florida 318 7.047%
Colorado 342 7.114%
Ohio 329 7.272%
Wisconsin 342 7.534%
Arizona 334 7.174%
Texas 347 6.862%
Pennsylvan 332 6.881%
California 297 7.954%
Kentucky 335 7.250%
Utah 335 6.850%
Total 325 7.147%
Adjustable Rate Group 4
Loan Seasoning
# of Scheduled % of
Number of Loans Balance Balance
1 year or 46 18,606,335 10.72%
1+ to 2 y 90 40,496,305 23.34%
2+ to 3 ye 209 81,075,222 46.73%
3+ to 4 ye 45 14,944,642 8.61%
4+ to 5 ye 36 12,553,086 7.24%
5+ to 6 ye 6 2,571,333 1.48%
6+ to 7 ye 3 1,144,573 0.66%
7+ to 8 ye 3 780,904 0.45%
8+ to 9 ye 2 625,552 0.36%
9+ to 10 y 1 354,733 0.20%
10 years 2 351,322 0.20%
Total 443 173,504,006 100.00%
Adjustable Rate Group 4
Loan Seasoning
Number of Term Coupon
$0 351 7.279%
$0 331 6.856%
$0 328 6.977%
$0 303 7.200%
$0 300 7.183%
Distributi 294 7.494%
Current S 287 9.000%
Balances 224 9.000%
$0 263 9.000%
$50,000 239 9.000%
$100,000 103 9.000%
$150,000 325 7.147%
Adjustable Rate Group 4
Distribution of Mortgage Interest Rates
Current MInterest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 5 1,891,882
6.250% to 6.500% 25 10,582,861
6.500% to 6.750% 107 40,525,134
6.750% to 7.000% 147 61,131,625
7.000% to 7.250% 54 20,706,694
7.250% to 7.500% 29 13,104,299
7.500% to 7.750% 38 12,539,075
7.750% to 8.000% 14 4,704,328
8.000% to 8.250% 1 278,589
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000% 12 3,599,010
9.000% to 9.250% 11 4,440,509
9.250% & Above
Total 443173,504,006
Adjustable Rate Group 4
Distribution of Mortgage Interest Rates
Current MInterest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 1.09% 302
6.250% to 6.500% 6.10% 331
6.500% to 6.750% 23.36% 324
6.750% to 7.000% 35.23% 327
7.000% to 7.250% 11.93% 319
7.250% to 7.500% 7.55% 337
7.500% to 7.750% 7.23% 340
7.750% to 8.000% 2.71% 308
8.000% to 8.250% 0.16% 317
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000% 2.07% 251
9.000% to 9.250% 2.56% 325
9.250% & Above
Total 100.00% 325
Adjustable Rate Group 4
Distribution of Mortgage Interest Rates
Current MInterest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.208%
6.250% to 6.500% 6.420%
6.500% to 6.750% 6.661%
6.750% to 7.000% 6.906%
7.000% to 7.250% 7.131%
7.250% to 7.500% 7.391%
7.500% to 7.750% 7.645%
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 7.147%
W/Avg Mortgage Interest Rate is 7.147%
Minimum Mortgage Interest Rate is 6.150%
Maximum Mortgage Interest Rate is 9.250%
Adjustable Rate Group 5
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 49 1,737,405
50, to 100 162 12,294,594
100,0 to 150 140 17,219,795
150,0 to 200 76 13,258,434
200,0 to 250 98 22,188,700
250,0 to 300 2 525,498
300,0 to 350 1 331,124
350,0 to 400
400,0 to 450
450,0 to 500
500,0 to 550
550,0 to 600
600,0 to 650
650,0 to 700
700,0 to 3,000,
Total 528 67,555,549
Adjustable Rate Group 5
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 2.57% 302
50, to 100 18.20% 325
100,0 to 150 25.49% 336
150,0 to 200 19.63% 338
200,0 to 250 32.85% 336
250,0 to 300 0.78% 353
300,0 to 350 0.49% 334
350,0 to 400
400,0 to 450
450,0 to 500
500,0 to 550
550,0 to 600
600,0 to 650
650,0 to 700
700,0 to 3,000,
Total 100.00% 334
Adjustable Rate Group 5
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.844%
50, to 100 7.374%
100,0 to 150 7.260%
150,0 to 200 7.286%
200,0 to 250 7.136%
250,0 to 300 7.605%
300,0 to 350 6.300%
350,0 to 400,000
400,0 to 450,000
450,0 to 500,000
500,0 to 550,000
550,0 to 600,000
600,0 to 650,000
650,0 to 700,000
700,0 to 3,000,000
Total 7.358%
Average Scheduled Balance is 127,946
Maximum Scheduled Balance is 331,124
Minimum Scheduled Balance is 8,833
Adjustable Rate Group 5
Distribution of Property Types
# of Scheduled % of
Property T Loans Balance Balance
Single Fam 387 49,030,345 72.58%
Condo 77 9,532,346 14.11%
PUD 33 4,937,170 7.31%
2-4 Family 22 3,183,056 4.71%
Co-op 3 347,244 0.51%
Town House 4 347,033 0.51%
Unknown 2 178,355 0.26%
Total 528 67,555,549 100.00%
Adjustable Rate Group 5
Distribution of Property Types
Property T Term Coupon
Single Fam 331 7.269%
Condo 339 7.233%
PUD 344 7.289%
2-4 Family 334 7.165%
Co-op 327 7.236%
Town House 336 6.871%
Unknown 338 7.270%
Total 334 7.358%
Adjustable Rate Group 5
Geographic Distribution
G # of Scheduled % of
Location Loans Balance Balance
Illinois 163 24,167,022 35.77%
Michigan 156 19,345,354 28.64%
Indiana 103 11,448,432 16.95%
Kentucky 24 2,472,529 3.66%
Ohio 20 2,104,040 3.11%
Wisconsin 16 2,074,003 3.07%
Florida 15 1,876,473 2.78%
Colorado 7 1,076,466 1.59%
Louisiana 7 908,115 1.34%
Arizona 5 762,997 1.13%
Utah 6 693,455 1.03%
Texas 3 448,180 0.66%
Neveda 1 104,918 0.16%
Missouri 1 49,415 0.07%
New York 1 24,150 0.04%
Total 528 67,555,549 100.00%
Adjustable Rate Group 5
Geographic Distribution
Geographic
Location Term Coupon
Illinois 334 7.207%
Michigan 333 7.325%
Indiana 326 7.163%
Kentucky 334 7.400%
Ohio 331 7.354%
Wisconsin 335 7.392%
Florida 345 7.349%
Colorado 352 7.340%
Louisiana 352 7.308%
Arizona 350 7.381%
Utah 350 6.956%
Texas 342 7.436%
Neveda 342 7.000%
Missouri 338 6.900%
New York 301 7.800%
Total 334 7.358%
Adjustable Rate Group 5
Loan Seasoning
# of Scheduled % of
Number of Loans Balance Balance
1 year or 164 22,285,201 32.99%
1+ to 2 y 171 21,722,306 32.15%
2+ to 3 ye 111 16,019,024 23.71%
3+ to 4 ye 24 2,647,017 3.92%
4+ to 5 ye 19 1,835,740 2.72%
5+ to 6 ye 32 2,290,498 3.39%
6+ to 7 ye 7 755,763 1.12%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 528 67,555,549 100.00%
Adjustable Rate Group 5
Loan Seasoning
Number of Term Coupon
1 year or 352 7.489%
1+ to 2 y 331 6.997%
2+ to 3 ye 329 7.036%
3+ to 4 ye 316 7.688%
4+ to 5 ye 295 7.955%
5+ to 6 ye 282 8.064%
6+ to 7 ye 285 7.080%
7+ to 8 ye
8+ to 9 ye
9+ to 10 y
10 years
Total 334 7.358%
Adjustable Rate Group 5
Distribution of Mortgage Interest Rates
Current MInterest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250%
6.250% to 6.500% 5 829,010
6.500% to 6.750% 56 7,578,677
6.750% to 7.000% 147 20,516,718
7.000% to 7.250% 77 10,913,634
7.250% to 7.500% 63 7,377,132
7.500% to 7.750% 87 12,041,445
7.750% to 8.000% 39 4,494,792
8.000% to 8.250% 20 1,645,741
8.250% to 8.500% 20 1,322,413
8.500% to 8.750% 7 507,190
8.750% to 9.000% 7 328,795
9.000% to 9.250%
9.250% & Above
Total 528 67,555,549
Adjustable Rate Group 5
Distribution of Mortgage Interest Rates
Current MInterest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250%
6.250% to 6.500% 1.23% 285
6.500% to 6.750% 11.22% 339
6.750% to 7.000% 30.37% 329
7.000% to 7.250% 16.16% 329
7.250% to 7.500% 10.92% 341
7.500% to 7.750% 17.82% 351
7.750% to 8.000% 6.65% 337
8.000% to 8.250% 2.44% 303
8.250% to 8.500% 1.96% 297
8.500% to 8.750% 0.75% 292
8.750% to 9.000% 0.49% 263
9.000% to 9.250%
9.250% & Above
Total 100.00% 334
Adjustable Rate Group 5
Distribution of Mortgage Interest Rates
Current MInterest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250%
6.250% to 6.500% 6.377%
6.500% to 6.750% 6.690%
6.750% to 7.000% 6.927%
7.000% to 7.250% 7.143%
7.250% to 7.500% 7.446%
7.500% to 7.750% 7.649%
7.750% to 8.000% 7.865%
8.000% to 8.250% 8.187%
8.250% to 8.500% 8.406%
8.500% to 8.750% 8.672%
8.750% to 9.000% 8.901%
9.000% to 9.250%
9.250% & Above
Total 7.358%
W/Avg Mortgage Interest Rate is 7.358%
Minimum Mortgage Interest Rate is 6.300%
Maximum Mortgage Interest Rate is 9.000%
Adjustable Rate Group 6
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5
50, to 100
100,0 to 150
150,0 to 200 1 161,385
200,0 to 250 13 3,113,419
250,0 to 300 132 36,192,014
300,0 to 350 89 28,921,048
350,0 to 400 68 25,540,027
400,0 to 450 39 16,440,541
450,0 to 500 27 12,938,452
500,0 to 550 19 9,971,020
550,0 to 600 13 7,482,079
600,0 to 650 19 11,840,967
650,0 to 700 5 3,410,129
700,0 to 3,000, 37 39,854,888
Total 462195,865,970
Adjustable Rate Group 6
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5
50, to 100
100,0 to 150
150,0 to 200 0.08% 332
200,0 to 250 1.59% 322
250,0 to 300 18.48% 338
300,0 to 350 14.77% 341
350,0 to 400 13.04% 344
400,0 to 450 8.39% 338
450,0 to 500 6.61% 342
500,0 to 550 5.09% 346
550,0 to 600 3.82% 341
600,0 to 650 6.05% 342
650,0 to 700 1.74% 340
700,0 to 3,000, 20.35% 338
Total 100.00% 340
Adjustable Rate Group 6
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 50,000
50, to 100,000
100,0 to 150,000
150,0 to 200 7.375%
200,0 to 250 7.021%
250,0 to 300 7.207%
300,0 to 350 7.182%
350,0 to 400 7.228%
400,0 to 450 7.129%
450,0 to 500 7.293%
500,0 to 550 7.269%
550,0 to 600 7.204%
600,0 to 650 7.225%
650,0 to 700 6.913%
700,0 to 3,000, 6.875%
Total 7.200%
Average Scheduled Balance is 423,952
Maximum Scheduled Balance is 2,786,862
Minimum Scheduled Balance is 161,385
Adjustable Rate Group 6
Distribution of Property Types
# of Scheduled % of
Property T Loans Balance Balance
Single Fam 350 153,148,870 78.19%
PUD 50 20,227,622 10.33%
Condo 54 19,160,174 9.78%
2-4 Family 6 2,787,826 1.42%
Town House 2 541,479 0.28%
Total 462 195,865,970 100.00%
Adjustable Rate Group 6
Distribution of Property Types
Property T Term Coupon
Single Fam 339 7.095%
PUD 345 7.256%
Condo 344 7.290%
2-4 Family 340 7.388%
Town House 340 6.799%
Total 340 7.200%
Adjustable Rate Group 6
Geographic Distribution
G # of Scheduled % of
Location Loans Balance Balance
Michigan 164 66,776,148 34.09%
Illinois 151 63,536,021 32.44%
Indiana 53 22,460,835 11.47%
Colorado 17 7,592,658 3.88%
Florida 17 7,058,384 3.60%
Ohio 15 5,388,256 2.75%
Wisconsin 10 4,911,622 2.51%
Texas 2 3,305,195 1.69%
Kentucky 8 2,932,192 1.50%
Louisiana 5 1,974,885 1.01%
Connecticu 1 1,710,676 0.87%
Arizona 4 1,645,100 0.84%
California 2 1,066,003 0.54%
Utah 2 944,199 0.48%
Maryland 1 682,544 0.35%
Maine 1 522,690 0.27%
Missouri 1 500,227 0.26%
New Jersey 1 466,535 0.24%
Montana 1 457,613 0.23%
Wyoming 1 398,341 0.20%
Washington 1 338,439 0.17%
Pennsylvan 1 338,053 0.17%
Georgia 1 324,368 0.17%
New Hampsh 1 271,309 0.14%
Kansas 1 263,678 0.13%
Total 462 195,865,970 100.00%
Adjustable Rate Group 6
Geographic Distribution
Geographic
Location Term Coupon
Michigan 343 7.244%
Illinois 335 6.997%
Indiana 331 7.090%
Colorado 346 7.393%
Florida 346 7.334%
Ohio 340 7.281%
Wisconsin 346 7.114%
Texas 353 6.749%
Kentucky 343 7.306%
Louisiana 353 7.413%
Connecticu 336 6.650%
Arizona 355 7.270%
California 339 6.363%
Utah 355 7.342%
Maryland 334 6.550%
Maine 340 6.950%
Missouri 354 7.500%
New Jersey 347 6.750%
Montana 353 7.600%
Wyoming 355 7.000%
Washington 335 7.000%
Pennsylvan 353 7.100%
Georgia 348 6.550%
New Hampsh 357 7.650%
Kansas 340 7.500%
Total 340 7.200%
Adjustable Rate Group 6
Loan Seasoning
# of Scheduled % of
Number of Loans Balance Balance
1 year or 177 72,297,644 36.91%
1+ to 2 y 151 72,298,319 36.91%
2+ to 3 ye 114 42,460,753 21.68%
3+ to 4 ye 9 2,599,492 1.33%
4+ to 5 ye 6 4,175,926 2.13%
5+ to 6 ye 3 1,356,457 0.69%
6+ to 7 ye 2 677,379 0.35%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 462 195,865,970 100.00%
Adjustable Rate Group 6
Loan Seasoning
Number of Term Coupon
1 year or 354 7.5015%
1+ to 2 y 336 6.8507%
2+ to 3 ye 331 7.0223%
3+ to 4 ye 315 7.1526%
4+ to 5 ye 302 6.8946%
5+ to 6 ye 289 6.8526%
6+ to 7 ye 280 7.0375%
7+ to 8 ye
8+ to 9 ye
9+ to 10 y
10 years
Total 340 7.1999%
Adjustable Rate Group 6
Distribution of Mortgage Interest Rates
Current MInterest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 2 1,643,012
6.250% to 6.500% 8 4,954,910
6.500% to 6.750% 58 32,738,625
6.750% to 7.000% 158 65,578,351
7.000% to 7.250% 70 25,635,691
7.250% to 7.500% 28 10,920,703
7.500% to 7.750% 109 43,573,607
7.750% to 8.000% 26 9,418,669
8.000% to 8.250% 3 1,402,402
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 462195,865,970
Adjustable Rate Group 6
Distribution of Mortgage Interest Rates
Current MInterest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.84% 341
6.250% to 6.500% 2.53% 336
6.500% to 6.750% 16.71% 336
6.750% to 7.000% 33.48% 333
7.000% to 7.250% 13.09% 334
7.250% to 7.500% 5.58% 345
7.500% to 7.750% 22.25% 353
7.750% to 8.000% 4.81% 350
8.000% to 8.250% 0.72% 338
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% 340
Adjustable Rate Group 6
Distribution of Mortgage Interest Rates
Current MInterest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.200%
6.250% to 6.500% 6.474%
6.500% to 6.750% 6.678%
6.750% to 7.000% 6.913%
7.000% to 7.250% 7.143%
7.250% to 7.500% 7.411%
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 7.200%
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 36 1,344,410
50, to 100 103 8,107,791
100,0 to 150 79 9,706,484
150,0 to 200 45 7,907,987
200,0 to 250 109 25,250,472
250,0 to 300 3 813,258
300,0 to 350
350,0 to 400
400,0 to 450
450,0 to 500
500,0 to 550
550,0 to 600
600,0 to 650
650,0 to 700
700,0 to 3,000,
Total 375 53,130,402
Adjustable Rate Group 7
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 2.53% 305
50, to 100 15.26% 325
100,0 to 150 18.27% 331
150,0 to 200 14.88% 335
200,0 to 250 47.53% 335
250,0 to 300 1.53% 342
300,0 to 350
350,0 to 400
400,0 to 450
450,0 to 500
500,0 to 550
550,0 to 600
600,0 to 650
650,0 to 700
700,0 to 3,000,
Total 100.00% 332
Adjustable Rate Group 7
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.649%
50, to 100 7.426%
100,0 to 150 7.292%
150,0 to 200 7.318%
200,0 to 250 7.202%
250,0 to 300 7.232%
300,0 to 350,000
350,0 to 400,000
400,0 to 450,000
450,0 to 500,000
500,0 to 550,000
550,0 to 600,000
600,0 to 650,000
650,0 to 700,000
700,0 to 3,000,000
Total 7.447%
Average Scheduled Balance is 141,681
Maximum Scheduled Balance is 289,611
Minimum Scheduled Balance is 11,058
Adjustable Rate Group 7
Distribution of Property Types
# of Scheduled % of
Property T Loans Balance Balance
Single Fam 243 35,428,028 66.68%
Condo 77 9,738,335 18.33%
2-4 Family 38 4,957,627 9.33%
PUD 12 2,236,951 4.21%
Co-op 4 530,980 1.00%
Town House 1 238,481 0.45%
Total 375 53,130,402 100.00%
Adjustable Rate Group 7
Distribution of Property Types
Property T Term Coupon
Single Fam 334 7.265%
Condo 336 7.285%
2-4 Family 327 7.402%
PUD 315 7.242%
Co-op 295 7.589%
Town House 335 6.850%
Total 332 7.447%
Adjustable Rate Group 7
Geographic Distribution
G # of Scheduled % of
Location Loans Balance Balance
Michigan 138 19,075,731 35.90%
Illinois 119 18,684,755 35.17%
Indiana 54 6,965,899 13.11%
Ohio 18 2,309,410 4.35%
Florida 9 1,687,938 3.18%
Colorado 9 1,067,734 2.01%
Arizona 7 1,052,400 1.98%
Wisconsin 6 689,495 1.30%
Kentucky 5 667,992 1.26%
Texas 6 379,532 0.71%
Louisiana 1 238,988 0.45%
Virginia 1 130,968 0.25%
Wyoming 1 120,301 0.23%
Neveda 1 59,257 0.11%
Total 375 53,130,402 100.00%
Adjustable Rate Group 7
Geographic Distribution
Geographic
Location Term Coupon
Michigan 333 7.256%
Illinois 332 7.257%
Indiana 329 7.305%
Ohio 336 7.393%
Florida 318 7.306%
Colorado 334 7.267%
Arizona 334 7.317%
Wisconsin 336 7.391%
Kentucky 345 7.619%
Texas 348 7.489%
Louisiana 354 7.850%
Virginia 339 6.875%
Wyoming 343 7.250%
Neveda 308 7.650%
Total 332 7.447%
Adjustable Rate Group 7
Loan Seasoning
# of Scheduled % of
Number of Loans Balance Balance
1 year or 64 8,631,502 16.25%
1+ to 2 y 184 26,768,321 50.38%
2+ to 3 ye 75 12,272,483 23.10%
3+ to 4 ye 7 872,889 1.64%
4+ to 5 ye 39 3,516,600 6.62%
5+ to 6 ye 4 663,643 1.25%
6+ to 7 ye 2 404,964 0.76%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 375 53,130,402 100.00%
Adjustable Rate Group 7
Loan Seasoning
Number of Term Coupon
1 year or 349 7.5890%
1+ to 2 y 336 7.1620%
2+ to 3 ye 328 7.2607%
3+ to 4 ye 314 7.7976%
4+ to 5 ye 296 7.3898%
5+ to 6 ye 293 7.2761%
6+ to 7 ye 285 7.2500%
7+ to 8 ye
8+ to 9 ye
9+ to 10 y
10 years
Total 332 7.4466%
Adjustable Rate Group 7
Distribution of Mortgage Interest Rates
Current MInterest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 11 1,885,101
6.750% to 7.000% 57 8,857,961
7.000% to 7.250% 139 22,424,039
7.250% to 7.500% 50 6,957,980
7.500% to 7.750% 57 6,098,665
7.750% to 8.000% 42 5,390,273
8.000% to 8.250% 15 1,283,223
8.250% to 8.500% 4 233,159
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 375 53,130,402
Adjustable Rate Group 7
Distribution of Mortgage Interest Rates
Current MInterest Rate % of
Interest Rate Balance
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 3.55%
6.750% to 7.000% 16.67%
7.000% to 7.250% 42.21%
7.250% to 7.500% 13.10%
7.500% to 7.750% 11.48%
7.750% to 8.000% 10.15%
8.000% to 8.250% 2.42%
8.250% to 8.500% 0.44%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 100.00%
Adjustable Rate Group 7
Distribution of Mortgage Interest Rates
Current MInterest Rate
Interest Rate Term Coupon
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 340 6.725%
6.750% to 7.000% 337 6.904%
7.000% to 7.250% 329 7.150%
7.250% to 7.500% 335 7.376%
7.500% to 7.750% 328 7.638%
7.750% to 8.000% 343 7.866%
8.000% to 8.250% 314 8.147%
8.250% to 8.500% 280 8.482%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 332 7.447%
W/Avg Mortgage Interest Rate is 7.447%
Minimum Mortgage Interest Rate is 6.650%
Maximum Mortgage Interest Rate is 8.500%
Adjustable Rate Group 8
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5
50, to 100
100,0 to 150 2 261,574
150,0 to 200 1 180,905
200,0 to 250 20 4,892,524
250,0 to 300 190 51,949,210
300,0 to 350 104 33,550,887
350,0 to 400 85 31,944,836
400,0 to 450 37 15,690,404
450,0 to 500 30 14,433,794
500,0 to 550 12 6,330,957
550,0 to 600 12 6,992,998
600,0 to 650 12 7,501,687
650,0 to 700 17 11,497,830
700,0 to 3,000, 41 42,389,721
Total 563227,617,326
Adjustable Rate Group 8
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5
50, to 100
100,0 to 150 0.11% 330
150,0 to 200 0.08% 344
200,0 to 250 2.15% 310
250,0 to 300 22.82% 338
300,0 to 350 14.74% 336
350,0 to 400 14.03% 338
400,0 to 450 6.89% 339
450,0 to 500 6.34% 336
500,0 to 550 2.78% 340
550,0 to 600 3.07% 320
600,0 to 650 3.30% 335
650,0 to 700 5.05% 336
700,0 to 3,000, 18.62% 341
Total 100.00% 337
Adjustable Rate Group 8
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 50,000
50, to 100,000
100,0 to 150 7.101%
150,0 to 200 6.650%
200,0 to 250 7.157%
250,0 to 300 7.259%
300,0 to 350 7.290%
350,0 to 400 7.211%
400,0 to 450 7.269%
450,0 to 500 7.198%
500,0 to 550 7.114%
550,0 to 600 7.220%
600,0 to 650 7.214%
650,0 to 700 7.123%
700,0 to 3,000, 7.273%
Total 7.366%
Average Scheduled Balance is 404,294
Maximum Scheduled Balance is 1,745,208
Minimum Scheduled Balance is 128,248
Adjustable Rate Group 8
Distribution of Property Types
# of Scheduled % of
Property T Loans Balance Balance
Single Fam 448 186,412,188 81.90%
Condo 56 21,516,198 9.45%
PUD 49 16,331,481 7.17%
2-4 Family 4 1,780,732 0.78%
Town House 5 1,338,224 0.59%
Co-op 1 238,504 0.10%
Total 563 227,617,326 100.00%
Adjustable Rate Group 8
Distribution of Property Types
Property T Term Coupon
Single Fam 338 7.257%
Condo 333 7.140%
PUD 338 7.172%
2-4 Family 315 7.269%
Town House 334 7.149%
Co-op 278 7.500%
Total 337 7.366%
Adjustable Rate Group 8
Geographic Distribution
G # of Scheduled % of
Location Loans Balance Balance
Michigan 203 82,004,045 36.03%
Illinois 184 69,812,516 30.67%
Indiana 75 28,296,916 12.43%
Florida 28 13,227,853 5.81%
Ohio 20 9,688,071 4.26%
Colorado 11 6,108,017 2.68%
Kentucky 10 4,158,248 1.83%
Wisconsin 10 4,089,785 1.80%
California 3 2,533,257 1.11%
New York 2 1,451,265 0.64%
Washington 1 993,178 0.44%
Louisiana 3 961,104 0.42%
Georgia 2 757,253 0.33%
Texas 2 614,857 0.27%
Arizona 2 563,238 0.25%
Utah 1 415,930 0.18%
South Caro 1 392,471 0.17%
Massachuse 1 382,071 0.17%
North Caro 1 303,034 0.13%
Montana 1 302,330 0.13%
Maine 1 288,839 0.13%
Minnesota 1 273,049 0.12%
Total 563 227,617,326 100.00%
Adjustable Rate Group 8
Geographic Distribution
Geographic
Location Term Coupon
Michigan 338 7.238%
Illinois 335 7.168%
Indiana 330 7.203%
Florida 336 7.143%
Ohio 341 7.380%
Colorado 351 7.575%
Kentucky 353 7.618%
Wisconsin 342 7.529%
California 320 7.324%
New York 334 7.103%
Washington 341 7.800%
Louisiana 353 7.709%
Georgia 337 7.171%
Texas 346 7.146%
Arizona 347 7.476%
Utah 335 7.250%
South Caro 338 7.100%
Massachuse 351 7.200%
North Caro 355 7.400%
Montana 352 8.000%
Maine 347 7.100%
Minnesota 355 7.900%
Total 337 7.366%
Adjustable Rate Group 8
Loan Seasoning
# of Scheduled % of
Number of Loans Balance Balance
1 year or 117 52,206,332 22.94%
1+ to 2 y 284 109,886,048 48.28%
2+ to 3 ye 144 57,847,893 25.41%
3+ to 4 ye 5 1,922,800 0.84%
4+ to 5 ye 9 4,188,518 1.84%
5+ to 6 ye 1 351,374 0.15%
6+ to 7 ye 2 882,308 0.39%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 562 227,285,273 99.85%
Adjustable Rate Group 8
Loan Seasoning
Number of Term Coupon
1 year or 350 7.5747%
1+ to 2 y 336 7.1245%
2+ to 3 ye 330 7.1616%
3+ to 4 ye 316 7.1485%
4+ to 5 ye 309 7.2529%
5+ to 6 ye 289 7.1500%
6+ to 7 ye 282 7.2082%
7+ to 8 ye
8+ to 9 ye
9+ to 10 y
10 years
Total 337 7.3655%
Adjustable Rate Group 8
Distribution of Mortgage Interest Rates
Current MInterest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 21 8,841,563
6.750% to 7.000% 84 38,229,249
7.000% to 7.250% 262101,371,338
7.250% to 7.500% 99 37,773,599
7.500% to 7.750% 43 16,990,406
7.750% to 8.000% 53 23,444,807
8.000% to 8.250% 1 966,366
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 563227,617,326
Adjustable Rate Group 8
Distribution of Mortgage Interest Rates
Current MInterest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 3.88% 333
6.750% to 7.000% 16.80% 338
7.000% to 7.250% 44.54% 334
7.250% to 7.500% 16.60% 334
7.500% to 7.750% 7.46% 341
7.750% to 8.000% 10.30% 352
8.000% to 8.250% 0.42% 355
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% 337
Adjustable Rate Group 8
Distribution of Mortgage Interest Rates
Current MInterest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 6.7177%
6.750% to 7.000% 6.9065%
7.000% to 7.250% 7.1379%
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 7.3655%
W/Avg Mortgage Interest Rate is 7.366%
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 5 474 13,089,068
50, to 100 785 57,607,975
100,0 to 150 446 54,598,659
150,0 to 200 163 28,341,253
200,0 to 250 85 18,720,382
250,0 to 300 30 8,102,820
300,0 to 350 26 8,409,894
350,0 to 400 9 3,327,410
400,0 to 450 3 1,281,186
450,0 to 500 10 4,701,031
500,0 to 550 5 2,594,349
550,0 to 600 3 1,728,155
600,0 to 650 2 1,290,955
650,0 to 700
700,0 to 3,000, 3 2,291,439
Total 2044206,084,574
Fixed Rate Group
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 6.35% 245
50, to 100 27.95% 299
100,0 to 150 26.49% 303
150,0 to 200 13.75% 301
200,0 to 250 9.08% 318
250,0 to 300 3.93% 303
300,0 to 350 4.08% 312
350,0 to 400 1.61% 328
400,0 to 450 0.62% 312
450,0 to 500 2.28% 302
500,0 to 550 1.26% 305
550,0 to 600 0.84% 290
600,0 to 650 0.63% 351
650,0 to 700
700,0 to 3,000, 1.11% 334
Total 100.00% 301
Fixed Rate Group
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.640%
50, to 100 7.300%
100,0 to 150 7.223%
150,0 to 200 7.083%
200,0 to 250 7.243%
250,0 to 300 7.455%
300,0 to 350 7.408%
350,0 to 400 7.174%
400,0 to 450 7.225%
450,0 to 500 7.400%
500,0 to 550 7.247%
550,0 to 600 7.122%
600,0 to 650 8.026%
650,0 to 700,000
700,0 to 3,000, 7.460%
Total 7.346%
Average Scheduled Balance is 100,824
Maximum Scheduled Balance is 788,430
Minimum Scheduled Balance is 4,080
Fixed Rate Group
Distribution of Property Types
# of Scheduled % of
Property T Loans Balance Balance
Single Fam 1563 152,983,201 5264.00%
Condo 264 24,611,874 966.00%
2-4 Family 136 15,549,518 364.00%
PUD 56 9,502,953 341.00%
Town House 17 2,394,613 49.00%
Unknown 8 1,042,415 19.00%
Total 2044 206,084,574 7003.00%
Fixed Rate Group
Distribution of Property Types
Property T Term Coupon
Single Fam 299 7.293%
Condo 305 7.201%
2-4 Family 303 7.275%
PUD 320 7.292%
Town House 269 7.215%
Unknown 261 7.433%
Total 301 7.346%
Fixed Rate Group
Geographic Distribution
G # of Scheduled % of
Location Loans Balance Balance
Illinois 1027 116,697,886 56.63%
Michigan 305 34,361,841 16.67%
Indiana 292 26,490,343 12.85%
Ohio 126 7,154,210 3.47%
Florida 49 4,306,782 2.09%
Kentucky 57 3,346,333 1.62%
Louisiana 62 3,179,796 1.54%
Texas 57 2,697,395 1.31%
Arizona 31 2,386,847 1.16%
Wisconsin 14 1,239,246 0.60%
Colorado 4 842,163 0.41%
California 3 767,408 0.37%
New York 2 751,013 0.36%
Oklahoma 6 499,782 0.24%
South Caro 2 341,254 0.17%
Iowa 1 255,586 0.12%
North Caro 1 232,385 0.11%
Delaware 1 183,087 0.09%
Rhode Isla 1 156,629 0.08%
New Jersey 1 99,026 0.05%
Neveda 1 87,411 0.04%
Georgia 1 8,150 0.00%
Total 2044 206,084,574 100.00%
Fixed Rate Group
Geographic Distribution
Geographic
Location Term Coupon
Illinois 295 7.181%
Michigan 315 7.335%
Indiana 300 7.401%
Ohio 299 7.591%
Florida 329 7.446%
Kentucky 300 7.472%
Louisiana 318 7.145%
Texas 286 7.886%
Arizona 305 7.574%
Wisconsin 308 7.373%
Colorado 346 6.998%
California 313 7.463%
New York 344 8.567%
Oklahoma 290 7.620%
South Caro 319 7.271%
Iowa 199 7.125%
North Caro 349 7.150%
Delaware 279 7.000%
Rhode Isla 346 7.500%
New Jersey 335 7.100%
Neveda 337 7.350%
Georgia 45 8.900%
Total 301 7.346%
Fixed Rate Group
Loan Seasoning
# of Scheduled % of
Number of Loans Balance Balance
1 year or 112 57,607,975 7.90%
1+ to 2 y 649 54,598,659 38.34%
2+ to 3 ye 417 28,341,253 19.34%
3+ to 4 ye 33 18,720,382 1.71%
4+ to 5 ye 71 8,102,820 3.47%
5+ to 6 ye 69 8,409,894 2.98%
6+ to 7 ye 445 3,327,410 22.81%
7+ to 8 ye 45 1,281,186 1.12%
8+ to 9 ye 21 4,701,031 0.59%
9+ to 10 y 1 2,594,349 0.02%
10 years 176 1,728,155 1.40%
Total 2039 189,413,113 99.70%
Fixed Rate Group
Loan Seasoning
Number of Term Coupon
1 year or 346 7.4523%
1+ to 2 y 325 7.1646%
2+ to 3 ye 313 7.5785%
3+ to 4 ye 304 7.6959%
4+ to 5 ye 291 7.3428%
5+ to 6 ye 269 7.1669%
6+ to 7 ye 260 7.0484%
7+ to 8 ye 227 7.7118%
8+ to 9 ye 192 7.5800%
9+ to 10 y 101 6.9500%
10 years 91 8.3173%
Total 301 7.3462%
Fixed Rate Group
Distribution of Mortgage Interest Rates
Current MInterest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 1 130,025
6.250% to 6.500% 53 4,907,016
6.500% to 6.750% 86 7,965,011
6.750% to 7.000% 405 47,106,088
7.000% to 7.250% 548 60,670,063
7.250% to 7.500% 377 43,192,742
7.500% to 7.750% 164 18,803,128
7.750% to 8.000% 119 10,554,265
8.000% to 8.250% 61 4,634,383
8.250% to 8.500% 87 3,663,649
8.500% to 8.750% 74 1,613,199
8.750% to 9.000% 52 2,624,817
9.000% to 9.250% 17 220,189
9.250% & Above
Total 2044206,084,574
Fixed Rate Group
Distribution of Mortgage Interest Rates
Current MInterest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.06% 213
6.250% to 6.500% 2.38% 272
6.500% to 6.750% 3.86% 269
6.750% to 7.000% 22.86% 291
7.000% to 7.250% 29.44% 306
7.250% to 7.500% 20.96% 317
7.500% to 7.750% 9.12% 311
7.750% to 8.000% 5.12% 306
8.000% to 8.250% 2.25% 289
8.250% to 8.500% 1.78% 270
8.500% to 8.750% 0.78% 194
8.750% to 9.000% 1.27% 269
9.000% to 9.250% 0.11% 123
9.250% & Above
Total 100.00% 301
Fixed Rate Group
Distribution of Mortgage Interest Rates
Current MInterest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.250%
6.250% to 6.500% 6.469%
6.500% to 6.750% 6.671%
6.750% to 7.000% 6.933%
7.000% to 7.250% 7.152%
7.250% to 7.500% 7.382%
7.500% to 7.750% 7.643%
7.750% to 8.000% 7.907%
8.000% to 8.250% 8.169%
8.250% to 8.500% 8.433%
8.500% to 8.750% 8.679%
8.750% to 9.000% 8.900%
9.000% to 9.250% 9.234%
9.250% & Above
Total 7.346%
W/Avg Mortgage Interest Rate is 7.346%
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
05/12/00 - 10:23 (D561-D581) (c) 2000 LaSalle Bank N.A.
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