|
|
|
|
|
|
|
|
|
|
|
|
|
|
Previous: PHOENIX STRATEGIC EQUITY SERIES FUND, 497, 2000-12-01 |
Next: DATAWORLD SOLUTIONS INC, SB-2, 2000-12-01 |
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: November 15, 2000
(Date of earliest event reported)
Asset Backed Securities Corporation
Commercial Mortgage Pass-Through Certificates
Bank One Mortgage-Backed Pass Through Certificates, Series
2000-2
(Exact name of registrant as specified in charter)
Delaware 333-64351 13-3320910
(State or other juris- (Commission (I.R.S. Employer
diction of organization) File No.) Identification No.)
Eleven Madison Avenue, New York, New York 100010
(Address of principal executive offices) (Zip Code)
Registrant's Telephone Number, including area code (212)
325-2000
(Former name or former address, if changed since last report.)
ITEM 5.
On March 31, 2000, Asset Backed Securities
Corporation entered into a Pooling and Servicing Agreement
dated as of March 1, 2000 (the "Pooling and Servicing Agreement"),
by and among Asset Backed Securities Corporation, as depositor,
Bank One, National Association, as seller and Servicer, Homeside
Lending Inc., as servicer and LaSalle Bank National Association,
as trustee. The Pooling and Servicing Agreement is annexed hereto
as Exhibit I.
ITEM 7. FINANCIAL STATEMENTS, PRO FORMA FINANCIAL
(a) Not applicable
(b) Not Applicable
(c) Exhibits
Exhibit No. Description
99 Monthly distribution report
100 pursuant to
Section 4.1 of the Pooling and
Servicing
Agreement for the distribution
on Nov. 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: November 15, 2000
Asset Backed Securities
Corporation
By: /s Russell
Goldenberg
Russell
Goldenberg,
Senior Vice
President
Administrator:
Kori Sumser (800) 246-5761
135 S. LaSalle Street Suite 1625
Chicago, IL 60603
Bank One Mortgage-Backed Pass-Through Certificates
Bank One, National Association, Seller and Servicer
HomSide Lending, Inc., Servicer
Asset Backed Securities Corporation
Series 2000-2
ABN AMRO Acct: 67-8485-40-0
Statement Date 11/15/00
Payment Date: 11/15/00
Prior Payment: 10/16/00
Next Payment: 12/15/00
Record Date: 10/31/00
WAC: 7.381477%
WAMM: 314
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 120,141,000.00 100,434,085.88 3,342,655.27 0.00
045413BW0 1,000.00 835.97 27.822768830 0.000000000
2A 152,653,000.00 119,594,910.58 4,247,331.85 0.00
045413BX8 1,000.00 783.44 27.823441727 0.000000000
3A 90,915,000.00 79,833,705.55 1,451,217.60 0.00
045413BY6 1,000.00 878.11 15.962356047 0.000000000
4A 176,766,000.00 156,045,168.74 2,449,845.00 0.00
045413BZ3 1,000.00 882.78 13.859254608 0.000000000
5A 69,100,000.00 64,035,981.02 774,513.50 0.00
045413CA7 1,000.00 926.71 11.208589001 0.000000000
6A 199,188,000.00 185,777,120.63 3,203,380.66 0.00
045413CB5 1,000.00 932.67 16.082197020 0.000000000
7A 54,542,000.00 50,760,962.85 400,702.23 0.00
045413CC3 1,000.00 930.68 7.346672839 0.000000000
8A 232,098,000.00 219,415,710.82 779,622.32 0.00
045413CD1 1,000.00 945.36 3.359022137 0.000000000
9A1 46,364,000.00 34,455,440.79 1,905,526.19 0.00
045413CE9 1,000.00 743.15 41.099262048 0.000000000
9A2 61,344,000.00 61,186,832.71 22,951.03 0.00
045413CF6 1,000.00 997.44 0.374136509 0.000000000
9A3 4,000,000.00 4,157,167.29 0.00 0.00
045413CG4 1,000.00 1,039.29 0.000000000 0.000000000
9AP 641,225.98 608,136.84 5,566.93 0.00
045413CH2 1,000.00 948.40 8.681704405 0.000000000
9AX 208,581,414.00 195,670,809.00 0.00 0.00
045413CJ8 1,000.00 938.10 0.000000000 0.000000000
M-1 34,817,000.00 34,456,537.97 53,051.45 0.00
045413CK5 1,000.00 989.65 1.523722538 0.000000000
M-2 16,821,000.00 16,646,851.39 25,630.53 0.00
045413CL3 1,000.00 989.65 1.523722415 0.000000000
1,400,222,723.41,171,544,144.40 18,729,948.39 0.00
Class Negative Closing Interest
CUSIP Amortization Balance Payment
1A 0.00 97,091,430.61 664,407.67
045413BW0 0.00000000000 808.14568390475 5.53023254637
2A 0.00 115,347,578.73 757,397.96
045413BX8 0.00000000000 755.61946853321 4.96156617528
3A 0.00 78,382,487.95 460,984.05
045413BY6 0.00000000000 862.15132761371 5.07049494299
4A 0.00 153,595,323.74 867,757.49
045413BZ3 0.00000000000 868.91893090300 4.90907464038
5A 0.00 63,261,467.52 367,354.93
045413CA7 0.00000000000 915.50604225760 5.31627974656
6A 0.00 182,573,739.97 1,047,960.08
045413CB5 0.00000000000 916.59005547523 5.26116073547
7A 0.00 50,360,260.62 292,660.40
045413CC3 0.00000000000 923.32992226174 5.36578041266
8A 0.00 218,636,088.50 1,256,579.47
045413CD1 0.00000000000 941.99901981060 5.41400386613
9A1 0.00 32,549,914.60 190,222.75
045413CE9 0.00000000000 702.05147528255 4.10281136287
9A2 0.00 61,163,881.68 337,802.31
045413CF6 0.00000000000 997.06379890454 5.50668860176
9A3 22,951.03 4,180,118.32 0.00
045413CG4 5.737757500001,045.0295800000 0.00000000000
9AP 0.00 602,569.91 0.00
045413CH2 0.00000000000 939.71537148261 0.00000000000
9AX 0.00 193,613,134.79 68,852.78
045413CJ8 0.00000000000 928.23771340432 0.33010024180
M-1 0.00 34,403,486.52 190,228.80
045413CK5 0.00000000000 988.12323060574 5.46367588753
M-2 0.00 16,621,220.86 91,904.49
045413CL3 0.00000000000 988.12323048570 5.46367588425
22,951.031,152,837,147.04 6,837,778.08
Class Interest Pass-Through
CUSIP Adjustment Rate (2)
0 Next Rate (3)
0
1A 0.00 7.93843241%
045413BW0 0.00000000000 0.07917226
2A 0.00 7.59963404%
045413BX8 0.00000000000 0.07575372
3A 0.00 6.92916424%
045413BY6 0.00000000000 0.06923342
4A 0.00 6.67312544%
045413BZ3 0.00000000000 0.06675377
5A 0.00 6.88403472%
045413CA7 0.00000000000 0.06883276
6A 0.00 6.76914411%
045413CB5 0.00000000000 0.06767933
7A 0.00 6.91855423%
045413CC3 0.00000000000 0.06918788
8A 0.00 6.87232176%
045413CD1 0.00000000000 0.06872838
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 0.42225680%
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 12,389,390.20 19,075.48 0.00
045413CM1 1000.00000000 989.64695263 1.52372223 0.00000000
B-1 16,638,000.00 16,465,746.01 25,351.69 0.00
045413CN9 1000.00000000 989.64695336 1.52372224 0.00000000
B-2 7,720,000.00 7,640,074.49 11,763.14 0.00
045413CP4 1000.00000000 989.64695466 1.52372276 0.00000000
B-3 7,720,248.72 7,640,320.64 11,763.52 0.00
045413CQ2 1000.00000000 989.64695531 1.52372291 0.00000000
R-II 0.00 0.00 0.00 0.00
045413CS8 1000.00000000 0.00000000 0.00000000 0.00000000
1,400,222,723.41,171,544,144.40 18,729,948.39 0.00
Negative Closing Interest
Class Amortization Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
M-3 0.00 12,370,314.72 68,399.76
045413CM1 0.0000000000 988.1232302900 5.4636758843
B-1 0.00 16,440,394.32 90,904.64
045413CN9 0.0000000000 988.1232311576 5.4636758883
B-2 0.00 7,628,311.35 42,179.58
045413CP4 0.0000000000 988.1232318653 5.4636758955
B-3 0.00 7,628,557.12 42,180.94
045413CQ2 0.0000000000 988.1232323821 5.4636758991
R-II 0.00 0.00 0.00
045413CS8 0.0000000000 0.0000000000 0.0000000000
22,951.031,152,837,147.04 6,837,778.08
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-1 120,141,000.00 100,434,085.88 3,342,655.27 0.00
None 1000.000000000 835.968452735 27.822768830 0.000000000
LT-A-2 152,653,000.00 119,594,910.58 4,247,331.85 0.00
None 1000.000000000 783.442910261 27.823441727 0.000000000
LT-A-3 90,915,000.00 79,833,705.55 1,451,217.60 0.00
None 1000.000000000 878.113683661 15.962356047 0.000000000
LT-A-4 176,766,000.00 156,045,168.74 2,449,845.00 0.00
None 1000.000000000 882.778185511 13.859254608 0.000000000
LT-A-5 69,100,000.00 64,035,981.02 774,513.50 0.00
None 1000.000000000 926.714631259 11.208589001 0.000000000
LT-A-6 199,188,000.00 185,777,120.63 3,203,380.66 0.00
None 1000.000000000 932.672252495 16.082197020 0.000000000
LT-A-7 54,542,000.00 50,760,962.85 400,702.23 0.00
None 1000.000000000 930.676595101 7.346672839 0.000000000
LT-A-8 232,098,000.00 219,415,710.82 779,622.32 0.00
None 1000.000000000 945.358041948 3.359022137 0.000000000
LT-A-9 111,708,000.00 99,799,440.79 1,928,477.22 0.00
None 1000.000000000 893.395645701 17.263555122 0.000000000
LT-PO-9 641,225.98 608,136.84 5,566.93 0.00
None 1000.000000000 948.397069002 8.681704405 0.000000000
LT-X-9 208,581,414.00 195,670,809.00 0.00 0.00
None 1000.000000000 938.102802391 0.000000000 0.000000000
LT-M1-9 34,817,000.00 34,456,537.97 53,051.45 0.00
None 1000.000000000 989.646953213 1.523722538 0.000000000
LT-M2-9 16,821,000.00 16,646,851.39 25,630.53 0.00
None 1000.000000000 989.646952619 1.523722415 0.000000000
LT-M3-9 12,519,000.00 12,389,390.20 19,075.48 0.00
None 1000.000000000 989.646952632 1.523722226 0.000000000
LT-B1-9 16,638,000.00 16,465,746.01 25,351.69 0.00
None 1000.000000000 989.646953360 1.523722244 0.000000000
1,303,987,474.71,171,544,144.40 18,729,948.39 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 97,091,430.61 664,407.67
None 0.0000000000 808.1456839047 5.5302325464
LT-A-2 0.00 115,347,578.73 757,397.96
None 0.0000000000 755.6194685332 4.9615661753
LT-A-3 0.00 78,382,487.95 460,984.05
None 0.0000000000 862.1513276137 5.0704949430
LT-A-4 0.00 153,595,323.74 867,757.49
None 0.0000000000 868.9189309030 4.9090746404
LT-A-5 0.00 63,261,467.52 367,354.93
None 0.0000000000 915.5060422576 5.3162797466
LT-A-6 0.00 182,573,739.97 1,047,960.08
None 0.0000000000 916.5900554752 5.2611607355
LT-A-7 0.00 50,360,260.62 292,660.40
None 0.0000000000 923.3299222617 5.3657804127
LT-A-8 0.00 218,636,088.50 1,256,579.47
None 0.0000000000 941.9990198106 5.4140038661
LT-A-9 22,951.03 97,893,914.60 528,025.05
None 0.2054555627 876.3375461023 4.7268329181
LT-PO-9 0.00 602,569.91 0.00
None 0.0000000000 939.7153714826 0.0000000000
LT-X-9 0.00 193,613,134.79 68,852.78
None 0.0000000000 928.2377134043 0.3301002418
LT-M1-9 0.00 34,403,486.52 190,228.80
None 0.0000000000 988.1232306057 5.4636758875
LT-M2-9 0.00 16,621,220.86 91,904.49
None 0.0000000000 988.1232304857 5.4636758842
LT-M3-9 0.00 12,370,314.72 68,399.76
None 0.0000000000 988.1232302900 5.4636758843
LT-B1-9 0.00 16,440,394.32 90,904.64
None 0.0000000000 988.1232311576 5.4636758883
22,951.031,152,837,147.04 6,837,778.08
Class Interest Pass-Through
CUSIP Adjustment Rate (2)
0 Per $1,000 Next Rate (3)
LT-A-1
None 0.00 7.93843241%
LT-A-2 0.0000000000 7.91722555%
None 0.00 7.59963404%
LT-A-3 0.0000000000 7.57537239%
None 0.00 6.92916424%
LT-A-4 0.0000000000 6.92334214%
None 0.00 6.67312544%
LT-A-5 0.0000000000 6.67537725%
None 0.00 6.88403472%
LT-A-6 0.0000000000 6.88327570%
None 0.00 6.76914411%
LT-A-7 0.0000000000 6.76793338%
None 0.00 6.91855423%
LT-A-8 0.0000000000 6.91878842%
None 0.00 6.87232176%
LT-A-9 0.0000000000 6.87283790%
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 0.42225680%
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 7,640,074.49 11,763.14 0.00
None 1000.0000000000 989.6469546632 1.5237227645 0.0000000000
LT-B3-9 7,720,248.72 7,640,320.64 11,763.52 0.00
None 1000.0000000000 989.6469553121 1.5237229149 0.0000000000
R-I 0.00 0.00 0.00 0.00
045413CR0 1000.0000000000 0.0000000000 0.0000000000 0.0000000000
1,303,987,474.71,171,544,144.40 18,729,948.39 0.00
Class Negative Closing Interest
CUSIP Amortization Balance Payment
Per $1,000 Per $1,000 Per $1,000
LT-B2-9 0.00 7,628,311.35 42,179.58
None 0.00000000 988.12323187 5.46367590
LT-B3-9 0.00 7,628,557.12 42,180.94
None 0.00000000 988.12323238 5.46367590
R-I 0.00 0.00 0.00
045413CR0 0.00000000 0.00000000 0.00000000
22,951.031,152,837,147.04 6,837,778.08
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 100,434,085.88 7.9384% 664,407.67
2A 119,594,910.58 7.5996% 757,397.96
3A 79,833,705.55 6.9292% 460,984.05
4A 156,045,168.74 6.6731% 867,757.49
5A 64,035,981.02 6.8840% 367,354.93
6A 185,777,120.63 6.7691% 1,047,960.08
7A 50,760,962.85 6.9186% 292,660.40
8A 219,415,710.82 6.8723% 1,256,579.47
9A1 34,455,440.79 6.6250% 190,222.75
9A2 61,186,832.71 6.6250% 337,802.31
9A3 4,157,167.29 6.6250% 22,951.03
9AP 608,136.84 0.0000% -
9AX 195,670,80 N 0.4223% 68,852.78
M-1 34,456,537.97 6.6250% 190,228.80
M-2 16,646,851.39 6.6250% 91,904.49
M-3 12,389,390.20 6.6250% 68,399.76
B-1 16,465,746.01 6.6250% 90,904.64
B-2 7,640,074.49 6.6250% 42,179.58
B-3 7,640,320.64 6.6250% 42,180.94
Excess
Accrued Payment of Accretion / Prepayment
Certificate Prior Unpaid Deferred Interest
Interest Interest Interest Shortfalls
Class
664,407.67 0.00 0.00 0.00
1A 757,397.96 0.00 0.00 0.00
2A 460,984.05 0.00 0.00 0.00
3A 867,757.49 0.00 0.00 0.00
4A 367,354.93 0.00 0.00 0.00
5A 1,047,960.08 0.00 0.00 0.00
6A 292,660.40 0.00 0.00 0.00
7A 1,256,579.47 0.00 0.00 0.00
8A 190,222.75 0.00 0.00 0.00
9A1 337,802.31 0.00 0.00 0.00
9A2 22,951.03 0.00 -22,951.03 0.00
9A3 0.00 0.00 0.00 0.00
9AP 68,852.78 0.00 0.00 0.00
9AX 190,228.80 0.00 0.00 0.00
M-1 91,904.49 0.00 0.00 0.00
M-2 68,399.76 0.00 0.00 0.00
M-3 90,904.64 0.00 0.00 0.00
B-1 42,179.58 0.00 0.00 0.00
B-2 42,180.94 0.00 0.00 0.00
B-3 0.00 0.00 0.00 0.00
6,860,729.13 0.00 -22,951.03 0.00
Prior Ending Actual
Interest Unpaid Unpaid Distribution
Class Loss Interest Interest of Interest
1A 0.00 0.00 0.00 664,407.67
2A 0.00 0.00 0.00 757,397.96
3A 0.00 0.00 0.00 460,984.05
4A 0.00 0.00 0.00 867,757.49
5A 0.00 0.00 0.00 367,354.93
6A 0.00 0.00 0.001,047,960.08
7A 0.00 0.00 0.00 292,660.40
8A 0.00 0.00 0.001,256,579.47
9A1 0.00 0.00 0.00 190,222.75
9A2 0.00 0.00 0.00 337,802.31
9A3 0.00 0.00 0.00 0.00
9AP 0.00 0.00 0.00 0.00
9AX 0.00 0.00 0.00 68,852.78
M-1 0.00 0.00 0.00 190,228.80
M-2 0.00 0.00 0.00 91,904.49
M-3 0.00 0.00 0.00 68,399.76
B-1 0.00 0.00 0.00 90,904.64
B-2 0.00 0.00 0.00 42,179.58
B-3 0.00 0.00 0.00 42,180.94
0.00 0.00 0.006,837,778.08
Ending
Principal /
Class Notional
Balance
1A 97,091,430.61
2A 115,347,578.73
3A 78,382,487.95
4A 153,595,323.74
5A 63,261,467.52
6A 182,573,739.97
7A 50,360,260.62
8A 218,636,088.50
9A1 32,549,914.60
9A2 61,163,881.68
9A3 4,180,118.32
9AP 602,569.91
9AX 193,613,134.79
M-1 34,403,486.52
M-2 16,621,220.86
M-3 12,370,314.72
B-1 16,440,394.32
B-2 7,628,311.35
B-3 7,628,557.12
1,346,450,281.83
Bond Principal Summary
Original Beginning Scheduled
Certificate Certificate Principal
Class Balance Balance Distribution
1A 120,141,000.00 100,434,085.88 189,849.42
2A 152,653,000.00 119,594,910.58 146,508.77
3A 90,915,000.00 79,833,705.55 112,552.79
4A 176,766,000.00 156,045,168.74 206,115.35
5A 69,100,000.00 64,035,981.02 71,336.27
6A 199,188,000.00 185,777,120.63 186,757.33
7A 54,542,000.00 50,760,962.85 54,610.06
8A 232,098,000.00 219,415,710.82 228,929.88
9A1 46,364,000.00 34,455,440.79 153,563.07
9A2 61,344,000.00 61,186,832.71 22,951.03
9A3 4,000,000.00 4,157,167.29 0.00
9AP 641,225.98 608,136.84 1,201.33
9AX 208,581,414.00 N 195,670,809.00 0.00
M-1 34,817,000.00 34,456,537.97 53,031.65
M-2 16,821,000.00 16,646,851.39 25,620.97
M-3 12,519,000.00 12,389,390.20 19,068.36
B-1 16,638,000.00 16,465,746.01 25,342.23
B-2 7,720,000.00 7,640,074.49 11,758.75
B-3 7,720,248.72 7,640,320.64 11,759.13
1,293,153,177.88 1,367,214,953.41,520,956.39
Unscheduled Accretion /
Principal Deferred Realized Principal
Class Distribution Interest Loss Reduction
1A 3,152,805.85 0.00 0.003,342,655.27
2A 4,100,823.08 0.00 0.004,247,331.85
3A 1,338,664.81 0.00 0.001,451,217.60
4A 2,243,729.65 0.00 0.002,449,845.00
5A 703,177.23 0.00 0.00 774,513.50
6A 3,016,623.33 0.00 0.003,203,380.66
7A 346,092.17 0.00 0.00 400,702.23
8A 550,692.44 0.00 0.00 779,622.32
9A1 1,751,963.12 0.00 0.001,905,526.19
9A2 0.00 0.00 0.00 22,951.03
9A3 0.00 -22,951.03 0.00 0.00
9AP 4,365.60 0.00 0.00 5,566.93
9AX 0.00 0.00 0.00 0.00
M-1 0.00 0.00 0.00 53,051.45
M-2 0.00 0.00 0.00 25,630.53
M-3 0.00 0.00 0.00 19,075.48
B-1 0.00 0.00 0.00 25,351.69
B-2 0.00 0.00 0.00 11,763.14
B-3 0.00 0.00 0.00 11,763.52
17,208,937.28 (22,951.03) 0.00 18,729,948.39
% of
Ending Original Cumulative
Certificate Balance Realized
Class Balance Remaining Losses
1A 0.00 0.0000% 0.00
2A 97,091,430.61 80.8146% 0.00
3A 115,347,578.73 75.5619% 0.00
4A 78,382,487.95 86.2151% 0.00
5A 153,595,323.74 86.8919% 0.00
6A 63,261,467.52 91.5506% 0.00
7A 182,573,739.97 91.6590% 0.00
8A 50,360,260.62 92.3330% 0.00
9A1 218,636,088.50 94.1999% 0.00
9A2 32,549,914.60 70.2051% 0.00
9A3 61,163,881.68 99.7064% 0.00
9AP 4,180,118.32 104.5030% 0.00
9AX 602,569.91 93.9715% 0.00
M-1 193,613,134.79 92.8238% 0.00
M-2 34,403,486.52 98.8123% 0.00
M-3 16,621,220.86 98.8123% 0.00
B-1 12,370,314.72 98.8123% 0.00
B-2 16,440,394.32 98.8123% 0.00
B-3 7,628,311.35 98.8123% 0.00
1,346,450,281.83 0.00
Cash Reconcilation Summary
Interest Summary
Current Scheduled Interest 928,416.09
Less Deferred Interest 0.00
Plus Advance Interest 5,921,019.74
Plus Unscheduled Interest 0.00
PPIS Reducing Scheduled Interest (58,597.27)
Less Total Fees Paid To Servicer 11,641.99
Plus Fees Advanced for PPIS 58,597.27
Less Fee Strips Paid by Servicer 0.00
Less Misc. Fees & Expenses 0.00
Less Non Recoverable Advances 0.00
Interest Due Trust 6,861,077.82
Less Trustee Fee 0.00
Less Fee Strips Paid by Trust 0.00
Less Misc. Fees Paid by Trust 0.00
Remittance Interest 6,861,077.82
Servicing Fee Summary 46,955.28
Current Servicing Fees 298,787.23
Delinquent Servicing Fees 58,597.27
Plus Fees Advanced for PPIS (58,597.27)
Less Reduction for PPIS 0.00
Plus Unscheduled Servicing Fees 345,742.51
Total Servicing Fees Due to be Paid 0.00
PPIS Summary
Gross PPIS 58,597.27
Reduced by PPIE 0.00
Reduced by Shortfalls in Fees 0.00
Reduced by Other Amounts 0.00
PPIS Reducing Scheduled Interest 58,597.27
PPIS Reducing Servicing Fee 58,597.27
PPIS Due Certificate 0.00
Principal Summary
Scheduled Principal:
Current Scheduled Principal 196,115.88
Advanced Scheduled Principal 1,301,944.21
Total Scheduled 1,498,060.09
Unscheduled Principal: 0.00
Curtailments 634,343.67
Prepayments in Full 16,574,593.61
Liquidation Proceeds 0.00
Repurchase Proceeds 0.00
Other Principal Proceeds 0.00
Total Unscheduled 17,208,937.28
Remittance Principal 18,706,997.37
Servicer Wire Amount 25,568,075.18
Pool Balance Summary
Balance Count
Beginning Pool 1,171,606,146.3 6594
Scheduled Principal Distribution 1,498,060.09 0
Unscheduled Principal Distribution 17,208,937.28 91
Deferred Interest 0.00 0
Liquidations 0.00 0
Repurchases 0.00 0
Ending Pool 1,152,899,148.9 6503
Advances
Prior Outstanding Current Period
Principal Principal Interest
1,341,414.97 1,301,944.21 5,921,019.74
Advances
Recovered Ending Outstanding
Principal Interest Principal Interest
1,309,298.23 5,934,623.16 1,334,060.95 6,088,463.36
Collateral Statistics
Loan Group
1 2 3
Current Scheduled Interest: 695,796.92 794,753.24 486,113.79
Negative Amortization: 0.00 0.00 0.00
Prepayment Interest Shortfall 9,569.77 18,150.14 4,088.49
Compensating Interest: -9,569.77 -18,150.14 -4,088.49
Non Recoverable Advance: 0.00 0.00 0.00
Relief Act Interest Shortfall 0.00 0.00 0.00
Extraordinary Trust Expense: 0.00 0.00 0.00
Servicing Fee: 31,355.89 37,353.89 24,957.36
Trustee Fees: 0.00 0.00 0.00
Other Fee: 0.00 0.00 0.00
Beginning Scheduled Balance: 100,439,130 119,595,129 79,863,559
Scheduled Principal: 189,859 146,509 112,595
Unscheduled Principal: 17,208,937 3,152,806 4,100,823
Net Liquidation Proceeds: 0.00 0.00 0.00
Fraud Loss Insurance Proceeds 0.00 0.00 0.00
Special Hazard Insurance Proc 0.00 0.00 0.00
Bankruptcy Insurance Proceeds 0.00 0.00 0.00
Realized Loss: 0.00 0.00 0.00
Ending Scheduled Balance: 97,096,466 115,347,797 78,412,299
Beginning Pool Count: 1,374 322 664
Ending Pool Count: 1,342 311 654
Weighted Average Coupon: 8.3131% 7.9744% 7.3042%
Weighted Average Net Coupon: 7.9384% 7.5996% 6.9292%
Weighted Average Maturity: 267 309 312
Cumulative Realized Losses: 0.00 0.00 0.00
Loan Group
4 5 6
Current Scheduled Interest: 916,524 387,365 1,106,019
Negative Amortization: 0 0 0
Prepayment Interest Shortfall 7,276 1,031 9,384
Compensating Interest: (7,276) (1,031) (9,384)
Non Recoverable Advance: 0 0 0
Relief Act Interest Shortfall 0 0 0
Extraordinary Trust Expense: 0 0 0
Servicing Fee: 48,764 20,009 58,056
Trustee Fees: 0 0 0
Other Fee: 0 0 0
Beginning Scheduled Balance: 156,045,588 64,036,264 185,777,736
Scheduled Principal: 206,116 71,337 186,758
Unscheduled Principal: 1,338,665 2,243,730 703,177
Net Liquidation Proceeds: 0 0 0
Fraud Loss Insurance Proceeds 0 0 0
Special Hazard Insurance Proc 0 0 0
Bankruptcy Insurance Proceeds 0 0 0
Realized Loss: 0 0 0
Ending Scheduled Balance: 153,595,742 63,261,751 182,574,355
Beginning Pool Count: 407 504 445
Ending Pool Count: 403 499 441
0 0 0
Weighted Average Coupon: 0 0 0
Weighted Average Net Coupon: 0 0 0
Weighted Average Maturity: 319 328 334
Cumulative Realized Losses: 0 0 0
Loan Group 7 8 9Total
Current Scheduled Interest: 308,469 1,325,124 1,186,655 7,206,820
Negative Amortization: 0 0 0 0
Prepayment Interest Shortfall 602 2,684 5,811 58,597
Compensating Interest: (602) (2,684) (5,811) (58,597
)
Non Recoverable Advance: 0 0 0 0
Relief Act Interest Shortfall 0 0 0 0
Extraordinary Trust Expense: 0 0 0 0
Servicing Fee: 15,803 68,543 40,901 345,743
Trustee Fees: 0 0 0 0
Other Fee: 0 0 0 0
0 0 0 0
Beginning Scheduled Balance: 50,761,892 219,416,039 195,670,809 1,171,606,
146
Scheduled Principal: 54,611 228,930 301,345 1,498,060
Unscheduled Principal: 3,016,623 346,092 550,692 32,661,546
Net Liquidation Proceeds: 0 0 0 0
Fraud Loss Insurance Proceeds 0 0 0 0
Special Hazard Insurance Proc 0 0 0 0
Bankruptcy Insurance Proceeds 0 0 0 0
Realized Loss: 0 0 0 0
Ending Scheduled Balance: 50,361,189 218,636,416 193,613,135 1,152,899,
149
Beginning Pool Count: 360 550 1,968 6,594
Ending Pool Count: 358 549 1,946 6,503
0 0 0 0
Weighted Average Coupon: 0 0 0 0
Weighted Average Net Coupon: 0 0 0 0
Weighted Average Maturity: 326 331 294 314
0 0 0 0
Cumulative Realized Losses: 0 0 0 0
Aggregate Pool Totals
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
11/15/00 106 14,565,891.7 18 1,924,759.32
1.63% 1.263% 0.28% 0.167%
10/16/00 132 17323640.38 121,126,581.65
2.00% 1.479% 0.18% 0.096%
09/15/00 112 17334387.15 121,652,795.45
1.68% 1.455% 0.18% 0.139%
08/15/00 120 14542661.33 6 745,105.91
1.77% 1.201% 0.09% 0.062%
07/17/00 112 13796060.71 91,333,039.15
1.63% 1.120% 0.13% 0.108%
06/15/00 118 14502254.80 61,053,933.02
1.70% 1.162% 0.09% 0.084%
05/15/00 110 16296163.00 2 281,120.19
1.57% 1.281% 0.03% 0.022%
04/17/00 72 8603619.09 3 329,820.41
1.01% 0.665% 0.04% 0.026%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
11/15/00 18 1,924,759. 122,161,643.86
0.28% 0.167% 0.18% 0.187%
10/16/00 12 1,126,581.65 71,817,505.98
0.18% 0.096% 0.11% 0.155%
09/15/00 12 1,652,795.45 41,091,171.97
0.18% 0.139% 0.06% 0.092%
08/15/00 6 745,105.91 81,248,010.80
0.09% 0.062% 0.12% 0.103%
07/17/00 9 1,333,039.15 4 987,553.50
0.13% 0.108% 0.06% 0.080%
06/15/00 6 1,053,933.02 1 257,536.90
0.09% 0.084% 0.01% 0.021%
05/15/00 2 281,120.19 1 64,268.57
0.03% 0.022% 0.01% 0.005%
04/17/00 3 329,820.41 0 0.00
0.04% 0.026% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
11/15/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
10/16/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
09/15/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
11/15/00 91 16,574,594 7.3815% 7.0274%
1.40% 1.438%
10/16/00 86 17,522,236 7.36% 7.00%
1.30% 1.496%
09/15/00 86 17,248,798 7.34% 6.99%
1.29% 1.448%
08/15/00 88 18,166,050 7.33% 6.97%
1.30% 1.500%
07/17/00 74 13,917,820 7.31% 6.95%
1.08% 1.130%
06/15/00 100 22,178,272 7.29% 6.94%
1.44% 1.777%
05/15/00 83 18,099,955 7.28% 6.92%
1.18% 1.423%
04/17/00 50 8,992,008 7.26% 6.90%
0.70% 0.695%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 1
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
11/15/00 24 1,846,516. 7 620,850.60
1.79% 1.902% 0.52% 0.639%
10/16/00 35 2,670,473.56 2 105,280.65
2.55% 2.659% 0.15% 0.105%
09/15/00 18 1,472,096.00 4 321,491.77
1.29% 1.426% 0.29% 0.311%
08/15/00 39 2,818,415.90 1 32,773.02
2.74% 2.662% 0.07% 0.031%
07/17/00 25 2,208,242.47 4 249,970.65
1.71% 2.020% 0.27% 0.229%
06/15/00 28 1,825,686.13 2 227,939.04
1.88% 1.616% 0.13% 0.202%
05/15/00 21 1,550,317.53 0 0.00
1.39% 1.341% 0.00% 0.000%
04/17/00 17 1,373,015.84 1 53,627.23
1.11% 1.164% 0.07% 0.045%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
11/15/00 1 111617.4 0 0
0.07% 0.115% 0.00% 0.000%
10/16/00 1 111745.03 0 0
0.07% 0.111% 0.00% 0.000%
09/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
08/15/00 3 388727.4 0 0
0.21% 0.367% 0.00% 0.000%
07/17/00 1 174270.8 0 0
0.07% 0.159% 0.00% 0.000%
06/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
11/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
10/16/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
11/15/00 32 3,070,584 8.3131% 7.9384%
2.38% 3.162%
10/16/00 25 2,437,175.11 0 0
1.82% 2.427%
09/15/00 22 2,251,069.40 0 0
1.57% 2.181%
08/15/00 37 3,030,264.75 0 0
2.60% 2.863%
07/17/00 31 3,414,458.23 0 0
2.13% 3.123%
06/15/00 24 2,334,319.46 0 0
1.61% 2.066%
05/15/00 22 1,982,880.41 0 0
1.45% 1.715%
04/17/00 16 1,816,169.17 0 0
1.04% 1.540%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 2
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
11/15/00 4 1,439,991. 1 239328.58
1.29% 1.248% 0.32% 0.207%
10/16/00 4 1382388.86 0 0.00
1.24% 1.156% 0.00% 0.000%
09/15/00 7 3448574.34 1 496529.23
2.06% 2.721% 0.29% 0.392%
08/15/00 6 3633048.13 1 397797.42
1.69% 2.724% 0.28% 0.298%
07/17/00 5 2739505.42 0 0.00
1.39% 1.996% 0.00% 0.000%
06/15/00 2 1724891.30 0 0.00
0.54% 1.221% 0.00% 0.000%
05/15/00 6 2598071.34 0 0.00
1.59% 1.797% 0.00% 0.000%
04/17/00 1 629911.92 0 0.00
0.26% 0.420% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
11/15/00 0 892339.19 0 0.00
0.00% 0.774% 0.00% 0.000%
10/16/00 1 893174.01 0 0.00
0.31% 0.747% 0.00% 0.000%
09/15/00 1 397475.06 0 0.00
0.29% 0.314% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
11/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
10/16/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date
11/15/00 11 4,031,373 7.9744% 7.600%
3.54% 3.495%
10/16/00 18 6,898,674 7.8140% 7.439%
5.59% 5.768%
09/15/00 15 6,381,235 7.7185% 7.344%
4.41% 5.036%
08/15/00 6 3,467,765 7.6522% 7.277%
1.69% 2.601%
07/17/00 9 3,705,003 7.5454% 7.171%
2.49% 2.699%
06/15/00 8 3,051,600 7.4799% 7.105%
2.16% 2.161%
05/15/00 6 4,739,571 7.3943% 7.019%
1.59% 3.278%
04/17/00 6 2,556,638 7.3889% 7.014%
1.56% 1.706%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 3
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
11/15/00 6 563,473. 4 336832.84
0.92% 0.719% 0.61% 0.430%
10/16/00 12 1177980.34 0 0.00
1.81% 1.475% 0.00% 0.000%
9/15/00 10 1342257.47 1 84832.28
1.49% 1.659% 0.15% 0.105%
8/15/00 3 201707.24 1 84948.22
0.44% 0.244% 0.15% 0.103%
7/17/00 4 329681.45 0 0.00
0.58% 0.391% 0.00% 0.000%
6/15/00 7 814446.95 0 0.00
1.00% 0.952% 0.00% 0.000%
5/15/00 10 1185601.09 0 0.00
1.39% 1.342% 0.00% 0.000%
4/17/00 8 692903.59 0 0.00
1.09% 0.772% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
Foreclosure/Bankruptcy Delinq 3+ Months
Distribution # Balance # Balance
Date
11/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
10/16/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date
# Balance # Balance
11/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
10/16/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
11/15/00 10 1,284,969 7.3042% 6.9292%
1.53% 1.639%
10/16/00 6 925,168 7.302% 6.927%
0.90% 1.158%
09/15/00 13 1,556,427 7.307% 6.932%
1.94% 1.923%
08/15/00 10 1,472,866 7.311% 6.936%
1.46% 1.782%
07/17/00 8 1,009,518 7.316% 6.941%
1.15% 1.198%
06/15/00 21 2,557,555 7.327% 6.952%
3.00% 2.991%
05/15/00 10 1,231,885 7.335% 6.960%
1.39% 1.395%
04/17/00 8 1,030,731 7.203% 6.828%
1.09% 1.149%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 4
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
11/15/00 4 3787120.64 0 0
0.99% 2.466% 0.00% 0.000%
10/16/00 7 4708340.46 1 405788.79
1.72% 3.017% 0.25% 0.260%
09/15/00 5 3830057.97 0 0
1.21% 2.422% 0.00% 0.000%
08/15/00 2 972938.49 0 0
0.48% 0.599% 0.00% 0.000%
07/17/00 4 1598011.83 1 407186.62
0.95% 0.974% 0.24% 0.248%
06/15/00 6 2472195.87 0 0
1.40% 1.487% 0.00% 0.000%
05/15/00 4 1724856 1 257803.03
0.90% 0.994% 0.23% 0.149%
04/17/00 2 980513.8 0 0
0.45% 0.559% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date
# Balance # Balance
11/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
10/16/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
08/15/00 0 257000.2 0 0
0.00% 0.158% 0.00% 0.000%
07/17/00 0 257269.29 0 0
0.00% 0.157% 0.00% 0.000%
06/15/00 1 257536.9 0 0
0.23% 0.155% 0.00% 0.000%
05/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date
# Balance # Balance
11/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
10/16/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
11/15/00 4 2,173,697 7.0481% 6.6731%
0.99% 1.415%
10/16/00 5 1,860,969 7.0460% 6.6710%
1.23% 1.193%
09/15/00 8 3,816,853 7.0446% 6.6696%
1.94% 2.413%
08/15/00 3 1,358,505 7.0425% 6.6675%
0.71% 0.836%
07/17/00 5 1,889,186 7.0541% 6.6791%
1.18% 1.151%
06/15/00 15 6,872,232 7.0607% 6.6857%
3.50% 4.132%
05/15/00 5 1,652,939 7.0691% 6.6941%
1.13% 0.953%
04/17/00 3 1,098,057 6.9872% 6.6122%
0.67% 0.626%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 5
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
11/15/00 5 679885.21 0 0.00
1.00% 1.075% 0.00% 0.000%
10/16/00 9 391505.41 2 187409.27
1.79% 0.611% 0.40% 0.293%
09/15/00 6 409946.95 0 0.00
1.18% 0.636% 0.00% 0.000%
08/15/00 4 463527.93 1 30163.38
0.78% 0.714% 0.20% 0.046%
07/17/00 10 767757.84 1 46738.46
1.94% 1.163% 0.19% 0.071%
06/15/00 13 1160566.96 0 0.00
2.50% 1.744% 0.00% 0.000%
05/15/00 4 725167.63 0 0.00
0.76% 1.073% 0.00% 0.000%
04/17/00 4 325752.67 0 0.00
0.75% 0.476% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
11/15/00 2 187248.75 0 0.00
0.40% 0.296% 0.00% 0.000%
10/16/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 1 46710.84 0 0.00
0.20% 0.072% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
11/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
10/16/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
11/15/00 5 673,386 7.2590% 6.8840%
1.00% 1.064%
10/16/00 3 330,670 7.2587% 6.8838%
0.60% 0.516%
09/15/00 3 349,419 7.2591% 6.8841%
0.59% 0.542%
08/15/00 6 960,886 7.2580% 6.8831%
1.18% 1.479%
07/17/00 5 436,146 7.2584% 6.8834%
0.97% 0.661%
06/15/00 7 901,465 7.2600% 6.8850%
1.34% 1.354%
05/15/00 6 781,830 7.2614% 6.8864%
1.14% 1.157%
04/17/00 4 558,804 7.2607% 6.8857%
0.75% 0.816%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 6
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
11/15/00 5 1,829,535. 1 256,843.11
1.13% 1.002% 0.23% 0.141%
10/16/00 9 3,169,376.17 0 0.00
2.02% 1.706% 0.00% 0.000%
09/15/00 6 1,888,345.24 1 251,160.51
1.34% 1.008% 0.22% 0.134%
08/15/00 5 1,393,065.72 0 0.00
1.11% 0.743% 0.00% 0.000%
07/17/00 5 1,885,261.91 1 407,608.35
1.10% 0.981% 0.22% 0.212%
06/15/00 6 2,040,423.71 2 750,122.62
1.31% 1.052% 0.44% 0.387%
05/15/00 10 3,891,480.95 0 0.00
2.16% 1.987% 0.00% 0.000%
04/17/00 1 277,446.00 0 0.00
0.22% 0.140% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
11/15/00 0 495724.20 0 0.00
0.00% 0.272% 0.00% 0.000%
10/16/00 0 496112.53 0 0.00
0.00% 0.267% 0.00% 0.000%
09/15/00 0 496498.43 0 0.00
0.00% 0.265% 0.00% 0.000%
08/15/00 0 496881.91 0 0.00
0.00% 0.265% 0.00% 0.000%
07/17/00 1 497263.00 0 0.00
0.22% 0.259% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
11/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
10/16/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
11/15/00 4 2,833,647 7.1441% 6.8840%
0.91% 1.552%
10/16/00 4 1,225,019 7.1456% 6.8838%
0.90% 0.659%
09/15/00 0 0 7.1456% 6.8841%
0.00% 0.000%
08/15/00 4 4,415,919 7.1366% 6.8831%
0.89% 2.355%
07/17/00 4 1,457,391 7.1350% 6.8834%
0.88% 0.758%
06/15/00 5 1,777,031 7.1337% 6.8850%
1.09% 0.917%
05/15/00 3 1,541,523 7.1348% 6.8864%
0.65% 0.787%
04/17/00 4 1,276,817 7.1361% 6.8857%
0.86% 0.646%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 7
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
11/15/00 4 614503.32 1 115799.74
1.12% 1.220% 0.28% 0.230%
10/16/00 7 901257.93 2 154610.31
1.94% 1.775% 0.56% 0.305%
09/15/00 7 1017659.58 0 0.00
1.92% 1.976% 0.00% 0.000%
08/15/00 8 1131379.9 1 138687.87
2.18% 2.174% 0.27% 0.267%
07/17/00 8 938532.48 0 0.00
2.17% 1.796% 0.00% 0.000%
06/15/00 3 388217.78 0 0.00
0.81% 0.737% 0.00% 0.000%
05/15/00 3 353103.73 0 0.00
0.80% 0.665% 0.00% 0.000%
04/17/00 5 675258.11 0 0.00
1.31% 1.242% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
11/15/00 1 176980.28 0 0.00
0.28% 0.351% 0.00% 0.000%
10/16/00 0 138448.21 0 0.00
0.00% 0.273% 0.00% 0.000%
09/15/00 1 138568.44 0 0.00
0.27% 0.269% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
11/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
10/16/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
11/15/00 2 321,855.39 7.2921% 6.9186%
0.56% 0.639%
10/16/00 4 683,421.29 7.2897% 6.9161%
1.11% 1.346%
09/15/00 3 454,257.01 7.2884% 6.9148%
0.82% 0.882%
08/15/00 2 120,331.51 7.2890% 6.9154%
0.54% 0.231%
07/17/00 2 366,469.62 7.2848% 6.9112%
0.54% 0.701%
06/15/00 4 361,315.82 7.2818% 6.9082%
1.08% 0.686%
05/15/00 6 1,143,255.87 7.2782% 6.9046%
1.60% 2.152%
04/17/00 1 57,181.90 7.2777% 6.9041%
0.26% 0.105%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Adjustable Rate Group 8
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
11/15/00 1 276347.08 0 0.00
0.18% 0.126% 0.00% 0.000%
10/16/00 1 357990.63 0 0.00
0.18% 0.163% 0.00% 0.000%
09/15/00 1 358338.1 0 0.00
0.18% 0.162% 0.00% 0.000%
08/15/00 2 1050812.78 0 0.00
0.36% 0.473% 0.00% 0.000%
07/17/00 1 359026.88 0 0.00
0.18% 0.160% 0.00% 0.000%
06/15/00 2 749956.66 0 0.00
0.36% 0.334% 0.00% 0.000%
05/15/00 3 1055377.78 0 0.00
0.53% 0.464% 0.00% 0.000%
04/17/00 2 791501.87 0 0.00
0.35% 0.342% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
11/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
10/16/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
11/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
10/16/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
11/15/00 1 489,573 7.2472% 6.8723%
0.18% 0.224%
10/16/00 4 1,710,153 7.2468% 6.8719%
0.73% 0.779%
09/15/00 1 288,320 7.2471% 6.8722%
0.18% 0.130%
08/15/00 4 1,744,688 7.2452% 6.8703%
0.72% 0.786%
07/17/00 1 392,105 7.2431% 6.8683%
0.18% 0.175%
06/15/00 3 2,470,530 7.2401% 6.8653%
0.54% 1.099%
05/15/00 11 3,576,795 7.2410% 6.8661%
1.95% 1.571%
04/17/00 1 275,459 7.2411% 6.8662%
0.17% 0.119%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
Note: Foreclosure and Reo are not included in the Appropriate
Delinquency Aging Category.
Aggregate Loan Pool Information
Fixed Rate Group
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
11/15/00 53 3528518 4 355104
2.72% 1.822% 0.21% 0.183%
10/16/00 48 2564327.02 5 273492.63
2.44% 1.311% 0.25% 0.140%
09/15/00 52 3567111.5 5 498781.66
2.62% 1.806% 0.25% 0.253%
08/15/00 51 2877765.24 1 60736
2.54% 1.438% 0.05% 0.030%
07/17/00 50 2970040.43 2 221535.07
2.47% 1.470% 0.10% 0.110%
06/15/00 51 3325869.44 2 75871.36
2.51% 1.633% 0.10% 0.037%
05/15/00 49 3212186.95 1 23317.16
2.40% 1.559% 0.05% 0.011%
04/17/00 32 2857315.29 2 276193.18
1.55% 1.374% 0.10% 0.133%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
11/15/00 4 297734.04 0 0
0.21% 0.154% 0.00% 0.000%
10/16/00 2 178026.2 0 0
0.10% 0.091% 0.00% 0.000%
09/15/00 1 58630.04 0 0
0.05% 0.030% 0.00% 0.000%
08/15/00 1 58690.45 0 0
0.05% 0.029% 0.00% 0.000%
07/17/00 1 58750.41 0 0
0.05% 0.029% 0.00% 0.000%
06/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
05/15/00 1 64268.57 0 0
0.05% 0.031% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
11/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
10/16/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
09/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
08/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
11/15/00 22 1,695,509 7.2775% 6.8723%
1.13% 0.876%
10/16/00 17 1,450,987 7.2781% 6.8719%
0.86% 0.742%
09/15/00 21 2,151,217 7.2797% 6.8722%
1.06% 1.089%
08/15/00 16 1,594,824 7.2789% 6.8703%
0.80% 0.797%
07/17/00 9 1,247,543 7.2791% 6.8683%
0.45% 0.617%
06/15/00 13 1,852,224 7.2804% 6.8653%
0.64% 0.909%
05/15/00 14 1,449,275 7.2806% 6.8661%
0.68% 0.703%
04/17/00 7 322,152 7.2814% 6.8662%
0.34% 0.155%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
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 1293 34,786,713
50,000 to 100,000 1603118,373,309
100,000 to 150,000 919112,406,555
150,000 to 200,000 412 71,528,406
200,000 to 250,000 620140,406,374
250,000 to 300,000 559152,852,517
300,000 to 350,000 343110,893,002
350,000 to 400,000 237 89,028,732
400,000 to 450,000 107 45,337,383
450,000 to 500,000 112 53,526,557
500,000 to 550,000 58 30,479,640
550,000 to 600,000 46 26,487,407
600,000 to 650,000 48 29,969,400
650,000 to 700,000 27 18,210,953
700,000 to 3,000,000 119118,612,202
Total 0 0 65031,152,899,149
Average Scheduled Balance is 177,287
Maximum Scheduled Balance is 2,143,147
Minimum Scheduled Balance is 1,115
Pool Total
Distribution of Principal Balances
% of
Bal Term Coupon
3.02% 224 8.113%
10.27% 292 7.588%
9.75% 303 7.416%
6.20% 304 7.376%
12.18% 315 7.385%
13.26% 323 7.342%
9.62% 321 7.362%
7.72% 329 7.287%
3.93% 328 7.308%
4.64% 323 7.245%
2.64% 328 7.249%
2.30% 321 7.262%
2.60% 328 7.375%
1.58% 330 7.171%
10.29% 330 7.179%
100.00% 314 7.501%
Pool Total
Distribution of Property Types
# of Scheduled % of
Property Types Loans Balance Balance
Single Family 4899 886,388,433 76.88%
Condo 883 131,279,947 11.39%
PUD 324 82,850,708 7.19%
2-4 Family 318 40,446,034 3.51%
Town House 39 6,374,36 0.55%
Unknown 23 2,876,28 0.25%
Co-op 17 2,683,37 0.23%
Total 6503 1,152,899,148. 100%
Pool Total
Distribution of Property Types
Property Types Term Coupon
Single Family 314 7.372%
Condo 315 7.412%
PUD 320 7.303%
2-4 Family 305 7.428%
Town House 300 7.219%
Unknown 280 7.676%
Co-op 302 7.750%
Total 314 7.501%
Pool Total
Geographic Distribution
Geographic # of Scheduled % of
Location Loans Balance Balance
Illinois 2516 468,347,157 40.62%
Michigan 1767 340,924,309 29.57%
Indiana 1016 142,122,074 12.33%
Florida 272 47,366,995 4.11%
Ohio 260 36,184,013 3.14%
Colorado 75 24,032,010 2.08%
Wisconsin 113 20,555,311 1.78%
Kentucky 133 16,914,810 1.47%
Arizona 63 10,303,812 0.89%
Texas 105 9,860,407 0.86%
Louisiana 81 7,442,080 0.65%
California 11 5,134,939 0.45%
Utah 15 3,327,192 0.29%
New York 5 2,214,287 0.19%
Connecticut 3 2,062,918 0.18%
Hiwaii 1 1,977,863 0.17%
Neveda 4 1,364,385 0.12%
Georgia 6 1,342,843 0.12%
Washington 2 1,324,611 0.11%
Pennsylvania 3 1,302,687 0.11%
North Carolina 6 1,045,327 0.09%
Montana 3 854,109 0.07%
Maine 2 806,976 0.07%
Maryland 1 678,153 0.06%
Minnesota 10 653,105 0.06%
Missouri 3 645,504 0.06%
Oklahoma 7 628,036 0.05%
New Jersey 2 562,326 0.05%
South Carolina 5 561,114 0.05%
Wyoming 2 515,945 0.04%
Other 11 1,843,852 0.16%
Total 6503 1,152,899,149 100.00%
Geographic Term Coupon
Location
Illinois 311 7.264%
Michigan 320 7.436%
Indiana 304 7.477%
Florida 312 7.492%
Ohio 316 7.471%
Colorado 337 7.352%
Wisconsin 329 7.464%
Kentucky 325 7.518%
Arizona 324 7.334%
Texas 300 7.483%
Louisiana 326 7.451%
California 315 7.301%
Utah 334 7.077%
New York 331 7.605%
Connecticut 328 6.688%
Hiwaii 347 8.850%
Neveda 308 8.684%
Georgia 324 7.417%
Washington 333 7.597%
Pennsylvania 332 7.024%
North Carolina 323 7.463%
Montana 341 7.712%
Maine 336 7.003%
Maryland 328 6.550%
Minnesota 279 8.014%
Missouri 346 7.435%
Oklahoma 275 7.686%
New Jersey 339 6.811%
South Carolina 300 7.612%
Wyoming 346 7.058%
Other 301 7.337%
Total 314 7.501%
Pool Total
Loan Seasoning
# of Scheduled % of
Number of Years Loans Balance Balance
1 year or less 241 76,880,544 6.67%
1+ to 2 years 809 168,494,959 14.61%
2+ to 3 years 2211 495,655,833 42.99%
3+ to 4 years 352 59,199,436 5.13%
4+ to 5 years 547 99,123,599 8.60%
5+ to 6 years 268 31,050,031 2.69%
6+ to 7 years 578 66,271,087 5.75%
7+ to 8 years 292 27,918,935 2.42%
8+ to 9 years 137 8,639,359 0.75%
9+ to 10 years 67 4,307,331 0.37%
10 years or more 672 24,107,266 2.09%
Total 6174 1,061,648,381 92.09%
Pool Total
Loan Seasoning
Number of Years Term Coupon
1 year or less 346 7.607%
1+ to 2 years 332 7.060%
2+ to 3 years 323 7.128%
3+ to 4 years 310 7.908%
4+ to 5 years 295 7.484%
5+ to 6 years 283 8.187%
6+ to 7 years 262 7.536%
7+ to 8 years 248 7.978%
8+ to 9 years 228 8.550%
9+ to 10 years 217 8.688%
10 years or more 179 8.627%
Total 314 7.501%
Pool Total
Distribution of Mortgage Interest Rates
Current Mortgage # of Scheduled
Interest Rate Loans Balance
6.000% or less 0 0
6.000% to 6.250% 27 6,955,925
6.250% to 6.500% 107 24,019,778
6.500% to 6.750% 446113,567,220
6.750% to 7.000% 1174270,222,137
7.000% to 7.250% 1277257,549,992
7.250% to 7.500% 768135,076,956
7.500% to 7.750% 565114,388,641
7.750% to 8.000% 422 68,776,545
8.000% to 8.250% 360 34,697,447
8.250% to 8.500% 268 21,335,175
8.500% to 8.750% 232 14,603,099
8.750% to 9.000% 444 43,930,987
9.000% to 9.250% 338 40,482,344
9.250% & Above 75 7,292,902
Total 65031,152,899,149
Pool Total
Distribution of Mortgage Interest Rates
Current Mortgage % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.60% 316
6.250% to 6.500% 2.08% 312
6.500% to 6.750% 9.85% 318
6.750% to 7.000% 23.44% 317
7.000% to 7.250% 22.34% 319
7.250% to 7.500% 11.72% 323
7.500% to 7.750% 9.92% 333
7.750% to 8.000% 5.97% 321
8.000% to 8.250% 3.01% 272
8.250% to 8.500% 1.85% 272
8.500% to 8.750% 1.27% 255
8.750% to 9.000% 3.81% 271
9.000% to 9.250% 3.51% 290
9.250% & Above 0.63% 291
Total 100.00% 314
Pool Total
Distribution of Mortgage Interest Rates
Current Mortgage Coupon
Interest Rate
6.000% or less
6.000% to 6.250% 6.193%
6.250% to 6.500% 6.432%
6.500% to 6.750% 6.675%
6.750% to 7.000% 6.914%
7.000% to 7.250% 7.146%
7.250% to 7.500% 7.383%
7.500% to 7.750% 7.648%
7.750% to 8.000% 7.898%
8.000% to 8.250% 8.178%
8.250% to 8.500% 8.452%
8.500% to 8.750% 8.703%
8.750% to 9.000% 8.910%
9.000% to 9.250% 9.166%
9.250% & Above 9.389%
Total 7.501%
W/Avg Mortgage Interest Rate i 7.501%
Minimum Mortgage Interest Rate 6.100%
Maximum Mortgage Interest Rate 10.375%
Adjustable Rate Group 1
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
0 to 50,000 639 16092363
50,000 to 100,000 379 27814204
100,000 to 150,000 156 18944344
150,000 to 200,000 63 10916991
200,000 to 250,000 102 22497113
250,000 to 300,000 3 831450
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 1342 97096466
Adjustable Rate Group 1
Distribution of Principal Balances
Current Scheduled % of
Balances Bal
to 5 16.57%
5 to 100 28.65%
10 to 150 19.51%
15 to 200 11.24%
20 to 250 23.17%
25 to 300 0.86%
30 to 350
35 to 400
40 to 450
45 to 500
50 to 550
55 to 600
60 to 650
65 to 700
70 to 3,000,
Total 100%
Current Scheduled
Balances Term Coupon
to 5 194 8.571%
5 to 100 266 8.333%
10 to 150 288 8.181%
15 to 200 280 8.324%
20 to 250 298 8.162%
25 to 300 308 7.070%
30 to 350
35 to 400
40 to 450
45 to 500
50 to 550
55 to 600
60 to 650
65 to 700
70 to 3,000,
Total 267 8.599%
Average Scheduled Balance is 72,352
Maximum Scheduled Balance is 1,977,863
Minimum Scheduled Balance is 10,930
Adjustable Rate Group 1
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 1003 71,115,5 73.24%
Condo 206 14,049,0 14.47%
2-4 Family 77 5,957, 6.14%
PUD 38 4,572, 4.71%
Town House 7 672 0.69%
Unknown 6 494 0.51%
Co-op 5 234 0.24%
Total 1342 97,096,4 100.00%
Adjustable Rate Group 1
Distribution of Property Types
Property Typ Term Coupon
Single Famil 265 8.295%
Condo 270 8.394%
2-4 Family 271 8.160%
PUD 287 8.193%
Town House 279 7.903%
Unknown 261 7.951%
Co-op 259 8.249%
Total 267 8.599%
Adjustable Rate Group 1
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Illinois 384 35,903,1 36.98%
Michigan 442 27,224,7 28.04%
Indiana 280 17,887,0 18.42%
Florida 100 5,431, 5.59%
Ohio 42 3,257, 3.35%
Wisconsin 19 1,532, 1.58%
Texas 24 1,510, 1.56%
Colorado 13 1,083, 1.12%
Kentucky 10 862 0.89%
Utah 2 368 0.38%
Louisiana 4 341 0.35%
Arizona 2 308 0.32%
Georgia 2 260 0.27%
Minnesota 8 251 0.26%
South Caroli 3 231 0.24%
California 1 224 0.23%
Virginia 2 111 0.11%
Montana 1 9 0.10%
Oklahoma 1 9 0.09%
Massachusett 1 7 0.08%
North Caroli 1 3 0.04%
Total 1342 97096466 100.00%
Adjustable Rate Group 1
Geographic Distribution
Geographic
Location Term Coupon
Illinois 282 8.080%
Michigan 260 8.449%
Indiana 255 8.535%
Florida 235 8.555%
Ohio 290 8.060%
Wisconsin 305 7.984%
Texas 219 8.020%
Colorado 294 7.337%
Kentucky 281 8.235%
Utah 309 7.893%
Louisiana 227 8.795%
Arizona 315 7.783%
Georgia 289 9.163%
Minnesota 177 8.683%
South Caroli 243 8.336%
California 333 9.250%
Virginia 155 8.287%
Montana 301 7.350%
Oklahoma 288 7.750%
Massachusett 298 7.550%
North Caroli 190 8.840%
Total 267 8.599%
Adjustable Rate Group 1
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 7 1,205, 1.24%
1+ to 2 yea 12 1,187, 1.22%
2+ to 3 year 89 10,853,5 11.18%
3+ to 4 year 49 6,226, 6.41%
4+ to 5 year 199 21,797,4 22.45%
5+ to 6 year 122 9,968, 10.27%
6+ to 7 year 117 10,421,8 10.73%
7+ to 8 year 126 8,237, 8.48%
8+ to 9 year 89 4,916, 5.06%
9+ to 10 yea 57 2,757, 2.84%
10 years or 458 17,450,9 17.97%
Total 1325 95,022,7 97.86%
Adjustable Rate Group 1
Loan Seasoning
0 Term Coupon
0 346 7.0881%
0 333 8.4312%
0 312 7.8814%
0 307 8.8597%
0 296 7.7152%
0 285 8.7424%
0 265 8.4957%
Distribution 248 8.5636%
Current Sch 230 8.6310%
Balances 221 8.6717%
0 188 8.6233%
50000.01 267 8.5992%
Adjustable Rate Group 1
Distribution of Mortgage Interest Rates
Current Mor Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 3 252,715
6.250% to 6.500% 4 577,062
6.500% to 6.750% 29 4,425,653
6.750% to 7.000% 51 6,214,634
7.000% to 7.250% 71 7,680,132
7.250% to 7.500% 39 3,969,761
7.500% to 7.750% 19 1,585,618
7.750% to 8.000% 83 5,602,331
8.000% to 8.250% 214 13,395,545
8.250% to 8.500% 129 8,207,016
8.500% to 8.750% 123 5,932,097
8.750% to 9.000% 296 18,201,238
9.000% to 9.250% 222 18,373,564
9.250% & Above 59 2,679,100
Total 1342 97,096,466
Adjustable Rate Group 1
Distribution of Mortgage Interest Rates
Current Mor Interest Rate % of
Interest Rate Balance
6.000% or less
6.000% to 6.250% 0.26%
6.250% to 6.500% 0.59%
6.500% to 6.750% 4.56%
6.750% to 7.000% 6.40%
7.000% to 7.250% 7.91%
7.250% to 7.500% 4.09%
7.500% to 7.750% 1.63%
7.750% to 8.000% 5.77%
8.000% to 8.250% 13.80%
8.250% to 8.500% 8.45%
8.500% to 8.750% 6.11%
8.750% to 9.000% 18.75%
9.000% to 9.250% 18.92%
9.250% & Above 2.76%
Total 100.00%
Adjustable Rate Group 1
Distribution of Mortgage Interest Rates
Current Mor Interest Rate
Interest Rate Term Coupon
6.000% or less
6.000% to 6.250% 300 6.169%
6.250% to 6.500% 284 6.389%
6.500% to 6.750% 303 6.671%
6.750% to 7.000% 314 6.917%
7.000% to 7.250% 311 7.184%
7.250% to 7.500% 300 7.359%
7.500% to 7.750% 275 7.687%
7.750% to 8.000% 246 7.967%
8.000% to 8.250% 248 8.188%
8.250% to 8.500% 248 8.463%
8.500% to 8.750% 228 8.709%
8.750% to 9.000% 248 8.903%
9.000% to 9.250% 278 9.148%
9.250% & Above 257 9.403%
Total 267 8.599%
W/Avg Mortgage Interest Rate is 8.599%
Minimum Mortgage Interest Rate is 6.125%
Maximum Mortgage Interest Rate is 10.375%
Adjustable Rate Group 2
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 2 35,017
5 to 100 9 647,402
10 to 150 4 489,351
15 to 200 5 897,855
20 to 250 33 7,813,580
25 to 300 80 21,967,015
30 to 350 56 17,978,483
35 to 400 40 15,062,271
40 to 450 15 6,322,420
45 to 500 20 9,581,630
50 to 550 10 5,280,420
55 to 600 5 2,926,986
60 to 650 8 4,966,071
65 to 700 7 4,708,574
70 to 3,000, 17 16,670,721
Total 311115,347,797
Adjustable Rate Group 2
Distribution of Principal Balances
Current Scheduled % of
Balances Bal
to 5 0.03%
5 to 100 0.56%
10 to 150 0.42%
15 to 200 0.78%
20 to 250 6.77%
25 to 300 19.04%
30 to 350 15.59%
35 to 400 13.06%
40 to 450 5.48%
45 to 500 8.31%
50 to 550 4.58%
55 to 600 2.54%
60 to 650 4.31%
65 to 700 4.08%
70 to 3,000, 14.45%
Total 100.00%
Adjustable Rate Group 2
Distribution of Principal Balances
Current Scheduled
Balances Term Coupon
0 to 50000 247 8.045%
50000.01 to 100000 299 8.121%
100000.01 to 150000 156 8.787%
150000.01 to 200000 162 8.480%
200000.01 to 250000 285 8.065%
250000.01 to 300000 303 8.252%
300000.01 to 350000 296 7.958%
350000.01 to 400000 318 7.826%
400000.01 to 450000 317 7.931%
450000.01 to 500000 328 7.729%
500000.01 to 550000 325 7.816%
550000.01 to 600000 324 8.161%
600000.01 to 650000 306 8.206%
650000.01 to 700000 326 7.522%
700000.01 to 3000000 319 7.725%
Total 309 8.268%
Average Scheduled Balance is 0
Maximum Scheduled Balance is 0
Minimum Scheduled Balance is 0
Adjustable Rate Group 2
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 254 94,529,346 81.95%
Condo 26 10,660,292 9.24%
PUD 29 9,581,916 8.31%
Town House 2 576,243 0.50%
Total 311 115,347,797 100.00%
Adjustable Rate Group 2
Distribution of Property Types
Property Typ Term Coupon
Single Famil 308 7.960%
Condo 322 8.188%
PUD 300 7.647%
Town House 315 6.942%
Total 309 8.268%
Adjustable Rate Group 2
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Illinois 126 46,624,659 40.42%
Michigan 106 39,614,440 34.34%
Indiana 35 10,438,375 9.05%
Florida 14 4,894,620 4.24%
Ohio 6 2,770,683 2.40%
Colorado 4 1,989,866 1.73%
Hiwaii 1 1,977,863 1.71%
Wisconsin 6 1,910,040 1.66%
Texas 3 1,367,012 1.19%
Neveda 1 1,114,184 0.97%
Arizona 3 956,524 0.83%
Kentucky 3 902,423 0.78%
Utah 1 273,268 0.24%
North Caroli 1 269,558 0.23%
Louisiana 1 244,282 0.21%
Total 311 115,347,797 100.00%
Adjustable Rate Group 2
Geographic Distribution
Geographic
Location Term Coupon
Illinois 306 7.773%
Michigan 316 8.106%
Indiana 286 8.352%
Florida 306 8.034%
Ohio 268 7.321%
Colorado 320 7.313%
Hiwaii 347 8.850%
Wisconsin 323 7.743%
Texas 314 7.098%
Neveda 304 9.000%
Arizona 308 7.473%
Kentucky 348 7.654%
Utah 350 6.150%
North Caroli 290 8.250%
Louisiana 328 8.750%
Total 309 8.268%
Adjustable Rate Group 2
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 24 11,793,239 10.22%
1+ to 2 yea 7 2,649,189 2.30%
2+ to 3 year 57 21,475,146 18.62%
3+ to 4 year 27 8,391,703 7.28%
4+ to 5 year 76 27,573,091 23.90%
5+ to 6 year 20 7,628,940 6.61%
6+ to 7 year 31 9,224,161 8.00%
7+ to 8 year 18 5,049,199 4.38%
8+ to 9 year 5 1,612,696 1.40%
9+ to 10 yea 3 945,790 0.82%
10 years or 11 2,688,495 2.33%
Total 279 99,031,649 85.85%
Adjustable Rate Group 2
Loan Seasoning
Number of Ye Term Coupon
1 year or le 347 7.856%
1+ to 2 yea 336 8.417%
2+ to 3 year 324 7.515%
3+ to 4 year 316 8.984%
4+ to 5 year 296 7.760%
5+ to 6 year 275 8.576%
6+ to 7 year 273 8.521%
7+ to 8 year 263 8.669%
8+ to 9 year 258 8.771%
9+ to 10 yea 245 8.913%
10 years or 211 8.706%
Total 309 8.268%
Adjustable Rate Group 2
Distribution of Mortgage Interest Rates
Current Mor Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 3 1,029,403
6.250% to 6.500% 3 1,625,684
6.500% to 6.750% 24 8,872,006
6.750% to 7.000% 55 22,751,315
7.000% to 7.250% 27 11,868,204
7.250% to 7.500% 10 4,656,091
7.500% to 7.750% 3 1,558,065
7.750% to 8.000% 8 2,187,939
8.000% to 8.250% 30 9,048,913
8.250% to 8.500% 24 7,542,448
8.500% to 8.750% 20 6,219,877
8.750% to 9.000% 48 18,710,484
9.000% to 9.250% 45 14,783,011
9.250% & Above 11 4,494,357
Total 311115,347,797
Adjustable Rate Group 2
Distribution of Mortgage Interest Rates
Current Mor Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.89% 345
6.250% to 6.500% 1.41% 335
6.500% to 6.750% 7.69% 315
6.750% to 7.000% 19.72% 313
7.000% to 7.250% 10.29% 335
7.250% to 7.500% 4.04% 342
7.500% to 7.750% 1.35% 344
7.750% to 8.000% 1.90% 294
8.000% to 8.250% 7.84% 271
8.250% to 8.500% 6.54% 297
8.500% to 8.750% 5.39% 291
8.750% to 9.000% 16.22% 302
9.000% to 9.250% 12.82% 302
9.250% & Above 3.90% 317
Total 100.00% 309
Adjustable Rate Group 2
Distribution of Mortgage Interest Rates
Current Mor Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.151%
6.250% to 6.500% 6.368%
6.500% to 6.750% 6.650%
6.750% to 7.000% 6.899%
7.000% to 7.250% 7.170%
7.250% to 7.500% 7.336%
7.500% to 7.750% 7.600%
7.750% to 8.000% 7.999%
8.000% to 8.250% 8.178%
8.250% to 8.500% 8.458%
8.500% to 8.750% 8.703%
8.750% to 9.000% 8.899%
9.000% to 9.250% 9.150%
9.250% & Above 9.375%
Total 8.268%
W/Avg Mortgage Interest Rate is 8.268%
Minimum Mortgage Interest Rate is 6.100%
Maximum Mortgage Interest Rate is 9.375%
Adjustable Rate Group 3
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 102 2,908,364
5 to 100 209 15,280,884
10 to 150 128 15,851,837
15 to 200 71 12,130,368
20 to 250 139 30,776,140
25 to 300 3 791,562
30 to 350 1 305,084
35 to 400 1 368,059
40 to 450
45 to 500
50 to 550
55 to 600
60 to 650
65 to 700
70 to 3,000,
Total 654 78,412,299
Adjustable Rate Group 3
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 3.71% 230
5 to 100 19.49% 307
10 to 150 20.22% 314
15 to 200 15.47% 315
20 to 250 39.25% 320
25 to 300 1.01% 326
30 to 350 0.39% 321
35 to 400 0.47% 330
40 to 450
45 to 500
50 to 550
55 to 600
60 to 650
65 to 700
70 to 3,000,
Total 100.00% 312
Adjustable Rate Group 3
Distribution of Principal Balances
Current Scheduled
Balances Coupon
0 to 50000 8.077%
50000.01 to 100000 7.530%
100000.01 to 150000 7.327%
150000.01 to 200000 7.216%
200000.01 to 250000 7.133%
250000.01 to 300000 6.984%
300000.01 to 350000 7.700%
350000.01 to 400000 7.100%
400000.01 to 450000
450000.01 to 500000
500000.01 to 550000
550000.01 to 600000
600000.01 to 650000
650000.01 to 700000
700000.01 to 3000000
Total 7.439%
Average Scheduled Balance is 119,896
Maximum Scheduled Balance is 368,059
Minimum Scheduled Balance is 3,861
Adjustable Rate Group 3
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 453 53,479,269 68.20%
Condo 114 12,369,842 15.78%
2-4 Family 42 6,243,472 7.96%
PUD 33 4,898,457 6.25%
Town House 5 698,207 0.89%
Unknown 6 562,974 0.72%
Co-op 1 160,078 0.20%
Total 654 78,412,299 100.00%
Adjustable Rate Group 3
Distribution of Property Types
Property Typ Term Coupon
Single Famil 312 7.306%
Condo 312 7.299%
2-4 Family 314 7.267%
PUD 308 7.232%
Town House 316 7.304%
Unknown 309 7.534%
Co-op 332 7.375%
Total 312 7.439%
Adjustable Rate Group 3
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Illinois 243 33,491,155 42.71%
Michigan 178 21,694,917 27.67%
Indiana 114 10,391,384 13.25%
Wisconsin 25 2,935,318 3.74%
Florida 30 2,922,819 3.73%
Kentucky 22 2,281,555 2.91%
Ohio 15 1,375,336 1.75%
Arizona 6 973,797 1.24%
Texas 9 878,176 1.12%
Utah 2 390,874 0.50%
Connecticut 2 362,915 0.46%
North Caroli 2 205,098 0.26%
South Caroli 1 137,562 0.18%
Minnesota 1 129,377 0.16%
Missouri 1 98,512 0.13%
Colorado 1 69,660 0.09%
Oklahoma 1 44,544 0.06%
Vermont 1 29,300 0.04%
Total 654 78,412,299 100.00%
Adjustable Rate Group 3
Geographic Distribution
Geographic
Location Term Coupon
Illinois 316 7.184%
Michigan 314 7.297%
Indiana 294 7.510%
Wisconsin 326 7.296%
Florida 299 7.780%
Kentucky 315 7.427%
Ohio 317 7.711%
Arizona 338 7.095%
Texas 301 7.582%
Utah 298 6.491%
Connecticut 321 6.868%
North Caroli 331 6.621%
South Caroli 339 7.250%
Minnesota 329 6.950%
Missouri 342 7.375%
Colorado 345 7.375%
Oklahoma 119 8.250%
Vermont 333 7.125%
Total 312 7.439%
Adjustable Rate Group 3
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 7 1,154,375 1.47%
1+ to 2 yea 47 6,052,180 7.72%
2+ to 3 year 259 34,499,923 44.00%
3+ to 4 year 99 12,996,382 16.57%
4+ to 5 year 103 13,333,163 17.00%
5+ to 6 year 38 3,001,239 3.83%
6+ to 7 year 29 3,037,859 3.87%
7+ to 8 year 5 257,530 0.33%
8+ to 9 year 7 277,759 0.35%
9+ to 10 yea 5 179,636 0.23%
10 years or 35 1,049,406 1.34%
Total 634 75,839,452 96.72%
Adjustable Rate Group 3
Loan Seasoning
Number of Ye Term Coupon
$0 346 7.2015%
$0 333 6.9559%
$0 324 7.0262%
$0 310 7.6485%
$0 295 7.3232%
Distribution 284 7.5399%
Current Sch 281 8.1908%
Balances 253 9.0221%
$0 134 9.0000%
$50,000 192 9.2998%
$100,000 172 8.9869%
Total 312 7.4394%
Adjustable Rate Group 3
Distribution of Mortgage Interest Rates
Current Mor Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 13 2,042,095
6.250% to 6.500% 17 2,709,558
6.500% to 6.750% 72 11,366,215
6.750% to 7.000% 117 15,553,986
7.000% to 7.250% 91 11,743,932
7.250% to 7.500% 104 13,533,827
7.500% to 7.750% 67 7,994,961
7.750% to 8.000% 54 5,241,487
8.000% to 8.250% 19 2,414,069
8.250% to 8.500% 7 450,466
8.500% to 8.750% 11 498,765
8.750% to 9.000% 35 1,827,230
9.000% to 9.250% 42 2,916,263
9.250% & Above 5 119,445
Total 654 78,412,299
Adjustable Rate Group 3
Distribution of Mortgage Interest Rates
Current Mor Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 2.60% 313
6.250% to 6.500% 3.46% 325
6.500% to 6.750% 14.50% 320
6.750% to 7.000% 19.84% 322
7.000% to 7.250% 14.98% 314
7.250% to 7.500% 17.26% 321
7.500% to 7.750% 10.20% 316
7.750% to 8.000% 6.68% 294
8.000% to 8.250% 3.08% 300
8.250% to 8.500% 0.57% 280
8.500% to 8.750% 0.64% 281
8.750% to 9.000% 2.33% 225
9.000% to 9.250% 3.72% 274
9.250% & Above 0.15% 106
Total 100.00% 312
Adjustable Rate Group 3
Distribution of Mortgage Interest Rates
Current Mor Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.193%
6.250% to 6.500% 6.421%
6.500% to 6.750% 6.666%
6.750% to 7.000% 6.908%
7.000% to 7.250% 7.136%
7.250% to 7.500% 7.394%
7.500% to 7.750% 7.677%
7.750% to 8.000% 7.901%
8.000% to 8.250% 8.152%
8.250% to 8.500% 8.392%
8.500% to 8.750% 8.750%
8.750% to 9.000% 8.990%
9.000% to 9.250% 9.246%
9.250% & Above 9.619%
Total 7.439%
W/Avg Mortgage Interest Rate is 7.439%
Minimum Mortgage Interest Rate is 6.100%
Maximum Mortgage Interest Rate is 10.000%
Adjustable Rate Group 4
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 1 33,080
5 to 100 4 283,782
10 to 150 6 746,617
15 to 200 3 546,730
20 to 250 30 7,233,991
25 to 300 129 35,213,456
30 to 350 74 23,878,654
35 to 400 40 14,919,000
40 to 450 23 9,732,813
45 to 500 29 13,846,050
50 to 550 14 7,386,411
55 to 600 12 6,841,063
60 to 650 8 4,985,825
65 to 700 3 2,014,242
70 to 3,000, 27 25,934,028
Total 403153,595,742
Adjustable Rate Group 4
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 0.02% 303
5 to 100 0.18% 260
10 to 150 0.49% 283
15 to 200 0.36% 212
20 to 250 4.71% 293
25 to 300 22.93% 320
30 to 350 15.55% 314
35 to 400 9.71% 325
40 to 450 6.34% 320
45 to 500 9.01% 315
50 to 550 4.81% 315
55 to 600 4.45% 324
60 to 650 3.25% 327
65 to 700 1.31% 328
70 to 3,000, 16.88% 328
Total 100.00% 319
Adjustable Rate Group 4
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 6.900%
5 to 100 7.048%
10 to 150 7.520%
15 to 200 7.135%
20 to 250 7.280%
25 to 300 6.977%
30 to 350 7.233%
35 to 400 7.042%
40 to 450 7.134%
45 to 500 6.920%
50 to 550 6.938%
55 to 600 6.997%
60 to 650 6.991%
65 to 700 6.918%
70 to 3,000, 7.014%
Total 7.161%
Average Scheduled Balance is 381,131
Maximum Scheduled Balance is 2,143,147
Minimum Scheduled Balance is 33,080
Adjustable Rate Group 4
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 316 120,096,493 78.19%
Condo 38 15,128,489 9.85%
PUD 39 14,780,237 9.62%
2-4 Family 3 1,261,878 0.82%
Co-op 3 1,180,349 0.77%
Unknown 2 619,207 0.40%
Town House 2 529,090 0.34%
Total 403 153,595,742 100.00%
Adjustable Rate Group 4
Distribution of Property Types
Property Typ Term Coupon
Single Famil 320 7.047%
Condo 312 6.989%
PUD 314 7.016%
2-4 Family 326 7.636%
Co-op 312 7.426%
Unknown 293 8.120%
Town House 338 7.091%
Total 319 7.161%
Adjustable Rate Group 4
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Illinois 193 74,009,902 48.18%
Michigan 122 42,554,308 27.71%
Indiana 31 11,831,675 7.70%
Florida 17 9,094,265 5.92%
Colorado 9 4,310,768 2.81%
Ohio 7 3,235,245 2.11%
Wisconsin 8 2,396,984 1.56%
Arizona 7 2,325,197 1.51%
Texas 3 1,731,726 1.13%
Pennsylvania 2 966,368 0.63%
California 2 575,788 0.37%
Kentucky 1 311,281 0.20%
Utah 1 252,235 0.16%
Total 403 153,595,742 100.00%
Adjustable Rate Group 4
Geographic Distribution
Geographic
Location Term Coupon
Illinois 317 7.005%
Michigan 317 7.090%
Indiana 320 7.001%
Florida 311 7.041%
Colorado 336 7.077%
Ohio 323 7.327%
Wisconsin 337 7.524%
Arizona 327 7.126%
Texas 340 6.772%
Pennsylvania 326 6.997%
California 291 7.953%
Kentucky 329 7.250%
Utah 329 6.850%
Total 319 7.161%
Adjustable Rate Group 4
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 20 8,841,420 5.76%
1+ to 2 yea 28 10,198,526 6.64%
2+ to 3 year 240 96,620,438 62.91%
3+ to 4 year 38 12,139,326 7.90%
4+ to 5 year 51 16,742,329 10.90%
5+ to 6 year 8 3,819,199 2.49%
6+ to 7 year 3 936,297 0.61%
7+ to 8 year 3 767,324 0.50%
8+ to 9 year 1 307,925 0.20%
9+ to 10 yea 1 234,024 0.15%
10 years or 2 454,078 0.30%
Total 395 151,060,884 98.35%
Adjustable Rate Group 4
Loan Seasoning
Number of Ye Term Coupon
$0 346 7.388%
$0 331 6.898%
$0 323 6.918%
$0 306 7.403%
$0 296 7.101%
Distribution 293 7.222%
Current Sch 284 8.016%
Balances 219 9.000%
$0 257 9.000%
$50,000 125 9.000%
$100,000 190 9.000%
$150,000 319 7.161%
Adjustable Rate Group 4
Distribution of Mortgage Interest Rates
Current Mor Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 5 1,871,489
6.250% to 6.500% 20 8,827,046
6.500% to 6.750% 95 34,971,592
6.750% to 7.000% 143 57,253,187
7.000% to 7.250% 47 17,367,779
7.250% to 7.500% 26 11,698,648
7.500% to 7.750% 33 10,453,135
7.750% to 8.000% 14 4,626,072
8.000% to 8.250% 1 277,046
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000% 9 2,376,730
9.000% to 9.250% 10 3,873,018
9.250% & Above
Total 403153,595,742
Adjustable Rate Group 4
Distribution of Mortgage Interest Rates
Current Mor Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 1.22% 297
6.250% to 6.500% 5.75% 323
6.500% to 6.750% 22.77% 317
6.750% to 7.000% 37.28% 321
7.000% to 7.250% 11.31% 312
7.250% to 7.500% 7.62% 331
7.500% to 7.750% 6.81% 334
7.750% to 8.000% 3.01% 302
8.000% to 8.250% 0.18% 311
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000% 1.55% 232
9.000% to 9.250% 2.52% 320
9.250% & Above
Total 100.00% 319
Adjustable Rate Group 4
Distribution of Mortgage Interest Rates
Current Mor Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.208%
6.250% to 6.500% 6.414%
6.500% to 6.750% 6.664%
6.750% to 7.000% 6.906%
7.000% to 7.250% 7.131%
7.250% to 7.500% 7.392%
7.500% to 7.750% 7.647%
7.750% to 8.000% 7.896%
8.000% to 8.250% 8.100%
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000% 9.000%
9.000% to 9.250% 9.250%
9.250% & Above
Total 7.161%
W/Avg Mortgage Interest Rate is 7.161%
Minimum Mortgage Interest Rate is 6.150%
Maximum Mortgage Interest Rate is 9.250%
Adjustable Rate Group 5
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 48 1,699,849
5 to 100 152 11,407,971
10 to 150 132 16,072,450
15 to 200 72 12,507,804
20 to 250 93 20,971,167
25 to 300 1 273,611
30 to 350 1 328,898
35 to 400
40 to 450
45 to 500
50 to 550
55 to 600
60 to 650
65 to 700
70 to 3,000,
Total 499 63,261,751
Adjustable Rate Group 5
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 2.69% 299
5 to 100 18.03% 316
10 to 150 25.41% 331
15 to 200 19.77% 332
20 to 250 33.15% 330
25 to 300 0.43% 346
30 to 350 0.52% 328
35 to 400
40 to 450
45 to 500
50 to 550
55 to 600
60 to 650
65 to 700
70 to 3,000,
Total 100.00% 328
Adjustable Rate Group 5
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.838%
5 to 100 7.375%
10 to 150 7.264%
15 to 200 7.270%
20 to 250 7.145%
25 to 300 7.700%
30 to 350 6.300%
35 to 400,000
40 to 450,000
45 to 500,000
50 to 550,000
55 to 600,000
60 to 650,000
65 to 700,000
70 to 3,000,000
Total 7.348%
Average Scheduled Balance is 126,777
Maximum Scheduled Balance is 328,898
Minimum Scheduled Balance is 8,542
Adjustable Rate Group 5
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 368 46,039,045 72.78%
Condo 73 9,234,418 14.60%
PUD 31 4,464,494 7.06%
2-4 Family 21 2,945,221 4.66%
Co-op 3 345,104 0.55%
Unknown 2 176,978 0.28%
Town House 1 56,491 0.09%
Total 499 63,261,751 100.00%
Adjustable Rate Group 5
Distribution of Property Types
Property Typ Term Coupon
Single Famil 325 7.269%
Condo 334 7.227%
PUD 338 7.305%
2-4 Family 326 7.122%
Co-op 321 7.236%
Unknown 332 7.270%
Town House 341 6.650%
Total 328 7.348%
Adjustable Rate Group 5
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Illinois 154 22,785,213 36.02%
Michigan 147 18,172,239 28.73%
Indiana 98 10,809,449 17.09%
Wisconsin 16 2,051,618 3.24%
Ohio 19 2,007,873 3.17%
Kentucky 21 1,925,385 3.04%
Florida 15 1,864,958 2.95%
Colorado 7 1,070,754 1.69%
Louisiana 7 896,384 1.42%
Utah 6 688,689 1.09%
Arizona 4 560,733 0.89%
Texas 2 250,977 0.40%
Neveda 1 104,389 0.17%
Missouri 1 49,124 0.08%
New York 1 23,966 0.04%
Total 499 63,261,751 100.00%
Adjustable Rate Group 5
Geographic Distribution
Geographic
Location Term Coupon
Illinois 328 7.220%
Michigan 327 7.324%
Indiana 320 7.145%
Wisconsin 330 7.393%
Ohio 325 7.349%
Kentucky 325 7.396%
Florida 339 7.348%
Colorado 346 7.340%
Louisiana 346 7.310%
Utah 344 6.956%
Arizona 342 7.375%
Texas 341 7.483%
Neveda 336 7.000%
Missouri 332 6.900%
New York 295 7.800%
Total 328 7.348%
Adjustable Rate Group 5
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 26 3,758,351 5.94%
1+ to 2 yea 92 10,863,620 17.17%
2+ to 3 year 204 27,796,601 43.94%
3+ to 4 year 16 1,781,396 2.82%
4+ to 5 year 12 1,554,909 2.46%
5+ to 6 year 32 2,416,929 3.82%
6+ to 7 year 20 1,685,392 2.66%
7+ to 8 year 1 202,339 0.32%
8+ to 9 years
9+ to 10 years
10 years or more
Total 403 50,059,538 79.13%
Adjustable Rate Group 5
Loan Seasoning
Number of Ye Term Coupon
1 year or le 345 7.573%
1+ to 2 yea 328 6.935%
2+ to 3 year 325 7.022%
3+ to 4 year 313 7.728%
4+ to 5 year 307 7.624%
5+ to 6 year 282 8.191%
6+ to 7 year 278 7.656%
7+ to 8 year 274 6.950%
8+ to 9 year
9+ to 10 yea
10 years or
Total 328 7.348%
Adjustable Rate Group 5
Distribution of Mortgage Interest Rates
Current Mor Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250%
6.250% to 6.500% 5 815,871
6.500% to 6.750% 56 7,522,556
6.750% to 7.000% 136 18,871,272
7.000% to 7.250% 72 10,101,633
7.250% to 7.500% 59 6,731,816
7.500% to 7.750% 85 11,486,152
7.750% to 8.000% 35 4,111,685
8.000% to 8.250% 19 1,534,329
8.250% to 8.500% 18 1,185,356
8.500% to 8.750% 7 503,212
8.750% to 9.000% 6 303,199
9.000% to 9.250% 1 94,669
9.250% & Above
Total 499 63,261,751
Adjustable Rate Group 5
Distribution of Mortgage Interest Rates
Current Mor Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250%
6.250% to 6.500% 1.29% 280
6.500% to 6.750% 11.89% 333
6.750% to 7.000% 29.83% 323
7.000% to 7.250% 15.97% 323
7.250% to 7.500% 10.64% 335
7.500% to 7.750% 18.16% 345
7.750% to 8.000% 6.50% 331
8.000% to 8.250% 2.43% 297
8.250% to 8.500% 1.87% 291
8.500% to 8.750% 0.80% 287
8.750% to 9.000% 0.48% 268
9.000% to 9.250% 0.15% 294
9.250% & Above
Total 100.00% 328
Adjustable Rate Group 5
Distribution of Mortgage Interest Rates
Current Mor Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250%
6.250% to 6.500% 6.377%
6.500% to 6.750% 6.690%
6.750% to 7.000% 6.928%
7.000% to 7.250% 7.141%
7.250% to 7.500% 7.450%
7.500% to 7.750% 7.645%
7.750% to 8.000% 7.866%
8.000% to 8.250% 8.191%
8.250% to 8.500% 8.410%
8.500% to 8.750% 8.672%
8.750% to 9.000% 8.894%
9.000% to 9.250% 9.125%
9.250% & Above
Total 7.348%
W/Avg Mortgage Interest Rate is 7.348%
Minimum Mortgage Interest Rate is 6.300%
Maximum Mortgage Interest Rate is 9.125%
Adjustable Rate Group 6
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5
5 to 100 1 84,124
10 to 150
15 to 200 1 188,250
20 to 250 17 4,098,887
25 to 300 125 34,264,792
30 to 350 86 27,963,788
35 to 400 68 25,661,340
40 to 450 31 13,118,725
45 to 500 25 11,926,384
50 to 550 19 9,957,790
55 to 600 14 8,093,153
60 to 650 16 9,959,509
65 to 700 5 3,390,252
70 to 3,000, 33 33,867,362
Total 441182,574,355
Adjustable Rate Group 6
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5
5 to 100 0.05% 326
10 to 150
15 to 200 0.10% 333
20 to 250 2.25% 318
25 to 300 18.77% 332
30 to 350 15.32% 335
35 to 400 14.06% 335
40 to 450 7.19% 336
45 to 500 6.53% 335
50 to 550 5.45% 339
55 to 600 4.43% 334
60 to 650 5.46% 339
65 to 700 1.86% 334
70 to 3,000, 18.55% 330
Total 100.00% 334
Adjustable Rate Group 6
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 50,000
5 to 100 7.375%
10 to 150,000
15 to 200 7.000%
20 to 250 6.980%
25 to 300 7.234%
30 to 350 7.198%
35 to 400 7.189%
40 to 450 7.180%
45 to 500 7.258%
50 to 550 7.243%
55 to 600 7.227%
60 to 650 7.237%
65 to 700 6.914%
70 to 3,000, 6.882%
Total 7.269%
Average Scheduled Balance is 414,001
Maximum Scheduled Balance is 1,979,806
Minimum Scheduled Balance is 84,124
Adjustable Rate Group 6
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 335 142,144,720 77.86%
Condo 53 18,722,426 10.25%
PUD 46 18,662,264 10.22%
2-4 Family 6 2,771,772 1.52%
Town House 1 273,172 0.15%
Total 441 182,574,355 100.00%
Adjustable Rate Group 6
Distribution of Property Types
Property Typ Term Coupon
Single Famil 332 7.103%
Condo 339 7.297%
PUD 339 7.263%
2-4 Family 334 7.389%
Town House 337 6.750%
Total 334 7.269%
Adjustable Rate Group 6
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Michigan 156 63,172,957 34.60%
Illinois 145 60,611,947 33.20%
Indiana 52 21,668,286 11.87%
Colorado 17 7,548,540 4.13%
Florida 14 5,629,206 3.08%
Ohio 15 5,336,270 2.92%
Wisconsin 9 3,752,092 2.06%
Kentucky 8 2,840,282 1.56%
Connecticut 1 1,700,003 0.93%
Arizona 4 1,636,006 0.90%
Louisiana 4 1,628,378 0.89%
California 2 1,059,150 0.58%
Utah 2 939,633 0.51%
Maryland 1 678,153 0.37%
Maine 1 519,681 0.28%
Texas 1 515,753 0.28%
Missouri 1 497,868 0.27%
New Jersey 1 463,875 0.25%
Montana 1 455,481 0.25%
Wyoming 1 396,286 0.22%
Washington 1 336,382 0.18%
Pennsylvania 1 336,319 0.18%
Georgia 1 322,462 0.18%
New Hampshir 1 267,544 0.15%
Kansas 1 261,803 0.14%
Total 441 182,574,355 100.00%
Adjustable Rate Group 6
Geographic Distribution
Geographic
Location Term Coupon
Michigan 337 7.238%
Illinois 329 7.001%
Indiana 325 7.094%
Colorado 340 7.393%
Florida 342 7.373%
Ohio 334 7.281%
Wisconsin 340 7.213%
Kentucky 337 7.304%
Connecticut 330 6.650%
Arizona 349 7.270%
Louisiana 347 7.426%
California 333 6.363%
Utah 349 7.342%
Maryland 328 6.550%
Maine 334 6.950%
Texas 338 7.550%
Missouri 348 7.500%
New Jersey 341 6.750%
Montana 347 7.600%
Wyoming 349 7.000%
Washington 329 7.000%
Pennsylvania 347 7.100%
Georgia 342 6.550%
New Hampshir 351 7.650%
Kansas 334 7.500%
Total 334 7.269%
Adjustable Rate Group 6
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 76 29,476,719 16.15%
1+ to 2 yea 74 36,859,126 20.19%
2+ to 3 year 188 74,013,346 40.54%
3+ to 4 year 14 5,842,876 3.20%
4+ to 5 year 9 4,933,284 2.70%
5+ to 6 year 1 237,931 0.13%
6+ to 7 year 4 1,619,941 0.89%
7+ to 8 year 1 396,817 0.22%
8+ to 9 years
9+ to 10 years
10 years or more
Total 367 153,380,041 84.01%
Adjustable Rate Group 6
Loan Seasoning
Number of Ye Term Coupon
1 year or le 347 7.5578%
1+ to 2 yea 336 6.8961%
2+ to 3 year 326 6.9478%
3+ to 4 year 318 7.2496%
4+ to 5 year 298 6.8983%
5+ to 6 year 296 6.8000%
6+ to 7 year 283 6.8563%
7+ to 8 year 270 7.1500%
8+ to 9 year
9+ to 10 yea
10 years or
Total 334 7.2695%
Adjustable Rate Group 6
Distribution of Mortgage Interest Rates
Current Mor Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 2 1,632,234
6.250% to 6.500% 8 4,921,009
6.500% to 6.750% 55 28,381,349
6.750% to 7.000% 148 60,933,176
7.000% to 7.250% 68 24,889,358
7.250% to 7.500% 27 10,414,552
7.500% to 7.750% 104 40,634,037
7.750% to 8.000% 26 9,373,693
8.000% to 8.250% 3 1,394,946
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 441182,574,355
Adjustable Rate Group 6
Distribution of Mortgage Interest Rates
Current Mor Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.89% 335
6.250% to 6.500% 2.70% 330
6.500% to 6.750% 15.55% 328
6.750% to 7.000% 33.37% 327
7.000% to 7.250% 13.63% 328
7.250% to 7.500% 5.70% 339
7.500% to 7.750% 22.26% 347
7.750% to 8.000% 5.13% 344
8.000% to 8.250% 0.76% 332
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% 334
Adjustable Rate Group 6
Distribution of Mortgage Interest Rates
Current Mor Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.200%
6.250% to 6.500% 6.474%
6.500% to 6.750% 6.682%
6.750% to 7.000% 6.914%
7.000% to 7.250% 7.145%
7.250% to 7.500% 7.413%
7.500% to 7.750% 7.652%
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 7.269%
W/Avg Mortgage Interest Rate is 7.27%
Minimum Mortgage Interest Rate is 6.20%
Maximum Mortgage Interest Rate is 8.20%
Adjustable Rate Group 7
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 34 1,248,720
5 to 100 99 7,763,865
10 to 150 76 9,256,156
15 to 200 43 7,550,696
20 to 250 103 23,732,928
25 to 300 3 808,824
30 to 350
35 to 400
40 to 450
45 to 500
50 to 550
55 to 600
60 to 650
65 to 700
70 to 3,000,
Total 358 50,361,189
Adjustable Rate Group 7
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 2.48% 298
5 to 100 15.42% 319
10 to 150 18.38% 325
15 to 200 14.99% 329
20 to 250 47.13% 329
25 to 300 1.61% 336
30 to 350
35 to 400
40 to 450
45 to 500
50 to 550
55 to 600
60 to 650
65 to 700
70 to 3,000,
Total 100.00% 326
Adjustable Rate Group 7
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.671%
5 to 100 7.412%
10 to 150 7.283%
15 to 200 7.348%
20 to 250 7.222%
25 to 300 7.232%
30 to 350,000
35 to 400,000
40 to 450,000
45 to 500,000
50 to 550,000
55 to 600,000
60 to 650,000
65 to 700,000
70 to 3,000,000
Total 7.350%
Average Scheduled Balance is 140,674
Maximum Scheduled Balance is 287,932
Minimum Scheduled Balance is 10,663
Adjustable Rate Group 7
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 232 33,500,066 66.52%
Condo 71 8,957,884 17.79%
2-4 Family 38 4,920,918 9.77%
PUD 12 2,218,826 4.41%
Co-op 4 526,460 1.05%
Town House 1 237,036 0.47%
Total 358 50,361,189 100.00%
Adjustable Rate Group 7
Distribution of Property Types
Property Typ Term Coupon
Single Famil 328 7.266%
Condo 330 7.309%
2-4 Family 321 7.403%
PUD 310 7.243%
Co-op 289 8.088%
Town House 329 6.850%
Total 326 7.350%
Adjustable Rate Group 7
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Illinois 115 18,007,630 35.76%
Michigan 131 17,823,987 35.39%
Indiana 50 6,341,988 12.59%
Ohio 18 2,282,177 4.53%
Florida 8 1,588,135 3.15%
Colorado 9 1,061,496 2.11%
Arizona 6 992,157 1.97%
Wisconsin 6 680,233 1.35%
Kentucky 5 664,688 1.32%
Texas 6 375,145 0.74%
Louisiana 1 237,935 0.47%
Virginia 1 127,082 0.25%
Wyoming 1 119,659 0.24%
Neveda 1 58,879 0.12%
Total 358 50,361,189 100.00%
Adjustable Rate Group 7
Geographic Distribution
Geographic
Location Term Coupon
Illinois 326 7.288%
Michigan 328 7.258%
Indiana 323 7.312%
Ohio 330 7.392%
Florida 312 7.257%
Colorado 328 7.267%
Arizona 327 7.267%
Wisconsin 331 7.391%
Kentucky 339 7.619%
Texas 342 7.490%
Louisiana 348 7.850%
Virginia 333 6.875%
Wyoming 337 7.250%
Neveda 302 7.650%
Total 326 7.350%
Adjustable Rate Group 7
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 18 2,521,485 5.01%
1+ to 2 yea 65 8,435,246 16.75%
2+ to 3 year 200 30,822,371 61.20%
3+ to 4 year 8 862,827 1.71%
4+ to 5 year 26 2,739,045 5.44%
5+ to 6 year 16 1,392,754 2.77%
6+ to 7 year 4 662,685 1.32%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 337 47,436,413 94.19%
Adjustable Rate Group 7
Loan Seasoning
Number of Ye Term Coupon
1 year or le 343 7.7265%
1+ to 2 yea 337 7.0823%
2+ to 3 year 326 7.2138%
3+ to 4 year 314 7.8723%
4+ to 5 year 295 7.3944%
5+ to 6 year 285 7.4418%
6+ to 7 year 281 8.0535%
7+ to 8 year
8+ to 9 year
9+ to 10 yea
10 years or
Total 326 7.3502%
Adjustable Rate Group 7
Distribution of Mortgage Interest Rates
Current Mor Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 11 1,871,111
6.750% to 7.000% 54 8,395,000
7.000% to 7.250% 129 20,458,284
7.250% to 7.500% 48 6,698,931
7.500% to 7.750% 56 5,948,418
7.750% to 8.000% 41 5,224,473
8.000% to 8.250% 14 1,326,537
8.250% to 8.500% 5 438,436
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 358 50,361,189
Adjustable Rate Group 7
Distribution of Mortgage Interest Rates
Current Mor Interest Rate % of
Interest Rate Balance
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 3.72%
6.750% to 7.000% 16.67%
7.000% to 7.250% 40.62%
7.250% to 7.500% 13.30%
7.500% to 7.750% 11.81%
7.750% to 8.000% 10.37%
8.000% to 8.250% 2.63%
8.250% to 8.500% 0.87%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 100.00%
Adjustable Rate Group 7
Distribution of Mortgage Interest Rates
Current Mor Interest Rate
Interest Rate Term Coupon
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 334 6.725%
6.750% to 7.000% 331 6.900%
7.000% to 7.250% 324 7.150%
7.250% to 7.500% 330 7.375%
7.500% to 7.750% 322 7.636%
7.750% to 8.000% 337 7.866%
8.000% to 8.250% 302 8.152%
8.250% to 8.500% 276 8.491%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 326 7.350%
W/Avg Mortgage Interest Rate is 7.350%
Minimum Mortgage Interest Rate is 6.650%
Maximum Mortgage Interest Rate is 8.500%
Adjustable Rate Group 8
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5
5 to 100
10 to 150 2 227,243
15 to 200 1 167,281
20 to 250 27 6,562,083
25 to 300 185 50,565,709
30 to 350 103 33,247,022
35 to 400 79 29,666,206
40 to 450 36 15,282,031
45 to 500 28 13,461,331
50 to 550 11 5,794,751
55 to 600 12 6,930,682
60 to 650 14 8,772,825
65 to 700 12 8,097,885
70 to 3,000, 39 39,861,367
Total 549218,636,416
Adjustable Rate Group 8
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5
5 to 100
10 to 150 0.10% 324
15 to 200 0.08% 338
20 to 250 3.00% 315
25 to 300 23.13% 332
30 to 350 15.21% 330
35 to 400 13.57% 333
40 to 450 6.99% 333
45 to 500 6.16% 329
50 to 550 2.65% 333
55 to 600 3.17% 314
60 to 650 4.01% 328
65 to 700 3.70% 332
70 to 3,000, 18.23% 335
Total 100.00% 331
Adjustable Rate Group 8
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 50,000
5 to 100,000
10 to 150 7.103%
15 to 200 6.650%
20 to 250 7.187%
25 to 300 7.266%
30 to 350 7.282%
35 to 400 7.229%
40 to 450 7.272%
45 to 500 7.187%
50 to 550 7.107%
55 to 600 7.220%
60 to 650 7.186%
65 to 700 7.137%
70 to 3,000, 7.295%
Total 7.273%
Average Scheduled Balance is 398,245
Maximum Scheduled Balance is 1,737,778
Minimum Scheduled Balance is 107,496
Adjustable Rate Group 8
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 440 180,482,943 82.55%
Condo 54 19,941,496 9.12%
PUD 45 14,877,884 6.80%
2-4 Family 4 1,768,297 0.81%
Town House 5 1,328,966 0.61%
Co-op 1 236,829 0.11%
Total 549 218,636,416 100.00%
Adjustable Rate Group 8
Distribution of Property Types
Property Typ Term Coupon
Single Famil 332 7.261%
Condo 328 7.160%
PUD 332 7.181%
2-4 Family 309 7.269%
Town House 328 7.149%
Co-op 272 9.125%
Total 331 7.273%
Adjustable Rate Group 8
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Michigan 197 78,364,796 35.84%
Illinois 181 67,530,407 30.89%
Indiana 75 28,064,754 12.84%
Florida 26 11,714,955 5.36%
Ohio 19 9,203,450 4.21%
Colorado 11 6,059,825 2.77%
Kentucky 10 4,132,904 1.89%
Wisconsin 10 4,068,814 1.86%
California 3 2,516,154 1.15%
New York 2 1,442,637 0.66%
Washington 1 988,228 0.45%
Louisiana 3 956,650 0.44%
Georgia 2 752,991 0.34%
Texas 2 611,574 0.28%
Utah 1 413,514 0.19%
Massachusett 1 380,117 0.17%
North Caroli 1 301,587 0.14%
Montana 1 301,017 0.14%
Maine 1 287,296 0.13%
Arizona 1 272,880 0.12%
Minnesota 1 271,867 0.12%
Total 549 218,636,416 100.00%
Adjustable Rate Group 8
Geographic Distribution
Geographic
Location Term Coupon
Michigan 333 7.240%
Illinois 329 7.178%
Indiana 324 7.203%
Florida 329 7.178%
Ohio 336 7.396%
Colorado 345 7.578%
Kentucky 347 7.617%
Wisconsin 336 7.529%
California 314 7.324%
New York 328 7.103%
Washington 335 7.800%
Louisiana 347 7.709%
Georgia 331 7.171%
Texas 340 7.147%
Utah 329 7.250%
Massachusett 345 7.200%
North Caroli 349 7.400%
Montana 346 8.000%
Maine 341 7.100%
Arizona 350 7.450%
Minnesota 349 7.900%
Total 331 7.273%
Adjustable Rate Group 8
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 42 15,823,366 7.24%
1+ to 2 yea 79 37,283,088 17.05%
2+ to 3 year 361 136,170,451 62.28%
3+ to 4 year 6 2,408,447 1.10%
4+ to 5 year 8 4,216,961 1.93%
5+ to 6 year 1 251,742 0.12%
6+ to 7 year 2 989,514 0.45%
7+ to 8 year 1 236,829 0.11%
8+ to 9 years
9+ to 10 years
10 years or more
Total 500 197,380,400 90.28%
Adjustable Rate Group 8
Loan Seasoning
Number of Ye Term Coupon
1 year or le 346 7.6306%
1+ to 2 yea 337 7.0888%
2+ to 3 year 327 7.1642%
3+ to 4 year 315 7.1704%
4+ to 5 year 304 7.2785%
5+ to 6 year 298 7.1500%
6+ to 7 year 280 7.1177%
7+ to 8 year 272 9.1250%
8+ to 9 year
9+ to 10 yea
10 years or
Total 331 7.2730%
Adjustable Rate Group 8
Distribution of Mortgage Interest Rates
Current Mor Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 20 8,396,700
6.750% to 7.000% 81 35,497,811
7.000% to 7.250% 254 96,675,274
7.250% to 7.500% 97 36,993,616
7.500% to 7.750% 43 16,886,554
7.750% to 8.000% 52 22,987,170
8.000% to 8.250% 1 962,461
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250% 1 236,829
9.250% & Above
Total 549218,636,416
Adjustable Rate Group 8
Distribution of Mortgage Interest Rates
Current Mor Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 3.84% 327
6.750% to 7.000% 16.24% 332
7.000% to 7.250% 44.22% 328
7.250% to 7.500% 16.92% 328
7.500% to 7.750% 7.72% 335
7.750% to 8.000% 10.51% 346
8.000% to 8.250% 0.44% 349
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250% 0.11% 272
9.250% & Above
Total 100.00% 331
Adjustable Rate Group 8
Distribution of Mortgage Interest Rates
Current Mor Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250%
6.250% to 6.500%
6.500% to 6.750% 6.7164%
6.750% to 7.000% 6.9072%
7.000% to 7.250% 7.1389%
7.250% to 7.500% 7.3664%
7.500% to 7.750% 7.6355%
7.750% to 8.000% 7.8880%
8.000% to 8.250% 8.2500%
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250% 9.1250%
9.250% & Above
Total 7.2730%
W/Avg Mortgage Interest Rate is 7.273%
Minimum Mortgage Interest Rate is 6.650%
Maximum Mortgage Interest Rate is 9.125%
Fixed Rate Group
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 467 12,769,319
5 to 100 750 55,091,078
10 to 150 415 50,818,556
15 to 200 153 26,622,429
20 to 250 76 16,720,486
25 to 300 30 8,136,098
30 to 350 22 7,191,072
35 to 400 9 3,351,855
40 to 450 2 881,393
45 to 500 10 4,711,162
50 to 550 4 2,060,268
55 to 600 3 1,695,523
60 to 650 2 1,285,170
65 to 700
70 to 3,000, 3 2,278,724
Total 1946193,613,135
Fixed Rate Group
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 6.60% 243
5 to 100 28.45% 293
10 to 150 26.25% 295
15 to 200 13.75% 296
20 to 250 8.64% 312
25 to 300 4.20% 292
30 to 350 3.71% 308
35 to 400 1.73% 313
40 to 450 0.46% 290
45 to 500 2.43% 288
50 to 550 1.06% 323
55 to 600 0.88% 281
60 to 650 0.66% 345
65 to 700
70 to 3,000, 1.18% 328
Total 100.00% 294
Fixed Rate Group
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.625%
5 to 100 7.294%
10 to 150 7.217%
15 to 200 7.093%
20 to 250 7.240%
25 to 300 7.452%
30 to 350 7.346%
35 to 400 7.231%
40 to 450 7.314%
45 to 500 7.347%
50 to 550 7.341%
55 to 600 7.122%
60 to 650 8.027%
65 to 700,000
70 to 3,000, 7.460%
Total 7.355%
Average Scheduled Balance is 99,493
Maximum Scheduled Balance is 784,650
Minimum Scheduled Balance is 1,614
Fixed Rate Group
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 1498 145,001,051 4899.00%
Condo 248 22,216,007 883.00%
2-4 Family 127 14,576,583 324.00%
PUD 51 8,794,237 318.00%
Town House 15 2,002,565 39.00%
Unknown 7 1,022,692 23.00%
Total 1946 193,613,135 6486.00%
Fixed Rate Group
Distribution of Property Types
Property Typ Term Coupon
Single Famil 292 7.286%
Condo 298 7.214%
2-4 Family 298 7.277%
PUD 315 7.295%
Town House 257 7.241%
Unknown 257 7.423%
Total 294 7.355%
Fixed Rate Group
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Illinois 975 109,383,104 56.50%
Michigan 288 32,301,943 16.68%
Indiana 281 24,689,156 12.75%
Ohio 119 6,715,956 3.47%
Florida 48 4,226,763 2.18%
Louisiana 61 3,137,402 1.62%
Kentucky 53 2,993,417 1.55%
Texas 55 2,619,796 1.35%
Arizona 30 2,277,879 1.18%
Wisconsin 14 1,227,255 0.63%
Colorado 4 837,458 0.43%
California 3 759,048 0.39%
New York 2 747,684 0.39%
Oklahoma 5 491,269 0.25%
Iowa 1 251,483 0.13%
North Caroli 1 231,172 0.12%
South Caroli 1 192,422 0.10%
Delaware 1 181,488 0.09%
Rhode Island 1 155,848 0.08%
New Jersey 1 98,451 0.05%
Neveda 1 86,934 0.04%
Georgia 1 7,207 0.00%
Total 1946 193,613,135 100.00%
Fixed Rate Group
Geographic Distribution
Geographic
Location Term Coupon
Illinois 288 7.180%
Michigan 307 7.330%
Indiana 292 7.390%
Ohio 294 7.582%
Florida 323 7.450%
Louisiana 312 7.148%
Kentucky 290 7.493%
Texas 285 7.875%
Arizona 298 7.580%
Wisconsin 301 7.373%
Colorado 340 6.998%
California 307 7.462%
New York 338 8.568%
Oklahoma 286 7.622%
Iowa 193 7.125%
North Caroli 343 7.150%
South Caroli 339 7.000%
Delaware 273 7.000%
Rhode Island 340 7.500%
New Jersey 329 7.100%
Neveda 331 7.350%
Georgia 39 8.900%
Total 294 7.355%
Fixed Rate Group
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 21 55,091,078 1.19%
1+ to 2 yea 405 50,818,556 28.39%
2+ to 3 year 613 26,622,429 32.75%
3+ to 4 year 95 16,720,486 4.42%
4+ to 5 year 63 8,136,098 3.22%
5+ to 6 year 30 7,191,072 1.20%
6+ to 7 year 368 3,351,855 19.47%
7+ to 8 year 137 881,393 6.60%
8+ to 9 year 35 4,711,162 0.79%
9+ to 10 yea 1 2,060,268 0.10%
10 years or 166 1,695,523 1.27%
Total 1934 177,279,921 99.39%
Fixed Rate Group
Loan Seasoning
Number of Ye Term Coupon
1 year or le 345 8.0319%
1+ to 2 yea 327 7.1172%
2+ to 3 year 308 7.3794%
3+ to 4 year 301 7.9671%
4+ to 5 year 278 7.4369%
5+ to 6 year 274 7.6508%
6+ to 7 year 254 6.9902%
7+ to 8 year 242 7.2637%
8+ to 9 year 201 7.8803%
9+ to 10 yea 152 6.8500%
10 years or 84 8.3469%
Total 294 7.3548%
Fixed Rate Group
Distribution of Mortgage Interest Rates
Current Mor Interest Rate # of Scheduled
Interest Rate Loans Balance
6.000% or less
6.000% to 6.250% 1 127,988
6.250% to 6.500% 50 4,543,547
6.500% to 6.750% 84 7,760,037
6.750% to 7.000% 389 44,751,756
7.000% to 7.250% 518 56,765,396
7.250% to 7.500% 358 40,379,715
7.500% to 7.750% 155 17,841,701
7.750% to 8.000% 109 9,421,694
8.000% to 8.250% 59 4,343,602
8.250% to 8.500% 85 3,511,454
8.500% to 8.750% 71 1,449,149
8.750% to 9.000% 50 2,512,107
9.000% to 9.250% 17 204,990
9.250% & Above
Total 1946193,613,135
Fixed Rate Group
Distribution of Mortgage Interest Rates
Current Mor Interest Rate % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.07% 207
6.250% to 6.500% 2.35% 265
6.500% to 6.750% 4.01% 263
6.750% to 7.000% 23.11% 284
7.000% to 7.250% 29.32% 299
7.250% to 7.500% 20.86% 310
7.500% to 7.750% 9.22% 304
7.750% to 8.000% 4.87% 301
8.000% to 8.250% 2.24% 274
8.250% to 8.500% 1.81% 265
8.500% to 8.750% 0.75% 194
8.750% to 9.000% 1.30% 268
9.000% to 9.250% 0.11% 123
9.250% & Above
Total 100.00% 294
Fixed Rate Group
Distribution of Mortgage Interest Rates
Current Mor Interest Rate
Interest Rate Coupon
6.000% or less
6.000% to 6.250% 6.250%
6.250% to 6.500% 6.467%
6.500% to 6.750% 6.671%
6.750% to 7.000% 6.933%
7.000% to 7.250% 7.152%
7.250% to 7.500% 7.383%
7.500% to 7.750% 7.643%
7.750% to 8.000% 7.906%
8.000% to 8.250% 8.167%
8.250% to 8.500% 8.431%
8.500% to 8.750% 8.672%
8.750% to 9.000% 8.898%
9.000% to 9.250% 9.233%
9.250% & Above
Total 7.355%
W/Avg Mortgage Interest Rate is 7.355%
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
11/12/00 - 10:19 (D561-D581) (c) 2000 LaSalle Bank N.A.
_
|
|