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Previous: ELTRAX SYSTEMS INC, 8-K, EX-99.1, 2000-08-30 |
Next: BT INVESTMENT FUNDS, NSAR-A/A, 2000-08-30 |
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: August 15, 2000
(Date of earliest event reported)
Structured Asset Securities Corporation
Commercial Mortgage Pass-Through Certificates
Bank One Mortgage-Backed Pass Through Certificates, Series 2000-2
(Exact name of registrant as specified in charter)
Delaware 333-64351 13-3320910
(State or other juris- (Commission (I.R.S. Employer
diction of organization) File No.) Identification No.)
Eleven Madison Avenue, New York, New York 100010
(Address of principal executive offices) (Zip Code)
Registrant's Telephone Number, including area code (212) 325-2000
(Former name or former address, if changed since last report.)
ITEM 5.
On March 31, 2000, Asset Backed Securities
Corporation
entered into a Pooling and Servicing Agreement dated as of
March 1, 2000 (the "Pooling and Servicing Agreement"), by and
among Asset Backed Securities Corporation, as depositor, Bank
One, National Association, as seller and Servicer, Homeside
Lending Inc., as servicer and LaSalle Bank National Association,
as trustee. The Pooling and Servicing Agreement is annexed
hereto
as Exhibit I.
ITEM 7. FINANCIAL STATEMENTS, PRO FORMA FINANCIAL
(a) Not applicable
(b) Not Applicable
(c) Exhibits
Exhibit No. Description
99 Monthly distribution report
100 pursuant to
Section 4.1 of the Pooling and
Servicing
Agreement for the distribution
on August 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: August 29, 2000
Structured Asset
Securities Corporation
By: /s Russell
Goldenberg
Russell
Goldenberg,
Senior Vice
Presi
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 08/29/00
Payment Date: 08/15/00
Prior Payment: 07/17/00
Next Payment: 09/15/00
Record Date: 07/31/00
WAC: 7.325831%
WAMM: 317
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 120,141,000.00 109,311,077.96 3,458,688.27 0.00
045413BW0 1,000.00 909.86 28.788575674 0.000000000
2A 152,653,000.00 137,269,557.28 3,920,562.35 0.00
045413BX8 1,000.00 899.23 25.682838529 0.000000000
3A 90,915,000.00 84,262,921.00 1,633,901.90 0.00
045413BY6 1,000.00 926.83 17.971752736 0.000000000
4A 176,766,000.00 164,124,431.22 1,720,335.80 0.00
045413BZ3 1,000.00 928.48 9.732277700 0.000000000
5A 69,100,000.00 66,008,726.19 1,054,803.10 0.00
045413CA7 1,000.00 955.26 15.264878437 0.000000000
6A 199,188,000.00 192,194,364.97 4,670,311.62 0.00
045413CB5 1,000.00 964.89 23.446751913 0.000000000
7A 54,542,000.00 52,265,044.32 232,032.10 0.00
045413CC3 1,000.00 958.25 4.254191265 0.000000000
8A 232,098,000.00 224,148,722.90 2,061,272.46 0.00
045413CD1 1,000.00 965.75 8.881043611 0.000000000
9A1 46,364,000.00 40,371,957.51 1,825,000.90 0.00
045413CE9 1,000.00 870.76 39.362455734 0.000000000
9A2 61,344,000.00 61,254,932.47 22,575.06 0.00
045413CF6 1,000.00 998.55 0.368007629 0.000000000
9A3 4,000,000.00 4,089,067.53 0.00 0.00
045413CG4 1,000.00 1,022.27 0.000000000 0.000000000
9AP 641,225.98 625,183.46 11,500.63 0.00
045413CH2 1,000.00 974.98 17.935381127 0.000000000
9AX 208,581,414.00 202,038,240.82 0.00 0.00
045413CJ8 1,000.00 968.63 0.000000000 0.000000000
M-1 34,817,000.00 34,613,565.89 51,878.68 0.00
045413CK5 1,000.00 994.16 1.490038727 0.000000000
M-2 16,821,000.00 16,722,715.66 25,063.94 0.00
045413CL3 1,000.00 994.16 1.490038833 0.000000000
1,400,222,723.41,231,598,937.43 20,754,378.43 0.00
Class Negative Closing Interest
CUSIP Amortization Balance Payment
1A 0.00 105,852,389.69 694,240.01
045413BW0 0.00000000000 881.06799252545 5.77854360687
2A 0.00 133,348,994.93 832,471.94
045413BX8 0.00000000000 873.54323157750 5.45336116362
3A 0.00 82,629,019.10 487,057.58
045413BY6 0.00000000000 908.86013419128 5.35728511200
4A 0.00 162,404,095.42 911,916.87
045413BZ3 0.00000000000 918.75188339387 5.15889294539
5A 0.00 64,953,923.09 378,620.23
045413CA7 0.00000000000 939.99888697540 5.47930864881
6A 0.00 187,524,053.35 1,082,947.15
045413CB5 0.00000000000 941.44252339498 5.43680921121
7A 0.00 52,033,012.22 301,193.41
045413CC3 0.00000000000 953.99897730190 5.52222884860
8A 0.00 222,087,450.44 1,283,312.10
045413CD1 0.00000000000 956.86929848598 5.52918208600
9A1 0.00 38,546,956.61 222,886.85
045413CE9 0.00000000000 831.39842571823 4.80732569996
9A2 0.00 61,232,357.41 338,178.27
045413CF6 0.00000000000 998.18005689228 5.51281743955
9A3 22,575.06 4,111,642.59 0.00
045413CG4 5.643765000001,027.9106475000 0.00000000000
9AP 0.00 613,682.83 0.00
045413CH2 0.00000000000 957.04611032760 0.00000000000
9AX 0.00 200,058,398.45 71,282.58
045413CJ8 0.00000000000 959.13818308855 0.34174943395
M-1 0.00 34,561,687.21 191,095.73
045413CK5 0.00000000000 992.66700778355 5.48857536120
M-2 0.00 16,697,651.72 92,323.33
045413CL3 0.00000000000 992.66700671779 5.48857535459
22,575.061,210,867,134.07 7,132,301.40
Class Interest Pass-Through
CUSIP Adjustment Rate (2)
0 Next Rate (3)
0
1A 0.00 7.62125875%
045413BW0 0.00000000000 0.07607136
2A 0.00 7.27740622%
045413BX8 0.00000000000 0.07265924
3A 0.00 6.93625481%
045413BY6 0.00000000000 0.06932142
4A 0.00 6.66750365%
045413BZ3 0.00000000000 0.06669642
5A 0.00 6.88309409%
045413CA7 0.00000000000 0.06884143
6A 0.00 6.76157485%
045413CB5 0.00000000000 0.06770646
7A 0.00 6.91536938%
045413CC3 0.00000000000 0.06914797
8A 0.00 6.87032478%
045413CD1 0.00000000000 0.06872184
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 0.42338072%
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 12,445,852.07 18,653.80 0.00
045413CM1 1000.00000000 994.15704689 1.49003884 0.00000000
B-1 16,638,000.00 16,540,784.93 24,791.26 0.00
045413CN9 1000.00000000 994.15704592 1.49003857 0.00000000
B-2 7,720,000.00 7,674,892.40 11,503.09 0.00
045413CP4 1000.00000000 994.15704663 1.49003801 0.00000000
B-3 7,720,248.72 7,675,139.67 11,503.46 0.00
045413CQ2 1000.00000000 994.15704705 1.49003795 0.00000000
R-II 0.00 0.00 0.00 0.00
045413CS8 1000.00000000 0.00000000 0.00000000 0.00000000
1,400,222,723.41,231,598,937.43 20,754,378.43 0.00
Negative Closing Interest
Class Amortization Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
M-3 0.00 12,427,198.27 68,711.47
045413CM1 0.0000000000 992.6670077482 5.4885753630
B-1 0.00 16,515,993.67 91,318.92
045413CN9 0.0000000000 992.6670074528 5.4885753577
B-2 0.00 7,663,389.31 42,371.80
045413CP4 0.0000000000 992.6670090674 5.4885753616
B-3 0.00 7,663,636.21 42,373.17
045413CQ2 0.0000000000 992.6670095675 5.4885753639
R-II 0.00 0.00 0.00
045413CS8 0.0000000000 0.0000000000 0.0000000000
22,575.061,210,867,134.07 7,132,301.40
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-1 120,141,000.00 109,311,077.96 3,458,688.27 0.00
None 1000.000000000 909.856568199 28.788575674 0.000000000
LT-A-2 152,653,000.00 137,269,557.28 3,920,562.35 0.00
None 1000.000000000 899.226070107 25.682838529 0.000000000
LT-A-3 90,915,000.00 84,262,921.00 1,633,901.90 0.00
None 1000.000000000 926.831886927 17.971752736 0.000000000
LT-A-4 176,766,000.00 164,124,431.22 1,720,335.80 0.00
None 1000.000000000 928.484161094 9.732277700 0.000000000
LT-A-5 69,100,000.00 66,008,726.19 1,054,803.10 0.00
None 1000.000000000 955.263765412 15.264878437 0.000000000
LT-A-6 199,188,000.00 192,194,364.97 4,670,311.62 0.00
None 1000.000000000 964.889275308 23.446751913 0.000000000
LT-A-7 54,542,000.00 52,265,044.32 232,032.10 0.00
None 1000.000000000 958.253168567 4.254191265 0.000000000
LT-A-8 232,098,000.00 224,148,722.90 2,061,272.46 0.00
None 1000.000000000 965.750342097 8.881043611 0.000000000
LT-A-9 111,708,000.00 105,715,957.51 1,847,575.96 0.00
None 1000.000000000 946.359772890 16.539334315 0.000000000
LT-PO-9 641,225.98 625,183.46 11,500.63 0.00
None 1000.000000000 974.981487806 17.935381127 0.000000000
LT-X-9 208,581,414.00 202,038,240.82 0.00 0.00
None 1000.000000000 968.630123583 0.000000000 0.000000000
LT-M1-9 34,817,000.00 34,613,565.89 51,878.68 0.00
None 1000.000000000 994.157046558 1.490038727 0.000000000
LT-M2-9 16,821,000.00 16,722,715.66 25,063.94 0.00
None 1000.000000000 994.157045360 1.490038833 0.000000000
LT-M3-9 12,519,000.00 12,445,852.07 18,653.80 0.00
None 1000.000000000 994.157046889 1.490038839 0.000000000
LT-B1-9 16,638,000.00 16,540,784.93 24,791.26 0.00
None 1000.000000000 994.157045919 1.490038566 0.000000000
1,303,987,474.71,231,598,937.43 20,754,378.43 0.00
REMIC I
Negative Closing Interest
Class Amortization Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
LT-A-1 0.00 105,852,389.69 694,240.01
None 0.0000000000 881.0679925254 5.7785436069
LT-A-2 0.00 133,348,994.93 832,471.94
None 0.0000000000 873.5432315775 5.4533611636
LT-A-3 0.00 82,629,019.10 487,057.58
None 0.0000000000 908.8601341913 5.3572851120
LT-A-4 0.00 162,404,095.42 911,916.87
None 0.0000000000 918.7518833939 5.1588929454
LT-A-5 0.00 64,953,923.09 378,620.23
None 0.0000000000 939.9988869754 5.4793086488
LT-A-6 0.00 187,524,053.35 1,082,947.15
None 0.0000000000 941.4425233950 5.4368092112
LT-A-7 0.00 52,033,012.22 301,193.41
None 0.0000000000 953.9989773019 5.5222288486
LT-A-8 0.00 222,087,450.44 1,283,312.10
None 0.0000000000 956.8692984860 5.5291820860
LT-A-9 22,575.06 103,890,956.61 561,065.12
None 0.2020899130 930.0225284671 5.0226046636
LT-PO-9 0.00 613,682.83 0.00
None 0.0000000000 957.0461103276 0.0000000000
LT-X-9 0.00 200,058,398.45 71,282.58
None 0.0000000000 959.1381830885 0.3417494339
LT-M1-9 0.00 34,561,687.21 191,095.73
None 0.0000000000 992.6670077836 5.4885753612
LT-M2-9 0.00 16,697,651.72 92,323.33
None 0.0000000000 992.6670067178 5.4885753546
LT-M3-9 0.00 12,427,198.27 68,711.47
None 0.0000000000 992.6670077482 5.4885753630
LT-B1-9 0.00 16,515,993.67 91,318.92
None 0.0000000000 992.6670074528 5.4885753577
22,575.061,210,867,134.07 7,132,301.40
Class Interest Pass-Through
CUSIP Adjustment Rate (2)
0 Per $1,000 Next Rate (3)
LT-A-1
None 0.00 7.62125875%
LT-A-2 0.0000000000 7.60713559%
None 0.00 7.27740622%
LT-A-3 0.0000000000 7.26592449%
None 0.00 6.93625481%
LT-A-4 0.0000000000 6.93214175%
None 0.00 6.66750365%
LT-A-5 0.0000000000 6.66964208%
None 0.00 6.88309409%
LT-A-6 0.0000000000 6.88414298%
None 0.00 6.76157485%
LT-A-7 0.0000000000 6.77064564%
None 0.00 6.91536938%
LT-A-8 0.0000000000 6.91479723%
None 0.00 6.87032478%
LT-A-9 0.0000000000 6.87218375%
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 0.42338072%
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 7,674,892.40 11,503.09 0.00
None 1000.0000000000 994.1570466321 1.4900380149 0.0000000000
LT-B3-9 7,720,248.72 7,675,139.67 11,503.46 0.00
None 1000.0000000000 994.1570470543 1.4900379548 0.0000000000
R-I 0.00 0.00 0.00 0.00
045413CR0 1000.0000000000 0.0000000000 0.0000000000 0.0000000000
1,303,987,474.71,231,598,937.43 20,754,378.43 0.00
Class Negative Closing Interest
CUSIP Amortization Balance Payment
Per $1,000 Per $1,000 Per $1,000
LT-B2-9 0.00 7,663,389.31 42,371.80
None 0.00000000 992.66700907 5.48857536
LT-B3-9 0.00 7,663,636.21 42,373.17
None 0.00000000 992.66700957 5.48857536
R-I 0.00 0.00 0.00
045413CR0 0.00000000 0.00000000 0.00000000
22,575.061,210,867,134.07 7,132,301.40
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 109,311,077.96 7.6213% 694,240.01
2A 137,269,557.28 7.2774% 832,471.94
3A 84,262,921.00 6.9363% 487,057.58
4A 164,124,431.22 6.6675% 911,916.87
5A 66,008,726.19 6.8831% 378,620.23
6A 192,194,364.97 6.7616% 1,082,947.15
7A 52,265,044.32 6.9154% 301,193.41
8A 224,148,722.90 6.8703% 1,283,312.10
9A1 40,371,957.51 6.6250% 222,886.85
9A2 61,254,932.47 6.6250% 338,178.27
9A3 4,089,067.53 6.6250% 22,575.06
9AP 625,183.46 0.0000% -
9AX 202,038,240 N 0.4234% 71,282.58
M-1 34,613,565.89 6.6250% 191,095.73
M-2 16,722,715.66 6.6250% 92,323.33
M-3 12,445,852.07 6.6250% 68,711.47
B-1 16,540,784.93 6.6250% 91,318.92
B-2 7,674,892.40 6.6250% 42,371.80
B-3 7,675,139.67 6.6250% 42,373.17
Excess
Accrued Payment of Accretion / Prepayment
Certificate Prior Unpaid Deferred Interest
Interest Interest Interest Shortfalls
Class
694,240.01 0.00 0.00 0.00
1A 832,471.94 0.00 0.00 0.00
2A 487,057.58 0.00 0.00 0.00
3A 911,916.87 0.00 0.00 0.00
4A 378,620.23 0.00 0.00 0.00
5A 1,082,947.15 0.00 0.00 0.00
6A 301,193.41 0.00 0.00 0.00
7A 1,283,312.10 0.00 0.00 0.00
8A 222,886.85 0.00 0.00 0.00
9A1 338,178.27 0.00 0.00 0.00
9A2 22,575.06 0.00 -22,575.06 0.00
9A3 0.00 0.00 0.00 0.00
9AP 71,282.58 0.00 0.00 0.00
9AX 191,095.73 0.00 0.00 0.00
M-1 92,323.33 0.00 0.00 0.00
M-2 68,711.47 0.00 0.00 0.00
M-3 91,318.92 0.00 0.00 0.00
B-1 42,371.80 0.00 0.00 0.00
B-2 42,373.17 0.00 0.00 0.00
B-3 0.00 0.00 0.00 0.00
7,154,876.47 0.00 -22,575.06 0.00
Prior Ending Actual
Interest Unpaid Unpaid Distribution
Class Loss Interest Interest of Interest
1A 0.00 0.00 0.00 694,240.01
2A 0.00 0.00 0.00 832,471.94
3A 0.00 0.00 0.00 487,057.58
4A 0.00 0.00 0.00 911,916.87
5A 0.00 0.00 0.00 378,620.23
6A 0.00 0.00 0.001,082,947.15
7A 0.00 0.00 0.00 301,193.41
8A 0.00 0.00 0.001,283,312.10
9A1 0.00 0.00 0.00 222,886.85
9A2 0.00 0.00 0.00 338,178.27
9A3 0.00 0.00 0.00 0.00
9AP 0.00 0.00 0.00 0.00
9AX 0.00 0.00 0.00 71,282.58
M-1 0.00 0.00 0.00 191,095.73
M-2 0.00 0.00 0.00 92,323.33
M-3 0.00 0.00 0.00 68,711.47
B-1 0.00 0.00 0.00 91,318.92
B-2 0.00 0.00 0.00 42,371.80
B-3 0.00 0.00 0.00 42,373.17
0.00 0.00 0.007,132,301.40
Ending
Principal /
Class Notional
Balance
1A 105,852,389.69
2A 133,348,994.93
3A 82,629,019.10
4A 162,404,095.42
5A 64,953,923.09
6A 187,524,053.35
7A 52,033,012.22
8A 222,087,450.44
9A1 38,546,956.61
9A2 61,232,357.41
9A3 4,111,642.59
9AP 613,682.83
9AX 200,058,398.45
M-1 34,561,687.21
M-2 16,697,651.72
M-3 12,427,198.27
B-1 16,515,993.67
B-2 7,663,389.31
B-3 7,663,636.21
1,410,925,532.52
Bond Principal Summary
Original Beginning Scheduled
Certificate Certificate Principal
Class Balance Balance Distribution
1A 120,141,000.00 109,311,077.96 206,704.89
2A 152,653,000.00 137,269,557.28 175,028.57
3A 90,915,000.00 84,262,921.00 114,639.67
4A 176,766,000.00 164,124,431.22 208,812.22
5A 69,100,000.00 66,008,726.19 70,678.40
6A 199,188,000.00 192,194,364.97 184,514.87
7A 54,542,000.00 52,265,044.32 54,776.37
8A 232,098,000.00 224,148,722.90 225,475.48
9A1 46,364,000.00 40,371,957.51 158,349.87
9A2 61,344,000.00 61,254,932.47 22,575.06
9A3 4,000,000.00 4,089,067.53 0.00
9AP 641,225.98 625,183.46 1,187.48
9AX 208,581,414.00 N 202,038,240.82 0.00
M-1 34,817,000.00 34,613,565.89 51,859.36
M-2 16,821,000.00 16,722,715.66 25,054.61
M-3 12,519,000.00 12,445,852.07 18,646.85
B-1 16,638,000.00 16,540,784.93 24,782.03
B-2 7,720,000.00 7,674,892.40 11,498.81
B-3 7,720,248.72 7,675,139.67 11,499.18
1,288,420,165.80 1,433,637,178.21,566,083.72
Unscheduled Accretion /
Principal Deferred Realized Principal
Class Distribution Interest Loss Reduction
1A 3,251,983.38 0.00 0.003,458,688.27
2A 3,745,533.78 0.00 0.003,920,562.35
3A 1,519,262.23 0.00 0.001,633,901.90
4A 1,511,523.58 0.00 0.001,720,335.80
5A 984,124.70 0.00 0.001,054,803.10
6A 4,485,796.75 0.00 0.004,670,311.62
7A 177,255.73 0.00 0.00 232,032.10
8A 1,835,796.98 0.00 0.002,061,272.46
9A1 1,666,651.03 0.00 0.001,825,000.90
9A2 0.00 0.00 0.00 22,575.06
9A3 0.00 -22,575.06 0.00 0.00
9AP 10,313.15 0.00 0.00 11,500.63
9AX 0.00 0.00 0.00 0.00
M-1 0.00 0.00 0.00 51,878.68
M-2 0.00 0.00 0.00 25,063.94
M-3 0.00 0.00 0.00 18,653.80
B-1 0.00 0.00 0.00 24,791.26
B-2 0.00 0.00 0.00 11,503.09
B-3 0.00 0.00 0.00 11,503.46
19,188,241.31 (22,575.06) 0.00 20,754,378.43
% of
Ending Original Cumulative
Certificate Balance Realized
Class Balance Remaining Losses
1A 0.00 0.0000% 0.00
2A 105,852,389.69 88.1068% 0.00
3A 133,348,994.93 87.3543% 0.00
4A 82,629,019.10 90.8860% 0.00
5A 162,404,095.42 91.8752% 0.00
6A 64,953,923.09 93.9999% 0.00
7A 187,524,053.35 94.1443% 0.00
8A 52,033,012.22 95.3999% 0.00
9A1 222,087,450.44 95.6869% 0.00
9A2 38,546,956.61 83.1398% 0.00
9A3 61,232,357.41 99.8180% 0.00
9AP 4,111,642.59 102.7911% 0.00
9AX 613,682.83 95.7046% 0.00
M-1 200,058,398.45 95.9138% 0.00
M-2 34,561,687.21 99.2667% 0.00
M-3 16,697,651.72 99.2667% 0.00
B-1 12,427,198.27 99.2667% 0.00
B-2 16,515,993.67 99.2667% 0.00
B-3 7,663,389.31 99.2667% 0.00
1,410,925,532.52 0.00
Cash Reconcilation Summary
Interest Summary
Current Scheduled Interest 1,107,183.96
Less Deferred Interest 0.00
Plus Advance Interest 6,055,305.18
Plus Unscheduled Interest 0.00
PPIS Reducing Scheduled Interest (48,748.52)
Less Total Fees Paid To Servicer (7,265.13)
Plus Fees Advanced for PPIS 48,748.52
Less Fee Strips Paid by Servicer 0.00
Less Misc. Fees & Expenses 0.00
Less Non Recoverable Advances 0.00
Interest Due Trust 7,155,224.01
Less Trustee Fee 0.00
Less Fee Strips Paid by Trust 0.00
Less Misc. Fees Paid by Trust 0.00
Remittance Interest 7,155,224.01
Servicing Fee Summary 56,013.65
Current Servicing Fees 307,879.06
Delinquent Servicing Fees 48,748.52
Plus Fees Advanced for PPIS (48,748.52)
Less Reduction for PPIS 0.00
Plus Unscheduled Servicing Fees 363,892.71
Total Servicing Fees Due to be Paid 0.00
PPIS Summary
Gross PPIS 48,748.52
Reduced by PPIE 0.00
Reduced by Shortfalls in Fees 0.00
Reduced by Other Amounts 0.00
PPIS Reducing Scheduled Interest 48,748.52
PPIS Reducing Servicing Fee 48,748.52
PPIS Due Certificate 0.00
Principal Summary
Scheduled Principal:
Current Scheduled Principal 237,153.90
Advanced Scheduled Principal 1,306,408.14
Total Scheduled 1,543,562.04
Unscheduled Principal: 0.00
Curtailments 1,022,191.55
Prepayments in Full 18,166,049.76
Liquidation Proceeds 0.00
Repurchase Proceeds 0.00
Other Principal Proceeds 0.00
Total Unscheduled 19,188,241.31
Remittance Principal 20,731,803.35
Servicer Wire Amount 27,887,027.36
Pool Balance Summary
Balance
Count
Beginning Pool 1,231,660,939.3
6854
Scheduled Principal Distribution 1,543,562.04
0
Unscheduled Principal Distribution 19,188,241.31
88
Deferred Interest 0.00
0
Liquidations 0.00
0
Repurchases 0.00
0
Ending Pool 1,210,929,136.0
6766
Advances
Prior Outstanding Current Period
Principal Principal Interest
1,331,571.85 1,306,408.14 6,055,305.18
Advances
Recovered Ending Outstanding
Principal Interest Principal Interest
1,306,287.31 6,013,885.27 1,331,692.68 6,176,086.41
Collateral Statistics
Loan Group
1 2 3
Current Scheduled Interest: 728,401.98 875,350.00 513,572.38
Negative Amortization: 0.00 0.00 0.00
Prepayment Interest Shortfall 13,207.93 9,464.19 5,017.95
Compensating Interest: -13,207.93 -9,464.19 -5,017.95
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: 34,129.75 42,876.73 26,341.53
Trustee Fees: 0.00 0.00 0.00
Other Fee: 0.00 0.00 0.00
Beginning Scheduled Balance: 109,316,151 137,269,777 84,292,898
Scheduled Principal: 206,714 175,029 114,680
Unscheduled Principal: 19,188,241 3,251,983 3,745,534
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: 105,857,453 133,349,214 82,658,955
Beginning Pool Count: 1,458 361 693
Ending Pool Count: 1,421 355 683
Weighted Average Coupon: 7.9959% 7.6522% 7.3113%
Weighted Average Net Coupon: 7.6213% 7.2774% 6.9363%
Weighted Average Maturity: 271 311 315
Cumulative Realized Losses: 0.00 0.00 0.00
Loan Group
4 5 6
Current Scheduled Interest: 963,208 399,247 1,143,012
Negative Amortization: 0 0 0
Prepayment Interest Shortfall 1,968 2,621 7,675
Compensating Interest: (1,968) (2,621) (7,675)
Non Recoverable Advance: 0 0 0
Relief Act Interest Shortfall 0 0 0
Extraordinary Trust Expense: 0 0 0
Servicing Fee: 51,289 20,625 60,061
Trustee Fees: 0 0 0
Other Fee: 0 0 0
Beginning Scheduled Balance: 164,124,852 66,009,010 192,194,982
Scheduled Principal: 208,813 70,679 184,515
Unscheduled Principal: 1,519,262 1,511,524 984,125
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: 162,404,515 64,954,207 187,524,670
Beginning Pool Count: 423 516 453
Ending Pool Count: 420 510 449
0 0 0
Weighted Average Coupon: 0 0 0
Weighted Average Net Coupon: 0 0 0
Weighted Average Maturity: 322 331 337
Cumulative Realized Losses: 0 0 0
Loan Group 7 8 9Total
Current Scheduled Interest: 317,472 1,353,336 1,225,518 7,519,117
Negative Amortization: 0 0 0 0
Prepayment Interest Shortfall 556 2,880 5,359 48,749
Compensating Interest: (556) (2,880) (5,359) (48,749
)
Non Recoverable Advance: 0 0 0 0
Relief Act Interest Shortfall 0 0 0 0
Extraordinary Trust Expense: 0 0 0 0
Servicing Fee: 16,273 70,022 42,275 363,893
Trustee Fees: 0 0 0 0
Other Fee: 0 0 0 0
0 0 0 0
Beginning Scheduled Balance: 52,265,977 224,149,052 202,038,241 1,231,660,
939
Scheduled Principal: 54,777 225,476 302,878 1,543,562
Unscheduled Principal: 4,485,797 177,256 1,835,797 36,699,518
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: 52,033,944 222,087,779 200,058,398 1,210,929,
136
Beginning Pool Count: 369 559 2,022 6,854
Ending Pool Count: 367 555 2,006 6,766
0 0 0 0
Weighted Average Coupon: 0 0 0 0
Weighted Average Net Coupon: 0 0 0 0
Weighted Average Maturity: 329 334 297 317
0 0 0 0
Cumulative Realized Losses: 0 0 0 0
Aggregate Pool Totals
Distribution Delinq 1 Month Delinq 2 Months
Date # Balance # Balance
08/15/00 120 14,542,661.3 6 745,105.91
1.77% 1.201% 0.09% 0.062%
07/17/00 112 13796060.71 91,333,039.15
1.63% 1.120% 0.13% 0.108%
06/15/00 118 14502254.80 61,053,933.02
1.70% 1.162% 0.09% 0.084%
05/15/00 110 16296163.00 2 281,120.19
1.57% 1.281% 0.03% 0.022%
04/17/00 72 8603619.09 3 329,820.41
1.01% 0.665% 0.04% 0.026%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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
08/15/00 6 745,105. 81,248,010.80
0.09% 0.062% 0.12% 0.103%
07/17/00 9 1,333,039.15 4 987,553.50
0.13% 0.108% 0.06% 0.080%
06/15/00 6 1,053,933.02 1 257,536.90
0.09% 0.084% 0.01% 0.021%
05/15/00 2 281,120.19 1 64,268.57
0.03% 0.022% 0.01% 0.005%
04/17/00 3 329,820.41 0 0.00
0.04% 0.026% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
08/15/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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
08/15/00 88 18,166,050 7.3258% 6.9713%
1.30% 1.500%
07/17/00 74 13,917,820 7.31% 6.95%
1.08% 1.130%
06/15/00 100 22,178,272 7.29% 6.94%
1.44% 1.777%
05/15/00 83 18,099,955 7.28% 6.92%
1.18% 1.423%
04/17/00 50 8,992,008 7.26% 6.90%
0.70% 0.695%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
01/00/00 0 0 0.00% 0.00%
0.00% 0.000%
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
08/15/00 39 2,818,415. 1 32,773.02
2.74% 2.662% 0.07% 0.031%
07/17/00 25 2,208,242.47 4 249,970.65
1.71% 2.020% 0.27% 0.229%
06/15/00 28 1,825,686.13 2 227,939.04
1.88% 1.616% 0.13% 0.202%
05/15/00 21 1,550,317.53 0 0.00
1.39% 1.341% 0.00% 0.000%
04/17/00 17 1,373,015.84 1 53,627.23
1.11% 1.164% 0.07% 0.045%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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
08/15/00 3 388727.4 0 0
0.21% 0.367% 0.00% 0.000%
07/17/00 1 174270.8 0 0
0.07% 0.159% 0.00% 0.000%
06/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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
08/15/00 37 3,030,265 7.9959% 7.6213%
2.60% 2.863%
07/17/00 31 3,414,458.23 0 0
2.13% 3.123%
06/15/00 24 2,334,319.46 0 0
1.61% 2.066%
05/15/00 22 1,982,880.41 0 0
1.45% 1.715%
04/17/00 16 1,816,169.17 0 0
1.04% 1.540%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
01/00/00 0 0.00 0 0
0.00% 0.000%
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
08/15/00 6 3,633,048. 1 397797.42
1.69% 2.724% 0.28% 0.298%
07/17/00 5 2739505.42 0 0.00
1.39% 1.996% 0.00% 0.000%
06/15/00 2 1724891.30 0 0.00
0.54% 1.221% 0.00% 0.000%
05/15/00 6 2598071.34 0 0.00
1.59% 1.797% 0.00% 0.000%
04/17/00 1 629911.92 0 0.00
0.26% 0.420% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date
08/15/00 6 3,467,765 7.6522% 7.277%
1.69% 2.601%
07/17/00 9 3,705,003 7.5454% 7.171%
2.49% 2.699%
06/15/00 8 3,051,600 7.4799% 7.105%
2.16% 2.161%
05/15/00 6 4,739,571 7.3943% 7.019%
1.59% 3.278%
04/17/00 6 2,556,638 7.3889% 7.014%
1.56% 1.706%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.000%
0.00% 0.000%
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
8/15/00 3 201,707. 1 84948.22
0.44% 0.244% 0.15% 0.103%
7/17/00 4 329681.45 0 0.00
0.58% 0.391% 0.00% 0.000%
6/15/00 7 814446.95 0 0.00
1.00% 0.952% 0.00% 0.000%
5/15/00 10 1185601.09 0 0.00
1.39% 1.342% 0.00% 0.000%
4/17/00 8 692903.59 0 0.00
1.09% 0.772% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
1/0/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
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
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date
# Balance # Balance
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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
08/15/00 10 1,472,866 7.3113% 6.9363%
1.46% 1.782%
07/17/00 8 1,009,518 7.316% 6.941%
1.15% 1.198%
06/15/00 21 2,557,555 7.327% 6.952%
3.00% 2.991%
05/15/00 10 1,231,885 7.335% 6.960%
1.39% 1.395%
04/17/00 8 1,030,731 7.203% 6.828%
1.09% 1.149%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
01/00/00 0 0 0.000% 0.000%
0.00% 0.000%
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
08/15/00 2 972938.49 0 0
0.48% 0.599% 0.00% 0.000%
07/17/00 4 1598011.83 1 407186.62
0.95% 0.974% 0.24% 0.248%
06/15/00 6 2472195.87 0 0
1.40% 1.487% 0.00% 0.000%
05/15/00 4 1724856 1 257803.03
0.90% 0.994% 0.23% 0.149%
04/17/00 2 980513.8 0 0
0.45% 0.559% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date
# Balance # Balance
08/15/00 0 257000.2 0 0
0.00% 0.158% 0.00% 0.000%
07/17/00 0 257269.29 0 0
0.00% 0.157% 0.00% 0.000%
06/15/00 1 257536.9 0 0
0.23% 0.155% 0.00% 0.000%
05/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date
# Balance # Balance
08/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
08/15/00 3 1,358,505 7.0425% 6.6675%
0.71% 0.836%
07/17/00 5 1,889,186 7.0541% 6.6791%
1.18% 1.151%
06/15/00 15 6,872,232 7.0607% 6.6857%
3.50% 4.132%
05/15/00 5 1,652,939 7.0691% 6.6941%
1.13% 0.953%
04/17/00 3 1,098,057 6.9872% 6.6122%
0.67% 0.626%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
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
08/15/00 4 463527.93 1 30163.38
0.78% 0.714% 0.20% 0.046%
07/17/00 10 767757.84 1 46738.46
1.94% 1.163% 0.19% 0.071%
06/15/00 13 1160566.96 0 0.00
2.50% 1.744% 0.00% 0.000%
05/15/00 4 725167.63 0 0.00
0.76% 1.073% 0.00% 0.000%
04/17/00 4 325752.67 0 0.00
0.75% 0.476% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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
08/15/00 1 46710.84 0 0.00
0.20% 0.072% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
08/15/00 6 960,886 7.2580% 6.8831%
1.18% 1.479%
07/17/00 5 436,146 7.2584% 6.8834%
0.97% 0.661%
06/15/00 7 901,465 7.2600% 6.8850%
1.34% 1.354%
05/15/00 6 781,830 7.2614% 6.8864%
1.14% 1.157%
04/17/00 4 558,804 7.2607% 6.8857%
0.75% 0.816%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
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
08/15/00 5 1,393,065. 0 0.00
1.11% 0.743% 0.00% 0.000%
07/17/00 5 1,885,261.91 1 407,608.35
1.10% 0.981% 0.22% 0.212%
06/15/00 6 2,040,423.71 2 750,122.62
1.31% 1.052% 0.44% 0.387%
05/15/00 10 3,891,480.95 0 0.00
2.16% 1.987% 0.00% 0.000%
04/17/00 1 277,446.00 0 0.00
0.22% 0.140% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
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
08/15/00 0 496881.91 0 0.00
0.00% 0.265% 0.00% 0.000%
07/17/00 1 497263.00 0 0.00
0.22% 0.259% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
08/15/00 4 4,415,919 7.1366% 6.8831%
0.89% 2.355%
07/17/00 4 1,457,391 7.1350% 6.8834%
0.88% 0.758%
06/15/00 5 1,777,031 7.1337% 6.8850%
1.09% 0.917%
05/15/00 3 1,541,523 7.1348% 6.8864%
0.65% 0.787%
04/17/00 4 1,276,817 7.1361% 6.8857%
0.86% 0.646%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
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
08/15/00 8 1131379.9 1 138687.87
2.18% 2.174% 0.27% 0.267%
07/17/00 8 938532.48 0 0.00
2.17% 1.796% 0.00% 0.000%
06/15/00 3 388217.78 0 0.00
0.81% 0.737% 0.00% 0.000%
05/15/00 3 353103.73 0 0.00
0.80% 0.665% 0.00% 0.000%
04/17/00 5 675258.11 0 0.00
1.31% 1.242% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
08/15/00 2 120,331.51 7.2890% 6.9154%
0.54% 0.231%
07/17/00 2 366,469.62 7.2848% 6.9112%
0.54% 0.701%
06/15/00 4 361,315.82 7.2818% 6.9082%
1.08% 0.686%
05/15/00 6 1,143,255.87 7.2782% 6.9046%
1.60% 2.152%
04/17/00 1 57,181.90 7.2777% 6.9041%
0.26% 0.105%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
0.00% 0.000%
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
08/15/00 2 1050812.78 0 0.00
0.36% 0.473% 0.00% 0.000%
07/17/00 1 359026.88 0 0.00
0.18% 0.160% 0.00% 0.000%
06/15/00 2 749956.66 0 0.00
0.36% 0.334% 0.00% 0.000%
05/15/00 3 1055377.78 0 0.00
0.53% 0.464% 0.00% 0.000%
04/17/00 2 791501.87 0 0.00
0.35% 0.342% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0.00
0.00% 0.000% 0.00% 0.000%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
08/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
08/15/00 4 1,744,688 7.2452% 6.8703%
0.72% 0.786%
07/17/00 1 392,105 7.2431% 6.8683%
0.18% 0.175%
06/15/00 3 2,470,530 7.2401% 6.8653%
0.54% 1.099%
05/15/00 11 3,576,795 7.2410% 6.8661%
1.95% 1.571%
04/17/00 1 275,459 7.2411% 6.8662%
0.17% 0.119%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
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
08/15/00 51 2877765 1 60736
2.54% 1.438% 0.05% 0.030%
07/17/00 50 2970040.43 2 221535.07
2.47% 1.470% 0.10% 0.110%
06/15/00 51 3325869.44 2 75871.36
2.51% 1.633% 0.10% 0.037%
05/15/00 49 3212186.95 1 23317.16
2.40% 1.559% 0.05% 0.011%
04/17/00 32 2857315.29 2 276193.18
1.55% 1.374% 0.10% 0.133%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
08/15/00 1 58690.45 0 0
0.05% 0.029% 0.00% 0.000%
07/17/00 1 58750.41 0 0
0.05% 0.029% 0.00% 0.000%
06/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
05/15/00 1 64268.57 0 0
0.05% 0.031% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distribution REO Modifications
Date # Balance # Balance
08/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
07/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
06/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
05/15/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
04/17/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
0.00% 0.000% 0.00% 0.000%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
08/15/00 16 1,594,824 7.2789% 6.8703%
0.80% 0.797%
07/17/00 9 1,247,543 7.2791% 6.8683%
0.45% 0.617%
06/15/00 13 1,852,224 7.2804% 6.8653%
0.64% 0.909%
05/15/00 14 1,449,275 7.2806% 6.8661%
0.68% 0.703%
04/17/00 7 322,152 7.2814% 6.8662%
0.34% 0.155%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
0.00% 0.000%
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 1322 35,970,711
50,000 to 100,000 1662123,069,835
100,000 to 150,000 964118,043,569
150,000 to 200,000 432 74,827,237
200,000 to 250,000 647146,629,248
250,000 to 300,000 586160,179,919
300,000 to 350,000 355114,979,234
350,000 to 400,000 248 93,107,005
400,000 to 450,000 115 48,675,757
450,000 to 500,000 116 55,572,225
500,000 to 550,000 66 34,691,578
550,000 to 600,000 48 27,715,340
600,000 to 650,000 45 28,076,558
650,000 to 700,000 32 21,571,307
700,000 to 3,000,000 128127,819,611
Total 0 0 67661,210,929,136
Average Scheduled Balance is 178,973
Maximum Scheduled Balance is 2,149,811
Minimum Scheduled Balance is 2,058
Pool Total
Distribution of Principal Balances
% of
Bal Term Coupon
2.97% 225 7.957%
10.16% 295 7.535%
9.75% 306 7.372%
6.18% 307 7.340%
12.11% 317 7.330%
13.23% 326 7.302%
9.50% 324 7.315%
7.69% 332 7.245%
4.02% 330 7.219%
4.59% 328 7.179%
2.86% 329 7.278%
2.29% 324 7.168%
2.32% 333 7.326%
1.78% 329 7.164%
10.56% 331 7.145%
100.00% 317 7.451%
Pool Total
Distribution of Property Types
# of Scheduled % of
Property Types Loans Balance Balance
Single Family 5080 929,364,480 76.75%
Condo 928 138,400,413 11.43%
PUD 342 88,094,525 7.27%
2-4 Family 333 42,163,776 3.48%
Town House 42 7,126,83 0.59%
Unknown 23 2,891,12 0.24%
Co-op 18 2,887,97 0.24%
Total 6766 1,210,929,136. 100%
Pool Total
Distribution of Property Types
Property Types Term Coupon
Single Family 317 7.325%
Condo 317 7.320%
PUD 324 7.257%
2-4 Family 307 7.396%
Town House 304 7.247%
Unknown 283 7.672%
Co-op 293 7.736%
Total 317 7.451%
Pool Total
Geographic Distribution
Geographic # of Scheduled % of
Location Loans Balance Balance
Illinois 2620 492,518,357 40.67%
Michigan 1848 357,854,542 29.55%
Indiana 1050 149,029,057 12.31%
Florida 285 51,172,464 4.23%
Ohio 268 36,931,321 3.05%
Colorado 77 24,763,957 2.05%
Wisconsin 116 22,039,531 1.82%
Kentucky 141 18,209,305 1.50%
Arizona 65 10,878,803 0.90%
Texas 108 10,111,572 0.84%
Louisiana 83 7,552,323 0.62%
California 11 5,151,664 0.43%
Utah 15 3,337,658 0.28%
New York 5 2,220,399 0.18%
Connecticut 3 2,069,536 0.17%
Hiwaii 1 1,982,674 0.16%
Montana 4 1,376,593 0.11%
Neveda 4 1,367,925 0.11%
Georgia 6 1,347,296 0.11%
Washington 2 1,328,147 0.11%
Pennsylvania 3 1,306,544 0.11%
North Carolina 6 1,048,565 0.09%
South Carolina 7 970,100 0.08%
Maine 2 809,272 0.07%
Maryland 1 680,367 0.06%
Minnesota 10 656,211 0.05%
Missouri 3 647,094 0.05%
Oklahoma 7 631,217 0.05%
New Jersey 2 563,957 0.05%
Wyoming 2 517,306 0.04%
Other 11 1,855,383 0.15%
Total 6766 1,210,929,136 100.00%
Geographic Term Coupon
Location
Illinois 313 7.224%
Michigan 322 7.376%
Indiana 307 7.419%
Florida 315 7.422%
Ohio 318 7.456%
Colorado 340 7.350%
Wisconsin 333 7.397%
Kentucky 328 7.463%
Arizona 328 7.345%
Texas 300 7.431%
Louisiana 329 7.433%
California 318 7.252%
Utah 337 7.076%
New York 334 7.605%
Connecticut 331 6.688%
Hiwaii 350 6.850%
Montana 342 7.821%
Neveda 311 8.684%
Georgia 327 7.210%
Washington 336 7.597%
Pennsylvania 335 7.024%
North Carolina 326 7.426%
South Carolina 299 7.491%
Maine 339 7.003%
Maryland 331 6.550%
Minnesota 281 7.930%
Missouri 349 7.435%
Oklahoma 278 7.686%
New Jersey 342 6.811%
Wyoming 349 7.058%
Other 304 7.337%
Total 317 7.451%
Pool Total
Loan Seasoning
# of Scheduled % of
Number of Years Loans Balance Balance
1 year or less 348 107,523,746 8.88%
1+ to 2 years 1304 277,358,954 22.90%
2+ to 3 years 1902 417,122,962 34.45%
3+ to 4 years 263 47,340,349 3.91%
4+ to 5 years 613 110,264,381 9.11%
5+ to 6 years 259 27,819,696 2.30%
6+ to 7 years 655 74,684,888 6.17%
7+ to 8 years 221 18,633,000 1.54%
8+ to 9 years 114 7,047,196 0.58%
9+ to 10 years 79 3,914,639 0.32%
10 years or more 670 24,778,931 2.05%
Total 6428 1,116,488,744 92.20%
Pool Total
Loan Seasoning
Number of Years Term Coupon
1 year or less 348 7.435%
1+ to 2 years 331 7.070%
2+ to 3 years 324 7.148%
3+ to 4 years 310 7.871%
4+ to 5 years 297 7.386%
5+ to 6 years 278 8.027%
6+ to 7 years 262 7.408%
7+ to 8 years 247 8.131%
8+ to 9 years 225 8.321%
9+ to 10 years 216 8.486%
10 years or more 181 8.369%
Total 317 7.451%
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 6,992,133
6.250% to 6.500% 116 25,924,055
6.500% to 6.750% 476122,508,219
6.750% to 7.000% 1238290,443,968
7.000% to 7.250% 1355271,965,936
7.250% to 7.500% 832144,899,015
7.500% to 7.750% 676128,419,153
7.750% to 8.000% 609 88,878,218
8.000% to 8.250% 441 42,381,143
8.250% to 8.500% 271 22,279,608
8.500% to 8.750% 204 12,284,957
8.750% to 9.000% 238 17,538,393
9.000% to 9.250% 224 28,780,343
9.250% & Above 59 7,633,993
Total 67661,210,929,136
Pool Total
Distribution of Mortgage Interest Rates
Current Mortgage % of
Interest Rate Balance Term
6.000% or less
6.000% to 6.250% 0.58% 319
6.250% to 6.500% 2.14% 316
6.500% to 6.750% 10.12% 320
6.750% to 7.000% 23.99% 321
7.000% to 7.250% 22.46% 322
7.250% to 7.500% 11.97% 325
7.500% to 7.750% 10.61% 331
7.750% to 8.000% 7.34% 311
8.000% to 8.250% 3.50% 277
8.250% to 8.500% 1.84% 274
8.500% to 8.750% 1.01% 254
8.750% to 9.000% 1.45% 253
9.000% to 9.250% 2.38% 291
9.250% & Above 0.63% 301
Total 100.00% 317
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% 6.674%
6.750% to 7.000% 6.914%
7.000% to 7.250% 7.145%
7.250% to 7.500% 7.385%
7.500% to 7.750% 7.653%
7.750% to 8.000% 7.909%
8.000% to 8.250% 8.178%
8.250% to 8.500% 8.454%
8.500% to 8.750% 8.713%
8.750% to 9.000% 8.928%
9.000% to 9.250% 9.157%
9.250% & Above 9.385%
Total 7.451%
W/Avg Mortgage Interest Rate i 7.451%
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 50,000 657 16745087
50,000 to 100,000 407 30074615
100,000 to 150,000 170 20729336
150,000 to 200,000 66 11329914
200,000 to 250,000 118 26144139
250,000 to 300,000 3 834363
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 1421 105857453
Adjustable Rate Group 1
Distribution of Principal Balances
Current Scheduled % of
Balances Bal
to 5 15.82%
5 to 100 28.41%
100 to 150 19.58%
150 to 200 10.70%
200 to 250 24.70%
250 to 300 0.79%
300 to 350
350 to 400
400 to 450
450 to 500
500 to 550
550 to 600
600 to 650
650 to 700
700 to 3,000,
Total 100%
Current Scheduled
Balances Term Coupon
to 5 196 8.233%
5 to 100 267 8.081%
100 to 150 290 7.898%
150 to 200 286 8.095%
200 to 250 301 7.745%
250 to 300 311 7.070%
300 to 350
350 to 400
400 to 450
450 to 500
500 to 550
550 to 600
600 to 650
650 to 700
700 to 3,000,
Total 271 8.257%
Average Scheduled Balance is 74,495
Maximum Scheduled Balance is 1,982,674
Minimum Scheduled Balance is 12,125
Adjustable Rate Group 1
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 1058 77,289,3 73.01%
Condo 221 15,511,8 14.65%
2-4 Family 83 6,540, 6.18%
PUD 41 5,105, 4.82%
Town House 7 676 0.64%
Unknown 6 497 0.47%
Co-op 5 236 0.22%
Total 1421 105,857,4 100.00%
Adjustable Rate Group 1
Distribution of Property Types
Property Typ Term Coupon
Single Famil 270 7.995%
Condo 270 8.009%
2-4 Family 273 7.871%
PUD 291 7.862%
Town House 282 7.609%
Unknown 263 7.918%
Co-op 262 8.248%
Total 271 8.257%
Adjustable Rate Group 1
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Illinois 406 39,161,1 36.99%
Michigan 475 30,275,1 28.60%
Indiana 295 19,693,2 18.60%
Florida 105 5,737, 5.42%
Ohio 42 3,275, 3.09%
Texas 26 1,701, 1.61%
Wisconsin 19 1,545, 1.46%
Colorado 13 1,090, 1.03%
Kentucky 11 897 0.85%
Louisiana 5 408 0.39%
Utah 2 370 0.35%
Arizona 2 309 0.29%
Georgia 2 261 0.25%
Minnesota 8 253 0.24%
South Caroli 3 232 0.22%
California 1 225 0.21%
Virginia 2 112 0.11%
Montana 1 9 0.09%
Oklahoma 1 9 0.09%
Massachusett 1 7 0.07%
North Caroli 1 3 0.04%
Total 1421 105857453 100.00%
Adjustable Rate Group 1
Geographic Distribution
Geographic
Location Term Coupon
Illinois 286 7.811%
Michigan 263 8.095%
Indiana 259 8.163%
Florida 238 8.262%
Ohio 293 7.866%
Texas 218 7.635%
Wisconsin 308 7.648%
Colorado 297 7.265%
Kentucky 281 8.026%
Louisiana 238 8.278%
Utah 312 7.893%
Arizona 318 7.783%
Georgia 292 8.090%
Minnesota 180 8.461%
South Caroli 246 8.336%
California 336 8.125%
Virginia 157 8.288%
Montana 304 7.350%
Oklahoma 291 7.750%
Massachusett 301 7.550%
North Caroli 193 7.810%
Total 271 8.257%
Adjustable Rate Group 1
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 9 1,370, 1.29%
1+ to 2 yea 26 3,393, 3.21%
2+ to 3 year 110 13,695,5 12.94%
3+ to 4 year 48 6,519, 6.16%
4+ to 5 year 230 24,718,5 23.35%
5+ to 6 year 121 9,617, 9.09%
6+ to 7 year 121 10,793,5 10.20%
7+ to 8 year 136 8,806, 8.32%
8+ to 9 year 78 3,995, 3.77%
9+ to 10 yea 70 2,789, 2.64%
10 years or 453 17,749,2 16.77%
Total 1402 103,448,4 97.72%
Adjustable Rate Group 1
Loan Seasoning
0 Term Coupon
0 349 6.9484%
0 321 8.2657%
0 318 7.5869%
0 304 8.4076%
0 297 7.5116%
0 284 8.4824%
0 259 8.1215%
Distribution 247 8.1786%
Current Sch 232 8.4235%
Balances 219 8.4078%
0 189 8.3046%
50000.01 271 8.2572%
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% 3 254,221
6.250% to 6.500% 6 747,962
6.500% to 6.750% 38 5,171,375
6.750% to 7.000% 62 7,766,164
7.000% to 7.250% 103 11,484,359
7.250% to 7.500% 76 7,261,539
7.500% to 7.750% 99 6,726,088
7.750% to 8.000% 237 15,378,122
8.000% to 8.250% 285 18,849,127
8.250% to 8.500% 131 8,296,431
8.500% to 8.750% 99 5,332,802
8.750% to 9.000% 122 6,346,745
9.000% to 9.250% 118 9,626,450
9.250% & Above 42 2,616,068
Total 1421 105,857,453
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% 0.24%
6.250% to 6.500% 0.71%
6.500% to 6.750% 4.89%
6.750% to 7.000% 7.34%
7.000% to 7.250% 10.85%
7.250% to 7.500% 6.86%
7.500% to 7.750% 6.35%
7.750% to 8.000% 14.53%
8.000% to 8.250% 17.81%
8.250% to 8.500% 7.84%
8.500% to 8.750% 5.04%
8.750% to 9.000% 6.00%
9.000% to 9.250% 9.09%
9.250% & Above 2.47%
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% 302 6.169%
6.250% to 6.500% 294 6.408%
6.500% to 6.750% 299 6.668%
6.750% to 7.000% 311 6.921%
7.000% to 7.250% 310 7.174%
7.250% to 7.500% 292 7.389%
7.500% to 7.750% 256 7.719%
7.750% to 8.000% 252 7.963%
8.000% to 8.250% 260 8.185%
8.250% to 8.500% 253 8.467%
8.500% to 8.750% 244 8.721%
8.750% to 9.000% 245 8.891%
9.000% to 9.250% 267 9.129%
9.250% & Above 276 9.394%
Total 271 8.257%
W/Avg Mortgage Interest Rate is 8.257%
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 36,300
5 to 100 6 414,829
100 to 150 8 1,011,799
150 to 200 7 1,287,742
200 to 250 35 8,298,167
250 to 300 89 24,396,190
300 to 350 65 21,050,371
350 to 400 47 17,719,925
400 to 450 17 7,143,992
450 to 500 22 10,548,472
500 to 550 14 7,389,855
550 to 600 7 4,053,644
600 to 650 8 4,942,358
650 to 700 8 5,377,731
700 to 3,000, 20 19,677,837
Total 355133,349,214
Adjustable Rate Group 2
Distribution of Principal Balances
Current Scheduled % of
Balances Bal
to 5 0.03%
5 to 100 0.31%
100 to 150 0.76%
150 to 200 0.97%
200 to 250 6.22%
250 to 300 18.29%
300 to 350 15.79%
350 to 400 13.29%
400 to 450 5.36%
450 to 500 7.91%
500 to 550 5.54%
550 to 600 3.04%
600 to 650 3.71%
650 to 700 4.03%
700 to 3,000, 14.76%
Total 100.00%
Adjustable Rate Group 2
Distribution of Principal Balances
Current Scheduled
Balances Term Coupon
0 to 50000 248 8.040%
50000.01 to 100000 312 7.788%
100000.01 to 150000 194 8.057%
150000.01 to 200000 178 8.022%
200000.01 to 250000 286 7.938%
250000.01 to 300000 307 7.931%
300000.01 to 350000 302 7.618%
350000.01 to 400000 323 7.544%
400000.01 to 450000 317 7.389%
450000.01 to 500000 331 7.283%
500000.01 to 550000 325 7.869%
550000.01 to 600000 324 7.273%
600000.01 to 650000 319 7.818%
650000.01 to 700000 316 7.486%
700000.01 to 3000000 313 7.478%
Total 311 7.877%
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 287 108,417,143 81.30%
Condo 30 12,617,378 9.46%
PUD 34 11,259,139 8.44%
Town House 3 864,392 0.65%
Co-op 1 191,162 0.14%
Total 355 133,349,214 100.00%
Adjustable Rate Group 2
Distribution of Property Types
Property Typ Term Coupon
Single Famil 310 7.690%
Condo 324 7.424%
PUD 306 7.403%
Town House 319 7.665%
Co-op 121 7.550%
Total 311 7.877%
Adjustable Rate Group 2
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Illinois 146 53,773,232 40.33%
Michigan 118 45,045,805 33.78%
Indiana 39 12,410,402 9.31%
Florida 18 6,861,798 5.15%
Ohio 6 2,793,461 2.09%
Colorado 5 2,294,251 1.72%
Hiwaii 1 1,982,674 1.49%
Wisconsin 6 1,928,397 1.45%
Texas 3 1,373,826 1.03%
Kentucky 4 1,237,536 0.93%
Neveda 1 1,117,025 0.84%
Arizona 3 959,823 0.72%
Montana 1 520,409 0.39%
Utah 1 274,102 0.21%
North Caroli 1 270,524 0.20%
South Caroli 1 259,583 0.19%
Louisiana 1 246,365 0.18%
Total 355 133,349,214 100.00%
Adjustable Rate Group 2
Geographic Distribution
Geographic
Location Term Coupon
Illinois 309 7.521%
Michigan 316 7.754%
Indiana 291 8.019%
Florida 315 7.609%
Ohio 270 7.319%
Colorado 326 7.298%
Hiwaii 350 6.850%
Wisconsin 326 7.668%
Texas 317 7.098%
Kentucky 351 7.048%
Neveda 307 9.000%
Arizona 311 7.474%
Montana 337 8.000%
Utah 353 6.150%
North Caroli 293 8.250%
South Caroli 301 7.150%
Louisiana 331 8.750%
Total 311 7.877%
Adjustable Rate Group 2
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 30 14,040,659 10.53%
1+ to 2 yea 11 5,720,410 4.29%
2+ to 3 year 78 29,178,672 21.88%
3+ to 4 year 23 6,974,433 5.23%
4+ to 5 year 96 35,037,829 26.28%
5+ to 6 year 16 5,743,435 4.31%
6+ to 7 year 34 10,074,190 7.55%
7+ to 8 year 13 3,903,055 2.93%
8+ to 9 year 4 1,125,874 0.84%
9+ to 10 yea 2 659,408 0.49%
10 years or 12 2,930,801 2.20%
Total 319 115,388,767 86.53%
Adjustable Rate Group 2
Loan Seasoning
Number of Ye Term Coupon
1 year or le 350 6.919%
1+ to 2 yea 297 8.264%
2+ to 3 year 325 7.430%
3+ to 4 year 315 8.872%
4+ to 5 year 298 7.582%
5+ to 6 year 266 8.056%
6+ to 7 year 273 8.163%
7+ to 8 year 260 8.457%
8+ to 9 year 257 8.350%
9+ to 10 yea 246 8.528%
10 years or 214 8.422%
Total 311 7.877%
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 1,032,652
6.250% to 6.500% 5 2,244,677
6.500% to 6.750% 29 10,627,241
6.750% to 7.000% 81 35,720,026
7.000% to 7.250% 39 15,871,135
7.250% to 7.500% 20 7,868,007
7.500% to 7.750% 15 5,502,725
7.750% to 8.000% 30 10,768,541
8.000% to 8.250% 39 11,156,539
8.250% to 8.500% 24 8,333,965
8.500% to 8.750% 15 4,451,155
8.750% to 9.000% 10 3,456,570
9.000% to 9.250% 33 11,419,820
9.250% & Above 12 4,896,160
Total 355133,349,214
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% 0.77% 348
6.250% to 6.500% 1.68% 330
6.500% to 6.750% 7.97% 319
6.750% to 7.000% 26.79% 322
7.000% to 7.250% 11.90% 336
7.250% to 7.500% 5.90% 333
7.500% to 7.750% 4.13% 304
7.750% to 8.000% 8.08% 276
8.000% to 8.250% 8.37% 278
8.250% to 8.500% 6.25% 295
8.500% to 8.750% 3.34% 280
8.750% to 9.000% 2.59% 277
9.000% to 9.250% 8.56% 308
9.250% & Above 3.67% 320
Total 100.00% 311
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% 6.366%
6.500% to 6.750% 6.654%
6.750% to 7.000% 6.905%
7.000% to 7.250% 7.158%
7.250% to 7.500% 7.360%
7.500% to 7.750% 7.675%
7.750% to 8.000% 7.956%
8.000% to 8.250% 8.179%
8.250% to 8.500% 8.459%
8.500% to 8.750% 8.717%
8.750% to 9.000% 8.924%
9.000% to 9.250% 9.123%
9.250% & Above 9.375%
Total 7.877%
W/Avg Mortgage Interest Rate is 7.877%
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 5 103 2,959,577
5 to 100 217 15,867,791
100 to 150 136 16,839,296
150 to 200 74 12,638,388
200 to 250 148 32,885,010
250 to 300 3 793,822
300 to 350 1 305,938
350 to 400 1 369,135
400 to 450
450 to 500
500 to 550
550 to 600
600 to 650
650 to 700
700 to 3,000,
Total 683 82,658,955
Adjustable Rate Group 3
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 3.58% 234
5 to 100 19.20% 308
100 to 150 20.37% 319
150 to 200 15.29% 316
200 to 250 39.78% 322
250 to 300 0.96% 329
300 to 350 0.37% 324
350 to 400 0.45% 333
400 to 450
450 to 500
500 to 550
550 to 600
600 to 650
650 to 700
700 to 3,000,
Total 100.00% 315
Adjustable Rate Group 3
Distribution of Principal Balances
Current Scheduled
Balances Coupon
0 to 50000 8.149%
50000.01 to 100000 7.527%
100000.01 to 150000 7.317%
150000.01 to 200000 7.217%
200000.01 to 250000 7.161%
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 7.456%
Average Scheduled Balance is 121,023
Maximum Scheduled Balance is 369,135
Minimum Scheduled Balance is 4,349
Adjustable Rate Group 3
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 471 56,087,440 67.85%
Condo 123 13,844,442 16.75%
2-4 Family 43 6,365,421 7.70%
PUD 34 4,934,148 5.97%
Town House 5 701,289 0.85%
Unknown 6 565,699 0.68%
Co-op 1 160,516 0.19%
Total 683 82,658,955 100.00%
Adjustable Rate Group 3
Distribution of Property Types
Property Typ Term Coupon
Single Famil 315 7.300%
Condo 315 7.356%
2-4 Family 317 7.294%
PUD 310 7.237%
Town House 319 7.304%
Unknown 312 7.538%
Co-op 335 7.375%
Total 315 7.456%
Adjustable Rate Group 3
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Illinois 257 36,083,825 43.65%
Michigan 185 22,516,748 27.24%
Indiana 116 10,596,945 12.82%
Wisconsin 27 3,204,792 3.88%
Florida 30 2,950,796 3.57%
Kentucky 23 2,413,319 2.92%
Ohio 18 1,560,374 1.89%
Arizona 6 977,023 1.18%
Texas 9 881,616 1.07%
Utah 2 392,532 0.47%
Connecticut 2 364,152 0.44%
North Caroli 2 205,747 0.25%
South Caroli 1 137,930 0.17%
Minnesota 1 129,771 0.16%
Missouri 1 98,765 0.12%
Colorado 1 69,834 0.08%
Oklahoma 1 45,403 0.05%
Vermont 1 29,383 0.04%
Total 683 82,658,955 100.00%
Adjustable Rate Group 3
Geographic Distribution
Geographic
Location Term Coupon
Illinois 317 7.214%
Michigan 317 7.286%
Indiana 297 7.501%
Wisconsin 330 7.290%
Florida 302 7.783%
Kentucky 319 7.430%
Ohio 321 7.761%
Arizona 341 7.095%
Texas 304 7.583%
Utah 301 6.491%
Connecticut 324 6.868%
North Caroli 334 6.621%
South Caroli 342 7.250%
Minnesota 332 6.950%
Missouri 345 7.375%
Colorado 348 7.375%
Oklahoma 122 8.250%
Vermont 336 7.125%
Total 315 7.456%
Adjustable Rate Group 3
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 18 2,451,354 2.97%
1+ to 2 yea 68 8,839,736 10.69%
2+ to 3 year 288 38,261,477 46.29%
3+ to 4 year 78 10,467,836 12.66%
4+ to 5 year 101 12,698,279 15.36%
5+ to 6 year 30 2,588,978 3.13%
6+ to 7 year 25 2,487,426 3.01%
7+ to 8 year 6 485,050 0.59%
8+ to 9 year 7 285,903 0.35%
9+ to 10 yea 5 181,502 0.22%
10 years or 36 1,081,985 1.31%
Total 662 79,829,526 96.58%
Adjustable Rate Group 3
Loan Seasoning
Number of Ye Term Coupon
$0 343 7.1598%
$0 335 6.9769%
$0 323 7.0901%
$0 312 7.7493%
$0 296 7.2364%
Distribution 282 7.7591%
Current Sch 282 8.4585%
Balances 263 9.0113%
$0 135 9.0000%
$50,000 194 9.3000%
$100,000 173 8.9896%
Total 315 7.4558%
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 2,056,568
6.250% to 6.500% 20 3,318,167
6.500% to 6.750% 75 11,996,666
6.750% to 7.000% 122 16,180,032
7.000% to 7.250% 93 12,016,404
7.250% to 7.500% 108 14,010,187
7.500% to 7.750% 70 8,312,979
7.750% to 8.000% 57 5,672,098
8.000% to 8.250% 19 2,425,080
8.250% to 8.500% 7 453,698
8.500% to 8.750% 11 503,576
8.750% to 9.000% 39 2,423,710
9.000% to 9.250% 44 3,168,024
9.250% & Above 5 121,766
Total 683 82,658,955
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% 2.49% 316
6.250% to 6.500% 4.01% 329
6.500% to 6.750% 14.51% 320
6.750% to 7.000% 19.57% 325
7.000% to 7.250% 14.54% 316
7.250% to 7.500% 16.95% 324
7.500% to 7.750% 10.06% 319
7.750% to 8.000% 6.86% 300
8.000% to 8.250% 2.93% 302
8.250% to 8.500% 0.55% 283
8.500% to 8.750% 0.61% 284
8.750% to 9.000% 2.93% 239
9.000% to 9.250% 3.83% 278
9.250% & Above 0.15% 109
Total 100.00% 315
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% 6.425%
6.500% to 6.750% 6.663%
6.750% to 7.000% 6.908%
7.000% to 7.250% 7.136%
7.250% to 7.500% 7.396%
7.500% to 7.750% 7.675%
7.750% to 8.000% 7.902%
8.000% to 8.250% 8.152%
8.250% to 8.500% 8.392%
8.500% to 8.750% 8.750%
8.750% to 9.000% 8.993%
9.000% to 9.250% 9.246%
9.250% & Above 9.618%
Total 7.456%
W/Avg Mortgage Interest Rate is 7.456%
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 38,766
5 to 100 3 219,768
100 to 150 5 644,205
150 to 200 3 515,241
200 to 250 28 6,739,055
250 to 300 138 37,594,665
300 to 350 78 25,208,424
350 to 400 41 15,295,328
400 to 450 24 10,182,788
450 to 500 29 13,908,571
500 to 550 16 8,424,472
550 to 600 12 6,862,980
600 to 650 8 5,002,636
650 to 700 3 2,032,377
700 to 3,000, 31 29,735,239
Total 420162,404,515
Adjustable Rate Group 4
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 0.02% 306
5 to 100 0.14% 240
100 to 150 0.40% 282
150 to 200 0.32% 278
200 to 250 4.15% 289
250 to 300 23.15% 323
300 to 350 15.52% 317
350 to 400 9.42% 328
400 to 450 6.27% 323
450 to 500 8.56% 319
500 to 550 5.19% 318
550 to 600 4.23% 327
600 to 650 3.08% 330
650 to 700 1.25% 331
700 to 3,000, 18.31% 331
Total 100.00% 322
Adjustable Rate Group 4
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 6.900%
5 to 100 7.215%
100 to 150 6.996%
150 to 200 7.326%
200 to 250 7.318%
250 to 300 6.992%
300 to 350 7.226%
350 to 400 7.026%
400 to 450 7.123%
450 to 500 6.907%
500 to 550 6.933%
550 to 600 6.997%
600 to 650 6.991%
650 to 700 6.918%
700 to 3,000, 6.997%
Total 7.117%
Average Scheduled Balance is 386,677
Maximum Scheduled Balance is 2,149,811
Minimum Scheduled Balance is 38,766
Adjustable Rate Group 4
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 328 127,176,503 78.31%
PUD 43 16,164,369 9.95%
Condo 39 15,458,517 9.52%
2-4 Family 3 1,265,363 0.78%
Co-op 3 1,187,759 0.73%
Unknown 2 621,384 0.38%
Town House 2 530,620 0.33%
Total 420 162,404,515 100.00%
Adjustable Rate Group 4
Distribution of Property Types
Property Typ Term Coupon
Single Famil 323 7.043%
PUD 317 7.002%
Condo 315 6.982%
2-4 Family 329 7.636%
Co-op 315 7.426%
Unknown 296 8.121%
Town House 341 7.091%
Total 322 7.117%
Adjustable Rate Group 4
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Illinois 201 78,665,515 48.44%
Michigan 124 44,084,698 27.14%
Indiana 34 12,831,115 7.90%
Florida 19 10,039,159 6.18%
Colorado 10 4,675,736 2.88%
Ohio 7 3,260,285 2.01%
Arizona 8 2,583,271 1.59%
Wisconsin 8 2,413,392 1.49%
Texas 3 1,738,792 1.07%
Pennsylvania 2 969,350 0.60%
California 2 577,867 0.36%
Kentucky 1 312,287 0.19%
Utah 1 253,048 0.16%
Total 420 162,404,515 100.00%
Adjustable Rate Group 4
Geographic Distribution
Geographic
Location Term Coupon
Illinois 321 7.001%
Michigan 320 7.078%
Indiana 324 6.983%
Florida 315 7.040%
Colorado 339 7.115%
Ohio 326 7.327%
Arizona 331 7.174%
Wisconsin 340 7.498%
Texas 343 6.773%
Pennsylvania 329 6.997%
California 294 7.954%
Kentucky 332 7.250%
Utah 332 6.850%
Total 322 7.117%
Adjustable Rate Group 4
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 31 13,050,351 8.04%
1+ to 2 yea 32 12,777,825 7.87%
2+ to 3 year 250 101,616,178 62.57%
3+ to 4 year 33 9,992,195 6.15%
4+ to 5 year 52 17,811,541 10.97%
5+ to 6 year 6 2,561,472 1.58%
6+ to 7 year 1 273,694 0.17%
7+ to 8 year 3 774,190 0.48%
8+ to 9 year 1 309,097 0.19%
9+ to 10 yea 1 235,014 0.14%
10 years or 2 462,092 0.28%
Total 412 159,863,650 98.44%
Adjustable Rate Group 4
Loan Seasoning
Number of Ye Term Coupon
$0 348 7.327%
$0 328 6.852%
$0 326 6.928%
$0 304 7.412%
$0 298 7.076%
Distribution 291 7.494%
Current Sch 284 9.000%
Balances 222 9.000%
$0 260 9.000%
$50,000 128 9.000%
$100,000 191 9.000%
$150,000 322 7.117%
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 1,882,015
6.250% to 6.500% 21 9,234,709
6.500% to 6.750% 104 38,991,904
6.750% to 7.000% 145 59,302,211
7.000% to 7.250% 48 17,788,878
7.250% to 7.500% 27 12,450,075
7.500% to 7.750% 36 11,376,611
7.750% to 8.000% 14 4,684,038
8.000% to 8.250% 1 277,825
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000% 9 2,395,324
9.000% to 9.250% 10 4,020,924
9.250% & Above
Total 420162,404,515
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% 1.16% 299
6.250% to 6.500% 5.69% 327
6.500% to 6.750% 24.01% 321
6.750% to 7.000% 36.52% 324
7.000% to 7.250% 10.95% 315
7.250% to 7.500% 7.67% 334
7.500% to 7.750% 7.01% 337
7.750% to 8.000% 2.88% 305
8.000% to 8.250% 0.17% 314
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000% 1.47% 234
9.000% to 9.250% 2.48% 323
9.250% & Above
Total 100.00% 322
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% 6.418%
6.500% to 6.750% 6.661%
6.750% to 7.000% 6.907%
7.000% to 7.250% 7.131%
7.250% to 7.500% 7.389%
7.500% to 7.750% 7.648%
7.750% to 8.000% 7.895%
8.000% to 8.250% 8.100%
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000% 9.000%
9.000% to 9.250% 9.250%
9.250% & Above
Total 7.117%
W/Avg Mortgage Interest Rate is 7.117%
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 1,678,493
5 to 100 155 11,692,073
100 to 150 135 16,490,729
150 to 200 75 13,021,922
200 to 250 94 21,216,685
250 to 300 2 524,286
300 to 350 1 330,020
350 to 400
400 to 450
450 to 500
500 to 550
550 to 600
600 to 650
650 to 700
700 to 3,000,
Total 510 64,954,207
Adjustable Rate Group 5
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 2.58% 299
5 to 100 18.00% 321
100 to 150 25.39% 333
150 to 200 20.05% 335
200 to 250 32.66% 333
250 to 300 0.81% 350
300 to 350 0.51% 331
350 to 400
400 to 450
450 to 500
500 to 550
550 to 600
600 to 650
650 to 700
700 to 3,000,
Total 100.00% 331
Adjustable Rate Group 5
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.840%
5 to 100 7.378%
100 to 150 7.264%
150 to 200 7.268%
200 to 250 7.144%
250 to 300 7.605%
300 to 350 6.300%
350 to 400,000
400 to 450,000
450 to 500,000
500 to 550,000
550 to 600,000
600 to 650,000
650 to 700,000
700 to 3,000,000
Total 7.376%
Average Scheduled Balance is 127,361
Maximum Scheduled Balance is 330,020
Minimum Scheduled Balance is 8,671
Adjustable Rate Group 5
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 375 47,249,490 72.74%
Condo 76 9,457,141 14.56%
PUD 31 4,493,810 6.92%
2-4 Family 22 3,173,253 4.89%
Co-op 3 346,184 0.53%
Unknown 2 177,672 0.27%
Town House 1 56,658 0.09%
Total 510 64,954,207 100.00%
Adjustable Rate Group 5
Distribution of Property Types
Property Typ Term Coupon
Single Famil 328 7.268%
Condo 336 7.228%
PUD 341 7.304%
2-4 Family 331 7.165%
Co-op 324 7.236%
Unknown 335 7.270%
Town House 344 6.650%
Total 331 7.376%
Adjustable Rate Group 5
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Illinois 158 23,480,500 36.15%
Michigan 150 18,510,757 28.50%
Indiana 99 10,888,460 16.76%
Kentucky 24 2,463,899 3.79%
Wisconsin 16 2,062,575 3.18%
Ohio 19 2,019,073 3.11%
Florida 15 1,870,790 2.88%
Colorado 7 1,073,710 1.65%
Louisiana 7 901,192 1.39%
Utah 6 691,189 1.06%
Arizona 4 562,182 0.87%
Texas 2 251,894 0.39%
Neveda 1 104,656 0.16%
Missouri 1 49,271 0.08%
New York 1 24,059 0.04%
Total 510 64,954,207 100.00%
Adjustable Rate Group 5
Geographic Distribution
Geographic
Location Term Coupon
Illinois 331 7.216%
Michigan 330 7.326%
Indiana 323 7.148%
Kentucky 332 7.400%
Wisconsin 333 7.392%
Ohio 327 7.349%
Florida 342 7.349%
Colorado 349 7.340%
Louisiana 349 7.309%
Utah 347 6.956%
Arizona 345 7.375%
Texas 344 7.483%
Neveda 339 7.000%
Missouri 335 6.900%
New York 298 7.800%
Total 331 7.376%
Adjustable Rate Group 5
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 35 5,159,776 7.94%
1+ to 2 yea 150 17,931,366 27.61%
2+ to 3 year 148 20,893,295 32.17%
3+ to 4 year 21 2,442,916 3.76%
4+ to 5 year 6 752,573 1.16%
5+ to 6 year 39 3,063,974 4.72%
6+ to 7 year 14 1,249,266 1.92%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 413 51,493,166 79.28%
Adjustable Rate Group 5
Loan Seasoning
Number of Ye Term Coupon
1 year or le 344 7.491%
1+ to 2 yea 330 6.966%
2+ to 3 year 327 7.027%
3+ to 4 year 314 7.780%
4+ to 5 year 309 7.269%
5+ to 6 year 283 8.170%
6+ to 7 year 281 7.328%
7+ to 8 year
8+ to 9 year
9+ to 10 yea
10 years or
Total 331 7.376%
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% 5 821,487
6.500% to 6.750% 56 7,548,924
6.750% to 7.000% 139 19,281,046
7.000% to 7.250% 77 10,870,035
7.250% to 7.500% 59 6,757,087
7.500% to 7.750% 86 11,792,164
7.750% to 8.000% 36 4,224,199
8.000% to 8.250% 19 1,542,408
8.250% to 8.500% 18 1,190,324
8.500% to 8.750% 7 505,303
8.750% to 9.000% 7 326,304
9.000% to 9.250% 1 94,926
9.250% & Above
Total 510 64,954,207
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% 1.26% 283
6.500% to 6.750% 11.62% 336
6.750% to 7.000% 29.68% 326
7.000% to 7.250% 16.73% 326
7.250% to 7.500% 10.40% 338
7.500% to 7.750% 18.15% 348
7.750% to 8.000% 6.50% 334
8.000% to 8.250% 2.37% 300
8.250% to 8.500% 1.83% 294
8.500% to 8.750% 0.78% 289
8.750% to 9.000% 0.50% 260
9.000% to 9.250% 0.15% 297
9.250% & Above
Total 100.00% 331
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% 7.143%
7.250% to 7.500% 7.450%
7.500% to 7.750% 7.647%
7.750% to 8.000% 7.865%
8.000% to 8.250% 8.191%
8.250% to 8.500% 8.410%
8.500% to 8.750% 8.672%
8.750% to 9.000% 8.901%
9.000% to 9.250% 9.125%
9.250% & Above
Total 7.376%
W/Avg Mortgage Interest Rate is 7.376%
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
100 to 150 1 138,124
150 to 200
200 to 250 15 3,577,301
250 to 300 132 36,236,366
300 to 350 83 27,050,303
350 to 400 66 24,844,897
400 to 450 36 15,182,521
450 to 500 27 12,940,867
500 to 550 19 9,989,483
550 to 600 14 8,128,673
600 to 650 16 9,987,236
650 to 700 5 3,400,276
700 to 3,000, 35 36,048,623
Total 449187,524,670
Adjustable Rate Group 6
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5
5 to 100
100 to 150 0.07% 329
150 to 200
200 to 250 1.91% 320
250 to 300 19.32% 335
300 to 350 14.42% 338
350 to 400 13.25% 339
400 to 450 8.10% 338
450 to 500 6.90% 339
500 to 550 5.33% 342
550 to 600 4.33% 337
600 to 650 5.33% 342
650 to 700 1.81% 337
700 to 3,000, 19.22% 333
Total 100.00% 337
Adjustable Rate Group 6
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 50,000
5 to 100,000
100 to 150 7.375%
150 to 200,000
200 to 250 7.029%
250 to 300 7.220%
300 to 350 7.189%
350 to 400 7.212%
400 to 450 7.156%
450 to 500 7.290%
500 to 550 7.243%
550 to 600 7.227%
600 to 650 7.236%
650 to 700 6.914%
700 to 3,000, 6.898%
Total 7.314%
Average Scheduled Balance is 417,650
Maximum Scheduled Balance is 1,986,410
Minimum Scheduled Balance is 138,124
Adjustable Rate Group 6
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 341 146,191,318 77.96%
PUD 47 19,218,109 10.25%
Condo 53 18,795,523 10.02%
2-4 Family 6 2,779,834 1.48%
Town House 2 539,885 0.29%
Total 449 187,524,670 100.00%
Adjustable Rate Group 6
Distribution of Property Types
Property Typ Term Coupon
Single Famil 335 7.106%
PUD 342 7.271%
Condo 342 7.296%
2-4 Family 337 7.389%
Town House 337 6.799%
Total 337 7.314%
Adjustable Rate Group 6
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Michigan 160 65,421,731 34.89%
Illinois 147 61,372,968 32.73%
Indiana 52 21,900,160 11.68%
Colorado 17 7,570,670 4.04%
Florida 15 6,053,230 3.23%
Ohio 15 5,366,632 2.86%
Wisconsin 10 4,887,067 2.61%
Kentucky 8 2,901,673 1.55%
Connecticut 1 1,705,384 0.91%
Arizona 4 1,640,648 0.87%
Louisiana 4 1,632,461 0.87%
California 2 1,062,604 0.57%
Utah 2 941,937 0.50%
Maryland 1 680,367 0.36%
Maine 1 521,198 0.28%
Texas 1 517,055 0.28%
Missouri 1 499,058 0.27%
New Jersey 1 465,216 0.25%
Montana 1 456,557 0.24%
Wyoming 1 397,323 0.21%
Washington 1 337,419 0.18%
Pennsylvania 1 337,194 0.18%
Georgia 1 323,423 0.17%
New Hampshir 1 269,697 0.14%
Kansas 1 262,998 0.14%
Total 449 187,524,670 100.00%
Adjustable Rate Group 6
Geographic Distribution
Geographic
Location Term Coupon
Michigan 340 7.247%
Illinois 332 7.001%
Indiana 328 7.094%
Colorado 343 7.393%
Florida 345 7.395%
Ohio 337 7.281%
Wisconsin 343 7.114%
Kentucky 340 7.305%
Connecticut 333 6.650%
Arizona 352 7.270%
Louisiana 350 7.426%
California 336 6.363%
Utah 352 7.342%
Maryland 331 6.550%
Maine 337 6.950%
Texas 341 7.550%
Missouri 351 7.500%
New Jersey 344 6.750%
Montana 350 7.600%
Wyoming 352 7.000%
Washington 332 7.000%
Pennsylvania 350 7.100%
Georgia 345 6.550%
New Hampshir 354 7.650%
Kansas 337 7.500%
Total 337 7.314%
Adjustable Rate Group 6
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 95 37,569,108 20.03%
1+ to 2 yea 118 58,209,488 31.04%
2+ to 3 year 136 50,474,233 26.92%
3+ to 4 year 12 4,753,066 2.53%
4+ to 5 year 8 4,686,091 2.50%
5+ to 6 year 1 365,002 0.19%
6+ to 7 year 3 1,261,787 0.67%
7+ to 8 year 1 398,581 0.21%
8+ to 9 years
9+ to 10 years
10 years or more
Total 374 157,717,358 84.10%
Adjustable Rate Group 6
Loan Seasoning
Number of Ye Term Coupon
1 year or le 349 7.5382%
1+ to 2 yea 333 6.8262%
2+ to 3 year 329 6.9927%
3+ to 4 year 318 7.2659%
4+ to 5 year 300 6.8930%
5+ to 6 year 288 6.9500%
6+ to 7 year 285 6.8293%
7+ to 8 year 273 7.1500%
8+ to 9 year
9+ to 10 yea
10 years or
Total 337 7.3143%
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 1,637,665
6.250% to 6.500% 8 4,938,059
6.500% to 6.750% 56 29,583,872
6.750% to 7.000% 150 61,715,972
7.000% to 7.250% 69 25,232,323
7.250% to 7.500% 27 10,522,920
7.500% to 7.750% 108 43,097,991
7.750% to 8.000% 26 9,396,757
8.000% to 8.250% 3 1,399,113
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 449187,524,670
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% 0.87% 338
6.250% to 6.500% 2.63% 333
6.500% to 6.750% 15.78% 331
6.750% to 7.000% 32.91% 330
7.000% to 7.250% 13.46% 331
7.250% to 7.500% 5.61% 342
7.500% to 7.750% 22.98% 350
7.750% to 8.000% 5.01% 347
8.000% to 8.250% 0.75% 335
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 100.00% 337
Adjustable Rate Group 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% 6.684%
6.750% to 7.000% 6.914%
7.000% to 7.250% 7.145%
7.250% to 7.500% 7.413%
7.500% to 7.750% 7.651%
7.750% to 8.000% 7.877%
8.000% to 8.250% 8.135%
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 7.314%
W/Avg Mortgage Interest Rate is 7.31%
Minimum Mortgage Interest Rate is 6.20%
Maximum Mortgage Interest Rate is 8.20%
Adjustable Rate Group 7
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5 35 1,295,994
5 to 100 100 7,865,276
100 to 150 76 9,246,557
150 to 200 46 8,077,648
200 to 250 107 24,737,408
250 to 300 3 811,061
300 to 350
350 to 400
400 to 450
450 to 500
500 to 550
550 to 600
600 to 650
650 to 700
700 to 3,000,
Total 367 52,033,944
Adjustable Rate Group 7
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 2.49% 301
5 to 100 15.12% 321
100 to 150 17.77% 328
150 to 200 15.52% 333
200 to 250 47.54% 332
250 to 300 1.56% 339
300 to 350
350 to 400
400 to 450
450 to 500
500 to 550
550 to 600
600 to 650
650 to 700
700 to 3,000,
Total 100.00% 329
Adjustable Rate Group 7
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.665%
5 to 100 7.415%
100 to 150 7.289%
150 to 200 7.331%
200 to 250 7.216%
250 to 300 7.232%
300 to 350,000
350 to 400,000
400 to 450,000
450 to 500,000
500 to 550,000
550 to 600,000
600 to 650,000
650 to 700,000
700 to 3,000,000
Total 7.321%
Average Scheduled Balance is 141,782
Maximum Scheduled Balance is 288,779
Minimum Scheduled Balance is 10,862
Adjustable Rate Group 7
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 238 34,628,606 66.55%
Condo 74 9,472,313 18.20%
2-4 Family 38 4,938,828 9.49%
PUD 12 2,227,970 4.28%
Co-op 4 528,462 1.02%
Town House 1 237,765 0.46%
Total 367 52,033,944 100.00%
Adjustable Rate Group 7
Distribution of Property Types
Property Typ Term Coupon
Single Famil 331 7.264%
Condo 333 7.295%
2-4 Family 324 7.403%
PUD 313 7.242%
Co-op 292 8.087%
Town House 332 6.850%
Total 329 7.321%
Adjustable Rate Group 7
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Michigan 135 18,599,215 35.74%
Illinois 118 18,528,836 35.61%
Indiana 52 6,676,159 12.83%
Ohio 18 2,299,895 4.42%
Florida 8 1,595,027 3.07%
Colorado 9 1,064,643 2.05%
Arizona 6 995,244 1.91%
Wisconsin 6 684,758 1.32%
Kentucky 5 666,356 1.28%
Texas 6 377,331 0.73%
Louisiana 1 238,466 0.46%
Virginia 1 128,961 0.25%
Wyoming 1 119,983 0.23%
Neveda 1 59,070 0.11%
Total 367 52,033,944 100.00%
Adjustable Rate Group 7
Geographic Distribution
Geographic
Location Term Coupon
Michigan 330 7.253%
Illinois 329 7.283%
Indiana 326 7.310%
Ohio 333 7.392%
Florida 315 7.257%
Colorado 331 7.267%
Arizona 330 7.267%
Wisconsin 334 7.391%
Kentucky 342 7.619%
Texas 345 7.489%
Louisiana 351 7.850%
Virginia 336 6.875%
Wyoming 340 7.250%
Neveda 305 7.650%
Total 329 7.321%
Adjustable Rate Group 7
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 28 3,922,382 7.54%
1+ to 2 yea 142 20,559,863 39.51%
2+ to 3 year 124 19,180,495 36.86%
3+ to 4 year 4 474,009 0.91%
4+ to 5 year 40 3,624,846 6.97%
5+ to 6 year 6 927,664 1.78%
6+ to 7 year 2 403,591 0.78%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 346 49,092,850 94.35%
Adjustable Rate Group 7
Loan Seasoning
Number of Ye Term Coupon
1 year or le 347 7.6309%
1+ to 2 yea 335 7.1221%
2+ to 3 year 326 7.2477%
3+ to 4 year 314 7.6257%
4+ to 5 year 296 7.4651%
5+ to 6 year 286 7.2745%
6+ to 7 year 282 8.3806%
7+ to 8 year
8+ to 9 year
9+ to 10 yea
10 years or
Total 329 7.3215%
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 1,877,906
6.750% to 7.000% 56 8,733,545
7.000% to 7.250% 133 21,404,071
7.250% to 7.500% 50 6,932,403
7.500% to 7.750% 57 6,073,396
7.750% to 8.000% 41 5,239,618
8.000% to 8.250% 14 1,331,297
8.250% to 8.500% 5 441,708
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 367 52,033,944
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% 3.61%
6.750% to 7.000% 16.78%
7.000% to 7.250% 41.13%
7.250% to 7.500% 13.32%
7.500% to 7.750% 11.67%
7.750% to 8.000% 10.07%
8.000% to 8.250% 2.56%
8.250% to 8.500% 0.85%
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% 337 6.725%
6.750% to 7.000% 334 6.903%
7.000% to 7.250% 327 7.148%
7.250% to 7.500% 332 7.375%
7.500% to 7.750% 325 7.638%
7.750% to 8.000% 340 7.866%
8.000% to 8.250% 305 8.152%
8.250% to 8.500% 279 8.490%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250%
9.250% & Above
Total 329 7.321%
W/Avg Mortgage Interest Rate is 7.321%
Minimum Mortgage Interest Rate is 6.650%
Maximum Mortgage Interest Rate is 8.500%
Adjustable Rate Group 8
Distribution of Principal Balances
Current Scheduled # of Scheduled
Balances Loans Balance
to 5
5 to 100
100 to 150 2 249,574
150 to 200 1 174,150
200 to 250 25 6,121,732
250 to 300 184 50,328,995
300 to 350 105 33,864,710
350 to 400 84 31,562,276
400 to 450 35 14,880,736
450 to 500 29 13,941,624
500 to 550 12 6,312,914
550 to 600 12 6,961,086
600 to 650 11 6,856,288
650 to 700 16 10,760,923
700 to 3,000, 39 40,072,770
Total 555222,087,779
Adjustable Rate Group 8
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5
5 to 100
100 to 150 0.11% 327
150 to 200 0.08% 341
200 to 250 2.76% 316
250 to 300 22.66% 336
300 to 350 15.25% 333
350 to 400 14.21% 335
400 to 450 6.70% 335
450 to 500 6.28% 333
500 to 550 2.84% 337
550 to 600 3.13% 317
600 to 650 3.09% 331
650 to 700 4.85% 334
700 to 3,000, 18.04% 338
Total 100.00% 334
Adjustable Rate Group 8
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 50,000
5 to 100,000
100 to 150 7.101%
150 to 200 6.650%
200 to 250 7.196%
250 to 300 7.266%
300 to 350 7.291%
350 to 400 7.219%
400 to 450 7.255%
450 to 500 7.203%
500 to 550 7.114%
550 to 600 7.220%
600 to 650 7.215%
650 to 700 7.128%
700 to 3,000, 7.294%
Total 7.312%
Average Scheduled Balance is 400,158
Maximum Scheduled Balance is 1,741,530
Minimum Scheduled Balance is 122,978
Adjustable Rate Group 8
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 444 183,082,554 82.44%
Condo 54 20,032,915 9.02%
PUD 47 15,626,647 7.04%
2-4 Family 4 1,774,571 0.80%
Town House 5 1,333,486 0.60%
Co-op 1 237,606 0.11%
Total 555 222,087,779 100.00%
Adjustable Rate Group 8
Distribution of Property Types
Property Typ Term Coupon
Single Famil 335 7.261%
Condo 331 7.160%
PUD 335 7.176%
2-4 Family 312 7.269%
Town House 331 7.149%
Co-op 275 9.125%
Total 334 7.312%
Adjustable Rate Group 8
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Michigan 200 79,851,682 35.96%
Illinois 183 68,838,240 31.00%
Indiana 75 28,195,981 12.70%
Florida 26 11,771,533 5.30%
Ohio 19 9,307,439 4.19%
Colorado 11 6,085,231 2.74%
Kentucky 10 4,146,770 1.87%
Wisconsin 10 4,079,397 1.84%
California 3 2,524,201 1.14%
New York 2 1,447,026 0.65%
Washington 1 990,727 0.45%
Louisiana 3 958,932 0.43%
Georgia 2 755,141 0.34%
Texas 2 613,230 0.28%
Arizona 2 561,850 0.25%
Utah 1 414,763 0.19%
Massachusett 1 381,103 0.17%
North Caroli 1 302,317 0.14%
Montana 1 301,680 0.14%
Maine 1 288,074 0.13%
Minnesota 1 272,464 0.12%
Total 555 222,087,779 100.00%
Adjustable Rate Group 8
Geographic Distribution
Geographic
Location Term Coupon
Michigan 336 7.241%
Illinois 332 7.175%
Indiana 327 7.203%
Florida 332 7.179%
Ohio 339 7.393%
Colorado 348 7.576%
Kentucky 350 7.618%
Wisconsin 339 7.529%
California 317 7.324%
New York 331 7.103%
Washington 338 7.800%
Louisiana 350 7.709%
Georgia 334 7.171%
Texas 343 7.146%
Arizona 344 7.476%
Utah 332 7.250%
Massachusett 348 7.200%
North Caroli 352 7.400%
Montana 349 8.000%
Maine 344 7.100%
Minnesota 352 7.900%
Total 334 7.312%
Adjustable Rate Group 8
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 59 24,087,583 10.85%
1+ to 2 yea 196 78,352,710 35.28%
2+ to 3 year 233 90,498,803 40.75%
3+ to 4 year 7 2,709,922 1.22%
4+ to 5 year 8 3,896,671 1.75%
5+ to 6 years
6+ to 7 year 3 1,229,978 0.55%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 506 200,775,667 90.40%
Adjustable Rate Group 8
Loan Seasoning
Number of Ye Term Coupon
1 year or le 348 7.5765%
1+ to 2 yea 335 7.0961%
2+ to 3 year 329 7.1649%
3+ to 4 year 314 7.1898%
4+ to 5 year 306 7.2745%
5+ to 6 year
6+ to 7 year 281 7.5055%
7+ to 8 year
8+ to 9 year
9+ to 10 yea
10 years or
Total 334 7.3124%
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% 21 8,803,580
6.750% to 7.000% 81 35,665,976
7.000% to 7.250% 257 98,685,234
7.250% to 7.500% 98 37,407,700
7.500% to 7.750% 43 16,940,519
7.750% to 8.000% 53 23,382,730
8.000% to 8.250% 1 964,434
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250% 1 237,606
9.250% & Above
Total 555222,087,779
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% 3.96% 330
6.750% to 7.000% 16.06% 335
7.000% to 7.250% 44.44% 331
7.250% to 7.500% 16.84% 331
7.500% to 7.750% 7.63% 338
7.750% to 8.000% 10.53% 349
8.000% to 8.250% 0.43% 352
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250% 0.11% 275
9.250% & Above
Total 100.00% 334
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% 6.7178%
6.750% to 7.000% 6.9072%
7.000% to 7.250% 7.1385%
7.250% to 7.500% 7.3675%
7.500% to 7.750% 7.6355%
7.750% to 8.000% 7.8881%
8.000% to 8.250% 8.2500%
8.250% to 8.500%
8.500% to 8.750%
8.750% to 9.000%
9.000% to 9.250% 9.1250%
9.250% & Above
Total 7.3124%
W/Avg Mortgage Interest Rate is 7.312%
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 5 476 13,216,495
5 to 100 774 56,935,484
100 to 150 431 52,693,949
150 to 200 160 27,782,231
200 to 250 77 16,909,753
250 to 300 32 8,660,172
300 to 350 22 7,169,469
350 to 400 9 3,315,444
400 to 450 3 1,285,720
450 to 500 9 4,232,691
500 to 550 5 2,574,855
550 to 600 3 1,708,957
600 to 650 2 1,288,039
650 to 700
700 to 3,000, 3 2,285,141
Total 2006200,058,398
Fixed Rate Group
Distribution of Principal Balances
Current Scheduled % of
Balances Bal Term
to 5 6.61% 243
5 to 100 28.46% 296
100 to 150 26.34% 298
150 to 200 13.89% 299
200 to 250 8.45% 313
250 to 300 4.33% 296
300 to 350 3.58% 310
350 to 400 1.66% 324
400 to 450 0.64% 290
450 to 500 2.12% 303
500 to 550 1.29% 301
550 to 600 0.85% 285
600 to 650 0.64% 348
650 to 700
700 to 3,000, 1.14% 331
Total 100.00% 297
Fixed Rate Group
Distribution of Principal Balances
Current Scheduled
Balances Coupon
to 5 7.615%
5 to 100 7.297%
100 to 150 7.221%
150 to 200 7.097%
200 to 250 7.235%
250 to 300 7.469%
300 to 350 7.359%
350 to 400 7.174%
400 to 450 7.372%
450 to 500 7.403%
500 to 550 7.248%
550 to 600 7.122%
600 to 650 8.027%
650 to 700,000
700 to 3,000, 7.460%
Total 7.351%
Average Scheduled Balance is 99,730
Maximum Scheduled Balance is 786,558
Minimum Scheduled Balance is 2,058
Fixed Rate Group
Distribution of Property Types
# of Scheduled % of
Property Typ Loans Balance Balance
Single Famil 1538 149,242,027 5080.00%
Condo 258 23,210,346 928.00%
2-4 Family 134 15,326,306 342.00%
PUD 53 9,064,573 333.00%
Town House 16 2,185,816 42.00%
Unknown 7 1,029,331 23.00%
Total 2006 200,058,398 6748.00%
Fixed Rate Group
Distribution of Property Types
Property Typ Term Coupon
Single Famil 295 7.290%
Condo 301 7.212%
2-4 Family 300 7.276%
PUD 317 7.293%
Town House 263 7.218%
Unknown 260 7.426%
Total 297 7.351%
Fixed Rate Group
Geographic Distribution
Geo # of Scheduled % of
Location Loans Balance Balance
Illinois 1004 112,614,078 56.29%
Michigan 301 33,548,718 16.77%
Indiana 288 25,836,596 12.91%
Ohio 124 7,048,292 3.52%
Florida 49 4,293,033 2.15%
Kentucky 55 3,170,465 1.58%
Louisiana 62 3,166,735 1.58%
Texas 56 2,656,283 1.33%
Arizona 30 2,289,123 1.14%
Wisconsin 14 1,233,296 0.62%
Colorado 4 839,797 0.42%
California 3 761,762 0.38%
New York 2 749,314 0.37%
Oklahoma 5 493,260 0.25%
South Caroli 2 340,173 0.17%
Iowa 1 253,553 0.13%
North Caroli 1 231,784 0.12%
Delaware 1 182,294 0.09%
Rhode Island 1 156,242 0.08%
New Jersey 1 98,741 0.05%
Neveda 1 87,175 0.04%
Georgia 1 7,684 0.00%
Total 2006 200,058,398 100.00%
Fixed Rate Group
Geographic Distribution
Geographic
Location Term Coupon
Illinois 291 7.180%
Michigan 310 7.333%
Indiana 296 7.397%
Ohio 297 7.578%
Florida 326 7.446%
Kentucky 295 7.474%
Louisiana 315 7.145%
Texas 286 7.882%
Arizona 301 7.581%
Wisconsin 304 7.373%
Colorado 343 6.998%
California 310 7.462%
New York 341 8.568%
Oklahoma 289 7.622%
South Caroli 316 7.271%
Iowa 196 7.125%
North Caroli 346 7.150%
Delaware 276 7.000%
Rhode Island 343 7.500%
New Jersey 332 7.100%
Neveda 334 7.350%
Georgia 42 8.900%
Total 297 7.351%
Fixed Rate Group
Loan Seasoning
# of Scheduled % of
Number of Ye Loans Balance Balance
1 year or le 43 56,935,484 2.94%
1+ to 2 yea 561 52,693,949 35.78%
2+ to 3 year 535 27,782,231 26.65%
3+ to 4 year 37 16,909,753 1.50%
4+ to 5 year 72 8,660,172 3.52%
5+ to 6 year 40 7,169,469 1.48%
6+ to 7 year 452 3,315,444 23.45%
7+ to 8 year 62 1,285,720 2.13%
8+ to 9 year 24 4,232,691 0.67%
9+ to 10 yea 1 2,574,855 0.02%
10 years or 167 1,708,957 1.28%
Total 1994 183,268,724 99.41%
Fixed Rate Group
Loan Seasoning
Number of Ye Term Coupon
1 year or le 339 7.7145%
1+ to 2 yea 326 7.1502%
2+ to 3 year 309 7.4747%
3+ to 4 year 303 8.0122%
4+ to 5 year 284 7.3840%
5+ to 6 year 256 7.4017%
6+ to 7 year 257 7.0237%
7+ to 8 year 236 7.5698%
8+ to 9 year 191 7.6869%
9+ to 10 yea 98 6.9500%
10 years or 85 8.3827%
Total 297 7.3510%
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% 1 129,012
6.250% to 6.500% 51 4,618,995
6.500% to 6.750% 86 7,906,753
6.750% to 7.000% 402 46,078,995
7.000% to 7.250% 536 58,613,495
7.250% to 7.500% 367 41,689,097
7.500% to 7.750% 162 18,596,681
7.750% to 8.000% 115 10,132,115
8.000% to 8.250% 60 4,435,320
8.250% to 8.500% 86 3,563,482
8.500% to 8.750% 72 1,492,120
8.750% to 9.000% 51 2,589,740
9.000% to 9.250% 17 212,593
9.250% & Above
Total 2006200,058,398
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% 0.06% 210
6.250% to 6.500% 2.31% 269
6.500% to 6.750% 3.95% 266
6.750% to 7.000% 23.03% 287
7.000% to 7.250% 29.30% 302
7.250% to 7.500% 20.84% 314
7.500% to 7.750% 9.30% 307
7.750% to 8.000% 5.06% 304
8.000% to 8.250% 2.22% 276
8.250% to 8.500% 1.78% 266
8.500% to 8.750% 0.75% 193
8.750% to 9.000% 1.29% 269
9.000% to 9.250% 0.11% 123
9.250% & Above
Total 100.00% 297
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% 7.904%
8.000% to 8.250% 8.167%
8.250% to 8.500% 8.431%
8.500% to 8.750% 8.674%
8.750% to 9.000% 8.898%
9.000% to 9.250% 9.233%
9.250% & Above
Total 7.351%
W/Avg Mortgage Interest Rate is 7.351%
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
08/11/00 - 08:59 (D561-D581) (c) 2000 LaSalle Bank N.A.
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