|
|
|
|
|
|
|
|
|
|
|
|
|
|
Previous: MERRILL LYNCH INTERMEDIATE GOVERNMENT BOND FUND, NSAR-A, EX-27, 2000-06-27 |
Next: PROMETHEUS INCOME PARTNERS, SC 13D/A, 2000-06-27 |
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: June 15, 2000
(Date of earliest event reported)
Structured Asset Securities Corporation
Commercial Mortgage Pass-Through Certificates
Bank One Mortgage-Backed Pass Through Certificates, Series
2000-1
(Exact name of registrant as specified in charter)
Delaware 333-53115 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 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
Monthly distribution report pursuant to Section 4.1 of the
Pooling and Servicing
Agreement for the distribution on May 15, 2000
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act
of 1934,
the Registrant has duly caused this report to be signed on
behalf of
the Registrant by the undersigned thereunto duly authorized.
Date: June 23,2000
Structured Asset Securities Corporation
By: /s Russell Goldenberg
Russell Goldenberg,
Senior Vice President
0
0
135 S. LaSalle Street Suite 1625
Chicago, IL 60603
Administrator:
Kori Sumser (800) 246-5761
[email protected]
Bank One Mortgage-Backed Pass-Through Certificates
Bank One, National Association, Seller and Servicer
HomeSide Lending, Inc., Servicer
Credit Suisse First Boston Mortgage Securities Corp.,
epositor
Series 2000-1
ABN AMRO Acct: 67-8485-30-1
Reporting Package Table of Contents
Statement Date: 06/23/00
Payment Date: 06/15/00
Prior Payment: 05/15/00
Next Payment: 07/17/00
Record Date: 05/31/00
Analyst:
Darren O'Banion (714) 282-3980 ext 202
[email protected]
Issue Id: BANK1001
ASAP #: 499
Monthly Data File Name: BANK1001_YYYYMM_3.EXE
REMIC Certificate Report 1-5
Bond Interest Summary 6
Bond Principal Summary 7
Cash Reconcilation Summary 8
Collateral Statistics 9
Aggregate Loan Pool Information ( 15 month 10-16
Asset Stratifications 17-23
Modified Loan Detail 24
Closing Date: 3/30/00
First Payment Date: 4/17/00
Assumed Final Payment Date: 3/15/15
Contact Information
Depositor: Credit Suisse First Boston Mortgage Securities
Corp
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
WAC: 6.890149%
WAMM: 149.6554551
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
1A 38,323,000.00 37,597,825.93 373,498.61 0.00
22540AQU5 1000.000000000 981.077314667 9.746069201 0.000000000
2A 197,910,000.00195,531,565.12 1,422,802.52 0.00
22540AQV3 1000.000000000 987.982240008 7.189139104 0.000000000
3A 69,409,000.00 68,277,856.68 956,617.45 0.00
22540AQW1 1000.000000000 983.703218315 13.782325779 0.000000000
4A 264,928,000.00261,354,284.40 3,028,310.95 0.00
22540AQX9 1000.000000000 986.510615714 11.430694189 0.000000000
5A 27,193,000.00 26,367,091.63 501,445.80 0.00
22540AQY7 1000.000000000 969.627905343 18.440253006 0.000000000
6A 33,785,000.00 33,429,070.33 453,361.54 0.00
22540AQZ4 1000.000000000 989.464861033 13.419018499 0.000000000
7AX 2,996,463.00 2,945,181.56 25,133.44 0.00
22540ARA8 1000.000000000 982.886009272 8.387702435 0.000000000
M-1 6,507,000.00 6,449,118.28 29,140.27 0.00
22540ARB6 1000.000000000 991.104699554 4.478295682 0.000000000
M-2 3,256,000.00 3,227,035.01 14,582.27 0.00
22540ARC4 1000.000000000 991.104118550 4.478584152 0.000000000
M-3 1,625,000.00 1,610,546.96 7,276.33 0.00
22540ARD2 1000.000000000 991.105821538 4.477741538 0.000000000
B-1 2,279,000.00 2,258,724.66 10,207.52 0.00
22540ARE0 1000.000000000 991.103405002 4.478946907 0.000000000
B-2 1,302,000.00 1,290,418.83 5,830.49 0.00
22540ARF7 1000.000000000 991.105092166 4.478102919 0.000000000
B-3 1,304,140.00 1,292,537.74 5,841.09 0.00
22540ARG5 1000.000000000 991.103516494 4.478882635 0.000000000
R-II 0.00 0.00 0.00 0.00
22540ARJ9 1000.000000000 0.000000000 0.000000000 0.000000000
650,817,603 641,631,257.9 6,834,0 0.00
Negative Closing Interest
Class Amortization Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
1A 0.00 37,224,327.32 199,738.45
22540AQU5 0.000000000 971.331245466 5.211973234
2A 0.00194,108,762.60 1,038,761.44
22540AQV3 0.000000000 980.793100904 5.248655650
3A 0.00 67,321,239.23 376,950.67
22540AQW1 0.000000000 969.920892536 5.430861518
4A 0.00258,325,973.45 1,442,893.45
22540AQX9 0.000000000 975.079921526 5.446360691
5A 0.00 25,865,645.83 166,853.04
22540AQY7 0.000000000 951.187652337 6.135882201
6A 0.00 32,975,708.79 208,931.69
22540AQZ4 0.000000000 976.045842534 6.184155381
7AX 0.00 2,920,048.12 27,338.43
22540ARA8 0.000000000 974.498306837 9.123566015
M-1 0.00 6,419,978.01 35,576.39
22540ARB6 0.000000000 986.626403873 5.467402041
M-2 0.00 3,212,452.74 17,802.52
22540ARC4 0.000000000 986.625534398 5.467603937
M-3 0.00 1,603,270.63 8,883.34
22540ARD2 0.000000000 986.628080000 5.466669977
B-1 0.00 2,248,517.14 12,460.60
22540ARE0 0.000000000 986.624458096 5.467572521
B-2 0.00 1,284,588.34 7,118.49
22540ARF7 0.000000000 986.626989247 5.467353953
B-3 0.00 1,286,696.65 7,130.93
22540ARG5 0.000000000 986.624633858 5.467915942
R-II 0.00 0.00 0.00
22540ARJ9 0.000000000 0.000000000 0.000000000
0.00634,797,209.71 3,550,439.43
Total P&I Paym 10,384,487.71
Notes: (1) N denotes notional balance not included in total
(2) Interest Paid minus Interest Adjustment minus Deferred
Interest equals Accrual (3) Estim
Interest Pass-Through
Class Adjustment Rate (2)
CUSIP Per $1,000 Next Rate (3)
1A 0.00 6.37500000%
22540AQU5 0.000000000 Fixed
2A 0.00 6.37500000%
22540AQV3 0.000000000 Fixed
3A 0.00 6.62500000%
22540AQW1 0.000000000 Fixed
4A 0.00 6.62500000%
22540AQX9 0.000000000 Fixed
5A 0.00 7.59369507%
22540AQY7 0.000000000 7.59629857%
6A 0.00 7.50000000%
22540AQZ4 0.000000000 Fixed
7AX 0.00 11.13891043%
22540ARA8 0.000000000 11.11438163%
M-1 0.00 6.61976727%
22540ARB6 0.000000000 6.61982596%
M-2 0.00 6.62001560%
22540ARC4 0.000000000 6.62007443%
M-3 0.00 6.61887341%
22540ARD2 0.000000000 6.61893157%
B-1 0.00 6.61998233%
22540ARE0 0.000000000 6.62004120%
B-2 0.00 6.61970642%
22540ARF7 0.000000000 6.61976506%
B-3 0.00 6.62039739%
22540ARG5 0.000000000 6.62045652%
R-II 0.00
22540ARJ9 0.000000000 None
0.00 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 38,323,00 37,597,825. 373,4 0.00
None 1000.000000000 981.077314667 9.746069201 0.000000000
LT-A-2 197,910,000 195,531,565.1 1,422,8 0.00
None 1000.000000000 987.982240008 7.189139104 0.000000000
LT-A-3 69,409,00 68,277,856. 956,6 0.00
None 1000.000000000 983.703218315 13.782325779 0.000000000
LT-A-4 264,928,000 261,354,284.4 3,028,3 0.00
None 1000.000000000 986.510615714 11.430694189 0.000000000
LT-A-5 27,193,00 26,367,091. 501,4 0.00
None 1000.000000000 969.627905343 18.440253006 0.000000000
LT-A-6 33,785,00 33,429,070. 453,3 0.00
None 1000.000000000 989.464861033 13.419018499 0.000000000
LT-PO-1 276,5 266,93 2 0.00
None 1000.000000000 965.266111710 8.863519661 0.000000000
LT-PO-2 1,713,8 1,684,107 11, 0.00
None 1000.000000000 982.622612886 6.550192836 0.000000000
LT-PO-3 94, 92,68 0.00
None 1000.000000000 978.166601585 6.138169768 0.000000000
LT-PO-4 479,2 474,02 8 0.00
None 1000.000000000 989.138204460 18.120179788 0.000000000
LT-PO-6 432,0 427,42 2 0.00
None 1000.000000000 989.308689524 5.070373962 0.000000000
LT-X-1 39,590,143.00 38,844,090.04 0.00 0.00
None 1000.000000000 981.155588147 0.000000000 0.000000000
LT-X-2 204,742,601.00202,291,729.83 0.00 0.00
None 1000.000000000 988.029500661 0.000000000 0.000000000
LT-X-3 71,285,952.00 70,135,251.30 0.00 0.00
None 1000.000000000 983.857959840 0.000000000 0.000000000
LT-X-4 272,212,760.00268,576,086.88 0.00 0.00
None 1000.000000000 986.640328249 0.000000000 0.000000000
Negative Closing Interest
Class Amortization Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
LT-A-1 0.00 37,224,327.32 199,738.45
None 0.000000000 971.331245466 5.211973234
LT-A-2 0.00194,108,762.60 1,038,761.44
None 0.000000000 980.793100904 5.248655650
LT-A-3 0.00 67,321,239.23 376,950.67
None 0.000000000 969.920892536 5.430861518
LT-A-4 0.00258,325,973.45 1,442,893.45
None 0.000000000 975.079921526 5.446360691
LT-A-5 0.00 25,865,645.83 166,853.04
None 0.000000000 951.187652337 6.135882201
LT-A-6 0.00 32,975,708.79 208,931.69
None 0.000000000 976.045842534 6.184155381
LT-PO-1 0.00 264,481.66 0.00
None 0.000000000 956.402592049 0.000000000
LT-PO-2 0.00 1,672,880.76 0.00
None 0.000000000 976.072420050 0.000000000
LT-PO-3 0.00 92,102.61 0.00
None 0.000000000 972.028431817 0.000000000
LT-PO-4 0.00 465,342.91 0.00
None 0.000000000 971.018024673 0.000000000
LT-PO-6 0.00 425,239.18 0.00
None 0.000000000 984.238315561 0.000000000
LT-X-1 0.00 38,462,433.67 1,174.53
None 0.000000000 971.515401447 0.029667122
LT-X-2 0.00200,836,191.06 5,420.49
None 0.000000000 980.920385299 0.026474638
LT-X-3 0.00 69,169,262.78 5,158.57
None 0.000000000 970.307063866 0.072364522
LT-X-4 0.00265,510,053.38 12,765.87
None 0.000000000 975.376956539 0.046896662
Interest Pass-Through
Class Adjustment Rate (2)
CUSIP Per $1,000 Next Rate (3)
LT-A-1 0.00 6.37500000%
None 0.000000000 Fixed
LT-A-2 0.00 6.37500000%
None 0.000000000 Fixed
LT-A-3 0.00 6.62500000%
None 0.000000000 Fixed
LT-A-4 0.00 6.62500000%
None 0.000000000 Fixed
LT-A-5 0.00 7.59369507%
None 0.000000000 7.59629857%
LT-A-6 0.00 7.50000000%
None 0.000000000 Fixed
LT-PO-1 0.00
None 0.000000000 None
LT-PO-2 0.00
None 0.000000000 None
LT-PO-3 0.00
None 0.000000000 None
LT-PO-4 0.00
None 0.000000000 None
LT-PO-6 0.00
None 0.000000000 None
LT-X-1 0.00 0.03628430%
None 0.000000000 0.03604119%
LT-X-2 0.00 0.03215447%
None 0.000000000 0.03220583%
LT-X-3 0.00 0.08826216%
None 0.000000000 0.08826381%
LT-X-4 0.00 0.05703800%
None 0.000000000 0.05722119%
REMIC I
Original Opening Principal
Class Face Value (1) Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
LT-X-6 35,095,093.00 34,727,667.81 0.00
None 1000.000000000 989.530582238 0.000000000
LT-M1-1 396,000.00 391,493.26 2,281.27
None 1000.000000000 988.619343434 5.760782828
LT-M1-2 2,047,000.00 2,029,942.38 8,601.94
None 1000.000000000 991.667015144 4.202217880
LT-M1-3 712,000.00 705,012.99 3,511.45
None 1000.000000000 990.186783708 4.931811798
LT-M1-4 2,722,000.00 2,698,900.79 11,614.61
None 1000.000000000 991.513883174 4.266939750
LT-M1-5 279,000.00 275,517.74 1,757.06
None 1000.000000000 987.518781362 6.297706093
LT-M1-6 351,000.00 348,251.12 1,373.94
None 1000.000000000 992.168433048 3.914358974
LT-M2-1 198,000.00 195,746.63 1,140.63
None 1000.000000000 988.619343434 5.760757576
LT-M2-2 1,024,000.00 1,015,467.02 4,303.07
None 1000.000000000 991.667011719 4.202216797
LT-M2-3 357,000.00 353,496.68 1,760.66
None 1000.000000000 990.186778711 4.931820728
LT-M2-4 1,361,000.00 1,349,450.40 5,807.30
None 1000.000000000 991.513886848 4.266936076
LT-M2-5 140,000.00 138,252.63 881.68
None 1000.000000000 987.518785714 6.297714286
LT-M2-6 176,000.00 174,621.64 688.93
None 1000.000000000 992.168409091 3.914375000
LT-M3-1 99,000.00 97,873.31 570.32
None 1000.000000000 988.619292929 5.760808081
LT-M3-2 512,000.00 507,733.51 2,151.54
None 1000.000000000 991.667011719 4.202226563
Principal Negative
Class Adj. or Loss Amortization
CUSIP Per $1,000 Per $1,000
LT-X-6 0.00 0.00
None 0.000000000 0.000000000
LT-M1-1 0.00 0.00
None 0.000000000 0.000000000
LT-M1-2 0.00 0.00
None 0.000000000 0.000000000
LT-M1-3 0.00 0.00
None 0.000000000 0.000000000
LT-M1-4 0.00 0.00
None 0.000000000 0.000000000
LT-M1-5 0.00 0.00
None 0.000000000 0.000000000
LT-M1-6 0.00 0.00
None 0.000000000 0.000000000
LT-M2-1 0.00 0.00
None 0.000000000 0.000000000
LT-M2-2 0.00 0.00
None 0.000000000 0.000000000
LT-M2-3 0.00 0.00
None 0.000000000 0.000000000
LT-M2-4 0.00 0.00
None 0.000000000 0.000000000
LT-M2-5 0.00 0.00
None 0.000000000 0.000000000
LT-M2-6 0.00 0.00
None 0.000000000 0.000000000
LT-M3-1 0.00 0.00
None 0.000000000 0.000000000
LT-M3-2 0.00 0.00
None 0.000000000 0.000000000
Closing Interest Interest Pass-Through
Class Balance Payment Adjustment Rate (2)
CUSIP Per $1,000 Per $1,000 Per $1,000 Next Rate (3)
LT-X-6 34,268,678.64 2,818.97 0.00 0.09740841%
None 976.452139335 0.080323836 0.000000000 0.09636374%
LT-M1-1 389,211.99 2,079.81 0.00 6.37500000%
None 982.858560606 5.252040262 0.000000000 Fixed
LT-M1-2 2,021,340.44 10,784.07 0.00 6.37500000%
None 987.464797264 5.268231018 0.000000000 Fixed
LT-M1-3 701,501.54 3,892.26 0.00 6.62500000%
None 985.254971910 5.466656202 0.000000000 Fixed
LT-M1-4 2,687,286.18 14,900.18 0.00 6.62500000%
None 987.246943424 5.473982897 0.000000000 Fixed
LT-M1-5 273,760.68 1,743.50 0.00 7.59369507%
None 981.221075269 6.249097082 0.000000000 7.59629857%
LT-M1-6 346,877.18 2,176.57 0.00 7.50000000%
None 988.254074074 6.201052707 0.000000000 Fixed
LT-M2-1 194,606.00 1,039.90 0.00 6.37500000%
None 982.858585859 5.252040262 0.000000000 Fixed
LT-M2-2 1,011,163.95 5,394.67 0.00 6.37500000%
None 987.464794922 5.268231000 0.000000000 Fixed
LT-M2-3 351,736.02 1,951.60 0.00 6.62500000%
None 985.254957983 5.466656174 0.000000000 Fixed
LT-M2-4 1,343,643.10 7,450.09 0.00 6.62500000%
None 987.246950771 5.473982917 0.000000000 Fixed
LT-M2-5 137,370.95 874.87 0.00 7.59369507%
None 981.221071429 6.249097109 0.000000000 7.59629857%
LT-M2-6 173,932.71 1,091.39 0.00 7.50000000%
None 988.254034091 6.201052557 0.000000000 Fixed
LT-M3-1 97,302.99 519.95 0.00 6.37500000%
None 982.858484848 5.252039994 0.000000000 Fixed
LT-M3-2 505,581.97 2,697.33 0.00 6.37500000%
None 987.464785156 5.268231000 0.000000000 Fixed
Notes: (1) N denotes notional balance not included in total
(2) Interest Paid minus Interest Adjustment minus Deferred Interest equals
Accrual (3) Estim
Original Opening Principal
Class Face Value (1) Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
LT-M3-3 178,000.00 176,253.25 877.86
None 1000.000000000 990.186797753 4.931797753
LT-M3-4 680,000.00 674,229.44 2,901.52
None 1000.000000000 991.513882353 4.266941176
LT-M3-5 69,000.00 68,138.80 434.54
None 1000.000000000 987.518840580 6.297681159
LT-M3-6 87,000.00 86,318.66 340.55
None 1000.000000000 992.168505747 3.914367816
LT-B1-1 139,000.00 137,418.09 800.75
None 1000.000000000 988.619352518 5.760791367
LT-B1-2 716,000.00 710,033.58 3,008.79
None 1000.000000000 991.667011173 4.202220670
LT-B1-3 250,000.00 247,546.69 1,232.95
None 1000.000000000 990.186760000 4.931800000
LT-B1-4 953,000.00 944,912.73 4,066.39
None 1000.000000000 991.513882476 4.266935992
LT-B1-5 98,000.00 96,776.84 617.18
None 1000.000000000 987.518775510 6.297755102
LT-B1-6 123,000.00 122,036.72 481.47
None 1000.000000000 992.168455285 3.914390244
LT-B2-1 79,000.00 78,100.93 455.10
None 1000.000000000 988.619367089 5.760759494
LT-B2-2 410,000.00 406,583.48 1,722.91
None 1000.000000000 991.667024390 4.202219512
LT-B2-3 142,000.00 140,606.52 700.32
None 1000.000000000 990.186760563 4.931830986
LT-B2-4 545,000.00 540,375.06 2,325.48
None 1000.000000000 991.513871560 4.266935780
LT-B2-5 56,000.00 55,301.05 352.67
None 1000.000000000 987.518750000 6.297678571
Principal Negative
Class Adj. or Loss Amortization
CUSIP Per $1,000 Per $1,000
LT-M3-3 0.00 0.00
None 0.000000000 0.000000000
LT-M3-4 0.00 0.00
None 0.000000000 0.000000000
LT-M3-5 0.00 0.00
None 0.000000000 0.000000000
LT-M3-6 0.00 0.00
None 0.000000000 0.000000000
LT-B1-1 0.00 0.00
None 0.000000000 0.000000000
LT-B1-2 0.00 0.00
None 0.000000000 0.000000000
LT-B1-3 0.00 0.00
None 0.000000000 0.000000000
LT-B1-4 0.00 0.00
None 0.000000000 0.000000000
LT-B1-5 0.00 0.00
None 0.000000000 0.000000000
LT-B1-6 0.00 0.00
None 0.000000000 0.000000000
LT-B2-1 0.00 0.00
None 0.000000000 0.000000000
LT-B2-2 0.00 0.00
None 0.000000000 0.000000000
LT-B2-3 0.00 0.00
None 0.000000000 0.000000000
LT-B2-4 0.00 0.00
None 0.000000000 0.000000000
LT-B2-5 0.00 0.00
None 0.000000000 0.000000000
REMIC I
Closing Interest Interest Pass-Through
Class Balance Payment Adjustment Rate (2)
CUSIP Per $1,000 Per $1,000 Per $1,000 Next Rate (3)
LT-M3-3 175,375.39 973.06 0.00 6.62500000%
None 985.255000000 5.466656279 0.000000000 Fixed
LT-M3-4 671,327.92 3,722.31 0.00 6.62500000%
None 987.246941176 5.473982892 0.000000000 Fixed
LT-M3-5 67,704.26 431.19 0.00 7.59369507%
None 981.221159420 6.249097456 0.000000000 7.59629857%
LT-M3-6 85,978.11 539.49 0.00 7.50000000%
None 988.254137931 6.201053161 0.000000000 Fixed
LT-B1-1 136,617.34 730.03 0.00 6.37500000%
None 982.858561151 5.252040310 0.000000000 Fixed
LT-B1-2 707,024.79 3,772.05 0.00 6.37500000%
None 987.464790503 5.268230997 0.000000000 Fixed
LT-B1-3 246,313.74 1,366.66 0.00 6.62500000%
None 985.254960000 5.466656071 0.000000000 Fixed
LT-B1-4 940,846.34 5,216.71 0.00 6.62500000%
None 987.246946485 5.473982893 0.000000000 Fixed
LT-B1-5 96,159.66 612.41 0.00 7.59369507%
None 981.221020408 6.249097045 0.000000000 7.59629857%
LT-B1-6 121,555.25 762.73 0.00 7.50000000%
None 988.254065041 6.201052846 0.000000000 Fixed
LT-B2-1 77,645.83 414.91 0.00 6.37500000%
None 982.858607595 5.252040388 0.000000000 Fixed
LT-B2-2 404,860.57 2,159.97 0.00 6.37500000%
None 987.464804878 5.268231067 0.000000000 Fixed
LT-B2-3 139,906.20 776.27 0.00 6.62500000%
None 985.254929577 5.466656074 0.000000000 Fixed
LT-B2-4 538,049.58 2,983.32 0.00 6.62500000%
None 987.246935780 5.473982833 0.000000000 Fixed
LT-B2-5 54,948.38 349.95 0.00 7.59369507%
None 981.221071429 6.249096883 0.000000000 7.59629857%
REMIC I
Original Opening Principal
Class Face Value (1) Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
LT-B2-6 70,000.00 69,451.79 274.00
None 1000.000000000 992.168428571 3.914285714
LT-B3-1 79,604.77 78,698.82 458.59
None 1000.000000000 988.619400571 5.760835689
LT-B3-2 409,711.15 406,297.04 1,721.70
None 1000.000000000 991.667031761 4.202228814
LT-B3-3 143,198.80 141,793.56 706.23
None 1000.000000000 990.186789275 4.931815071
LT-B3-4 544,528.19 539,907.26 2,323.47
None 1000.000000000 991.513882872 4.266941625
LT-B3-5 56,055.22 55,355.58 353.02
None 1000.000000000 987.518735989 6.297718571
LT-B3-6 71,044.04 70,487.65 278.09
None 1000.000000000 992.168378938 3.914332575
R-I 0.00 0.00 0.00
22540ARH3 1000.000000000 0.000000000 0.000000000
Principal Negative
Class Adj. or Loss Amortization
CUSIP Per $1,000 Per $1,000
LT-B2-6 0.00 0.00
None 0.000000000 0.000000000
LT-B3-1 0.00 0.00
None 0.000000000 0.000000000
LT-B3-2 0.00 0.00
None 0.000000000 0.000000000
LT-B3-3 0.00 0.00
None 0.000000000 0.000000000
LT-B3-4 0.00 0.00
None 0.000000000 0.000000000
LT-B3-5 0.00 0.00
None 0.000000000 0.000000000
LT-B3-6 0.00 0.00
None 0.000000000 0.000000000
R-I 0.00 0.00
22540ARH3 0.000000000 0.000000000
TOTAL 650,817,604 641,631,258.2 6,834,048.29
Closing Interest Interest
Class Balance Payment Adjustment
CUSIP Per $1,000 Per $1,000 Per $1,000
LT-B2-6 69,177.79 434.07 0.00
None 988.254142857 6.201052679 0.000000000
LT-B3-1 78,240.23 418.09 0.00
None 982.858564882 5.252040566 0.000000000
LT-B3-2 404,575.34 2,158.45 0.00
None 987.464802947 5.268231106 0.000000000
LT-B3-3 141,087.33 782.82 0.00
None 985.254974204 5.466656232 0.000000000
LT-B3-4 537,583.79 2,980.74 0.00
None 987.246941247 5.473982895 0.000000000
LT-B3-5 55,002.56 350.29 0.00
None 981.221017418 6.249096795 0.000000000
LT-B3-6 70,209.56 440.55 0.00
None 988.254046363 6.201052368 0.000000000
R-I 0.00 0.00 0.00
22540ARH3 0.000000000 0.000000000 0.000000000
634,797,210 3,550,439.44
Total P&I Payme 10,384,487.73
Notes: (1) N denotes notional balance not included in total
(2) Interest Paid minus Interest Adjustment minus Deferred Interest
equals Accrual (3) Estim
Pass-Through
Class Rate (2)
CUSIP Next Rate (3)
LT-B2-6 7.50000000%
None Fixed
LT-B3-1 6.37500000%
None Fixed
LT-B3-2 6.37500000%
None Fixed
LT-B3-3 6.62500000%
None Fixed
LT-B3-4 6.62500000%
None Fixed
LT-B3-5 7.59369507%
None 7.59629857%
LT-B3-6 7.50000000%
None Fixed
R-I
22540ARH3 None
Bond Interest Summary
Beginning
Principal / Current Accrued Payment of Accretion /
Notional Certificate Certificate Prior Unpaid Deferred
Class Balance Rate Interest Interest Interest
1A 37,597,825.93 0.06 199,738.45 0.00 0.00
2A 195,531,565.12 0.06 1,038,761.44 0.00 0.00
3A 68,277,856.68 0.07 376,950.67 0.00 0.00
4A 261,354,284.40 0.07 1,442,893.45 0.00 0.00
5A 26,367,091.63 0.08 166,853.04 0.00 0.00
6A 33,429,070.33 0.08 208,931.69 0.00 0.00
7AX 2,945,181.56 0.11 27,338.43 0.00 0.00
M-1 6,449,118.28 0.07 35,576.39 0.00 0.00
M-2 3,227,035.01 0.07 17,802.53 0.00 0.00
M-3 1,610,546.96 0.07 8,883.33 0.00 0.00
B-1 2,258,724.66 0.07 12,460.59 0.00 0.00
B-2 1,290,418.83 0.07 7,118.49 0.00 0.00
B-3 1,292,537.74 0.07 7,130.93 0.00 0.00
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
Total 641,631,257.13 0.00 3,550,439.43 0.00 0.00
Excess
Prepayment Prior Ending
Interest Interest Unpaid Unpaid
Class Shortfalls Loss Interest Interest
1A 0.00 0.00 0.00 0.00
2A 0.00 0.00 0.00 0.00
3A 0.00 0.00 0.00 0.00
4A 0.00 0.00 0.00 0.00
5A 0.00 0.00 0.00 0.00
6A 0.00 0.00 0.00 0.00
7AX 0.00 0.00 0.00 0.00
M-1 0.00 0.00 0.00 0.00
M-2 0.00 0.00 0.00 0.00
M-3 0.00 0.00 0.00 0.00
B-1 0.00 0.00 0.00 0.00
B-2 0.00 0.00 0.00 0.00
B-3 0.00 0.00 0.00 0.00
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
-
Ending
Actual Principal /
Distribution Notional
Class of Interest Balance
1A 199,738.45 37,224,327.32
2A 1,038,761.44194,108,762.60
3A 376,950.67 67,321,239.23
4A 1,442,893.45258,325,973.45
5A 166,853.04 25,865,645.83
6A 208,931.69 32,975,708.79
7AX 27,338.43 2,920,048.12
M-1 35,576.39 6,419,978.01
M-2 17,802.52 3,212,452.74
M-3 8,883.34 1,603,270.63
B-1 12,460.60 2,248,517.14
B-2 7,118.49 1,284,588.34
B-3 7,130.93 1,286,696.65
3,550,439 634,797,208.85
Bond Principal Summary
Original Beginning Scheduled Unscheduled Accretion /
Certificate Certificate Principal Principal Deferred
Class Balance Balance Distribution Distribution Interest
1A 38,323,000.00 37,597,825.93 219,086.19 154,412.42 0.00
2A 197,910,000.00195,531,565.12 828,571.03 594,231.49 0.00
3A 69,409,000.00 68,277,856.68 340,070.58 616,546.87 0.00
4A 264,928,000.00261,354,284.40 1,124,727.51 1,903,583.44 0.00
5A 27,193,000.00 26,367,091.63 168,150.91 333,294.89 0.00
6A 33,785,000.00 33,429,070.33 131,886.13 321,475.41 0.00
7AX 2,996,463.00 2,945,181.56 13,438.73 11,694.71 0.00
M-1 6,507,000.00 6,449,118.28 29,140.27 0.00 0.00
M-2 3,256,000.00 3,227,035.01 14,582.27 0.00 0.00
M-3 1,625,000.00 1,610,546.96 7,276.33 0.00 0.00
B-1 2,279,000.00 2,258,724.66 10,207.52 0.00 0.00
B-2 1,302,000.00 1,290,418.83 5,830.49 0.00 0.00
B-3 1,304,140.00 1,292,537.74 5,841.09 0.00 0.00
0.00 0.00 0.00 0.00 0.00
0.00 0.00 0.00 0.00 0.00
0.00 0.00 0.00 0.00 0.00
0.00 0.00 0.00 0.00 0.00
0.00 0.00 0.00 0.00 0.00
0.00 0.00 0.00 0.00 0.00
0.00 0.00 0.00 0.00 0.00
0.00 0.00 0.00 0.00 0.00
0.00 0.00 0.00 0.00 0.00
0.00 0.00 0.00 0.00 0.00
0.00 0.00 0.00 0.00 0.00
0.00 0.00 0.00 0.00 0.00
0.00 0.00 0.00 0.00 0.00
0.00 0.00 0.00 0.00 0.00
0.00 0.00 0.00 0.00 0.00
0.00 0.00 0.00 0.00 0.00
Total 650,817,603.00641,631,257.13 2,898,809.05 3,935,239.23 0.00
% of
Total Ending Original Cumulative
Realized Principal Certificate Balance Realized
Class Loss Reduction Balance Remaining Losses
1A 0.00 373,498.6137,224,327.32 0.97 0.00
2A 0.00 1,422,802.52194,108,762.6 0.98 0.00
3A 0.00 956,617.4567,321,239.23 0.97 0.00
4A 0.00 3,028,310.95258,325,973.4 0.98 0.00
5A 0.00 501,445.8025,865,645.83 0.95 0.00
6A 0.00 453,361.5432,975,708.79 0.98 0.00
7AX 0.00 25,133.44 2,920,048.12 0.97 0.00
M-1 0.00 29,140.27 6,419,978.01 0.99 0.00
M-2 0.00 14,582.27 3,212,452.74 0.99 0.00
M-3 0.00 7,276.33 1,603,270.63 0.99 0.00
B-1 0.00 10,207.52 2,248,517.14 0.99 0.00
B-2 0.00 5,830.49 1,284,588.34 0.99 0.00
B-3 0.00 5,841.09 1,286,696.65 0.99 0.00
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
Total 6,834,048. 634,797,208. 97.53842% 0
Cash Reconcilation Summary
Interest Summary
Current Scheduled Interest 539,979.80
Less Deferred Interest 0.00
Plus Advance Interest 3,030,037.09
Plus Unscheduled Interest 0.00
PPIS Reducing Scheduled Interest 0.00
Less Total Fees Paid To Servicer (19,577.45)
Plus Fees Advanced for PPIS 0.00
Less Fee Strips Paid by Servicer 0.00
Less Misc. Fees & Expenses 0.00
Less Non Recoverable Advances 0.00
Interest Due Trust 3,550,439.44
Less Trustee Fee 0.00
Less Fee Strips Paid by Trust 0.00
Less Misc. Fees Paid by Trust 0.00
Remittance Interest 3,550,439.44
Servicing Fee Summary
Current Servicing Fees 19,577.45
Delinquent Servicing Fees 114,095.73
Plus Fees Advanced for PPIS 0.00
Less Reduction for PPIS 0.00
Plus Unscheduled Servicing Fees 0.00
Total Servicing Fees Due to be Paid 133,673.18
PPIS Summary 0.00
Gross PPIS 0.00
Reduced by PPIE 0.00
Reduced by Shortfalls in Fees 0.00
Reduced by Other Amounts 0.00
PPIS Reducing Scheduled Interest 0.00
PPIS Reducing Servicing Fee 0.00
PPIS Due Certificate 0.00
Pool 0.00
Balance Count
Beginning Pool 641,631,260.1 2922
Scheduled Principal Distribution 2,898,809.05 0
Unscheduled Principal Distribution 3,499,015.55 20
Deferred Interest 0.00 0
Liquidations 0.00 0
Repurchases 0.00 0
Ending Pool 634,797,211.8 2902
Principal Summary
Scheduled Principal:
Current Scheduled Princi 2,898,809.05
Advanced Scheduled Princ 418,017.32
Total Scheduled 3,316,826.37
Unscheduled Principal: 0.00
Curtailments 295,324.65
Prepayments in Full 3,499,015.55
Liquidation Proceeds 0.00
Repurchase Proceeds 0.00
Other Principal Proceeds 0.00
Total Unscheduled 3,794,340.20
Remittance Principal 7,111,166.57
Servicer Wire Amount 10,384,487.72
Advances
Prior Outstanding Current Period
Principal Interest Principal Interest
2,480,791.73 3,030,037.09
Recovered Ending Outstanding
Principal Interest Principal Interest
2,378,242.16 2,938,387.69
Collateral Statistics
Loan Group No.
1 2 3 4
Current Scheduled Intere 214,208.19 1,113,292.59 406,463.42 1,548,866.01
Negative Amortization: 0.00 0.00 0.00 0.00
Prepayment Interest Shor 0.00 0.00 0.00 0.00
Compensating Interest: 0.00 0.00 0.00 0.00
Non Recoverable Advance: 0.00 0.00 0.00 0.00
Relief Act Interest Shor 0.00 0.00 0.00 0.00
Extraordinary Trust Expe 0.00 0.00 0.00 0.00
Servicing Fee: 8,092.52 42,144.11 14,611.51 55,953.35
Trustee Fees: 0.00 0.00 0.00 0.00
Other Fee: 0.00 0.00 0.00 0.00
Beginning Scheduled Bala 38,844,090.04202,291,729.8 70,135,251.30268,576,086.88
Scheduled Principal: 226,507.12 857,395.83 349,265.58 1,155,709.81
Unscheduled Principal: 3,935,239.23 155,149.25 598,142.94 616,722.94
Net Liquidation Proceeds 0.00 0.00 0.00 0.00
Fraud Loss Insurance Pro 0.00 0.00 0.00 0.00
Special Hazard Insurance 0.00 0.00 0.00 0.00
Bankruptcy Insurance Pro 0.00 0.00 0.00 0.00
Realized Loss: 0.00 0.00 0.00 0.00
Ending Scheduled Balance 38,462,433.67200,836,191.0 69,169,262.78265,510,053.38
0.00 0.00 0.00 0.00
Beginning Pool Count: 413.00 541.00 602.00 729.00
Ending Pool Count: 412.00 539.00 598.00 724.00
0.00 0.00 0.00 0.00
Weighted Average Coupon: 0.07 0.07 0.07 0.07
Weighted Average Net Cou 0.06 0.06 0.07 0.07
Weighted Average Maturit 140.12 154.53 142.13 150.47
0.00 0.00 0.00 0.00
Cumulative Realized Loss 0.00 0.00 0.00 0.00
Loan Group No.
5 6 Total
Current Scheduled Intere 176,852.02 224,430.39 3,684,112.62
Negative Amortization: 0.00 0.00 0.00
Prepayment Interest Shor 0.00 0.00 0.00
Compensating Interest: 0.00 0.00 0.00
Non Recoverable Advance: 0.00 0.00 0.00
Relief Act Interest Shor 0.00 0.00 0.00
Extraordinary Trust Expe 0.00 0.00 0.00
Servicing Fee: 5,636.76 7,234.93 133,673.18
Trustee Fees: 0.00 0.00 0.00
Other Fee: 0.00 0.00 0.00
Beginning Scheduled Bala 27,056,434.2734,727,667.81641,631,260.13
Scheduled Principal: 172,547.06 137,383.65 2,898,809.05
Unscheduled Principal: 1,910,323.69 333,294.89 7,548,872.94
Net Liquidation Proceeds 0.00 0.00 0.00
Fraud Loss Insurance Pro 0.00 0.00 0.00
Special Hazard Insurance 0.00 0.00 0.00
Bankruptcy Insurance Pro 0.00 0.00 0.00
Realized Loss: 0.00 0.00 0.00
Ending Scheduled Balance 26,550,592.3234,268,678.64634,797,211.85
Beginning Pool Count: 545.00 92.00 2,922.00
Ending Pool Count: 538.00 91.00 2,902.00
Weighted Average Coupon: 0.08 0.08 0.07
Weighted Average Net Cou 0.08 0.08 0.07
Weighted Average Maturit 125.20 159.63 149.66
Cumulative Realized Loss 0.00 0.00 0.00
Aggregate Loan Pool Information
Pool Total
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
06/15/00 37 4,654,432. 1 28,847
01/00/00 1.27% 0.733% 0.03% 0.005%
05/15/00 31 4739632 2 440,969
01/00/00 1.06% 0.739% 0.07% 0.069%
04/17/00 30 3527989 0 0
01/00/00 1.02% 0.546% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
01/00/00 0 0 0 0
06/15/00 0.00% 0.000% 0.00% 0.000%
01/00/00 1 44959 0 0
05/15/00 0.03% 0.007% 0.00% 0.000%
01/00/00 0 0 0 0
04/17/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
DistributiREO Modifications
Date # Balance # Balance
06/15/00 0 0 0 0
01/00/00 0.00 0.000% 0.00 0.000%
05/15/00 0 0 0 0
01/00/00 0.00 0.000% 0.00 0.000%
04/17/00 0 0 0 0
01/00/00 0.00 0.000% 0.00 0.000%
01/00/00 0 0 0 0
01/00/00 0.00 0.000% 0.00 0.000%
01/00/00 0 0 0 0
01/00/00 0.00 0.000% 0.00 0.000%
01/00/00 0 0 0 0
01/00/00 0.00 0.000% 0.00 0.000%
01/00/00 0 0 0 0
01/00/00 0.00 0.000% 0.00 0.000%
01/00/00 0 0 0 0
01/00/00 0.00 0.000% 0.00 0.000%
01/00/00 0 0 0 0
01/00/00 0.00 0.000% 0.00 0.000%
01/00/00 0 0 0 0
01/00/00 0.00 0.000% 0.00 0.000%
01/00/00 0 0 0 0
01/00/00 0.00 0.000% 0.00 0.000%
01/00/00 0 0 0 0
01/00/00 0.00 0.000% 0.00 0.000%
01/00/00 0 0 0 0
01/00/00 0.00 0.000% 0.00 0.000%
01/00/00 0 0 0 0
01/00/00 0.00 0.000% 0.00 0.000%
01/00/00 0 0 0 0
01/00/00 0.00 0.000% 0.00 0.000%
01/00/00 0 0 0 0
01/00/00 0.00 0.000% 0.00 0.000%
DistributiPrepayments Curr Weighted Avg.
Date # Balance Coupon Remit
06/15/00 20.00 3,499,015.55 6.8901% 6.6401%
01/00/00 0.69% 0.551% 0.00 0.00
05/15/00 12.00 1,612,096.37 6.8904% 6.6404%
01/00/00 0.41% 0.251% 0.00 0.00
04/17/00 8.00 1,068,171.70 6.8906% 6.6406%
01/00/00 0.27% 0.165% 0.00 0.00
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00 0.00
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00 0.00
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00 0.00
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00 0.00
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00 0.00
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00 0.00
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00 0.00
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00 0.00
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00 0.00
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00 0.00
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00 0.00
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00 0.00
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00 0.00
Note: Foreclosure and REO Totals are Included in the Appropriate
Delinquency Aging Category
Aggregate Loan Pool Information
Pool Group 1 Total
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
06/15/00 6 376,143 0 0
01/00/00 1.46% 0.978% 0.00% 0.00%
05/15/00 7 360,060 0 0
01/00/00 1.69% 0.927% 0.00% 0.00%
04/17/00 9 758,944 0 0
01/00/00 2.16% 1.929% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
01/00/00 0 0 0 0
06/15/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
05/15/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
04/17/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
DistributiREO Modifications
Date # Balance # Balance
01/00/00 0 0 0 0
06/15/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
05/15/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
04/17/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
DistributiPrepayments Curr Weighted Avg.
Date # Balance Coupon Remit
01/00/00 1 94,179 6.6175% 6.3675%
06/15/00 0.24% 0.245% 0.00% 0.000%
01/00/00 3 233,783 6.6166% 6.3666%
05/15/00 0.73% 0.602% 0.00% 0.000%
01/00/00 0 0 6.6166% 6.3666%
04/17/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
Note: Foreclosure and REO Totals are Included in the Appropriate
Delinquency Aging Category
Aggregate Loan Pool Information
Pool Group 2 Total
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
01/00/00 4 1163386.19 0 0
06/15/00 0.74% 0.579% 0.00% 0.000%
01/00/00 4 1518177.78 0 0
05/15/00 0.74% 0.750% 0.00% 0.000%
01/00/00 1 304705.66 0 0
04/17/00 0.18% 0.150% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
01/00/00 0 0 0 0
06/15/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
05/15/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
04/17/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.00%
01/00/00 0 0 0 0
DistributiREO Modifications
Date # Balance # Balance
01/00/00 0 0 0 0
06/15/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
05/15/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
04/17/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0 0
DistributiPrepayments Curr Weighted Avg.
Date # Balance Coupon Remit
01/00/00 2 522,477 6.6041% 6.3541%
06/15/00 0.37% 0.260% 0.00% 0.000%
01/00/00 1 281,815 6.6040% 6.3540%
05/15/00 0.18% 0.139% 0.00% 0.000%
01/00/00 1 302,181 6.6037% 6.3537%
04/17/00 0.18% 0.148% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
Note: Foreclosure and REO Totals are Included in the Appropriate
Delinquency Aging Category
Aggregate Loan Pool Information
Pool Group 3 Total
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
06/15/00 6 607,498.74 0 0.00
01/00/00 1.00% 0.878% 0.00% 0.000%
05/15/00 5 338,459.88 0 0.00
01/00/00 0.83% 0.483% 0.00% 0.000%
04/17/00 5 333,105.45 0 0.00
01/00/00 0.83% 0.471% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
06/15/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
05/15/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
04/17/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
DistributiREO Modifications
Date # Balance # Balance
06/15/00 0.00 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
05/15/00 0.00 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
04/17/00 0.00 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
DistributiPrepayments Curr Weighted Avg.
Date # Balance Coupon Remit
06/15/00 4 552,998.13 6.9545% 6.7045%
01/00/00 0.67% 0.799% 0.00% 0.000%
05/15/00 1 217,525.61 6.9542% 6.7042%
01/00/00 0.17% 0.310% 0.00% 0.000%
04/17/00 3 134,825.30 6.9547% 6.7047%
01/00/00 0.50% 0.191% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
Note: Foreclosure and REO Totals are Included in the Appropriate
Delinquency Aging Category
Aggregate Loan Pool Information
Pool Group 4 Total
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
06/15/00 3 897,358.21 0 0.00
01/00/00 0.41% 0.338% 0.00% 0.000%
05/15/00 2 696,997.24 0 0.00
01/00/00 0.27% 0.260% 0.00% 0.000%
04/17/00 4 1,164,973.67 0 0.00
01/00/00 0.55% 0.431% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
06/15/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
05/15/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
04/17/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
DistributiREO Modifications
Date # Balance # Balance
06/15/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
05/15/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
04/17/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
DistributiPrepayments Curr Weighted Avg.
Date # Balance Coupon Remit
06/15/00 5 1,802,036.29 6.9203% 6.6703%
01/00/00 0.69% 0.679% 0.00% 0.000%
05/15/00 2 466,350.23 6.9204% 6.6704%
01/00/00 0.27% 0.174% 0.00% 0.000%
04/17/00 2 581,029.31 6.9205% 6.6705%
01/00/00 0.27% 0.215% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
Note: Foreclosure and REO Totals are Included in the Appropriate
Delinquency Aging Category
Aggregate Loan Pool Information
Pool Group 6 Total
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
06/15/00 2.00 493,293.00 0.00 0.00
01/00/00 2.20% 1.44% 0.00% 0.000%
05/15/00 3.00 1,301,509.94 1.00 416,111.82
01/00/00 3.26% 3.75% 1.09% 1.198%
04/17/00 2.00 742,967.81 0.00 0.00
01/00/00 2.17% 2.13% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.00% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.00% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.00% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.00% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.00% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.00% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.00% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.00% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.00% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.00% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.00% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.00% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.00% 0.00% 0.000%
DistributiDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
06/15/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
05/15/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
04/17/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
DistributiREO Modifications
Date # Balance # Balance
06/15/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
05/15/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
04/17/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.00 0.00
01/00/00 0.00% 0.000% 0.00% 0.000%
DistributiPrepayments Curr Weighted Avg.
Date # Balance Coupon Remit
06/15/00 1.00 214,110.79 7.7551% 7.5051%
01/00/00 1.10% 0.625% 0.00% 0.000%
05/15/00 0.00 0.00 7.7553% 7.5053%
01/00/00 0.00% 0.000% 0.00% 0.000%
04/17/00 0.00 0.00 7.7555% 7.5055%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
01/00/00 0.00 0.00 0.0000% 0.0000%
01/00/00 0.00% 0.000% 0.00% 0.000%
Note: Foreclosure and REO Totals are Included in the Appropriate
Delinquency Aging Category
Pool Total
Distribution of Principal Balances
Current Scheduled # of Scheduled % of
Balances Loans Balance Bal
0to 50000 678 18,622,090. 2.93%
50000.01to 100000 375 26,842,942. 4.23%
100000.01to 150000 197 24,116,298. 3.80%
150000.01to 200000 111 19,722,632. 3.11%
200000.01to 250000 402 92,039,317. 14.50%
250000.01to 300000 396 108,101,055.7 17.03%
300000.01to 350000 223 71,721,183. 11.30%
350000.01to 400000 146 54,318,438. 8.56%
400000.01to 450000 97 41,191,981. 6.49%
450000.01to 500000 76 35,776,480. 5.64%
500000.01to 550000 49 25,840,520. 4.07%
550000.01to 600000 39 22,365,866. 3.52%
600000.01to 650000 32 19,921,968. 3.14%
650000.01to 700000 14 9,394,409. 1.48%
700000.01to 3000000 67 64,822,025. 10.21%
Total 2,9 634,797,211.8 100.00%
Term Coupon
0to 50000 108 7.420%
50000.01to 100000 129 7.110%
100000.01to 150000 128 7.006%
150000.01to 200000 130 6.981%
200000.01to 250000 150 6.859%
250000.01to 300000 155 6.818%
300000.01to 350000 154 6.853%
350000.01to 400000 153 6.914%
400000.01to 450000 154 6.848%
450000.01to 500000 154 6.880%
500000.01to 550000 155 6.832%
550000.01to 600000 152 6.909%
600000.01to 650000 154 6.805%
650000.01to 700000 160 6.832%
700000.01to 3000000 157 6.841%
Total 150 6.964%
Average Scheduled Balance is 218,744.73
Maximum Scheduled Balance is 2,073,848.23
Minimum Scheduled Balance is 0.13
Distribution of Property Types
# of Scheduled % of
Property Types Loans Balance Balance
Single Family 2277 509,746,200. 80.30%
Condo 262 56,490,895. 8.90%
PUD 149 48,607,596. 7.66%
2-4 Family 141 14,530,801. 2.29%
Co-op 63 3,837,288 0.60%
Town House 8 1,469,562 0.23%
Unknown 2 114,86 0.02%
Total 2,9 634,797,211. 100%
Property Types Term Coupon
Single Family 149 6.885%
Condo 151 6.891%
PUD 151 6.890%
2-4 Family 145 7.026%
Co-op 146 6.955%
Town House 155 6.816%
Unknown 142 7.689%
Total 150 6.964%
Geographic Distribution
Geographic # of Scheduled % of
Location Loans Balance Balance
Illinois 1064 263,274,658. 41.47%
Michigan 1014 213,248,963. 33.59%
Indiana 543 85,400,277. 13.45%
Florida 93 29,353,337. 4.62%
Wisconsin 36 11,314,734. 1.78%
Ohio 29 4,338,306 0.68%
Kentucky 37 3,981,739 0.63%
Colorado 9 3,820,635 0.60%
Texas 22 3,270,376 0.52%
Arizona 10 2,436,120 0.38%
California 5 2,243,664 0.35%
Louisiana 8 2,154,103 0.34%
New Mexico 1 1,171,968 0.18%
Oklahoma 7 1,164,164 0.18%
Georgia 1 929,45 0.15%
New Jersey 1 830,03 0.13%
Massachusetts 2 668,66 0.11%
Maine 2 656,96 0.10%
New York 2 636,14 0.10%
Utah 3 602,19 0.09%
Vermont 1 446,27 0.07%
Neveda 1 443,18 0.07%
Maryland 2 415,38 0.07%
Pennsylvania 1 317,25 0.05%
New Hampshire 1 305,10 0.05%
Missouri 1 284,58 0.04%
South Carolina 1 273,20 0.04%
Mississippi 1 256,20 0.04%
Idaho 1 231,10 0.04%
Minnesota 1 159,61 0.03%
Other 2 168,78 0.03%
Total 2902 634,797,211. 100.00%
Geographic Distribution Term Coupon
Geographic
Location
Illinois 149 6.823%
Michigan 151 6.899%
Indiana 142 6.975%
Florida 155 6.888%
Wisconsin 158 6.944%
Ohio 149 7.147%
Kentucky 145 6.941%
Colorado 147 6.851%
Texas 161 7.615%
Arizona 159 7.015%
California 144 6.838%
Louisiana 169 7.688%
New Mexico 151 6.600%
Oklahoma 132 7.220%
Georgia 159 6.950%
New Jersey 174 7.950%
Massachusetts 160 6.550%
Maine 162 7.366%
New York 156 7.076%
Utah 156 7.366%
Vermont 175 7.850%
Neveda 160 6.950%
Maryland 157 7.023%
Pennsylvania 162 6.650%
New Hampshire 156 7.000%
Missouri 165 6.550%
South Carolina 154 6.850%
Mississippi 155 6.950%
Idaho 160 6.950%
Minnesota 174 8.300%
Other 22 8.050%
Total 150 6.964%
Loan Seasoning
# of Scheduled % of
Number of Years Loans Balance Balance
1 year or less 179 43,385,293. 6.83%
1+ to 2 years 1,421 410,145,439. 64.61%
2+ to 3 years 548 134,775,099. 21.23%
3+ to 4 years 92 8,846,162 1.39%
4+ to 5 years 82 8,259,651 1.30%
5+ to 6 years 67 2,670,615 0.42%
6+ to 7 years 312 19,943,851. 3.14%
7+ to 8 years 128 4,417,308 0.70%
8+ to 9 years 50 1,904,852 0.30%
9+ to 10 years 2 68,1 0.01%
10 years or more 21 380,83 0.06%
Total 2,902 634,797,211. 100.00%
Number of Years Term Coupon
1 year or less 168 7.513%
1+ to 2 years 154 6.775%
2+ to 3 years 148 6.915%
3+ to 4 years 129 7.502%
4+ to 5 years 117 7.239%
5+ to 6 years 91 7.459%
6+ to 7 years 79 6.843%
7+ to 8 years 79 7.819%
8+ to 9 years 72 8.461%
9+ to 10 years 85 7.533%
10 years or more 36 8.326%
Total 150 6.964%
Distribution of Mortgage Interest Rates
Current Mortgage
Current Mortgage # of Scheduled % of
Interest Rate Loans Balance Balance
6.000%or less
6.000%to 6.250% 13 2,228,520 0.35%
6.250%to 6.500% 180 40,735,426 6.42%
6.500%to 6.750% 758 196,334,678 30.93%
6.750%to 7.000% 1,113 297,662,010 46.89%
7.000%to 7.250% 209 37,017,306 5.83%
7.250%to 7.500% 129 14,314,009 2.25%
7.500%to 7.750% 138 17,024,917 2.68%
7.750%to 8.000% 148 20,282,857 3.20%
8.000%to 8.250% 68 4,530,704 0.71%
8.250%to 8.500% 72 2,213,027 0.35%
8.500%to 8.750% 50 1,563,526 0.25%
8.750%to 9.000% 17 732,930 0.12%
9.000%to 9.250% 7 157,301 0.02%
9.250%& Above 0 0 0.00%
Total 2,902 634,797,212 100.00%
Current Mortgage Term Coupon
Interest Rate
0.06or less 0 0.0000%
0.060001to 0.0625 140 6.2500%
0.0625001to 0.065 149 6.4548%
0.0650001to 0.0675 153 6.6417%
0.0675001to 0.07 149 6.9050%
0.0700001to 0.0725 145 7.1093%
0.0725001to 0.075 135 7.4073%
0.0750001to 0.0775 153 7.6769%
0.0775001to 0.08 157 7.8920%
0.0800001to 0.0825 131 8.1604%
0.0825001to 0.085 110 8.3982%
0.0850001to 0.0875 105 8.7223%
0.0875001to 0.09 73 8.9657%
0.0900001to 0.0925 73 9.1839%
0.0925001& Above 0 0.0000%
Total 150 6.9643%
W/Avg Mortgage Interest Rate is 6.96433%
Minimum Mortgage Interest Rate is 6.25000%
Maximum Mortgage Interest Rate is 9.25000%
Group 1
Distribution of Principal Balances
Current Scheduled # of Scheduled % of
Balances Loans Balance Bal
0to 50000 151 4,369,735. 11.36%
50000.01to 100000 116 8,334,073. 21.67%
100000.01to 150000 55 6,843,831. 17.79%
150000.01to 200000 29 5,186,504. 13.48%
200000.01to 250000 60 13,406,921. 34.86%
250000.01to 300000
300000.01to 350000 1 321,368 0.84%
350000.01to 400000
400000.01to 450000
450000.01to 500000
500000.01to 550000
550000.01to 600000
600000.01to 650000
650000.01to 700000
700000.01to 3000000
Total 412 38,462,433. 100.00%
Current Scheduled Term Coupon
Balances
0to 50000 102 6.596%
50000.01to 100000 125 6.614%
100000.01to 150000 139 6.606%
150000.01to 200000 150 6.640%
200000.01to 250000 158 6.619%
250000.01to 300000
300000.01to 350000 156 6.750%
350000.01to 400000
400000.01to 450000
450000.01to 500000
500000.01to 550000
550000.01to 600000
600000.01to 650000
650000.01to 700000
700000.01to 3000000
Total 140 6.683%
Average Scheduled Balance is 93,355
Maximum Scheduled Balance is 1,876,269
Minimum Scheduled Balance is 47,482
Distribution of Property Types
# of Scheduled % of
Property Types Loans Balance Balance
Single Family 293 27,851,379. 72.41%
Condo 44 3,903,658 10.15%
2-4 Family 37 3,823,719 9.94%
Co-op 30 1,599,785 4.16%
PUD 7 1,052,254 2.74%
Town House 1 231,63 0.60%
Total 412 38,462,433. 100.00%
Property Types Term Coupon
Single Family 137 6.622%
Condo 146 6.583%
2-4 Family 145 6.629%
Co-op 157 6.570%
PUD 148 6.661%
Town House 161 6.600%
Total 140 6.683%
Geographic Distribution # of Scheduled % of
Geographic Loans Balance Balance
Location
Illinois 174 17913393 46.57%
Michigan 148 12898153 33.53%
Indiana 60 4604356 11.97%
Florida 7 1056353 2.75%
Kentucky 10 1054160 2.74%
Arizona 2 255154 0.66%
Ohio 3 163803 0.43%
California 1 138100 0.36%
Texas 1 131976 0.34%
Louisiana 3 123813 0.32%
Wisconsin 2 105490 0.27%
Oklahoma 1 17683 0.05%
Total 412 38,462 100.00%
Geographic Distribution
Geographic Term Coupon
Location
Illinois 136 0
Michigan 146 0
Indiana 130 0
Florida 157 0
Kentucky 154 0
Arizona 136 0
Ohio 140 0
California 166 0
Texas 153 0
Louisiana 121 0
Wisconsin 164 0
Oklahoma 40 0
Total 140 6.683%
Loan Seasoning
# of Scheduled % of
Number of Years Loans Balance Balance
1 year or less 14 1,50 3.91%
1+ to 2 years 201 25,882 67.29%
2+ to 3 years 18 2,37 6.18%
3+ to 4 years 4 48 1.27%
4+ to 5 years 6 44 1.16%
5+ to 6 years 8 29 0.78%
6+ to 7 years 154 7,09 18.44%
7+ to 8 years 5 28 0.74%
8+ to 9 years
9+ to 10 years 1 0.12%
10 years or more 1 0.10%
Total 412 38,462 100.00%
Term Coupon
Number of Years
1 year or less 161 6.6592%
1+ to 2 years 157 6.6179%
2+ to 3 years 145 6.6185%
3+ to 4 years 134 6.6129%
4+ to 5 years 114 6.6431%
5+ to 6 years 98 6.5794%
6+ to 7 years 78 6.6033%
7+ to 8 years 85 6.6635%
8+ to 9 years
9+ to 10 years 103 6.7500%
10 years or more 161 6.5000%
Total 140 6.6831%
Distribution of Mortgage Interest Rates
Current Mortgage # of Scheduled % of
Interest Rate Loans Balance Balance
0.06or less
6.000%to 6.250% 9 32 0.84%
6.250%to 6.500% 87 6,027 15.67%
6.500%to 6.750% 316 32,112, 83.49%
6.750%to 7.000%
7.000%to 7.250%
7.250%to 7.500%
7.500%to 7.750%
7.750%to 8.000%
8.000%to 8.250%
8.250%to 8.500%
8.500%to 8.750%
8.750%to 9.000%
9.000%to 9.250%
9.250%& Above
Total 0 0 412 38,462, 100.00%
Current Mortgage
Interest Rate Term Coupon
6.0000%or less
6.0001%to 6.2500% 91 6.2500%
6.2500%to 6.5000% 129 6.4552%
6.5000%to 6.7500% 143 6.6514%
6.7500%to 7.0000%
7.0000%to 7.2500%
7.2500%to 7.5000%
7.5000%to 7.7500%
7.7500%to 8.0000%
8.0000%to 8.2500%
8.2500%to 8.5000%
8.5000%to 8.7500%
8.7500%to 9.0000%
9.0000%to 9.2500%
9.2500%& Above
Total 140 6.6831%
W/Avg Mortgage Interest Rate is 6.68314%
Minimum Mortgage Interest Rate is 6.25000%
Maximum Mortgage Interest Rate is 6.75000%
Group 2
Distribution of Principal Balances
Current Scheduled # of Scheduled % of
Balances Loans Balance Bal
0to 50000 1 4 0.02%
50000.01to 100000
100000.01to 150000 6 78 0.39%
150000.01to 200000 7 1,271 0.63%
200000.01to 250000 63 15,100, 7.52%
250000.01to 300000 172 47,333, 23.57%
300000.01to 350000 95 30,514, 15.19%
350000.01to 400000 48 17,973, 8.95%
400000.01to 450000 37 15,677, 7.81%
450000.01to 500000 28 13,270, 6.61%
500000.01to 550000 18 9,472 4.72%
550000.01to 600000 14 8,028 4.00%
600000.01to 650000 12 7,375 3.67%
650000.01to 700000 6 3,990 1.99%
700000.01to 3000000 32 29,994, 14.93%
Total 0 0 539 200,836,1 100.00%
Current Scheduled
Balances Term Coupon
0to 50000 162 6.650%
50000.01to 100000
100000.01to 150000 46 6.727%
150000.01to 200000 72 6.648%
200000.01to 250000 149 6.614%
250000.01to 300000 157 6.606%
300000.01to 350000 155 6.599%
350000.01to 400000 153 6.598%
400000.01to 450000 158 6.603%
450000.01to 500000 153 6.619%
500000.01to 550000 157 6.603%
550000.01to 600000 150 6.604%
600000.01to 650000 155 6.513%
650000.01to 700000 162 6.615%
700000.01to 3000000 159 6.615%
Total 155 6.652%
Average Scheduled Balance is
Maximum Scheduled Balance is
Minimum Scheduled Balance is
Distribution of Property Types
# of Scheduled % of
Property Types Loans Balance Balance
Single Family 452 163,574, 81.45%
PUD 43 19,034 9.48%
Condo 39 16,362 8.15%
2-4 Family 2 97 0.49%
Town House 2 56 0.28%
Co-op 1 32 0.16%
Total 539 200,836, 100.00%
Property Types Term Coupon
Single Family 154 6.6047%
PUD 157 6.5921%
Condo 159 6.6080%
2-4 Family 162 6.7185%
Town House 160 6.5829%
Co-op 102 6.5000%
Total 155 6.6519%
Distribution of Mortgage Interest Rates
Current Mortgage # of Scheduled % of
Interest Rate Loans Balance Balance
0.06or less
6.0001%to 6.2500% 4 1,905 0.95%
6.2500%to 6.5000% 93 34,708, 17.28%
6.5000%to 6.7500% 442 164,222,4 81.77%
6.7500%to 7.0000%
7.0000%to 7.2500%
7.2500%to 7.5000%
7.5000%to 7.7500%
7.7500%to 8.0000%
8.0000%to 8.2500%
8.2500%to 8.5000%
8.5000%to 8.7500%
8.7500%to 9.0000%
9.0000%to 9.2500%
9.2500%& Above
Total 0 0 539 200,836,1 100.00%
Current Mortgage
Interest Rate Term Coupon
6.000%or less
6.000%to 6.2500% 148 6.2500%
6.250%to 6.5000% 152 6.4548%
6.500%to 6.7500% 155 6.6398%
6.750%to 7.0000%
7.000%to 7.2500%
7.250%to 7.5000%
7.500%to 7.7500%
7.750%to 8.0000%
8.000%to 8.2500%
8.250%to 8.5000%
8.500%to 8.7500%
8.750%to 9.0000%
9.000%to 9.2500%
9.250%& Above
Total 155 6.6519%
W/Avg Mortgage Interest Rate is 6.6519%
Minimum Mortgage Interest Rate is 6.2500%
Maximum Mortgage Interest Rate is 6.7500%
Geographic Distribution
Geographic # of Scheduled % of
Location Loans Balance Balance
Illinois 273 99704457 49.64%
Michigan 165 62536199 31.14%
Indiana 56 18867365 9.39%
Florida 19 9356797 4.66%
Wisconsin 10 3437159 1.71%
Colorado 3 1340230 0.67%
New Mexico 1 1171968 0.58%
Kentucky 3 935398 0.47%
Arizona 2 934061 0.47%
Ohio 2 790454 0.39%
Massachusetts 2 668663 0.33%
Texas 1 491603 0.24%
Pennsylvania 1 317254 0.16%
Missouri 1 284585 0.14%
Total 539 200836191 100.00%
Geographic Distribution
Geographic
Location
Illinois
Michigan
Indiana
Florida
Wisconsin
Colorado
New Mexico
Kentucky
Arizona
Ohio
Massachusetts
Texas
Pennsylvania
Missouri
Total
Geographic Distribution
Geographic
Location
Illinois
Michigan
Indiana
Florida
Wisconsin
Colorado
New Mexico
Kentucky
Arizona
Ohio
Massachusetts
Texas
Pennsylvania
Missouri
Total
Geographic Distribution
Geographic
Location
Illinois
Michigan
Indiana
Florida
Wisconsin
Colorado
New Mexico
Kentucky
Arizona
Ohio
Massachusetts
Texas
Pennsylvania
Missouri
Total
Geographic Distribution
Geographic
Location
Illinois
Michigan
Indiana
Florida
Wisconsin
Colorado
New Mexico
Kentucky
Arizona
Ohio
Massachusetts
Texas
Pennsylvania
Missouri
Total
Geographic Distribution
Geographic
Location
Illinois
Michigan
Indiana
Florida
Wisconsin
Colorado
New Mexico
Kentucky
Arizona
Ohio
Massachusetts
Texas
Pennsylvania
Missouri
Total
Geographic Distribution
Geographic
Location
Illinois
Michigan
Indiana
Florida
Wisconsin
Colorado
New Mexico
Kentucky
Arizona
Ohio
Massachusetts
Texas
Pennsylvania
Missouri
Total
Geographic Distribution
Geographic Term Coupon
Location
Illinois 153.7811 6.6013%
Michigan 155.5510 6.5981%
Indiana 152.0185 6.6207%
Florida 160.2482 6.6119%
Wisconsin 158.6864 6.6455%
Colorado 130.6846 6.5337%
New Mexico 151.0000 6.6000%
Kentucky 157.9737 6.6740%
Arizona 166.8740 6.7500%
Ohio 161.2407 6.5965%
Massachusetts 159.6760 6.5500%
Texas 150.0000 6.7500%
Pennsylvania 162.0000 6.6500%
Missouri 165.0000 6.5500%
Total 154.5306 6.6519%
Group 3
Distribution of Principal Balances
Current Scheduled # of Scheduled % of
Balances Loans Balance Bal
0to 50000 164 4,972 7.19%
50000.01to 100000 137 9,947 14.38%
100000.01to 150000 93 11,195, 16.19%
150000.01to 200000 48 8,465 12.24%
200000.01to 250000 153 33,704, 48.73%
250000.01to 300000 1 26 0.38%
300000.01to 350000 2 62 0.90%
350000.01to 400000
400000.01to 450000
450000.01to 500000
500000.01to 550000
550000.01to 600000
600000.01to 650000
650000.01to 700000
700000.01to 3000000
Total 598 69,169, 100.00%
Current Scheduled
Balances Term Coupon
0to 50000 112 7.0134%
50000.01to 100000 134 6.9944%
100000.01to 150000 137 6.9634%
150000.01to 200000 136 6.9674%
200000.01to 250000 152 6.9295%
250000.01to 300000 154 6.8500%
300000.01to 350000 147 6.9004%
350000.01to 400000
400000.01to 450000
450000.01to 500000
500000.01to 550000
550000.01to 600000
600000.01to 650000
650000.01to 700000
700000.01to 3000000
Total 142 7.0516%
Distribution of Property Types
# of Scheduled % of
Property Types Loans Balance Balance
Single Family 448 50,575 73.1182%
Condo 61 8,04 11.6379%
2-4 Family 52 5,46 7.9027%
PUD 25 4,29 6.2117%
Co-op 11 63 0.9212%
Town House 1 14 0.2082%
Total 598 69,169 100.0000%
Property Types Term Coupon
Single Family 141 6.9554%
Condo 149 6.9544%
2-4 Family 146 6.9660%
PUD 140 6.9291%
Co-op 152 6.9316%
Town House 143 7.0500%
Total 142 7.0516%
Distribution of Mortgage Interest Rates
Current Mortgage # of Scheduled % of
Interest Rate Loans Balance Balance
6.0000%or less
6.0001%to 6.2500%
6.2500%to 6.5000%
6.5000%to 6.7500%
6.7500%to 7.0000% 445 56,061, 81.05%
7.0000%to 7.2500% 153 13,107, 18.95%
7.2500%to 7.5000%
7.5000%to 7.7500%
7.7500%to 8.0000%
8.0000%to 8.2500%
8.2500%to 8.5000%
8.5000%to 8.7500%
8.7500%to 9.0000%
9.0000%to 9.2500%
9.2500%& Above
Total 598 69,169, 100.00%
Distribution of Mortgage Interest Rates
Current Mortgage
Interest Rate Term Coupon
0.06
0.060001
0.0625001
0.0650001
0.0675001 145 6.9126%
0.0700001 132 7.1335%
0.0725001
0.0750001
0.0775001
0.0800001
0.0825001
0.0850001
0.0875001
0.0900001
0.0925001
Total 142 7.0516%
W/Avg Mortgage Interest Rate is 7.0516%
Minimum Mortgage Interest Rate is 6.7750%
Maximum Mortgage Interest Rate is 7.2500%
Group 4
Distribution of Principal Balances
Current Scheduled # of Scheduled % of
Balances Loans Balance Bal
0to 50000
50000.01to 100000 3 25 0.09%
100000.01to 150000 7 87 0.33%
150000.01to 200000 9 1,673 0.63%
200000.01to 250000 112 26,606, 10.02%
250000.01to 300000 204 55,295, 20.83%
300000.01to 350000 109 35,056, 13.20%
350000.01to 400000 78 28,879, 10.88%
400000.01to 450000 54 22,944, 8.64%
450000.01to 500000 41 19,142, 7.21%
500000.01to 550000 29 15,312, 5.77%
550000.01to 600000 21 12,009, 4.52%
600000.01to 650000 19 11,906, 4.48%
650000.01to 700000 8 5,403 2.04%
700000.01to 3000000 30 30,156, 11.36%
Total 724 265,510,0 100.00%
Current Scheduled Term Coupon
Balances
0to 50000
50000.01to 100000 27 6.9370%
100000.01to 150000 44 6.9773%
150000.01to 200000 95 6.9095%
200000.01to 250000 144 6.9179%
250000.01to 300000 152 6.9154%
300000.01to 350000 153 6.9176%
350000.01to 400000 150 6.9160%
400000.01to 450000 151 6.9133%
450000.01to 500000 151 6.9217%
500000.01to 550000 153 6.9070%
550000.01to 600000 150 6.9285%
600000.01to 650000 152 6.9355%
650000.01to 700000 158 6.9918%
700000.01to 3000000 154 6.9293%
Total 150 7.0003%
Average Scheduled Balance is 366,727
Maximum Scheduled Balance is 2,073,848
Minimum Scheduled Balance is 69,739
Loan Seasoning
# of Scheduled % of
Number of Years Loans Balance Balance
1 year or less 18 7,48 2.82%
1+ to 2 years 457 168,704, 63.54%
2+ to 3 years 221 81,810 30.81%
3+ to 4 years 3 96 0.36%
4+ to 5 years 5 1,98 0.75%
5+ to 6 years 2 49 0.19%
6+ to 7 years 18 4,06 1.53%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 724 265,510, 100.00%
Number of Years Term Coupon
1 year or less 160 6.9466%
1+ to 2 years 153 6.9292%
2+ to 3 years 148 6.8992%
3+ to 4 years 132 6.9202%
4+ to 5 years 123 6.9509%
5+ to 6 years 94 6.8568%
6+ to 7 years 76 6.9381%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 150 7.0003%
Distribution of Property Types
# of Scheduled % of
Property Types Loans Balance Balance
Single Family 608 222,419,664 83.77%
Condo 59 23,389,803 8.81%
PUD 53 18,229,594 6.87%
2-4 Family 3 1,209,815 0.46%
Town House 1 261,178 0.10%
Total 724 265,510,053 100.00%
Property Types Term Coupon
Single Family 151 6.9211%
Condo 150 6.9140%
PUD 146 6.9258%
2-4 Family 153 6.9042%
Town House 163 6.8000%
Total 150 7.0003%
Distribution of Mortgage Interest Rates
Current Mortgage # of Scheduled % of
Interest Rate Loans Balance Balance
6.0000%or less
6.0001%to 6.250%
6.2500%to 6.500%
6.5000%to 6.750%
6.7500%to 7.000% 668 241,600,076 90.99%
7.0000%to 7.250% 56 23,909,978 9.01%
7.2500%to 7.500%
7.5000%to 7.750%
7.7500%to 8.000%
8.0000%to 8.250%
8.2500%to 8.500%
8.5000%to 8.750%
8.7500%to 9.000%
9.0000%to 9.250%
9.2500%& Above
Total 724 265,510,053 100.00%
Current Mortgage
Interest Rate Term Coupon
6.0000%or less
6.0001%to 6.2500%
6.2500%to 6.5000%
6.5000%to 6.7500%
6.7500%to 7.0000% 150 6.9033%
7.0000%to 7.2500% 153 7.0959%
7.2500%to 7.5000%
7.5000%to 7.7500%
7.7500%to 8.0000%
8.0000%to 8.2500%
8.2500%to 8.5000%
8.5000%to 8.7500%
8.7500%to 9.0000%
9.0000%to 9.2500%
9.2500%& Above
Total 150 7.0003%
W/Avg Mortgage Interest Rate is 7.000%
Minimum Mortgage Interest Rate is 6.775%
Maximum Mortgage Interest Rate is 7.250%
Geographic Distribution
Geographic # of Scheduled % of
Location Loans Balance Balance
Illinois 285 105,786,545 39.84%
Michigan 255 92,183,818 34.72%
Indiana 113 37,762,090 14.22%
Florida 37 13,837,485 5.21%
Wisconsin 14 5,831,077 2.20%
California 3 1,959,226 0.74%
Colorado 3 1,885,505 0.71%
Ohio 2 1,608,168 0.61%
Georgia 1 929,458 0.35%
Arizona 2 640,223 0.24%
Oklahoma 1 587,350 0.22%
Kentucky 2 554,441 0.21%
Neveda 1 443,182 0.17%
New York 1 387,091 0.15%
New Hampshire 1 305,100 0.11%
Maine 1 279,880 0.11%
South Carolina 1 273,206 0.10%
Mississippi 1 256,207 0.10%
Total 724 265,510,053 100.00%
Geographic Term Coupon
Location
Illinois 151 6.9147%
Michigan 152 6.9273%
Indiana 144 6.9274%
Florida 153 6.9116%
Wisconsin 155 6.9276%
California 141 6.8539%
Colorado 154 6.8644%
Ohio 147 6.9500%
Georgia 159 6.9500%
Arizona 156 6.9146%
Oklahoma 152 6.9000%
Kentucky 136 6.9358%
Neveda 160 6.9500%
New York 160 6.9000%
New Hampshire 156 7.0000%
Maine 147 6.8500%
South Carolina 154 6.8500%
Mississippi 155 6.9500%
Total 150 7.0003%
Average Scheduled Balance is 366,727
Maximum Scheduled Balance is 2,073,848
Minimum Scheduled Balance is 69,739
Group 5
Distribution of Principal Balances
Current Scheduled # of Scheduled % of
Balances Loans Balance Bal
0to 50000 361 9,195 34.63%
50000.01to 100000 118 8,233 31.01%
100000.01to 150000 34 4,183 15.76%
150000.01to 200000 15 2,619 9.87%
200000.01to 250000 10 2,318 8.73%
250000.01to 300000
300000.01to 350000
350000.01to 400000
400000.01to 450000
450000.01to 500000
500000.01to 550000
550000.01to 600000
600000.01to 650000
650000.01to 700000
700000.01to 3000000
Total 538 26,550, 100.00%
Current Scheduled
Balances Term Coupon
0to 50000 8.0360%
50000.01to 100000 7.7497%
100000.01to 150000 7.7724%
150000.01to 200000 7.7506%
200000.01to 250000 7.6821%
250000.01to 300000
300000.01to 350000
350000.01to 400000
400000.01to 450000
450000.01to 500000
500000.01to 550000
550000.01to 600000
600000.01to 650000
650000.01to 700000
700000.01to 3000000
Total 7.9931%
Average Scheduled Balance is 49,351
Maximum Scheduled Balance is 249,055
Minimum Scheduled Balance is 3,430
Loan Seasoning
# of Scheduled % of
Number of Years Loans Balance Balance
1 year or less 56 4,05 15.28%
1+ to 2 years 16 83 3.16%
2+ to 3 years 115 7,66 28.87%
3+ to 4 years 71 4,47 16.84%
4+ to 5 years 38 2,12 8.00%
5+ to 6 years 44 1,17 4.44%
6+ to 7 years 22 93 3.53%
7+ to 8 years 108 3,39 12.80%
8+ to 9 years 48 1,55 5.85%
9+ to 10 years 1 0.09%
10 years or more 19 30 1.15%
Total 538 26,550 100.00%
Term Coupon
Number of Years 170 7.9829%
1 year or less 154 7.6246%
1+ to 2 years 143 7.6168%
2+ to 3 years 131 7.8254%
3+ to 4 years 112 7.7634%
4+ to 5 years 87 8.1457%
5+ to 6 years 92 7.5540%
6+ to 7 years 82 7.9905%
7+ to 8 years 70 8.3699%
8+ to 9 years 50 9.0000%
9+ to 10 years 23 8.6599%
10 years or more 125 7.9931%
Total 0 0.0000%
Distribution of Property Types
# of Scheduled % of
Property Types Loans Balance Balance
Single Family 408 19,453,098 73.27%
2-4 Family 47 3,052,930 11.50%
Condo 51 2,148,308 8.09%
Co-op 20 898,263 3.38%
PUD 7 611,161 2.30%
Town House 3 271,965 1.02%
Unknown 2 114,867 0.43%
Total 538 26,550,592 100.00%
Property Types Term Coupon
Single Family 123 7.8767%
2-4 Family 132 7.7771%
Condo 119 7.8312%
Co-op 151 7.6809%
PUD 148 7.7864%
Town House 137 7.3710%
Unknown 142 7.6893%
Total 125 7.9931%
Distribution of Mortgage Interest Rates
Current Mortgage # of Scheduled % of
Interest Rate Loans Balance Balance
6.0000%or less
6.0001%to 6.2500%
6.2500%to 6.5000%
6.5000%to 6.7500%
6.7500%to 7.0000%
7.0000%to 7.2500%
7.2500%to 7.5000% 108 6,694 25.22%
7.5000%to 7.7500% 110 6,744 25.40%
7.7500%to 8.0000% 116 6,410 24.14%
8.0000%to 8.2500% 61 2,659 10.02%
8.2500%to 8.5000% 71 2,087 7.86%
8.5000%to 8.7500% 49 1,392 5.25%
8.7500%to 9.0000% 16 40 1.52%
9.0000%to 9.2500% 7 15 0.59%
9.2500%& Above
Total 538 26,550, 100.00%
Current Mortgage
Interest Rate Term Coupon
6.000%or less
6.000%to 6.2500%
6.250%to 6.5000%
6.500%to 6.7500%
6.750%to 7.0000%
7.000%to 7.2500%
7.250%to 7.5000% 131 7.4029%
7.500%to 7.7500% 133 7.6557%
7.750%to 8.0000% 126 7.9007%
8.000%to 8.2500% 116 8.1770%
8.250%to 8.5000% 115 8.3919%
8.500%to 8.7500% 112 8.7342%
8.750%to 9.0000% 69 8.9379%
9.000%to 9.2500% 73 9.1839%
9.250%& Above
Total 125 7.9931%
W/Avg Mortgage Interest Rate is 7.9931%
Minimum Mortgage Interest Rate is 7.3000%
Maximum Mortgage Interest Rate is 9.2500%
Geographic Distribution
Geographic # of Scheduled % of
Location Loans Balance Balance
Michigan 204 9,35 35.23%
Indiana 181 7,34 27.67%
Illinois 93 6,13 23.10%
Ohio 14 95 3.61%
Texas 14 71 2.71%
Florida 9 39 1.48%
Kentucky 10 34 1.29%
Oklahoma 2 31 1.18%
New York 1 24 0.94%
Colorado 1 23 0.88%
Minnesota 1 15 0.60%
North Carolina 1 11 0.45%
Louisiana 1 10 0.39%
Tennessee 1 0.18%
Arizona 2 0.18%
Wisconsin 3 0.11%
Total 538 26,550 100.00%
Geographic Distribution
Geographic Term Coupon
Location
Michigan 7.8518%
Indiana 7.8750%
Illinois 7.8186%
Ohio 8.0209%
Texas 7.9345%
Florida 7.7152%
Kentucky 7.7856%
Oklahoma 7.5255%
New York 7.3500%
Colorado 7.7000%
Minnesota 8.3000%
North Carolina 7.3500%
Louisiana 7.4500%
Tennessee 8.7500%
Arizona 7.7556%
Wisconsin 8.1826%
Total 7.9931%
Group 6
Distribution of Principal Balances
Current Scheduled # of Scheduled % of
Balances Loans Balance Bal
0to 50000 1 3 0.11%
50000.01to 100000 1 7 0.23%
100000.01to 150000 2 23 0.69%
150000.01to 200000 3 50 1.48%
200000.01to 250000 4 90 2.63%
250000.01to 300000 19 5,207 15.20%
300000.01to 350000 16 5,208 15.20%
350000.01to 400000 20 7,465 21.78%
400000.01to 450000 6 2,569 7.50%
450000.01to 500000 7 3,362 9.81%
500000.01to 550000 2 1,055 3.08%
550000.01to 600000 4 2,327 6.79%
600000.01to 650000 1 64 1.87%
650000.01to 700000
700000.01to 3000000 5 4,671 13.63%
Total 91 34,268, 100.00%
Current Scheduled
Balances Term Coupon
0to 50000 11 7.5000%
50000.01to 100000 27 8.1000%
100000.01to 150000 33 8.0348%
150000.01to 200000 74 7.8411%
200000.01to 250000 112 7.8840%
250000.01to 300000 161 7.7098%
300000.01to 350000 162 7.9022%
350000.01to 400000 163 7.6676%
400000.01to 450000 165 7.7508%
450000.01to 500000 168 7.6679%
500000.01to 550000 174 7.7982%
550000.01to 600000 173 7.8614%
600000.01to 650000 175 7.7500%
650000.01to 700000
700000.01to 3000000 158 7.7228%
Total 160 7.8590%
Average Scheduled Balance is 376,579
Maximum Scheduled Balance is 1,166,655
Minimum Scheduled Balance is 37,587
Loan Seasoning
# of Scheduled % of
Number of Years Loans Balance Balance
1 year or less 62 25,266 73.73%
1+ to 2 years 3 1,17 3.42%
2+ to 3 years 12 4,15 12.14%
3+ to 4 years 3 1,61 4.70%
4+ to 5 years 4 1,04 3.05%
5+ to 6 years 1 15 0.46%
6+ to 7 years 2 28 0.84%
7+ to 8 years 2 20 0.59%
8+ to 9 years 1 32 0.96%
9+ to 10 years
10 years or more 1 0.11%
Total 91 34,268 100.00%
Number of Years Term Coupon
1 year or less 171 7.8091%
1+ to 2 years 148 7.4935%
2+ to 3 years 143 7.4825%
3+ to 4 years 120 7.6440%
4+ to 5 years 112 7.5927%
5+ to 6 years 79 7.3750%
6+ to 7 years 72 7.5000%
7+ to 8 years 30 8.3475%
8+ to 9 years 78 9.0000%
9+ to 10 years
10 years or more 11 7.5000%
Total 160 7.8590%
Distribution of Property Types
# of Scheduled % of
Property Types Loans Balance Balance
Single Family 68 25,872 75.50%
PUD 14 5,38 15.71%
Condo 8 2,63 7.70%
Co-op 1 37 1.10%
Total 91 34,268 100.00%
Property Types Term Coupon
Single Family 161 7.7477%
PUD 161 7.7302%
Condo 154 7.9320%
Co-op 113 7.3000%
Total 160 7.8590%
Group 6
Geographic Distribution
Geo# of Scheduled % of
Location Loans Balance Balance Term Coupon
Michigan 29 12,044, 35.15% 157 7.682%
Illinois 18 6,629 19.35% 154 7.781%
Indiana 14 4,603 13.43% 158 7.831%
Florida 7 2,363 6.90% 152 7.774%
Louisiana 4 1,927 5.62% 174 7.779%
Texas 5 1,913 5.58% 170 7.781%
Wisconsin 4 1,318 3.85% 172 7.828%
New Jersey 1 83 2.42% 174 7.950%
Vermont 1 44 1.30% 175 7.850%
Arizona 1 43 1.26% 173 7.850%
Maine 1 37 1.10% 174 7.750%
Utah 2 37 1.09% 155 7.589%
Kentucky 1 29 0.85% 173 7.700%
Ohio 1 26 0.76% 168 7.600%
Colorado 1 25 0.74% 174 7.600%
Oklahoma 1 20 0.60% 96 7.750%
Total 91 34,268, 100.00% 160 7.859%
Group 6
Loan Seasoning
# of Scheduled % of
Number of Loans Balance Balance Term Coupon
1 year or 62 25,266, 73.73% 171 7.8091%
1+ to 2 y 3 1,170 3.42% 148 7.4935%
2+ to 3 ye 12 4,159 12.14% 143 7.4825%
3+ to 4 ye 3 1,611 4.70% 120 7.6440%
4+ to 5 ye 4 1,044 3.05% 112 7.5927%
5+ to 6 ye 1 15 0.46% 79 7.3750%
6+ to 7 ye 2 28 0.84% 72 7.5000%
7+ to 8 ye 2 20 0.59% 30 8.3475%
8+ to 9 ye 1 32 0.96% 78 9.0000%
9+ to 10 years
10 years 1 3 0.11% 11 7.5000%
Total 91 34,268, 100.00% 160 7.8590%
Group 6
Distribution of Mortgage Interest Rates
Current Mortgage # 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%
6.750%to 7.000%
7.000%to 7.250%
7.250%to 7.500% 21 7,619,174.00
7.500%to 7.750% 28 10,280,712.06
7.750%to 8.000% 32 13,872,596.38
8.000%to 8.250% 7 1,870,921.59
8.250%to 8.500% 1 125,982.51
8.500%to 8.750% 1 170,775.46
8.750%to 9.000% 1 328,516.64
9.000%to 9.250%
9.250%& Above
Total 91 34,268,678.64
Current Mortgage % of
Interest Rate Balance Term Coupon
6.000%or less
6.000%to 6.250%
6.250%to 6.500%
6.500%to 6.750%
6.750%to 7.000%
7.000%to 7.250%
7.250%to 7.500% 22.23% 138 7.411%
7.500%to 7.750% 30.00% 167 7.691%
7.750%to 8.000% 40.48% 172 7.888%
8.000%to 8.250% 5.46% 152 8.138%
8.250%to 8.500% 0.37% 32 8.500%
8.500%to 8.750% 0.50% 48 8.625%
8.750%to 9.000% 0.96% 78 9.000%
9.000%to 9.250%
9.250%& Above
Total 100.00% 160 7.859%
W/Avg Mortgage Interest Rate is 7.859%
Minimum Mortgage Interest Rate is 7.300%
Maximum Mortgage Interest Rate is 9.000%
Modified Loan Detail
DisclosureModification
Control # Date
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
06/16/00 - 07:51 (D546-D560) (c) 2000 LaSalle Bank N.A.
Modified Loan Detail
DisclosureModification 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 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
06/16/00 - 07:51 (D546-D560) (c) 2000 LaSalle Bank N.A.
Modified Loan Detail
DisclosureModification
Control # Date
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0Page 24 of 24
06/16/00 - 07:51 (D546-D560) (c) 2000 LaSalle Bank N.A.
_
|
|