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SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 8-K
CURRENT REPORT
Pursuant to Section 13 or 15(d) of the
Securities Exchange Act of 1934
Date of Report: May 15, 2000
(Date of earliest event reported)
Structured Asset Securities Corporation
Commercial Mortgage Pass-Through Certificates
Bank One Mortgage-Backed Pass Through Certificates,
Series 2000-1
(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: May 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.,
Depositor
Series 2000-1
ABN AMRO Acct: 67-8485-30-1
Reporting Package Table of Contents
Statement Date: 05/23/00
Payment Date: 05/15/00
Prior Payment: 04/17/00
Next Payment: 06/15/00
Record Date: 04/28/00
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: 6.890445%
WAMM: 150.6691507
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 38,089,484.41 491,658.48 0.00
22540AQU5 1000.000000000 993.906646400 12.829331733 0.000000000
2A 197,910,000.00196,707,124.40 1,175,559.28 0.00
22540AQV3 1000.000000000 993.922108029 5.939868021 0.000000000
3A 69,409,000.00 68,889,796.95 611,940.27 0.00
22540AQW1 1000.000000000 992.519658114 8.816439799 0.000000000
4A 264,928,000.00263,160,785.21 1,806,500.81 0.00
22540AQX9 1000.000000000 993.329452568 6.818836854 0.000000000
5A 27,193,000.00 26,960,785.19 593,693.56 0.00
22540AQY7 1000.000000000 991.460493142 21.832587798 0.000000000
6A 33,785,000.00 33,596,667.89 167,597.56 0.00
22540AQZ4 1000.000000000 994.425570223 4.960709190 0.000000000
7AX 2,996,463.00 2,971,088.92 25,907.36 0.00
22540ARA8 1000.000000000 991.531989549 8.645980277 0.000000000
M-1 6,507,000.00 6,478,144.25 29,025.97 0.00
22540ARB6 1000.000000000 995.565429537 4.460729983 0.000000000
M-2 3,256,000.00 3,241,560.09 14,525.08 0.00
22540ARC4 1000.000000000 995.565138206 4.461019656 0.000000000
M-3 1,625,000.00 1,617,794.74 7,247.78 0.00
22540ARD2 1000.000000000 995.565993846 4.460172308 0.000000000
B-1 2,279,000.00 2,268,892.13 10,167.47 0.00
22540ARE0 1000.000000000 995.564778412 4.461373409 0.000000000
B-2 1,302,000.00 1,296,226.44 5,807.61 0.00
22540ARF7 1000.000000000 995.565622120 4.460529954 0.000000000
B-3 1,304,140.00 1,298,355.93 5,818.19 0.00
22540ARG5 1000.000000000 995.564839664 4.461323171 0.000000000
R-II 0.00 0.00 0.00 0.00
22540ARJ9 1000.000000000 0.000000000 0.000000000 0.000000000
650,817,603 646,576,707.4 4,945,4 0.00
Negative Closing Interest
Class Amortization Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
1A 0.00 37,597,825.93 202,350.39
22540AQU5 0.000000000 981.077314667 5.280129059
2A 0.00195,531,565.12 1,045,006.60
22540AQV3 0.000000000 987.982240008 5.280211199
3A 0.00 68,277,856.68 380,329.09
22540AQW1 0.000000000 983.703218315 5.479535613
4A 0.00261,354,284.40 1,452,866.84
22540AQX9 0.000000000 986.510615714 5.484006353
5A 0.00 26,367,091.63 170,546.67
22540AQY7 0.000000000 969.627905343 6.271712174
6A 0.00 33,429,070.33 209,979.17
22540AQZ4 0.000000000 989.464861033 6.215159814
7AX 0.00 2,945,181.56 27,513.92
22540ARA8 0.000000000 982.886009272 9.182133246
M-1 0.00 6,449,118.28 35,736.14
22540ARB6 0.000000000 991.104699554 5.491953528
M-2 0.00 3,227,035.01 17,882.47
22540ARC4 0.000000000 991.104118550 5.492157803
M-3 0.00 1,610,546.96 8,923.23
22540ARD2 0.000000000 991.105821538 5.491215595
B-1 0.00 2,258,724.66 12,516.56
22540ARE0 0.000000000 991.103405002 5.492128178
B-2 0.00 1,290,418.83 7,150.46
22540ARF7 0.000000000 991.105092166 5.491904121
B-3 0.00 1,292,537.74 7,162.95
22540ARG5 0.000000000 991.103516494 5.492472678
R-II 0.00 0.00 0.00
22540ARJ9 0.000000000 0.000000000 0.000000000
0.00641,631,257.99 3,577,964.48
Total P&I Paym 8,523,413.90
Notes: (1) N denotes notional balance not included in total
(2) Interest Paid minus Interest Adjustment minus Deferred
Interest equals Accrual
(3) Estimate
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 7.59087695%
22540AQY7 0.000000000 7.59369507%
6A 0.00 7.50000000%
22540AQZ4 0.000000000 Fixed
7AX 0.00 11.11266203%
22540ARA8 0.000000000 11.13891043%
M-1 0.00 6.61969976%
22540ARB6 0.000000000 6.61976727%
M-2 0.00 6.61994792%
22540ARC4 0.000000000 6.62001560%
M-3 0.00 6.61880654%
22540ARD2 0.000000000 6.61887341%
B-1 0.00 6.61991460%
22540ARE0 0.000000000 6.61998233%
B-2 0.00 6.61963893%
22540ARF7 0.000000000 6.61970642%
B-3 0.00 6.62032944%
22540ARG5 0.000000000 6.62039739%
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 38,089,484. 491,6 0.00
None 1000.000000000 993.906646400 12.829331733 0.000000000
LT-A-2 197,910,000 196,707,124.4 1,175,5 0.00
None 1000.000000000 993.922108029 5.939868021 0.000000000
LT-A-3 69,409,00 68,889,796. 611,9 0.00
None 1000.000000000 992.519658114 8.816439799 0.000000000
LT-A-4 264,928,000 263,160,785.2 1,806,5 0.00
None 1000.000000000 993.329452568 6.818836854 0.000000000
LT-A-5 27,193,00 26,960,785. 593,6 0.00
None 1000.000000000 991.460493142 21.832587798 0.000000000
LT-A-6 33,785,00 33,596,667. 167,5 0.00
None 1000.000000000 994.425570223 4.960709190 0.000000000
LT-PO-1 276,5 274,67 7 0.00
None 1000.000000000 993.276186275 28.010074565 0.000000000
LT-PO-2 1,713,8 1,695,452 11, 0.00
None 1000.000000000 989.242559324 6.619946438 0.000000000
LT-PO-3 94, 94,13 1 0.00
None 1000.000000000 993.476407079 15.309805494 0.000000000
LT-PO-4 479,2 477,14 3 0.00
None 1000.000000000 995.643654848 6.505450387 0.000000000
LT-PO-6 432,0 429,67 2 0.00
None 1000.000000000 994.510368037 5.201678513 0.000000000
LT-X-1 39,590,143.00 39,349,130.77 0.00 0.00
None 1000.000000000 993.912317265 0.000000000 0.000000000
LT-X-2 204,742,601.00203,500,035.58 0.00 0.00
None 1000.000000000 993.931085109 0.000000000 0.000000000
LT-X-3 71,285,952.00 70,757,412.34 0.00 0.00
None 1000.000000000 992.585640716 0.000000000 0.000000000
LT-X-4 272,212,760.00270,414,678.83 0.00 0.00
None 1000.000000000 993.394574266 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 37,597,825.93 202,350.39
None 0.000000000 981.077314667 5.280129059
LT-A-2 0.00195,531,565.12 1,045,006.60
None 0.000000000 987.982240008 5.280211199
LT-A-3 0.00 68,277,856.68 380,329.09
None 0.000000000 983.703218315 5.479535613
LT-A-4 0.00261,354,284.40 1,452,866.84
None 0.000000000 986.510615714 5.484006353
LT-A-5 0.00 26,367,091.63 170,546.67
None 0.000000000 969.627905343 6.271712174
LT-A-6 0.00 33,429,070.33 209,979.17
None 0.000000000 989.464861033 6.215159814
LT-PO-1 0.00 266,932.76 0.00
None 0.000000000 965.266111710 0.000000000
LT-PO-2 0.00 1,684,107.07 0.00
None 0.000000000 982.622612886 0.000000000
LT-PO-3 0.00 92,684.22 0.00
None 0.000000000 978.166601585 0.000000000
LT-PO-4 0.00 474,026.68 0.00
None 0.000000000 989.138204460 0.000000000
LT-PO-6 0.00 427,429.83 0.00
None 0.000000000 989.308689524 0.000000000
LT-X-1 0.00 38,844,090.04 1,184.01
None 0.000000000 981.155588147 0.029906756
LT-X-2 0.00202,291,729.83 5,445.18
None 0.000000000 988.029500661 0.026595250
LT-X-3 0.00 70,135,251.30 5,189.93
None 0.000000000 983.857959840 0.072804421
LT-X-4 0.00268,576,086.88 12,854.35
None 0.000000000 986.640328249 0.047221685
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 7.59087695%
None 0.000000000 7.59369507%
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 0.03610792%
None 0.000000000 0.03628430%
LT-X-2 0.00 0.03210917%
None 0.000000000 0.03215447%
LT-X-3 0.00 0.08801790%
None 0.000000000 0.08826216%
LT-X-4 0.00 0.05704281%
None 0.000000000 0.05703800%
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 34,900,973.67 0.00
None 1000.000000000 994.468761488 0.000000000
LT-M1-1 396,000.00 393,746.44 2,253.18
None 1000.000000000 994.309191919 5.689848485
LT-M1-2 2,047,000.00 2,038,500.60 8,558.22
None 1000.000000000 995.847874939 4.180859795
LT-M1-3 712,000.00 708,516.71 3,503.72
None 1000.000000000 995.107738764 4.920955056
LT-M1-4 2,722,000.00 2,710,489.30 11,588.51
None 1000.000000000 995.771234386 4.257351212
LT-M1-5 279,000.00 277,256.57 1,738.83
None 1000.000000000 993.751146953 6.232365591
LT-M1-6 351,000.00 349,634.63 1,383.51
None 1000.000000000 996.110056980 3.941623932
LT-M2-1 198,000.00 196,873.22 1,126.59
None 1000.000000000 994.309191919 5.689848485
LT-M2-2 1,024,000.00 1,019,748.22 4,281.20
None 1000.000000000 995.847871094 4.180859375
LT-M2-3 357,000.00 355,253.46 1,756.78
None 1000.000000000 995.107731092 4.920952381
LT-M2-4 1,361,000.00 1,355,244.65 5,794.25
None 1000.000000000 995.771234386 4.257347539
LT-M2-5 140,000.00 139,125.16 872.53
None 1000.000000000 993.751142857 6.232357143
LT-M2-6 176,000.00 175,315.37 693.73
None 1000.000000000 996.110056818 3.941647727
LT-M3-1 99,000.00 98,436.61 563.30
None 1000.000000000 994.309191919 5.689898990
LT-M3-2 512,000.00 509,874.11 2,140.60
None 1000.000000000 995.847871094 4.180859375
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 34,727,667.81 2,840.45 0.00 0.09766323%
None 989.530582238 0.080935858 0.000000000 0.09740841%
LT-M1-1 391,493.26 2,091.78 0.00 6.37500000%
None 988.619343434 5.282267582 0.000000000 Fixed
LT-M1-2 2,029,942.38 10,829.53 0.00 6.37500000%
None 991.667015144 5.290441836 0.000000000 Fixed
LT-M1-3 705,012.99 3,911.60 0.00 6.62500000%
None 990.186783708 5.493823974 0.000000000 Fixed
LT-M1-4 2,698,900.79 14,964.16 0.00 6.62500000%
None 991.513883174 5.497487023 0.000000000 Fixed
LT-M1-5 275,517.74 1,753.85 0.00 7.59087695%
None 987.518781362 6.286202233 0.000000000 7.59369507%
LT-M1-6 348,251.12 2,185.22 0.00 7.50000000%
None 992.168433048 6.225687856 0.000000000 Fixed
LT-M2-1 195,746.63 1,045.89 0.00 6.37500000%
None 988.619343434 5.282267582 0.000000000 Fixed
LT-M2-2 1,015,467.02 5,417.41 0.00 6.37500000%
None 991.667011719 5.290441815 0.000000000 Fixed
LT-M2-3 353,496.68 1,961.30 0.00 6.62500000%
None 990.186778711 5.493823932 0.000000000 Fixed
LT-M2-4 1,349,450.40 7,482.08 0.00 6.62500000%
None 991.513886848 5.497487023 0.000000000 Fixed
LT-M2-5 138,252.63 880.07 0.00 7.59087695%
None 987.518785714 6.286202207 0.000000000 7.59369507%
LT-M2-6 174,621.64 1,095.72 0.00 7.50000000%
None 992.168409091 6.225687855 0.000000000 Fixed
LT-M3-1 97,873.31 522.94 0.00 6.37500000%
None 988.619292929 5.282267582 0.000000000 Fixed
LT-M3-2 507,733.51 2,708.71 0.00 6.37500000%
None 991.667011719 5.290441815 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) Estimate
Original Opening Principal
Class Face Value (1) Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
LT-M3-3 178,000.00 177,129.18 875.93
None 1000.000000000 995.107752809 4.920955056
LT-M3-4 680,000.00 677,124.44 2,895.00
None 1000.000000000 995.771235294 4.257352941
LT-M3-5 69,000.00 68,568.83 430.03
None 1000.000000000 993.751159420 6.232318841
LT-M3-6 87,000.00 86,661.58 342.92
None 1000.000000000 996.110114943 3.941609195
LT-B1-1 139,000.00 138,208.98 790.89
None 1000.000000000 994.309208633 5.689856115
LT-B1-2 716,000.00 713,027.08 2,993.50
None 1000.000000000 995.847877095 4.180865922
LT-B1-3 250,000.00 248,776.93 1,230.24
None 1000.000000000 995.107720000 4.920960000
LT-B1-4 953,000.00 948,969.99 4,057.26
None 1000.000000000 995.771238195 4.257355719
LT-B1-5 98,000.00 97,387.61 610.77
None 1000.000000000 993.751122449 6.232346939
LT-B1-6 123,000.00 122,521.54 484.82
None 1000.000000000 996.110081301 3.941626016
LT-B2-1 79,000.00 78,550.43 449.50
None 1000.000000000 994.309240506 5.689873418
LT-B2-2 410,000.00 408,297.63 1,714.15
None 1000.000000000 995.847878049 4.180853659
LT-B2-3 142,000.00 141,305.30 698.78
None 1000.000000000 995.107746479 4.920985915
LT-B2-4 545,000.00 542,695.32 2,320.26
None 1000.000000000 995.771229358 4.257357798
LT-B2-5 56,000.00 55,650.06 349.01
None 1000.000000000 993.751071429 6.232321429
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-M3-3 176,253.25 977.90 0.00 6.62500000%
None 990.186797753 5.493824052 0.000000000 Fixed
LT-M3-4 674,229.44 3,738.29 0.00 6.62500000%
None 991.513882353 5.497487028 0.000000000 Fixed
LT-M3-5 68,138.80 433.75 0.00 7.59087695%
None 987.518840580 6.286202312 0.000000000 7.59369507%
LT-M3-6 86,318.66 541.63 0.00 7.50000000%
None 992.168505747 6.225688218 0.000000000 Fixed
LT-B1-1 137,418.09 734.24 0.00 6.37500000%
None 988.619352518 5.282267671 0.000000000 Fixed
LT-B1-2 710,033.58 3,787.96 0.00 6.37500000%
None 991.667011173 5.290441847 0.000000000 Fixed
LT-B1-3 247,546.69 1,373.46 0.00 6.62500000%
None 990.186760000 5.493823871 0.000000000 Fixed
LT-B1-4 944,912.73 5,239.11 0.00 6.62500000%
None 991.513882476 5.497487044 0.000000000 Fixed
LT-B1-5 96,776.84 616.05 0.00 7.59087695%
None 987.518775510 6.286202078 0.000000000 7.59369507%
LT-B1-6 122,036.72 765.76 0.00 7.50000000%
None 992.168455285 6.225688008 0.000000000 Fixed
LT-B2-1 78,100.93 417.30 0.00 6.37500000%
None 988.619367089 5.282267840 0.000000000 Fixed
LT-B2-2 406,583.48 2,169.08 0.00 6.37500000%
None 991.667024390 5.290441852 0.000000000 Fixed
LT-B2-3 140,606.52 780.12 0.00 6.62500000%
None 990.186760563 5.493824017 0.000000000 Fixed
LT-B2-4 540,375.06 2,996.13 0.00 6.62500000%
None 991.513871560 5.497486995 0.000000000 Fixed
LT-B2-5 55,301.05 352.03 0.00 7.59087695%
None 987.518750000 6.286201756 0.000000000 7.59369507%
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 69,727.70 275.91
None 1000.000000000 996.110000000 3.941571429
LT-B3-1 79,604.77 79,151.76 452.94
None 1000.000000000 994.309260613 5.689860042
LT-B3-2 409,711.15 408,009.98 1,712.94
None 1000.000000000 995.847879659 4.180847897
LT-B3-3 143,198.80 142,498.23 704.67
None 1000.000000000 995.107710400 4.920921125
LT-B3-4 544,528.19 542,225.51 2,318.25
None 1000.000000000 995.771238216 4.257355345
LT-B3-5 56,055.22 55,704.94 349.36
None 1000.000000000 993.751161801 6.232425812
LT-B3-6 71,044.04 70,767.68 280.03
None 1000.000000000 996.110018518 3.941639580
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 650,817,604 646,576,707.7 4,945,449.43
Closing Interest Interest
Class Balance Payment Adjustment
CUSIP Per $1,000 Per $1,000 Per $1,000
LT-B2-6 69,451.79 435.80 0.00
None 992.168428571 6.225687500 0.000000000
LT-B3-1 78,698.82 420.49 0.00
None 988.619400571 5.282267947 0.000000000
LT-B3-2 406,297.04 2,167.55 0.00
None 991.667031761 5.290441861 0.000000000
LT-B3-3 141,793.56 786.71 0.00
None 990.186789275 5.493823818 0.000000000
LT-B3-4 539,907.26 2,993.54 0.00
None 991.513882872 5.497487044 0.000000000
LT-B3-5 55,355.58 352.37 0.00
None 987.518735989 6.286202327 0.000000000
LT-B3-6 70,487.65 442.30 0.00
None 992.168378938 6.225687616 0.000000000
R-I 0.00 0.00 0.00
22540ARH3 0.000000000 0.000000000 0.000000000
641,631,258 3,577,964.49
Total P&I Payme 8,523,413.92
Notes: (1) N denotes notional balance not included in total
(2) Interest Paid minus Interest Adjustment minus Deferred
Interest equals Accrual
(3) Estimate
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 7.59087695%
None 7.59369507%
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 38,089,484.41 0.06 202,350.39 0.00 0.00
2A 196,707,124.40 0.06 1,045,006.60 0.00 0.00
3A 68,889,796.95 0.07 380,329.09 0.00 0.00
4A 263,160,785.21 0.07 1,452,866.84 0.00 0.00
5A 26,960,785.19 0.08 170,546.67 0.00 0.00
6A 33,596,667.89 0.08 209,979.17 0.00 0.00
7AX 2,971,088.92 0.11 27,513.92 0.00 0.00
M-1 6,478,144.25 0.07 35,736.14 0.00 0.00
M-2 3,241,560.09 0.07 17,882.47 0.00 0.00
M-3 1,617,794.74 0.07 8,923.23 0.00 0.00
B-1 2,268,892.13 0.07 12,516.56 0.00 0.00
B-2 1,296,226.44 0.07 7,150.46 0.00 0.00
B-3 1,298,355.93 0.07 7,162.95 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 646,576,706.55 0.00 3,577,964.49 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 202,350.39 37,597,825.93
2A 1,045,006.60195,531,565.12
3A 380,329.09 68,277,856.68
4A 1,452,866.84261,354,284.40
5A 170,546.67 26,367,091.63
6A 209,979.17 33,429,070.33
7AX 27,513.92 2,945,181.56
M-1 35,736.14 6,449,118.28
M-2 17,882.47 3,227,035.01
M-3 8,923.23 1,610,546.96
B-1 12,516.56 2,258,724.66
B-2 7,150.46 1,290,418.83
B-3 7,162.95 1,292,537.74
3,577,964 641,631,257.13
Bond Principal Summary
Original Beginning Scheduled Unscheduled Accretion /
Certificate Certificate Principal Principal Deferred
Class Balance Balance Distribution Distribution Interest
1A 38,323,000.00 38,089,484.41 217,964.05 273,694.43 0.00
2A 197,910,000.00196,707,124.40 825,833.74 349,725.54 0.00
3A 69,409,000.00 68,889,796.95 340,670.01 271,270.26 0.00
4A 264,928,000.00263,160,785.21 1,125,125.65 681,375.16 0.00
5A 27,193,000.00 26,960,785.19 169,086.19 424,607.37 0.00
6A 33,785,000.00 33,596,667.89 132,942.58 34,654.98 0.00
7AX 2,996,463.00 2,971,088.92 13,393.76 12,513.60 0.00
M-1 6,507,000.00 6,478,144.25 29,025.97 0.00 0.00
M-2 3,256,000.00 3,241,560.09 14,525.08 0.00 0.00
M-3 1,625,000.00 1,617,794.74 7,247.78 0.00 0.00
B-1 2,279,000.00 2,268,892.13 10,167.47 0.00 0.00
B-2 1,302,000.00 1,296,226.44 5,807.61 0.00 0.00
B-3 1,304,140.00 1,298,355.93 5,818.19 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 650,817,603.00646,576,706.55 2,897,608.08 2,047,841.34 0.00
% of
Total Ending Original Cumulative
Realized Principal Certificate Balance Realized
Class Loss Reduction Balance Remaining Losses
1A 0.00 491,658.4837,597,825.93 0.98 0.00
2A 0.00 1,175,559.28195,531,565.1 0.99 0.00
3A 0.00 611,940.2768,277,856.68 0.98 0.00
4A 0.00 1,806,500.81261,354,284.4 0.99 0.00
5A 0.00 593,693.5626,367,091.63 0.97 0.00
6A 0.00 167,597.5633,429,070.33 0.99 0.00
7AX 0.00 25,907.36 2,945,181.56 0.98 0.00
M-1 0.00 29,025.97 6,449,118.28 0.99 0.00
M-2 0.00 14,525.08 3,227,035.01 0.99 0.00
M-3 0.00 7,247.78 1,610,546.96 0.99 0.00
B-1 0.00 10,167.47 2,258,724.66 0.99 0.00
B-2 0.00 5,807.61 1,290,418.83 0.99 0.00
B-3 0.00 5,818.19 1,292,537.74 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 4,945,449. 641,631,257. 98.58849% 0
Cash Reconcilation Summary
Interest Summary
Current Scheduled Interest 508,570.05
Less Deferred Interest 0.00
Plus Advance Interest 3,083,505.60
Plus Unscheduled Interest 0.00
PPIS Reducing Scheduled Interest (4,493.25)
Less Total Fees Paid To Servicer (14,111.16)
Plus Fees Advanced for PPIS 4,493.25
Less Fee Strips Paid by Servicer 0.00
Less Misc. Fees & Expenses 0.00
Less Non Recoverable Advances 0.00
Interest Due Trust 3,577,964.49
Less Trustee Fee 0.00
Less Fee Strips Paid by Trust 0.00
Less Misc. Fees Paid by Trust 0.00
Remittance Interest 3,577,964.49
Servicing Fee Summary
Current Servicing Fees 18,604.41
Delinquent Servicing Fees 116,099.07
Plus Fees Advanced for PPIS 4,493.25
Less Reduction for PPIS (4,493.25)
Plus Unscheduled Servicing Fees 0.00
Total Servicing Fees Due to be Paid 134,703.48
PPIS Summary 0.00
Gross PPIS 4,493.25
Reduced by PPIE 0.00
Reduced by Shortfalls in Fees 0.00
Reduced by Other Amounts 0.00
PPIS Reducing Scheduled Interest 4,493.25
PPIS Reducing Servicing Fee 4,493.25
PPIS Due Certificate 0.00
Pool 0.00
Balance Count
Beginning Pool 646,576,709.5 2934
Scheduled Principal Distribution 2,897,608.09 0
Unscheduled Principal Distribution 1,612,096.37 12
Deferred Interest 0.00 0
Liquidations 0.00 0
Repurchases 0.00 0
Ending Pool 641,631,260.1 2922
Principal Summary
Scheduled Principal:
Current Scheduled Princi 2,897,608.09
Advanced Scheduled Princ 395,100.15
Total Scheduled 3,292,708.24
Unscheduled Principal: 0.00
Curtailments 435,744.95
Prepayments in Full 1,612,096.37
Liquidation Proceeds 0.00
Repurchase Proceeds 0.00
Other Principal Proceeds 0.00
Total Unscheduled 2,047,841.32
Remittance Principal 5,340,549.56
Servicer Wire Amount 8,523,413.92
Advances
Prior Outstanding Current Period
Principal Interest Principal Interest
2,502,507.94 3,083,505.60
Recovered Ending Outstanding
Principal Interest Principal Interest
2,526,788.79 3,113,090.74
Collateral Statistics
Loan Group No.
1 2 3 4
Current Scheduled Intere 216,964.77 1,119,927.86 410,051.23 1,559,470.87
Negative Amortization: 0.00 0.00 0.00 0.00
Prepayment Interest Shor 964.12 1,025.49 0.00 737.09
Compensating Interest: -964.12 -1,025.49 0.00 -737.09
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: 8,197.74 42,395.84 14,741.13 56,336.39
Trustee Fees: 0.00 0.00 0.00 0.00
Other Fee: 0.00 0.00 0.00 0.00
Beginning Scheduled Bala 39,349,130.77203,500,035.5 70,757,412.34270,414,678.83
Scheduled Principal: 225,301.56 854,518.97 349,842.94 1,156,057.34
Unscheduled Principal: 2,047,841.34 279,739.17 353,786.78 272,318.10
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 38,844,090.04202,291,729.8 70,135,251.30268,576,086.88
0.00 0.00 0.00 0.00
Beginning Pool Count: 416.00 542.00 603.00 731.00
Ending Pool Count: 413.00 541.00 602.00 729.00
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 141.16 155.55 143.18 151.48
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 180,696.14 225,557.09 3,712,667.97
Negative Amortization: 0.00 0.00 0.00
Prepayment Interest Shor 1,766.54 0.00 4,493.25
Compensating Interest: -1,766.54 0.00 -4,493.24
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: 5,761.35 7,271.04 134,703.48
Trustee Fees: 0.00 0.00 0.00
Other Fee: 0.00 0.00 0.00
Beginning Scheduled Bala 27,654,478.3734,900,973.67646,576,709.56
Scheduled Principal: 173,436.73 138,450.55 2,897,608.09
Unscheduled Principal: 682,534.61 424,607.37 4,060,827.37
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 27,056,434.2734,727,667.81641,631,260.13
Beginning Pool Count: 550.00 92.00 2,934.00
Ending Pool Count: 545.00 92.00 2,922.00
Weighted Average Coupon: 0.08 0.08 0.07
Weighted Average Net Cou 0.08 0.08 0.07
Weighted Average Maturit 126.19 160.77 150.67
Cumulative Realized Loss 0.00 0.00 0.00
Aggregate Loan Pool Information
Pool Total
DistributiDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
05/15/00 31 4,739,631. 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%
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 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%
01/00/00 0 0 0 0
01/00/00 0.00% 0.000% 0.00% 0.000%
DistributiREO Modifications
Date # Balance # Balance
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%
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
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
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
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%
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
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
01/00/00 0.00% 0.000% 0.00% 0.000%
DistributiREO Modifications
Date # Balance # Balance
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
01/00/00 0.00% 0.000% 0.00% 0.000%
DistributiPrepayments Curr Weighted Avg.
Date # Balance Coupon Remit
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%
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 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
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
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
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
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
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 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%
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
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%
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
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%
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
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%
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
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%
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
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%
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
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%
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
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%
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
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%
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
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%
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
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%
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
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%
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
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%
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 680 18,767,942. 2.93%
50000.01to 100000 370 26,310,323. 4.10%
100000.01to 150000 206 25,050,399. 3.90%
150000.01to 200000 108 19,080,696. 2.97%
200000.01to 250000 404 92,572,663. 14.43%
250000.01to 300000 396 108,118,750.7 16.85%
300000.01to 350000 230 73,933,765. 11.52%
350000.01to 400000 151 56,263,276. 8.77%
400000.01to 450000 96 40,821,901. 6.36%
450000.01to 500000 77 36,266,561. 5.65%
500000.01to 550000 50 26,347,321. 4.11%
550000.01to 600000 39 22,363,965. 3.49%
600000.01to 650000 34 21,210,205. 3.31%
650000.01to 700000 13 8,728,860. 1.36%
700000.01to 3000000 68 65,794,625. 10.25%
Total 2,9 641,631,260.1 100.00%
Term Coupon
0to 50000 109 7.422%
50000.01to 100000 131 7.112%
100000.01to 150000 128 7.006%
150000.01to 200000 134 7.004%
200000.01to 250000 150 6.855%
250000.01to 300000 155 6.822%
300000.01to 350000 156 6.851%
350000.01to 400000 154 6.919%
400000.01to 450000 155 6.846%
450000.01to 500000 154 6.883%
500000.01to 550000 156 6.832%
550000.01to 600000 153 6.902%
600000.01to 650000 155 6.799%
650000.01to 700000 161 6.812%
700000.01to 3000000 158 6.843%
Total 151 6.944%
Average Scheduled Balance is 219,586.33
Maximum Scheduled Balance is 2,081,768.70
Minimum Scheduled Balance is 1,809.10
Distribution of Property Types
# of Scheduled % of
Property Types Loans Balance Balance
Single Family 2294 515,492,359. 80.34%
Condo 263 56,817,873. 8.86%
PUD 150 49,170,701. 7.66%
2-4 Family 142 14,702,116. 2.29%
Co-op 63 3,856,259 0.60%
Town House 8 1,476,544 0.23%
Unknown 2 115,40 0.02%
Total 2,9 641,631,260. 100%
Property Types Term Coupon
Single Family 151 6.886%
Condo 152 6.892%
PUD 153 6.889%
2-4 Family 145 7.024%
Co-op 147 6.955%
Town House 156 6.817%
Unknown 143 7.690%
Total 151 6.944%
Geographic Distribution
Geographic # of Scheduled % of
Location Loans Balance Balance
Illinois 1073 266,465,883. 41.53%
Michigan 1018 215,296,695. 33.55%
Indiana 548 86,428,884. 13.47%
Florida 93 29,480,570. 4.59%
Wisconsin 36 11,362,075. 1.77%
Ohio 30 4,375,847 0.68%
Kentucky 37 4,003,170 0.62%
Colorado 9 3,838,455 0.60%
Texas 22 3,285,382 0.51%
Arizona 11 2,660,366 0.41%
California 5 2,254,692 0.35%
Louisiana 8 2,174,591 0.34%
New Mexico 1 1,176,940 0.18%
Oklahoma 7 1,169,188 0.18%
Georgia 1 933,01 0.15%
New Jersey 1 832,56 0.13%
Massachusetts 2 671,49 0.10%
Maine 2 660,34 0.10%
New York 2 638,64 0.10%
Utah 3 607,79 0.09%
Vermont 1 447,64 0.07%
Neveda 1 444,86 0.07%
Maryland 2 417,00 0.06%
Pennsylvania 1 318,46 0.05%
New Hampshire 1 306,29 0.05%
Missouri 1 285,64 0.04%
South Carolina 1 274,31 0.04%
Mississippi 1 257,22 0.04%
Idaho 1 231,98 0.04%
Minnesota 1 160,08 0.02%
Other 2 171,14 0.03%
Total 2922 641,631,260. 100.00%
Geographic Distribution Term Coupon
Geographic
Location
Illinois 150 6.824%
Michigan 152 6.899%
Indiana 143 6.976%
Florida 156 6.889%
Wisconsin 159 6.944%
Ohio 150 7.149%
Kentucky 146 6.942%
Colorado 148 6.851%
Texas 162 7.615%
Arizona 155 7.086%
California 145 6.838%
Louisiana 170 7.687%
New Mexico 152 6.600%
Oklahoma 133 7.220%
Georgia 160 6.950%
New Jersey 175 7.950%
Massachusetts 161 6.550%
Maine 164 7.365%
New York 157 7.076%
Utah 156 7.366%
Vermont 176 7.850%
Neveda 161 6.950%
Maryland 158 7.023%
Pennsylvania 163 6.650%
New Hampshire 157 7.000%
Missouri 166 6.550%
South Carolina 155 6.850%
Mississippi 156 6.950%
Idaho 161 6.950%
Minnesota 175 8.300%
Other 22 8.050%
Total 151 6.944%
Loan Seasoning
# of Scheduled % of
Number of Years Loans Balance Balance
1 year or less 205 48,664,858. 7.58%
1+ to 2 years 1,699 494,216,393. 77.02%
2+ to 3 years 265 51,767,017. 8.07%
3+ to 4 years 101 10,144,653. 1.58%
4+ to 5 years 72 7,140,191 1.11%
5+ to 6 years 98 4,332,218 0.68%
6+ to 7 years 282 18,727,658. 2.92%
7+ to 8 years 139 4,560,650 0.71%
8+ to 9 years 38 1,611,725 0.25%
9+ to 10 years 2 68,8 0.01%
10 years or more 21 396,99 0.06%
Total 2,922 641,631,260. 100.00%
Number of Years Term Coupon
1 year or less 169 7.437%
1+ to 2 years 154 6.789%
2+ to 3 years 148 7.021%
3+ to 4 years 129 7.424%
4+ to 5 years 116 7.293%
5+ to 6 years 87 7.197%
6+ to 7 years 80 6.847%
7+ to 8 years 79 7.888%
8+ to 9 years 72 8.479%
9+ to 10 years 86 7.540%
10 years or more 36 8.328%
Total 151 6.944%
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 2,241,333 0.35%
6.250%to 6.500% 180 40,959,455 6.38%
6.500%to 6.750% 761 197,935,032 30.85%
6.750%to 7.000% 1,121 301,404,421 46.97%
7.000%to 7.250% 210 37,306,917 5.81%
7.250%to 7.500% 131 14,582,372 2.27%
7.500%to 7.750% 140 17,181,276 2.68%
7.750%to 8.000% 151 20,613,438 3.21%
8.000%to 8.250% 68 4,653,743 0.73%
8.250%to 8.500% 73 2,272,890 0.35%
8.500%to 8.750% 50 1,579,039 0.25%
8.750%to 9.000% 17 741,751 0.12%
9.000%to 9.250% 7 159,593 0.02%
9.250%& Above 0 0 0.00%
Total 2,922 641,631,260 100.00%
Current Mortgage Term Coupon
Interest Rate
0.06or less 0 0.0000%
0.060001to 0.0625 140 6.2500%
0.0625001to 0.065 150 6.4548%
0.0650001to 0.0675 154 6.6416%
0.0675001to 0.07 150 6.9049%
0.0700001to 0.0725 146 7.1093%
0.0725001to 0.075 136 7.4067%
0.0750001to 0.0775 154 7.6765%
0.0775001to 0.08 158 7.8922%
0.0800001to 0.0825 136 8.1605%
0.0825001to 0.085 111 8.4001%
0.0850001to 0.0875 106 8.7220%
0.0875001to 0.09 74 8.9657%
0.0900001to 0.0925 74 9.1840%
0.0925001& Above 0 0.0000%
Total 151 6.9436%
W/Avg Mortgage Interest Rate is 6.94355%
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 150 4,378,978. 11.27%
50000.01to 100000 113 8,050,688. 20.73%
100000.01to 150000 60 7,390,873. 19.03%
150000.01to 200000 27 4,828,037. 12.43%
200000.01to 250000 62 13,872,360. 35.71%
250000.01to 300000
300000.01to 350000 1 323,150 0.83%
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 413 38,844,090. 100.00%
Current Scheduled Term Coupon
Balances
0to 50000 104 6.599%
50000.01to 100000 130 6.608%
100000.01to 150000 135 6.613%
150000.01to 200000 154 6.634%
200000.01to 250000 158 6.622%
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 141 6.703%
Average Scheduled Balance is 94,053
Maximum Scheduled Balance is 1,883,466
Minimum Scheduled Balance is 47,663
Distribution of Property Types
# of Scheduled % of
Property Types Loans Balance Balance
Single Family 293 28,079,740. 72.29%
2-4 Family 38 3,939,434 10.14%
Condo 44 3,926,744 10.11%
Co-op 30 1,607,223 4.14%
PUD 7 1,058,416 2.72%
Town House 1 232,53 0.60%
Total 413 38,844,090. 100.00%
Property Types Term Coupon
Single Family 138 6.622%
2-4 Family 146 6.632%
Condo 147 6.583%
Co-op 158 6.570%
PUD 149 6.661%
Town House 162 6.600%
Total 141 6.703%
Geographic Distribution # of Scheduled % of
Geographic Loans Balance Balance
Location
Illinois 174 18061814 46.50%
Michigan 149 13066464 33.64%
Indiana 60 4640715 11.95%
Florida 7 1062026 2.73%
Kentucky 10 1058940 2.73%
Arizona 2 257057 0.66%
Ohio 3 164688 0.42%
California 1 138610 0.36%
Louisiana 3 137298 0.35%
Texas 1 132517 0.34%
Wisconsin 2 105885 0.27%
Oklahoma 1 18076 0.05%
Total 413 38,844 100.00%
Geographic Distribution
Geographic Term Coupon
Location
Illinois 137 0
Michigan 147 0
Indiana 131 0
Florida 158 0
Kentucky 155 0
Arizona 137 0
Ohio 141 0
California 167 0
Louisiana 127 0
Texas 154 0
Wisconsin 165 0
Oklahoma 41 0
Total 141 6.703%
Loan Seasoning
# of Scheduled % of
Number of Years Loans Balance Balance
1 year or less 32 3,74 9.64%
1+ to 2 years 198 25,764 66.33%
2+ to 3 years 4 50 1.30%
3+ to 4 years 4 49 1.27%
4+ to 5 years 6 44 1.16%
5+ to 6 years 19 72 1.87%
6+ to 7 years 145 6,88 17.73%
7+ to 8 years 3 18 0.48%
8+ to 9 years
9+ to 10 years 1 0.12%
10 years or more 1 0.10%
Total 413 38,844 100.00%
Term Coupon
Number of Years
1 year or less 163 6.6470%
1+ to 2 years 157 6.6182%
2+ to 3 years 142 6.5426%
3+ to 4 years 135 6.6129%
4+ to 5 years 115 6.6432%
5+ to 6 years 90 6.5803%
6+ to 7 years 79 6.6059%
7+ to 8 years 84 6.6544%
8+ to 9 years
9+ to 10 years 104 6.7500%
10 years or more 162 6.5000%
Total 141 6.7026%
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 6,090 15.68%
6.500%to 6.750% 317 32,426, 83.48%
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 0 413 38,844, 100.00%
Current Mortgage
Interest Rate Term Coupon
6.0000%or less
6.0001%to 6.2500% 92 6.2500%
6.2500%to 6.5000% 130 6.4553%
6.5000%to 6.7500% 144 6.6517%
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 141 6.7026%
W/Avg Mortgage Interest Rate is 6.70263%
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 80 0.40%
150000.01to 200000 6 1,100 0.54%
200000.01to 250000 61 14,625, 7.23%
250000.01to 300000 168 46,121, 22.80%
300000.01to 350000 103 33,001, 16.31%
350000.01to 400000 47 17,601, 8.70%
400000.01to 450000 37 15,647, 7.74%
450000.01to 500000 27 12,727, 6.29%
500000.01to 550000 19 9,910 4.90%
550000.01to 600000 15 8,567 4.24%
600000.01to 650000 13 8,009 3.96%
650000.01to 700000 6 4,006 1.98%
700000.01to 3000000 32 30,121, 14.89%
Total 0 0 541 202,291,7 100.00%
Current Scheduled
Balances Term Coupon
0to 50000 163 6.650%
50000.01to 100000
100000.01to 150000 47 6.726%
150000.01to 200000 71 6.666%
200000.01to 250000 150 6.612%
250000.01to 300000 157 6.602%
300000.01to 350000 157 6.605%
350000.01to 400000 156 6.601%
400000.01to 450000 156 6.601%
450000.01to 500000 154 6.616%
500000.01to 550000 158 6.614%
550000.01to 600000 151 6.598%
600000.01to 650000 157 6.516%
650000.01to 700000 163 6.615%
700000.01to 3000000 160 6.615%
Total 156 6.643%
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 454 164,872, 81.50%
PUD 43 19,115 9.45%
Condo 39 16,430 8.12%
2-4 Family 2 98 0.49%
Town House 2 56 0.28%
Co-op 1 32 0.16%
Total 541 202,291, 100.00%
Property Types Term Coupon
Single Family 155 6.6047%
PUD 158 6.5921%
Condo 160 6.6081%
2-4 Family 163 6.7185%
Town House 161 6.5829%
Co-op 103 6.5000%
Total 156 6.6434%
Distribution of Mortgage Interest Rates
Current Mortgage # of Scheduled % of
Interest Rate Loans Balance Balance
0.06or less
6.0001%to 6.2500% 4 1,914 0.95%
6.2500%to 6.5000% 93 34,869, 17.24%
6.5000%to 6.7500% 444 165,508,1 81.82%
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 0 541 202,291,7 100.00%
Current Mortgage
Interest Rate Term Coupon
6.000%or less
6.000%to 6.2500% 149 6.2500%
6.250%to 6.5000% 153 6.4547%
6.500%to 6.7500% 156 6.6396%
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 156 6.6434%
W/Avg Mortgage Interest Rate is 6.6434%
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 274 100431447 49.65%
Michigan 166 63095627 31.19%
Indiana 56 18956974 9.37%
Florida 19 9391879 4.64%
Wisconsin 10 3451334 1.71%
Colorado 3 1347986 0.67%
New Mexico 1 1176941 0.58%
Kentucky 3 939182 0.46%
Arizona 2 937434 0.46%
Ohio 2 793501 0.39%
Massachusetts 2 671490 0.33%
Texas 1 493826 0.24%
Pennsylvania 1 318462 0.16%
Missouri 1 285647 0.14%
Total 541 202291730 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 154.8003 6.6014%
Michigan 156.5999 6.5978%
Indiana 153.0034 6.6207%
Florida 161.2134 6.6118%
Wisconsin 159.7640 6.6455%
Colorado 131.6169 6.5337%
New Mexico 152.0000 6.6000%
Kentucky 158.9736 6.6740%
Arizona 167.8737 6.7500%
Ohio 162.2406 6.5965%
Massachusetts 160.6763 6.5500%
Texas 151.0000 6.7500%
Pennsylvania 163.0000 6.6500%
Missouri 166.0000 6.5500%
Total 155.5530 6.6434%
Group 3
Distribution of Principal Balances
Current Scheduled # of Scheduled % of
Balances Loans Balance Bal
0to 50000 164 4,995 7.12%
50000.01to 100000 136 9,864 14.07%
100000.01to 150000 93 11,135, 15.88%
150000.01to 200000 50 8,766 12.50%
200000.01to 250000 156 34,485, 49.17%
250000.01to 300000 1 26 0.38%
300000.01to 350000 2 62 0.89%
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 602 70,135, 100.00%
Current Scheduled
Balances Term Coupon
0to 50000 113 7.0139%
50000.01to 100000 134 6.9947%
100000.01to 150000 140 6.9670%
150000.01to 200000 136 6.9643%
200000.01to 250000 153 6.9296%
250000.01to 300000 155 6.8500%
300000.01to 350000 148 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 143 7.0159%
Distribution of Property Types
# of Scheduled % of
Property Types Loans Balance Balance
Single Family 452 51,445 73.3513%
Condo 61 8,08 11.5343%
2-4 Family 52 5,49 7.8343%
PUD 25 4,32 6.1606%
Co-op 11 64 0.9128%
Town House 1 14 0.2066%
Total 602 70,135 100.0000%
Property Types Term Coupon
Single Family 142 6.9554%
Condo 150 6.9545%
2-4 Family 147 6.9661%
PUD 141 6.9292%
Co-op 153 6.9317%
Town House 145 7.0500%
Total 143 7.0159%
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% 448 56,843, 81.05%
7.0000%to 7.2500% 154 13,291, 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 602 70,135, 100.00%
Distribution of Mortgage Interest Rates
Current Mortgage
Interest Rate Term Coupon
0.06
0.060001
0.0625001
0.0650001
0.0675001 146 6.9127%
0.0700001 133 7.1333%
0.0725001
0.0750001
0.0775001
0.0800001
0.0825001
0.0850001
0.0875001
0.0900001
0.0925001
Total 143 7.0159%
W/Avg Mortgage Interest Rate is 7.0159%
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 2 15 0.06%
100000.01to 150000 8 99 0.37%
150000.01to 200000 6 1,091 0.41%
200000.01to 250000 112 26,609, 9.91%
250000.01to 300000 207 56,254, 20.95%
300000.01to 350000 107 34,432, 12.82%
350000.01to 400000 84 31,168, 11.61%
400000.01to 450000 53 22,595, 8.41%
450000.01to 500000 43 20,163, 7.51%
500000.01to 550000 29 15,377, 5.73%
550000.01to 600000 20 11,461, 4.27%
600000.01to 650000 20 12,558, 4.68%
650000.01to 700000 7 4,722 1.76%
700000.01to 3000000 31 30,984, 11.54%
Total 729 268,576,0 100.00%
Current Scheduled Term Coupon
Balances
0to 50000
50000.01to 100000 24 6.9764%
100000.01to 150000 45 6.9665%
150000.01to 200000 110 6.9472%
200000.01to 250000 143 6.9134%
250000.01to 300000 153 6.9168%
300000.01to 350000 155 6.9146%
350000.01to 400000 150 6.9183%
400000.01to 450000 153 6.9125%
450000.01to 500000 151 6.9206%
500000.01to 550000 154 6.9070%
550000.01to 600000 150 6.9336%
600000.01to 650000 153 6.9314%
650000.01to 700000 159 6.9794%
700000.01to 3000000 155 6.9326%
Total 151 6.9677%
Average Scheduled Balance is 368,417
Maximum Scheduled Balance is 2,081,769
Minimum Scheduled Balance is 74,029
Loan Seasoning
# of Scheduled % of
Number of Years Loans Balance Balance
1 year or less 21 8,56 3.19%
1+ to 2 years 617 227,788, 84.81%
2+ to 3 years 62 24,389 9.08%
3+ to 4 years 4 1,60 0.60%
4+ to 5 years 5 1,61 0.60%
5+ to 6 years 3 69 0.26%
6+ to 7 years 17 3,91 1.46%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 729 268,576, 100.00%
Number of Years Term Coupon
1 year or less 161 6.9411%
1+ to 2 years 153 6.9209%
2+ to 3 years 149 6.9052%
3+ to 4 years 132 6.8926%
4+ to 5 years 122 6.9748%
5+ to 6 years 81 6.8621%
6+ to 7 years 78 6.9414%
7+ to 8 years
8+ to 9 years
9+ to 10 years
10 years or more
Total 151 6.9677%
Distribution of Property Types
# of Scheduled % of
Property Types Loans Balance Balance
Single Family 612 224,945,629 83.75%
Condo 59 23,496,923 8.75%
PUD 54 18,656,478 6.95%
2-4 Family 3 1,214,905 0.45%
Town House 1 262,151 0.10%
Total 729 268,576,087 100.00%
Property Types Term Coupon
Single Family 152 6.9210%
Condo 151 6.9146%
PUD 147 6.9236%
2-4 Family 154 6.9042%
Town House 164 6.8000%
Total 151 6.9677%
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% 673 244,560,773 91.06%
7.0000%to 7.250% 56 24,015,314 8.94%
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 729 268,576,087 100.00%
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% 151 6.9031%
7.0000%to 7.2500% 154 7.0961%
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 151 6.9677%
W/Avg Mortgage Interest Rate is 6.968%
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 287 107,110,249 39.88%
Michigan 257 93,263,577 34.73%
Indiana 114 38,289,333 14.26%
Florida 37 13,898,911 5.18%
Wisconsin 14 5,855,963 2.18%
California 3 1,969,186 0.73%
Colorado 3 1,893,265 0.70%
Ohio 2 1,619,086 0.60%
Georgia 1 933,015 0.35%
Arizona 2 642,760 0.24%
Oklahoma 1 589,765 0.22%
Kentucky 2 557,625 0.21%
Neveda 1 444,862 0.17%
New York 1 388,564 0.14%
New Hampshire 1 306,298 0.11%
Maine 1 282,089 0.11%
South Carolina 1 274,311 0.10%
Mississippi 1 257,226 0.10%
Total 729 268,576,087 100.00%
Geographic Term Coupon
Location
Illinois 152 6.9147%
Michigan 153 6.9272%
Indiana 145 6.9264%
Florida 154 6.9117%
Wisconsin 157 6.9276%
California 142 6.8539%
Colorado 155 6.8644%
Ohio 149 6.9500%
Georgia 160 6.9500%
Arizona 157 6.9146%
Oklahoma 153 6.9000%
Kentucky 137 6.9359%
Neveda 161 6.9500%
New York 161 6.9000%
New Hampshire 157 7.0000%
Maine 149 6.8500%
South Carolina 155 6.8500%
Mississippi 156 6.9500%
Total 151 6.9677%
Average Scheduled Balance is 368,417
Maximum Scheduled Balance is 2,081,769
Minimum Scheduled Balance is 74,029
Group 5
Distribution of Principal Balances
Current Scheduled # of Scheduled % of
Balances Loans Balance Bal
0to 50000 364 9,305 34.39%
50000.01to 100000 118 8,156 30.14%
100000.01to 150000 37 4,481 16.56%
150000.01to 200000 16 2,782 10.28%
200000.01to 250000 9 2,081 7.69%
250000.01to 300000 1 25 0.92%
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 545 27,056, 100.00%
Current Scheduled
Balances Term Coupon
0to 50000 8.0336%
50000.01to 100000 7.7457%
100000.01to 150000 7.7565%
150000.01to 200000 7.7749%
200000.01to 250000 7.7219%
250000.01to 300000 7.3500%
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 8.0142%
Average Scheduled Balance is 49,645
Maximum Scheduled Balance is 250,077
Minimum Scheduled Balance is 4,306
Loan Seasoning
# of Scheduled % of
Number of Years Loans Balance Balance
1 year or less 56 4,07 15.06%
1+ to 2 years 24 1,30 4.84%
2+ to 3 years 117 7,83 28.96%
3+ to 4 years 69 4,37 16.15%
4+ to 5 years 37 2,06 7.63%
5+ to 6 years 44 1,09 4.06%
6+ to 7 years 20 1,04 3.85%
7+ to 8 years 122 3,66 13.53%
8+ to 9 years 36 1,25 4.65%
9+ to 10 years 1 0.09%
10 years or more 19 31 1.17%
Total 545 27,056 100.00%
Term Coupon
Number of Years 171 7.9826%
1 year or less 148 7.6178%
1+ to 2 years 145 7.6122%
2+ to 3 years 131 7.8270%
3+ to 4 years 109 7.8219%
4+ to 5 years 89 8.0955%
5+ to 6 years 95 7.6170%
6+ to 7 years 82 8.0270%
7+ to 8 years 69 8.3696%
8+ to 9 years 51 9.0000%
9+ to 10 years 24 8.6592%
10 years or more 126 8.0142%
Total 0 0.0000%
Distribution of Property Types
# of Scheduled % of
Property Types Loans Balance Balance
Single Family 414 19,855,403 73.39%
2-4 Family 47 3,071,001 11.35%
Condo 52 2,223,800 8.22%
Co-op 20 902,133 3.33%
PUD 7 614,691 2.27%
Town House 3 274,001 1.01%
Unknown 2 115,405 0.43%
Total 545 27,056,434 100.00%
Property Types Term Coupon
Single Family 124 7.8734%
2-4 Family 133 7.7775%
Condo 120 7.8245%
Co-op 152 7.6810%
PUD 149 7.7866%
Town House 138 7.3710%
Unknown 143 7.6896%
Total 126 8.0142%
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% 110 6,920 25.58%
7.5000%to 7.7500% 112 6,862 25.36%
7.7500%to 8.0000% 118 6,475 23.93%
8.0000%to 8.2500% 61 2,679 9.90%
8.2500%to 8.5000% 72 2,143 7.92%
8.5000%to 8.7500% 49 1,406 5.20%
8.7500%to 9.0000% 16 41 1.52%
9.0000%to 9.2500% 7 15 0.59%
9.2500%& Above
Total 545 27,056, 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% 132 7.4016%
7.500%to 7.7500% 134 7.6549%
7.750%to 8.0000% 127 7.9007%
8.000%to 8.2500% 117 8.1770%
8.250%to 8.5000% 115 8.3940%
8.500%to 8.7500% 113 8.7342%
8.750%to 9.0000% 70 8.9382%
9.000%to 9.2500% 74 9.1840%
9.250%& Above
Total 126 8.0142%
W/Avg Mortgage Interest Rate is 8.0142%
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 9,41 34.78%
Indiana 185 7,53 27.84%
Illinois 95 6,36 23.51%
Ohio 15 97 3.61%
Texas 14 72 2.67%
Florida 9 39 1.46%
Kentucky 10 34 1.28%
Oklahoma 2 31 1.16%
New York 1 25 0.92%
Colorado 1 23 0.87%
Minnesota 1 16 0.59%
North Carolina 1 12 0.44%
Louisiana 1 10 0.38%
Tennessee 1 0.19%
Arizona 2 0.18%
Wisconsin 3 0.11%
Total 545 27,056 100.00%
Geographic Distribution
Geographic Term Coupon
Location
Michigan 7.8518%
Indiana 7.8750%
Illinois 7.8072%
Ohio 8.0177%
Texas 7.9346%
Florida 7.7154%
Kentucky 7.7868%
Oklahoma 7.5252%
New York 7.3500%
Colorado 7.7000%
Minnesota 8.3000%
North Carolina 7.3500%
Louisiana 7.4500%
Tennessee 8.7500%
Arizona 7.7555%
Wisconsin 8.1861%
Total 8.0142%
Group 6
Distribution of Principal Balances
Current Scheduled # of Scheduled % of
Balances Loans Balance Bal
0to 50000 1 4 0.12%
50000.01to 100000 1 7 0.23%
100000.01to 150000 2 24 0.70%
150000.01to 200000 3 51 1.48%
200000.01to 250000 4 89 2.59%
250000.01to 300000 19 5,227 15.05%
300000.01to 350000 17 5,553 15.99%
350000.01to 400000 20 7,493 21.58%
400000.01to 450000 6 2,578 7.43%
450000.01to 500000 7 3,375 9.72%
500000.01to 550000 2 1,058 3.05%
550000.01to 600000 4 2,334 6.72%
600000.01to 650000 1 64 1.85%
650000.01to 700000
700000.01to 3000000 5 4,689 13.50%
Total 92 34,727, 100.00%
Current Scheduled
Balances Term Coupon
0to 50000 12 7.5000%
50000.01to 100000 28 8.1000%
100000.01to 150000 34 8.0354%
150000.01to 200000 75 7.8442%
200000.01to 250000 115 7.8291%
250000.01to 300000 162 7.7097%
300000.01to 350000 164 7.9113%
350000.01to 400000 164 7.6674%
400000.01to 450000 166 7.7507%
450000.01to 500000 169 7.6679%
500000.01to 550000 175 7.7982%
550000.01to 600000 174 7.8614%
600000.01to 650000 176 7.7500%
650000.01to 700000
700000.01to 3000000 159 7.7227%
Total 161 7.7940%
Average Scheduled Balance is 377,475
Maximum Scheduled Balance is 1,172,929
Minimum Scheduled Balance is 41,112
Loan Seasoning
# of Scheduled % of
Number of Years Loans Balance Balance
1 year or less 63 25,665 73.91%
1+ to 2 years 3 1,17 3.39%
2+ to 3 years 12 4,17 12.03%
3+ to 4 years 3 1,62 4.67%
4+ to 5 years 4 1,05 3.03%
5+ to 6 years 1 15 0.46%
6+ to 7 years 2 29 0.84%
7+ to 8 years 2 20 0.60%
8+ to 9 years 1 33 0.95%
9+ to 10 years
10 years or more 1 0.12%
Total 92 34,727 100.00%
Number of Years Term Coupon
1 year or less 172 7.8100%
1+ to 2 years 149 7.4936%
2+ to 3 years 144 7.4824%
3+ to 4 years 121 7.6439%
4+ to 5 years 113 7.5962%
5+ to 6 years 81 7.3750%
6+ to 7 years 72 7.5000%
7+ to 8 years 31 8.3470%
8+ to 9 years 79 9.0000%
9+ to 10 years
10 years or more 12 7.5000%
Total 161 7.7940%
Distribution of Property Types
# of Scheduled % of
Property Types Loans Balance Balance
Single Family 69 26,294 75.72%
PUD 14 5,40 15.56%
Condo 8 2,64 7.63%
Co-op 1 37 1.09%
Total 92 34,727 100.00%
Property Types Term Coupon
Single Family 162 7.7492%
PUD 162 7.7299%
Condo 155 7.9328%
Co-op 114 7.3000%
Total 161 7.7940%
Group 6
Geographic Distribution
Geo# of Scheduled % of
Location Loans Balance Balance Term Coupon
Michigan 29 12,097, 34.83% 158 7.683%
Illinois 18 6,662 19.19% 155 7.781%
Indiana 14 4,718 13.59% 162 7.831%
Florida 7 2,374 6.84% 153 7.774%
Louisiana 4 1,933 5.57% 175 7.779%
Texas 5 1,921 5.53% 171 7.781%
Wisconsin 4 1,323 3.81% 174 7.828%
New Jersey 1 83 2.40% 175 7.950%
Arizona 2 64 1.86% 151 7.867%
Vermont 1 44 1.29% 176 7.850%
Maine 1 37 1.09% 175 7.750%
Utah 2 37 1.09% 155 7.588%
Kentucky 1 29 0.84% 174 7.700%
Ohio 1 26 0.75% 169 7.600%
Colorado 1 25 0.74% 175 7.600%
Oklahoma 1 20 0.59% 97 7.750%
Total 92 34,727, 100.00% 161 7.794%
Group 6
Loan Seasoning
# of Scheduled % of
Number of Loans Balance Balance Term Coupon
1 year or 63 25,665, 73.91% 172 7.8100%
1+ to 2 y 3 1,176 3.39% 149 7.4936%
2+ to 3 ye 12 4,178 12.03% 144 7.4824%
3+ to 4 ye 3 1,621 4.67% 121 7.6439%
4+ to 5 ye 4 1,051 3.03% 113 7.5962%
5+ to 6 ye 1 15 0.46% 81 7.3750%
6+ to 7 ye 2 29 0.84% 72 7.5000%
7+ to 8 ye 2 20 0.60% 31 8.3470%
8+ to 9 ye 1 33 0.95% 79 9.0000%
9+ to 10 years
10 years 1 4 0.12% 12 7.5000%
Total 92 34,727, 100.00% 161 7.7940%
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 7,661,777.03
7.500%to 7.750% 28 10,319,091.37
7.750%to 8.000% 33 14,138,237.03
8.000%to 8.250% 7 1,974,471.97
8.250%to 8.500% 1 129,479.27
8.500%to 8.750% 1 173,003.09
8.750%to 9.000% 1 331,608.05
9.000%to 9.250%
9.250%& Above
Total 92 34,727,667.81
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% 22.06% 139 7.411%
7.500%to 7.750% 29.71% 168 7.691%
7.750%to 8.000% 40.71% 172 7.888%
8.000%to 8.250% 5.69% 162 8.138%
8.250%to 8.500% 0.37% 33 8.500%
8.500%to 8.750% 0.50% 48 8.625%
8.750%to 9.000% 0.95% 79 9.000%
9.000%to 9.250%
9.250%& Above
Total 100.00% 161 7.794%
W/Avg Mortgage Interest Rate is 7.794%
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
05/12/00 - 09:14 (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
05/12/00 - 09:14 (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
05/12/00 - 09:14 (D546-D560) (c) 2000 LaSalle Bank N.A.
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