<PAGE>
EXHIBIT 99.1
CERTIFICATES FOR HOME EQUITY LOANS
SERIES 2000-F
INFORMATION REGARDING INITIAL AND ADDITIONAL CONTRACTS
Set forth below is information regarding home equity loan contracts transferred
to the trust formed in October 2000, or substituted for some of these contracts,
as permitted by the pooling and servicing agreement, on or before the date of
this report. The information below relates to both the initial contracts
described in the prospectus supplement dated October 20, 2000 and the additional
contracts transferred to the trust on the closing date. There will be no
subsequent contracts transferred to the trust after October 31, 2000. Unless
otherwise defined herein, all capitalized terms have the meanings set forth in
the prospectus supplement dated October 20, 2000.
<PAGE>
The tables below show additional characteristics of the group I fixed rate
loans. Due to rounding, the percentages may not add to 100%.
Geographical Distribution of Mortgaged Properties--
Group I Fixed Rate Loans
% of
Group I
Fixed Rate
Loans by
Aggregate Principal Outstanding
Number of Balance Principal
Loans as of Outstanding as of Balance as of
Cut-off Date Cut-off Date Cut-off Date
------------ ------------------- -------------
Alabama.......................... 72 $ 5,081,621.46 2.54%
Arizona.......................... 48 4,199,199.80 2.10
Arkansas......................... 44 3,356,682.50 1.68
California....................... 127 12,217,219.58 6.11
Colorado......................... 44 5,484,553.95 2.74
Connecticut...................... 46 5,001,278.72 2.50
Delaware......................... 7 837,007.58 0.42
District of Columbia............. 4 310,000.00 0.15
Florida.......................... 118 10,094,856.66 5.05
Georgia.......................... 78 6,873,630.05 3.44
Idaho............................ 7 765,510.06 0.38
Illinois......................... 108 7,423,832.17 3.71
Indiana.......................... 33 1,526,566.88 0.76
Iowa............................. 32 2,595,764.59 1.30
Kansas........................... 36 2,517,835.24 1.26
Kentucky......................... 20 1,547,004.25 0.77
Louisiana........................ 31 2,443,357.96 1.22
Maine............................ 10 599,987.25 0.30
Maryland......................... 20 1,632,439.09 0.82
Massachusetts.................... 27 1,796,730.89 0.90
Michigan......................... 100 7,425,960.26 3.71
Minnesota........................ 34 3,165,167.60 1.58
Mississippi...................... 18 1,584,624.13 0.79
Missouri......................... 72 4,698,693.20 2.35
Montana.......................... 1 17,799.97 0.01
Nebraska......................... 31 2,118,194.84 1.06
Nevada........................... 8 915,772.51 0.46
New Hampshire.................... 8 945,870.62 0.47
New Jersey....................... 27 2,400,660.05 1.20
New Mexico....................... 12 1,005,789.27 0.50
New York......................... 50 4,876,124.96 2.44
North Carolina................... 115 9,524,325.23 4.76
North Dakota..................... 2 127,298.58 0.06
Ohio............................. 98 6,797,146.40 3.40
Oklahoma......................... 41 3,372,647.12 1.69
Oregon........................... 5 329,912.75 0.16
Pennsylvania..................... 120 7,814,327.97 3.91
Rhode Island..................... 8 791,729.00 0.40
South Carolina................... 82 6,711,325.31 3.36
South Dakota..................... 6 421,279.94 0.21
Tennessee........................ 54 4,429,367.93 2.21
Texas............................ 783 40,751,440.28 20.38
Utah............................. 10 817,102.60 0.41
Vermont.......................... 4 191,905.55 0.10
Virginia......................... 59 4,473,657.78 2.24
Washington....................... 35 3,987,658.88 1.99
West Virginia.................... 16 1,139,376.50 0.57
Wisconsin........................ 28 1,865,717.68 0.93
Wyoming.......................... 13 994,087.89 0.50
----- --------------- ------
Total............................ 2,752 $200,000,043.48 100.00%
===== =============== ======
2
<PAGE>
Years of Origination--Group I Fixed Rate Loans
% of Group I
Number of Fixed Rate Loans by
Loans Aggregate Principal Outstanding Principal
as of Cut- Balance Outstanding Balance as of
Year of Origination off Date as of Cut-off Date Cut-off Date
------------------- ---------- ------------------- ---------------------
1996...................... 1 $ 41,038.12 0.02%
1997...................... 2 39,818.59 0.02
1998...................... 8 309,315.28 0.15
1999...................... 49 2,747,788.03 1.37
2000...................... 2,692 196,862,083.46 98.43
----- --------------- ------
Total................. 2,752 $200,000,043.48 100.00%
===== =============== ======
Distribution of Original Loan Amounts--Group I Fixed Rate Loans
<TABLE>
<CAPTION>
% of Group I
Number of Fixed Rate Loans by
Loans Aggregate Principal Outstanding Principal
Original Loan Amount (in as of Cut- Balance Outstanding Balance as of
Dollars) off Date as of Cut-off Date Cut-off Date
------------------------ ---------- ------------------- ---------------------
<S> <C> <C> <C>
Less than$ 10,000.00................... 1 $ 9,281.81 *%
$ 10,000.00 to $ 19,999.99............. 227 3,232,946.71 1.62
$ 20,000.00 to $ 29,999.99............. 305 7,517,957.96 3.76
$ 30,000.00 to $ 39,999.99............. 273 9,423,223.24 4.71
$ 40,000.00 to $ 49,999.99............. 280 12,594,979.42 6.30
$ 50,000.00 to $ 59,999.99............. 273 14,827,883.33 7.41
$ 60,000.00 to $ 69,999.99............. 252 16,200,391.20 8.10
$ 70,000.00 to $ 79,999.99............. 222 16,534,688.25 8.27
$ 80,000.00 to $ 89,999.99............. 165 13,914,829.57 6.96
$ 90,000.00 to $ 99,999.99............. 144 13,546,871.16 6.77
$100,000.00 to $109,999.99............. 111 11,543,130.78 5.77
$110,000.00 to $119,999.99............. 88 10,115,346.69 5.06
$120,000.00 to $129,999.99............. 68 8,452,125.23 4.23
$130,000.00 to $139,999.99............. 65 8,733,534.07 4.37
$140,000.00 to $149,999.99............. 55 7,938,372.81 3.97
$150,000.00 to $159,999.99............. 33 5,063,338.94 2.53
$160,000.00 to $169,999.99............. 29 4,780,274.34 2.39
$170,000.00 to $179,999.99............. 34 5,940,106.42 2.97
$180,000.00 to $189,999.99............. 18 3,313,472.41 1.66
$190,000.00 to $199,999.99............. 15 2,941,589.99 1.47
$200,000.00 to $209,999.99............. 19 3,862,574.73 1.93
$210,000.00 to $219,999.99............. 9 1,929,826.11 0.96
$220,000.00 to $229,999.99............. 11 2,462,774.22 1.23
$230,000.00 to $239,999.99............. 7 1,637,383.10 0.82
$240,000.00 to $249,999.99............. 9 2,188,358.03 1.09
$250,000.00 to $259,999.99............. 10 2,529,948.17 1.26
$260,000.00 to $269,999.99............. 7 1,855,200.00 0.93
$270,000.00 to $279,999.99............. 3 819,006.70 0.41
$280,000.00 to $289,999.99............. 1 286,600.00 0.14
$290,000.00 to $299,999.99............. 5 1,478,500.00 0.74
$300,000.00 to $309,999.99............. 4 1,220,947.83 0.61
$320,000.00 to $329,999.99............. 3 969,500.00 0.48
$340,000.00 to $349,999.99............. 2 682,573.10 0.34
Greater than or equal to$350,000.00.... 4 1,452,507.16 0.73
----- --------------- ------
Total.............................. 2,752 $200,000,043.48 100.00%
===== =============== ======
</TABLE>
--------
* Indicates an amount greater than zero but less than .005% of the aggregate
principal balance of the group I fixed rate contracts as of the cut-off date.
3
<PAGE>
Loan Rates--Group I Fixed Rate Loans
Number of % of Group I
Loans Fixed Rate Loans by
as of Aggregate Principal Outstanding Principal
Cut- Balance Outstanding Balance as of
Range of Loan Rates off Date as of Cut-off Date Cut-off Date
------------------- --------- ------------------- ---------------------
7.000% to 7.999%........... 1 $ 84,002.17 0.04%
8.000% to 8.999%........... 4 534,516.78 0.27
9.000% to 9.999%........... 45 4,707,096.18 2.35
10.000% to 10.999%.......... 172 18,865,911.20 9.43
11.000% to 11.999%.......... 400 40,915,992.31 20.46
12.000% to 12.999%.......... 762 62,924,469.44 31.46
13.000% to 13.999%.......... 588 38,590,969.66 19.30
14.000% to 14.999%.......... 517 21,541,158.90 10.77
15.000% to 15.999%.......... 202 9,689,363.85 4.84
16.000% to 16.999%.......... 39 1,543,046.50 0.77
17.000% to 17.999%.......... 14 348,652.48 0.17
18.000% to 18.999%.......... 3 78,233.85 0.04
19.000% to 19.999%.......... 3 86,569.71 0.04
20.000% to 20.999%.......... 2 90,060.45 0.05
----- --------------- ------
Total................... 2,752 $200,000,043.48 100.00%
===== =============== ======
Remaining Months to Maturity--Group I Fixed Rate Loans
% of Group I
Number of Fixed Rate Loans by
Months Remaining to Loans Aggregate Principal Outstanding Principal
Scheduled Maturity as of Cut- Balance Outstanding Balance as of
as of Cut-off Date off Date as of Cut-off Date Cut-off Date
------------------- ---------- ------------------- ---------------------
31 to 60.................. 17 $ 311,369.67 0.16%
61 to 90.................. 10 332,269.37 0.17
91 to 120................. 170 6,086,388.91 3.04
121 to 150................ 15 810,710.54 0.41
151 to 180................ 666 43,323,994.91 21.66
181 to 210................ 5 185,574.12 0.09
211 to 240................ 1,242 99,861,223.93 49.93
241 to 270................ 2 69,832.56 0.03
271 to 300................ 339 22,814,194.21 11.41
301 to 330................ 2 83,448.57 0.04
331 to 360................ 284 26,121,036.69 13.06
----- --------------- ------
Total................. 2,752 $200,000,043.48 100.00%
===== =============== ======
Lien Position--Group I Fixed Rate Loans
% of Group I
Number of Fixed Rate Loans by
Loans Aggregate Principal Outstanding Principal
as of Cut- Balance Outstanding Balance as of
Position off Date as of Cut-off Date Cut-off Date
-------- ---------- ------------------- ---------------------
First..................... 2,052 $174,582,728.28 87.29%
Second.................... 691 24,780,609.41 12.39
Third..................... 9 636,705.79 0.32
----- --------------- ------
Total................. 2,752 $200,000,043.48 100.00%
===== =============== ======
4
<PAGE>
Combined Loan-to-Value Ratio--Group I Fixed Rate Loans
<TABLE>
<CAPTION>
% of Group I
Fixed Rate Loans by
Number of Aggregate Principal Outstanding
Loans as of Balance Outstanding Principal Balance
Combined Loan-to-Value Ratio Cut-off Date as of Cut-off Date as of Cut-off Date
---------------------------- ------------ ------------------- --------------------
<S> <C> <C> <C>
10.001% to 15.000%........ 2 $ 42,102.95 0.02%
15.001% to 20.000%........ 6 162,327.76 0.08
20.001% to 25.000%........ 6 117,153.15 0.06
25.001% to 30.000%........ 2 35,313.26 0.02
30.001% to 35.000%........ 8 388,116.23 0.19
35.001% to 40.000%........ 11 382,417.05 0.19
40.001% to 45.000%........ 15 531,436.71 0.27
45.001% to 50.000%........ 8 214,310.51 0.11
50.001% to 55.000%........ 31 1,477,562.48 0.74
55.001% to 60.000%........ 38 1,428,616.01 0.71
60.001% to 65.000%........ 54 3,116,835.88 1.56
65.001% to 70.000%........ 69 3,567,484.03 1.78
70.001% to 75.000%........ 97 5,511,956.09 2.76
75.001% to 80.000%........ 505 29,068,902.02 14.53
80.001% to 85.000%........ 181 12,439,212.78 6.22
85.001% to 90.000%........ 382 27,674,818.63 13.84
90.001% to 95.000%........ 629 51,947,714.23 25.97
95.001% to 100.000%........ 708 61,893,763.71 30.95
----- --------------- ------
Total................... 2,752 $200,000,043.48 100.00%
===== =============== ======
</TABLE>
5
<PAGE>
The tables below show additional characteristics of the group II fixed rate
loans. Due to rounding, the percentages may not add to 100%.
Geographical Distribution of Mortgaged Properties--
Group II Fixed Rate Loans
% of
Group II
Fixed Rate
Loans by
Aggregate Principal Outstanding
Number of Balance Principal
Loans as of Outstanding as of Balance as of
Cut-off Date Cut-off Date Cut-off Date
------------ ------------------- -------------
Alabama.......................... 191 $ 11,174,249.10 2.23%
Arizona.......................... 252 15,881,575.57 3.18
Arkansas......................... 105 6,104,292.32 1.22
California....................... 690 56,019,023.72 11.20
Colorado......................... 190 13,484,136.47 2.70
Connecticut...................... 149 9,087,974.69 1.82
Delaware......................... 17 1,123,101.50 0.22
District of Columbia............. 15 716,081.89 0.14
Florida.......................... 361 23,423,624.98 4.68
Georgia.......................... 231 15,707,748.84 3.14
Idaho............................ 26 1,438,105.19 0.29
Illinois......................... 350 18,491,435.07 3.70
Indiana.......................... 157 7,097,584.95 1.42
Iowa............................. 102 6,207,203.94 1.24
Kansas........................... 117 5,827,713.06 1.17
Kentucky......................... 100 5,039,648.90 1.01
Louisiana........................ 143 9,514,261.98 1.90
Maine............................ 32 1,658,295.67 0.33
Maryland......................... 92 5,211,908.88 1.04
Massachusetts.................... 115 6,834,416.12 1.37
Michigan......................... 336 23,420,741.07 4.68
Minnesota........................ 176 8,785,110.71 1.76
Mississippi...................... 65 3,929,608.07 0.79
Missouri......................... 200 10,275,238.43 2.06
Montana.......................... 8 270,689.49 0.05
Nebraska......................... 84 4,588,817.04 0.92
Nevada........................... 82 4,499,417.43 0.90
New Hampshire.................... 21 1,118,692.28 0.22
New Jersey....................... 112 6,741,750.19 1.35
New Mexico....................... 42 2,646,640.38 0.53
New York......................... 289 15,730,468.00 3.15
North Carolina................... 201 13,920,509.60 2.78
North Dakota..................... 9 247,280.57 0.05
Ohio............................. 376 17,780,495.13 3.56
Oklahoma......................... 144 8,269,207.35 1.65
Oregon........................... 34 2,287,565.71 0.46
Pennsylvania..................... 324 15,214,285.34 3.04
Rhode Island..................... 51 2,056,244.59 0.41
South Carolina................... 162 10,637,191.89 2.13
South Dakota..................... 19 1,267,103.65 0.25
Tennessee........................ 170 10,282,037.99 2.06
Texas............................ 1,559 78,168,141.54 15.63
Utah............................. 59 3,703,443.91 0.74
Vermont.......................... 12 674,739.61 0.13
Virginia......................... 182 11,188,837.24 2.24
Washington....................... 152 12,309,425.75 2.46
West Virginia.................... 31 1,675,970.85 0.34
Wisconsin........................ 103 6,188,005.86 1.24
Wyoming.......................... 29 2,078,907.07 0.42
----- --------------- ------
Total............................ 8,467 $499,998,949.58 100.00%
===== =============== ======
6
<PAGE>
Years of Origination--Group II Fixed Rate Loans
% of Group II
Number of Fixed Rate Loans by
Loans Aggregate Principal Outstanding Principal
as of Cut- Balance Outstanding Balance as of
Year of Origination off Date as of Cut-off Date Cut-off Date
------------------- ---------- ------------------- ---------------------
1988...................... 1 $ 104,775.26 0.02%
1989...................... 1 131,437.86 0.03
1995...................... 1 25,633.49 0.01
1996...................... 3 73,873.12 0.01
1997...................... 17 805,763.80 0.16
1998...................... 81 4,208,276.91 0.84
1999...................... 373 19,918,323.89 3.98
2000...................... 7,990 474,730,865.25 94.95
----- --------------- ------
Total................. 8,467 $499,998,949.58 100.00%
===== =============== ======
Distribution of Original Loan Amounts--Group II Fixed Rate Loans
<TABLE>
<CAPTION>
% of Group II
Number of Fixed Rate Loans by
Loans Aggregate Principal Outstanding Principal
as of Cut- Balance Outstanding Balance as of
Original Loan Amount (in Dollars) off Date as of Cut-off Date Cut-off Date
--------------------------------- ---------- ------------------- ---------------------
<S> <C> <C> <C>
Less than $ 10,000.00.................. 2 $ 17,489.52 *%
$ 10,000.00 to $ 19,999.99............. 1,280 18,950,622.49 3.79
$ 20,000.00 to $ 29,999.99............. 1,472 35,714,804.11 7.14
$ 30,000.00 to $ 39,999.99............. 1,094 37,385,470.50 7.48
$ 40,000.00 to $ 49,999.99............. 853 37,806,893.43 7.56
$ 50,000.00 to $ 59,999.99............. 684 37,214,433.55 7.44
$ 60,000.00 to $ 69,999.99............. 572 36,751,696.64 7.35
$ 70,000.00 to $ 79,999.99............. 503 37,448,302.82 7.49
$ 80,000.00 to $ 89,999.99............. 395 33,179,317.16 6.64
$ 90,000.00 to $ 99,999.99............. 298 28,073,886.18 5.62
$100,000.00 to $109,999.99............. 219 22,805,840.49 4.56
$110,000.00 to $119,999.99............. 226 25,945,522.05 5.19
$120,000.00 to $129,999.99............. 158 19,600,571.68 3.92
$130,000.00 to $139,999.99............. 130 17,480,850.61 3.50
$140,000.00 to $149,999.99............. 106 15,286,960.20 3.06
$150,000.00 to $159,999.99............. 72 11,023,855.96 2.21
$160,000.00 to $169,999.99............. 81 13,316,074.37 2.66
$170,000.00 to $179,999.99............. 65 11,317,245.66 2.26
$180,000.00 to $189,999.99............. 34 6,262,328.96 1.25
$190,000.00 to $199,999.99............. 39 7,579,077.79 1.52
$200,000.00 to $209,999.99............. 31 6,321,734.36 1.26
$210,000.00 to $219,999.99............. 21 4,457,474.22 0.89
$220,000.00 to $229,999.99............. 20 4,480,671.21 0.90
$230,000.00 to $239,999.99............. 12 2,810,766.99 0.56
$240,000.00 to $249,999.99............. 11 2,691,488.74 0.54
$250,000.00 to $259,999.99............. 15 3,814,697.89 0.76
$260,000.00 to $269,999.99............. 16 4,207,313.94 0.84
$270,000.00 to $279,999.99............. 10 2,724,175.25 0.55
$280,000.00 to $289,999.99............. 5 1,416,474.54 0.28
$290,000.00 to $299,999.99............. 8 2,347,247.19 0.47
$300,000.00 to $309,999.99............. 3 906,373.43 0.18
$310,000.00 to $319,999.99............. 10 3,138,962.71 0.63
$320,000.00 to $329,999.99............. 4 1,295,484.40 0.26
$330,000.00 to $339,999.99............. 3 993,504.48 0.20
$340,000.00 to $349,999.99............. 6 2,067,478.86 0.41
Greater than or equal to $350,000.00... 9 3,163,857.20 0.63
----- --------------- ------
Total.............................. 8,467 $499,998,949.58 100.00%
===== =============== ======
</TABLE>
7
<PAGE>
Loan Rates--Group II Fixed Rate Loans
Number of % of Group II
Loans Fixed Rate Loans by
as of Aggregate Principal Outstanding Principal
Cut- Balance Outstanding Balance as of
Range of Loan Rates off Date as of Cut-off Date Cut-off Date
------------------- --------- ------------------- ---------------------
7.000% to 7.999%........... 4 $ 367,449.57 0.07%
8.000% to 8.999%........... 35 3,610,869.23 0.72
9.000% to 9.999%........... 187 21,857,025.39 4.37
10.000% to 10.999%.......... 452 47,132,271.10 9.43
11.000% to 11.999%.......... 949 87,292,241.79 17.46
12.000% to 12.999%.......... 1,645 122,716,403.40 24.54
13.000% to 13.999%.......... 1,527 88,051,605.76 17.61
14.000% to 14.999%.......... 1,718 64,602,230.98 12.92
15.000% to 15.999%.......... 1,133 39,996,680.53 8.00
16.000% to 16.999%.......... 438 13,941,097.92 2.79
17.000% to 17.999%.......... 230 6,641,286.29 1.33
18.000% to 18.999%.......... 88 2,322,369.95 0.46
19.000% to 19.999%.......... 39 1,002,504.55 0.20
20.000% to 20.999%.......... 18 363,429.95 0.07
21.000% to 21.999%.......... 4 101,483.17 0.02
----- --------------- ------
Total................... 8,467 $499,998,949.58 100.00%
===== =============== ======
Remaining Months to Maturity--Group II Fixed Rate Loans
% of Group II
Number of Fixed Rate Loans by
Months Remaining to Loans Aggregate Principal Outstanding Principal
Scheduled Maturity as of Cut- Balance Outstanding Balance as of
as of Cut-off Date off Date as of Cut-off Date Cut-off Date
------------------- ---------- ------------------- ---------------------
31 to 60.................. 86 $ 1,946,253.51 0.39%
61 to 90.................. 76 1,858,697.96 0.37
91 to 120................. 617 17,660,628.15 3.53
121 to 150................ 65 2,799,347.26 0.56
151 to 180................ 2,007 104,618,820.27 20.92
181 to 210................ 31 1,539,178.97 0.31
211 to 240................ 4,050 254,281,569.99 50.86
241 to 270................ 11 976,383.65 0.20
271 to 300................ 803 46,736,694.94 9.35
301 to 330................ 6 357,370.34 0.07
331 to 360................ 715 67,224,004.54 13.44
----- --------------- ------
Total................. 8,467 $499,998,949.58 100.00%
===== =============== ======
Lien Position--Group II Fixed Rate Loans
% of Group II
Number of Fixed Rate Loans by
Loans Aggregate Principal Outstanding Principal
as of Cut- Balance Outstanding Balance as of
Position off Date as of Cut-off Date Cut-off Date
-------- ---------- ------------------- ---------------------
First..................... 4,663 $377,969,589.71 75.59%
Second.................... 3,732 119,644,835.09 23.93
Third..................... 72 2,384,524.78 0.48
----- --------------- ------
Total................. 8,467 $499,998,949.58 100.00%
===== =============== ======
8
<PAGE>
Combined Loan-to-Value Ratio--Group II Fixed Rate Loans
<TABLE>
<CAPTION>
% of Group II
Fixed Rate Loans by
Number of Aggregate Principal Outstanding
Loans as of Balance Outstanding Principal Balance
Combined Loan-to-Value Ratio Cut-off Date as of Cut-off Date as of Cut-off Date
---------------------------- ------------ ------------------- ---------------------
<S> <C> <C> <C>
5.001% to 10.000%......... 8 $ 113,803.24 0.02%
10.001% to 15.000%......... 17 379,756.32 0.08
15.001% to 20.000%......... 18 424,177.03 0.08
20.001% to 25.000%......... 18 495,671.00 0.10
25.001% to 30.000%......... 37 988,425.18 0.20
30.001% to 35.000%......... 36 1,126,008.46 0.23
35.001% to 40.000%......... 40 1,739,257.72 0.35
40.001% to 45.000%......... 36 1,384,587.67 0.28
45.001% to 50.000%......... 75 2,741,690.67 0.55
50.001% to 55.000%......... 82 3,560,444.08 0.71
55.001% to 60.000%......... 117 5,289,276.78 1.06
60.001% to 65.000%......... 184 8,419,433.96 1.68
65.001% to 70.000%......... 219 10,758,590.07 2.15
70.001% to 75.000%......... 377 18,593,949.92 3.72
75.001% to 80.000%......... 1,106 60,435,644.11 12.09
80.001% to 85.000%......... 620 37,888,248.51 7.58
85.001% to 90.000%......... 1,255 77,078,145.86 15.42
90.001% to 95.000%......... 1,779 118,145,801.69 23.63
95.001% to 100.000%......... 2,443 150,436,037.31 30.09
----- --------------- ------
Total................... 8,467 $499,998,949.58 100.00%
===== =============== ======
</TABLE>
9
<PAGE>
The tables below show additional characteristics of the adjustable rate loans.
Due to rounding, the percentages may not add to 100%.
Geographical Distribution of Mortgaged Properties--
Adjustable Rate Loans
<TABLE>
<CAPTION>
% of
Aggregate Principal Adjustable Rate Loans
Balance by Outstanding Principal
Number of Loans Outstanding as of Balance as of
as of Cut-off Date Cut-off Date Cut-off Date
------------------ ------------------- ------------------------
<S> <C> <C> <C>
Alabama................. 72 $ 6,358,049.29 3.03%
Arizona................. 38 4,940,922.97 2.35
Arkansas................ 1 254,792.02 0.12
California.............. 165 30,005,309.68 14.29
Colorado................ 60 9,903,651.32 4.72
Connecticut............. 4 459,233.31 0.22
Delaware................ 2 148,571.01 0.07
District Of Columbia.... 11 1,888,052.80 0.90
Florida................. 66 7,178,752.81 3.42
Georgia................. 86 9,704,616.37 4.62
Idaho................... 3 271,379.57 0.13
Illinois................ 99 12,244,765.89 5.83
Indiana................. 59 5,702,359.14 2.72
Iowa.................... 36 3,035,327.44 1.44
Kansas.................. 40 4,660,037.52 2.22
Kentucky................ 29 2,995,688.84 1.43
Louisiana............... 9 866,792.43 0.41
Maryland................ 81 13,880,154.38 6.61
Massachusetts........... 11 1,458,660.93 0.69
Michigan................ 51 5,158,960.44 2.46
Minnesota............... 23 3,392,595.76 1.62
Mississippi............. 16 1,294,506.46 0.62
Missouri................ 45 4,432,898.13 2.11
Montana................. 1 71,940.97 0.03
Nebraska................ 18 1,548,822.33 0.74
Nevada.................. 26 3,713,599.37 1.77
New Jersey.............. 12 1,889,310.04 0.90
New Mexico.............. 2 167,786.47 0.08
New York................ 8 1,066,283.63 0.51
North Carolina.......... 121 11,851,588.85 5.64
North Dakota............ 1 110,037.17 0.05
Ohio.................... 149 15,049,599.78 7.17
Oklahoma................ 3 434,128.16 0.21
Oregon.................. 15 2,195,943.88 1.05
Pennsylvania............ 38 3,191,223.47 1.52
Rhode Island............ 10 1,329,841.31 0.63
South Carolina.......... 73 6,281,033.34 2.99
South Dakota............ 1 62,937.51 0.03
Tennessee............... 40 4,412,717.28 2.10
Texas................... 43 5,618,925.90 2.68
Utah.................... 29 3,710,457.18 1.77
Virginia................ 63 10,611,212.22 5.05
Washington.............. 23 3,701,279.74 1.76
West Virginia........... 11 934,182.43 0.44
Wisconsin............... 17 1,678,518.66 0.80
Wyoming................. 1 115,779.37 0.05
----- --------------- ------
Total............... 1,712 $209,983,227.57 100.00%
===== =============== ======
</TABLE>
10
<PAGE>
Years of Origination--Adjustable Rate Loans
<TABLE>
<CAPTION>
% of
Adjustable Rate
Loans by
Aggregate Principal Outstanding Principal
Number of Loans Balance Outstanding Balance as of
Year of Origination as of Cut-off Date as of Cut-off Date Cut-off Date
------------------- ------------------ ------------------- ---------------------
<S> <C> <C> <C>
1998.................... 6 $ 629,300.30 0.30%
1999.................... 106 12,978,208.64 6.18
2000.................... 1,600 196,375,718.63 93.52
----- --------------- ------
Total............... 1,712 $209,983,227.57 100.00%
===== =============== ======
</TABLE>
Distribution of Original Loan Amounts--Adjustable Rate Loans
<TABLE>
<CAPTION>
% of
Adjustable Rate
Loans by
Aggregate Principal Outstanding Principal
Original Loan Amount Number of Loans Balance Outstanding Balance as of
(in Dollars) as of Cut-off Date as of Cut-off Date Cut-off Date
-------------------- ------------------ ------------------- -------------------------
<S> <C> <C> <C>
$ 20,000.00 to $ 29,999.99............ 10 $ 278,689.13 0.13%
$ 30,000.00 to $ 39,999.99............ 36 1,269,935.89 0.60
$ 40,000.00 to $ 49,999.99............ 68 3,068,411.98 1.46
$ 50,000.00 to $ 59,999.99............ 104 5,787,332.19 2.76
$ 60,000.00 to $ 69,999.99............ 133 8,610,457.16 4.10
$ 70,000.00 to $ 79,999.99............ 155 11,541,355.50 5.50
$ 80,000.00 to $ 89,999.99............ 119 10,001,813.84 4.76
$ 90,000.00 to $ 99,999.99............ 128 12,089,890.81 5.76
$100,000.00 to $109,999.99............ 121 12,679,092.40 6.04
$110,000.00 to $119,999.99............ 132 15,134,922.33 7.21
$120,000.00 to $129,999.99............ 90 11,230,655.59 5.35
$130,000.00 to $139,999.99............ 96 12,883,993.78 6.14
$140,000.00 to $149,999.99............ 75 10,872,685.13 5.18
$150,000.00 to $159,999.99............ 53 8,198,678.47 3.90
$160,000.00 to $169,999.99............ 55 9,021,320.01 4.30
$170,000.00 to $179,999.99............ 52 9,014,642.31 4.29
$180,000.00 to $189,999.99............ 27 5,004,782.21 2.38
$190,000.00 to $199,999.99............ 33 6,428,437.24 3.06
$200,000.00 to $209,999.99............ 25 5,111,397.61 2.43
$210,000.00 to $219,999.99............ 29 6,228,536.96 2.97
$220,000.00 to $229,999.99............ 28 6,285,788.82 2.99
$230,000.00 to $239,999.99............ 25 5,856,287.40 2.79
$240,000.00 to $249,999.99............ 20 4,900,674.02 2.33
$250,000.00 to $259,999.99............ 17 4,303,240.57 2.05
$260,000.00 to $269,999.99............ 13 3,438,342.98 1.64
$270,000.00 to $279,999.99............ 14 3,845,990.59 1.83
$280,000.00 to $289,999.99............ 9 2,578,518.08 1.23
$290,000.00 to $299,999.99............ 9 2,662,643.25 1.27
$300,000.00 to $309,999.99............ 13 3,951,625.60 1.88
$310,000.00 to $319,999.99............ 5 1,576,512.39 0.75
$320,000.00 to $329,999.99............ 5 1,625,951.88 0.77
$330,000.00 to $339,999.99............ 2 672,223.71 0.32
$340,000.00 to $349,999.99............ 4 1,380,705.20 0.66
$350,000.00 to $359,999.99............ 7 2,447,692.54 1.17
----- --------------- ------
Total............................. 1,712 $209,983,227.57 100.00%
===== =============== ======
</TABLE>
11
<PAGE>
Current Loan Rates--Adjustable Rate Loans
<TABLE>
<CAPTION>
% of
Aggregate Principal Adjustable Rate Loans by
Number of Loans Balance Outstanding Outstanding Principal
Range of Loan Rates as of Cut-off Date as of Cut-off Date Balance as of Cut-off Date
------------------- ------------------ ------------------- --------------------------
<S> <C> <C> <C>
8.000% to 8.999%.......... 144 $ 20,098,627.17 9.57%
9.000% to 9.999%.......... 751 101,231,125.80 48.21
10.000% to 10.999%.......... 502 58,828,620.21 28.02
11.000% to 11.999%.......... 212 21,633,917.89 10.30
12.000% to 12.999%.......... 83 6,646,454.52 3.17
13.000% to 13.999%.......... 19 1,493,135.08 0.71
14.000% to 14.999%.......... 1 51,346.90 0.02
----- --------------- ------
Total................... 1,712 $209,983,227.57 100.00%
===== =============== ======
</TABLE>
Remaining Months to Maturity--Adjustable Rate Loans
<TABLE>
<CAPTION>
% of
Months Remaining to Aggregate Principal Adjustable Rate Loans by
Scheduled Maturity Number of Loans Balance Outstanding Outstanding Principal
as of Cut-off Date as of Cut-off Date as of Cut-off Date Balance as of Cut-off Date
------------------- ------------------ ------------------- --------------------------
<S> <C> <C> <C>
151 to 180.................. 1 $ 45,291.36 0.02%
331 to 360.................. 1,711 209,937,936.21 99.98
----- --------------- ------
Total................... 1,712 $209,983,227.57 100.00%
===== =============== ======
</TABLE>
Combined Loan-to-Value Ratio--Adjustable Rate Loans
<TABLE>
<CAPTION>
% of
Aggregate Principal Adjustable Rate Loans by
Number of Loans Balance Outstanding Outstanding Principal
Combined Loan-to-Value Ratio as of Cut-off Date as of Cut-off Date Balance as of Cut-off Date
---------------------------- ------------------ ------------------- --------------------------
<S> <C> <C> <C>
30.001% to 35.000%......... 1 $ 42,071.70 0.02%
35.001% to 40.000%......... 1 29,461.19 0.01
40.001% to 45.000%......... 2 129,813.91 0.06
45.001% to 50.000%......... 3 419,379.87 0.20
55.001% to 60.000%......... 3 209,528.15 0.10
60.001% to 65.000%......... 10 828,150.23 0.39
65.001% to 70.000%......... 27 2,081,885.13 0.99
70.001% to 75.000%......... 47 5,184,590.74 2.47
75.001% to 80.000%......... 150 14,756,739.32 7.03
80.001% to 85.000%......... 159 16,855,495.77 8.03
85.001% to 90.000%......... 703 87,467,568.17 41.65
90.001% to 95.000%......... 544 75,030,330.98 35.73
95.001% to 100.000%......... 62 6,948,212.41 3.31
----- --------------- ------
Total................... 1,712 $209,983,227.57 100.00%
===== =============== ======
</TABLE>
12
<PAGE>
Month of Next Rate Adjustment--Adjustable Rate Loans
<TABLE>
<CAPTION>
% of
Aggregate Principal Adjustable Rate Loans by
Number of Loans Balance Outstanding Outstanding Principal
Month of Next Rate Adjustment as of Cut-off Date as of Cut-off Date Balance as of Cut-off Date
----------------------------- ------------------ ------------------- --------------------------
<S> <C> <C> <C>
November 2000............... 1 $ 93,151.67 0.04
December 2000............... 4 452,527.28 0.22
January 2001................ 1 83,621.35 0.04
February 2001............... 4 753,611.50 0.36
March 2001.................. 5 381,012.80 0.18
April 2001.................. 1 89,428.15 0.04
May 2001.................... 3 325,175.39 0.15
June 2001................... 5 886,566.50 0.42
July 2001................... 7 755,819.16 0.36
August 2001................. 6 785,150.47 0.37
September 2001.............. 9 1,435,983.16 0.68
October 2001................ 9 784,321.06 0.37
November 2001............... 17 2,065,793.33 0.98
December 2001............... 16 1,700,833.95 0.81
January 2002................ 22 2,782,735.32 1.33
February 2002............... 22 2,550,466.73 1.21
March 2002.................. 50 5,756,486.96 2.74
April 2002.................. 149 18,636,076.50 8.88
May 2002.................... 378 43,862,488.61 20.89
June 2002................... 501 65,631,226.12 31.26
July 2002................... 294 36,709,138.50 17.48
August 2002................. 92 10,353,989.66 4.93
September 2002.............. 29 3,633,622.85 1.73
October 2002................ 4 259,809.51 0.12
December 2002............... 2 167,160.78 0.08
January 2003................ 2 255,137.52 0.12
March 2003.................. 2 250,805.85 0.12
April 2003.................. 8 770,010.42 0.37
May 2003.................... 30 3,285,794.37 1.56
June 2003................... 21 2,263,467.84 1.08
July 2003................... 13 1,601,921.52 0.76
August 2003................. 5 619,892.74 0.30
----- --------------- ------
Total................... 1,712 $209,983,227.57 100.00%
===== =============== ======
</TABLE>
13
<PAGE>
Distribution of Gross Margin--Adjustable Rate Loans
<TABLE>
<CAPTION>
% of
Aggregate Principal Adjustable Rate Loans
Number of Loans Balance Outstanding by Outstanding Principal
Gross Margin as of Cut-off Date as of Cut-off Date Balance as of Cut-off Date
------------ ------------------ ------------------- --------------------------
<S> <C> <C> <C>
3.000% to 3.249%........ 1 $ 151,029.26 0.07%
3.750% to 3.999%........ 2 283,888.76 0.14
4.000% to 4.249%........ 10 1,581,230.38 0.75
4.250% to 4.499%........ 20 3,272,503.56 1.56
4.500% to 4.749%........ 49 6,948,121.47 3.31
4.750% to 4.999%........ 89 13,102,584.76 6.24
5.000% to 5.249%........ 120 15,969,398.20 7.60
5.250% to 5.499%........ 170 22,205,888.97 10.58
5.500% to 5.749%........ 218 30,618,027.19 14.58
5.750% to 5.999%........ 209 27,511,384.03 13.10
6.000% to 6.249%........ 154 17,425,870.42 8.30
6.250% to 6.499%........ 155 16,995,579.00 8.09
6.500% to 6.749%........ 129 14,385,957.58 6.85
6.750% to 6.999%........ 127 15,118,815.91 7.20
7.000% to 7.249%........ 72 6,993,901.55 3.33
7.250% to 7.499%........ 52 5,193,795.45 2.47
7.500% to 7.749%........ 38 4,087,940.55 1.95
7.750% to 7.999%........ 43 3,852,600.50 1.83
8.000% to 8.249%........ 19 1,610,230.80 0.77
8.250% to 8.499%........ 12 1,056,711.57 0.50
8.500% to 8.749%........ 13 815,581.17 0.39
8.750% to 8.999%........ 6 455,495.02 0.22
9.000% to 9.249%........ 4 346,691.47 0.17
----- --------------- ------
Total............... 1,712 $209,983,227.57 100.00%
===== =============== ======
</TABLE>
14
<PAGE>
Maximum Loan Rates--Adjustable Rate Loans
<TABLE>
<CAPTION>
% of
Number of Loans Aggregate Principal Adjustable Rate Loans by
as of Cut-off Balance Outstanding Outstanding Principal
Maximum Loan Rates Date as of Cut-off Date Balance as of Cut-off Date
------------------ --------------- ------------------- --------------------------
<S> <C> <C> <C>
12.500% to 12.749%...... 1 $ 123,215.40 0.06
13.250% to 13.499%...... 1 162,787.95 0.08
14.250% to 14.499%...... 3 384,643.56 0.18
14.500% to 14.749%...... 13 2,087,363.07 0.99
14.750% to 14.999%...... 103 14,298,637.32 6.81
15.000% to 15.249%...... 29 3,417,457.35 1.63
15.250% to 15.499%...... 161 20,912,402.23 9.96
15.500% to 15.749%...... 128 16,421,011.40 7.82
15.750% to 15.999%...... 264 34,372,514.58 16.37
16.000% to 16.249%...... 59 6,801,929.69 3.24
16.250% to 16.499%...... 131 16,774,878.71 7.99
16.500% to 16.749%...... 103 13,146,492.88 6.26
16.750% to 16.999%...... 270 34,442,067.66 16.40
17.000% to 17.249%...... 51 5,428,629.35 2.59
17.250% to 17.499%...... 70 8,006,713.83 3.81
17.500% to 17.749%...... 62 7,400,249.62 3.52
17.750% to 17.999%...... 103 11,999,119.38 5.71
18.000% to 18.249%...... 21 1,883,606.36 0.90
18.250% to 18.499%...... 32 2,765,741.70 1.32
18.500% to 18.749%...... 28 2,602,779.61 1.24
18.750% to 18.999%...... 25 2,226,592.22 1.06
19.000% to 19.249%...... 9 721,629.88 0.34
19.250% to 19.499%...... 5 541,424.53 0.26
19.500% to 19.749%...... 17 1,193,025.47 0.57
19.750% to 19.999%...... 12 896,721.94 0.43
20.000% to 20.249%...... 2 164,221.95 0.08
20.250% to 20.499%...... 2 307,120.97 0.15
20.500% to 20.749%...... 3 107,109.62 0.05
20.750% to 20.999%...... 2 176,854.66 0.08
21.500% to 21.749%...... 1 135,792.52 0.06
24.000% to 24.249%...... 1 80,492.16 0.04
----- --------------- ------
Total............... 1,712 $209,983,227.57 100.00%
===== =============== ======
</TABLE>
15
<PAGE>
Minimum Loan Rates--Adjustable Rate Loans
<TABLE>
<CAPTION>
% of
Number of Loans Aggregate Principal Adjustable Rate Loans by
as of Cut-off Balance Outstanding Outstanding Principal
Minimum Loan Rates Date as of Cut-off Date Balance as of Cut-off Date
------------------ --------------- ------------------- --------------------------
<S> <C> <C> <C>
3.750% to 3.999%...... 1 $ 148,319.06 0.07%
4.000% to 4.249%...... 2 417,237.90 0.20
4.250% to 4.499%...... 14 2,388,616.89 1.14
4.500% to 4.749%...... 36 4,944,081.74 2.35
4.750% to 4.999%...... 40 5,606,565.62 2.67
5.000% to 5.249%...... 60 7,468,562.48 3.56
5.250% to 5.499%...... 66 8,381,165.45 3.99
5.500% to 5.749%...... 102 14,628,209.83 6.97
5.750% to 5.999%...... 96 11,646,859.91 5.55
6.000% to 6.249%...... 69 7,556,173.47 3.60
6.250% to 6.499%...... 54 5,676,313.50 2.70
6.500% to 6.749%...... 63 6,459,625.84 3.08
6.750% to 6.999%...... 60 7,232,361.60 3.44
7.000% to 7.249%...... 33 3,535,045.39 1.68
7.250% to 7.499%...... 32 3,311,332.40 1.58
7.500% to 7.749%...... 18 2,323,693.49 1.11
7.750% to 7.999%...... 17 1,663,084.67 0.79
8.000% to 8.249%...... 15 1,112,723.50 0.53
8.250% to 8.499%...... 8 828,206.44 0.39
8.500% to 8.749%...... 10 1,055,223.43 0.50
8.750% to 8.999%...... 60 8,001,801.05 3.81
9.000% to 9.249%...... 33 4,685,314.53 2.23
9.250% to 9.499%...... 97 12,786,231.94 6.09
9.500% to 9.749%...... 103 13,591,850.87 6.47
9.750% to 9.999%...... 196 27,387,750.27 13.04
10.000% to 10.249%...... 35 3,920,593.01 1.87
10.250% to 10.499%...... 77 10,450,044.22 4.98
10.500% to 10.749%...... 58 7,311,474.41 3.48
10.750% to 10.999%...... 105 11,483,257.95 5.47
11.000% to 11.249%...... 20 2,022,294.32 0.96
11.250% to 11.499%...... 34 2,937,208.68 1.40
11.500% to 11.749%...... 27 2,974,247.07 1.42
11.750% to 11.999%...... 23 2,245,384.15 1.07
12.000% to 12.249%...... 6 671,640.75 0.32
12.250% to 12.499%...... 13 928,593.82 0.44
12.500% to 12.749%...... 14 1,090,798.57 0.52
12.750% to 12.999%...... 5 366,635.94 0.17
13.000% to 13.249%...... 4 313,941.70 0.15
13.250% to 13.499%...... 2 131,207.44 0.06
13.500% to 13.749%...... 2 131,352.71 0.06
13.750% to 13.999%...... 1 116,854.66 0.06
14.000% to 14.249%...... 1 51,346.90 0.02
----- --------------- ------
Total................. 1,712 $209,983,227.57 100.00%
===== =============== ======
</TABLE>
16
