0001136999-01-500262.txt : 20011009
0001136999-01-500262.hdr.sgml : 20011009
ACCESSION NUMBER: 0001136999-01-500262
CONFORMED SUBMISSION TYPE: 8-K
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20010901
ITEM INFORMATION: Financial statements and exhibits
FILED AS OF DATE: 20010927
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: IMH ASSETS CORP IMPAC CMB TRUST SERIES 1999-1
CENTRAL INDEX KEY: 0001080699
STANDARD INDUSTRIAL CLASSIFICATION: MORTGAGE BANKERS & LOAN CORRESPONDENTS [6162]
IRS NUMBER: 330705301
STATE OF INCORPORATION: CA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 8-K
SEC ACT: 1934 Act
SEC FILE NUMBER: 333-60707-01
FILM NUMBER: 1745625
BUSINESS ADDRESS:
STREET 1: 20371 IRVINE AVE
STREET 2: SUITE 200
CITY: SANTA ANA HEIGHTS
STATE: CA
ZIP: 92707
BUSINESS PHONE: 7145560122
MAIL ADDRESS:
STREET 1: 20371 IRVINE AVENUE
STREET 2: SUITE 200
CITY: SANTA ANA HEIGHTS
STATE: CA
ZIP: 92707
8-K
1
imh9901_200109.htm
MONTHLY DISTRIBUTION STATEMENT
ABN AMRO
LaSalle Bank N.A.
Administrator:
Ann Kelly (800) 246-5761
135 S. LaSalle Street Suite 1625
Chicago, IL 60603-4159
IMH Assets Corp.
Impac Funding Corporation as Master Servicer
Impac CMB Trust Series 1999-1
Collateralized Asset-Backed Bonds, Serices 1999-1
ABN AMRO Acct: 67-8103-90-4
Number Of Pages
Table Of Contents 1
Certificate Report 1
Other Related Information 5
Asset Backed Facts Sheets 3
Total Pages Included In This Pa 10
Realized Loss Detail Appendix C
Information is available for this issue from the
following sources
LaSalle Web Site www.etrustee.net
Monthly Data File Name: IMH99001_200109_3.EXE
Statement Date 09/25/01
Payment Date: 09/25/01
Prior Payment: 08/27/01
Record Date: 08/31/01
WAC: 11.85%
WAMM: 231
Original Opening 0
Class Face Value (1) Balance
CUSIP Per $1,000 Per $1,000
A-1 121,203,862.00 23,781,461.28
45254NAX5 1000.000000000 196.210425044
A-2 64,875,807.00 21,932,219.67
45254NAY3 1000.000000000 338.064691357
Trust Certific 0.00 0.00
9ABSC196 1000.000000000 0.000000000
186,079,669.00 45,713,680.95
Notes: (1) N denotes notional balance not included in total
(2) Interest Paid minus Interest Adjustment minus
Deferred Interest equals Accrual
(3) Estimated
Principal Principal Negative
Class Payment Adj. or Loss Amortization
CUSIP Per $1,000 Per $1,000 Per $1,000
A-1 3,638,678.16 0.00 0.00
45254NAX5 30.021140415 0.000000000 0.000000000
A-2 1,529,495.11 0.00 0.00
45254NAY3 23.575739258 0.000000000 0.000000000
Trust Certific 0.00 0.00 0.00
9ABSC196 0.000000000 0.000000000 0.000000000
0.00 0.00 0.00
0.000000000 0.000000000 0.000000000
0.00 0.00 0.00
0.000000000 0.000000000 0.000000000
0.00 0.00 0.00
0.000000000 0.000000000 0.000000000
5,168,173.27 0.00 0.00
Closing Interest Interest
Class Balance Payment Adjustment
CUSIP Per $1,000 Per $1,000 Per $1,000
A-1 20,142,783.12 76,246.01 0.00
45254NAX5 166.189284629 0.629072447 0.000000000
A-2 20,402,724.56 74,380.69 0.00
45254NAY3 314.488952099 1.146508898 0.000000000
Trust Certific 0.00 185,994.92 0.00
9ABSC196 0.000000000 0.999544555 0.000000000
0.00 0.00 0.00
0.000000000 0.000000000
0.00 0.00 0.00
0.000000000 0.000000000
0.00 0.00 0.00
0.000000000 0.000000000
40,545,507.68 336,621.62 0.00
Total P&I Payment 5,504,794.89
Pass-Through
Class Rate (2)
CUSIP Next Rate (3)
A-1 3.98000000%
45254NAX5 3.06125000%
A-2 4.21000000%
45254NAY3 3.29125000%
Trust Certificate
9ABSC196
Asset Backed Facts - Pool Total
Distributi Delinq 1 Month Delinq 2 Months
Date # Balance #
09/25/01 58 3,207,451 16
5.27% 5.297% 1.45%
08/27/01 40 2,171,548 18
3.50% 3.371% 1.57%
07/25/01 54 3,010,011 16
4.49% 4.375% 1.33%
06/25/01 99 12,270,410 74
7.84% 16.591% 5.86%
05/25/01 85 4,997,971 33
6.41% 6.304% 2.49%
04/25/01 101 5,639,969 29
7.21% 6.488% 2.07%
03/26/01 55 4,038,145 19
3.72% 4.187% 1.28%
02/26/01 51 3,772,204 30
3.28% 3.524% 1.93%
01/25/01 97 6,091,424 29
5.99% 5.242% 1.79%
12/26/00 53 4,171,050 23
3.15% 3.408% 1.37%
11/27/00 60 3,739,364 22
3.45% 2.913% 1.27%
10/25/00 123 7,076,693 33
6.95% 5.411% 1.86%
09/25/00 130 6,974,816 25
7.16% 5.194% 1.38%
08/25/00 119 6,320,983 29
6.41% 4.613% 1.56%
07/25/00 129 6,869,367 24
6.79% 4.890% 1.26%
06/26/00 111 6,747,442 28
5.69% 4.637% 1.44%
Distribution Delinq 3+ Months
Date Balance # Balance
09/25/01 631,058 22 1,190,254
1.042% 2.00% 1.966%
08/27/01 1,168,297 34 1,891,786
1.814% 2.97% 2.937%
07/25/01 650,402 44 2,737,810
0.945% 3.65% 3.979%
06/25/01 3,446,632 64 2,754,067
4.660% 5.07% 3.724%
05/25/01 1,897,084 50 3,226,035
2.393% 3.77% 4.069%
04/25/01 2,319,284 43 1,657,759
2.668% 3.07% 1.907%
03/26/01 1,323,692 45 1,510,231
1.372% 3.04% 1.566%
02/26/01 1,303,357 47 1,918,223
1.218% 3.02% 1.792%
01/25/01 2,508,637 44 2,241,766
2.159% 2.72% 1.929%
12/26/00 1,459,127 59 3,536,689
1.192% 3.51% 2.889%
11/27/00 880,209 39 1,751,753
0.686% 2.25% 1.365%
10/25/00 2,015,609 45 3,262,392
1.541% 2.54% 2.495%
09/25/00 1,184,018 41 3,138,293
0.882% 2.26% 2.337%
08/25/00 2,325,380 37 2,857,620
1.697% 1.99% 2.085%
07/25/00 1,530,005 41 2,881,957
1.089% 2.16% 2.052%
06/26/00 2,215,457 41 2,617,355
1.523% 2.10% 1.799%
Distributi Foreclosure/Bankruptcy REO
Date # Balance #
09/25/01 52 2,380,599 3
4.72% 3.931% 0.27%
08/27/01 49 4,282,071 4
4.29% 6.647% 0.35%
07/25/01 65 4,056,156 4
5.40% 5.896% 0.33%
06/25/01 57 3,199,818 5
4.51% 4.327% 0.40%
05/25/01 58 3,234,380 3
4.37% 4.080% 0.23%
04/25/01 66 3,628,029 4
4.71% 4.174% 0.29%
03/26/01 67 3,761,518 3
4.53% 3.900% 0.20%
02/26/01 73 3,937,325 2
4.70% 3.678% 0.13%
01/25/01 76 3,996,388 2
4.69% 3.439% 0.12%
12/26/00 76 3,890,755 2
4.52% 3.179% 0.12%
11/27/00 87 4,940,837 1
5.01% 3.849% 0.06%
10/25/00 11 625,521 0
0.62% 0.478% 0.00%
09/25/00 12 653,335 0
0.66% 0.486% 0.00%
08/25/00 13 688,075 1
0.70% 0.502% 0.05%
07/25/00 15 768,907 1
0.79% 0.547% 0.05%
06/26/00 18 936,367 1
0.92% 0.644% 0.05%
Distribution Modifications
Date Balance # Balance
09/25/01 355,718 0 0
0.587% 0.00% 0.000%
08/27/01 142,343 0 0
0.221% 0.00% 0.000%
07/25/01 445,576 0 0
0.648% 0.00% 0.000%
06/25/01 717,369 0 0
0.970% 0.00% 0.000%
05/25/01 569,714 0 0
0.719% 0.00% 0.000%
04/25/01 635,143 0 0
0.731% 0.00% 0.000%
03/26/01 445,579 0 0
0.462% 0.00% 0.000%
02/26/01 308,764 0 0
0.288% 0.00% 0.000%
01/25/01 308,920 0 0
0.266% 0.00% 0.000%
12/26/00 332,029 0 0
0.271% 0.00% 0.000%
11/27/00 182,096 0 0
0.142% 0.00% 0.000%
10/25/00 0 0 0
0.000% 0.00% 0.000%
09/25/00 0 0 0
0.000% 0.00% 0.000%
08/25/00 148,351 0 0
0.108% 0.00% 0.000%
07/25/00 148,455 0 0
0.106% 0.00% 0.000%
06/26/00 148,559 0 0
0.102% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date # Balance Coupon
09/25/01 57 4,918,216 11.8501%
5.18% 8.122% 0.00%
08/27/01 42 3,663,005 11.7905%
3.67% 5.686% 0.00%
07/25/01 61 4,233,125 11.8638%
5.07% 6.153% 0.00%
06/25/01 59 5,019,050 11.9599%
4.67% 6.786% 0.00%
05/25/01 64 5,197,849 12.0421%
4.82% 6.556% 0.00%
04/25/01 73 7,494,710 11.9621%
5.21% 8.622% 0.00%
03/26/01 80 9,367,087 11.8520%
5.41% 9.712% 0.00%
02/26/01 74 10,431,013 11.6482%
4.76% 9.745% 0.00%
01/25/01 65 9,004,607 11.1764%
4.01% 7.750% 0.00%
12/26/00 63 6,007,046 10.5481%
3.75% 4.908% 0.00%
11/27/00 55 5,761,335 10.1336%
3.17% 4.488% 0.00%
10/25/00 33 2,217,733 10.0607%
1.86% 1.696% 0.00%
09/25/00 45 3,325,227 10.0734%
2.48% 2.476% 0.00%
08/25/00 42 2,526,642 10.0879%
2.26% 1.844% 0.00%
07/25/00 42 3,220,775 10.0714%
2.21% 2.293% 0.00%
06/26/00 51 4,807,917 10.0142%
2.62% 3.304% 0.00%
Distribution
Date Remit
09/25/01 11.0584%
0.000%
08/27/01 10.9962%
0.000%
07/25/01 11.0705%
0.000%
06/25/01 11.1574%
0.000%
05/25/01 11.2354%
0.000%
04/25/01 11.1478%
0.000%
03/26/01 11.0287%
0.000%
02/26/01 10.8092%
0.000%
01/25/01 10.3354%
0.000%
12/26/00 9.7103%
0.000%
11/27/00 9.2977%
0.000%
10/25/00 9.2259%
0.000%
09/25/00 9.2387%
0.000%
08/25/00 9.2536%
0.000%
07/25/00 9.2390%
0.000%
06/26/00 9.1833%
0.000%
Asset Backed Facts - Group 1 Total
Distributi Delinq 1 Month Delinq 2 Months
Date # Balance #
09/25/01 9 1,587,633 1
5.88% 5.975% 0.65%
08/27/01 8 1,045,954 4
4.79% 3.573% 2.40%
07/25/01 12 1,596,032 1
6.49% 4.967% 0.54%
06/25/01 56 10,362,500 7
27.45% 28.937% 3.43%
05/25/01 15 2,629,073 5
6.70% 6.679% 2.23%
04/25/01 17 2,669,803 9
6.64% 5.888% 3.52%
03/26/01 14 2,361,282 6
4.71% 4.426% 2.02%
02/26/01 16 2,784,552 2
4.68% 4.438% 0.58%
01/25/01 19 3,407,420 9
5.03% 4.819% 2.38%
12/26/00 15 2,969,960 4
3.68% 3.921% 0.98%
11/27/00 11 2,085,740 1
2.54% 2.590% 0.23%
10/25/00 20 3,656,641 7
4.52% 4.458% 1.58%
09/25/00 20 3,394,243 2
4.42% 4.033% 0.44%
08/25/00 18 3,014,391 8
3.90% 3.519% 1.74%
07/25/00 19 3,113,343 5
4.02% 3.541% 1.06%
06/26/00 19 3,400,083 8
3.88% 3.708% 1.63%
Distribution Delinq 3+ Months
Date Balance # Balance
09/25/01 69,982 3 474,325
0.263% 1.96% 1.785%
08/27/01 746,233 6 827,008
2.549% 3.59% 2.825%
07/25/01 78,393 10 1,563,337
0.244% 5.41% 4.865%
06/25/01 1,078,473 4 672,198
3.012% 1.96% 1.877%
05/25/01 857,708 13 2,020,387
2.179% 5.80% 5.133%
04/25/01 1,500,042 3 438,681
3.308% 1.17% 0.968%
03/26/01 940,819 1 97,659
1.763% 0.34% 0.183%
02/26/01 376,273 3 447,043
0.600% 0.88% 0.713%
01/25/01 1,702,828 6 991,682
2.408% 1.59% 1.403%
12/26/00 786,046 12 1,953,247
1.038% 2.94% 2.579%
11/27/00 192,973 3 474,188
0.240% 0.69% 0.589%
10/25/00 1,173,681 11 1,908,681
1.431% 2.49% 2.327%
09/25/00 368,866 11 1,960,467
0.438% 2.43% 2.329%
08/25/00 1,461,617 11 1,908,219
1.706% 2.39% 2.227%
07/25/00 862,574 9 1,628,212
0.981% 1.90% 1.852%
06/26/00 1,424,686 8 1,455,476
1.554% 1.63% 1.587%
Distributi Foreclosure/Bankruptcy REO
Date # Balance #
09/25/01 6 731,988 2
3.92% 2.755% 1.31%
08/27/01 13 3,042,799 0
7.78% 10.395% 0.00%
07/25/01 13 2,143,793 1
7.03% 6.672% 0.54%
06/25/01 8 1,410,511 5
3.92% 3.939% 2.45%
05/25/01 9 1,491,017 3
4.02% 3.788% 1.34%
04/25/01 10 1,654,961 4
3.91% 3.650% 1.56%
03/26/01 11 1,830,543 3
3.70% 3.431% 1.01%
02/26/01 11 1,761,116 2
3.22% 2.807% 0.58%
01/25/01 10 1,664,011 2
2.65% 2.354% 0.53%
12/26/00 5 818,640 0
1.23% 1.081% 0.00%
11/27/00 14 2,382,513 1
3.23% 2.959% 0.23%
10/25/00 3 308,146 0
0.68% 0.376% 0.00%
09/25/00 3 308,323 0
0.66% 0.366% 0.00%
08/25/00 3 308,498 1
0.65% 0.360% 0.22%
07/25/00 3 308,673 1
0.63% 0.351% 0.21%
06/26/00 4 421,252 1
0.82% 0.459% 0.20%
Distribution Modifications
Date Balance # Balance
09/25/01 318,897 0 0
1.200% 0.00% 0.000%
08/27/01 0 0 0
0.000% 0.00% 0.000%
07/25/01 278,349 0 0
0.866% 0.00% 0.000%
06/25/01 717,369 0 0
2.003% 0.00% 0.000%
05/25/01 569,714 0 0
1.447% 0.00% 0.000%
04/25/01 635,143 0 0
1.401% 0.00% 0.000%
03/26/01 445,579 0 0
0.835% 0.00% 0.000%
02/26/01 308,764 0 0
0.492% 0.00% 0.000%
01/25/01 308,920 0 0
0.437% 0.00% 0.000%
12/26/00 0 0 0
0.000% 0.00% 0.000%
11/27/00 182,096 0 0
0.226% 0.00% 0.000%
10/25/00 0 0 0
0.000% 0.00% 0.000%
09/25/00 0 0 0
0.000% 0.00% 0.000%
08/25/00 148,351 0 0
0.173% 0.00% 0.000%
07/25/00 148,455 0 0
0.169% 0.00% 0.000%
06/26/00 148,559 0 0
0.162% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date # Balance Coupon
09/25/01 16 3,485,112 9.1967%
10.46% 13.116% 0.00%
08/27/01 14 2,589,134 9.2255%
8.38% 8.846% 0.00%
07/25/01 18 2,840,990 9.5088%
9.73% 8.842% 0.00%
06/25/01 19 3,644,149 9.8694%
9.31% 10.176% 0.00%
05/25/01 20 3,530,384 10.1306%
8.93% 8.969% 0.00%
04/25/01 32 5,951,654 10.1690%
12.50% 13.126% 0.00%
03/26/01 41 7,988,278 10.1861%
13.80% 14.972% 0.00%
02/26/01 45 9,347,920 10.0533%
13.16% 14.899% 0.00%
01/25/01 36 7,914,822 9.4200%
9.52% 11.195% 0.00%
12/26/00 30 4,979,238 8.4800%
7.35% 6.574% 0.00%
11/27/00 25 4,713,936 7.8898%
5.77% 5.854% 0.00%
10/25/00 9 1,411,942 7.7725%
2.04% 1.722% 0.00%
09/25/00 10 2,063,990 7.7876%
2.21% 2.453% 0.00%
08/25/00 9 1,435,243 7.7927%
1.95% 1.675% 0.00%
07/25/00 12 2,178,352 7.7736%
2.54% 2.477% 0.00%
06/26/00 17 3,690,436 7.7271%
3.47% 4.024% 0.00%
Distribution
Date Remit
09/25/01 8.3700%
0.000%
08/27/01 8.3950%
0.000%
07/25/01 8.6823%
0.000%
06/25/01 9.0261%
0.000%
05/25/01 9.2808%
0.000%
04/25/01 9.3088%
0.000%
03/26/01 9.3150%
0.000%
02/26/01 9.1615%
0.000%
01/25/01 8.5297%
0.000%
12/26/00 7.5968%
0.000%
11/27/00 7.0113%
0.000%
10/25/00 6.8957%
0.000%
09/25/00 6.9108%
0.000%
08/25/00 6.9165%
0.000%
07/25/00 6.9004%
0.000%
06/26/00 6.8571%
0.000%
Asset Backed Facts - Group 2 Total
Distributi Delinq 1 Month Delinq 2 Months
Date # Balance #
09/25/01 49 1,619,818 15
5.17% 4.767% 1.58%
08/27/01 32 1,125,594 14
3.28% 3.202% 1.43%
07/25/01 42 1,413,978 15
4.12% 3.856% 1.47%
06/25/01 43 1,907,910 67
4.06% 5.002% 6.33%
05/25/01 70 2,368,898 28
6.35% 5.935% 2.54%
04/25/01 84 2,970,167 20
7.34% 7.143% 1.75%
03/26/01 41 1,676,863 13
3.47% 3.891% 1.10%
02/26/01 35 987,653 28
2.89% 2.230% 2.31%
01/25/01 78 2,684,004 20
6.29% 5.900% 1.61%
12/26/00 38 1,201,090 19
2.98% 2.574% 1.49%
11/27/00 49 1,653,624 21
3.76% 3.457% 1.61%
10/25/00 103 3,420,053 26
7.76% 7.015% 1.96%
09/25/00 110 3,580,573 23
8.07% 7.142% 1.69%
08/25/00 101 3,306,592 21
7.23% 6.438% 1.50%
07/25/00 110 3,756,023 19
7.71% 7.150% 1.33%
06/26/00 92 3,347,359 20
6.30% 6.222% 1.37%
Distribution Delinq 3+ Months
Date Balance # Balance
09/25/01 561,076 19 715,928
1.651% 2.00% 2.107%
08/27/01 422,064 28 1,064,778
1.201% 2.87% 3.029%
07/25/01 572,009 34 1,174,473
1.560% 3.34% 3.203%
06/25/01 2,368,159 60 2,081,869
6.208% 5.67% 5.458%
05/25/01 1,039,376 37 1,205,648
2.604% 3.35% 3.020%
04/25/01 819,241 40 1,219,078
1.970% 3.50% 2.932%
03/26/01 382,873 44 1,412,572
0.889% 3.72% 3.278%
02/26/01 927,084 44 1,471,181
2.093% 3.63% 3.321%
01/25/01 805,808 38 1,250,084
1.771% 3.06% 2.748%
12/26/00 673,081 47 1,583,442
1.443% 3.69% 3.394%
11/27/00 687,237 36 1,277,565
1.437% 2.76% 2.671%
10/25/00 841,929 34 1,353,711
1.727% 2.56% 2.777%
09/25/00 815,152 30 1,177,826
1.626% 2.20% 2.349%
08/25/00 863,764 26 949,401
1.682% 1.86% 1.848%
07/25/00 667,431 32 1,253,745
1.270% 2.24% 2.387%
06/26/00 790,771 33 1,161,879
1.470% 2.26% 2.160%
Distributi Foreclosure/Bankruptcy REO
Date # Balance #
09/25/01 46 1,648,611 1
4.85% 4.851% 0.11%
08/27/01 36 1,239,271 4
3.69% 3.526% 0.41%
07/25/01 52 1,912,363 3
5.10% 5.215% 0.29%
06/25/01 49 1,789,307 0
4.63% 4.691% 0.00%
05/25/01 49 1,743,363 0
4.44% 4.368% 0.00%
04/25/01 56 1,973,068 0
4.90% 4.745% 0.00%
03/26/01 56 1,930,975 0
4.73% 4.481% 0.00%
02/26/01 62 2,176,209 0
5.12% 4.913% 0.00%
01/25/01 66 2,332,378 0
5.32% 5.127% 0.00%
12/26/00 72 2,517,516 0
5.65% 5.396% 0.00%
11/27/00 73 2,558,324 0
5.60% 5.349% 0.00%
10/25/00 8 317,374 0
0.60% 0.651% 0.00%
09/25/00 9 345,012 0
0.66% 0.688% 0.00%
08/25/00 10 379,577 0
0.72% 0.739% 0.00%
07/25/00 12 460,235 0
0.84% 0.876% 0.00%
06/26/00 14 515,115 0
0.96% 0.957% 0.00%
Distribution Modifications
Date Balance # Balance
09/25/01 36,821 0 0
0.108% 0.00% 0.000%
08/27/01 142,343 0 0
0.405% 0.00% 0.000%
07/25/01 167,227 0 0
0.456% 0.00% 0.000%
06/25/01 0 0 0
0.000% 0.00% 0.000%
05/25/01 0 0 0
0.000% 0.00% 0.000%
04/25/01 0 0 0
0.000% 0.00% 0.000%
03/26/01 0 0 0
0.000% 0.00% 0.000%
02/26/01 0 0 0
0.000% 0.00% 0.000%
01/25/01 0 0 0
0.000% 0.00% 0.000%
12/26/00 0 0 0
0.000% 0.00% 0.000%
11/27/00 0 0 0
0.000% 0.00% 0.000%
10/25/00 0 0 0
0.000% 0.00% 0.000%
09/25/00 0 0 0
0.000% 0.00% 0.000%
08/25/00 0 0 0
0.000% 0.00% 0.000%
07/25/00 0 0 0
0.000% 0.00% 0.000%
06/26/00 0 0 0
0.000% 0.00% 0.000%
Distributi Prepayments Curr Weighted Avg.
Date # Balance Coupon
09/25/01 41 1,433,104 13.9248%
4.32% 4.217% 0.00%
08/27/01 28 1,073,871 13.9266%
2.87% 3.055% 0.00%
07/25/01 43 1,392,134 13.9275%
4.22% 3.797% 0.00%
06/25/01 40 1,374,901 13.9225%
3.78% 3.604% 0.00%
05/25/01 44 1,667,465 13.9271%
3.99% 4.177% 0.00%
04/25/01 41 1,543,056 13.9172%
3.58% 3.711% 0.00%
03/26/01 39 1,378,809 13.9148%
3.30% 3.200% 0.00%
02/26/01 29 1,083,093 13.9073%
2.39% 2.445% 0.00%
01/25/01 29 1,089,785 13.9061%
2.34% 2.396% 0.00%
12/26/00 33 1,027,808 13.9053%
2.59% 2.203% 0.00%
11/27/00 30 1,047,399 13.9112%
2.30% 2.190% 0.00%
10/25/00 24 805,791 13.9100%
1.81% 1.653% 0.00%
09/25/00 35 1,261,236 13.9105%
2.57% 2.516% 0.00%
08/25/00 33 1,091,399 13.9161%
2.36% 2.125% 0.00%
07/25/00 30 1,042,423 13.9176%
2.10% 1.984% 0.00%
06/26/00 34 1,117,481 13.9125%
2.33% 2.077% 0.00%
Distribution
Date Remit
09/25/01 13.1606%
0.000%
08/27/01 13.1624%
0.000%
07/25/01 13.1633%
0.000%
06/25/01 13.1583%
0.000%
05/25/01 13.1629%
0.000%
04/25/01 13.1530%
0.000%
03/26/01 13.1506%
0.000%
02/26/01 13.1431%
0.000%
01/25/01 13.1419%
0.000%
12/26/00 13.1411%
0.000%
11/27/00 13.1470%
0.000%
10/25/00 13.1458%
0.000%
09/25/00 13.1463%
0.000%
08/25/00 13.1519%
0.000%
07/25/00 13.1534%
0.000%
06/26/00 13.1483%
0.000%
01/00/00
Realized Loss Detail
Dist. Disclosure Appraisal Appraisal
Date Control # Date Value
06/25/99 1100183657NA NA
06/25/99 1800000233NA NA
05/25/99 1100160647NA NA
05/25/99 1800017515NA NA
07/26/99 1800017772NA NA
07/26/99 1800015953NA NA
08/25/99 1800015964NA NA
09/27/99 1100171074NA NA
09/27/99 1800000768NA NA
10/25/99 1800017859NA NA
10/25/99 1800015215NA NA
11/26/99 1800004813NA NA
01/25/00 1100195365NA NA
01/25/00 1900000475NA NA
01/25/00 1800003449NA NA
01/25/00 1800007381NA NA
01/25/00 1800015493NA NA
01/25/00 1800018674NA NA
01/25/00 1800008131NA NA
01/25/00 1800017480NA NA
02/25/00 1100160302NA NA
02/25/00 1100161274NA NA
02/25/00 1100164553NA NA
02/25/00 1100164558NA NA
02/25/00 1100164610NA NA
02/25/00 1100169869NA NA
02/25/00 1100170356NA NA
02/25/00 1100170566NA NA
02/25/00 1100170825NA NA
02/25/00 1100181479NA NA
Current Total
Cumulative
Aggregate liquidation expenses also include outstanding
P&I advances and unpaid servicing fees, unpaid trustee
fees, etc..
Beginning Gross Proceeds
Dist. Scheduled Gross as a % of
Date Balance Proceeds Sched Principal
06/25/99 25,000.00 26,506.10 106.024%
06/25/99 30,426.55 0.00 0.000%
05/25/99 49,887.46 21,864.25 43.827%
05/25/99 43,851.26 58,776.95 0.000%
07/26/99 62,903.81 0.00 0.000%
07/26/99 47,261.60 0.00 0.000%
08/25/99 32,594.08 2,014.32 6.180%
09/27/99 49,777.41 44,393.52 89.184%
09/27/99 26,020.04 24,339.56 93.542%
10/25/99 43,453.52 0.00 0.000%
10/25/99 54,226.18 0.00 0.000%
11/26/99 26,695.74 4,668.00 17.486%
01/25/00 50,240.79 2,663.79 5.302%
01/25/00 52,935.26 0.00 0.000%
01/25/00 16,626.72 0.00 0.000%
01/25/00 51,445.17 0.00 0.000%
01/25/00 22,956.00 0.00 0.000%
01/25/00 49,394.62 0.00 0.000%
01/25/00 21,461.75 10,124.28 47.174%
01/25/00 33,611.82 22,686.77 67.496%
02/25/00 28,647.63 0.00 0.000%
02/25/00 47,739.70 0.00 0.000%
02/25/00 24,483.39 4,496.75 18.367%
02/25/00 56,866.06 0.00 0.000%
02/25/00 59,705.90 7,888.89 13.213%
02/25/00 39,823.26 0.00 0.000%
02/25/00 65,565.22 0.00 0.000%
02/25/00 16,508.94 0.00 0.000%
02/25/00 29,613.71 0.00 0.000%
02/25/00 99,311.65 0.00 0.000%
Current Total 0.00
Cumulative 0.00
Aggregate Net Net Proceeds
Dist. Liquidation Liquidation as a % of
Date Expenses * Proceeds Sched. Balance
06/25/99 1,506.10 25,000.000 100.000%
06/25/99 2,120.00 -2,120.000 -6.968%
05/25/99 2,962.36 18,901.890 37.889%
05/25/99 2,408.80 56,368.150 -5.493%
07/26/99 3,069.00 -3,069.000 -4.879%
07/26/99 2,934.90 -2,934.900 -6.210%
08/25/99 964.63 1,049.690 3.220%
09/27/99 1,344.37 43,049.150 86.483%
09/27/99 1,193.95 23,145.610 88.953%
10/25/99 4,919.85 -4,919.850 -11.322%
10/25/99 5,490.92 -5,490.920 -10.126%
11/26/99 1,374.75 3,293.250 12.336%
01/25/00 5,055.67 -2,391.880 -4.761%
01/25/00 4,861.82 -4,861.820 -9.184%
01/25/00 1,691.36 -1,691.360 -10.173%
01/25/00 3,972.00 -3,972.000 -7.721%
01/25/00 4,718.56 -4,718.560 -20.555%
01/25/00 6,112.59 -6,112.590 -12.375%
01/25/00 1,096.13 9,028.150 42.066%
01/25/00 1,248.50 21,438.270 63.782%
02/25/00 2,769.89 -2,769.890 -9.669%
02/25/00 4,280.58 -4,280.580 -8.966%
02/25/00 2,633.67 1,863.080 7.610%
02/25/00 9,258.64 -9,258.640 -16.281%
02/25/00 5,016.99 2,871.900 4.810%
02/25/00 4,970.26 -4,970.260 -12.481%
02/25/00 6,702.30 -6,702.300 -10.222%
02/25/00 1,887.37 -1,887.370 -11.432%
02/25/00 3,374.66 -3,374.660 -11.396%
02/25/00 11,007.50 -11,007.500 -11.084%
Current To 0.00 0.000
Cumulative 0.00 0.000
Dist. Realized
Date Loss
06/25/99 0.00
06/25/99 32,546.55
05/25/99 30,985.57
05/25/99 0.00
07/26/99 65,972.81
07/26/99 50,196.50
08/25/99 31,544.39
09/27/99 6,728.26
09/27/99 2,874.43
10/25/99 48,373.37
10/25/99 59,717.10
11/26/99 23,402.49
01/25/00 52,632.67
01/25/00 57,797.08
01/25/00 18,318.08
01/25/00 55,417.17
01/25/00 27,674.56
01/25/00 55,507.21
01/25/00 12,433.60
01/25/00 12,173.55
02/25/00 31,417.52
02/25/00 52,020.28
02/25/00 22,620.31
02/25/00 66,124.70
02/25/00 56,834.00
02/25/00 44,793.52
02/25/00 72,267.52
02/25/00 18,396.31
02/25/00 32,988.37
02/25/00 110,319.15
Current To 0.00
Cumulative 0.00
Other Related Information
Pool Summary Information
Component
ARM Loans Aggregate Amount of Collections 3,903,870.96
HIGH LTV Loans Aggregate Amount of Collections 1,611,114.05
ARM Pool Available Funds 3,900,919.09
HIGH LTV Pool Available Funds 1,603,875.80
ARM Pool Net Monthly Excess Cashflows 106,413.94
HIGH LTV Pool Net Monthly Excess Cashflows 250,095.21
Arm Pool Basis Risk Shortfall Carry Forward Amt. On A-1 0.00
High LTV Pool Basis Risk Shortfall Carry Forward Amt. O 0.00
Agg. Unpaid Int. Shortfall on A-1 Bonds for prior payme 0.00
Agg. Unpaid Int. Shortfall on A-2 Bonds for prior payme 0.00
Aggregate Principal Prepayment Amount on the Class A-1 3,485,112.26
Aggregate Principal Prepayment Amount on the Class A-2 1,066,533.57
Ending Aggregate Principal Balance of Mortgage Loans 55,379,737.15
Ending Loan Count 1044
Principal
Adjustable Loan Pool Scheduled Principal Balance 19,091.45
High LTV Loan Pool Scheduled Principal Balance 65,811.30
Adjustable Loan Pool Unscheduled Principal Balance 3,699,167.69
High LTV Loan Pool Unscheduled Principal Balance 1,213,588.60
Aggregate Pool Scheduled Principal Balance 84,902.75
Aggregate Pool Unscheduled Principal Balance 4,912,756.29
Other Principal Proceeds 8,136.06
Shortfalls
Class A-1 Bond Shortfalls 0.00
Class A-2 Bond Shortfalls 0.00
Insured Amounts
Current Insured amt Paid by Bond Insurer under Bond Ins 0.00
Agg. Insured amt Paid by Bond Insurer under Bond Ins. P 0.00
Over Collateralization and Net Monthly Excess Cashflows
ARM Pool Required Overcollateralization Amount 2,789,858.72
HIGH LTV Pool Required Overcollateralization Amount 12,819,770.56
ARM Pool Overcollateralization Amount 2,869,439.70
HIGH LTV Pool Overcollateralization Amount 12,044,370.75
ARM Pool Net Monthly Excess Cashflow 185,994.92
HIGH LTV Pool Net Monthly Excess Cashflow 0.00
ARM Pool Excess Overcollateralization Amount 79,580.98
HIGH LTV Pool Excess Overcollateralization Amount 0.00
High LTV and ARM Ending Balance and Count
High LTV Ending Balance 32,447,095.31
Arm Ending Balance 22,932,641.84
High LTV Ending Count 907
Arm Ending Count 137
Reserve Fund
ARM Pool Reserve Fund Addition 0.00
HIGH LTV Pool Reserve Fund Addition 0.00
Reserve Fund Release Amount 0.00
Reserve Fund Certificate Payment Amount 74,007.37
Advances and Compensating Interest
Principal Advances 9,261.00
Interest Advances 138,696.07
Compensating Interest Payments 0.00
Realized Losses
Current Period Total Realized Losses 217,415.41
Aggregate Total Realized Losses 7,725,368.74
Class A-1 Current Period Realized Losses -79,580.98
Class A-2 Current Period Realized Losses 296,996.39
Class A-1 Aggregate Realized Losses 64,408.38
Class A-2 Aggregate Realized Losses 7,660,960.36
Repurchases
Current Repurchase Balance 0.00
Prior Aggregate Repurchase Balance 0.00
Aggregate Repurchase Balance 0.00
Number of Current Repurchased Loans 0.00
Prior Aggregate Number of Repurchased Loans 0.00
Aggregate Number of Repurchased Loans 0.00
Miscellaneous
Book Value of any REO Property 0.00
Amount of Prepayment Interest Shortfall for Current Per 0.00
Relief Act Shortfalls for Current Period 0.00
Agg. Prin. Bal of Defaulted or Converted Mtg. Loans 0.00