INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. 5 PaineWebber -------------------------------------------------------------------------------- FREMONT HOME LOAN TRUST 1999-3 -------------------------------------------------------------------------------- -------------------------------------------------------------------------------- THE INFORMATION CONTAINED HEREIN WILL BE SUPERSEDED BY THE DESCRIPTION OF THE MORTGAGE LOANS CONTAINED IN THE PROSPECTUS SUPPLEMENT -------------------------------------------------------------------------------- DESCRIPTION OF HOME EQUITY LOANS AS OF THE STATISTICAL CALCULATION DATE (8/25/99) POOL 1 INFORMATION (CONTINUED) -------------------------------------------------------------------------------------------------------- Aggregate Field Description Count Balance$ Pool% --------------- ----------- ----- -------- ----- Property Type Single Family 2,701 274,593,742 87.73 Two Family 193 19,066,782 6.09 Three Family 24 2,955,149 0.94 Four Family 24 2,882,542 0.92 Condo 124 10,337,678 3.30 Manufactured 40 3,169,087 1.01 ------ ----------- ------ 3,106 $313,004,978 100.00% -------------------------------------------------------------------------------------------------------- -------------------------------------------------------------------------------------------------------- Aggregate Field Description Count Balance$ Pool% --------------- ----------- ----- -------- ----- Loan Age 0 1,154 111,915,866 35.76 1 931 96,841,389 30.94 2 202 21,086,756 6.74 3 121 13,068,856 4.18 4 74 7,950,985 2.54 5 83 8,040,619 2.57 6 75 7,580,247 2.42 7 68 6,739,200 2.15 8 or more 398 39,781,059 12.71 ------ ----------- ------ 3,106 $313,004,978 100.00% --------------------------------------------------------------------------------------------------------
INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. PaineWebber -------------------------------------------------------------------------------- IMC HOME EQUITY LOAN OWNER TRUST 1998-7 -------------------------------------------------------------------------------- BOND SENSITIVTY TO PREPAYMENTS (continued) THE FOLLOWING TABLES RUN TO MATURITY: % of Prepayment Assumption ------------------------------------------------------------------------------------------------------------------ 1998-7A S1 S2 S3 S4 S5 S6 ------------------------------------------------------------------------------------------------------------------- AVG LIFE 16.86 5.64 4.14 3.22 2.61 2.18 YIELD @ 100.000 6.48% 6.45% 6.43% 6.41% 6.39% 6.36% DURATION 9.33 4.14 3.25 2.64 2.21 1.89 FIRST PAY 01/99 01/99 01/99 01/99 01/99 01/99 LAST PAY 07/28 02/24 06/18 03/14 03/12 11/09 WINDOW (YEARS) 29.58 25.17 19.50 15.25 13.25 10.92 ------------------------------------------------------------------------------------------------------------------ % of Prepayment Assumption ------------------------------------------------------------------------------------------------------------------ 1998-7A S1 S2 S3 S4 S5 S6 ------------------------------------------------------------------------------------------------------------------- AVG LIFE 16.86 4.15 3.21 2.68 2.15 1.82 YIELD @ 100.000 6.72% 6.66% 6.64% 6.62% 6.59% 6.56% DURATION 9.22 3.22 2.62 2.25 1.86 1.61 FIRST PAY 01/99 01/99 01/99 01/99 01/99 01/99 LAST PAY 07/28 04/18 12/13 11/12 12/09 02/08 WINDOW (YEARS) 29.58 19.33 15.00 13.92 11.00 9.17 ------------------------------------------------------------------------------------------------------------------
INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. 9 PaineWebber -------------------------------------------------------------------------------- FREMONT HOME LOAN TRUST 1999-3 -------------------------------------------------------------------------------- -------------------------------------------------------------------------------- THE INFORMATION CONTAINED HEREIN WILL BE SUPERSEDED BY THE DESCRIPTION OF THE MORTGAGE LOANS CONTAINED IN THE PROSPECTUS SUPPLEMENT -------------------------------------------------------------------------------- DESCRIPTION OF HOME EQUITY LOANS AS OF THE STATISTICAL CALCULATION DATE (8/25/99) POOL 1 INFORMATION (CONTINUED) -------------------------------------------------------------------------------- Aggregate Field Description Count Balance$ Pool% --------------- ----------- ----- -------- ----- Rate Reset (continued) 2003/05 1 80,078 0.03 2003/06 1 63,489 0.02 2003/12 1 139,031 0.04 2004/05 1 179,772 0.06 2004/06 18 1,643,857 0.53 2004/07 151 15,415,449 4.92 2004/08 123 12,512,423 4.00 2004/09 31 2,725,330 0.87 ------ ----------- ------ 3,106 $313,004,978 100.00% -------------------------------------------------------------------------------- Aggregate Field Description Count Balance$ Pool% --------------- ----------- ----- -------- ----- Life Cap Fixed 310 26,069,987 8.33 13.001% - 14.000% 10 1,102,533 0.35 14.001% - 15.000% 95 12,279,465 3.92 15.001% - 16.000% 520 62,747,178 20.05 16.001% - 17.000% 977 104,031,061 33.24 17.001% - 18.000% 742 69,420,613 22.18 18.001% - 19.000% 346 29,297,363 9.36 19.001% - 20.000% 93 7,062,777 2.26 20.001% - 21.000% 13 994,001 0.32 ------ ----------- ------ 3,106 $313,004,978 100.00% --------------------------------------------------------------------------------
INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. PAINEWEBBER 4 -------------------------------------------------------------------------------- FREMONT HOME LOAN OWNER TRUST 1999-2 --------------------------------------------------------------------------------
INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. 1 PaineWebber -------------------------------------------------------------------------------- FREMONT HOME LOAN TRUST 1999-3 -------------------------------------------------------------------------------- DESCRIPTION OF HOME EQUITY LOANS AS OF THE STATISTICAL CALCULATION DATE (8/25/99) -------------------------- POOL 1 POOL 2 ----------------------------------------------------------------------------------------------------- Number of Loans: 3,106 175 Current Balance: $313,004,978 $52,973,385 Average Balance: $100,774 $302,705 Minimum Balance: $11,965 $239,469 Maximum Balance: $291,000 $500,000 Wtd Average Coupon: 9.959% 9.545% Wtd Average Original Term (months): 358 359 Wtd Average Seasoning (months): 2 3 Wtd Average Original Loan-To-Value: 78.46% 79.02% Amortization Type: ARM loans (% of Statistical Pool Principal Balance): 91.67% 96.60% Fixed loans (% of Statistical Pool Principal Balance): 8.33% 3.40% ARM Summary Information: Wtd Avg Initial Periodic Rate Cap: 2.933% 2.925% Wtd Avg Subsequent Periodic Rate Cap: 1.444% 1.447% Wtd Avg Margin: 6.238% 6.174% Wtd Avg Life Cap: 16.845% 16.420% Wtd Avg Months to Roll: 29 27 -----------------------------------------------------------------------------------------------------
INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. PAINEWEBBER
INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. IMC HOME EQUITY LOAN TRUST 1998-7 DESCRIPTION OF HOME EQUITY LOANS - NON-CONFORMING POOL SUMMARY -------------------------------------------------------------- ------------------------------------------------------------------------------------------------------- Aggregate Field Description Count Balance$ Pool% ------------------------------------------------------------------------------------------------------- State California 46 9,526,469 13.52 Florida 34 6,885,631 9.77 New Jersey 36 6,806,651 9.66 New York 47 5,625,404 7.98 Connecticut 20 4,248,967 6.03 Illinois 20 3,971,779 5.64 Maryland 21 3,164,963 4.49 Georgia 15 3,078,627 4.37 Michigan 12 2,992,589 4.25 Colorado 11 2,695,090 3.82 Massachusetts 18 2,405,205 3.41 Tennessee 7 2,094,219 2.97 Arizona 11 1,963,488 2.79 Ohio 7 1,756,461 2.49 North Carolina 5 1,406,423 2 Washington 6 1,298,212 1.84 New Mexico 4 1,241,476 1.76 Pennsylvania 8 944,373 1.34 South Carolina 5 922,055 1.31 Utah 4 862,591 1.22 Oregon 3 719,861 1.02 Virginia 5 675,165 0.96 Nevada 4 620,939 0.88 Louisiana 2 530,309 0.75 Wisconsin 3 508,603 0.72 Minnesota 2 429,420 0.61 Hawaii 1 423,362 0.6 Maine 1 410,555 0.58 Missouri 2 353,602 0.5 Texas 1 299,566 0.43 Oklahoma 1 254,523 0.36 Arkansas 1 244,137 0.35 Nebraska 1 239,705 0.34 Kentucky 1 237,673 0.34 Idaho 1 230,750 0.33 District of Columbia 1 227,645 0.32 Rhode Island 2 88,460 0.13 Indiana 1 51,000 0.07 Mississippi 1 36,606 0.05 ----- ------------ ------- 371 $ 70,472,556 100.00% -------------------------------------------------------------------------------------------------------
INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. PaineWebber
INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. [GRAPHIC OMITTED] 13 --------------------------------------------------------------- IMC HOME EQUITY LOAN TRUST 1998-3 --------------------------------------------------------------- ------ ----------- ------ Total 11,063 $731,071,895 100.00%
INCORPORATED FINANCIAL ADVISOR IMMEDIATELY. Xxxxx Xxxxxx -------------------------------------------------------------------------------- NEW SOUTH HOME EQUITY TRUST 1999-2 -------------------------------------------------------------------------------- -------------------------------------------------------------------------------- THE INFORMATION CONTAINED HEREIN WILL BE SUPERSEDED BY THE INFORMATION CONTAINED IN THE PROSPECTUS SUPPLEMENT -------------------------------------------------------------------------------- DESCRIPTION OF SECURITIES (CONTINUED) DISTRIBUTION PRIORITY (CONTINUED):
