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EXHIBIT 99.1
VANDERBILT MORTGAGE AND FINANCE
FREQUENCY BASED ON LIQUIDATED PRINCIPAL BALANCES AS A % OF CURRENT POOL BALANCE
JAN - JUNE 01 JAN - JUNE 02 JAN - JUNE 03 CHANGE 01-02 CHANGE 02-03
------------- ------------- ------------- ------------ ------------
94A 3.48% 3.30% 2.21% -0.18% -1.09%
94E 3.41% 1.50% 4.44% -1.91% 2.94%
95A 4.14% 3.62% 4.49% -0.52% 0.87%
95B 3.87% 3.97% 3.04% 0.10% -0.93%
96A 4.81% 5.58% 3.15% 0.78% -2.43%
96B 4.30% 5.08% 5.56% 0.78% 0.48%
96C 4.76% 6.03% 6.04% 1.27% 0.01%
97AI 4.83% 6.53% 9.31% 1.69% 2.78%
97AII 4.84% 2.71% 3.92% -2.13% 1.21%
97BI 5.35% 5.77% 6.89% 0.42% 1.12%
97BII 6.81% 6.81% 4.92% 0.00% -1.89%
97CI 4.98% 4.62% 6.65% -0.36% 2.04%
97CII 6.15% 8.24% 7.54% 2.09% -0.70%
97DI 5.52% 4.97% 6.68% -0.55% 1.72%
97DII 7.10% 4.93% 5.93% -2.17% 1.00%
98AI 4.33% 5.51% 5.91% 1.18% 0.40%
98AII 7.40% 10.45% 4.97% 3.05% -5.49%
98BI 5.37% 5.67% 9.23% 0.30% 3.56%
98BII 8.74% 8.63% 8.54% -0.11% -0.09%
98CI 4.81% 6.97% 8.61% 2.16% 1.64%
98CII 9.75% 7.33% 5.81% -2.42% -1.51%
98DI 4.74% 5.20% 7.52% 0.46% 2.32%
98DII 7.92% 8.11% 5.93% 0.20% -2.18%
99AI 3.88% 5.18% 6.54% 1.29% 1.37%
99AII 7.23% 11.32% 8.58% 4.09% -2.73%
99BI 6.44% 6.22% 7.11% -0.22% 0.89%
99BII 11.62% 10.38% 11.46% -1.24% 1.08%
99CI 2.83% 5.17% 5.09% 2.34% -0.08%
99CII 9.05% 9.29% 9.02% 0.24% -0.27%
99DI 3.64% 5.50% 7.64% 1.86% 2.15%
99DII 5.94% 8.46% 7.73% 2.51% -0.73%
00AI 6.33% 8.65% 9.85% 2.31% 1.20%
00AII 2.97% 5.19% 7.24% 2.22% 2.05%
00BI 4.54% 7.56% 9.15% 3.02% 1.59%
00BII 2.35% 3.88% 7.08% 1.53% 3.20%
00C 2.95% 6.21% 7.97% 3.26% 1.77%
00D 1.16% 6.44% 10.27% 5.28% 3.83%
01A 0.23% 4.17% 10.85% 3.94% 6.68%
01B N/A 2.74% 6.86% N/A 4.12%
01C N/A 2.10% 5.94% N/A 3.83%
02A N/A 0.36% 5.18% N/A 4.82%
02B N/A N/A 4.56% N/A N/A
02C N/A N/A 1.74% N/A N/A
02-1 N/A 0.00% 7.35% N/A 7.35%
03A N/A N/A 0.74% N/A N/A
------ ------ ------ ------ ------
WEIGHTED AVERAGE 4.50% 5.03% 6.35% 0.53% 1.32%
VANDERBILT MORTGAGE AND FINANCE
LOSS SEVERITY AS A % OF LIQUIDATED PRINCIPAL BALANCES
JAN - JUNE 01 JAN - JUNE 02 JAN - JUNE 03 CHANGE 01-02 CHANGE 02-03
------------- ------------- ------------- ------------ ------------
94A 30.74% 18.44% 36.05% -12.30% 17.61%
94E 53.81% 57.92% 59.10% 4.11% 1.18%
95A 23.67% 27.75% 31.15% 4.08% 3.40%
95B 27.81% 32.56% 39.77% 4.74% 7.22%
96A 28.12% 34.68% 47.72% 6.57% 13.04%
96B 26.03% 27.90% 44.14% 1.87% 16.24%
96C 31.29% 36.35% 47.16% 5.06% 10.81%
97AI 31.87% 42.49% 55.65% 10.63% 13.15%
97AII 32.71% 29.43% 35.76% -3.28% 6.33%
97BI 41.52% 48.86% 60.13% 7.34% 11.27%
97BII 26.12% 33.37% 35.94% 7.25% 2.57%
97CI 41.63% 44.75% 48.91% 3.12% 4.16%
97CII 28.84% 29.12% 30.62% 0.28% 1.51%
97DI 32.13% 43.02% 53.17% 10.89% 10.15%
97DII 28.88% 29.10% 33.08% 0.22% 3.98%
98AI 48.63% 45.97% 56.09% -2.66% 10.12%
98AII 31.78% 28.12% 36.61% -3.65% 8.49%
98BI 46.44% 50.67% 63.84% 4.23% 13.18%
98BII 33.35% 31.79% 36.18% -1.56% 4.39%
98CI 42.20% 48.15% 56.17% 5.94% 8.02%
98CII 37.24% 39.09% 33.60% 1.84% -5.49%
98DI 40.92% 49.78% 60.06% 8.86% 10.28%
98DII 31.18% 35.06% 37.64% 3.88% 2.59%
99AI 47.57% 50.32% 62.67% 2.75% 12.35%
99AII 31.70% 34.80% 40.22% 3.10% 5.42%
99BI 53.25% 53.40% 61.79% 0.15% 8.39%
99BII 30.24% 36.70% 40.05% 6.46% 3.35%
99CI 38.08% 44.91% 53.53% 6.83% 8.63%
99CII 29.20% 31.77% 34.31% 2.57% 2.54%
99DI 42.71% 48.26% 54.51% 5.55% 6.25%
99DII 25.80% 29.99% 40.63% 4.19% 10.64%
00AI 37.42% 43.77% 56.00% 6.36% 12.23%
00AII 24.89% 34.11% 33.39% 9.22% -0.72%
00BI 33.79% 39.84% 50.67% 6.05% 10.83%
00BII 20.54% 23.77% 29.42% 3.24% 5.65%
00C 26.66% 35.19% 37.63% 8.52% 2.44%
00D 23.66% 29.41% 34.29% 5.75% 4.88%
01A 20.59% 30.40% 29.86% 9.82% -0.54%
01B N/A 27.84% 40.75% N/A 12.91%
01C N/A 25.18% 38.64% N/A 13.45%
02A N/A 33.99% 40.54% N/A 6.55%
02B N/A N/A 50.12% N/A N/A
02C N/A N/A 31.38% N/A N/A
02-1 N/A N/A 72.45% N/A N/A
03A N/A N/A 42.31% N/A N/A
------- ------ ------ ------- ------
WEIGHTED AVERAGE 37.06% 38.50% 49.24% 1.44% 10.74%