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Previous: STRUCTURED ASSET SECURITIES CORP MO PA TH CE SE 2000-BC1, 8-K, 2001-01-09 |
Next: ENVIRONMENTAL OIL PROCESSING TECHNOLOGY CORP, S-8, 2001-01-09 |
<TABLE>
<CAPTION>
Amortizing Residential Collateral Mortgage Trus
Mortgage Pass-Through Certificates
Record Date: 11/30/2000
Distribution Date: 12/26/2000
ARC Series: 2000-BC1
Contact: Customer Service - CTSLink
Wells Fargo Bank Minnesota, N.A.
Securities Administration Services
7485 New Horizon Way
Frederick, MD 21703
Telephone: (301) 815-6600
Fax: (301) 846-8152
Certificateholder Distribution Summary
Certificate Certificate Beginning
Class Pass-Through Certificate Interest Principal
Class CUSIP Description Rate Balance Distribution Distribution
<S> <C> <C> <C> <C> <C> <C>
A-1 863572K85 SEN 6.93750% 741,690,186.23 4,144,966.51 20,971,899.46
A-2 863572K93 SEN 8.05000% 241,253,421.23 1,618,408.37 4,585,449.27
M-1 863572L27 MEZ 7.09750% 40,604,000.00 232,150.55 0.00
M-2 863572L35 MEZ 7.59750% 40,604,000.00 248,504.94 0.00
B 863572L43 SUB 8.86750% 13,534,000.00 95,093.87 0.00
X SAC00BC1X SEN 0.00000% 0.00 0.00 0.00
P SAC00BC1P SEN 0.00000% 0.00 505,267.86 0.00
OC SAC00BCOC SEN 0.00000% 4,766,560.21 0.00 0.00
R-III SAC00B1R3 SEN 0.00000% 0.00 0.00 0.00
R-II SAC00B1R2 SEN 0.00000% 0.00 0.00 0.00
R-I SAC00B1R1 SEN 0.00000% 0.00 0.00 0.00
Totals 1,082,452,167.67 6,844,392.10 25,557,348.73
</TABLE>
<TABLE>
<CAPTION>
Certificateholder Distribution Summary (continued)
Current Ending Cumulative
Realized Certificate Total Realized
Class Loss Balance Distribution Losses
<S> <C> <C> <C> <C>
A-1 0.00 720,718,286.77 25,116,865.97 0.00
A-2 0.00 236,667,971.96 6,203,857.64 0.00
M-1 0.00 40,604,000.00 232,150.55 0.00
M-2 0.00 40,604,000.00 248,504.94 0.00
B 0.00 13,534,000.00 95,093.87 0.00
X 0.00 0.00 0.00 0.00
P 0.00 0.00 505,267.86 0.00
OC 0.00 6,173,682.87 0.00 0.00
R-III 0.00 0.00 0.00 0.00
R-II 0.00 0.00 0.00 0.00
R-I 0.00 0.00 0.00 0.00
Totals 0.00 1,058,301,941.60 32,401,740.83 0.00
<FN>
All distributions required by the Pooling and Servicing Agreement have been calculated by the
Certificate Administrator on behalf of the Trustee.
</FN>
</TABLE>
<TABLE>
<CAPTION>
Principal Distribution Statement
Original Beginning Scheduled Unscheduled
Face Certificate Principal Principal Realized
Class Amount Balance Distribution Distribution Accretion Loss (1)
<S> <C> <C> <C> <C> <C> <C>
A-1 983,064,000.00 741,690,186.23 518,247.69 20,453,651.77 0.00 0.00
A-2 275,679,000.00 241,253,421.23 233,848.65 4,351,600.62 0.00 0.00
M-1 40,604,000.00 40,604,000.00 0.00 0.00 0.00 0.00
M-2 40,604,000.00 40,604,000.00 0.00 0.00 0.00 0.00
B 13,534,000.00 13,534,000.00 0.00 0.00 0.00 0.00
X 0.00 0.00 0.00 0.00 0.00 0.00
P 0.00 0.00 0.00 0.00 0.00 0.00
OC 647.72 4,766,560.21 0.00 0.00 0.00 0.00
R-III 0.00 0.00 0.00 0.00 0.00 0.00
R-II 0.00 0.00 0.00 0.00 0.00 0.00
R-I 0.00 0.00 0.00 0.00 0.00 0.00
Totals 1,353,485,647.72 1,082,452,167.67 752,096.34 24,805,252.39 0.00 0.00
<FN>
(1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed.
Please Refer to the Prospectus Supplement for a Full Description.
</FN>
</TABLE>
<TABLE>
<CAPTION>
Principal Distribution Statement (continued)
Total Ending Ending Total
Principal Certificate Certificate Principal
Class Reduction Balance Percentage Distribution
<S> <C> <C> <C> <C>
A-1 20,971,899.46 720,718,286.77 0.73313466 20,971,899.46
A-2 4,585,449.27 236,667,971.96 0.85849111 4,585,449.27
M-1 0.00 40,604,000.00 1.00000000 0.00
M-2 0.00 40,604,000.00 1.00000000 0.00
B 0.00 13,534,000.00 1.00000000 0.00
X 0.00 0.00 0.00000000 0.00
P 0.00 0.00 0.00000000 0.00
OC 0.00 6,173,682.87 9,531.40688878 0.00
R-III 0.00 0.00 0.00000000 0.00
R-II 0.00 0.00 0.00000000 0.00
R-I 0.00 0.00 0.00000000 0.00
Totals 25,557,348.73 1,058,301,941.60 0.78190851 25,557,348.73
</TABLE>
<TABLE>
<CAPTION>
Principal Distribution Factors Statement
Original Beginning Scheduled Unscheduled
Face Certificate Principal Principal
Class (2) Amount Balance Distribution Distribution Accretion
<S> <C> <C> <C> <C> <C>
A-1 983,064,000.00 754.46785380 0.52717594 20.80602257 0.00000000
A-2 275,679,000.00 875.12440639 0.84826429 15.78502759 0.00000000
M-1 40,604,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
M-2 40,604,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
B 13,534,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
X 0.00 0.00000000 0.00000000 0.00000000 0.00000000
P 0.00 0.00000000 0.00000000 0.00000000 0.00000000
OC 647.72 7358982.60050639 0.00000000 0.00000000 0.00000000
R-III 0.00 0.00000000 0.00000000 0.00000000 0.00000000
R-II 0.00 0.00000000 0.00000000 0.00000000 0.00000000
R-I 0.00 0.00000000 0.00000000 0.00000000 0.00000000
<FN>
(2) All Classes are per $1,000 denomination
</FN>
</TABLE>
<TABLE>
<CAPTION>
Principal Distribution Factors Statement (continued)
Total Ending Ending Total
Realized Principal Certificate Certificate Principal
Class Loss (3) Reduction Balance Percentage Distribution
<S> <C> <C> <C> <C> <C>
A-1 0.00000000 21.33319851 733.13465529 0.73313466 21.33319851
A-2 0.00000000 16.63329187 858.49111452 0.85849111 16.63329187
M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
B 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
OC 0.00000000 0.00000000 9,531,406.8887791 9531.40688878 0.00000000
R-III 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
R-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
<FN>
(3) Amount Does Not Include Excess Special Hazard, Bankrupcy, or Fraud Losses
Unless Otherwise Disclosed.
Please Refer to the Prospectus Supplement for a Full Description.
</FN>
</TABLE>
<TABLE>
<CAPTION>
Interest Distribution Statement
Beginning Payment of
Original Current Certificate/ Current Unpaid Current
Face Certificate Notional Accrued Interest Interest
Class Amount Rate Balance Interest Shortfall Shortfall
<S> <C> <C> <C> <C> <C> <C>
A-1 983,064,000.00 6.93750% 741,690,186.23 4,144,966.51 0.00 0.00
A-2 275,679,000.00 8.05000% 241,253,421.23 1,618,408.37 0.00 0.00
M-1 40,604,000.00 7.09750% 40,604,000.00 232,150.55 0.00 0.00
M-2 40,604,000.00 7.59750% 40,604,000.00 248,504.94 0.00 0.00
B 13,534,000.00 8.86750% 13,534,000.00 96,676.93 0.00 0.00
X 0.00 0.00000% 0.00 0.00 0.00 0.00
P 0.00 0.00000% 0.00 0.00 0.00 0.00
OC 647.72 0.00000% 4,766,560.21 0.00 0.00 0.00
R-III 0.00 0.00000% 0.00 0.00 0.00 0.00
R-II 0.00 0.00000% 0.00 0.00 0.00 0.00
R-I 0.00 0.00000% 0.00 0.00 0.00 0.00
Totals 1,353,485,647.72 6,340,707.30 0.00 0.00
</TABLE>
<TABLE>
<CAPTION>
Interest Distribution Statement (continued)
Remaining Ending
Non-Supported Total Unpaid Certificate/
Interest Realized Interest Interest Notional
Class Shortfall Losses (4) Distribution Shortfall Balance
<S> <C> <C> <C> <C> <C>
A-1 0.00 0.00 4,144,966.51 0.00 720,718,286.77
A-2 0.00 0.00 1,618,408.37 0.00 236,667,971.96
M-1 0.00 0.00 232,150.55 0.00 40,604,000.00
M-2 0.00 0.00 248,504.94 0.00 40,604,000.00
B 0.00 0.00 95,093.87 0.00 13,534,000.00
X 0.00 0.00 0.00 0.00 0.00
P 0.00 0.00 505,267.86 0.00 0.00
OC 0.00 0.00 0.00 0.00 6,173,682.87
R-III 0.00 0.00 0.00 0.00 0.00
R-II 0.00 0.00 0.00 0.00 0.00
R-I 0.00 0.00 0.00 0.00 0.00
Totals 0.00 0.00 6,844,392.10 0.00
<FN>
(4) Amount Does Not Include Excess Special Hazard, Bankrupcy, or Fraud Losses Unless Otherwise Disclosed.
Please Refer to the Prospectus Supplement for a Full Description.
</FN>
</TABLE>
<TABLE>
<CAPTION>
Interest Distribution Factors Statement
Beginning Payment of
Original Current Certificate/ Current Unpaid Current
Face Certificate Notional Accrued Interest Interest
Class (5) Amount Rate Balance Interest Shortfall Shortfall
<S> <C> <C> <C> <C> <C> <C>
A-1 983,064,000.00 6.93750% 754.46785380 4.21637504 0.00000000 0.00000000
A-2 275,679,000.00 8.05000% 875.12440639 5.87062624 0.00000000 0.00000000
M-1 40,604,000.00 7.09750% 1000.00000000 5.71743055 0.00000000 0.00000000
M-2 40,604,000.00 7.59750% 1000.00000000 6.12020835 0.00000000 0.00000000
B 13,534,000.00 8.86750% 1000.00000000 7.14326363 0.00000000 0.00000000
X 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000
P 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000
OC 647.72 0.00000% 7358982.60050639 0.00000000 0.00000000 0.00000000
R-III 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000
R-II 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000
R-I 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000
<FN>
(5) All Classes are per $1,000 denomination
</FN>
</TABLE>
<TABLE>
<CAPTION>
Interest Distribution Factors Statement (continued)
Remaining Ending
Non-Supported Total Unpaid Certificate/
Interest Realized Interest Interest Notional
Class Shortfall Losses (6) Distribution Shortfall Balance
<S> <C> <C> <C> <C> <C>
A-1 0.00000000 0.00000000 4.21637504 0.00000000 733.13465529
A-2 0.00000000 0.00000000 5.87062624 0.00000000 858.49111452
M-1 0.00000000 0.00000000 5.71743055 0.00000000 1000.00000000
M-2 0.00000000 0.00000000 6.12020835 0.00000000 1000.00000000
B 0.00000000 0.00000000 7.02629452 0.00000000 1000.00000000
X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
OC 0.00000000 0.00000000 0.00000000 0.00000000 9531406.88877910
R-III 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
R-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
<FN>
(6) Amount Does Not Include Excess Special Hazard, Bankrupcy,or Fraud Losses Unless
Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
</FN>
</TABLE>
<TABLE>
<CAPTION>
Certificateholder Component Statement
Component Beginning Ending Beginning Ending Ending
Pass-Through Notional Notional Component Component Component
Class Rate Balance Balance Balance Balance Percentage
<S> <C> <C> <C> <C> <C> <C>
Loss Mitigation 0.01500% 1,082,452,167.66 1,058,301,941.60 0.00 0.00 78.19085067%
</TABLE>
<TABLE>
<CAPTION>
CERTIFICATEHOLDER ACCOUNT STATEMENT
CERTIFICATE ACCOUNT
<S> <C>
Beginning Balance 0.00
Deposits
Payments of Interest and Principal 33,281,748.03
Liquidations, Insurance Proceeds, Reserve Funds 0.00
Proceeds from Repurchased Loans 0.00
Other Amounts (Servicer Advances) 0.00
Realized Losses (108,113.31)
Total Deposits 33,173,634.72
Withdrawals
Reimbursement for Servicer Advances 0.00
Payment of Service Fee 771,893.89
Payment of Interest and Principal 32,401,740.83
Total Withdrawals (Pool Distribution Amount) 33,173,634.72
Ending Balance 0.00
</TABLE>
<TABLE>
<CAPTION>
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL
<S> <C>
Total Prepayment/Curtailment Interest Shortfall 0.00
Servicing Fee Support 0.00
Non-Supported Prepayment/Curtailment Interest Shortfall 0.00
</TABLE>
<TABLE>
<CAPTION>
SERVICING FEES
<S> <C>
Gross Servicing Fee 454,861.76
Trustee Fee - First Union 676.49
PMI Fees 293,890.90
Master Servicing Fee - Wells Fargo Bank, N.A. 8,934.09
Loss Mitigation Fee 13,530.65
Supported Prepayment/Curtailment Interest Shortfall 0.00
Net Servicing Fee 771,893.89
</TABLE>
<TABLE>
<CAPTION>
OTHER ACCOUNTS
Beginning Current Current Ending
Account Type Balance Withdrawals Deposits Balance
<S> <C> <C> <C> <C>
Reserve Fund 0.00 0.00 0.00 0.00
</TABLE>
<TABLE>
<CAPTION> LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT
DELINQUENCY STATUS
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<S> <C> <C> <C> <C> <C>
No of Loans No of Loans No of Loans No of Loans No of Loans
Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance
0-29 Days 55 28 0 83
5,164,808.78 2,825,999.42 0.00 7,990,808.20
30 Days 228 10 2 0 240
23,952,523.22 1,245,060.03 415,147.51 0.00 25,612,730.76
60 Days 51 7 57 0 115
5,561,028.75 595,642.81 7,197,762.29 0.00 13,354,433.85
90 Days 17 13 56 0 86
1,986,454.39 1,226,418.48 5,549,710.22 0.00 8,762,583.09
120 Days 10 24 55 0 89
1,221,063.92 2,531,600.76 5,044,646.73 0.00 8,797,311.41
150 Days 2 20 44 2 68
463,386.46 1,993,112.32 4,785,719.12 108,424.71 7,350,642.61
180+ Days 15 55 154 33 257
1,995,334.47 6,415,949.10 15,902,311.55 2,853,739.92 27,167,335.04
Totals 323 184 396 35 938
35,179,791.21 19,172,592.28 41,721,296.84 2,962,164.63 99,035,844.96
No of Loans No of Loans No of Loans No of Loans No of Loans
Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance
0-29 Days 0.633203% 0.322358% 0.000000% 0.955561%
0.487593% 0.266794% 0.000000% 0.754387%
30 Days 2.624914% 0.115128% 0.023026% 0.000000% 2.763067%
2.261281% 0.117542% 0.039193% 0.000000% 2.418016%
60 Days 0.587152% 0.080589% 0.656228% 0.000000% 1.323970%
0.524999% 0.056233% 0.679518% 0.000000% 1.260749%
90 Days 0.195717% 0.149666% 0.644716% 0.000000% 0.990099%
0.187535% 0.115782% 0.523930% 0.000000% 0.827247%
120 Days 0.115128% 0.276307% 0.633203% 0.000000% 1.024637%
0.115277% 0.239000% 0.476249% 0.000000% 0.830526%
150 Days 0.023026% 0.230256% 0.506562% 0.023026% 0.782869%
0.043747% 0.188163% 0.451804% 0.010236% 0.693951%
180+ Days 0.172692% 0.633203% 1.772968% 0.379922% 2.958784%
0.188373% 0.605709% 1.501286% 0.269412% 2.564781%
Totals 3.718628% 2.118351% 4.559061% 0.402947% 10.798987%
3.321211% 1.810023% 3.938774% 0.279648% 9.349656%
</TABLE>
<TABLE> Delinquency Status By Groups
<CAPTION>
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<S> <C> <C> <C> <C> <C>
Group 1 No of Loans No of Loans No of Loans No of Loans No of Loans
Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance
0-29 Days 29 24 0 53
3,245,441.29 2,537,575.36 0.00 5,783,016.65
30 Days 182 8 2 0 192
21,191,592.54 1,113,798.16 415,147.51 0.00 22,720,538.21
60 Days 48 3 46 0 97
5,201,418.75 429,410.93 6,492,575.08 0.00 12,123,404.76
90 Days 15 9 42 0 66
1,883,211.36 1,009,209.31 4,506,432.05 0.00 7,398,852.72
120 Days 10 20 41 0 71
1,221,063.92 2,283,801.34 4,082,953.63 0.00 7,587,818.89
150 Days 2 15 35 2 54
463,386.46 1,580,013.35 4,192,789.18 108,424.71 6,344,613.70
180 Days 15 48 131 30 224
1,995,334.47 6,026,631.52 13,940,707.40 2,685,764.81 24,648,438.20
Totals 272 132 321 32 757
31,956,007.50 15,688,305.90 36,168,180.21 2,794,189.52 86,606,683.13
0-29 Days 0.514458% 0.425758% 0.000000% 0.940216%
0.405657% 0.317179% 0.000000% 0.722836%
30 Days 3.228668% 0.141919% 0.035480% 0.000000% 3.406067%
2.648800% 0.139217% 0.051891% 0.000000% 2.839907%
60 Days 0.851517% 0.053220% 0.816037% 0.000000% 1.720773%
0.650141% 0.053673% 0.811526% 0.000000% 1.515340%
90 Days 0.266099% 0.159659% 0.745077% 0.000000% 1.170836%
0.235388% 0.126144% 0.563272% 0.000000% 0.924804%
120 Days 0.177399% 0.354799% 0.727337% 0.000000% 1.259535%
0.152624% 0.285459% 0.510340% 0.000000% 0.948424%
150 Days 0.035480% 0.266099% 0.620898% 0.035480% 0.957956%
0.057920% 0.197491% 0.524069% 0.013552% 0.793032%
180 Days 0.266099% 0.851517% 2.323931% 0.532198% 3.973745%
0.249403% 0.753286% 1.742490% 0.335702% 3.080881%
Totals 4.825262% 2.341671% 5.694518% 0.567678% 13.429129%
3.994276% 1.960928% 4.520768% 0.349254% 10.825225%
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<S> <C> <C> <C> <C> <C>
Group 2 No of Loans No of Loans No of Loans No of Loans No of Loans
Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance
0-29 Days 26 4 0 30
1,919,367.49 288,424.06 0.00 2,207,791.55
30 Days 46 2 0 0 48
2,760,930.68 131,261.87 0.00 0.00 2,892,192.55
60 Days 3 4 11 0 18
359,610.00 166,231.88 705,187.21 0.00 1,231,029.09
90 Days 2 4 14 0 20
103,243.03 217,209.17 1,043,278.17 0.00 1,363,730.37
120 Days 0 4 14 0 18
0.00 247,799.42 961,693.10 0.00 1,209,492.52
150 Days 0 5 9 0 14
0.00 413,098.97 592,929.94 0.00 1,006,028.91
180 Days 0 7 23 3 33
0.00 389,317.58 1,961,604.15 167,975.11 2,518,896.84
Totals 51 52 75 3 181
3,223,783.71 3,484,286.38 5,553,116.63 167,975.11 12,429,161.83
0-29 Days 0.852739% 0.131191% 0.000000% 0.983929%
0.740495% 0.111274% 0.000000% 0.851769%
30 Days 1.508691% 0.065595% 0.000000% 0.000000% 1.574287%
1.065171% 0.050641% 0.000000% 0.000000% 1.115812%
60 Days 0.098393% 0.131191% 0.360774% 0.000000% 0.590357%
0.138738% 0.064132% 0.272062% 0.000000% 0.474933%
90 Days 0.065595% 0.131191% 0.459167% 0.000000% 0.655953%
0.039831% 0.083800% 0.402498% 0.000000% 0.526129%
120 Days 0.000000% 0.131191% 0.459167% 0.000000% 0.590357%
0.000000% 0.095601% 0.371023% 0.000000% 0.466624%
150 Days 0.000000% 0.163988% 0.295179% 0.000000% 0.459167%
0.000000% 0.159374% 0.228753% 0.000000% 0.388127%
180 Days 0.000000% 0.229583% 0.754346% 0.098393% 1.082322%
0.000000% 0.150199% 0.756790% 0.064805% 0.971794%
Totals 1.672680% 1.705477% 2.459823% 0.098393% 5.936373%
1.243740% 1.344243% 2.142400% 0.064805% 4.795188%
<FN>
(7) Delinquencies are stratified according to the information the Servicer has provided.
</FN>
</TABLE>
<TABLE>
<CAPTION>
OTHER INFORMATION
<S> <C>
Current Period Realized Loss - Includes Interest Shortfall 0.00
Cumulative Realized Losses - Includes Interest Shortfall 292,124.55
Current Period Class A Insufficient Funds 0.00
Principal Balance of Contaminated Properties 0.00
Periodic Advance 0.00
</TABLE>
<TABLE>
<CAPTION>
COLLATERAL STATEMENT
<S> <C>
Collateral Description 6 Month LIBOR ARM
Weighted Average Gross Coupon 9.562216%
Weighted Average Net Coupon 9.057334%
Weighted Average Pass-Through Rate 8.721500%
Weighted Average Maturity(Stepdown Calculation ) 316
Beginning Scheduled Collateral Loan Count 8,880
Number Of Loans Paid In Full 194
Ending Scheduled Collateral Loan Count 8,686
Beginning Scheduled Collateral Balance 1,082,452,167.66
Ending Scheduled Collateral Balance 1,058,301,941.60
Ending Actual Collateral Balance at 30-Nov-2000 1,059,245,834.34
Monthly P &I Constant 9,377,631.22
Ending Scheduled Balance for Premium Loans 1,044,514,490.28
Required Overcollateralization Amount 0.00
Overcollateralized Increase Amount 0.00
Overcollateralized reduction Amount 0.00
Specified O/C Amount 6,767,428.24
Overcollateralized Amount 6,173,682.87
Overcollateralized Deficiency Amount 2,108,981.34
Base Overcollateralized Amount 0.00
</TABLE>
<TABLE>
<CAPTION>
<S> <C>
PMI Claims Filed $0.00
PMI Claims Paid $0.00
PMI Claims Denied $0.00
Current Period Realized Losses - Includes $108,113.31
</TABLE>
<TABLE>
<CAPTION>
Group Level Collateral Statement
<S> <C>
Group ID 1 2 Total
Collateral Description Mixed ARM Mixed ARM
Weighted Average Coupon Rate 9.621682 9.377126
Weighted Average Net Rate 8.755004 8.617215
Weighted Average Maturity 328.00 271.00
Beginning Loan Count 5,787 3,093 8,880
Loans Paid In Full 150 44 194
Ending Loan Count 5,637 3,049 8,686
Beginning Scheduled Balance 819,244,313.97 263,207,853.69 1,082,452,167.66
Ending scheduled Balance 799,340,750.66 258,961,190.94 1,058,301,941.60
Record Date 11/30/2000 11/30/2000
Principal And Interest Constant 7,087,004.80 2,290,626.42 9,377,631.22
Scheduled Principal 518,247.69 233,848.65 752,096.34
Unscheduled Principal 19,385,315.62 4,012,814.10 23,398,129.72
Scheduled Interest 6,568,757.11 2,056,777.77 8,625,534.88
Servicing Fees 326,039.16 86,689.55 412,728.71
Master Servicing Fees 6,740.40 2,193.39 8,933.79
Trustee Fee 512.00 164.49 676.49
FRY Amount 0.00 0.00 0.00
Special Hazard Fee 0.00 0.00 0.00
Other Fee 14,843.44 27,289.55 42,132.99
Pool Insurance Fee 0.00 0.00 0.00
Spread Fee 1 0.00 0.00 0.00
Spread Fee 2 0.00 0.00 0.00
Spread Fee 3 243,549.15 50,341.88 293,891.03
Net Interest 5,977,072.96 1,890,098.91 7,867,171.87
Realized Loss Amount 72,330.19 35,783.12 108,113.31
Cumulative Realized Loss 240,022.10 52,102.45 292,124.55
Percentage of Cumulative Losses 0.00 0.00 0.00
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