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Previous: STRUCTURED ASSET SECURITIES CORP MO PA TH CE SE 2000-BC2, 8-K, 2000-11-09 |
Next: BOARD OF TRADE OF THE CITY OF CHICAGO INC, 425, 2000-11-09 |
<TABLE>
<CAPTION>
Amortizing Residential Collateral Mortgage Trust
Mortgage Pass-Through Certificates
Record Date: 9/30/00
Distribution Date: 10/25/00
ARC Series: 2000-2
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>
A1 3133TP2U2 SEN 6.76188% 1,595,206,957.2 8,988,831.68 23,113,722.20
A2 863572P72 SEN 6.86188% 205,486,998.66 1,175,022.61 2,969,699.88
M1 863572P80 SEQ 7.17188% 72,299,000.00 432,099.79 0.00
M2 863572P98 SEQ 7.52188% 56,807,000.00 356,079.53 0.00
B 863572Q22 SUB 8.47188% 15,493,000.00 109,379.03 0.00
P ARC00BC2P SEN 0.00000% 0.00 661,441.28 0.00
X ARC00BC2X OC 0.00000% 753.88 3,205,641.93 0.00
RI ARC0BC2RI SEN 0.00000% 0.00 0.00 0.00
Totals 1,945,293,709.8 14,928,495.85 26,083,422.08
</TABLE>
<TABLE>
<CAPTION>
Certificateholder Distribution Summary (continued)
Current Ending Cumulative
Realized Certificate Total Realized
Class Loss Balance Distribution Losses
<S> <C> <C> <C> <C>
A1 0.00 1,572,093,235.07 32,102,553.88 0.00
A2 0.00 202,517,298.78 4,144,722.49 0.00
M1 0.00 72,299,000.00 432,099.79 0.00
M2 0.00 56,807,000.00 356,079.53 0.00
B 0.00 15,493,000.00 109,379.03 0.00
P 0.00 0.00 661,441.28 0.00
X 2,387.73 0.00 3,205,641.93 2,387.73
RI 0.00 0.00 0.00 0.00
Totals 2,387.73 1,919,209,533.85 41,011,917.93 2,387.73
<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>
A1 1,698,228,000.0 1,595,206,957.27 1,036,832.78 22,076,889.42 0.00 0.00
A2 222,867,000.00 205,486,998.66 125,274.06 2,844,425.82 0.00 0.00
M1 72,299,000.00 72,299,000.00 0.00 0.00 0.00 0.00
M2 56,807,000.00 56,807,000.00 0.00 0.00 0.00 0.00
B 15,493,000.00 15,493,000.00 0.00 0.00 0.00 0.00
P 0.00 0.00 0.00 0.00 0.00 0.00
X 753.88 753.88 0.00 0.00 0.00 2,387.73
RI 0.00 0.00 0.00 0.00 0.00 0.00
Totals 2,065,694,753.81 1,945,293,709.81 1,162,106.84 24,921,315.24 0.00 2,387.73
<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>
A1 23,113,722.20 1,572,093,235.07 0.92572566 23,113,722.20
A2 2,969,699.88 202,517,298.78 0.90869128 2,969,699.88
M1 0.00 72,299,000.00 1.00000000 0.00
M2 0.00 56,807,000.00 1.00000000 0.00
B 0.00 15,493,000.00 1.00000000 0.00
P 0.00 0.00 0.00000000 0.00
X 2,387.73 0.00 0.00000000 0.00
RI 0.00 0.00 0.00000000 0.00
Totals 26,085,809.81 1,919,209,533.85 0.92908671 26,083,422.08
</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>
A1 1,698,228,000.00 939.33615349 0.61053803 12.99995608 0.00000000
A2 222,867,000.00 922.01626378 0.56210233 12.76288468 0.00000000
M1 72,299,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
M2 56,807,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
B 15,493,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
P 0.00 0.00000000 0.00000000 0.00000000 0.00000000
X 753.88 1000.00000000 0.00000000 0.00000000 0.00000000
RI 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>
A1 0.00000000 13.61049412 925.72565938 0.92572566 13.61049412
A2 0.00000000 13.32498701 908.69127677 0.90869128 13.32498701
M1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
M2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
B 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
X 3167.25473550 3167.25473550 0.00000000 0.00000000 0.00000000
RI 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>
A1 1,698,228,000.0 6.76188% 1,595,206,957.27 8,988,831.68 0.00 0.00
A2 222,867,000.00 6.86188% 205,486,998.66 1,175,022.61 0.00 0.00
M1 72,299,000.00 7.17188% 72,299,000.00 432,099.79 0.00 0.00
M2 56,807,000.00 7.52188% 56,807,000.00 356,079.53 0.00 0.00
B 15,493,000.00 8.47188% 15,493,000.00 109,379.03 0.00 0.00
P 0.00 0.00000% 0.00 0.00 0.00 0.00
X 753.88 0.00000% 753.88 0.00 0.00 0.00
RI 0.00 0.00000% 0.00 0.00 0.00 0.00
Totals 2,065,694,753.88 11,061,412.64 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>
A1 0.00 0.00 8,988,831.68 0.00 1,572,093,235.07
A2 0.00 0.00 1,175,022.61 0.00 202,517,298.78
M1 0.00 0.00 432,099.79 0.00 72,299,000.00
M2 0.00 0.00 356,079.53 0.00 56,807,000.00
B 0.00 0.00 109,379.03 0.00 15,493,000.00
P 0.00 0.00 661,441.28 0.00 0.00
X 0.00 0.00 3,205,641.93 0.00 0.00
RI 0.00 0.00 0.00 0.00 0.00
Totals 0.00 0.00 14,928,495.85 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>
A1 1,698,228,000.00 6.76188% 939.33615349 5.29306529 0.00000000 0.00000000
A2 222,867,000.00 6.86188% 922.01626378 5.27230415 0.00000000 0.00000000
M1 72,299,000.00 7.17188% 1000.00000000 5.97656662 0.00000000 0.00000000
M2 56,807,000.00 7.52188% 1000.00000000 6.26823332 0.00000000 0.00000000
B 15,493,000.00 8.47188% 1000.00000000 7.05989995 0.00000000 0.00000000
P 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000
X 753.88 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000
RI 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>
A1 0.00000000 0.00000000 5.29306529 0.00000000 925.72565938
A2 0.00000000 0.00000000 5.27230415 0.00000000 908.69127677
M1 0.00000000 0.00000000 5.97656662 0.00000000 1000.00000000
M2 0.00000000 0.00000000 6.26823332 0.00000000 1000.00000000
B 0.00000000 0.00000000 7.05989995 0.00000000 1000.00000000
P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
X 0.00000000 0.00000000 4252191.23733220 0.00000000 0.00000000
RI 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>
GUAR 0.09000% 1,595,206,957.27 1,572,094,868.92 0.00 0.00 92.57266215%
SSF 0.00000% 0.00 0.00 0.00 0.00 0.00000000%
RII 0.00000% 0.00 0.00 0.00 0.00 0.00000000%
</TABLE>
<TABLE>
<CAPTION>
CERTIFICATEHOLDER ACCOUNT STATEMENT
CERTIFICATE ACCOUNT
<S> <C>
Beginning Balance 0.00
Deposits
Payments of Interest and Principal 41,963,536.71
Liquidations, Insurance Proceeds, Reserve Funds 0.00
Proceeds from Repurchased Loans 0.00
Other Amounts (Servicer Advances) 818,657.34
Realized Losses (2,387.73)
Total Deposits 42,779,806.32
Withdrawals
Reimbursement for Servicer Advances 0.00
Payment of Service Fee 1,767,888.39
Payment of Interest and Principal 41,011,917.93
Total Withdrawals (Pool Distribution Amount) 42,779,806.32
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 810,538.75
Trustee Fee- First Union 291.67
MGIC Insurance Premium 802,968.88
Guarantee Fee 119,640.52
Loss Mitigation Advisor's Fee 24,317.49
Special Servicing Fee 0.00
Master Servicing Fee 10,131.08
Supported Prepayment/Curtailment Interest Shortfall 0.00
Net Servicing Fee 1,767,888.39
</TABLE>
<TABLE>
<CAPTION>
OTHER ACCOUNTS
Beginning Current Current Ending
Account Type Balance Withdrawals Deposits Balance
<S> <C> <C> <C> <C>
Basis Risk Reserve Fund 5,000.00 0.00 0.00 5,000.00
</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 121 16 0 137
10,969,855.73 1,715,062.98 0.00 12,684,918.71
30 Days 498 18 2 0 518
45,718,380.35 1,243,131.83 169,044.31 0.00 47,130,556.49
60 Days 52 12 148 0 212
4,237,541.44 1,467,434.34 13,598,972.42 0.00 19,303,948.20
90 Days 26 31 198 3 258
2,201,897.18 2,656,741.79 18,632,227.29 254,719.72 23,745,585.98
120 Days 3 5 40 2 50
287,683.51 301,327.84 3,334,968.48 84,497.67 4,008,477.50
150 Days 1 1 3 0 5
152,462.81 154,182.14 257,080.35 0.00 563,725.30
180+ Days 0 0 2 0 2
0.00 0.00 169,544.75 0.00 169,544.75
Totals 580 188 409 5 1,182
52,597,965.29 16,792,673.67 37,876,900.58 339,217.39 107,606,756.93
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 0.633939% 0.083827% 0.000000% 0.717766%
0.571212% 0.089305% 0.000000% 0.660517%
30 Days 2.609106% 0.094305% 0.010478% 0.000000% 2.713889%
2.380604% 0.064731% 0.008802% 0.000000% 2.454137%
60 Days 0.272437% 0.062870% 0.775397% 0.000000% 1.110704%
0.220653% 0.076411% 0.708113% 0.000000% 1.005177%
90 Days 0.136218% 0.162414% 1.037355% 0.015718% 1.351705%
0.114655% 0.138339% 0.970199% 0.013264% 1.236457%
120 Days 0.015718% 0.026196% 0.209567% 0.010478% 0.261958%
0.014980% 0.015690% 0.173655% 0.004400% 0.208726%
150 Days 0.005239% 0.005239% 0.015718% 0.000000% 0.026196%
0.007939% 0.008028% 0.013386% 0.000000% 0.029354%
180+ Days 0.000000% 0.000000% 0.010478% 0.000000% 0.010478%
0.000000% 0.000000% 0.008828% 0.000000% 0.008828%
Totals 3.038717% 0.984964% 2.142820% 0.026196% 6.192697%
2.738831% 0.874412% 1.972290% 0.017663% 5.603196%
</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 115 14 0 129
10,738,879.15 1,185,215.47 0.00 11,924,094.62
30 Days 473 18 2 0 493
39,045,453.34 1,243,131.83 169,044.31 0.00 40,457,629.48
60 Days 50 10 136 0 196
4,155,587.64 902,255.94 10,909,993.06 0.00 15,967,836.64
90 Days 26 30 181 3 240
2,201,897.18 2,371,182.81 15,758,778.14 254,719.72 20,586,577.85
120 Days 3 5 39 2 49
287,683.51 301,327.84 3,081,114.62 84,497.67 3,754,623.64
150 Days 1 1 3 0 5
152,462.81 154,182.14 257,080.35 0.00 563,725.30
180 Days 0 0 2 0 2
0.00 0.00 169,544.75 0.00 169,544.75
Totals 553 179 377 5 1,114
45,843,084.48 15,710,959.71 31,530,770.70 339,217.39 93,424,032.28
0-29 Days 0.631868% 0.076923% 0.000000% 0.708791%
0.631319% 0.069677% 0.000000% 0.700996%
30 Days 2.598901% 0.098901% 0.010989% 0.000000% 2.708791%
2.295411% 0.073081% 0.009938% 0.000000% 2.378431%
60 Days 0.274725% 0.054945% 0.747253% 0.000000% 1.076923%
0.244299% 0.053042% 0.641379% 0.000000% 0.938720%
90 Days 0.142857% 0.164835% 0.994505% 0.016484% 1.318681%
0.129446% 0.139398% 0.926430% 0.014975% 1.210248%
120 Days 0.016484% 0.027473% 0.214286% 0.010989% 0.269231%
0.016912% 0.017715% 0.181133% 0.004967% 0.220728%
150 Days 0.005495% 0.005495% 0.016484% 0.000000% 0.027473%
0.008963% 0.009064% 0.015113% 0.000000% 0.033140%
180 Days 0.000000% 0.000000% 0.010989% 0.000000% 0.010989%
0.000000% 0.000000% 0.009967% 0.000000% 0.009967%
Totals 3.038462% 0.983516% 2.071429% 0.027473% 6.120879%
2.695032% 0.923619% 1.853637% 0.019942% 5.492229%
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 6 2 0 8
230,976.58 529,847.51 0.00 760,824.09
30 Days 25 0 0 0 25
6,672,927.01 0.00 0.00 0.00 6,672,927.01
60 Days 2 2 12 0 16
81,953.80 565,178.40 2,688,979.36 0.00 3,336,111.56
90 Days 0 1 17 0 18
0.00 285,558.98 2,873,449.15 0.00 3,159,008.13
120 Days 0 0 1 0 1
0.00 0.00 253,853.86 0.00 253,853.86
150 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
180 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
Totals 27 9 32 0 68
6,754,880.81 1,081,713.96 6,346,129.88 0.00 14,182,724.65
0-29 Days 0.676437% 0.225479% 0.000000% 0.901917%
0.105262% 0.241464% 0.000000% 0.346726%
30 Days 2.818489% 0.000000% 0.000000% 0.000000% 2.818489%
3.041012% 0.000000% 0.000000% 0.000000% 3.041012%
60 Days 0.225479% 0.225479% 1.352875% 0.000000% 1.803833%
0.037348% 0.257565% 1.225432% 0.000000% 1.520345%
90 Days 0.000000% 0.112740% 1.916573% 0.000000% 2.029312%
0.000000% 0.130136% 1.309499% 0.000000% 1.439635%
120 Days 0.000000% 0.000000% 0.112740% 0.000000% 0.112740%
0.000000% 0.000000% 0.115687% 0.000000% 0.115687%
150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
Totals 3.043968% 1.014656% 3.607666% 0.000000% 7.666291%
3.078360% 0.492963% 2.892082% 0.000000% 6.463405%
</TABLE>
<TABLE>
<CAPTION>
OTHER INFORMATION
<S> <C>
Current Period Realized Loss - Includes Interest Shortfall 2,387.73
Cumulative Realized Losses - Includes Interest Shortfall 2,387.73
Current Period Class A Insufficient Funds 0.00
Principal Balance of Contaminated Properties 0.00
Periodic Advance 818,657.34
</TABLE>
<TABLE>
<CAPTION>
COLLATERAL STATEMENT
<S> <C>
Collateral Description Fixed Mixed & ARM & Balloon
Weighted Average Gross Coupon 9.892537%
Weighted Average Net Coupon 8.897207%
Weighted Average Pass-Through Rate 8.801974%
Weighted Average Maturity(Stepdown Calculation ) 340
Beginning Scheduled Collateral Loan Count 19,336
Number Of Loans Paid In Full 249
Ending Scheduled Collateral Loan Count 19,087
Beginning Scheduled Collateral Balance 1,945,293,709.81
Ending Scheduled Collateral Balance 1,919,209,533.85
Ending Actual Collateral Balance at 30-Sep-2000 1,920,453,198.96
Monthly P &I Constant 17,198,682.45
Ending Scheduled Balance for Premium Loans 1,919,209,533.85
Scheduled Principal 1,162,106.84
Unscheduled Principal 24,922,069.12
Required Overcollateralization Amount 0.00
Overcollateralized Increase Amount 0.00
Overcollateralized reduction Amount 0.00
Specified O/C Amount 10,328,473.77
Overcollateralized Amount 0.00
Overcollateralized Deficiency Amount 10,328,473.77
Base Overcollateralized Amount 0.00
</TABLE>
<TABLE>
<CAPTION>
<S> <C>
</TABLE>
<TABLE>
<CAPTION>
Group Level Collateral Statement
<S> <C>
Group ID 1 2 Total
Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM
Weighted Average Coupon Rate 9.939674 9.527126
Weighted Average Net Rate 8.920643 8.529550
Weighted Average Maturity 338.00 348.00
Beginning Loan Count 18,439 897 19,336
Loans Paid In Full 239 10 249
Ending Loan Count 18,200 887 19,087
Beginning Scheduled Balance 1,723,031,225.78 222,262,484.03 1,945,293,709.81
Ending scheduled Balance 1,699,916,749.70 219,292,784.15 1,919,209,533.85
Record Date 9/30/00 9/30/00
Principal And Interest Constant 15,308,806.07 1,889,876.38 17,198,682.45
Scheduled Principal 1,036,832.78 125,274.06 1,162,106.84
Unscheduled Principal 22,077,643.30 2,844,425.82 24,922,069.12
Scheduled Interest 14,271,973.29 1,764,602.32 16,036,575.61
Servicing Fees 1,432,673.11 180,834.01 1,613,507.12
Master Servicing Fees 8,974.11 1,157.61 10,131.72
Trustee Fee 258.34 33.32 291.66
FRY Amount 0.00 0.00 0.00
Special Hazard Fee 0.00 0.00 0.00
Other Fee 0.00 0.00 0.00
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 0.00 0.00 0.00
Net Interest 12,808,788.19 1,579,832.42 14,388,620.61
Realized Loss Amount 3,740.30 (1,352.57) 2,387.73
Cumulative Realized Loss 3,740.30 (1,352.57) 2,387.73
Percentage of Cumulative Losses 0.00 0.00 0.00
</TABLE>
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