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Previous: STRUCTURED ASSET SECURITIES CORP MO PA TH CE SE 2000-BC2, 8-K, 2001-01-08 |
Next: CAPITAL APPRECIATION PORTFOLIO /MA/, N-30D, 2001-01-08 |
<TABLE>
<CAPTION>
Amortizing Residential Collateral Mortgage Trus
Mortgage Pass-Through Certificates
Record Date: 11/30/2000
Distribution Date: 12/26/2000
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 6.75750% 1,539,988,347.3 8,382,990.73 37,854,561.34
A2 863572P72 SEN 6.85750% 195,230,108.15 1,078,470.10 7,179,626.90
M1 863572P80 SEQ 7.16750% 72,299,000.00 417,441.37 0.00
M2 863572P98 SEQ 7.51750% 56,807,000.00 344,009.78 0.00
B 863572Q22 SUB 8.46750% 15,493,000.00 105,678.40 0.00
P ARC00BC2P SEN 0.00000% 0.00 921,994.44 0.00
X ARC00BC2X OC 0.00000% 0.00 0.00 0.00
RI ARC0BC2RI SEN 0.00000% 0.00 0.00 0.00
Totals 1,879,817,455.4 11,250,584.82 45,034,188.24
</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 1,502,133,786.00 46,237,552.07 0.00
A2 0.00 188,050,481.25 8,258,097.00 0.00
M1 0.00 72,299,000.00 417,441.37 0.00
M2 0.00 56,807,000.00 344,009.78 0.00
B 0.00 15,493,000.00 105,678.40 0.00
P 0.00 0.00 921,994.44 0.00
X 65,208.99 3,377,627.77 0.00 91,841.56
RI 0.00 0.00 0.00 0.00
Totals 65,208.99 1,838,160,895.02 56,284,773.06 91,841.56
<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 1,698,228,000.00 1,539,988,347.34 1,024,673.24 36,829,888.10 0.00 0.00
A2 222,867,000.00 195,230,108.15 122,218.80 7,057,408.10 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 0.00 0.00 0.00 0.00 65,208.99
RI 0.00 0.00 0.00 0.00 0.00 0.00
Totals 2,065,694,753.88 1,879,817,455.49 1,146,892.04 43,887,296.20 0.00 65,208.99
<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 37,854,561.34 1,502,133,786.00 0.88453010 37,854,561.34
A2 7,179,626.90 188,050,481.25 0.84377894 7,179,626.90
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 65,208.99 3,377,627.77 4,480.32547620 0.00
RI 0.00 0.00 0.00000000 0.00
Totals 45,099,397.23 1,838,160,895.02 0.88985117 45,034,188.24
</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 1,698,228,000.00 906.82072569 0.60337790 21.68724582 0.00000000
A2 222,867,000.00 875.99379069 0.54839344 31.66645623 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 0.00000000 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 22.29062372 884.53010197 0.88453010 22.29062372
A2 0.00000000 32.21484966 843.77894103 0.84377894 32.21484966
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 86497.83785218 86497.83785218 4,480,325.4762031 4480.32547620 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 1,698,228,000.00 6.75750% 1,539,988,347.34 8,382,990.73 0.00 0.00
A2 222,867,000.00 6.85750% 195,230,108.15 1,078,470.10 0.00 0.00
M1 72,299,000.00 7.16750% 72,299,000.00 417,441.37 0.00 0.00
M2 56,807,000.00 7.51750% 56,807,000.00 344,009.78 0.00 0.00
B 15,493,000.00 8.46750% 15,493,000.00 105,678.40 0.00 0.00
P 0.00 0.00000% 0.00 0.00 0.00 0.00
X 753.88 0.00000% 0.00 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 10,328,590.38 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 8,382,990.73 0.00 1,502,133,786.00
A2 0.00 0.00 1,078,470.10 0.00 188,050,481.25
M1 0.00 0.00 417,441.37 0.00 72,299,000.00
M2 0.00 0.00 344,009.78 0.00 56,807,000.00
B 0.00 0.00 105,678.40 0.00 15,493,000.00
P 0.00 0.00 921,994.44 0.00 0.00
X 0.00 0.00 0.00 0.00 3,377,627.77
RI 0.00 0.00 0.00 0.00 0.00
Totals 0.00 0.00 11,250,584.82 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 6.75750% 906.82072569 4.93631640 0.00000000 0.00000000
A2 222,867,000.00 6.85750% 875.99379069 4.83907487 0.00000000 0.00000000
M1 72,299,000.00 7.16750% 1000.00000000 5.77381942 0.00000000 0.00000000
M2 56,807,000.00 7.51750% 1000.00000000 6.05576390 0.00000000 0.00000000
B 15,493,000.00 8.46750% 1000.00000000 6.82104176 0.00000000 0.00000000
P 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000
X 753.88 0.00000% 0.00000000 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 4.93631640 0.00000000 884.53010197
A2 0.00000000 0.00000000 4.83907487 0.00000000 843.77894103
M1 0.00000000 0.00000000 5.77381942 0.00000000 1000.00000000
M2 0.00000000 0.00000000 6.05576390 0.00000000 1000.00000000
B 0.00000000 0.00000000 6.82104176 0.00000000 1000.00000000
P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
X 0.00000000 0.00000000 0.00000000 0.00000000 4480325.47620311
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% 1,539,988,347.34 1,502,133,786.00 0.00 0.00 88.45301020%
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 57,100,309.06
Liquidations, Insurance Proceeds, Reserve Funds 0.00
Proceeds from Repurchased Loans 0.00
Other Amounts (Servicer Advances) 969,605.34
Realized Losses (65,208.99)
Total Deposits 58,004,705.41
Withdrawals
Reimbursement for Servicer Advances 0.00
Payment of Service Fee 1,719,932.35
Payment of Interest and Principal 56,284,773.06
Total Withdrawals (Pool Distribution Amount) 58,004,705.41
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 783,255.95
Trustee Fee- First Union 291.67
MGIC Insurance Premium 776,697.94
Guarantee Fee 111,649.16
Loss Mitigation Advisor's Fee 23,497.72
Special Servicing Fee 14,750.00
Master Servicing Fee 9,789.91
Supported Prepayment/Curtailment Interest Shortfall 0.00
Net Servicing Fee 1,719,932.35
</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 88 6 0 94
7,514,259.18 482,294.54 0.00 7,996,553.72
30 Days 457 19 2 0 478
43,040,611.86 1,490,814.96 298,224.76 0.00 44,829,651.58
60 Days 92 22 114 0 228
8,282,668.62 1,787,193.86 9,180,803.41 0.00 19,250,665.89
90 Days 34 17 139 0 190
3,607,660.81 1,241,659.65 12,757,658.88 0.00 17,606,979.34
120 Days 4 19 98 8 129
721,922.43 1,902,064.07 9,524,996.16 398,899.27 12,547,881.93
150 Days 8 25 146 19 198
506,915.94 1,569,435.71 13,594,961.13 1,245,930.97 16,917,243.75
180+ Days 1 13 23 6 43
100,205.29 1,131,790.68 1,761,044.10 473,232.14 3,466,272.21
Totals 596 203 528 33 1,360
56,259,984.95 16,637,218.11 47,599,982.98 2,118,062.38 122,615,248.42
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 0.479198% 0.032673% 0.000000% 0.511871%
0.408506% 0.026219% 0.000000% 0.434725%
30 Days 2.488565% 0.103463% 0.010891% 0.000000% 2.602919%
2.339862% 0.081047% 0.016213% 0.000000% 2.437122%
60 Days 0.500980% 0.119800% 0.620780% 0.000000% 1.241560%
0.450279% 0.097159% 0.499106% 0.000000% 1.046544%
90 Days 0.185145% 0.092572% 0.756916% 0.000000% 1.034633%
0.196127% 0.067502% 0.693558% 0.000000% 0.957187%
120 Days 0.021782% 0.103463% 0.533653% 0.043563% 0.702461%
0.039247% 0.103404% 0.517817% 0.021686% 0.682154%
150 Days 0.043563% 0.136136% 0.795034% 0.103463% 1.078196%
0.027558% 0.085321% 0.739077% 0.067734% 0.919690%
180+ Days 0.005445% 0.070791% 0.125245% 0.032673% 0.234154%
0.005448% 0.061529% 0.095738% 0.025727% 0.188441%
Totals 3.245480% 1.105424% 2.875191% 0.179699% 7.405794%
3.058521% 0.904467% 2.587728% 0.115146% 6.665863%
</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 85 6 0 91
7,406,216.52 482,294.54 0.00 7,888,511.06
30 Days 429 18 2 0 449
35,884,616.20 1,437,109.28 298,224.76 0.00 37,619,950.24
60 Days 88 22 111 0 221
7,283,437.20 1,787,193.86 9,048,450.80 0.00 18,119,081.86
90 Days 31 17 130 0 178
2,673,314.67 1,241,659.65 10,802,325.47 0.00 14,717,299.79
120 Days 3 16 91 8 118
283,702.59 1,258,753.95 7,921,643.82 398,899.27 9,862,999.63
150 Days 8 25 136 18 187
506,915.94 1,569,435.71 11,988,248.39 1,190,721.11 15,255,321.15
180 Days 1 13 23 6 43
100,205.29 1,131,790.68 1,761,044.10 473,232.14 3,466,272.21
Totals 560 196 499 32 1,287
46,732,191.89 15,832,159.65 42,302,231.88 2,062,852.52 106,929,435.94
0-29 Days 0.484828% 0.034223% 0.000000% 0.519051%
0.453229% 0.029514% 0.000000% 0.482743%
30 Days 2.446954% 0.102669% 0.011408% 0.000000% 2.561031%
2.195985% 0.087945% 0.018250% 0.000000% 2.302180%
60 Days 0.501939% 0.125485% 0.633128% 0.000000% 1.260552%
0.445715% 0.109369% 0.553727% 0.000000% 1.108810%
90 Days 0.176820% 0.096966% 0.741501% 0.000000% 1.015286%
0.163595% 0.075984% 0.661056% 0.000000% 0.900636%
120 Days 0.017112% 0.091262% 0.519051% 0.045631% 0.673055%
0.017361% 0.077030% 0.484771% 0.024411% 0.603573%
150 Days 0.045631% 0.142596% 0.775724% 0.102669% 1.066621%
0.031021% 0.096043% 0.733630% 0.072867% 0.933561%
180 Days 0.005704% 0.074150% 0.131189% 0.034223% 0.245266%
0.006132% 0.069261% 0.107768% 0.028960% 0.212121%
Totals 3.194159% 1.117956% 2.846224% 0.182523% 7.340862%
2.859811% 0.968861% 2.588716% 0.126238% 6.543625%
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 3 0 0 3
108,042.66 0.00 0.00 108,042.66
30 Days 28 1 0 0 29
7,155,995.66 53,705.68 0.00 0.00 7,209,701.34
60 Days 4 0 3 0 7
999,231.42 0.00 132,352.61 0.00 1,131,584.03
90 Days 3 0 9 0 12
934,346.14 0.00 1,955,333.41 0.00 2,889,679.55
120 Days 1 3 7 0 11
438,219.84 643,310.12 1,603,352.34 0.00 2,684,882.30
150 Days 0 0 10 1 11
0.00 0.00 1,606,712.74 55,209.86 1,661,922.60
180 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
Totals 36 7 29 1 73
9,527,793.06 805,058.46 5,297,751.10 55,209.86 15,685,812.48
0-29 Days 0.360577% 0.000000% 0.000000% 0.360577%
0.052614% 0.000000% 0.000000% 0.052614%
30 Days 3.365385% 0.120192% 0.000000% 0.000000% 3.485577%
3.484785% 0.026153% 0.000000% 0.000000% 3.510938%
60 Days 0.480769% 0.000000% 0.360577% 0.000000% 0.841346%
0.486600% 0.000000% 0.064452% 0.000000% 0.551052%
90 Days 0.360577% 0.000000% 1.081731% 0.000000% 1.442308%
0.455002% 0.000000% 0.952197% 0.000000% 1.407199%
120 Days 0.120192% 0.360577% 0.841346% 0.000000% 1.322115%
0.213402% 0.313275% 0.780791% 0.000000% 1.307468%
150 Days 0.000000% 0.000000% 1.201923% 0.120192% 1.322115%
0.000000% 0.000000% 0.782428% 0.026886% 0.809313%
180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
Totals 4.326923% 0.841346% 3.485577% 0.120192% 8.774038%
4.639789% 0.392043% 2.579868% 0.026886% 7.638585%
</TABLE>
<TABLE>
<CAPTION>
OTHER INFORMATION
<S> <C>
Current Period Realized Loss - Includes Interest Shortfall 65,208.99
Cumulative Realized Losses - Includes Interest Shortfall 91,841.56
Current Period Class A Insufficient Funds 0.00
Principal Balance of Contaminated Properties 0.00
Periodic Advance 969,605.34
</TABLE>
<TABLE>
<CAPTION>
COLLATERAL STATEMENT
<S> <C>
Collateral Description Fixed Mixed & ARM & Balloon
Weighted Average Gross Coupon 9.889063%
Weighted Average Net Coupon 8.893250%
Weighted Average Pass-Through Rate 8.791126%
Weighted Average Maturity(Stepdown Calculation ) 338
Beginning Scheduled Collateral Loan Count 18,736
Number Of Loans Paid In Full 372
Ending Scheduled Collateral Loan Count 18,364
Beginning Scheduled Collateral Balance 1,879,817,455.49
Ending Scheduled Collateral Balance 1,838,160,895.02
Ending Actual Collateral Balance at 30-Nov-2000 1,839,450,579.57
Monthly P &I Constant 16,638,253.18
Ending Scheduled Balance for Premium Loans 1,838,160,895.02
Scheduled Principal 1,146,892.04
Unscheduled Principal 40,509,668.43
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 3,377,627.77
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 9.935755 9.521744
Weighted Average Net Rate 8.905690 8.523487
Weighted Average Maturity 336.00 346.00
Beginning Loan Count 17,877 859 18,736
Loans Paid In Full 345 27 372
Ending Loan Count 17,532 832 18,364
Beginning Scheduled Balance 1,667,811,861.97 212,005,593.52 1,879,817,455.49
Ending scheduled Balance 1,632,951,877.20 205,209,017.82 1,838,160,895.02
Record Date 11/30/2000 11/30/2000
Principal And Interest Constant 14,833,815.20 1,804,437.98 16,638,253.18
Scheduled Principal 1,024,673.24 122,218.80 1,146,892.04
Unscheduled Principal 33,835,311.53 6,674,356.90 40,509,668.43
Scheduled Interest 13,809,141.96 1,682,219.18 15,491,361.14
Servicing Fees 1,387,345.51 172,609.23 1,559,954.74
Master Servicing Fees 8,686.52 1,104.19 9,790.71
Trustee Fee 258.77 32.89 291.66
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 14,750.00 0.00 14,750.00
Spread Fee 2 0.00 0.00 0.00
Spread Fee 3 0.00 0.00 0.00
Net Interest 12,377,512.28 1,505,855.69 13,883,367.97
Realized Loss Amount 65,208.99 0.00 65,208.99
Cumulative Realized Loss 93,194.13 (1,352.57) 91,841.56
Percentage of Cumulative Losses 0.00 0.00 0.00
</TABLE>
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