SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 8-K
Current Report Pursuant To Section 13 or 15(d) of
the Securities Exchange Act of 1934
Date of Report (Date of earliest event reported): December 26, 2000
SAXON ASSET SCEURITIES COMPANY,
as Depositor, Saxon Mortgage, Inc., as Master Servicer,
and Bankers Trust Company, as Trustee under the Trust Agreement
dated as of June 1, 2000 (the "Trust Agreement") and the
Standard Terms to Trust Agreement (February 2000 Edition) (the
"Standard Terms"), dated as of January 1, 2000, providing for
the issuance of the Saxon Asset Securities Trust 2000-2 Mortgage
Loan Asset Backed Certificates Series 2000-2.
SAXON ASSET SECURITIES TRUST 2000-2 MORTGAGE
LOAN ASSET BACKED CERTIFICATES SERIES 2000-2
(Exact name of Registrant as specified in its Charter)
VIRGINIA
(State or Other Jurisdiction of Incorporation)
333-35370
(Commission File Number) (I.R.S. Employer Identification No.)
4880 COX ROAD
GLEN ALLEN, VIRGINIA 23060
(Address of principal executive offices) (Zip Code)
Registrant's Telephone Number, Including Area Code: (804) 967-7400
Item 5. Other Events
Attached hereto is a copy of the Monthly Remittance Statements to the
Certificateholders which was derived from the monthly information
submitted by the Master Servicer of the Trust to the Trustee.
Item 7. Financial Statement and Exhibits
Exhibits: (as noted in Item 5 above)
Monthly Remittance Statement to the Certificateholders dated as of
December 26, 2000.
SIGNATURE
Pursuant to the requirements of the Securities Exchange Act of
1934, the Registrant has duly caused this report to be signed on its
behalf by the undersigned, hereunto duly authorized.
Bankers Trust Company, not in its individual
capacity, but solely as a duly authorized
agent of the Registrant pursuant to the
Trust Agreement, dated as of June 1, 2000.
Date: January 8, 2001 By: /s/ Judy L. Gomez
Judy L. Gomez
Assistant Vice President
EXHIBIT INDEX
DOCUMENT
Monthly Remittance Statement to the Certificateholders
dated as of December 26, 2000.
Saxon Asset Securities Trust 2000-2
Mortgage Loan Asset-Backed Certificates
December 26, 2000 Distribution
Contents
TABLE OF CONTENTS
> Page
1. Cont
>ents 1
2. Cert
>ificate Payment Report 2
3. Coll
>ection Account Report 10
4. Cred
>it Enhancement Report 13
5. Coll
>ateral Report 14
6. Deli
>nquency Report 17
7. REO
>Report 20
8. Prep
>ayment Report 21
9. Prep
>ayment Detail Report 24
10. Real
>ized Loss Report 26
11. Real
>ized Loss Detail Report 29
12. Trig
>gers, Adj. Rate Cert. and Miscellaneous Report 30
13. Addi
>tional Certificate Report 31
Tota
>l Number of Pages
> 31
CONTACTS
Adm
>inistrator: Barbara A Campbell
Dir
>ect Phone Number: (714)247-6278
Add
>ress: Deutsche Bank
> 1761 E. St. Andrew Place, Santa Ana, CA 92705
Web
> Site: http://www-apps.gis.deutsche-bank.com/invr
Fac
>tor Information: (800) 735-7777
Mai
>n Phone Number: (714) 247-6000
ISSUANCE INFORMATION
Seller: Saxon
> Cut-Off Date:
> June 1, 2000
Certificate Insurer:
> Closing Date:
> June 16, 2000
Servicer(s): Saxon Master S
>ervicer First Payment Date:
> July 25, 2000
Meritech Mortgage
> Sub-Servicer
Underwriter(s): Banc Of America Sec
>urities LLC Underwriter Distribution Date:
> December 26, 2000
Greenwich Capital M
>arkets, Inc. Underwriter Record Date:
> November 30, 2000
Merrill Lynch & Co.
> Underwriter
Prudential Securiti
>es Incorporated Underwriter
Banc One Capital Ma
>rkets Underwriter
> Page 1 of 31
> (c) COPYRIGHT 2000 Deutsche Bank
HISTORICAL DATA
> - STATEMENT 1 GROUP TOTAL
6
issue_idperiod
> t_del_0_t_del_1_t_del_2_t_del_3_t_del_4_t_del_0 t_del_1 t_del_2 t_del_
>3t_del_4 t_for_0_t_for_1_t_for_2_t_for_3_t_for_4_t_for_0 t_for_1 t_for_2 t_for
>_3
SX0002 200012
> 01.54E+0823479165 4161269837338.4 1358400 1566 264 39
> 6 15196859.1 697043 8715464 770662717097341 2 8 74
> 87
SX0002 200011
> 01.26E+0826007084 4709153 1244199927356.2 1318 266 40
>15 16234699.5 1071716 6317327 505106212984905 3 5 74
> 61
SX0002 200010
> 01.32E+0825765205 2766964 1561843133761.8 1358 252 25
>20 2 0418859.8 573948413203405 2089253 0 7 72
>141
SX0002 200009
> 01.36E+0824445160 7693992208720.1109855.8 1359 269 83
> 3 249391.64 116185612156782 1971347289913.8 1 11 134
> 14
SX0002 200008
> 01.12E+0828346241 1958697541837.1 0 1145 289 13
> 4 0525322.3 8367106988564.4174007.9 0 8 90 7
> 2
SX0002 200007
> 01.32E+08 3948741104812.5 0 0 1327 29 2
> 0 0 1672050 0 0 0 0 14 0 0
> 0
HISTORICAL DATA
> - STATEMENT 1 GROUP 1
6
issue_idperiod
>sub_poolt_del_0_t_del_1_t_del_2_t_del_3_t_del_4_t_del_0 t_del_1 t_del_2 t_del_
>3t_del_4 t_for_0_t_for_1_t_for_2_t_for_3_t_for_4_t_for_0 t_for_1 t_for_2 t_for
>_3
SX0002 200012
> 19640693413581603 3155844396042.5970415.3 1064 170 30
> 4 1183726.79481494.6 4574405 5085318 9366181 1 7 46
> 58
SX0002 200011
> 17735392416431946 2860444 1072643 570851 884 182 27
>13 12191303.2325809.1 4087630 3227397 6497584 2 4 49
> 42
SX0002 200010
> 18063824314729918 1584637 748895133761.8 906 157 17
>12 2 0418859.8 4218755 6861238 1279563 0 7 53
> 83
SX0002 200009
> 18595120014050900 4610618133810.841949.73 922 176 51
> 2 149391.64718777.2 6648817 117757787771.72 1 10 81
> 9
SX0002 200008
> 17024761615220739 166717166924.65 0 783 171 10
> 2 0525322.3 4774113419358.262830.07 0 8 59 3
> 1
SX0002 200007
> 177235972 2335231104812.5 0 0 862 16 2
> 0 0703108.6 0 0 0 0 8 0 0
> 0
HISTORICAL DATA
> - STATEMENT 1 GROUP 2
6
issue_idperiod
>sub_poolt_del_0_t_del_1_t_del_2_t_del_3_t_del_4_t_del_0 t_del_1 t_del_2 t_del_
>3t_del_4 t_for_0_t_for_1_t_for_2_t_for_3_t_for_4_t_for_0 t_for_1 t_for_2 t_for
>_3
SX0002 200012
> 257614791 9897562 1005426441295.9387985.1 502 94 9
> 2 4113132.3215548.4 4141059 2621308 7731160 1 1 28
> 29
SX0002 200011
> 249145261 9575138 1848708171556.4356505.2 434 84 13
> 2 443396.34745907.4 2229697 1823666 6487321 1 1 25
> 19
SX0002 200010
> 25117876811035287 1182327812948.2 0 452 95 8
> 8 0 0 0 1520729 6342167809689.2 0 0 19
> 58
SX0002 200009
> 25019505610394260 308337474909.3167906.09 437 93 32
> 1 1 0443079.3 5507964793769.8202142.1 0 1 53
> 5
SX0002 200008
> 24131129113125502291525.9474912.5 0 362 118 3
> 2 0 0 3592993569206.2111177.9 0 0 31 4
> 1
SX0002 200007
> 254558064 1613510 0 0 0 465 13 0
> 0 0968941.9 0 0 0 0 6 0 0
> 0
HISTORICAL DATA
> - STATEMENT 1 GROUP 3
0
issue_idperiod
>sub_poolt_del_0_t_del_1_t_del_2_t_del_3_t_del_4_t_del_0 t_del_1 t_del_2 t_del_
>3t_del_4 t_for_0_t_for_1_t_for_2_t_for_3_t_for_4_t_for_0 t_for_1 t_for_2 t_for
>_3
HISTORICAL DATA
> - STATEMENT 1 GROUP 4
0
issue_idperiod
>sub_poolt_del_0_t_del_1_t_del_2_t_del_3_t_del_4_t_del_0 t_del_1 t_del_2 t_del_
>3t_del_4 t_for_0_t_for_1_t_for_2_t_for_3_t_for_4_t_for_0 t_for_1 t_for_2 t_for
>_3
>
> 356 17
t_for_4 t_bnk_0_t_bnk_1_t_bnk_2_t_bnk_3_t_bnk_4_t_bnk_0 t_bnk_1 t_bnk_2 t_bnk_3
>t_bnk_4 t_reo_0_t_reo_1_t_reo_2_t_reo_3_t_reo_4_t_reo_0 t_reo_1 t_reo_2 t_reo_
>3t_reo_4 t_del_tot_del_tot_for_tot_for_tot_bnk_tot_bnk_tot_reo_tot_reo_tot_beg
>_ba
185 1189953 0291859.8585757.4 3028205 14 0 4
>8 41 0 0 051090.01 1430158 0 0 0
> 1 1629836173 32434413333 356 5095775 67 1481248 177.02E
>+08
131 1423353202455.8257349.9 1513861 2107696 17 3 3 1
>7 28 0 0 0 0935921.4 0 0 0
> 0 932887792 33725659710 274 5504715 68935921.4 97.11E
>+08
17 1038147 190372583309.9 1930864 0 14 2 9 2
>3 0 0 0 0432356.3189370.4 0 0 0
> 4 230227774 29921451002 237 3742694 48621726.7 6 7.2E
>+08
3 987374494126.8 1584191 0 0 13 6 18
>0 0 0 0 0 0 0 0 0 0
> 0 032457728 35715629290 163 3065691 37 0 07.25E
>+08
0 1064172 1366983 0 0 0 13 15 0
>0 0 0 0 0 0 0 0 0 0
> 0 030846775 30610055000 107 2431155 28 0 07.31E
>+08
0 1410837 0 0 0 0 15 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 4053554 31 1672050 14 1410837 15 0 07.25E
>+08
t_for_4 t_bnk_0_t_bnk_1_t_bnk_2_t_bnk_3_t_bnk_4_t_bnk_0 t_bnk_1 t_bnk_2 t_bnk_3
>t_bnk_4 t_reo_0_t_reo_1_t_reo_2_t_reo_3_t_reo_4_t_reo_0 t_reo_1 t_reo_2 t_reo_
>3t_reo_4 t_del_tot_del_tot_for_tot_for_tot_bnk_tot_bnk_tot_reo_tot_reo_tot_beg
>_ba
114569539.5 0220779.3433676.8 1856098 8 0 3
>6 26 0 0 051090.01 1035475 0 0 0
> 1 1318103904 21519591125 226 3080093 43 1086565 144.67E
>+08
76786823.8 131355257349.9881437.9 1039444 11 2 3 1
>1 15 0 0 0 0715896.3 0 0 0
> 0 720935884 23414329723 173 3096410 42715896.3 74.72E
>+08
11694098.8 190372424228.4 1089723 0 11 2 7 1
>4 0 0 0 0432356.3 62796.9 0 0 0
> 4 117197212 18812778416 154 2398422 34495153.2 54.78E
>+08
2 987374 261426780574.7 0 0 13 4 10
>0 0 0 0 0 0 0 0 0 0
> 0 018837278 230 8682335 103 2029375 27 0 04.81E
>+08
0831383.1666007.6 0 0 0 11 8 0
>0 0 0 0 0 0 0 0 0 0
> 0 016954835 183 5781623 71 1497391 19 0 04.85E
>+08
0799268.2 0 0 0 0 9 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 2440044 18703108.6 8799268.2 9 0 04.75E
>+08
t_for_4 t_bnk_0_t_bnk_1_t_bnk_2_t_bnk_3_t_bnk_4_t_bnk_0 t_bnk_1 t_bnk_2 t_bnk_3
>t_bnk_4 t_reo_0_t_reo_1_t_reo_2_t_reo_3_t_reo_4_t_reo_0 t_reo_1 t_reo_2 t_reo_
>3t_reo_4 t_del_tot_del_tot_for_tot_for_tot_bnk_tot_bnk_tot_reo_tot_reo_tot_beg
>_ba
71620413.1 071080.55152080.6 1172107 6 0 1
>2 15 0 0 0 0394682.9 0 0 0
> 0 311732269 10914822208 130 2015681 24394682.9 32.36E
>+08
55636529.471100.83 0632422.7 1068252 6 1 0
>6 13 0 0 0 0220025.1 0 0 0
> 0 211951908 10311329987 101 2408305 26220025.1 22.39E
>+08
6344048.7 0159081.5841141.3 0 3 0 2
>9 0 0 0 0 0126573.5 0 0 0
> 0 113030562 111 8672586 83 1344271 14126573.5 12.42E
>+08
1 0232700.8803615.9 0 0 0 2 8
>0 0 0 0 0 0 0 0 0 0
> 0 013620450 127 6946955 60 1036317 10 0 02.44E
>+08
0232789.2700975.1 0 0 0 2 7 0
>0 0 0 0 0 0 0 0 0 0
> 0 013891940 123 4273377 36933764.3 9 0 02.46E
>+08
0 611569 0 0 0 0 6 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 1613510 13968941.9 6 611569 6 0 0 2.5E
>+08
t_for_4 t_bnk_0_t_bnk_1_t_bnk_2_t_bnk_3_t_bnk_4_t_bnk_0 t_bnk_1 t_bnk_2 t_bnk_3
>t_bnk_4 t_reo_0_t_reo_1_t_reo_2_t_reo_3_t_reo_4_t_reo_0 t_reo_1 t_reo_2 t_reo_
>3t_reo_4 t_del_tot_del_tot_for_tot_for_tot_bnk_tot_bnk_tot_reo_tot_reo_tot_beg
>_ba
t_for_4 t_bnk_0_t_bnk_1_t_bnk_2_t_bnk_3_t_bnk_4_t_bnk_0 t_bnk_1 t_bnk_2 t_bnk_3
>t_bnk_4 t_reo_0_t_reo_1_t_reo_2_t_reo_3_t_reo_4_t_reo_0 t_reo_1 t_reo_2 t_reo_
>3t_reo_4 t_del_tot_del_tot_for_tot_for_tot_bnk_tot_bnk_tot_reo_tot_reo_tot_beg
>_ba
65
>0 0 356.778
> 800 0 0.04465643
244390541017983876973.3 0108944.2 403
>0 2 327.364
> 32985.32
t_prepayt_repur
>ct_liquid_loan warat was
> wa_grosswa_max_iwa_min_iwa_per_cwa_per_cup_down
t_end_bat_beg_lot_end_lot_sch_prt_prepayt_curt t_repurct_liquidt_prepayt_repur
>ct_liquidt_prepayt_curr_st_del_sft_curr_wt_curr_wt_curr_wt_wamm warat was
> wa_grosswa_max_iwa_min_iwa_per_cwa_per_cpool_reareo_bookt_del_1_2_bal_p
6.96E+08 7481 7416415243.4 5908618 171342 0 0 65
>0 0 4844.4201932.793881.96744558427090606670214245266.2206335.54797.9248
>510.0211230.0571680.0348880.0070530.000192 800 0 0.03973868
7.02E+08 7555 7481413235.5 7976474132525.2 072992.84 73
>0 1 4275.59 219757 79750.8753751637178106971069438267.2739336.69666.9249
>890.0211410.0572070.0349080.0070720.000193 0 0 0.043752198
7.11E+08 7634 7555412772.4 851937184691.83 035951.32 78
>0 1 6823.81224865.678435.05763506187271100971989503268.3128337.87235.9303
>230.0211610.0572340.0349350.0070750.00019132185.32 0 0.04014966
7.2E+08 7689 7634412938.5 4857217105957.9 0 0 55
>0 0 3696.05227298.378280.21769554027328846072566735269.3288339.05414.9337
>79 0.021180.0572690.0349650.0070990.000189 0 0 0.044656434
7.25E+08 7746 7689 410127 4894425202462.7 0 0 57
>0 0 4173.67243168.564765.01775173727382217073095501270.3582340.21383.9380
>110.0211920.0573070.0349870.0071070.000188 0 0 0.041795634
7.16E+08 7620 7545379587.9 8861879179993.7 0 0 75
>0 0 114.01236434.258029.14739951727046161370015511272.9311343.9292 2.969
>850.0214520.0580130.0354180.0071950.000189 0 0 0.005660945
>
> 0 0.04135186
182855924921640681878.5 035951.32 285
>0 1
> 32185.32
t_prepayt_repur
>ct_liquid_loan warat was
> wa_grosswa_max_iwa_min_iwa_per_cwa_per_cup_down
t_end_bat_beg_lot_end_lot_sch_prt_prepayt_curt t_repurct_liquidt_prepayt_repur
>ct_liquidt_prepayt_curr_st_del_sft_curr_wt_curr_wt_curr_wt_wamm warat was
> wa_grosswa_max_iwa_min_iwa_per_cwa_per_cpool_reareo_bookt_del_1_2_bal_p
4.63E+08 5447 5402312390.8 3553493162990.6 0 0 45
>0 0 2941.24 13977157915.33496731864730094946846396 223327.36477.7949
>95 0 0 0 0 0 0 0 0.036188027
4.67E+08 5500 5447310559.4 5087441100093.4 0 0 53
>0 0 2694.02151452.748636.35502733534787228447401010 224328.57536.7928
>91 0 0 0 0 0 0 0 0.04135186
4.72E+08 5556 5500309719.3 550191575951.19 035951.32 55
>0 1 4802.04155038.147539.95509128854848194848003971 225329.8319 5.797
>56 0 0 0 0 032185.32 0 0.034561781
4.78E+08 5596 5556 309635 300405191693.37 0 0 40
>0 0 1953.86155683.848350.97513117434886332648381467 226331.10264.8010
>74 0 0 0 0 0 0 0 0.039043782
4.81E+08 5637 5596 307867 305227292585.34 0 0 41
>0 0 2457.96165917.739616.17516664874920008048715117 227332.33583.8064
>59 0 0 0 0 0 0 0 0.035083067
4.7E+08 5487 5436278387.8 4722468158564.6 0 0 51
>0 0 114.01157250.533987.85479606604566580045355728 229 337.2152.8523
>42 0 0 0 0 0 0 0 0.005188306
>
> 0 0.05575393
615345.316096344195094.9 072992.84 118
>0 1
> 800
t_prepayt_repur
>ct_liquid_loan warat was
> wa_grosswa_max_iwa_min_iwa_per_cwa_per_cup_down
t_end_bat_beg_lot_end_lot_sch_prt_prepayt_curt t_repurct_liquidt_prepayt_repur
>ct_liquidt_prepayt_curr_st_del_sft_curr_wt_curr_wt_curr_wt_wamm warat was
> wa_grosswa_max_iwa_min_iwa_per_cwa_per_cpool_reareo_bookt_del_1_2_bal_p
2.33E+08 2034 2014102852.6 2355125 8351.39 0 0 20
>0 0 1903.1662161.6535966.63247826562360511623367849 352351.78898.1825
>740.0629690.1704190.1040020.0210250.000571 800 0 0.046785596
2.36E+08 2055 2034102676.1 288903432431.88 072992.84 20
>0 1 1581.5768304.3131114.45251018102390878523668429 353 352.7857.1866
>770.0629660.1703810.1039670.0210640.000574 0 0 0.048507279
2.39E+08 2078 2055103053.1 3017456 8740.64 0 0 23
>0 0 2021.77 69827.5 30895.1254377332422906223985532 354 353.7796.1929
>740.0630020.1703980.1040110.0210640.000567 0 0 0.051204348
2.42E+08 2093 2078103303.5 185316614264.52 0 0 15
>0 0 1742.1971614.5129929.24256436592442513424185268 355354.77615.1961
>660.0630150.1703880.104029 0.021120.000563 0 0 0.055753928
2.44E+08 2109 2093 102260 1842152109877.3 0 0 16
>0 0 1715.7177250.8625148.84258508862462208924380384 356355.77464.1978
>540.0629980.1703590.1040090.0211270.000559 0 0 0.055054382
2.46E+08 2133 2109101200.1 413941121429.09 0 0 24
>0 0 079183.6924041.29260345132479581324659782 357356.77793.1947
>190.0622470.168335 0.102770.0208770.000549 0 0 0.006565408
>
> 0 0
0 0 0 0 0 0
>0 0
> 0
t_prepayt_repur
>ct_liquid_loan warat was
> wa_grosswa_max_iwa_min_iwa_per_cwa_per_cup_down
t_end_bat_beg_lot_end_lot_sch_prt_prepayt_curt t_repurct_liquidt_prepayt_repur
>ct_liquidt_prepayt_curr_st_del_sft_curr_wt_curr_wt_curr_wt_wamm warat was
> wa_grosswa_max_iwa_min_iwa_per_cwa_per_cpool_reareo_bookt_del_1_2_bal_p
>
> 0 0
0 0 0 0 0 0
>0 0
> 0
t_prepayt_repur
>ct_liquid_loan warat was
> wa_grosswa_max_iwa_min_iwa_per_cwa_per_cup_down
t_end_bat_beg_lot_end_lot_sch_prt_prepayt_curt t_repurct_liquidt_prepayt_repur
>ct_liquidt_prepayt_curr_st_del_sft_curr_wt_curr_wt_curr_wt_wamm warat was
> wa_grosswa_max_iwa_min_iwa_per_cwa_per_cpool_reareo_bookt_del_1_2_bal_p
0.00315682 0.046845360.0494760.007841 0.00213 0.1
>07
0.00213 0
>.1
BankruptREO Total Total Total
>
> Total Total Total
t_del_3_4_bal_pt_del_total_bal_p t_for_tot_bnk_tot_reo_toPeriod t_end_bawac
> 1or 2 pa3+ pay 6del_totafor_totabnk_totareo_tota1MSMM (1-1MSMM3MSMM 12MSM
>M CUMSMM 1MCPR 3MCPR 12MCPR CUMCPR MIN(30,W1MPSA 3MPSA 12MPSA
0.003156816 0.0428954960.0494760.007326 0.00213 Dec-00695.55490.1060
>550.0359590.0016380.0375970.0256880.0050030.0007230.0086650.9913350.010683
> 0.009727 0.099170.120922 0.1106757.9248516.2568698.728641
0.003093163 0.046845361 0.036550.0078410.001333 Nov-00702.05010.1060
>66 0.0114170.9885830.010079
> 0.0099390.1287240.114461 0.1129586.9249899.2941919.651498
0.002386007 0.0425356670.0301850.0052670.000875 Oct-00710.64540.1060
>87 0.0119620.988038 0.0086
> 0.0095690.1344660.098456 0.1089725.93032311.337189.977177
0.000442652 0.0450990860.021716 0.00426 0 Sep-00719.69810.1061
>35 0.0068490.993151 0.00877
> 0.008770.0791610.100308 0.1003084.9337798.02236612.70616
0.000747285 0.0425429190.0138680.003353 0 Aug-00725.07430.1061
>04 0.00698 0.99302
> 0.0097290.080623 0.1106983.93801110.23646
0 0.0056609450.002335 0.00197 0 Jul-00 716.0560.1019
>95 0.01247 0.98753
> 0.01247 0.13979 0.13979 2.9698523.53492
0.00352271 0.044874570.0423580.0066590.002349
BankruptREO Fixed Fixed Fixed
>
> Fixed Fixed Fixed
t_del_3_4_bal_pt_del_total_bal_p t_for_tot_bnk_tot_reo_toPeriod t_end_bawac
> 1or 2 pa1or 2 padel_totafor_totabnk_totareo_tota1MSMM (1-1MSMM3MSMM 12MSM
>M CUMSMM 1MCPR 3MCPR 12MCPR CUMCPR MIN(30,W1MPSA 3MPSA 12MPSA
0.002954418 0.0391424450.0423580.0066590.002349 Dec-00462.51340.1064
>710.0319030.0014760.0333780.0219690.0045720.0008220.0079710.9920290.010217
> 0.0089760.0915720.115939 0.1025537.7949955.8737638.531034
0.003522712 0.0448745720.0307150.0066370.001534 Nov-00466.54230.1065
>02 0.0109970.9890030.009706
> 0.0091770.1242660.110451 0.1047336.7928919.146773 9.52627
0.001869876 0.0364316570.0270710.0050810.001049 Oct-00472.0403 0.106
>52 0.0116780.9883220.008204
> 0.0087220.1314730.094128 0.099782 5.7975611.338619.801528
0.000367728 0.039411510.0181650.004246 0 Sep-00477.96390.1065
>95 0.0064350.9935650.007734
> 0.0077340.0745480.088964 0.0889644.8010747.76364711.64457
0.00013903 0.0352220970.0120110.003111 0 Aug-00481.36930.1065
>68 0.0064910.993509
> 0.0083830.075168 0.0960873.806459 9.8737
0 0.0051883060.0014950.001699 0 Jul-00470.29680.1008
>73 0.0102720.989728
> 0.0102720.116533 0.1165332.85234220.42764
0.00355851 0.05700310.0636030.0102260.001694
BankruptREO AdjustabAdjustabAdjust
>able
> Adjustable Adjustable Adjustable
t_del_3_4_bal_pt_del_total_bal_p t_for_tot_bnk_tot_reo_toPeriod t_end_bawac
> 1or 2 pa3+ pay 6del_totafor_totabnk_totareo_tota1MSMM (1-1MSMM3MSMM 12MSM
>M CUMSMM 1MCPR 3MCPR 12MCPR CUMCPR MIN(30,W1MPSA 3MPSA 12MPSA
0.003558512 0.0503441080.0636030.0086490.001694 Dec-00233.04150.1052
>310.0439780.0019580.0459360.0330460.0058530.000526 0.01004 0.989960.011605
> 0.0111840.1140450.130707 0.1262518.1825746.9687879.092775
0.002242225 0.0507495040.0481090.0102260.000934 Nov-00235.50790.1052
>02 0.0122490.9877510.010816
> 0.0114120.1374810.122338 0.1286727.1866779.5649989.878809
0.003407088 0.0546114360.0363470.005634 0.00053 Oct-00 238.605 0.105
>23 0.0125240.9874760.009381
> 0.0112030.1403560.106944 0.1264556.19297411.3319110.29165
0.000590795 0.0563447230.0287380.004287 0 Sep-00241.73430.1052
>24 0.0076660.9923340.010762
> 0.010762 0.088210.121772 0.1217725.1961668.487977 14.5096
0.001948719 0.05700310.0175350.003832 0 Aug-00 243.7050.1051
>88 0.0079460.992054
> 0.0123070.091295 0.1380864.19785410.87401
0 0.0065654080.0039430.002488 0 Jul-00245.75930.1041
>29 0.0166490.983351
> 0.0166490.182469 0.1824693.19471928.55784
0 0 0 0 0
BankruptREO
t_del_3_4_bal_pt_del_total_bal_p t_for_tot_bnk_tot_reo_toPeriod t_end_bawac
> 1or 2 pa3+ pay 6del_totafor_totabnk_totareo_tota1MSMM (1-1MSMM3MSMM 12MSM
>M CUMSMM 1MCPR 3MCPR 12MCPR CUMCPR MIN(30,W1MPSA 3MPSA 12MPSA
0 0 0 0 0
BankruptREO
t_del_3_4_bal_pt_del_total_bal_p t_for_tot_bnk_tot_reo_toPeriod t_end_bawac
> 1or 2 pa3+ pay 6del_totafor_totabnk_totareo_tota1MSMM (1-1MSMM3MSMM 12MSM
>M CUMSMM 1MCPR 3MCPR 12MCPR CUMCPR MIN(30,W1MPSA 3MPSA 12MPSA
>
> Printing Pages Starting# Pages # Pag
>es
Total Total
>
> 1 1Contents 1 1
CUMPSA prep+cur1MMDR (1-MDR) 3MMDR 12MMDR CUMMDR 1MCDR 3MCDR 12MCDR
>CUMCDR 1MSDA 3MSDA 12MSDA CUMSDA loss_sev3M_loss_12M_lossCUM_loss_sever
>ity 2 2Certificate Payment Repo 2 8
> 0
10.17796 6079.96 0 15.09E-05 2.54E-05 00.000611
> 0.000305 00.004407 0.002808 0.447624 0.447624
> 3 3Collection Account Repor 10 3
> 0
11.43439 81090.0001030.9998975.09E-05 3.05E-050.0012320.000611
> 0.0003660.0088940.005148 0.003708 00.447624 0.447624
> 4 4Credit Enhancement Repor 13 1
12.263348604.063 5E-05 0.999951.67E-05 1.25E-050.000599 0.0002
> 0.000150.0050530.002025 0.0016860.8952470.895247 0.895247
> 5 5Collateral Report 14 3
> 0
12.706164963.175 0 1 0 0 0 0
> 0 0 0 0
> 6 6Delinquency Report 17 3
> 0
16.024995096.887 0 1 0 0
> 0 0 0
> 7 7REO Report 20 1
23.534929041.872 0 1 0 0
> 0 0 0
> 8 Foreclosure Report 0
>
> 9 8Prepayment Report 21 3
> 0
>
> 10 9Prepayment Detail Report 24 2
>
> 11 10Realized Loss Report 26 3
> 0
>
> 12 11Realized Loss Detail Rep 29 1
>
> 13 12Triggers, Adj. Rate Cert 30 1
>
> 14 Other Related Information 0
>
> 15 13Additional Certificate R 31 1
>
> 16 Historical Certificate Payment Report
>
> 17 Credit Ratings
>
> Total Total Total Number of Pages 31
Fixed Fixed Fixed
> Fixed Fixed
CUMPSA prep+cur1MMDR (1-MDR) 3MMDR 12MMDR CUMMDR 1MCDR 3MCDR 12MCDR
>CUMCDR 1MSDA 3MSDA 12MSDA CUMSDA loss_sev3M_loss_12M_lossCUM_loss_sever
>ity
9.6610213716.484 0 12.51E-05 1.25E-05 00.000301
> 0.00015 00.002214 0.001417 0.895247 0.895247
10.886855187.534 0 12.51E-05 1.5E-05 00.000301
> 0.000181 00.002595 0.001876 0.895247 0.895247
11.563945577.8667.52E-050.9999252.51E-05 1.88E-050.0009020.000301
> 0.0002260.0077810.003133 0.0026150.8952470.895247 0.895247
11.644573095.744 0 1 0 0 0 0
> 0 0 0 0
14.430083144.858 0 1 0 0
> 0 0 0
20.427644881.032 0 1 0 0
> 0 0 0
AdjustabAdjustable Adjustable
> Adjustable Adjustable
CUMPSA prep+cur1MMDR (1-MDR) 3MMDR 12MMDR CUMMDR 1MCDR 3MCDR 12MCDR
>CUMCDR 1MSDA 3MSDA 12MSDA CUMSDA loss_sev3M_loss_12M_lossCUM_loss_sever
>ity
11.090532363.476 0 10.000102 5.1E-05 00.001223
> 0.000612 00.008509 0.005374 0 0
12.387332921.4660.0003060.9996940.000102 6.12E-050.0036650.001223
> 0.0007340.0254970.009877 0.007067 0 0 0
13.465783026.197 0 1 0 0 0 0
> 0 0 0 0
14.50961867.431 0 1 0 0 0 0
> 0 0 0 0
18.67908 1952.03 0 1 0 0
> 0 0 0
28.55784 4160.84 0 1 0 0
> 0 0 0
CUMPSA prep+cur1MMDR (1-MDR) 3MMDR 12MMDR CUMMDR 1MCDR 3MCDR 12MCDR
>CUMCDR 1MSDA 3MSDA 12MSDA CUMSDA loss_sev3M_loss_12M_lossCUM_loss_sever
>ity
CUMPSA prep+cur1MMDR (1-MDR) 3MMDR 12MMDR CUMMDR 1MCDR 3MCDR 12MCDR
>CUMCDR 1MSDA 3MSDA 12MSDA CUMSDA loss_sev3M_loss_12M_lossCUM_loss_sever
>ity
# Pages Total # # Standard Pgs per Report
1 1
0 8 2 1
0 3 3 1
1 1 1
0 3 3 1
0 3 1 1
1 1
0 0
0 3 3 1
2 1
0 3 3 1
1 1
1 1 1
0 0
1 1 1
0 0
0 0
31
