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Previous: DELTA FUND HM EQU LN 2000-2 HM EQU LN ASS BKD CRT SER 2000-2, 8-K, 2000-10-25 |
Next: CHINA MOBILE HONG KONG LTD, F-3/A, 2000-10-25 |
<TABLE>
<CAPTION>
Delta Funding Corporation
Mortgage Pass-Through Certificates
Record Date: 09/30/00
Distribution Date: 10/16/00
DFH 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>
A_1F 24763LGN4 SEN 7.79000% 58,297,224.53 378,446.15 1,628,348.42
A_2F 24763LGP9 SEN 7.82000% 14,502,000.00 94,504.70 0.00
A_3F 24763LGQ7 SEN 7.98000% 41,519,000.00 276,101.35 0.00
A_4F 24763LGR5 SEN 8.22000% 10,953,000.00 75,028.05 0.00
A_5F 24763LGS3 SEN 8.36000% 20,327,000.00 141,611.43 0.00
A_6F 24763LGT1 SEN 7.97000% 21,000,000.00 139,475.00 0.00
IOF 24763LGU8 SEN 7.00000% 0.00 320,833.33 0.00
A_1A 24763LGV6 SEN 6.94125% 63,781,486.71 381,233.91 623,406.90
M_1 24763LGW4 MEZ 8.36000% 16,500,000.00 114,950.00 0.00
M_2 24763LGX2 MEZ 8.36000% 11,344,000.00 79,029.87 0.00
B 24763LGY0 JUN 8.36000% 12,375,000.00 86,212.50 0.00
BIO DFH002BIO JUN 0.00000% 0.00 133.11 0.00
OC DFH0002OC JUN 0.00000% 530,600.91 0.00 0.00
R_1 DFH0002R1 JUN 0.00000% 0.00 0.00 0.00
R_2 DFH0002R2 RES 0.00000% 0.00 0.00 0.00
R_3 DFH0002R3 RES 0.00000% 0.00 0.00 0.00
Totals 271,129,312.15 2,087,559.40 2,251,755.32
</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_1F 0.00 56,668,876.11 2,006,794.57 0.00
A_2F 0.00 14,502,000.00 94,504.70 0.00
A_3F 0.00 41,519,000.00 276,101.35 0.00
A_4F 0.00 10,953,000.00 75,028.05 0.00
A_5F 0.00 20,327,000.00 141,611.43 0.00
A_6F 0.00 21,000,000.00 139,475.00 0.00
IOF 0.00 0.00 320,833.33 0.00
A_1A 0.00 63,158,079.81 1,004,640.81 0.00
M_1 0.00 16,500,000.00 114,950.00 0.00
M_2 0.00 11,344,000.00 79,029.87 0.00
B 0.00 12,375,000.00 86,212.50 0.00
BIO 0.00 0.00 133.11 0.00
OC 0.00 798,360.73 0.00 0.00
R_1 0.00 0.00 0.00 0.00
R_2 0.00 0.00 0.00 0.00
R_3 0.00 0.00 0.00 0.00
Totals 0.00 269,145,316.65 4,339,314.72 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_1F 61,480,000.00 58,297,224.53 199,679.30 1,428,669.12 0.00 0.00
A_2F 14,502,000.00 14,502,000.00 0.00 0.00 0.00 0.00
A_3F 41,519,000.00 41,519,000.00 0.00 0.00 0.00 0.00
A_4F 10,953,000.00 10,953,000.00 0.00 0.00 0.00 0.00
A_5F 20,327,000.00 20,327,000.00 0.00 0.00 0.00 0.00
A_6F 21,000,000.00 21,000,000.00 0.00 0.00 0.00 0.00
IOF 0.00 0.00 0.00 0.00 0.00 0.00
A_1A 65,000,000.00 63,781,486.71 26,374.29 597,032.61 0.00 0.00
M_1 16,500,000.00 16,500,000.00 0.00 0.00 0.00 0.00
M_2 11,344,000.00 11,344,000.00 0.00 0.00 0.00 0.00
B 12,375,000.00 12,375,000.00 0.00 0.00 0.00 0.00
BIO 0.00 0.00 0.00 0.00 0.00 0.00
OC 0.00 530,600.91 0.00 0.00 0.00 0.00
R_1 0.00 0.00 0.00 0.00 0.00 0.00
R_2 0.00 0.00 0.00 0.00 0.00 0.00
R_3 0.00 0.00 0.00 0.00 0.00 0.00
Totals 275,000,000.00 271,129,312.15 226,053.59 2,025,701.73 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_1F 1,628,348.42 56,668,876.11 0.92174489 1,628,348.42
A_2F 0.00 14,502,000.00 1.00000000 0.00
A_3F 0.00 41,519,000.00 1.00000000 0.00
A_4F 0.00 10,953,000.00 1.00000000 0.00
A_5F 0.00 20,327,000.00 1.00000000 0.00
A_6F 0.00 21,000,000.00 1.00000000 0.00
IOF 0.00 0.00 0.00000000 0.00
A_1A 623,406.90 63,158,079.81 0.97166277 623,406.90
M_1 0.00 16,500,000.00 1.00000000 0.00
M_2 0.00 11,344,000.00 1.00000000 0.00
B 0.00 12,375,000.00 1.00000000 0.00
BIO 0.00 0.00 0.00000000 0.00
OC 0.00 798,360.73 0.00000000 0.00
R_1 0.00 0.00 0.00000000 0.00
R_2 0.00 0.00 0.00000000 0.00
R_3 0.00 0.00 0.00000000 0.00
Totals 2,251,755.32 269,145,316.65 0.97871024 2,251,755.32
</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_1F 61,480,000.00 948.23071779 3.24787411 23.23794925 0.00000000
A_2F 14,502,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
A_3F 41,519,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
A_4F 10,953,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
A_5F 20,327,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
A_6F 21,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
IOF 0.00 0.00000000 0.00000000 0.00000000 0.00000000
A_1A 65,000,000.00 981.25364169 0.40575831 9.18511708 0.00000000
M_1 16,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
M_2 11,344,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
B 12,375,000.00 1000.00000000 0.00000000 0.00000000 0.00000000
BIO 0.00 0.00000000 0.00000000 0.00000000 0.00000000
OC 0.00 0.00000000 0.00000000 0.00000000 0.00000000
R_1 0.00 0.00000000 0.00000000 0.00000000 0.00000000
R_2 0.00 0.00000000 0.00000000 0.00000000 0.00000000
R_3 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_1F 0.00000000 26.48582336 921.74489444 0.92174489 26.48582336
A_2F 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
A_3F 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
A_4F 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
A_5F 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
A_6F 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000
IOF 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
A_1A 0.00000000 9.59087538 971.66276631 0.97166277 9.59087538
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
BIO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
OC 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
R_1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
R_2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
R_3 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_1F 61,480,000.00 7.79000% 58,297,224.53 378,446.15 0.00 0.00
A_2F 14,502,000.00 7.82000% 14,502,000.00 94,504.70 0.00 0.00
A_3F 41,519,000.00 7.98000% 41,519,000.00 276,101.35 0.00 0.00
A_4F 10,953,000.00 8.22000% 10,953,000.00 75,028.05 0.00 0.00
A_5F 20,327,000.00 8.36000% 20,327,000.00 141,611.43 0.00 0.00
A_6F 21,000,000.00 7.97000% 21,000,000.00 139,475.00 0.00 0.00
IOF 0.00 7.00000% 55,000,000.00 320,833.33 0.00 0.00
A_1A 65,000,000.00 6.94125% 63,781,486.71 381,233.91 0.00 0.00
M_1 16,500,000.00 8.36000% 16,500,000.00 114,950.00 0.00 0.00
M_2 11,344,000.00 8.36000% 11,344,000.00 79,029.87 0.00 0.00
B 12,375,000.00 8.36000% 12,375,000.00 86,212.50 0.00 0.00
BIO 0.00 0.00000% 0.00 0.00 0.00 0.00
OC 0.00 0.00000% 530,600.91 0.00 0.00 0.00
R_1 0.00 0.00000% 0.00 0.00 0.00 0.00
R_2 0.00 0.00000% 0.00 0.00 0.00 0.00
R_3 0.00 0.00000% 0.00 0.00 0.00 0.00
Totals 275,000,000.00 2,087,426.29 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_1F 0.00 0.00 378,446.15 0.00 56,668,876.11
A_2F 0.00 0.00 94,504.70 0.00 14,502,000.00
A_3F 0.00 0.00 276,101.35 0.00 41,519,000.00
A_4F 0.00 0.00 75,028.05 0.00 10,953,000.00
A_5F 0.00 0.00 141,611.43 0.00 20,327,000.00
A_6F 0.00 0.00 139,475.00 0.00 21,000,000.00
IOF 0.00 0.00 320,833.33 0.00 55,000,000.00
A_1A 0.00 0.00 381,233.91 0.00 63,158,079.81
M_1 0.00 0.00 114,950.00 0.00 16,500,000.00
M_2 0.00 0.00 79,029.87 0.00 11,344,000.00
B 0.00 0.00 86,212.50 0.00 12,375,000.00
BIO 0.00 0.00 133.11 0.00 0.00
OC 0.00 0.00 0.00 0.00 798,360.73
R_1 0.00 0.00 0.00 0.00 0.00
R_2 0.00 0.00 0.00 0.00 0.00
R_3 0.00 0.00 0.00 0.00 0.00
Totals 0.00 0.00 2,087,559.40 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_1F 61,480,000.00 7.79000% 948.23071779 6.15559776 0.00000000 0.00000000
A_2F 14,502,000.00 7.82000% 1000.00000000 6.51666667 0.00000000 0.00000000
A_3F 41,519,000.00 7.98000% 1000.00000000 6.65000000 0.00000000 0.00000000
A_4F 10,953,000.00 8.22000% 1000.00000000 6.85000000 0.00000000 0.00000000
A_5F 20,327,000.00 8.36000% 1000.00000000 6.96666650 0.00000000 0.00000000
A_6F 21,000,000.00 7.97000% 1000.00000000 6.64166667 0.00000000 0.00000000
IOF 0.00 7.00000% 940.17094017 5.48433043 0.00000000 0.00000000
A_1A 65,000,000.00 6.94125% 981.25364169 5.86513708 0.00000000 0.00000000
M_1 16,500,000.00 8.36000% 1000.00000000 6.96666667 0.00000000 0.00000000
M_2 11,344,000.00 8.36000% 1000.00000000 6.96666696 0.00000000 0.00000000
B 12,375,000.00 8.36000% 1000.00000000 6.96666667 0.00000000 0.00000000
BIO 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000
OC 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000
R_1 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000
R_2 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000
R_3 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000
<FN>
(3) 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_1F 0.00000000 0.00000000 6.15559776 0.00000000 921.74489444
A_2F 0.00000000 0.00000000 6.51666667 0.00000000 1000.00000000
A_3F 0.00000000 0.00000000 6.65000000 0.00000000 1000.00000000
A_4F 0.00000000 0.00000000 6.85000000 0.00000000 1000.00000000
A_5F 0.00000000 0.00000000 6.96666650 0.00000000 1000.00000000
A_6F 0.00000000 0.00000000 6.64166667 0.00000000 1000.00000000
IOF 0.00000000 0.00000000 5.48433043 0.00000000 940.17094017
A_1A 0.00000000 0.00000000 5.86513708 0.00000000 971.66276631
M_1 0.00000000 0.00000000 6.96666667 0.00000000 1000.00000000
M_2 0.00000000 0.00000000 6.96666696 0.00000000 1000.00000000
B 0.00000000 0.00000000 6.96666667 0.00000000 1000.00000000
BIO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
OC 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
R_1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
R_2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
R_3 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>
FSA 0.08000% 230,379,711.24 228,127,955.92 0.00 0.00 97.16627662%
</TABLE>
<TABLE>
<CAPTION>
CERTIFICATEHOLDER ACCOUNT STATEMENT
CERTIFICATE ACCOUNT
<S> <C>
Beginning Balance 0.00
Deposits
Payments of Interest and Principal 4,350,572.87
Liquidations, Insurance Proceeds, Reserve Funds 0.00
Proceeds from Repurchased Loans 0.00
Other Amounts (Servicer Advances) 114,198.23
Realized Losses 0.00
Total Deposits 4,464,771.10
Withdrawals
Reimbursement for Servicer Advances 0.00
Payment of Service Fee 125,456.38
Payment of Interest and Principal 4,339,314.72
Total Withdrawals (Pool Distribution Amount) 4,464,771.10
Ending Balance 0.00
</TABLE>
<TABLE>
<CAPTION>
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL
<S> <C>
Total Prepayment/Curtailment Interest Shortfall 8,521.34
Servicing Fee Support 8,521.34
Non-Supported Prepayment/Curtailment Interest Shortfall 0.00
</TABLE>
<TABLE>
<CAPTION>
SERVICING FEES
<S> <C>
Gross Servicing Fee 112,970.54
Trustee Fee- Wells Fargo 5,648.53
Supported Prepayment/Curtailment Interest Shortfall 8,521.34
Net Servicing Fee 110,097.73
</TABLE>
<TABLE>
<CAPTION>
OTHER ACCOUNTS
Beginning Current Current Ending
Account Type Balance Withdrawals Deposits Balance
<S> <C> <C> <C> <C>
Net Rate Cap Fund 10,000.00 50.94 50.94 10,000.00
LIBOR Carryover Fund 10,000.00 82.17 82.17 10,000.00
</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 0 0 0 0
0.00 0.00 0.00 0.00
30 Days 216 9 0 0 225
15,285,658.37 668,329.55 0.00 0.00 15,953,987.92
60 Days 98 0 0 0 98
6,276,936.38 0.00 0.00 0.00 6,276,936.38
90 Days 46 0 0 0 46
2,550,712.53 0.00 0.00 0.00 2,550,712.53
120 Days 38 0 0 0 38
2,912,469.51 0.00 0.00 0.00 2,912,469.51
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 398 9 0 0 407
27,025,776.79 668,329.55 0.00 0.00 27,694,106.34
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 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 5.934066% 0.247253% 0.000000% 0.000000% 6.181319%
5.677424% 0.248232% 0.000000% 0.000000% 5.925656%
60 Days 2.692308% 0.000000% 0.000000% 0.000000% 2.692308%
2.331390% 0.000000% 0.000000% 0.000000% 2.331390%
90 Days 1.263736% 0.000000% 0.000000% 0.000000% 1.263736%
0.947390% 0.000000% 0.000000% 0.000000% 0.947390%
120 Days 1.043956% 0.000000% 0.000000% 0.000000% 1.043956%
1.081754% 0.000000% 0.000000% 0.000000% 1.081754%
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 0.934066% 0.247253% 0.000000% 0.000000% 11.181319%
10.037959% 0.248232% 0.000000% 0.000000% 10.286191%
</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 0 0 0 0
0.00 0.00 0.00 0.00
30 Days 165 4 0 0 169
11,550,934.66 269,210.44 0.00 0.00 11,820,145.10
60 Days 66 0 0 0 66
4,131,779.42 0.00 0.00 0.00 4,131,779.42
90 Days 35 0 0 0 35
1,912,929.53 0.00 0.00 0.00 1,912,929.53
120 Days 24 0 0 0 24
1,703,159.32 0.00 0.00 0.00 1,703,159.32
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 290 4 0 0 294
19,298,802.93 269,210.44 0.00 0.00 19,568,013.37
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 5.767214% 0.139811% 0.000000% 0.000000% 5.907026%
5.617795% 0.130930% 0.000000% 0.000000% 5.748726%
60 Days 2.306886% 0.000000% 0.000000% 0.000000% 2.306886%
2.009490% 0.000000% 0.000000% 0.000000% 2.009490%
90 Days 1.223348% 0.000000% 0.000000% 0.000000% 1.223348%
0.930353% 0.000000% 0.000000% 0.000000% 0.930353%
120 Days 0.838868% 0.000000% 0.000000% 0.000000% 0.838868%
0.828331% 0.000000% 0.000000% 0.000000% 0.828331%
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 10.136316% 0.139811% 0.000000% 0.000000% 10.276127%
9.385970% 0.130930% 0.000000% 0.000000% 9.516900%
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 0 0 0 0
0.00 0.00 0.00 0.00
30 Days 51 5 0 0 56
3,734,723.71 399,119.11 0.00 0.00 4,133,842.82
60 Days 32 0 0 0 32
2,145,156.96 0.00 0.00 0.00 2,145,156.96
90 Days 11 0 0 0 11
637,783.00 0.00 0.00 0.00 637,783.00
120 Days 14 0 0 0 14
1,209,310.19 0.00 0.00 0.00 1,209,310.19
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 108 5 0 0 113
7,726,973.86 399,119.11 0.00 0.00 8,126,092.97
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 6.546855% 0.641849% 0.000000% 0.000000% 7.188703%
5.870132% 0.627324% 0.000000% 0.000000% 6.497456%
60 Days 4.107831% 0.000000% 0.000000% 0.000000% 4.107831%
3.371696% 0.000000% 0.000000% 0.000000% 3.371696%
90 Days 1.412067% 0.000000% 0.000000% 0.000000% 1.412067%
1.002449% 0.000000% 0.000000% 0.000000% 1.002449%
120 Days 1.797176% 0.000000% 0.000000% 0.000000% 1.797176%
1.900759% 0.000000% 0.000000% 0.000000% 1.900759%
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 13.863928% 0.641849% 0.000000% 0.000000% 14.505777%
12.145037% 0.627324% 0.000000% 0.000000% 12.772361%
<FN>
(7) Delinquencies are stratified according to the information the Servicer has
provided. All Bankruptcy and REO loans are reported in the 30 day
delinquency field.
</FN>
</TABLE>
<TABLE>
<CAPTION>
OTHER INFORMATION
<S> <C>
Current Period Realized Loss - Includes Interest Shortfall 0.00
Cumulative Realized Losses - Includes Interest Shortfall 0.00
Current Period Class A Insufficient Funds 0.00
Principal Balance of Contaminated Properties 0.00
Periodic Advance 114,198.23
</TABLE>
<TABLE>
<CAPTION>
COLLATERAL STATEMENT
<S> <C>
Collateral Description Fixed & Mixed ARM
Weighted Average Gross Coupon 11.016871%
Weighted Average Net Coupon 10.516871%
Weighted Average Pass-Through Rate 10.491871%
Weighted Average Maturity(Stepdown Calculation ) 356
Beginning Scheduled Collateral Loan Count 3,666
Number Of Loans Paid In Full 26
Ending Scheduled Collateral Loan Count 3,640
Beginning Scheduled Collateral Balance 271,129,312.15
Ending Scheduled Collateral Balance 269,145,316.65
Ending Actual Collateral Balance at 30-Sep-2000 269,235,787.33
Monthly P &I Constant 2,715,217.42
Ending Scheduled Balance for Premium Loans 269,145,316.65
Required Overcollateralization Amount 0.00
Overcollateralized Increase Amount 267,759.82
Overcollateralized reduction Amount 0.00
Specified O/C Amount 4,468,750.00
Overcollateralized Amount 798,360.73
Overcollateralized Deficiency Amount 3,938,149.09
Base Overcollateralized Amount 0.00
Extra principal distribution Amount 267,759.82
Excess Cash Amount 267,759.82
</TABLE>
<TABLE>
<CAPTION>
<S> <C>
Group F Curtailment 41,548.89
Group A Curtailment 2,127.64
</TABLE>
<TABLE>
<CAPTION>
Group Level Collateral Statement
<S> <C>
Group ID 1 2 Total
Collateral Description Fixed 30 Year 6 Month LIBOR ARM
Weighted Average Coupon Rate 11.026340 10.986424
Weighted Average Net Rate 10.501340 10.461424
Weighted Average Maturity 308.00 356.00
Beginning Loan Count 2,882 784 3,666
Loans Paid In Full 21 5 26
Ending Loan Count 2,861 779 3,640
Beginning Scheduled Balance 206,808,777.66 64,320,534.49 271,129,312.15
Ending scheduled Balance 205,542,573.42 63,602,743.23 269,145,316.65
Record Date 9/30/00 9/30/00
Principal And Interest Constant 2,099,965.89 615,251.53 2,715,217.42
Scheduled Principal 199,679.30 26,374.29 226,053.59
Unscheduled Principal 1,066,524.94 691,416.97 1,757,941.91
Scheduled Interest 1,900,286.59 588,877.24 2,489,163.83
Servicing Fees 86,170.32 26,800.22 112,970.54
Master Servicing Fees 0.00 0.00 0.00
Trustee Fee 4,308.52 1,340.01 5,648.53
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 1,809,807.75 560,737.01 2,370,544.76
Realized Loss Amount 0.00 0.00 0.00
Cumulative Realized Loss 0.00 0.00 0.00
Percentage of Cumulative Losses 0.00 0.00 0.00
</TABLE>
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