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Previous: DELTA FUND HM EQU LN 2000-2 HM EQU LN ASS BKD CRT SER 2000-2, 8-K, 2000-11-28 |
Next: NISSAN AUTO RECEIVABLES 2000-B OWNER TRUST, 8-K, 2000-11-28 |
<TABLE>
<CAPTION>
Delta Funding Corporation
Mortgage Pass-Through Certificates
Record Date: 10/31/2000
Distribution Date: 11/15/2000
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% 56,668,876.11 367,875.45 1,985,965.64
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 6.94000% 63,158,079.81 365,264.22 760,319.27
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 95.10 0.00
OC DFH0002OC JUN 0.00000% 798,360.73 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 269,145,316.65 2,060,981.00 2,746,284.91
</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 54,682,910.48 2,353,841.09 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 62,397,760.54 1,125,583.49 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 95.10 0.00
OC 0.00 1,075,016.56 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 0.00 266,675,687.58 4,807,265.91 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 56,668,876.11 200,841.50 1,785,124.14 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 63,158,079.81 26,390.44 733,928.83 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 0.00 798,360.73 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 275,000,000.00 269,145,316.65 227,231.94 2,519,052.97 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 1,985,965.64 54,682,910.48 0.88944227 1,985,965.64
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 760,319.27 62,397,760.54 0.95996555 760,319.27
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 1,075,016.56 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 2,746,284.91 266,675,687.58 0.96972977 2,746,284.91
</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 61,480,000.00 921.74489444 3.26677781 29.03585133 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 65,000,000.00 971.66276631 0.40600677 11.29121277 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 32.30262915 889.44226545 0.88944227 32.30262915
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 11.69721954 959.96554677 0.95996555 11.69721954
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% 56,668,876.11 367,875.45 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 6.94000% 63,158,079.81 365,264.23 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% 798,360.73 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 2,060,885.91 0.00 0.00
</TABLE>
<TABLE>
<CAPTION>
Interest Distribution Statement (continued)
Payment of 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 0.00 367,875.45 0.00 54,682,910.48
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 0.01 0.00 365,264.22 0.00 62,397,760.54
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 95.10 0.00 0.00
OC 0.00 0.00 0.00 0.00 1,075,016.56
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 0.01 0.00 2,060,981.00 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% 921.74489444 5.98366054 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 6.94000% 971.66276631 5.61944969 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 5.98366054 0.00000000 889.44226545
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 0.00000015 0.00000000 5.61944954 0.00000000 959.96554677
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% 228,127,955.92 225,381,671.01 0.00 0.00 95.99655467%
</TABLE>
<TABLE>
<CAPTION>
CERTIFICATEHOLDER ACCOUNT STATEMENT
CERTIFICATE ACCOUNT
<S> <C>
Beginning Balance 0.00
Deposits
Payments of Interest and Principal 4,259,455.41
Liquidations, Insurance Proceeds, Reserve Funds 0.00
Proceeds from Repurchased Loans 0.00
Other Amounts (Servicer Advances) 671,739.45
Realized Losses 0.00
Total Deposits 4,931,194.86
Withdrawals
Reimbursement for Servicer Advances 0.00
Payment of Service Fee 123,928.95
Payment of Interest and Principal 4,807,265.91
Total Withdrawals (Pool Distribution Amount) 4,931,194.86
Ending Balance 0.00
</TABLE>
<TABLE>
<CAPTION>
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL
<S> <C>
Total Prepayment/Curtailment Interest Shortfall 9,030.66
Servicing Fee Support 9,030.66
Non-Supported Prepayment/Curtailment Interest Shortfall 0.00
</TABLE>
<TABLE>
<CAPTION>
SERVICING FEES
<S> <C>
Gross Servicing Fee 112,143.88
Trustee Fee- Wells Fargo 5,607.20
Supported Prepayment/Curtailment Interest Shortfall 9,030.66
Net Servicing Fee 108,720.42
</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 52.25 52.25 10,000.00
LIBOR Carryover Fund 10,000.00 42.85 42.85 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 1 1 0 2
17,806.39 223,544.46 0.00 241,350.85
30 Days 188 0 0 0 188
13,120,167.84 0.00 0.00 0.00 13,120,167.84
60 Days 100 1 4 0 105
6,143,625.34 87,800.62 235,975.12 0.00 6,467,401.08
90 Days 41 1 17 0 59
2,820,633.60 20,456.34 971,960.29 0.00 3,813,050.23
120 Days 13 6 53 0 72
683,902.25 458,081.21 3,444,184.64 0.00 4,586,168.10
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 342 9 75 0 426
22,768,329.03 584,144.56 4,875,664.51 0.00 28,228,138.10
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 0.027709% 0.027709% 0.000000% 0.055417%
0.006675% 0.083796% 0.000000% 0.090471%
30 Days 5.209199% 0.000000% 0.000000% 0.000000% 5.209199%
4.918141% 0.000000% 0.000000% 0.000000% 4.918141%
60 Days 2.770851% 0.027709% 0.110834% 0.000000% 2.909393%
2.302959% 0.032912% 0.088456% 0.000000% 2.424328%
90 Days 1.136049% 0.027709% 0.471045% 0.000000% 1.634802%
1.057324% 0.007668% 0.364343% 0.000000% 1.429335%
120 Days 0.360211% 0.166251% 1.468551% 0.000000% 1.995012%
0.256363% 0.171713% 1.291065% 0.000000% 1.719141%
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 9.476309% 0.249377% 2.078138% 0.000000% 11.803824%
8.534788% 0.218969% 1.827660% 0.000000% 10.581416%
</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 1 0 0 1
17,806.39 0.00 0.00 17,806.39
30 Days 137 0 0 0 137
8,985,427.99 0.00 0.00 0.00 8,985,427.99
60 Days 80 1 2 0 83
4,927,135.38 87,800.62 114,599.14 0.00 5,129,535.14
90 Days 31 1 8 0 40
2,187,608.60 20,456.34 496,324.06 0.00 2,704,389.00
120 Days 11 2 36 0 49
592,990.48 160,854.45 2,152,838.29 0.00 2,906,683.22
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 259 5 46 0 310
16,693,162.45 286,917.80 2,763,761.49 0.00 19,743,841.74
0-29 Days 0.035224% 0.000000% 0.000000% 0.035224%
0.008740% 0.000000% 0.000000% 0.008740%
30 Days 4.825643% 0.000000% 0.000000% 0.000000% 4.825643%
4.410432% 0.000000% 0.000000% 0.000000% 4.410432%
60 Days 2.817894% 0.035224% 0.070447% 0.000000% 2.923565%
2.418449% 0.043096% 0.056250% 0.000000% 2.517795%
90 Days 1.091934% 0.035224% 0.281789% 0.000000% 1.408947%
1.073772% 0.010041% 0.243617% 0.000000% 1.327430%
120 Days 0.387460% 0.070447% 1.268052% 0.000000% 1.725960%
0.291065% 0.078954% 1.056705% 0.000000% 1.426724%
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 9.122931% 0.176118% 1.620289% 0.000000% 10.919338%
8.193717% 0.140832% 1.356572% 0.000000% 9.691121%
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 1 0 1
0.00 223,544.46 0.00 223,544.46
30 Days 51 0 0 0 51
4,134,739.85 0.00 0.00 0.00 4,134,739.85
60 Days 20 0 2 0 22
1,216,489.96 0.00 121,375.98 0.00 1,337,865.94
90 Days 10 0 9 0 19
633,025.00 0.00 475,636.23 0.00 1,108,661.23
120 Days 2 4 17 0 23
90,911.77 297,226.76 1,291,346.35 0.00 1,679,484.88
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 83 4 29 0 116
6,075,166.58 297,226.76 2,111,903.02 0.00 8,484,296.36
0-29 Days 0.000000% 0.129870% 0.000000% 0.129870%
0.000000% 0.354609% 0.000000% 0.354609%
30 Days 6.623377% 0.000000% 0.000000% 0.000000% 6.623377%
6.558952% 0.000000% 0.000000% 0.000000% 6.558952%
60 Days 2.597403% 0.000000% 0.259740% 0.000000% 2.857143%
1.929722% 0.000000% 0.192539% 0.000000% 2.122261%
90 Days 1.298701% 0.000000% 1.168831% 0.000000% 2.467532%
1.004170% 0.000000% 0.754503% 0.000000% 1.758673%
120 Days 0.259740% 0.519481% 2.207792% 0.000000% 2.987013%
0.144214% 0.471492% 2.048467% 0.000000% 2.664173%
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 10.779221% 0.519481% 3.766234% 0.000000% 15.064935%
9.637057% 0.471492% 3.350119% 0.000000% 13.458668%
</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 671,739.45
<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>
COLLATERAL STATEMENT
<S> <C>
Collateral Description Fixed & Mixed ARM
Weighted Average Gross Coupon 11.014874%
Weighted Average Net Coupon 10.514873%
Weighted Average Pass-Through Rate 10.489873%
Weighted Average Maturity(Stepdown Calculation ) 355
Beginning Scheduled Collateral Loan Count 3,640
Number Of Loans Paid In Full 31
Ending Scheduled Collateral Loan Count 3,609
Beginning Scheduled Collateral Balance 269,145,316.65
Ending Scheduled Collateral Balance 266,675,687.57
Ending Actual Collateral Balance at 31-Oct-2000 266,770,886.58
Monthly P &I Constant 2,697,733.29
Ending Scheduled Balance for Premium Loans 266,675,687.57
Scheduled Principal 227,231.94
Unscheduled Principal 2,242,397.14
Required Overcollateralization Amount 0.00
Overcollateralized Increase Amount 276,655.83
Overcollateralized reduction Amount 0.00
Specified O/C Amount 4,468,750.00
Overcollateralized Amount 1,075,016.56
Overcollateralized Deficiency Amount 3,670,389.27
Base Overcollateralized Amount 0.00
Extra principal distribution Amount 276,655.83
Excess Cash Amount 276,655.83
</TABLE>
<TABLE>
<CAPTION>
<S> <C>
Group F Curtailment 9,935.13
Group A Curtailment 3,328.57
</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 11.025311 10.981142
Weighted Average Net Rate 10.500311 10.456142
Weighted Average Maturity 307.00 355.00
Beginning Loan Count 2,861 779 3,640
Loans Paid In Full 22 9 31
Ending Loan Count 2,839 770 3,609
Beginning Scheduled Balance 205,542,573.42 63,602,743.23 269,145,316.65
Ending scheduled Balance 203,657,493.45 63,018,194.12 266,675,687.57
Record Date 10/31/2000 10/31/2000
Principal And Interest Constant 2,089,317.24 608,416.05 2,697,733.29
Scheduled Principal 200,841.50 26,390.44 227,231.94
Unscheduled Principal 1,684,238.47 558,158.67 2,242,397.14
Scheduled Interest 1,888,475.74 582,025.61 2,470,501.35
Servicing Fees 85,642.74 26,501.14 112,143.88
Master Servicing Fees 0.00 0.00 0.00
Trustee Fee 4,282.14 1,325.06 5,607.20
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 1,798,550.86 554,199.41 2,352,750.27
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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