|
|
|
|
|
|
|
|
|
|
Previous: MORGAN STANLEY DEAN WITTER CAP I INC MORT PASS TH CER 2000-1, 8-K, 2000-10-26 |
Next: WHITE MOUNTAIN INVESTMENT INC, 13F-HR, 2000-10-26 |
<TABLE>
<CAPTION>
Morgan Stanley Capital I Inc.
Mortgage Pass-Through Certificates
Record Date: 09/30/00
Distribution Date: 10/16/00
MSMC Series: 2000-1
Contact: Customer Service - SecuritiesLink
Wells Fargo Bank Minnesota, N.A.
Securities Administration Services
7485 New Horizon Way
Frederick, MD 21703
Telephone: (301) 846-8130
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-I 61746WCF5 SEQ 6.95125% 211,790,577.72 1,226,841.04 5,129,881.68
A-II 61746WCG3 SEQ 7.79044% 106,583,972.38 691,946.46 1,693,104.44
B MSC0001OC OC 0.00000% 3,186,901.42 14,282.47 0.00
R-I MSC0001RI IO 0.00000% 0.00 0.00 0.00
R-II MSC001RII IO 0.00000% 0.00 0.00 0.00
R-III MSC001RII IO 0.00000% 0.00 0.00 0.00
Totals 321,561,451.52 1,933,069.97 6,822,986.12
</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-I 0.00 206,660,696.04 6,356,722.72 0.00
A-II 0.00 104,890,867.94 2,385,050.90 0.00
B 0.00 3,384,151.69 14,282.47 0.00
R-I 0.00 0.00 0.00 0.00
R-II 0.00 0.00 0.00 0.00
R-III 0.00 0.00 0.00 0.00
Totals 0.00 314,935,715.67 8,756,056.09 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-I 230,000,000.00 211,790,577.72 0.00 5,129,881.68 0.00 0.00
A-II 107,800,000.00 106,583,972.38 0.00 1,693,104.44 0.00 0.00
B 2,200,000.00 3,186,901.42 0.00 0.00 0.00 0.00
R-I 0.00 0.00 0.00 0.00 0.00 0.00
R-II 0.00 0.00 0.00 0.00 0.00 0.00
R-III 0.00 0.00 0.00 0.00 0.00 0.00
Totals 340,000,000.00 321,561,451.52 0.00 6,822,986.12 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-I 5,129,881.68 206,660,696.04 0.89852477 5,129,881.68
A-II 1,693,104.44 104,890,867.94 0.97301362 1,693,104.44
B 0.00 3,384,151.69 1.53825077 0.00
R-I 0.00 0.00 0.00000000 0.00
R-II 0.00 0.00 0.00000000 0.00
R-III 0.00 0.00 0.00000000 0.00
Totals 6,822,986.12 314,935,715.67 0.92628152 6,822,986.12
</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-I 230,000,000.00 920.82859878 0.00000000 22.30383339 0.00000000
A-II 107,800,000.00 988.71959536 0.00000000 15.70597811 0.00000000
B 2,200,000.00 1448.59155455 0.00000000 0.00000000 0.00000000
R-I 0.00 0.00000000 0.00000000 0.00000000 0.00000000
R-II 0.00 0.00000000 0.00000000 0.00000000 0.00000000
R-III 0.00 0.00000000 0.00000000 0.00000000 0.00000000
<FN>
(2) 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-I 0.00000000 22.30383339 898.52476539 0.89852477 22.30383339
A-II 0.00000000 15.70597811 973.01361725 0.97301362 15.70597811
B 0.00000000 0.00000000 1,538.25076818 1.53825077 0.00000000
R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
R-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
R-III 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-I 230,000,000.00 6.95125% 211,790,577.72 1,226,841.04 0.00 0.00
A-II 107,800,000.00 7.79044% 106,583,972.38 691,946.46 0.00 0.00
B 2,200,000.00 0.00000% 3,186,901.42 0.00 0.00 0.00
R-I 0.00 0.00000% 0.00 0.00 0.00 0.00
R-II 0.00 0.00000% 0.00 0.00 0.00 0.00
R-III 0.00 0.00000% 0.00 0.00 0.00 0.00
Totals 340,000,000.00 1,918,787.50 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-I 0.00 0.00 1,226,841.04 0.00 206,660,696.04
A-II 0.00 0.00 691,946.46 0.00 104,890,867.94
B 0.00 0.00 14,282.47 0.00 3,384,151.69
R-I 0.00 0.00 0.00 0.00 0.00
R-II 0.00 0.00 0.00 0.00 0.00
R-III 0.00 0.00 0.00 0.00 0.00
Totals 0.00 0.00 1,933,069.97 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-I 230,000,000.00 6.95125% 920.82859878 5.33409148 0.00000000 0.00000000
A-II 107,800,000.00 7.79044% 988.71959536 6.41879833 0.00000000 0.00000000
B 2,200,000.00 0.00000% 1448.59155455 0.00000000 0.00000000 0.00000000
R-I 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000
R-II 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000
R-III 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000
<FN>
(5) 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-I 0.00000000 0.00000000 5.33409148 0.00000000 898.52476539
A-II 0.00000000 0.00000000 6.41879833 0.00000000 973.01361725
B 0.00000000 0.00000000 6.49203182 0.00000000 1538.25076818
R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
R-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
R-III 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>
AMBAC 0.12500% 318,374,550.10 311,551,563.98 0.00 0.00 92.22959265%
</TABLE>
<TABLE>
<CAPTION>
CERTIFICATEHOLDER ACCOUNT STATEMENT
CERTIFICATE ACCOUNT
<S> <C>
Beginning Balance 0.00
Deposits
Payments of Interest and Principal 88,851,615.29
Liquidations, Insurance Proceeds, Reserve Funds 48.92
Proceeds from Repurchased Loans 0.00
Other Amounts (Servicer Advances) 4,184.38
Realized Losses 0.00
Total Deposits 88,855,848.59
Withdrawals
Reimbursement for Servicer Advances 0.00
Payment of Service Fee 99,792.50
Payment of Interest and Principal 8,756,056.09
Total Withdrawals (Pool Distribution Amount) 8,855,848.59
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 98,720.63
Trustee Fee 1,071.89
Supported Prepayment/Curtailment Interest Shortfall 0.00
Net Servicing Fee 99,792.52
</TABLE>
<TABLE>
<CAPTION>
OTHER ACCOUNTS
Beginning Current Current Ending
Account Type Balance Withdrawals Deposits Balance
<S> <C> <C> <C> <C>
Financial Guaranty 0.00 48.92 48.92 0.00
Financial Guaranty 0.00 0.00 0.00 0.00
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 0 0 0 0
0.00 0.00 0.00 0.00
30 Days 1 0 0 0 1
618,000.00 0.00 0.00 0.00 618,000.00
60 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
90 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
120 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
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 1 0 0 0 1
618,000.00 0.00 0.00 0.00 618,000.00
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 0.140845% 0.000000% 0.000000% 0.000000% 0.140845%
0.196231% 0.000000% 0.000000% 0.000000% 0.196231%
60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
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 0.140845% 0.000000% 0.000000% 0.000000% 0.140845%
0.196231% 0.000000% 0.000000% 0.000000% 0.196231%
</TABLE>
<TABLE> Delinquency Status By Groups
<CAPTION>
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<S> <C> <C> <C> <C> <C>
Group 3 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 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
60 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
90 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
120 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
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 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
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 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<S> <C> <C> <C> <C> <C>
Group 4 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 1 0 0 0 1
618,000.00 0.00 0.00 0.00 618,000.00
60 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
90 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
120 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
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 1 0 0 0 1
618,000.00 0.00 0.00 0.00 618,000.00
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 0.367647% 0.000000% 0.000000% 0.000000% 0.367647%
0.406009% 0.000000% 0.000000% 0.000000% 0.406009%
60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
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 0.367647% 0.000000% 0.000000% 0.000000% 0.367647%
0.406009% 0.000000% 0.000000% 0.000000% 0.406009%
DELINQUENT BANKRUPTCY FORECLOSURE REO Total
<S> <C> <C> <C> <C> <C>
Group 5 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 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
60 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
90 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
120 Days 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
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 0 0 0 0 0
0.00 0.00 0.00 0.00 0.00
0-29 Days 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000%
30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
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 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
</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 4,184.38
</TABLE>
<TABLE>
<CAPTION>
COLLATERAL STATEMENT
<S> <C>
Collateral Description Mixed ARM
Weighted Average Gross Coupon 8.445892%
Weighted Average Net Coupon 8.073670%
Weighted Average Pass-Through Rate 8.073670%
Weighted Average Maturity(Stepdown Calculation ) 318
Beginning Scheduled Collateral Loan Count 719
Number Of Loans Paid In Full 9
Ending Scheduled Collateral Loan Count 710
Beginning Scheduled Collateral Balance 321,561,451.52
Ending Scheduled Collateral Balance 314,935,715.67
Ending Actual Collateral Balance at 30-Sep-2000 314,935,715.67
Monthly P &I Constant 2,263,227.84
Ending Scheduled Balance for Premium Loans 314,935,715.67
</TABLE>
<TABLE>
<CAPTION>
<S> <C>
AMBAC 33,164.02
</TABLE>
<TABLE>
<CAPTION>
Group Level Collateral Statement
<S> <C>
Group ID 3 4 5 Total
Collateral Description Mixed ARM Mixed ARM Mixed ARM
Weighted Average Coupon Rate 8.335393 8.437041 8.516370
Weighted Average Net Rate 8.081393 8.183041 7.912909
Weighted Average Maturity 298.00 298.00 358.00
Beginning Loan Count 90 274 355 719
Loans Paid In Full 1 2 6 9
Ending Loan Count 89 272 349 710
Beginning Scheduled Balance 56,896,111.33 155,881,367.81 108,783,972.38 321,561,451.52
Ending scheduled Balance 55,631,457.35 152,213,390.38 107,090,867.94 314,935,715.67
Record Date 9/30/00 9/30/00 9/30/00
Principal And Interest Constant 395,209.52 1,095,981.21 772,037.11 2,263,227.84
Scheduled Principal 0.00 0.00 0.00 0.00
Unscheduled Principal 1,264,653.98 3,667,977.43 1,693,104.44 6,625,735.85
Scheduled Interest 395,209.52 1,095,981.21 772,086.03 2,263,276.76
Servicing Fees 11,853.35 32,475.29 54,391.99 98,720.63
Master Servicing Fees 0.00 0.00 0.00 0.00
Trustee Fee 189.67 519.61 362.61 1,071.89
FRY Amount 0.00 0.00 0.00 0.00
Special Hazard Fee 0.00 0.00 0.00 0.00
Other Fee 0.00 0.00 0.00 0.00
Pool Insurance Fee 0.00 0.00 0.00 0.00
Spread Fee 1 0.00 0.00 0.00 0.00
Spread Fee 2 0.00 0.00 0.00 0.00
Spread Fee 3 0.00 0.00 0.00 0.00
Net Interest 383,166.50 1,062,986.31 717,331.43 2,163,484.24
Realized Loss Amount 0.00 0.00 0.00 0.00
Cumulative Realized Loss 0.00 0.00 0.00 0.00
Percentage of Cumulative Losses 0.00 0.00 0.00 0.00
</TABLE>
|
|