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): September 25, 2001
ACE SECURITIES CORP.
(as Depositor under the Pooling and Servicing Agreement, dated
as of March 1, 2001, providing for the issuance of Ace Securities
Corp. Home Equity Loan Trust, Series 2001-NC1 Asset Backed
Pass-Through Certificates, Series 2001-NC1.
ACE SECURITIES CORP. HOME EQUITY LOAN TRUST 2001-NC1
ASSET BACKED PASS-THROUGH CERTIFICATES
(Exact name of Registrant as specified in its Charter)
DELAWARE
(State or Other Jurisdiction of Incorporation)
333-88101-01 56-2088493
(Commission File Number) (I.R.S. Employer
Identification No.)
6525 MORRISON BOULEVARD, SUITE 318
CHARLOTTE, NORTH CAROLINA 28211
(Address of principal executive offices) (Zip Code)
Registrant's Telephone Number, Including Area Code: (704) 365-0569
ITEM 5. Other Events
Attached hereto are copies of the Monthly Remittance Statements
to the Certificateholders which were 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
September 25, 2001.
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 of California, N.A.,
not in its individual capacity, but solely
as a duly authorized agent of the Registrant
pursuant to the Pooling and Servicing
Agreement, dated as of March 1, 2001.
Date: October 24, 2001 By: /s/ Judy L. Gomez
Judy L. Gomez
Assistant Vice President
EXHIBIT INDEX
Document
Monthly Remittance Statement to the Certificateholders
dated as of September 25, 2001.
Ace Securities 2001-NC1
Asset Backed Certificates
September 25, 2001 Distribution
Contents
TABLE OF CONTENTS
> Page
1. Cont
>ents 1
2. Cert
>ificate Payment Report 2
3. Coll
>ection Account Report 8
4. Cred
>it Enhancement Report 11
5. Coll
>ateral Report 12
6. Deli
>nquency Report 15
7. REO
>Report 18
8. Prep
>ayment Report 19
9. Prep
>ayment Detail Report 22
10. Real
>ized Loss Report 23
11. Real
>ized Loss Detail Report 26
12. Trig
>gers, Adj. Rate Cert. and Miscellaneous Report 27
Tota
>l Number of Pages
> 27
CONTACTS
Adm
>inistrator: Ronaldo R Reyes
Dir
>ect Phone Number: (714)247-6320
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: Ace Securities
> Cut-Off Date:
> March 1, 2001
Certificate Insurer:
> Closing Date:
> March 22, 2001
Servicer(s): Litton Loan Servici
>ng Master Servicer First Payment Date:
> April 25, 2001
Underwriter(s): Deutsche Banc Alex
>Brown Underwriter Distribution Date:
> September 25, 2001
> Record Date:
> August 31, 2001
> Page 1 of 27
> (c) COPYRIGHT 2001 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
DB0101 200109
> 019732140 6578490 1378469507894.3672642.6 155 45 10
> 5 4 0 0725438.3966313.4 3146582 0 0 5
> 7
DB0101 200108
> 020699400 4974763 1896055874526.4548786.2 157 36 18
> 7 5 0 0535552.4 1410864 1606931 0 0 4
> 10
DB0101 200107
> 020161750 4750177 1144145 112738672052.27 146 38 14
>11 1 0 0 1673229916629.5532264.7 0 0 8
> 6
DB0101 200106
> 0 1.5E+08 5479904 1925863604548.1 0 1023 39 18
> 5 0 0 0 0 0 0 0 0 0
> 0
DB0101 200105
> 01.55E+08 4743662828154.3 0 0 1054 39 6
> 0 0 0 0 0 0 0 0 0 0
> 0
DB0101 200104
> 01.62E+08 3384642 0 0 0 1104 23 0
> 0 0 0 0 0 0 0 0 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
DB0101 200109
> 117127104 4468902630089.1507894.3284005.1 147 39 8
> 5 3 0 0725438.3966313.4 2200878 0 0 5
> 7
DB0101 200108
> 115836663 3881892 1896055874526.4243759.9 143 33 18
> 7 4 0 0535552.4 1060898 1315810 0 0 4
> 9
DB0101 200107
> 115511446 3947096 1144145822217.572052.27 133 36 14
>10 1 0 0945753.6916629.5241015.3 0 0 6
> 6
DB0101 200106
> 1 1.1E+08 3997881 1925863313170.9 0 911 35 18
> 4 0 0 0 0 0 0 0 0 0
> 0
DB0101 200105
> 11.14E+08 3619741536650.4 0 0 938 36 5
> 0 0 0 0 0 0 0 0 0 0
> 0
DB0101 200104
> 11.19E+08 1947121 0 0 0 982 19 0
> 0 0 0 0 0 0 0 0 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
DB0101 200109
> 2 2605036 2109589748380.1 0388637.5 8 6 2
> 0 1 0 0 0 0945704.5 0 0 0
> 0
DB0101 200108
> 2 4862737 1092870 0 0305026.3 14 3 0
> 0 1 0 0 0 349966291120.6 0 0 0
> 1
DB0101 200107
> 2 4650305803081.2 0305168.9 0 13 2 0
> 1 0 0 0727475.6 0291249.4 0 0 2
> 0
DB0101 200106
> 239624335 1482022 0291377.2 0 112 4 0
> 1 0 0 0 0 0 0 0 0 0
> 0
DB0101 200105
> 241080558 1123921291503.9 0 0 116 3 1
> 0 0 0 0 0 0 0 0 0 0
> 0
DB0101 200104
> 243120148 1437522 0 0 0 122 4 0
> 0 0 0 0 0 0 0 0 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
>
> 34 0
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
22 0 0 0 0 349233 0 0 0
>0 3 0 0 0 0 0 0 0 0
> 0 0 9137496 64 4838334 34 349233 3 0 0 1.5E
>+08
11 0 0 0388812.9132893.3 0 0 0
>1 1 0 0 0 0 0 0 0 0
> 0 0 8294131 66 3553347 25521706.2 2 0 01.55E
>+08
4 0 0388986.8 0 0 0 0 1
>0 0 0 0 0 0 0 0 0 0
> 0 0 7093760 64 3122123 18388986.8 1 0 01.58E
>+08
0 0389159.3 0 0 0 0 1 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 8010315 62 0 0389159.3 1 0 01.61E
>+08
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 5571816 45 0 0 0 0 0 01.65E
>+08
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 3384642 23 0 0 0 0 0 01.67E
>+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
19 0 0 0 0 349233 0 0 0
>0 3 0 0 0 0 0 0 0 0
> 0 0 5890890 55 3892629 31 349233 3 0 01.12E
>+08
10 0 0 0 0132893.3 0 0 0
>0 1 0 0 0 0 0 0 0 0
> 0 0 6896234 62 2912261 23132893.3 1 0 01.15E
>+08
3 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 5985510 61 2103398 15 0 0 0 01.17E
>+08
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 6236916 57 0 0 0 0 0 01.18E
>+08
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 4156391 41 0 0 0 0 0 01.21E
>+08
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 1947121 19 0 0 0 0 0 01.22E
>+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
3 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 3246606 9945704.5 3 0 0 0 037873
>200
1 0 0 0388812.9 0 0 0 0
>1 0 0 0 0 0 0 0 0 0
> 0 0 1397897 4641086.6 2388812.9 1 0 039930
>796
1 0 0388986.8 0 0 0 0 1
>0 0 0 0 0 0 0 0 0 0
> 0 0 1108250 3 1018725 3388986.8 1 0 041786
>893
0 0389159.3 0 0 0 0 1 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 1773399 5 0 0389159.3 1 0 042495
>983
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 1415425 4 0 0 0 0 0 044557
>669
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 1437522 4 0 0 0 0 0 044965
>039
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
20
>0 0 356.969
> 0 0 0.05427747
404187.916422516430382.4 2738572 0 95 1
>7 0 351.636
> 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
1.47E+08 1042 102165454.45 3096532250164.4 0 0 20
>0 027008.3848308.1414196.03157573571500730714988556 352351.72148.0786
>150.0635470.174999 00.0149590.014959 0 0 0.054277465
1.5E+08 1068 104266261.27 4875534-1213.06 0 0 26
>0 0 050778.9813783.75162733311549857915479210 353352.7257 7.078
>350.0635170.174981 0 0.01496 0.01496 0 0 0.045802402
1.55E+08 1086 106866939.24 338196783703.07 0 0 18
>0 027615.3153210.2512824.41166374411584502515825214 354353.73216.0777
>650.0635050.174939 00.0149610.014961 0 0 0.038040009
1.58E+08 1099 108668193.17 2178959 8284.41 0 0 13
>0 0 0 5688.4861285.95168743301607063716050544 355354.52035.0787
>370.063496 0.17494 00.0149620.014962 0 0 0.04672904
1.61E+08 1127 1099 68466.9 1821047 6111.16 2738572 0 11 1
>7 0 4799.52 8257.7960647.55173856141655875016538078 356 355.5244.0798
>440.0635060.175091 00.0149630.014963 0 0 0.034663831
1.65E+08 1134 112768872.86 106847783332.46 0 0 7
>0 0 4234.08 8710.2760703.69175290431669607616675252 357356.53653.0776
>470.0635090.175182 00.0149630.014963 0 0 0.02046674
>
> 0 0.05152589
292691.810170398405996.5 1307988 0 77 1
>3 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
1.09E+08 935 91647972.95 2388285249148.1 0 0 18
>0 022761.9735361.1111362.56119264361136575211351735 352351.63638.0958
>020.0637460.176299 00.0149620.014962 0 0 0.046586807
1.12E+08 955 93548609.68 2835943-1566.17 0 0 20
>0 0 037180.1610744.74122314861165638711642010 353352.64247.0955
>43 0.063780.176287 00.0149630.014963 0 0 0.051525885
1.15E+08 968 95548530.15 154477983202.87 0 0 13
>0 015352.5538786.23 9837.23124035331182005211805465 354353.64826.0957
>210.0637820.176234 00.0149630.014963 0 0 0.04426404
1.17E+08 979 96849129.75 1490278 6938.73 0 0 11
>0 0 0 4387.1344880.64125679221197670911961929 355354.35755.0980
>160.0637650.176235 00.0149640.014964 0 0 0.050762065
1.18E+08 1001 979 49260.6 1209586 5675.94 1307988 0 9 1
>3 0 4799.52 6249.9844089.67128596381225556212240460 356355.36474.0967
>830.0637950.176388 00.0149650.014965 0 0 0.035151374
1.21E+08 1007 100149188.67701527.162596.98 0 0 6
>0 0 3869.68 6758.9543919.58129541071234596512330761 357356.37713.0947
>740.0637950.176453 00.0149650.014965 0 0 0.016116529
>
> 0 0.07693786
111496.1 6252118 24385.9 1430584 0 18
>4 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
37146455 107 105 17481.5708246.8 1016.21 0 0 2
>0 0 4246.4112947.03 2833.47 3830921 3641555 3636821 352 351.9728.0279
>720.0629560.171151 0 0.01495 0.01495 0 0 0.076937859
37873200 113 10717651.59 2039592 353.11 0 0 6
>0 0 013598.82 3039.01 4041845 3842191 3837200 353352.97267.0274
>460.0627610.171221 00.0149530.014953 0 0 0.028856035
39930796 118 11318409.09 1837188 500.2 0 0 5
>0 012262.7614424.02 2987.18 4233908 4024973 4019750 354 353.9746.0260
>430.0627310.171321 00.0149550.014955 0 0 0.020111826
41786893 120 11819063.42688680.6 1345.68 0 0 2
>0 0 0 1301.3516405.31 4306408 4093928 4088616 355354.97515.0248
>960.0627480.171337 00.0149560.014956 0 0 0.0354662
42495983 126 120 19206.3611461.1 435.22 1430584 0 2
>4 0 0 2007.8116557.88 4525977 4303188 4297618 356355.96734.0327
>11 0.062720.171576 00.0149580.014958 0 0 0.03330727
44557669 127 12619684.19 36695020735.48 0 0 1
>0 0 364.4 1951.3216784.11 4574936 4350111 4344490 357356.9688 3.031
>210.0627340.171744 00.0149580.014958 0 0 0.032262044
>
> 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
0.00948812 0.062330360.0330040.003478 0 0.1
>07
0 0.1
>01
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
0.008052894 0.0623303590.0330040.002382 0 Sep-01146.59780.1050
>420.0399970.0048490.0448460.0128070.001804 0 0.02232 0.977680.025232
> 0.0206710.237284 0.26411 0.2217058.078615 14.6859 18.6565
0.009488118 0.055290520.0236870.003478 0 Aug-01 150.010.1050
>23 0.0314710.9685290.022348
> 0.0203410.3186770.237546 0.218552 7.0783522.5106819.54051
0.007740783 0.0457807920.020149 0.00251 0 Jul-01154.95060.1049
>79 0.0218770.9781230.021054
> 0.017538 0.233130.225348 0.1913016.07776519.1789322.18524
0.003814588 0.050543628 00.002456 0 Jun-01158.4832 0.104
>98 0.0136130.9863870.016088
> 0.0160880.1516660.176857 0.1768575.07873714.9314721.68031
0 0.034663831 0 0 0 May-01160.7386 0.105
>13 0.02762 0.97238
> 0.0173230.285452 0.189174.079844 34.9832
0 0.02046674 0 0 0 Apr-01165.3728 0.105
>22 0.0069170.993083
> 0.0069170.079915 0.0799153.07764712.98316
0.00997252 0.06149840.0355650.003191 0
BankruptREO Group I Group I Group
>I
> Group I Group I Group I
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
0.00723517 0.0538219770.0355650.003191 0 Sep-01109.45140.1063
>560.0407340.0046110.0453450.0133040.000729 0 0.02353 0.976470.020725
> 0.017020.2485370.222219 0.186168.09580215.3497415.65876
0.009972518 0.0614984040.0259710.001185 0 Aug-01112.13680.1063
>42 0.0246530.9753470.017107
> 0.0157120.2588430.187029 0.1730777.09554318.2398315.33925
0.007774922 0.0520389620.018287 0 0 Jul-01115.01980.1062
>89 0.0139560.9860440.015846
> 0.0134640.1552010.174423 0.1501286.09572112.7303117.11091
0.00268364 0.053445706 0 0 0 Jun-01116.69630.1062
>89 0.0126680.987332 0.0133
> 0.01330.141854 0.14843 0.148435.09801613.9126718.11655
0 0.035151374 0 0 0 May-01118.24260.1064
>41 0.0208940.979106
> 0.0136160.223828 0.1516994.09678327.31753
0 0.016116529 0 0 0 Apr-01120.81520.1065
>06 0.0062850.993715
> 0.0062850.072867 0.0728673.09477411.77253
0.0104623 0.087400160.0255120.010266 0
BankruptREO Group IIGroup IIGroup
>II
> Group II Group II Group II
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
0.010462304 0.0874001620.025459 0 0 Sep-0137.146460.1011
>510.0378240.0055220.0433450.0113160.004887 00.0187360.9812640.038047
> 0.0309050.2030510.372166 0.3138858.02797212.6464626.48057
0.008053883 0.0369099190.0169270.010266 0 Aug-01 37.87320.1012
>21 0.05111 0.948890.037234
> 0.033320.4671650.365766 0.3341287.02744633.2386130.34834
0.007642445 0.0277542710.0255120.009742 0 Jul-01 39.93080.1013
>21 0.0439970.9560030.035461
> 0.0288210.4172110.351611 0.2959726.02604334.6173634.96607
0.006972933 0.042439132 00.009313 0 Jun-0141.786890.1013
>37 0.0162450.9837550.023709
> 0.0237090.1784290.250193 0.2501935.02489617.7545531.04435
0 0.03330727 0 0 0 May-0142.495980.1015
>76 0.0458590.954141
> 0.027420.430686 0.2836894.03271153.39907
0 0.032262044 0 0 0 Apr-0144.557670.1017
>44 0.0086260.991374
> 0.0086260.098736 0.098736 3.0312116.28663
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 6
> 0
19.871443346.696 0 1 0 0 0 0
> 0 0 0 0
> 3 3Collection Account Repor 8 3
> 0
21.517494874.321 0 1 0 0 0 0
> 0 0 0 0
> 4 4Credit Enhancement Repor 11 1
20.89123 3465.67 0 1 0 0 0 0
> 0 0 0 0
> 5 5Collateral Report 12 3
> 0
21.680312187.243 0 1 0 0 0 0
> 0 0 0 0
> 6 6Delinquency Report 15 3
> 0
26.42969 4565.73 0 1 0 0
> 0 0 0
> 7 7REO Report 18 1
12.98316 1151.81 0 1 0 0
> 0 0 0
> 8 Foreclosure Report 0
>
> 9 8Prepayment Report 19 3
> 0
>
> 10 9Prepayment Detail Report 22 1
>
> 11 10Realized Loss Report 23 3
> 0
>
> 12 11Realized Loss Detail Rep 26 1
>
> 13 12Triggers, Adj. Rate Cert 27 1
>
> 14 Other Related Information 0
>
> 15 Additional Certificate Report 0
>
> 16 Historical Certificate Payment Report
>
> 17 Credit Ratings
>
> Total Total Total Number of Pages 27
Group I Group I Group I
> Group I Group I
CUMPSA prep+cur1MMDR (1-MDR) 3MMDR 12MMDR CUMMDR 1MCDR 3MCDR 12MCDR
>CUMCDR 1MSDA 3MSDA 12MSDA CUMSDA loss_sev3M_loss_12M_lossCUM_loss_sever
>ity
16.633042637.433 0 1 0 0 0 0
> 0 0 0 0
16.981112834.377 0 1 0 0 0 0
> 0 0 0 0
16.331281627.982 0 1 0 0 0 0
> 0 0 0 0
18.116551497.217 0 1 0 0 0 0
> 0 0 0 0
21.09401 2523.25 0 1 0 0
> 0 0 0
11.77253764.1241 0 1 0 0
> 0 0 0
Group IIGroup II Group II
> Group II Group II
CUMPSA prep+cur1MMDR (1-MDR) 3MMDR 12MMDR CUMMDR 1MCDR 3MCDR 12MCDR
>CUMCDR 1MSDA 3MSDA 12MSDA CUMSDA loss_sev3M_loss_12M_lossCUM_loss_sever
>ity
28.38848 709.263 0 1 0 0 0 0
> 0 0 0 0
33.223732039.945 0 1 0 0 0 0
> 0 0 0 0
32.677271837.688 0 1 0 0 0 0
> 0 0 0 0
31.04435690.0263 0 1 0 0 0 0
> 0 0 0 0
40.16022 2042.48 0 1 0 0
> 0 0 0
16.28663387.6855 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 6 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
1 1
0 3 3 1
1 1
1 1 1
0 0
0 1 0
0 0
0 0
27