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 27, 1999
FINANCIAL ASSET SECURITIES CORP.,
as Depositor, United PanAm Mortgage Corporation, as Seller, Pan
American Bank, FSB, as Master Servicer, and Bankers Trust Company
of California, N.A., as trustee (the "Trustee") under the Pooling
and Servicing Agreement, dated as of March 1, 1999, providing
for the issuance of the United PanAm Mortgage Loan Asset Backed
Certificates, Series 1999-1.
United PanAm Mortgage Loan Asset-Backed Certificates, Series
1999-1
(Exact name of Registrant as specified in its Charter)
DELAWARE
(State or Other Jurisdiction of Incorporation)
333-39649 94-324470
(Commission File Number) (I.R.S. Employer Identification No.)
THREE WORLD FINANCIAL CENTER
200 VESEY STREET
NEW YORK, NEW YORK 10022
(Address of principal executive offices) (Zip Code)
Registrant's Telephone Number, Including Area Code: (212) 526-7000
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 27, 1999.
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, a
part of the Deutsche Bank group 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, 1999.
Date: January 12, 2000 By: /s/ Judy L. Gomez
Judy L. Gomez
Assistant Vice President
EXHIBIT INDEX
Document
Monthly Remittance Statement to the Certificateholders dated as of
December 27, 1999.
United PanAm 1999-1
Loan Asset Backed Certificates
December 27, 1999 Distribution
Contents
TABLE OF CONTENTS
> Page
1. Cont
>ents 1
2. Cert
>ificate Payment Report 2
3. Coll
>ection Account Report 6
4. Cred
>it Enhancement Report 9
5. Coll
>ateral Report 10
6. Deli
>nquency Report 13
7. REO
>Report 16
8. Prep
>ayment Report 17
9. Prep
>ayment Detail Report 20
10. Real
>ized Loss Report 22
11. Real
>ized Loss Detail Report 25
12. Trig
>gers, Adj. Rate Cert. and Miscellaneous Report 26
Tota
>l Number of Pages
> 26
CONTACTS
Adm
>inistrator: Andrea B. Davidson
Dir
>ect Phone Number: (714)247-6412
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: United PanAm Mortga
>ge Cut-Off Date:
> March 1, 1999
Certificate Insurer: Financial Security
>Assurance Inc. Closing Date:
> March 11, 1999
Servicer(s): Pan American Bank
> Master Servicer First Payment Date:
> April 25, 1999
Fairbanks Capital C
>orp. Sub-Servicer
Underwriter(s): Greenwich Capital A
>cceptance, Inc. Distribution Date:
> December 27, 1999
> Record Date:
> November 30, 1999
> Page 1 of 26
> (c) COPYRIGHT 1999 Deutsche Bank
HISTORICAL DATA
> - STATEMENT 1 GROUP TOTAL
9
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
UP9901 199912
> 026253734 5974739 4397382 4146573 8691945 232 54 38
>29 72348217.6 0 0 0 0 2 0 0
> 0
UP9901 199911
> 03863757710244663 6547728 2728985 8377316 323 87 49
>18 73 0 0 0 0 0 0 0 0
> 0
UP9901 199910
> 010817864 2805013944992.8 0462304.1 91 20 6
> 0 6422149.2 1162034 1594912 1053632 2477998 3 10 14
> 13
UP9901 199909
> 010351771 3020233592723.954682.81196797.5 82 26 5
> 1 2 471213787519.6 1348295 1621065 5142936 4 9 12
> 15
UP9901 199908
> 0 0 9316941 1626930633290.6548450.2 0 74 14
> 5 5 0 134727 1125572 1033617 5298426 0 1 11
> 11
UP9901 199907
> 0 0 7994175 2208117 2217904140872.9 0 69 23
>19 2 0 0 0 0 4009960 0 0 0
> 0
UP9901 199906
> 0 0 6532898 2001586 1876958406703.6 0 60 19
>14 2 0 0 0 1278730 1007777 0 0 0
> 8
UP9901 199905
> 016474640 6138331 1915444263322.2 0 159 37 17
> 2 0 0 0 0 0 0 0 0 0
> 0
UP9901 199904
> 032272997 5687221482620.5 0 0 275 50 5
> 0 0 0 0 0 0 0 0 0 0
> 0
HISTORICAL DATA
> - STATEMENT 1 GROUP 1
9
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
UP9901 199912
> 1 4818026 1007946 771774318908.8939244.6 63 15 7
> 4 13 0 0 0 0 0 0 0 0
> 0
UP9901 199911
> 1 6646237 1686468676089.9438853.5964486.6 89 19 9
> 5 12 0 0 0 0 0 0 0 0
> 0
UP9901 199910
> 1 1826470620147.4 0 048698.18 20 7 0
> 0 1 0178484.4265681.7 197147533139.8 0 3 5
> 2
UP9901 199909
> 1 1309223902333.3160836.2 048722.83 16 9 1
> 0 1140365.888898.8536453.29147621.8558779.5 2 2 1
> 2
UP9901 199908
> 1 0 2195840453672.5 0147283.6 0 21 5
> 0 2 0 036533.69147667.9539686.1 0 0 1
> 2
UP9901 199907
> 1 0828405.9640380.8385251.8 0 0 11 8
> 5 0 0 0 0 0301948.4 0 0 0
> 0
UP9901 199906
> 1 0 1454589397753.7222743.8 0 0 18 6
> 3 0 0 0 0 0 79311.5 0 0 0
> 0
UP9901 199905
> 1 2801215777226.4384382.5 0 0 37 7 6
> 0 0 0 0 0 0 0 0 0 0
> 0
UP9901 199904
> 1 3891789950619.759891.02 0 0 54 11 1
> 0 0 0 0 0 0 0 0 0 0
> 0
HISTORICAL DATA
> - STATEMENT 1 GROUP 2
9
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
UP9901 199912
> 221435709 4966794 3625608 3827664 7752701 169 39 31
>25 59348217.6 0 0 0 0 2 0 0
> 0
UP9901 199911
> 231991341 8558194 5871638 2290131 7412830 234 68 40
>13 61 0 0 0 0 0 0 0 0
> 0
UP9901 199910
> 2 8991393 2184866944992.8 0413605.9 71 13 6
> 0 5422149.2983549.5 1329231856485.1 1944858 3 7 9
> 11
UP9901 199909
> 2 9042548 2117900431887.754682.81148074.6 66 17 4
> 1 1330847.2698620.8 1311842 1473444 4584156 2 7 11
> 13
UP9901 199908
> 2 0 7121102 1173258633290.6401166.6 0 53 9
> 5 3 0 134727 1089038885948.9 4758740 0 1 10
> 9
UP9901 199907
> 2 0 7165769 1567736 1832652140872.9 0 58 15
>14 2 0 0 0 0 3708011 0 0 0
> 0
UP9901 199906
> 2 0 5078309 1603832 1654214406703.6 0 42 13
>11 2 0 0 0 1278730928465.1 0 0 0
> 8
UP9901 199905
> 213673425 5361104 1531061263322.2 0 122 30 11
> 2 0 0 0 0 0 0 0 0 0
> 0
UP9901 199904
> 228381207 4736601422729.4 0 0 221 39 4
> 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
>
> 2 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
0782835.293669.87175700.6 0 1767817 8 1 2
>0 15 0 0 0 0 0 0 0 0
> 0 023210640 193348217.6 2 2820023 26 0 01.92E
>+08
0717045.1 0 0235411.6 1217560 7 0 0
>2 9 0 0 0 0 0 0 0 0
> 0 027898692 227 0 0 2170017 18 0 01.98E
>+08
25796607.5 0166618.8 0805143.8 8 0 2
>0 6 0 0 0 0338626.3 0 0 0
> 0 2 4212310 32 6710726 65 1768370 16338626.3 22.03E
>+08
39170549.6 0 0 0442086.6 2 0 0
>0 5 0 0 0 0260251.6 0 0 0
> 0 1 3864438 34 9371029 79612636.3 7260251.6 1 2.1E
>+08
40 380430 0 0 0367970.9 4 0 0
>0 4 0 0 0 0 0 0 0 0
> 0 012125613 98 7592341 63748400.8 8 0 02.12E
>+08
27 118897 0 0167122.5148200.9 2 0 0
>2 1 0 0 0 0 0 0 0 0
> 0 012561069 113 4009960 27434220.4 5 0 02.15E
>+08
640759.38 0167173.2148263.262758.23 1 0 2
>1 1 0 0 0 0 0 0 0 0
> 0 010818145 95 2286506 14418954.1 5 0 02.19E
>+08
0163952.2 0 62781.8 0 0 2 0 1
>0 0 0 0 0 0 0 0 0 0
> 0 0 8317096 56 0 0 226734 3 0 02.23E
>+08
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 6169841 55 0 0 0 0 0 02.25E
>+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
0100533.4 0132732.1 0100533.4 2 0 1
>0 2 0 0 0 0 0 0 0 0
> 0 0 3037873 39 0 0 333799 5 0 033202
>138
0 65681.6 0 0 0123142.6 1 0 0
>0 2 0 0 0 0 0 0 0 0
> 0 0 3765898 45 0 0188824.2 3 0 033837
>720
7144923.2 0 0 043971.71 2 0 0
>0 1 0 0 0 0 0 0 0 0
> 0 0668845.5 8 1174453 17188894.9 3 0 034195
>601
7 0 0 0 0123223.4 0 0 0
>0 2 0 0 0 0 0 0 0 0
> 0 0 1111892 11972119.2 14123223.4 2 0 034671
>937
740731.65 0 0 044001.19 1 0 0
>0 1 0 0 0 0 0 0 0 0
> 0 0 2796796 28723887.7 1084732.84 2 0 035196
>456
440745.58 0 044015.72 0 1 0 0
>1 0 0 0 0 0 0 0 0 0
> 0 0 1854038 24301948.4 4 84761.3 2 0 035456
>614
140759.38 044030.11 0 0 1 0 1
>0 0 0 0 0 0 0 0 0 0
> 0 0 2075086 27 79311.5 184789.49 2 0 035593
>570
040773.05 0 0 0 0 1 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 1161609 13 0 040773.05 1 0 035937
>372
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 1010511 12 0 0 0 0 0 036400
>280
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
0682301.893669.8742968.51 0 1667284 6 1 1
>0 13 0 0 0 0 0 0 0 0
> 0 020172767 154348217.6 2 2486224 21 0 01.59E
>+08
0651363.5 0 0235411.6 1094417 6 0 0
>2 7 0 0 0 0 0 0 0 0
> 0 024132794 182 0 0 1981192 15 0 01.64E
>+08
18651684.3 0166618.8 0 761172 6 0 2
>0 5 0 0 0 0338626.3 0 0 0
> 0 2 3543465 24 5536273 48 1579475 13338626.3 21.69E
>+08
32170549.6 0 0 0318863.2 2 0 0
>0 3 0 0 0 0260251.6 0 0 0
> 0 1 2752545 23 8398909 65489412.9 5260251.6 11.75E
>+08
33339698.3 0 0 0323969.7 3 0 0
>0 3 0 0 0 0 0 0 0 0
> 0 0 9328817 70 6868454 53 663668 6 0 01.77E
>+08
2378151.37 0 0123106.8148200.9 1 0 0
>1 1 0 0 0 0 0 0 0 0
> 0 010707031 89 3708011 23349459.1 3 0 0 1.8E
>+08
5 0 0123143.1148263.262758.23 0 0 1
>1 1 0 0 0 0 0 0 0 0
> 0 0 8743059 68 2207195 13334164.6 3 0 01.84E
>+08
0123179.1 0 62781.8 0 0 1 0 1
>0 0 0 0 0 0 0 0 0 0
> 0 0 7155488 43 0 0185960.9 2 0 01.87E
>+08
0 0 0 0 0 0 0 0 0
>0 0 0 0 0 0 0 0 0 0
> 0 0 5159330 43 0 0 0 0 0 01.89E
>+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
50
>0 0 351
> 0 0 0.08747431
97412338558644156490.5 0 0 275
>0 0 278.26
> 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
1.85E+08 1606 155699687.89 6586249 8438.38 0 0 50
>0 010908.2651441.7618947.02193879781854331218519316334.3189331.961611.383
>980.0519830.1254070.0954460.0056820.007615 0 0 0.055982299
1.92E+08 1655 1606102831.6 612234410481.02 0 0 49
>0 0 5303.247594.9525080.24200025891913048719105711335.5849 333.03610.401
>570.0522520.1255940.095456 0.005720.007648 0 0 0.087474313
1.98E+08 1688 1655105483.2 4536285 7640.15 0 0 33
>0 0 5485.265996.65 8383.32204159981952343819498081336.9031334.38079.4204
>910.0524210.1257670.0953850.0057550.007678 0 0 0.018919831
2.03E+08 1738 1688106776.8 655606459074.05 0 0 50
>0 018938.3867887.29 8957.38210207752009863920072442337.8742335.51128.4344
>860.052764 0.125810.0948530.0058270.007726 0 0 0.017810589
2.1E+08 1758 1738110226.1 2416518 442.53 0 0 20
>0 0 4758.7470374.72 7396.59211813382024808219428191 339.081336.5582 7.487
>060.0527440.1259580.0947930.0058450.007728 0 0 0.052219015
2.12E+08 1780 1758111143.6 281235933578.88 0 0 22
>0 011972.5272617.67 6237.9214141582046789119647331340.0479337.61226.5068
>99 0.052850.1263230.094871 0.005880.007747 0 0 0.048100522
2.15E+08 1799 1780111925.5 414507420479.68 0 0 19
>0 019293.1375478.04 4945.94218164882085140020030008341.9538338.77825.4972
>420.0529280.1262860.0946720.0059020.007765 0 0 0.039684081
2.19E+08 1820 1799113439.5 3654316 13504.4 0 0 21
>0 0 1113672648.27 9162.17221105102112878520306626342.2897339.65394.5148
>260.053036 0.12636 0.094640.0059190.007787 0 0 0.036718534
2.23E+08 1831 1820112608.9 1729436 2851.37 0 0 11
>0 0 066261.6714100.81216035622063921219816531344.2084340.6917 3.553
>290.0530260.1262640.0947180.0058860.007739 0 0 0.027652645
>
> 0 0.07641661
208958.3 338363116566.92 0 0 41
>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
32791124 404 39823215.84386378.8 1419.7 0 0 6
>0 0 276.8 9152.3 3021.82 3460141 3314051 3309901 280 278.26 11.
>17 00.1042010.104201 0 0 0 0 0.054274431
33202138 410 40423357.06609851.2 2373.58 0 0 6
>0 0 118.87 8518.11 3889.06 3531868 3382982 3378753 281 279.46 10.
>17 00.1043640.104364 0 0 0 0 0.071156806
33837720 413 41023478.07332822.5 1580.11 0 0 3
>0 0 946.4611176.08 1362.3 3569613 3419153 3414878 283 281 9.
>18 00.1043750.104375 0 0 0 0 0.018327102
34195601 419 41323408.57450839.4 2087.97 0 0 6
>0 0 392.6111423.07 1289.97 3620652 3468095 3463761 283 281.51 8.
>21 00.1044130.104413 0 0 0 0 0.031090827
34671937 425 41923385.39499138.9 1994.86 0 0 6
>0 0 738.9811597.76 1307.61 3674441 3519576 2721798 284 282.27 7.
>22 00.1044120.104166 0 0 0 0 0.076416614
35196456 430 42523398.67233501.8 3257.46 0 0 5
>0 0 526.1712178.83 821.93 3700626 3544617 2746507 285 283.49 6.
>24 00.104384 0.10414 0 0 0 0 0.041731097
35456614 431 43023406.33111612.8 1936.9 0 0 1
>0 0 881.6612244.59 806.39 3715875 3559264 2760840 286 283.91 5.
>23 00.1044110.104167 0 0 0 0 0.052242515
35593570 435 43123219.78317134.6 3447.78 0 0 4
>0 0 1702.4811723.43 1453.61 3753214 3595089 2796328 287 285.16 4.
>23 00.104451 0.10421 0 0 0 0 0.032635359
35937372 439 43522088.61442351.3-1531.44 0 0 4
>0 0 011205.23 1797.84 3706942 3550905 2751795 288 287 3.
>31 0 0.104530.104292 0 0 0 0 0.02811866
>
> 0 0.09088671
765164.735175013139923.5 0 0 234
>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
1.52E+08 1202 115876472.05 6199870 7018.68 0 0 44
>0 010631.4642289.46 15925.2159278371522926115209415 346 343.51 11.
>430.0628530.1298410.093615 0.006870.009207 0 0 0.05634957
1.59E+08 1245 120279474.55 5512493 8107.44 0 0 43
>0 0 5184.3339076.8421191.18164707211574750515726959 347 344.24 10.
>450.0630090.1299650.0936220.0068980.009222 0 0 0.090886705
1.64E+08 1275 124582005.08 4203462 6060.04 0 0 30
>0 0 4538.7454820.57 7021.02168463841610428516083203 348 345.37 9.
>470.0630490.1301040.0935620.0069220.009235 0 0 0.019041854
1.69E+08 1319 127583368.25 610522456986.08 0 0 44
>0 018545.7756464.22 7667.41174001231663054416608680 349 346.46 8.
>480.0632230.1300510.0929580.0069820.009257 0 0 0.015118019
1.75E+08 1333 1319 86840.7 1917379-1552.33 0 0 14
>0 0 4019.7658776.96 6088.98175068971672850616706393 350 347.32 7.
>540.0632380.1302450.0929290.0070080.009265 0 0 0.047422238
1.77E+08 1350 133387744.89 257885730321.42 0 0 17
>0 011446.3560438.84 5415.97177135321692327416900824 351 348.38 6.
>560.0632830.1306540.0930420.0070410.009276 0 0 0.049367748
1.8E+08 1368 135088519.19 403346118542.78 0 0 18
>0 018411.4763233.45 4139.55181006121729213617269168 353 349.61 5.
>550.0631810.1305230.0928330.0070450.009269 0 0 0.037204852
1.84E+08 1385 1368 90219.7 333718110056.62 0 0 17
>0 0 9433.5260924.84 7708.56183572971753369617510298 353 350.21 4.
>570.0632190.1305660.0928030.0070560.009282 0 0 0.037509495
1.87E+08 1392 138590520.31 1287085 4382.81 0 0 7
>0 0 055056.4412302.97178966201708830717064737 355 351 3
>.60.0632620.1304590.0928690.0070220.009233 0 0 0.027563175
>
> 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
0.06929439 0.145328850.0461960.0152210.001708 0.1
>05
0 0.0
>94
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
0.069294386 0.1252766850.0018790.015221 0 Dec-99 185.2750.1009
>950.046751 0.024580.0713310.0228440.0073470.0004990.0343710.965629 0.02926
> 0.0208330.3427580.299777 0.22324811.3839815.0543914.40954
0.057854539 0.145328852 00.011304 0 Nov-99191.96940.1009
>190.0440350.0148010.0588360.0243030.0051350.0004990.0309580.9690420.028326
> 0.0191270.3143350.291648 0.20685610.4015715.1099915.48215
0.002332454 0.0212522840.0338570.0089220.001708 Oct-99198.20510.1006
>440.0355750.0053580.0409340.0243030.0034240.0004990.0224120.9775880.021832
> 0.0174250.2381450.232711 0.1901849.42049112.6397113.77422
0.001239708 0.0190502970.046196 0.003020.001283 Sep-99202.85450.1003
>010.037031 0.004970.042001 0.018660.0019370.000214 0.03158 0.968420.018783
> 0.0165920.3196020.203509 0.1819028.43448618.9461713.61056
0.005638712 0.0578577270.0362270.003571 0 Aug-99209.57640.0998
>63 0.0114010.9885990.014553
> 0.0135670.1285520.161312 0.151184 7.487068.584958 12.4142
0.011120874 0.0592213960.0189060.002047 0 Jul-99212.10360.0995
>73 0.01324 0.986760.016232
> 0.0141070.1478060.178305 0.1567496.50689911.3576716.19091
0.010618685 0.0503027660.0106320.001948 0 Jun-99215.06060.0994
>65 0.0190010.9809990.014396
> 0.0143960.205632 0.15971 0.159715.49724218.7031717.66001
0.001200531 0.037919065 00.001034 0 May-99219.33810.0990
>97 0.0164470.983553
> 0.0120850.180456 0.1357624.51482619.98484
0 0.027652645 0 0 0 Apr-99223.11940.0960
>31 0.0077040.992296
> 0.0077040.088631 0.088631 3.55329 12.4717
0.04226656 0.113423360.034708 0.01018 0
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
0.038368719 0.09264315 0 0.01018 0 Dec-9932.791120.1042
>140.0488330.0164490.0652820.0154320.004984 00.0116880.988312 0.0132
> 0.0108770.1315830.147387 0.122993 11.175.8900197.243784
0.042266557 0.113423363 00.005687 0 Nov-9933.202140.1043
>770.0484940.0111010.0595950.0158050.003686 00.0181050.981895 0.01366
> 0.0107760.1968840.152153 0.121914 10.17 9.679668.281163
0.001439168 0.0197662710.0347080.005582 0 Oct-9933.837720.1043
>880.0420740.0040570.0461310.0158050.002929 00.0097860.990214 0.01237
> 0.0097240.1113110.138749 0.110647 9.186.0627098.456882
0.001424827 0.0325156550.0284280.003603 0 Sep-99 34.19560.1044
>260.0437060.0038170.047523 0.010020.001999 00.0130720.9869280.011339
> 0.0097140.1460640.127899 0.110536 8.218.8954878.853215
0.004247921 0.0806645340.0208780.002444 0 Aug-9934.671940.1043
>98 0.0142480.9857520.008051
> 0.009041 0.15819 0.09245 0.103255 7.2210.955027.419779
0.010945755 0.0526768520.0085790.002408 0 Jul-9935.196460.1043
>71 0.0066820.993318 0.00627
> 0.007735 0.07730.072695 0.08897 6.246.1939186.945344
0.006282152 0.0585246660.0022370.002391 0 Jun-9935.456610.1043
>97 0.0031920.9968080.008086
> 0.0080860.0376420.092827 0.092827 5.233.59864510.90372
0 0.032635359 00.001146 0 May-9935.593570.1044
>38 0.0089260.991074
> 0.0105230.102011 0.119221 4.2312.05801
0 0.02811866 0 0 0 Apr-9935.937370.1018
>38 0.0121180.987882
> 0.0121180.136102 0.136102 3.3120.55921
0.07594484 0.152001070.0497980.016305 0.00206
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
0.075944842 0.1322944120.0022840.016305 0 Dec-99152.48390.1003
>220.0463640.0263080.0726720.0243320.0078440.0006010.0391130.960887 0.03258
> 0.0228490.3804630.327981 0.242225 11.4316.6431815.69289
0.061114369 0.152001074 00.012479 0 Nov-99158.76730.1002
>070.0431740.0155630.058737 0.0260.0054370.0006010.0336030.9663970.031285
> 0.0207970.3364620.317105 0.222904 10.4516.0986716.74852
0.002516351 0.0215582050.0336820.009609 0.00206 Oct-99164.36730.0998
>840.0342770.0056160.039893 0.0260.0035260.0006010.0249710.9750290.023736
> 0.0189530.2617380.250439 0.205167 9.4713.8193114.73749
0.001202175 0.0163201940.0497980.0029020.001543 Sep-99168.65890.0994
>840.0356980.0051970.0408940.0203860.0019240.0002570.0352490.9647510.020265
> 0.0179470.3498930.217828 0.195326 8.48 20.6305 14.4704
0.005914414 0.053336652 0.039270.003794 0 Aug-99174.90440.0989
>61 0.0108350.9891650.015822
> 0.0144490.1225440.174182 0.160255 7.548.12623913.29633
0.011155715 0.060523462 0.020960.001975 0 Jul-99176.90710.0986
>25 0.0145340.9854660.018168
> 0.0153510.1611250.197494 0.169427 6.5612.2808917.76027
0.011474784 0.0486796350.0122890.001861 0 Jun-99 179.604 0.098
>51 0.0220630.9779370.015623
> 0.0156230.2348780.172176 0.172176 5.5521.1602118.82393
0.001433088 0.038942584 00.001012 0 May-99183.74460.0980
>72 0.0178910.982109
> 0.0123870.194776 0.138924 4.5721.31025
0 0.027563175 0 0 0 Apr-99 187.182 0.094
>91 0.0068520.993148
> 0.0068520.079198 0.079198 3.610.99969
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 4
> 0
14.949696594.687 0 1 0 0 0 0
> 0 0 0 0
> 3 3Collection Account Repor 6 3
> 0
14.824196132.825 0 1 0 0 0 0
> 0 0 0 0
> 4 4Credit Enhancement Repor 9 1
14.657174543.925 0 1 0 0 0 0
> 0 0 0 0
> 5 5Collateral Report 10 3
> 0
15.161146615.138 0 1 0 0 0 0
> 0 0 0 0
> 6 6Delinquency Report 13 3
> 0
13.714412416.961 0 1 0 0 0 0
> 0 0 0 0
> 7 7REO Report 16 1
15.618522845.938 0 1 0 0 0 0
> 0 0 0 0
> 8 Foreclosure Report 0
17.660014165.553 0 1 0 0 0 0
> 0 0 0 0
> 9 8Prepayment Report 17 3
> 0
16.82701 3667.82 0 1 0 0
> 0 0 0
> 10 9Prepayment Detail Report 20 2
12.47171732.287 0 1 0 0
> 0 0 0
> 11 10Realized Loss Report 22 3
> 0
>
> 12 11Realized Loss Detail Rep 25 1
>
> 13 12Triggers, Adj. Rate Cert 26 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 26
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
8.520165387.7985 0 1 0 0 0 0
> 0 0 0 0
9.065897612.2247 0 1 0 0 0 0
> 0 0 0 0
8.87813334.4026 0 1 0 0 0 0
> 0 0 0 0
9.628578452.9273 0 1 0 0 0 0
> 0 0 0 0
9.841314501.1337 0 1 0 0 0 0
> 0 0 0 0
9.36033236.7593 0 1 0 0 0 0
> 0 0 0 0
10.90372113.5497 0 1 0 0 0 0
> 0 0 0 0
15.81184320.5824 0 1 0 0
> 0 0 0
20.55921440.8198 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
16.11256206.889 0 1 0 0 0 0
> 0 0 0 0
15.85941 5520.6 0 1 0 0 0 0
> 0 0 0 0
15.688974209.522 0 1 0 0 0 0
> 0 0 0 0
16.14261 6162.21 0 1 0 0 0 0
> 0 0 0 0
14.401091915.827 0 1 0 0 0 0
> 0 0 0 0
16.708792609.179 0 1 0 0 0 0
> 0 0 0 0
18.823934052.004 0 1 0 0 0 0
> 0 0 0 0
17.004133347.238 0 1 0 0
> 0 0 0
10.999691291.468 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 4 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
0 1 0
0 0
0 0
26
