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: July 26 1999
(Date of earliest event reported)
ABN AMRO Mortgage Corporation
(Sponsor)
(Issuer in Respect of Commercial Mortgage Pass-Through
Certificates Series 1999-4)
Exact name of registrant as specified in charter)
Delaware 333-57027-02 363886007
(State or other juris- (Commission (I.R.S. Employer
diction of organization) File No.) Identification No.)
181 West Madison Street Chicago, Illinois 60602
(Address of principal executive offices) (Zip Code)
Registrant's Telephone Number, including area code
(312) 782-0600
(Former name or former address, if changed since
last report.)
ITEM 7. FINANCIAL STATEMENTS, PRO FORMA FINANCIAL
INFORMATION AND EXHIBITS
(c) Exhibits
Exhibit No. Description
99.1 Monthly distribution report pursuant to
Section 4.02 of the Pooling and Servicing
Agreement
for the distribution on February 25, 2000.
Pursuant to the requirements of the Securities Exchange Act
of 1934, the Registrant has duly caused this report to be
signed on behalf of the Registrant by the undersigned
thereunto duly authorized.
LASALLE BANK N.A., IN
ITS CAPACITY AS TRUSTEE
UNDER THE POOLING AND
SERVICING AGREEMENT ON
BEHALF OF ABN AMRO Mortgage
Corporation, REGISTRANT
By:
/s/ Russell Goldenberg
Russell Goldenberg,
Senior Vice President
ABN AMRO
LaSalle Bank N.A.
Administrator:
Roxane Ellwanger (800) 246-5761
135 S. LaSalle Street Suite 1625
Chicago, IL 60603-4107
ABN AMRO Mortgage Corporation
LaSalle Home Mortgage Corporation as Servicer
Multi-Class Mortgage Pass-through Certificates
Series 1999-4
ABN AMRO Acct: 67-8180-00-1
Statement Date 02/25/00
Payment Date: 02/25/00
Prior Payment: 01/25/00
Record Date: 01/31/00
WAC: 6.9643%
WAMM: 326
Number Of Pages
Table Of Contents 1
REMIC Certificate Report 3
Other Related Information 3
Asset Backed Facts Sheets 3
Total Pages Included In This Package 10
Modified Loan Detail Appendix A
Realized Loss Detail Appendix B
LaSalle Web Site www.lnbabs.com
LaSalle Bulletin Board (714) 282-3990
LaSalle ASAP Fax System (714) 282-5518
Bloomberg User Terminal
ASAP #: 425
Monthly Data File Name: 0425MMYY.EXE
Original Opening
Class Face Value (1) Balance
CUSIP Per $1,000 Per $1,000
IA-1 25,615,000.00 23,593,106.97
00077BHG1 1000.00000000 921.06605387
IA-2 109,340,000.00 104,351,239.97
00077BHH9 1000.00000000 954.37387937
IA-3 36,323,000.00 36,323,000.00
00077BHJ5 1000.00000000 1000.00000000
IA-4 33,553,442.00 33,553,442.00
00077BHK2 1000.00000000 1000.00000000
IA-5 51,230,000.00 48,836,704.78
00077BHL0 1000.00000000 953.28332579
IA-6 23,785,000.00 23,785,000.00
00077BHM8 1000.00000000 1000.00000000
IA-7 26,011,000.00 24,272,151.05
00077BHN6 1000.00000000 933.14947714
IA-8 12,310,000.00 12,310,000.00
00077BHP1 1000.00000000 1000.00000000
IA-9 6,108,000.00 6,108,000.00
00077BHQ9 1000.00000000 1000.00000000
IA-10 3,932,961.00 3,932,961.00
00077BHR7 1000.00000000 1000.00000000
IA-11 3,074,000.00 3,074,000.00
00077BHS5 1000.00000000 1000.00000000
IA-12 665,000.00 665,000.00
00077BHT3 1000.00000000 1000.00000000
IA-13 10,246,116.00 9,894,067.97
00077BHU0 1000.00000000 965.64083112
IA-X1 6,234,751.20 N 6,094,326.11
00077BHV8 1000.00000000 977.47703405
IA-X2 10,902,679.72 N 10,072,308.98
00077BHW6 1000.00000000 923.83792186
Principal Principal Negative
Class Payment Adj. or Loss Amortization
CUSIP Per $1,000 Per $1,000 Per $1,000
IA-1 205,448.54 0.00 0.00
00077BHG1 8.02063400 0.00000000 0.00000000
IA-2 506,917.76 0.00 0.00
00077BHH9 4.63616023 0.00000000 0.00000000
IA-3 0.00 0.00 0.00
00077BHJ5 0.00000000 0.00000000 0.00000000
IA-4 0.00 0.00 0.00
00077BHK2 0.00000000 0.00000000 0.00000000
IA-5 243,187.46 0.00 0.00
00077BHL0 4.74697365 0.00000000 0.00000000
IA-6 0.00 0.00 0.00
00077BHM8 0.00000000 0.00000000 0.00000000
IA-7 176,687.88 0.00 0.00
00077BHN6 6.79281381 0.00000000 0.00000000
IA-8 0.00 0.00 0.00
00077BHP1 0.00000000 0.00000000 0.00000000
IA-9 0.00 0.00 0.00
00077BHQ9 0.00000000 0.00000000 0.00000000
IA-10 0.00 0.00 0.00
00077BHR7 0.00000000 0.00000000 0.00000000
IA-11 0.00 0.00 0.00
00077BHS5 0.00000000 0.00000000 0.00000000
IA-12 0.00 0.00 0.00
00077BHT3 0.00000000 0.00000000 0.00000000
IA-13 35,772.30 0.00 0.00
00077BHU0 3.49130344 0.00000000 0.00000000
IA-X1 0.00 0.00 0.00
00077BHV8 0.00000000 0.00000000 0.00000000
IA-X2 0.00 0.00 0.00
00077BHW6 0.00000000 0.00000000 0.00000000
Closing Interest Interest
Class Balance Payment Adjustment
CUSIP Per $1,000 Per $1,000 Per $1,000
IA-1 23,387,658.43 127,796.00 0.00
00077BHG1 913.04541987 4.98910794 0.00000000
IA-2 103,844,322.21 565,235.88 0.00
00077BHH9 949.73771913 5.16952515 0.00000000
IA-3 36,323,000.00 204,316.88 0.00
00077BHJ5 1000.00000000 5.62500014 0.00000000
IA-4 33,553,442.00 181,747.81 0.00
00077BHK2 1000.00000000 5.41666664 0.00000000
IA-5 48,593,517.32 264,532.15 0.00
00077BHL0 948.53635214 5.16361800 0.00000000
IA-6 23,785,000.00 138,745.83 0.00
00077BHM8 1000.00000000 5.83333319 0.00000000
IA-7 24,095,463.17 131,474.15 0.00
00077BHN6 926.35666333 5.05455961 0.00000000
IA-8 12,310,000.00 66,679.17 0.00
00077BHP1 1000.00000000 5.41666694 0.00000000
IA-9 6,108,000.00 35,630.00 0.00
00077BHQ9 1000.00000000 5.83333333 0.00000000
IA-10 3,932,961.00 0.00 0.00
00077BHR7 1000.00000000 0.00000000 0.00000000
IA-11 3,074,000.00 17,931.67 0.00
00077BHS5 1000.00000000 5.83333442 0.00000000
IA-12 665,000.00 3,602.08 0.00
00077BHT3 1000.00000000 5.41666165 0.00000000
IA-13 9,858,295.67 53,592.87 0.00
00077BHU0 962.14952768 5.23055468 0.00000000
IA-X1 6,073,163.29 33,010.93 0.00
00077BHV8 974.08270136 5.29466677 0.00000000
IA-X2 10,040,301.46 54,558.34 0.00
00077BHW6 920.90217382 5.00412205 0.00000000
Pass-Through
Class Rate (2)
CUSIP Next Rate (3)
IA-1 6.5000%
00077BHG1 Fixed
IA-2 6.5000%
00077BHH9 Fixed
IA-3 6.7500%
00077BHJ5 Fixed
IA-4 6.5000%
00077BHK2 Fixed
IA-5 6.5000%
00077BHL0 Fixed
IA-6 7.0000%
00077BHM8 Fixed
IA-7 6.5000%
00077BHN6 Fixed
IA-8 6.5000%
00077BHP1 Fixed
IA-9 7.0000%
00077BHQ9 Fixed
IA-10
00077BHR7 None
IA-11 7.0000%
00077BHS5 Fixed
IA-12 6.5000%
00077BHT3 Fixed
IA-13 6.5000%
00077BHU0 Fixed
IA-X1 6.5000%
00077BHV8 Fixed
IA-X2 6.5000%
00077BHW6 Fixed
Notes: (1) N denotes notional balance not included in total
(2) Interest Paid minus Interest Adjustment minus Deferred
Deferred Interest equals Accrual (3) Estimated
Original Opening
Class Face Value (1) Balance
CUSIP Per $1,000 Per $1,000
IA-P 948,923.00 938,840.16
00077BHX4 1000.00000000 989.37443818
IIA-1 37,432,000.00 35,469,916.36
00077BHY2 1000.00000000 947.58271960
IIA-2 1,500,000.00 1,500,000.00
00077BHZ9 1000.00000000 1000.00000000
IIA-3 9,690,976.00 9,455,638.77
00077BJA2 1000.00000000 975.71583812
IIA-X 2,336,732.17 N 2,239,025.35
00077BJB0 1000.00000000 958.18655593
IIA-P 569,880.00 554,770.97
00077BJC8 1000.00000000 973.48734821
M 8,582,337.00 8,511,898.64
00077BJD6 1000.00000000 991.79263643
B-1 3,065,120.00 3,039,963.45
00077BJE4 1000.00000000 991.79263781
B-2 1,430,389.00 1,418,649.28
00077BJF1 1000.00000000 991.79263823
B-3 1,430,390.00 1,418,650.27
00077BJH7 1000.00000000 991.79263697
B-4 817,366.00 810,657.58
00077BJJ3 1000.00000000 991.79263635
B-5 1,021,707.00 1,013,321.45
00077BJK0 1000.00000000 991.79260786
R 100.00 0.00
00077BJG9 1000.00000000 0.00000000
Totals 408,682,707.00 394,830,980.67
Principal Principal Negative
Class Payment Adj. or Loss Amortization
CUSIP Per $1,000 Per $1,000 Per $1,000
IA-P 959.34 0.00 0.00
00077BHX4 1.01097771 0.00000000 0.00000000
IIA-1 155,930.53 0.00 0.00
00077BHY2 4.16570127 0.00000000 0.00000000
IIA-2 0.00 0.00 0.00
00077BHZ9 0.00000000 0.00000000 0.00000000
IIA-3 34,490.29 0.00 0.00
00077BJA2 3.55901098 0.00000000 0.00000000
IIA-X 0.00 0.00 0.00
00077BJB0 0.00000000 0.00000000 0.00000000
IIA-P 2,209.35 0.00 0.00
00077BJC8 3.87686881 0.00000000 0.00000000
M 10,333.18 0.00 0.00
00077BJD6 1.20400539 0.00000000 0.00000000
B-1 3,690.42 0.00 0.00
00077BJE4 1.20400506 0.00000000 0.00000000
B-2 1,722.20 0.00 0.00
00077BJF1 1.20400814 0.00000000 0.00000000
B-3 1,722.20 0.00 0.00
00077BJH7 1.20400730 0.00000000 0.00000000
B-4 984.11 0.00 0.00
00077BJJ3 1.20400163 0.00000000 0.00000000
B-5 1,230.13 0.00 0.00
00077BJK0 1.20399488 0.00000000 0.00000000
R 0.00 0.00 0.00
00077BJG9 0.00000000 0.00000000 0.00000000
Totals 1,381,285.69 0.00 0.00
Closing Interest Interest
Class Balance Payment Adjustment
CUSIP Per $1,000 Per $1,000 Per $1,000
IA-P 937,880.82 0.00 0.00
00077BHX4 988.36346047 0.00000000 0.00000000
IIA-1 35,313,985.83 177,349.58 0.00
00077BHY2 943.41701833 4.73791355 0.00000000
IIA-2 1,500,000.00 7,500.00 0.00
00077BHZ9 1000.00000000 5.00000000 0.00000000
IIA-3 9,421,148.48 47,278.19 0.00
00077BJA2 972.15682713 4.87857879 0.00000000
IIA-X 2,230,271.31 11,195.13 0.00
00077BJB0 954.44028185 4.79093417 0.00000000
IIA-P 552,561.62 0.00 0.00
00077BJC8 969.61047940 0.00000000 0.00000000
M 8,501,565.46 45,668.63 0.00
00077BJD6 990.58863105 5.32123476 0.00000000
B-1 3,036,273.03 16,310.22 0.00
00077BJE4 990.58863275 5.32123375 0.00000000
B-2 1,416,927.08 7,611.44 0.00
00077BJF1 990.58863009 5.32123779 0.00000000
B-3 1,416,928.07 7,611.44 0.00
00077BJH7 990.58862967 5.32123407 0.00000000
B-4 809,673.47 4,349.40 0.00
00077BJJ3 990.58863471 5.32123920 0.00000000
B-5 1,012,091.32 5,436.73 0.00
00077BJK0 990.58861298 5.32122223 0.00000000
R 0.00 0.00 0.00
00077BJG9 0.00000000 0.00000000 0.00000000
Totals 393,449,694.98 2,209,164.52 0.00
Pass-Through
Class Rate (2)
CUSIP Next Rate (3)
IA-P
00077BHX4 None
IIA-1 6.0000%
00077BHY2 Fixed
IIA-2 6.0000%
00077BHZ9 Fixed
IIA-3 6.0000%
00077BJA2 Fixed
IIA-X 6.0000%
00077BJB0 Fixed
IIA-P
00077BJC8 None
M 6.4383%
00077BJD6 6.4385%
B-1 6.4383%
00077BJE4 6.4385%
B-2 6.4383%
00077BJF1 6.4385%
B-3 6.4383%
00077BJH7 6.4385%
B-4 6.4383%
00077BJJ3 6.4385%
B-5 6.4383%
00077BJK0 6.4385%
R 6.0000%
00077BJG9 Fixed
Total P&I Payment $ 3,590,450.21
Original Opening Principal
Class Face Value (1) Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
REMIC I Intere408,682,707.00 394,830,980.6 1,381,285.69
none 1000.00000000 966.10640457 3.37984864
R (component R 0.00 0.00 0.00
none 1000.00000000 0.00000000 0.00000000
Totals 408,682,707.00 394,830,980.6 1,381,285.69
Principal Negative Closing
Class Adj. or Loss Amortization Balance
CUSIP Per $1,000 Per $1,000 Per $1,000
REMIC I Intere 0.00 0.00 393,449,694.98
none 0.00000000 0.00000000 962.72655593
R (component R 0.00 0.00 0.00
none 0.00000000 0.00000000 0.00000000
Totals 0.00 0.00 393,449,694.98
Interest Interest Pass-Through
Class Payment Adjustment Rate (2)
CUSIP Per $1,000 Per $1,000 Next Rate (3)
REMIC I Intere 2,209,164.52 0.00 0.067142589
none 5.40557377 0.00000000 0.067143028
R (component R 0.00 0.00
none 0.00000000 0.00000000None
Totals 2,209,164.52 0.00
Total P&I Payment 3,590,450.21
Accrued ReimbursemeNet
Certificateof Prior Prepayment
Class Interest Losses Int. Shortfalls
IA-1 127,796.00 0.00 0.00
IA-2 565,235.88 0.00 0.00
IA-3 204,316.88 0.00 0.00
IA-4 181,747.81 0.00 0.00
IA-5 264,532.15 0.00 0.00
IA-6 138,745.83 0.00 0.00
IA-7 131,474.15 0.00 0.00
IA-8 66,679.17 0.00 0.00
IA-9 35,630.00 0.00 0.00
IA-10 0.00 0.00 0.00
IA-11 17,931.67 0.00 0.00
IA-12 3,602.08 0.00 0.00
IA-13 53,592.87 0.00 0.00
IA-X1 33,010.93 0.00 0.00
IA-X2 54,558.34 0.00 0.00
IA-P 0.00 0.00 0.00
IIA-1 177,349.58 0.00 0.00
IIA-2 7,500.00 0.00 0.00
IIA-3 47,278.19 0.00 0.00
IIA-X 11,195.13 0.00 0.00
IIA-P 0.00 0.00 0.00
M 45,668.63 0.00 0.00
B-1 16,310.22 0.00 0.00
B-2 7,611.44 0.00 0.00
B-3 7,611.44 0.00 0.00
B-4 4,349.40 0.00 0.00
B-5 5,436.74 0.00 0.00
R 0.00 0.00 0.00
Total 2,209,164.5 0.00 0.00
Prior Ending
Unpaid Unpaid Interest
Class Interest Interest Loss
IA-1 0.00 0.00 0.00
IA-2 0.00 0.00 0.00
IA-3 0.00 0.00 0.00
IA-4 0.00 0.00 0.00
IA-5 0.00 0.00 0.00
IA-6 0.00 0.00 0.00
IA-7 0.00 0.00 0.00
IA-8 0.00 0.00 0.00
IA-9 0.00 0.00 0.00
IA-10 0.00 0.00 0.00
IA-11 0.00 0.00 0.00
IA-12 0.00 0.00 0.00
IA-13 0.00 0.00 0.00
IA-X1 0.00 0.00 0.00
IA-X2 0.00 0.00 0.00
IA-P 0.00 0.00 0.00
IIA-1 0.00 0.00 0.00
IIA-2 0.00 0.00 0.00
IIA-3 0.00 0.00 0.00
IIA-X 0.00 0.00 0.00
IIA-P 0.00 0.00 0.00
M 0.00 0.00 0.00
B-1 0.00 0.00 0.00
B-2 0.00 0.00 0.00
B-3 0.00 0.00 0.00
B-4 0.00 0.00 0.00
B-5 0.00 0.00 0.00
R 0.00 0.00 0.00
Total 0.00 0.00 0.00
Actual
Distribution
Class of Interest
IA-1 127,796.00
IA-2 565,235.88
IA-3 204,316.88
IA-4 181,747.81
IA-5 264,532.15
IA-6 138,745.83
IA-7 131,474.15
IA-8 66,679.17
IA-9 35,630.00
IA-10 0.00
IA-11 17,931.67
IA-12 3,602.08
IA-13 53,592.87
IA-X1 33,010.93
IA-X2 54,558.34
IA-P 0.00
IIA-1 177,349.58
IIA-2 7,500.00
IIA-3 47,278.19
IIA-X 11,195.13
IIA-P 0.00
M 45,668.63
B-1 16,310.22
B-2 7,611.44
B-3 7,611.44
B-4 4,349.40
B-5 5,436.73
R 0.00
Total 2,209,164.52
BOOK VALUE OF FORECLOSURES
NUMBER OF
LOANS BALANCE
BOOK VALUE OF FORECLOSURE
LOANS (AGGREGATE) 0 0.00
PAYOFFS AND CURTAILMENTS
CURRENT NUMBER OF PAYOFFS 3
CURRENT PAYOFF BALANCE 799,160.67
CURRENT NUMBER OF CURTAILMENTS 0
CURRENT CURTAILMENTS BALANCE 0.00
SERVICER ADVANCES
PRINCIPAL ADVANCES 16,803.47
INTEREST ADVANCES 108,085.64
TOTAL ADVANCES 124,889.11
REALIZED LOSSES
CURRENT REALIZED LOSSES 0.00
PRIOR REALIZED LOSSES 0.00
TOTAL REALIZED LOSSES
SINCE CUT-OFF DATE 0.00
SPECIAL HAZARD COVERAGE
BEGINNING BALANCE CURRENT REDUCTION*
4,086,827.00 0.00
ENDING BALANCE
4,086,827.00
BANKRUPTCY COVERAGE
BEGINNING BALANCE CURRENT REDUCTION
126,745.00 0.00
ENDING BALANCE
126,745.00
FRAUD COVERAGE
BEGINNING BALANCE CURRENT REDUCTION
4,086,827.00 0.00
ENDING BALANCE
4,086,827.00
Asset Backed Facts - Pool Total
DistributioDelinq 1 Month
Date # Balance
02/25/00 2 649,867
0.18% 0.165%
01/25/00 3 1,080,421
0.26% 0.274%
12/27/99 3 809,094
0.26% 0.204%
11/26/99 1 258,675
0.09% 0.065%
10/25/99 5 1,648,567
0.44% 0.412%
09/27/99 3 1,000,527
0.26% 0.249%
08/25/99 9 3,127,521
0.78% 0.774%
07/26/99 1 276,082
0.09% 0.068%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
DistributioDelinq 2 Months
Date # Balance
02/25/00 2 741,201
0.18% 0.188%
01/25/00 1 257,939
0.09% 0.065%
12/27/99 0 0
0.00% 0.000%
11/26/99 0 0
0.00% 0.000%
10/25/99 0 0
0.00% 0.000%
09/27/99 2 799,589
0.17% 0.199%
08/25/99 0 0
0.00% 0.000%
07/26/99 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
DistributioDelinq 3+ Months
Date # Balance
02/25/00 0 0
0.00% 0.000%
01/25/00 0 0
0.00% 0.000%
12/27/99 0 0
0.00% 0.000%
11/26/99 0 0
0.00% 0.000%
10/25/99 0 0
0.00% 0.000%
09/27/99 0 0
0.00% 0.000%
08/25/99 0 0
0.00% 0.000%
07/26/99 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
DistributioForeclosure/Bankruptcy
Date # Balance
02/25/00 0 0
0.00% 0.000%
01/25/00 0 0
0.00% 0.000%
12/27/99 0 0
0.00% 0.000%
11/26/99 0 0
0.00% 0.000%
10/25/99 0 0
0.00% 0.000%
09/27/99 0 0
0.00% 0.000%
08/25/99 0 0
0.00% 0.000%
07/26/99 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
DistributioREO
Date # Balance
02/25/00 0 0
0.00% 0.000%
01/25/00 0 0
0.00% 0.000%
12/27/99 0 0
0.00% 0.000%
11/26/99 0 0
0.00% 0.000%
10/25/99 0 0
0.00% 0.000%
09/27/99 0 0
0.00% 0.000%
08/25/99 0 0
0.00% 0.000%
07/26/99 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
DistributioModifications
Date # Balance
02/25/00 0 0
0.00% 0.000%
01/25/00 0 0
0.00% 0.000%
12/27/99 0 0
0.00% 0.000%
11/26/99 0 0
0.00% 0.000%
10/25/99 0 0
0.00% 0.000%
09/27/99 0 0
0.00% 0.000%
08/25/99 0 0
0.00% 0.000%
07/26/99 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
DistributioPrepayments
Date # Balance
02/25/00 3 799,161
0.27% 0.203%
01/25/00 2 773,422
0.18% 0.196%
12/27/99 5 1,427,430
0.44% 0.360%
11/26/99 3 1,370,204
0.26% 0.344%
10/25/99 5 1,960,978
0.44% 0.490%
09/27/99 3 911,639
0.26% 0.226%
08/25/99 8 3,384,702
0.69% 0.838%
07/26/99 1 247,122
0.09% 0.061%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
DistributioCurr Weighted Avg.
Date Coupon Remit
02/25/00 6.9643% 6.7143%
01/25/00 6.9641% 6.7141%
12/27/99 6.9651% 6.7151%
11/26/99 6.9646% 6.7146%
10/25/99 6.9654% 6.7154%
09/27/99 6.9666% 6.7166%
08/25/99 6.9707% 6.7207%
07/26/99 6.9707% 6.7207%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
Note: Foreclosure and REO Totals
are Included in the Appropriate
Delinquency Aging Category
Asset Backed Facts - Group 1 Total
DistributioDelinq 1 Month
Date # Balance
02/25/00 2 649,867
0.20% 0.189%
01/25/00 3 1,080,421
0.30% 0.312%
12/27/99 3 809,094
0.30% 0.233%
11/26/99 1 258,675
0.10% 0.074%
10/25/99 5 1,648,567
0.50% 0.472%
09/27/99 3 1,000,527
0.30% 0.284%
08/25/99 7 2,569,227
0.69% 0.728%
07/26/99 1 276,082
0.10% 0.077%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
DistributioDelinq 2 Months
Date # Balance
02/25/00 2 741,201
0.20% 0.215%
01/25/00 1 257,939
0.10% 0.075%
12/27/99 0 0
0.00% 0.000%
11/26/99 0 0
0.00% 0.000%
10/25/99 0 0
0.00% 0.000%
09/27/99 2 799,589
0.20% 0.227%
08/25/99 0 0
0.00% 0.000%
07/26/99 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
DistributioDelinq 3+ Months
Date # Balance
02/25/00 0 0
0.00% 0.000%
01/25/00 0 0
0.00% 0.000%
12/27/99 0 0
0.00% 0.000%
11/26/99 0 0
0.00% 0.000%
10/25/99 0 0
0.00% 0.000%
09/27/99 0 0
0.00% 0.000%
08/25/99 0 0
0.00% 0.000%
07/26/99 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
DistributioForeclosure 0
Date # Balance
02/25/00 0 0
0.00% 0.000%
01/25/00 0 0
0.00% 0.000%
12/27/99 0 0
0.00% 0.000%
11/26/99 0 0
0.00% 0.000%
10/25/99 0 0
0.00% 0.000%
09/27/99 0 0
0.00% 0.000%
08/25/99 0 0
0.00% 0.000%
07/26/99 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
DistributioREO
Date # Balance
02/25/00 0 0
0.00% 0.000%
01/25/00 0 0
0.00% 0.000%
12/27/99 0 0
0.00% 0.000%
11/26/99 0 0
0.00% 0.000%
10/25/99 0 0
0.00% 0.000%
09/27/99 0 0
0.00% 0.000%
08/25/99 0 0
0.00% 0.000%
07/26/99 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
DistributioModifications
Date # Balance
02/25/00 0 0
0.00% 0.000%
01/25/00 0 0
0.00% 0.000%
12/27/99 0 0
0.00% 0.000%
11/26/99 0 0
0.00% 0.000%
10/25/99 0 0
0.00% 0.000%
09/27/99 0 0
0.00% 0.000%
08/25/99 0 0
0.00% 0.000%
07/26/99 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
DistributioPrepayments
Date # Balance
02/25/00 3 799,161
0.30% 0.232%
01/25/00 1 424,572
0.10% 0.123%
12/27/99 5 1,427,430
0.50% 0.412%
11/26/99 2 801,890
0.20% 0.230%
10/25/99 5 1,960,978
0.50% 0.561%
09/27/99 3 911,639
0.30% 0.259%
08/25/99 8 3,384,702
0.79% 0.958%
07/26/99 1 247,122
0.10% 0.069%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
DistributioCurr Weight 0
Date Coupon Remit
02/25/00 7.0362% 6.7862%
01/25/00 7.0366% 6.7866%
12/27/99 7.0377% 6.7877%
11/26/99 7.0378% 6.7878%
10/25/99 7.0387% 6.7887%
09/27/99 7.0400% 6.7900%
08/25/99 7.0442% 6.7942%
07/26/99 7.0444% 6.7944%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
Note: Foreclosure and REO Totals
are Included in the Appropriate
Delinquency Aging Category
Asset Backed Facts - Group 2 Total
DistributioDelinq 1 Month
Date # Balance
02/25/00 0 0
0.00% 0.000%
01/25/00 0 0
0.00% 0.000%
12/27/99 0 0
0.00% 0.000%
11/26/99 0 0
0.00% 0.000%
10/25/99 0 0
0.00% 0.000%
09/27/99 0 0
0.00% 0.000%
08/25/99 2 558,294
1.40% 1.097%
07/26/99 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
DistributioDelinq 2 Months
Date # Balance
02/25/00 0 0
0.00% 0.000%
01/25/00 0 0
0.00% 0.000%
12/27/99 0 0
0.00% 0.000%
11/26/99 0 0
0.00% 0.000%
10/25/99 0 0
0.00% 0.000%
09/27/99 0 0
0.00% 0.000%
08/25/99 0 0
0.00% 0.000%
07/26/99 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
DistributioDelinq 3+ Months
Date # Balance
02/25/00 0 0
0.00% 0.000%
01/25/00 0 0
0.00% 0.000%
12/27/99 0 0
0.00% 0.000%
11/26/99 0 0
0.00% 0.000%
10/25/99 0 0
0.00% 0.000%
09/27/99 0 0
0.00% 0.000%
08/25/99 0 0
0.00% 0.000%
07/26/99 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
DistributioForeclosure/Bankruptcy
Date # Balance
02/25/00 0 0
0.00% 0.000%
01/25/00 0 0
0.00% 0.000%
12/27/99 0 0
0.00% 0.000%
11/26/99 0 0
0.00% 0.000%
10/25/99 0 0
0.00% 0.000%
09/27/99 0 0
0.00% 0.000%
08/25/99 0 0
0.00% 0.000%
07/26/99 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
DistributioREO
Date # Balance
02/25/00 0 0
0.00% 0.000%
01/25/00 0 0
0.00% 0.000%
12/27/99 0 0
0.00% 0.000%
11/26/99 0 0
0.00% 0.000%
10/25/99 0 0
0.00% 0.000%
09/27/99 0 0
0.00% 0.000%
08/25/99 0 0
0.00% 0.000%
07/26/99 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
DistributioModificatio 0
Date # Balance
02/25/00 0 0
0.00% 0.000%
01/25/00 0 0
0.00% 0.000%
12/27/99 0 0
0.00% 0.000%
11/26/99 0 0
0.00% 0.000%
10/25/99 0 0
0.00% 0.000%
09/27/99 0 0
0.00% 0.000%
08/25/99 0 0
0.00% 0.000%
07/26/99 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
DistributioPrepayments 0
Date # Balance
02/25/00 0 0
0.00% 0.000%
01/25/00 1 348,850
0.71% 0.712%
12/27/99 0 0
0.00% 0.000%
11/26/99 1 568,314
0.70% 1.143%
10/25/99 0 0
0.00% 0.000%
09/27/99 0 0
0.00% 0.000%
08/25/99 0 0
0.00% 0.000%
07/26/99 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
DistributioCurr Weighted Avg.
Date Coupon Remit
02/25/00 6.4563% 6.2063%
01/25/00 6.4565% 6.2065%
12/27/99 6.4565% 6.2065%
11/26/99 6.4570% 6.2070%
10/25/99 6.4570% 6.2070%
09/27/99 6.4569% 6.2069%
08/25/99 6.4569% 6.2069%
07/26/99 6.4569% 6.2069%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
Note: Foreclosure and REO Totals
are Included in the Appropriate
Delinquency Aging Category
_
