================================================================================
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 14, 1999
First Union Commercial Mortgage Securities, Inc.
------------------------------------------------------
(Exact Name of Registrant as Specified in its Charter)
North Carolina
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(State or Other Jurisdiction of Incorporation)
333-62671
-----------------------
(Commission File Number
56-1643598
------------------------------------
(I.R.S. Employer Identification No.)
One First Union Center, Charlotte, North Carolina 28228-0600
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(Address of Principal Executive Offices) (Zip Code)
(704) 374-6161
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(Registrant's Telephone Number, Including Area Code)
Not Applicable
-------------------------------------------------------------
(Former Name or Former Address, if Changed Since Last Report)
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-1-
<PAGE>
ITEM 5. OTHER EVENTS.
On or about December 17, 1999, the Registrant will cause the
issuance and sale of approximately $699,810,000 initial principal amount of
Mortgage Pass-Through Certificates, Series 1999-C4, Class IO, Class A-1, Class
A-2, Class B, Class C, Class D, Class E, Class F, Class G, Class H, Class J,
Class K, Class L, Class M, Class N, Class R-I, Class R-II and Class R-III (the
"Certificates") pursuant to a Pooling and Servicing Agreement to be dated as of
December 1, 1999, among the Registrant, First Union National Bank, as Master
Servicer, ORIX Real Estate Capital Markets, LLC, as Special Servicer, and
Norwest Bank Minnesota, National Association, as Trustee. In connection with the
sale of certain classes of the Certificates to the public (the "Publicly Offered
Certificates"), the Registrant has been advised by First Union Securities, Inc.
and Merrill Lynch, Pierce, Fenner & Smith Incorporated (together, the
"Underwriters"), that the Underwriters have furnished to prospective investors
certain computer generated tables and/or charts displaying, with respect to any
Class or Classes of Certificates, any of the following: yield; average life;
duration; expected maturity; interest rate sensitivity; loss sensitivity; cash
flow characteristics; background information regarding the Mortgage Loans;
proposed structure; decrement tables; or similar information (tabular or
otherwise) of a statistical, mathematical, tabular or computational nature (the
"Computational Materials"), with respect to the Publicly Offered Certificates
following the effective date of Registration Statement No. 333-62671. The
Computational Materials are being filed as an exhibit to this report.
The Computational Materials were prepared by the Underwriters at
the request of certain prospective investors, based on assumptions provided by,
and satisfying the special requirements of, such prospective investors. The
Computational Materials may be based on assumptions that differ from the
assumptions set forth in the Prospectus Supplement. The Computational Materials
may not include, and do not purport to include, information based on assumptions
representing a complete set of possible scenarios. Accordingly, the
Computational Materials may not be relevant to or appropriate for investors
other than those specifically requesting them.
In addition, the actual characteristics and performance of the
mortgage loans underlying the Certificates (the "Mortgage Loans") may differ
from the assumptions used in the Computational Materials, which are hypothetical
in nature and which were provided to certain investors only to give a general
sense of how the yield, average life, duration, expected maturity, interest rate
sensitivity, loss sensitivity, background information regarding the Mortgage
Loans, proposed structure, decrement tables or cash flow characteristics of a
particular class of Certificates might vary under varying prepayment and other
scenarios. Any difference between such assumptions and the actual
characteristics and performance of the Mortgage Loans will affect the actual
yield, average life, duration, expected maturity, interest rate sensitivity,
loss sensitivity, background information regarding the Mortgage Loans, proposed
structure, decrement tables or cash flow characteristics of the Certificates.
-2-
<PAGE>
ITEM 7. FINANCIAL STATEMENTS, PRO FORMA FINANCIAL INFORMATION AND EXHIBITS.
List below the financial statements, pro forma financial
information and exhibits, if any, filed as part of this report.
(a) Financial Statements of Business Acquired
Not applicable
(b) Pro Forma Financial Information
Not applicable
(c) Exhibits.
99.1 Computational Materials prepared by the Underwriters in
connection with the sale of the Publicly Offered
Certificates of the Registrant.
-3-
<PAGE>
SIGNATURES
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.
FIRST UNION COMMERCIAL MORTGAGE SECURITIES, INC.
(Registrant)
Dated: December 15, 1999 By: /s/ CRAIG M. LIEBERMAN
------------------------
Name: Craig M. Lieberman
Title: Vice President
-4-
<PAGE>
INDEX TO EXHIBITS
Exhibit
No. Document Description
- ------- --------------------
99.1 Computational Materials prepared by the Underwriters in
connection with the sale of the Publicly Offered Certificates of
the Registrant.
-5-
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
FUNB99C4_RED Class AAA_2
<TABLE>
<S> <C> <C> <C> <C>
CUSIP Face $447,304,000.00 Settle at Pricing
Coupon 7.286 Original Balance $447,304,000.00 Accrual begins 12/1/99
Delay 14 Current Balance $447,304,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
Type SEN FIX WAL 9.63393 yrs
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
Loan Overrides Apply
Prepay: At 0 CPR No prepays: During any YM Lockout and penalties: Include penalty
Default: At 0 CDR Loss Severity: 0% Servicer Advances: 100% of P & I Recovery Lag: 12 mos
Extension, if balloon: None Increase Coupon: Pay Exten Princ:
Optional Redemption:
</TABLE>
<TABLE>
<CAPTION>
Period / Date Principal Interest Cash Flow Balance Prepay Penalty
<S> <C> <C> <C> <C> <C>
Total 447,304,000.00 314,288,199.16 761,592,199.16 132,020.57
0. Dec 17, 99 0.00 0.00 0.00 447,304,000.00 0.00
1. Jan 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
2. Feb 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
3. Mar 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
4. Apr 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
5. May 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
6. Jun 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
7. Jul 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
8. Aug 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
9. Sep 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
10. Oct 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
<CAPTION>
Period / Date Princ Writedown Accrued Interest Interest Shortfall Coupon
<S> <C> <C> <C> <C>
Total 0.00 314,156,178.59 0.00
0. Dec 17, 99 0.00 0.00 0.00 0.0000
1. Jan 15, 00 0.00 2,715,880.79 0.00 7.2860
2. Feb 15, 00 0.00 2,715,880.79 0.00 7.2860
3. Mar 15, 00 0.00 2,715,880.79 0.00 7.2860
4. Apr 15, 00 0.00 2,715,880.79 0.00 7.2860
5. May 15, 00 0.00 2,715,880.79 0.00 7.2860
6. Jun 15, 00 0.00 2,715,880.79 0.00 7.2860
7. Jul 15, 00 0.00 2,715,880.79 0.00 7.2860
8. Aug 15, 00 0.00 2,715,880.79 0.00 7.2860
9. Sep 15, 00 0.00 2,715,880.79 0.00 7.2860
10. Oct 15, 00 0.00 2,715,880.79 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
11. Nov 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
12. Dec 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
13. Jan 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
14. Feb 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
15. Mar 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
16. Apr 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
17. May 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
18. Jun 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
19. Jul 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
20. Aug 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
21. Sep 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
22. Oct 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
23. Nov 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
24. Dec 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
25. Jan 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
26. Feb 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
27. Mar 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
28. Apr 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
29. May 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
30. Jun 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
31. Jul 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
32. Aug 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
33. Sep 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
34. Oct 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
35. Nov 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
36. Dec 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
37. Jan 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
38. Feb 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
39. Mar 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
40. Apr 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
<CAPTION>
<S> <C> <C> <C> <C>
11. Nov 15, 00 0.00 2,715,880.79 0.00 7.2860
12. Dec 15, 00 0.00 2,715,880.79 0.00 7.2860
13. Jan 15, 01 0.00 2,715,880.79 0.00 7.2860
14. Feb 15, 01 0.00 2,715,880.79 0.00 7.2860
15. Mar 15, 01 0.00 2,715,880.79 0.00 7.2860
16. Apr 15, 01 0.00 2,715,880.79 0.00 7.2860
17. May 15, 01 0.00 2,715,880.79 0.00 7.2860
18. Jun 15, 01 0.00 2,715,880.79 0.00 7.2860
19. Jul 15, 01 0.00 2,715,880.79 0.00 7.2860
20. Aug 15, 01 0.00 2,715,880.79 0.00 7.2860
21. Sep 15, 01 0.00 2,715,880.79 0.00 7.2860
22. Oct 15, 01 0.00 2,715,880.79 0.00 7.2860
23. Nov 15, 01 0.00 2,715,880.79 0.00 7.2860
24. Dec 15, 01 0.00 2,715,880.79 0.00 7.2860
25. Jan 15, 02 0.00 2,715,880.79 0.00 7.2860
26. Feb 15, 02 0.00 2,715,880.79 0.00 7.2860
27. Mar 15, 02 0.00 2,715,880.79 0.00 7.2860
28. Apr 15, 02 0.00 2,715,880.79 0.00 7.2860
29. May 15, 02 0.00 2,715,880.79 0.00 7.2860
30. Jun 15, 02 0.00 2,715,880.79 0.00 7.2860
31. Jul 15, 02 0.00 2,715,880.79 0.00 7.2860
32. Aug 15, 02 0.00 2,715,880.79 0.00 7.2860
33. Sep 15, 02 0.00 2,715,880.79 0.00 7.2860
34. Oct 15, 02 0.00 2,715,880.79 0.00 7.2860
35. Nov 15, 02 0.00 2,715,880.79 0.00 7.2860
36. Dec 15, 02 0.00 2,715,880.79 0.00 7.2860
37. Jan 15, 03 0.00 2,715,880.79 0.00 7.2860
38. Feb 15, 03 0.00 2,715,880.79 0.00 7.2860
39. Mar 15, 03 0.00 2,715,880.79 0.00 7.2860
40. Apr 15, 03 0.00 2,715,880.79 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
41. May 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
42. Jun 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
43. Jul 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
44. Aug 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
45. Sep 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
46. Oct 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
47. Nov 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
48. Dec 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
49. Jan 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
50. Feb 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
51. Mar 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
52. Apr 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
53. May 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
54. Jun 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
55. Jul 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
56. Aug 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
57. Sep 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
58. Oct 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
59. Nov 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
60. Dec 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
61. Jan 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
62. Feb 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
63. Mar 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
64. Apr 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
65. May 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
66. Jun 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
67. Jul 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
68. Aug 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
69. Sep 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
70. Oct 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
<CAPTION>
<S> <C> <C> <C> <C>
41. May 15, 03 0.00 2,715,880.79 0.00 7.2860
42. Jun 15, 03 0.00 2,715,880.79 0.00 7.2860
43. Jul 15, 03 0.00 2,715,880.79 0.00 7.2860
44. Aug 15, 03 0.00 2,715,880.79 0.00 7.2860
45. Sep 15, 03 0.00 2,715,880.79 0.00 7.2860
46. Oct 15, 03 0.00 2,715,880.79 0.00 7.2860
47. Nov 15, 03 0.00 2,715,880.79 0.00 7.2860
48. Dec 15, 03 0.00 2,715,880.79 0.00 7.2860
49. Jan 15, 04 0.00 2,715,880.79 0.00 7.2860
50. Feb 15, 04 0.00 2,715,880.79 0.00 7.2860
51. Mar 15, 04 0.00 2,715,880.79 0.00 7.2860
52. Apr 15, 04 0.00 2,715,880.79 0.00 7.2860
53. May 15, 04 0.00 2,715,880.79 0.00 7.2860
54. Jun 15, 04 0.00 2,715,880.79 0.00 7.2860
55. Jul 15, 04 0.00 2,715,880.79 0.00 7.2860
56. Aug 15, 04 0.00 2,715,880.79 0.00 7.2860
57. Sep 15, 04 0.00 2,715,880.79 0.00 7.2860
58. Oct 15, 04 0.00 2,715,880.79 0.00 7.2860
59. Nov 15, 04 0.00 2,715,880.79 0.00 7.2860
60. Dec 15, 04 0.00 2,715,880.79 0.00 7.2860
61. Jan 15, 05 0.00 2,715,880.79 0.00 7.2860
62. Feb 15, 05 0.00 2,715,880.79 0.00 7.2860
63. Mar 15, 05 0.00 2,715,880.79 0.00 7.2860
64. Apr 15, 05 0.00 2,715,880.79 0.00 7.2860
65. May 15, 05 0.00 2,715,880.79 0.00 7.2860
66. Jun 15, 05 0.00 2,715,880.79 0.00 7.2860
67. Jul 15, 05 0.00 2,715,880.79 0.00 7.2860
68. Aug 15, 05 0.00 2,715,880.79 0.00 7.2860
69. Sep 15, 05 0.00 2,715,880.79 0.00 7.2860
70. Oct 15, 05 0.00 2,715,880.79 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
71. Nov 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
72. Dec 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
73. Jan 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
74. Feb 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
75. Mar 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
76. Apr 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
77. May 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
78. Jun 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
79. Jul 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
80. Aug 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
81. Sep 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
82. Oct 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
83. Nov 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
84. Dec 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
85. Jan 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
86. Feb 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
87. Mar 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
88. Apr 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
89. May 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
90. Jun 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
91. Jul 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
92. Aug 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
93. Sep 15, 07 11,153,441.48 2,720,027.45 13,873,468.94 436,150,558.52 4,146.67
94. Oct 15, 07 1,034,531.10 2,656,217.68 3,690,748.77 435,116,027.42 8,056.87
95. Nov 15, 07 899,429.95 2,649,680.81 3,549,110.75 434,216,597.47 7,801.33
96. Dec 15, 07 1,087,598.16 2,643,891.15 3,731,489.31 433,128,999.31 7,472.71
97. Jan 15, 08 903,114.05 2,637,039.38 3,540,153.43 432,225,885.26 7,224.47
98. Feb 15, 08 905,106.71 2,631,310.49 3,536,417.20 431,320,778.55 6,978.99
99. Mar 15, 08 1,180,640.69 2,625,571.45 3,806,212.14 430,140,137.87 6,735.46
100. Apr 15, 08 911,255.10 2,618,163.18 3,529,418.29 429,228,882.77 6,495.65
<CAPTION>
<S> <C> <C> <C> <C>
71. Nov 15, 05 0.00 2,715,880.79 0.00 7.2860
72. Dec 15, 05 0.00 2,715,880.79 0.00 7.2860
73. Jan 15, 06 0.00 2,715,880.79 0.00 7.2860
74. Feb 15, 06 0.00 2,715,880.79 0.00 7.2860
75. Mar 15, 06 0.00 2,715,880.79 0.00 7.2860
76. Apr 15, 06 0.00 2,715,880.79 0.00 7.2860
77. May 15, 06 0.00 2,715,880.79 0.00 7.2860
78. Jun 15, 06 0.00 2,715,880.79 0.00 7.2860
79. Jul 15, 06 0.00 2,715,880.79 0.00 7.2860
80. Aug 15, 06 0.00 2,715,880.79 0.00 7.2860
81. Sep 15, 06 0.00 2,715,880.79 0.00 7.2860
82. Oct 15, 06 0.00 2,715,880.79 0.00 7.2860
83. Nov 15, 06 0.00 2,715,880.79 0.00 7.2860
84. Dec 15, 06 0.00 2,715,880.79 0.00 7.2860
85. Jan 15, 07 0.00 2,715,880.79 0.00 7.2860
86. Feb 15, 07 0.00 2,715,880.79 0.00 7.2860
87. Mar 15, 07 0.00 2,715,880.79 0.00 7.2860
88. Apr 15, 07 0.00 2,715,880.79 0.00 7.2860
89. May 15, 07 0.00 2,715,880.79 0.00 7.2860
90. Jun 15, 07 0.00 2,715,880.79 0.00 7.2860
91. Jul 15, 07 0.00 2,715,880.79 0.00 7.2860
92. Aug 15, 07 0.00 2,715,880.79 0.00 7.2860
93. Sep 15, 07 0.00 2,715,880.79 0.00 7.2860
94. Oct 15, 07 0.00 2,648,160.81 0.00 7.2860
95. Nov 15, 07 0.00 2,641,879.48 0.00 7.2860
96. Dec 15, 07 0.00 2,636,418.44 0.00 7.2860
97. Jan 15, 08 0.00 2,629,814.91 0.00 7.2860
98. Feb 15, 08 0.00 2,624,331.50 0.00 7.2860
99. Mar 15, 08 0.00 2,618,835.99 0.00 7.2860
100. Apr 15, 08 0.00 2,611,667.54 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
101. May 15, 08 1,049,829.49 2,612,393.04 3,662,222.53 428,179,053.28 6,258.34
102. Jun 15, 08 3,436,566.24 2,605,641.72 6,042,207.97 424,742,487.03 5,881.24
103. Jul 15, 08 1,049,608.06 2,584,548.27 3,634,156.34 423,692,878.97 5,653.47
104. Aug 15, 08 917,251.30 2,577,950.88 3,495,202.17 422,775,627.67 5,428.94
105. Sep 15, 08 919,929.04 2,572,150.65 3,492,079.69 421,855,698.64 5,197.97
106. Oct 15, 08 1,057,958.31 2,566,332.08 3,624,290.39 420,797,740.33 4,964.90
107. Nov 15, 08 3,935,949.08 2,559,682.06 6,495,631.14 416,861,791.25 4,738.45
108. Dec 15, 08 2,414,989.05 2,535,498.51 4,950,487.56 414,446,802.20 4,452.67
109. Jan 15, 09 924,478.60 2,520,662.45 3,445,141.05 413,522,323.60 4,279.61
110. Feb 15, 09 927,572.97 2,514,898.86 3,442,471.82 412,594,750.63 4,129.15
111. Mar 15, 09 1,330,725.75 2,509,119.82 3,839,845.57 411,264,024.88 3,982.03
112. Apr 15, 09 936,776.61 2,500,926.17 3,437,702.79 410,327,248.26 3,868.10
113. May 15, 09 1,072,982.50 2,495,140.39 3,568,122.88 409,254,265.77 3,770.11
114. Jun 15, 09 32,434,354.49 2,488,014.67 34,922,369.16 376,819,911.28 3,159.19
115. Jul 15, 09 32,591,688.59 2,290,769.94 34,882,458.53 344,228,222.68 2,845.04
116. Aug 15, 09 22,925,574.01 2,092,807.64 25,018,381.66 321,302,648.67 2,768.62
117. Sep 15, 09 140,983,033.65 1,953,536.42 142,936,570.07 180,319,615.02 2,693.84
118. Oct 15, 09 152,763,053.33 1,097,461.28 153,860,514.61 27,556,561.69 2,620.68
119. Nov 15, 09 27,556,561.69 167,730.34 27,724,292.03 0.00 416.08
<CAPTION>
<S> <C> <C> <C> <C>
101. May 15, 08 0.00 2,606,134.70 0.00 7.2860
102. Jun 15, 08 0.00 2,599,760.49 0.00 7.2860
103. Jul 15, 08 0.00 2,578,894.80 0.00 7.2860
104. Aug 15, 08 0.00 2,572,521.93 0.00 7.2860
105. Sep 15, 08 0.00 2,566,952.69 0.00 7.2860
106. Oct 15, 08 0.00 2,561,367.18 0.00 7.2860
107. Nov 15, 08 0.00 2,554,943.61 0.00 7.2860
108. Dec 15, 08 0.00 2,531,045.84 0.00 7.2860
109. Jan 15, 09 0.00 2,516,382.83 0.00 7.2860
110. Feb 15, 09 0.00 2,510,769.71 0.00 7.2860
111. Mar 15, 09 0.00 2,505,137.79 0.00 7.2860
112. Apr 15, 09 0.00 2,497,058.07 0.00 7.2860
113. May 15, 09 0.00 2,491,370.28 0.00 7.2860
114. Jun 15, 09 0.00 2,484,855.48 0.00 7.2860
115. Jul 15, 09 0.00 2,287,924.89 0.00 7.2860
116. Aug 15, 09 0.00 2,090,039.03 0.00 7.2860
117. Sep 15, 09 0.00 1,950,842.58 0.00 7.2860
118. Oct 15, 09 0.00 1,094,840.60 0.00 7.2860
119. Nov 15, 09 0.00 167,314.26 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
FUNB99C4_RED, Class AAA_2
<TABLE>
<S> <C> <C> <C> <C>
CUSIP Face $447,304,000.00 Settle at Pricing
Coupon 7.286 Original Balance $447,304,000.00 Accrual begins 12/1/99
Delay 14 Current Balance $447,304,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
Type SEN FIX WAL 9.66214 yrs
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
Loan Overrides Apply
Prepay: At 25 CPR No prepays: During any YM Lockout and penalties: Include penalty
Default: At 0 CDR Loss Severity: 0% Servicer Advances: 100% of P & I Recovery Lag: 12 mos
Extension, if balloon: None Increase Coupon: Pay Exten Princ:
Optional Redemption:
shock=-100 bp
</TABLE>
<TABLE>
<CAPTION>
Period / Date Principal Interest Cash Flow Balance Prepay Penalty
<S> <C> <C> <C> <C> <C>
Total 447,304,000.00 315,342,976.29 762,646,976.29 267,249.52
0. Dec 17, 99 0.00 0.00 0.00 447,304,000.00 0.00
1. Jan 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
2. Feb 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
3. Mar 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
4. Apr 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
5. May 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
6. Jun 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
7. Jul 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
8. Aug 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
9. Sep 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
<CAPTION>
Period / Date Princ Writedown Accrued Interest Interest Shortfall Coupon
<S> <C> <C> <C> <C>
Total 0.00 315,075,726.77 0.00
0. Dec 17, 99 0.00 0.00 0.00 0.0000
1. Jan 15, 00 0.00 2,715,880.79 0.00 7.2860
2. Feb 15, 00 0.00 2,715,880.79 0.00 7.2860
3. Mar 15, 00 0.00 2,715,880.79 0.00 7.2860
4. Apr 15, 00 0.00 2,715,880.79 0.00 7.2860
5. May 15, 00 0.00 2,715,880.79 0.00 7.2860
6. Jun 15, 00 0.00 2,715,880.79 0.00 7.2860
7. Jul 15, 00 0.00 2,715,880.79 0.00 7.2860
8. Aug 15, 00 0.00 2,715,880.79 0.00 7.2860
9. Sep 15, 00 0.00 2,715,880.79 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
10. Oct 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
11. Nov 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
12. Dec 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
13. Jan 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
14. Feb 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
15. Mar 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
16. Apr 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
17. May 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
18. Jun 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
19. Jul 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
20. Aug 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
21. Sep 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
22. Oct 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
23. Nov 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
24. Dec 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
25. Jan 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
26. Feb 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
27. Mar 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
28. Apr 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
29. May 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
30. Jun 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
31. Jul 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
32. Aug 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
33. Sep 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
34. Oct 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
35. Nov 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
36. Dec 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
37. Jan 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
38. Feb 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
39. Mar 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
<CAPTION>
<S> <C> <C> <C> <C>
10. Oct 15, 00 0.00 2,715,880.79 0.00 7.2860
11. Nov 15, 00 0.00 2,715,880.79 0.00 7.2860
12. Dec 15, 00 0.00 2,715,880.79 0.00 7.2860
13. Jan 15, 01 0.00 2,715,880.79 0.00 7.2860
14. Feb 15, 01 0.00 2,715,880.79 0.00 7.2860
15. Mar 15, 01 0.00 2,715,880.79 0.00 7.2860
16. Apr 15, 01 0.00 2,715,880.79 0.00 7.2860
17. May 15, 01 0.00 2,715,880.79 0.00 7.2860
18. Jun 15, 01 0.00 2,715,880.79 0.00 7.2860
19. Jul 15, 01 0.00 2,715,880.79 0.00 7.2860
20. Aug 15, 01 0.00 2,715,880.79 0.00 7.2860
21. Sep 15, 01 0.00 2,715,880.79 0.00 7.2860
22. Oct 15, 01 0.00 2,715,880.79 0.00 7.2860
23. Nov 15, 01 0.00 2,715,880.79 0.00 7.2860
24. Dec 15, 01 0.00 2,715,880.79 0.00 7.2860
25. Jan 15, 02 0.00 2,715,880.79 0.00 7.2860
26. Feb 15, 02 0.00 2,715,880.79 0.00 7.2860
27. Mar 15, 02 0.00 2,715,880.79 0.00 7.2860
28. Apr 15, 02 0.00 2,715,880.79 0.00 7.2860
29. May 15, 02 0.00 2,715,880.79 0.00 7.2860
30. Jun 15, 02 0.00 2,715,880.79 0.00 7.2860
31. Jul 15, 02 0.00 2,715,880.79 0.00 7.2860
32. Aug 15, 02 0.00 2,715,880.79 0.00 7.2860
33. Sep 15, 02 0.00 2,715,880.79 0.00 7.2860
34. Oct 15, 02 0.00 2,715,880.79 0.00 7.2860
35. Nov 15, 02 0.00 2,715,880.79 0.00 7.2860
36. Dec 15, 02 0.00 2,715,880.79 0.00 7.2860
37. Jan 15, 03 0.00 2,715,880.79 0.00 7.2860
38. Feb 15, 03 0.00 2,715,880.79 0.00 7.2860
39. Mar 15, 03 0.00 2,715,880.79 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
40. Apr 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
41. May 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
42. Jun 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
43. Jul 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
44. Aug 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
45. Sep 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
46. Oct 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
47. Nov 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
48. Dec 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
49. Jan 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
50. Feb 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
51. Mar 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
52. Apr 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
53. May 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
54. Jun 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
55. Jul 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
56. Aug 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
57. Sep 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
58. Oct 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
59. Nov 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
60. Dec 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
61. Jan 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
62. Feb 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
63. Mar 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
64. Apr 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
65. May 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
66. Jun 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
67. Jul 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
68. Aug 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
69. Sep 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
<CAPTION>
<S> <C> <C> <C> <C>
40. Apr 15, 03 0.00 2,715,880.79 0.00 7.2860
41. May 15, 03 0.00 2,715,880.79 0.00 7.2860
42. Jun 15, 03 0.00 2,715,880.79 0.00 7.2860
43. Jul 15, 03 0.00 2,715,880.79 0.00 7.2860
44. Aug 15, 03 0.00 2,715,880.79 0.00 7.2860
45. Sep 15, 03 0.00 2,715,880.79 0.00 7.2860
46. Oct 15, 03 0.00 2,715,880.79 0.00 7.2860
47. Nov 15, 03 0.00 2,715,880.79 0.00 7.2860
48. Dec 15, 03 0.00 2,715,880.79 0.00 7.2860
49. Jan 15, 04 0.00 2,715,880.79 0.00 7.2860
50. Feb 15, 04 0.00 2,715,880.79 0.00 7.2860
51. Mar 15, 04 0.00 2,715,880.79 0.00 7.2860
52. Apr 15, 04 0.00 2,715,880.79 0.00 7.2860
53. May 15, 04 0.00 2,715,880.79 0.00 7.2860
54. Jun 15, 04 0.00 2,715,880.79 0.00 7.2860
55. Jul 15, 04 0.00 2,715,880.79 0.00 7.2860
56. Aug 15, 04 0.00 2,715,880.79 0.00 7.2860
57. Sep 15, 04 0.00 2,715,880.79 0.00 7.2860
58. Oct 15, 04 0.00 2,715,880.79 0.00 7.2860
59. Nov 15, 04 0.00 2,715,880.79 0.00 7.2860
60. Dec 15, 04 0.00 2,715,880.79 0.00 7.2860
61. Jan 15, 05 0.00 2,715,880.79 0.00 7.2860
62. Feb 15, 05 0.00 2,715,880.79 0.00 7.2860
63. Mar 15, 05 0.00 2,715,880.79 0.00 7.2860
64. Apr 15, 05 0.00 2,715,880.79 0.00 7.2860
65. May 15, 05 0.00 2,715,880.79 0.00 7.2860
66. Jun 15, 05 0.00 2,715,880.79 0.00 7.2860
67. Jul 15, 05 0.00 2,715,880.79 0.00 7.2860
68. Aug 15, 05 0.00 2,715,880.79 0.00 7.2860
69. Sep 15, 05 0.00 2,715,880.79 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
70. Oct 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
71. Nov 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
72. Dec 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
73. Jan 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
74. Feb 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
75. Mar 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
76. Apr 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
77. May 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
78. Jun 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
79. Jul 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
80. Aug 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
81. Sep 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
82. Oct 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
83. Nov 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
84. Dec 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
85. Jan 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
86. Feb 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
87. Mar 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
88. Apr 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
89. May 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
90. Jun 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
91. Jul 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
92. Aug 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
93. Sep 15, 07 2,392,493.95 2,717,588.97 5,110,082.92 444,911,506.05 1,708.18
94. Oct 15, 07 1,026,394.09 2,716,262.36 3,742,656.45 443,885,111.96 14,908.00
95. Nov 15, 07 892,336.81 2,709,696.34 3,602,033.15 442,992,775.14 14,573.90
96. Dec 15, 07 1,152,797.75 2,703,785.05 3,856,582.80 441,839,977.39 14,080.59
97. Jan 15, 08 899,471.92 2,696,456.23 3,595,928.15 440,940,505.48 13,751.16
98. Feb 15, 08 903,172.49 2,690,666.60 3,593,839.09 440,037,332.98 13,422.83
99. Mar 15, 08 1,182,048.84 2,684,854.47 3,866,903.31 438,855,284.14 13,094.46
<CAPTION>
<S> <C> <C> <C> <C>
70. Oct 15, 05 0.00 2,715,880.79 0.00 7.2860
71. Nov 15, 05 0.00 2,715,880.79 0.00 7.2860
72. Dec 15, 05 0.00 2,715,880.79 0.00 7.2860
73. Jan 15, 06 0.00 2,715,880.79 0.00 7.2860
74. Feb 15, 06 0.00 2,715,880.79 0.00 7.2860
75. Mar 15, 06 0.00 2,715,880.79 0.00 7.2860
76. Apr 15, 06 0.00 2,715,880.79 0.00 7.2860
77. May 15, 06 0.00 2,715,880.79 0.00 7.2860
78. Jun 15, 06 0.00 2,715,880.79 0.00 7.2860
79. Jul 15, 06 0.00 2,715,880.79 0.00 7.2860
80. Aug 15, 06 0.00 2,715,880.79 0.00 7.2860
81. Sep 15, 06 0.00 2,715,880.79 0.00 7.2860
82. Oct 15, 06 0.00 2,715,880.79 0.00 7.2860
83. Nov 15, 06 0.00 2,715,880.79 0.00 7.2860
84. Dec 15, 06 0.00 2,715,880.79 0.00 7.2860
85. Jan 15, 07 0.00 2,715,880.79 0.00 7.2860
86. Feb 15, 07 0.00 2,715,880.79 0.00 7.2860
87. Mar 15, 07 0.00 2,715,880.79 0.00 7.2860
88. Apr 15, 07 0.00 2,715,880.79 0.00 7.2860
89. May 15, 07 0.00 2,715,880.79 0.00 7.2860
90. Jun 15, 07 0.00 2,715,880.79 0.00 7.2860
91. Jul 15, 07 0.00 2,715,880.79 0.00 7.2860
92. Aug 15, 07 0.00 2,715,880.79 0.00 7.2860
93. Sep 15, 07 0.00 2,715,880.79 0.00 7.2860
94. Oct 15, 07 0.00 2,701,354.36 0.00 7.2860
95. Nov 15, 07 0.00 2,695,122.44 0.00 7.2860
96. Dec 15, 07 0.00 2,689,704.47 0.00 7.2860
97. Jan 15, 08 0.00 2,682,705.06 0.00 7.2860
98. Feb 15, 08 0.00 2,677,243.77 0.00 7.2860
99. Mar 15, 08 0.00 2,671,760.01 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
100. Apr 15, 08 912,614.85 2,677,351.48 3,589,966.33 437,942,669.29 12,768.48
101. May 15, 08 1,053,603.91 2,671,485.09 3,725,089.00 436,889,065.38 12,443.18
102. Jun 15, 08 3,593,047.99 2,664,444.31 6,257,492.29 433,296,017.40 11,799.53
103. Jul 15, 08 1,056,016.04 2,642,311.10 3,698,327.14 432,240,001.36 11,482.11
104. Aug 15, 08 924,249.71 2,635,583.64 3,559,833.35 431,315,751.65 11,166.43
105. Sep 15, 08 1,031,112.61 2,629,649.46 3,660,762.06 430,284,639.04 10,843.99
106. Oct 15, 08 1,168,491.94 2,623,062.36 3,791,554.31 429,116,147.10 10,517.46
107. Nov 15, 08 3,835,393.05 2,615,645.76 6,451,038.81 425,280,754.05 10,195.55
108. Dec 15, 08 2,756,047.72 2,591,886.25 5,347,933.97 422,524,706.33 9,723.27
109. Jan 15, 09 1,266,622.30 2,574,841.55 3,841,463.86 421,258,084.03 9,412.38
110. Feb 15, 09 1,260,687.97 2,566,844.23 3,827,532.20 419,997,396.06 9,105.57
111. Mar 15, 09 2,210,994.49 2,558,886.46 4,769,880.95 417,786,401.57 8,802.27
112. Apr 15, 09 2,054,894.14 2,545,221.37 4,600,115.51 415,731,507.43 8,561.60
113. May 15, 09 3,179,365.27 2,532,529.82 5,711,895.08 412,552,142.16 8,346.68
114. Jun 15, 09 31,709,885.12 2,512,429.48 34,222,314.60 380,842,257.04 7,550.39
115. Jul 15, 09 35,051,263.02 2,319,499.49 37,370,762.51 345,790,994.02 7,152.26
116. Aug 15, 09 31,024,215.69 2,106,550.50 33,130,766.19 314,766,778.33 7,022.85
117. Sep 15, 09 143,485,780.93 1,918,186.35 145,403,967.27 171,280,997.40 7,027.39
118. Oct 15, 09 150,121,226.24 1,046,858.37 151,168,084.61 21,159,771.16 6,897.25
119. Nov 15, 09 21,159,771.16 129,366.84 21,289,138.00 0.00 891.76
<CAPTION>
<S> <C> <C> <C> <C>
100. Apr 15, 08 0.00 2,664,583.00 0.00 7.2860
101. May 15, 08 0.00 2,659,041.91 0.00 7.2860
102. Jun 15, 08 0.00 2,652,644.78 0.00 7.2860
103. Jul 15, 08 0.00 2,630,828.99 0.00 7.2860
104. Aug 15, 08 0.00 2,624,417.21 0.00 7.2860
105. Sep 15, 08 0.00 2,618,805.47 0.00 7.2860
106. Oct 15, 08 0.00 2,612,544.90 0.00 7.2860
107. Nov 15, 08 0.00 2,605,450.21 0.00 7.2860
108. Dec 15, 08 0.00 2,582,162.98 0.00 7.2860
109. Jan 15, 09 0.00 2,565,429.18 0.00 7.2860
110. Feb 15, 09 0.00 2,557,738.67 0.00 7.2860
111. Mar 15, 09 0.00 2,550,084.19 0.00 7.2860
112. Apr 15, 09 0.00 2,536,659.77 0.00 7.2860
113. May 15, 09 0.00 2,524,183.14 0.00 7.2860
114. Jun 15, 09 0.00 2,504,879.09 0.00 7.2860
115. Jul 15, 09 0.00 2,312,347.24 0.00 7.2860
116. Aug 15, 09 0.00 2,099,527.65 0.00 7.2860
117. Sep 15, 09 0.00 1,911,158.96 0.00 7.2860
118. Oct 15, 09 0.00 1,039,961.12 0.00 7.2860
119. Nov 15, 09 0.00 128,475.08 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
FUNB99C4_RED, Class AAA_2
<TABLE>
<S> <C> <C> <C> <C>
CUSIP Face $447,304,000.00 Settle at Pricing
Coupon 7.286 Original Balance $447,304,000.00 Accrual begins 12/1/99
Delay 14 Current Balance $447,304,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
Type SEN FIX WAL 9.66214 yrs
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
Loan Overrides Apply
Prepay: At 25 CPR No prepays: During any YM Lockout and penalties: Include penalty
Default: At 0 CDR Loss Severity: 0% Servicer Advances: 100% of P & I Recovery Lag: 12 mos
Extension, if balloon: None Increase Coupon: Pay Exten Princ:
Optional Redemption:
</TABLE>
<TABLE>
<CAPTION>
Period / Date Principal Interest Cash Flow Balance Prepay Penalty
<S> <C> <C> <C> <C> <C>
Total 447,304,000.00 315,223,745.44 762,527,745.44 148,018.67
0. Dec 17, 99 0.00 0.00 0.00 447,304,000.00 0.00
1. Jan 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
2. Feb 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
3. Mar 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
4. Apr 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
5. May 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
6. Jun 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
7. Jul 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
8. Aug 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
9. Sep 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
10. Oct 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
<CAPTION>
Period / Date Princ Writedown Accrued Interest Interest Shortfall Coupon
<S> <C> <C> <C> <C>
Total 0.00 315,075,726.77 0.00
0. Dec 17, 99 0.00 0.00 0.00 0.0000
1. Jan 15, 00 0.00 2,715,880.79 0.00 7.2860
2. Feb 15, 00 0.00 2,715,880.79 0.00 7.2860
3. Mar 15, 00 0.00 2,715,880.79 0.00 7.2860
4. Apr 15, 00 0.00 2,715,880.79 0.00 7.2860
5. May 15, 00 0.00 2,715,880.79 0.00 7.2860
6. Jun 15, 00 0.00 2,715,880.79 0.00 7.2860
7. Jul 15, 00 0.00 2,715,880.79 0.00 7.2860
8. Aug 15, 00 0.00 2,715,880.79 0.00 7.2860
9. Sep 15, 00 0.00 2,715,880.79 0.00 7.2860
10. Oct 15, 00 0.00 2,715,880.79 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
11. Nov 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
12. Dec 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
13. Jan 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
14. Feb 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
15. Mar 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
16. Apr 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
17. May 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
18. Jun 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
19. Jul 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
20. Aug 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
21. Sep 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
22. Oct 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
23. Nov 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
24. Dec 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
25. Jan 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
26. Feb 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
27. Mar 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
28. Apr 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
29. May 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
30. Jun 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
31. Jul 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
32. Aug 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
33. Sep 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
34. Oct 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
35. Nov 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
36. Dec 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
37. Jan 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
38. Feb 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
39. Mar 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
40. Apr 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
<CAPTION>
<S> <C> <C> <C> <C>
11. Nov 15, 00 0.00 2,715,880.79 0.00 7.2860
12. Dec 15, 00 0.00 2,715,880.79 0.00 7.2860
13. Jan 15, 01 0.00 2,715,880.79 0.00 7.2860
14. Feb 15, 01 0.00 2,715,880.79 0.00 7.2860
15. Mar 15, 01 0.00 2,715,880.79 0.00 7.2860
16. Apr 15, 01 0.00 2,715,880.79 0.00 7.2860
17. May 15, 01 0.00 2,715,880.79 0.00 7.2860
18. Jun 15, 01 0.00 2,715,880.79 0.00 7.2860
19. Jul 15, 01 0.00 2,715,880.79 0.00 7.2860
20. Aug 15, 01 0.00 2,715,880.79 0.00 7.2860
21. Sep 15, 01 0.00 2,715,880.79 0.00 7.2860
22. Oct 15, 01 0.00 2,715,880.79 0.00 7.2860
23. Nov 15, 01 0.00 2,715,880.79 0.00 7.2860
24. Dec 15, 01 0.00 2,715,880.79 0.00 7.2860
25. Jan 15, 02 0.00 2,715,880.79 0.00 7.2860
26. Feb 15, 02 0.00 2,715,880.79 0.00 7.2860
27. Mar 15, 02 0.00 2,715,880.79 0.00 7.2860
28. Apr 15, 02 0.00 2,715,880.79 0.00 7.2860
29. May 15, 02 0.00 2,715,880.79 0.00 7.2860
30. Jun 15, 02 0.00 2,715,880.79 0.00 7.2860
31. Jul 15, 02 0.00 2,715,880.79 0.00 7.2860
32. Aug 15, 02 0.00 2,715,880.79 0.00 7.2860
33. Sep 15, 02 0.00 2,715,880.79 0.00 7.2860
34. Oct 15, 02 0.00 2,715,880.79 0.00 7.2860
35. Nov 15, 02 0.00 2,715,880.79 0.00 7.2860
36. Dec 15, 02 0.00 2,715,880.79 0.00 7.2860
37. Jan 15, 03 0.00 2,715,880.79 0.00 7.2860
38. Feb 15, 03 0.00 2,715,880.79 0.00 7.2860
39. Mar 15, 03 0.00 2,715,880.79 0.00 7.2860
40. Apr 15, 03 0.00 2,715,880.79 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
41. May 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
42. Jun 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
43. Jul 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
44. Aug 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
45. Sep 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
46. Oct 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
47. Nov 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
48. Dec 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
49. Jan 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
50. Feb 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
51. Mar 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
52. Apr 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
53. May 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
54. Jun 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
55. Jul 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
56. Aug 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
57. Sep 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
58. Oct 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
59. Nov 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
60. Dec 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
61. Jan 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
62. Feb 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
63. Mar 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
64. Apr 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
65. May 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
66. Jun 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
67. Jul 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
68. Aug 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
69. Sep 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
70. Oct 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
<CAPTION>
<S> <C> <C> <C> <C>
41. May 15, 03 0.00 2,715,880.79 0.00 7.2860
42. Jun 15, 03 0.00 2,715,880.79 0.00 7.2860
43. Jul 15, 03 0.00 2,715,880.79 0.00 7.2860
44. Aug 15, 03 0.00 2,715,880.79 0.00 7.2860
45. Sep 15, 03 0.00 2,715,880.79 0.00 7.2860
46. Oct 15, 03 0.00 2,715,880.79 0.00 7.2860
47. Nov 15, 03 0.00 2,715,880.79 0.00 7.2860
48. Dec 15, 03 0.00 2,715,880.79 0.00 7.2860
49. Jan 15, 04 0.00 2,715,880.79 0.00 7.2860
50. Feb 15, 04 0.00 2,715,880.79 0.00 7.2860
51. Mar 15, 04 0.00 2,715,880.79 0.00 7.2860
52. Apr 15, 04 0.00 2,715,880.79 0.00 7.2860
53. May 15, 04 0.00 2,715,880.79 0.00 7.2860
54. Jun 15, 04 0.00 2,715,880.79 0.00 7.2860
55. Jul 15, 04 0.00 2,715,880.79 0.00 7.2860
56. Aug 15, 04 0.00 2,715,880.79 0.00 7.2860
57. Sep 15, 04 0.00 2,715,880.79 0.00 7.2860
58. Oct 15, 04 0.00 2,715,880.79 0.00 7.2860
59. Nov 15, 04 0.00 2,715,880.79 0.00 7.2860
60. Dec 15, 04 0.00 2,715,880.79 0.00 7.2860
61. Jan 15, 05 0.00 2,715,880.79 0.00 7.2860
62. Feb 15, 05 0.00 2,715,880.79 0.00 7.2860
63. Mar 15, 05 0.00 2,715,880.79 0.00 7.2860
64. Apr 15, 05 0.00 2,715,880.79 0.00 7.2860
65. May 15, 05 0.00 2,715,880.79 0.00 7.2860
66. Jun 15, 05 0.00 2,715,880.79 0.00 7.2860
67. Jul 15, 05 0.00 2,715,880.79 0.00 7.2860
68. Aug 15, 05 0.00 2,715,880.79 0.00 7.2860
69. Sep 15, 05 0.00 2,715,880.79 0.00 7.2860
70. Oct 15, 05 0.00 2,715,880.79 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
71. Nov 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
72. Dec 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
73. Jan 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
74. Feb 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
75. Mar 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
76. Apr 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
77. May 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
78. Jun 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
79. Jul 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
80. Aug 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
81. Sep 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
82. Oct 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
83. Nov 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
84. Dec 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
85. Jan 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
86. Feb 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
87. Mar 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
88. Apr 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
89. May 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
90. Jun 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
91. Jul 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
92. Aug 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
93. Sep 15, 07 2,392,493.95 2,716,813.63 5,109,307.58 444,911,506.05 932.84
94. Oct 15, 07 1,026,394.09 2,709,511.39 3,735,905.49 443,885,111.96 8,157.03
95. Nov 15, 07 892,336.81 2,703,111.15 3,595,447.97 442,992,775.14 7,988.72
96. Dec 15, 07 1,152,797.75 2,697,437.88 3,850,235.63 441,839,977.39 7,733.41
97. Jan 15, 08 899,471.92 2,690,269.44 3,589,741.36 440,940,505.48 7,564.38
98. Feb 15, 08 903,172.49 2,684,638.18 3,587,810.67 440,037,332.98 7,394.41
99. Mar 15, 08 1,182,048.84 2,678,982.84 3,861,031.68 438,855,284.14 7,222.83
100. Apr 15, 08 912,614.85 2,671,634.16 3,584,249.01 437,942,669.29 7,051.16
<CAPTION>
<S> <C> <C> <C> <C>
71. Nov 15, 05 0.00 2,715,880.79 0.00 7.2860
72. Dec 15, 05 0.00 2,715,880.79 0.00 7.2860
73. Jan 15, 06 0.00 2,715,880.79 0.00 7.2860
74. Feb 15, 06 0.00 2,715,880.79 0.00 7.2860
75. Mar 15, 06 0.00 2,715,880.79 0.00 7.2860
76. Apr 15, 06 0.00 2,715,880.79 0.00 7.2860
77. May 15, 06 0.00 2,715,880.79 0.00 7.2860
78. Jun 15, 06 0.00 2,715,880.79 0.00 7.2860
79. Jul 15, 06 0.00 2,715,880.79 0.00 7.2860
80. Aug 15, 06 0.00 2,715,880.79 0.00 7.2860
81. Sep 15, 06 0.00 2,715,880.79 0.00 7.2860
82. Oct 15, 06 0.00 2,715,880.79 0.00 7.2860
83. Nov 15, 06 0.00 2,715,880.79 0.00 7.2860
84. Dec 15, 06 0.00 2,715,880.79 0.00 7.2860
85. Jan 15, 07 0.00 2,715,880.79 0.00 7.2860
86. Feb 15, 07 0.00 2,715,880.79 0.00 7.2860
87. Mar 15, 07 0.00 2,715,880.79 0.00 7.2860
88. Apr 15, 07 0.00 2,715,880.79 0.00 7.2860
89. May 15, 07 0.00 2,715,880.79 0.00 7.2860
90. Jun 15, 07 0.00 2,715,880.79 0.00 7.2860
91. Jul 15, 07 0.00 2,715,880.79 0.00 7.2860
92. Aug 15, 07 0.00 2,715,880.79 0.00 7.2860
93. Sep 15, 07 0.00 2,715,880.79 0.00 7.2860
94. Oct 15, 07 0.00 2,701,354.36 0.00 7.2860
95. Nov 15, 07 0.00 2,695,122.44 0.00 7.2860
96. Dec 15, 07 0.00 2,689,704.47 0.00 7.2860
97. Jan 15, 08 0.00 2,682,705.06 0.00 7.2860
98. Feb 15, 08 0.00 2,677,243.77 0.00 7.2860
99. Mar 15, 08 0.00 2,671,760.01 0.00 7.2860
100. Apr 15, 08 0.00 2,664,583.00 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
101. May 15, 08 1,053,603.91 2,665,920.28 3,719,524.18 436,889,065.38 6,878.37
102. Jun 15, 08 3,593,047.99 2,659,177.44 6,252,225.43 433,296,017.40 6,532.67
103. Jul 15, 08 1,056,016.04 2,637,190.18 3,693,206.22 432,240,001.36 6,361.19
104. Aug 15, 08 924,249.71 2,630,606.55 3,554,856.26 431,315,751.65 6,189.34
105. Sep 15, 08 1,031,112.61 2,624,814.40 3,655,927.01 430,284,639.04 6,008.93
106. Oct 15, 08 1,168,491.94 2,618,367.63 3,786,859.57 429,116,147.10 5,822.73
107. Nov 15, 08 3,835,393.05 2,611,089.25 6,446,482.30 425,280,754.05 5,639.05
108. Dec 15, 08 2,756,047.72 2,587,536.88 5,343,584.60 422,524,706.33 5,373.90
109. Jan 15, 09 1,266,622.30 2,570,659.99 3,837,282.29 421,258,084.03 5,230.82
110. Feb 15, 09 1,260,687.97 2,562,844.15 3,823,532.12 419,997,396.06 5,105.49
111. Mar 15, 09 2,210,994.49 2,555,065.34 4,766,059.83 417,786,401.57 4,981.15
112. Apr 15, 09 2,054,894.14 2,541,548.03 4,596,442.17 415,731,507.43 4,888.26
113. May 15, 09 3,179,365.27 2,528,993.19 5,708,358.45 412,552,142.16 4,810.05
114. Jun 15, 09 31,709,885.12 2,509,089.12 34,218,974.24 380,842,257.04 4,210.03
115. Jul 15, 09 35,051,263.02 2,316,243.80 37,367,506.82 345,790,994.02 3,896.56
116. Aug 15, 09 31,024,215.69 2,103,356.94 33,127,572.63 314,766,778.33 3,829.29
117. Sep 15, 09 143,485,780.93 1,915,054.21 145,400,835.14 171,280,997.40 3,895.25
118. Oct 15, 09 150,121,226.24 1,043,786.94 151,165,013.18 21,159,771.16 3,825.82
119. Nov 15, 09 21,159,771.16 128,970.08 21,288,741.24 0.00 495.00
<CAPTION>
<S> <C> <C> <C> <C>
101. May 15, 08 0.00 2,659,041.91 0.00 7.2860
102. Jun 15, 08 0.00 2,652,644.78 0.00 7.2860
103. Jul 15, 08 0.00 2,630,828.99 0.00 7.2860
104. Aug 15, 08 0.00 2,624,417.21 0.00 7.2860
105. Sep 15, 08 0.00 2,618,805.47 0.00 7.2860
106. Oct 15, 08 0.00 2,612,544.90 0.00 7.2860
107. Nov 15, 08 0.00 2,605,450.21 0.00 7.2860
108. Dec 15, 08 0.00 2,582,162.98 0.00 7.2860
109. Jan 15, 09 0.00 2,565,429.18 0.00 7.2860
110. Feb 15, 09 0.00 2,557,738.67 0.00 7.2860
111. Mar 15, 09 0.00 2,550,084.19 0.00 7.2860
112. Apr 15, 09 0.00 2,536,659.77 0.00 7.2860
113. May 15, 09 0.00 2,524,183.14 0.00 7.2860
114. Jun 15, 09 0.00 2,504,879.09 0.00 7.2860
115. Jul 15, 09 0.00 2,312,347.24 0.00 7.2860
116. Aug 15, 09 0.00 2,099,527.65 0.00 7.2860
117. Sep 15, 09 0.00 1,911,158.96 0.00 7.2860
118. Oct 15, 09 0.00 1,039,961.12 0.00 7.2860
119. Nov 15, 09 0.00 128,475.08 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
FUNB99C4_RED, Class AAA_2
<TABLE>
<S> <C> <C> <C> <C>
CUSIP Face $447,304,000.00 Settle at Pricing
Coupon 7.286 Original Balance $447,304,000.00 Accrual begins 12/1/99
Delay 14 Current Balance $447,304,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
Type SEN FIX WAL 9.62293 yrs
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
Loan Overrides Apply
Prepay: At 25 CPR No prepays: During any YM Lockout and penalties: Include penalty
Default: At 0 CDR Loss Severity: 0% Servicer Advances: 100% of P & I Recovery Lag: 12 mos
Extension, if balloon: None Increase Coupon: Pay Exten Princ:
Optional Redemption:
</TABLE>
<TABLE>
<CAPTION>
Period / Date Principal Interest Cash Flow Balance Prepay Penalty
<S> <C> <C> <C> <C> <C>
Total 447,304,000.00 313,930,032.32 761,234,032.32 132,346.72
0. Dec 17, 99 0.00 0.00 0.00 447,304,000.00 0.00
1. Jan 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
2. Feb 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
3. Mar 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
4. Apr 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
5. May 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
6. Jun 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
7. Jul 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
8. Aug 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
9. Sep 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
10. Oct 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
<CAPTION>
Period / Date Princ Writedown Accrued Interest Interest Shortfall Coupon
<S> <C> <C> <C> <C>
Total 0.00 313,797,685.60 0.00
0. Dec 17, 99 0.00 0.00 0.00 0.0000
1. Jan 15, 00 0.00 2,715,880.79 0.00 7.2860
2. Feb 15, 00 0.00 2,715,880.79 0.00 7.2860
3. Mar 15, 00 0.00 2,715,880.79 0.00 7.2860
4. Apr 15, 00 0.00 2,715,880.79 0.00 7.2860
5. May 15, 00 0.00 2,715,880.79 0.00 7.2860
6. Jun 15, 00 0.00 2,715,880.79 0.00 7.2860
7. Jul 15, 00 0.00 2,715,880.79 0.00 7.2860
8. Aug 15, 00 0.00 2,715,880.79 0.00 7.2860
9. Sep 15, 00 0.00 2,715,880.79 0.00 7.2860
10. Oct 15, 00 0.00 2,715,880.79 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
11. Nov 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
12. Dec 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
13. Jan 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
14. Feb 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
15. Mar 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
16. Apr 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
17. May 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
18. Jun 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
19. Jul 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
20. Aug 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
21. Sep 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
22. Oct 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
23. Nov 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
24. Dec 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
25. Jan 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
26. Feb 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
27. Mar 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
28. Apr 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
29. May 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
30. Jun 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
31. Jul 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
32. Aug 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
33. Sep 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
34. Oct 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
35. Nov 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
36. Dec 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
37. Jan 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
38. Feb 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
39. Mar 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
40. Apr 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
<CAPTION>
<S> <C> <C> <C> <C>
11. Nov 15, 00 0.00 2,715,880.79 0.00 7.2860
12. Dec 15, 00 0.00 2,715,880.79 0.00 7.2860
13. Jan 15, 01 0.00 2,715,880.79 0.00 7.2860
14. Feb 15, 01 0.00 2,715,880.79 0.00 7.2860
15. Mar 15, 01 0.00 2,715,880.79 0.00 7.2860
16. Apr 15, 01 0.00 2,715,880.79 0.00 7.2860
17. May 15, 01 0.00 2,715,880.79 0.00 7.2860
18. Jun 15, 01 0.00 2,715,880.79 0.00 7.2860
19. Jul 15, 01 0.00 2,715,880.79 0.00 7.2860
20. Aug 15, 01 0.00 2,715,880.79 0.00 7.2860
21. Sep 15, 01 0.00 2,715,880.79 0.00 7.2860
22. Oct 15, 01 0.00 2,715,880.79 0.00 7.2860
23. Nov 15, 01 0.00 2,715,880.79 0.00 7.2860
24. Dec 15, 01 0.00 2,715,880.79 0.00 7.2860
25. Jan 15, 02 0.00 2,715,880.79 0.00 7.2860
26. Feb 15, 02 0.00 2,715,880.79 0.00 7.2860
27. Mar 15, 02 0.00 2,715,880.79 0.00 7.2860
28. Apr 15, 02 0.00 2,715,880.79 0.00 7.2860
29. May 15, 02 0.00 2,715,880.79 0.00 7.2860
30. Jun 15, 02 0.00 2,715,880.79 0.00 7.2860
31. Jul 15, 02 0.00 2,715,880.79 0.00 7.2860
32. Aug 15, 02 0.00 2,715,880.79 0.00 7.2860
33. Sep 15, 02 0.00 2,715,880.79 0.00 7.2860
34. Oct 15, 02 0.00 2,715,880.79 0.00 7.2860
35. Nov 15, 02 0.00 2,715,880.79 0.00 7.2860
36. Dec 15, 02 0.00 2,715,880.79 0.00 7.2860
37. Jan 15, 03 0.00 2,715,880.79 0.00 7.2860
38. Feb 15, 03 0.00 2,715,880.79 0.00 7.2860
39. Mar 15, 03 0.00 2,715,880.79 0.00 7.2860
40. Apr 15, 03 0.00 2,715,880.79 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
41. May 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
42. Jun 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
43. Jul 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
44. Aug 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
45. Sep 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
46. Oct 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
47. Nov 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
48. Dec 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
49. Jan 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
50. Feb 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
51. Mar 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
52. Apr 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
53. May 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
54. Jun 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
55. Jul 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
56. Aug 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
57. Sep 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
58. Oct 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
59. Nov 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
60. Dec 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
61. Jan 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
62. Feb 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
63. Mar 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
64. Apr 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
65. May 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
66. Jun 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
67. Jul 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
68. Aug 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
69. Sep 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
70. Oct 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
<CAPTION>
<S> <C> <C> <C> <C>
41. May 15, 03 0.00 2,715,880.79 0.00 7.2860
42. Jun 15, 03 0.00 2,715,880.79 0.00 7.2860
43. Jul 15, 03 0.00 2,715,880.79 0.00 7.2860
44. Aug 15, 03 0.00 2,715,880.79 0.00 7.2860
45. Sep 15, 03 0.00 2,715,880.79 0.00 7.2860
46. Oct 15, 03 0.00 2,715,880.79 0.00 7.2860
47. Nov 15, 03 0.00 2,715,880.79 0.00 7.2860
48. Dec 15, 03 0.00 2,715,880.79 0.00 7.2860
49. Jan 15, 04 0.00 2,715,880.79 0.00 7.2860
50. Feb 15, 04 0.00 2,715,880.79 0.00 7.2860
51. Mar 15, 04 0.00 2,715,880.79 0.00 7.2860
52. Apr 15, 04 0.00 2,715,880.79 0.00 7.2860
53. May 15, 04 0.00 2,715,880.79 0.00 7.2860
54. Jun 15, 04 0.00 2,715,880.79 0.00 7.2860
55. Jul 15, 04 0.00 2,715,880.79 0.00 7.2860
56. Aug 15, 04 0.00 2,715,880.79 0.00 7.2860
57. Sep 15, 04 0.00 2,715,880.79 0.00 7.2860
58. Oct 15, 04 0.00 2,715,880.79 0.00 7.2860
59. Nov 15, 04 0.00 2,715,880.79 0.00 7.2860
60. Dec 15, 04 0.00 2,715,880.79 0.00 7.2860
61. Jan 15, 05 0.00 2,715,880.79 0.00 7.2860
62. Feb 15, 05 0.00 2,715,880.79 0.00 7.2860
63. Mar 15, 05 0.00 2,715,880.79 0.00 7.2860
64. Apr 15, 05 0.00 2,715,880.79 0.00 7.2860
65. May 15, 05 0.00 2,715,880.79 0.00 7.2860
66. Jun 15, 05 0.00 2,715,880.79 0.00 7.2860
67. Jul 15, 05 0.00 2,715,880.79 0.00 7.2860
68. Aug 15, 05 0.00 2,715,880.79 0.00 7.2860
69. Sep 15, 05 0.00 2,715,880.79 0.00 7.2860
70. Oct 15, 05 0.00 2,715,880.79 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
71. Nov 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
72. Dec 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
73. Jan 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
74. Feb 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
75. Mar 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
76. Apr 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
77. May 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
78. Jun 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
79. Jul 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
80. Aug 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
81. Sep 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
82. Oct 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
83. Nov 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
84. Dec 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
85. Jan 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
86. Feb 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
87. Mar 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
88. Apr 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
89. May 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
90. Jun 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
91. Jul 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
92. Aug 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
93. Sep 15, 07 11,153,441.48 2,720,222.58 13,873,664.07 436,150,558.52 4,341.80
94. Oct 15, 07 1,034,531.10 2,656,217.68 3,690,748.77 435,116,027.42 8,056.87
95. Nov 15, 07 899,429.95 2,649,680.81 3,549,110.75 434,216,597.47 7,801.33
96. Dec 15, 07 1,087,598.16 2,643,891.15 3,731,489.31 433,128,999.31 7,472.71
97. Jan 15, 08 903,114.05 2,637,039.38 3,540,153.43 432,225,885.26 7,224.47
98. Feb 15, 08 905,106.71 2,631,310.49 3,536,417.20 431,320,778.55 6,978.99
99. Mar 15, 08 1,180,640.69 2,625,571.45 3,806,212.14 430,140,137.87 6,735.46
100. Apr 15, 08 911,255.10 2,618,163.18 3,529,418.29 429,228,882.77 6,495.65
<CAPTION>
<S> <C> <C> <C> <C>
71. Nov 15, 05 0.00 2,715,880.79 0.00 7.2860
72. Dec 15, 05 0.00 2,715,880.79 0.00 7.2860
73. Jan 15, 06 0.00 2,715,880.79 0.00 7.2860
74. Feb 15, 06 0.00 2,715,880.79 0.00 7.2860
75. Mar 15, 06 0.00 2,715,880.79 0.00 7.2860
76. Apr 15, 06 0.00 2,715,880.79 0.00 7.2860
77. May 15, 06 0.00 2,715,880.79 0.00 7.2860
78. Jun 15, 06 0.00 2,715,880.79 0.00 7.2860
79. Jul 15, 06 0.00 2,715,880.79 0.00 7.2860
80. Aug 15, 06 0.00 2,715,880.79 0.00 7.2860
81. Sep 15, 06 0.00 2,715,880.79 0.00 7.2860
82. Oct 15, 06 0.00 2,715,880.79 0.00 7.2860
83. Nov 15, 06 0.00 2,715,880.79 0.00 7.2860
84. Dec 15, 06 0.00 2,715,880.79 0.00 7.2860
85. Jan 15, 07 0.00 2,715,880.79 0.00 7.2860
86. Feb 15, 07 0.00 2,715,880.79 0.00 7.2860
87. Mar 15, 07 0.00 2,715,880.79 0.00 7.2860
88. Apr 15, 07 0.00 2,715,880.79 0.00 7.2860
89. May 15, 07 0.00 2,715,880.79 0.00 7.2860
90. Jun 15, 07 0.00 2,715,880.79 0.00 7.2860
91. Jul 15, 07 0.00 2,715,880.79 0.00 7.2860
92. Aug 15, 07 0.00 2,715,880.79 0.00 7.2860
93. Sep 15, 07 0.00 2,715,880.79 0.00 7.2860
94. Oct 15, 07 0.00 2,648,160.81 0.00 7.2860
95. Nov 15, 07 0.00 2,641,879.48 0.00 7.2860
96. Dec 15, 07 0.00 2,636,418.44 0.00 7.2860
97. Jan 15, 08 0.00 2,629,814.91 0.00 7.2860
98. Feb 15, 08 0.00 2,624,331.50 0.00 7.2860
99. Mar 15, 08 0.00 2,618,835.99 0.00 7.2860
100. Apr 15, 08 0.00 2,611,667.54 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
101. May 15, 08 1,049,829.49 2,612,393.04 3,662,222.53 428,179,053.28 6,258.34
102. Jun 15, 08 3,436,566.24 2,605,641.72 6,042,207.97 424,742,487.03 5,881.24
103. Jul 15, 08 1,049,608.06 2,584,548.27 3,634,156.34 423,692,878.97 5,653.47
104. Aug 15, 08 917,251.30 2,577,950.88 3,495,202.17 422,775,627.67 5,428.94
105. Sep 15, 08 1,022,725.75 2,572,150.65 3,594,876.40 421,752,901.93 5,197.97
106. Oct 15, 08 1,157,907.91 2,565,707.94 3,723,615.84 420,594,994.02 4,964.90
107. Nov 15, 08 3,824,340.04 2,558,451.05 6,382,791.10 416,770,653.98 4,738.45
108. Dec 15, 08 2,663,148.89 2,534,945.16 5,198,094.05 414,107,505.08 4,452.67
109. Jan 15, 09 1,253,303.64 2,518,602.35 3,771,905.99 412,854,201.44 4,279.61
110. Feb 15, 09 1,246,176.46 2,510,842.24 3,757,018.70 411,608,024.99 4,129.15
111. Mar 15, 09 2,192,781.30 2,503,128.75 4,695,910.05 409,415,243.69 3,982.03
112. Apr 15, 09 2,038,083.41 2,489,700.99 4,527,784.40 407,377,160.28 3,868.10
113. May 15, 09 3,160,619.06 2,477,228.44 5,637,847.49 404,216,541.22 3,770.11
114. Jun 15, 09 31,540,694.22 2,457,427.28 33,998,121.51 372,675,847.00 3,159.19
115. Jul 15, 09 35,030,975.14 2,265,608.56 37,296,583.70 337,644,871.86 2,845.04
116. Aug 15, 09 28,900,142.82 2,052,835.73 30,952,978.55 308,744,729.04 2,768.62
117. Sep 15, 09 141,519,218.82 1,877,421.55 143,396,640.37 167,225,510.22 2,826.47
118. Oct 15, 09 150,105,678.10 1,018,087.52 151,123,765.62 17,119,832.11 2,749.96
119. Nov 15, 09 17,119,832.11 104,231.10 17,224,063.22 0.00 285.19
<CAPTION>
<S> <C> <C> <C> <C>
101. May 15, 08 0.00 2,606,134.70 0.00 7.2860
102. Jun 15, 08 0.00 2,599,760.49 0.00 7.2860
103. Jul 15, 08 0.00 2,578,894.80 0.00 7.2860
104. Aug 15, 08 0.00 2,572,521.93 0.00 7.2860
105. Sep 15, 08 0.00 2,566,952.69 0.00 7.2860
106. Oct 15, 08 0.00 2,560,743.04 0.00 7.2860
107. Nov 15, 08 0.00 2,553,712.61 0.00 7.2860
108. Dec 15, 08 0.00 2,530,492.49 0.00 7.2860
109. Jan 15, 09 0.00 2,514,322.74 0.00 7.2860
110. Feb 15, 09 0.00 2,506,713.09 0.00 7.2860
111. Mar 15, 09 0.00 2,499,146.73 0.00 7.2860
112. Apr 15, 09 0.00 2,485,832.89 0.00 7.2860
113. May 15, 09 0.00 2,473,458.32 0.00 7.2860
114. Jun 15, 09 0.00 2,454,268.10 0.00 7.2860
115. Jul 15, 09 0.00 2,262,763.52 0.00 7.2860
116. Aug 15, 09 0.00 2,050,067.11 0.00 7.2860
117. Sep 15, 09 0.00 1,874,595.08 0.00 7.2860
118. Oct 15, 09 0.00 1,015,337.56 0.00 7.2860
119. Nov 15, 09 0.00 103,945.91 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
FUNB99C4_RED, Class AAA_2
<TABLE>
<S> <C> <C> <C> <C>
CUSIP Face $447,304,000.00 Settle at Pricing
Coupon 7.286 Original Balance $447,304,000.00 Accrual begins 12/1/99
Delay 14 Current Balance $447,304,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
Type SEN FIX WAL 9.62293 yrs
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
Loan Overrides Apply
Prepay: At 25 CPR No prepays: During any YM Lockout and penalties: Include penalty
Default: At 0 CDR Loss Severity: 0% Servicer Advances: 100% of P & I Recovery Lag: 12 mos
Extension, if balloon: None Increase Coupon: Pay Exten Princ:
Optional Redemption:
shock=-100 bp
</TABLE>
<TABLE>
<CAPTION>
Period / Date Principal Interest Cash Flow Balance Prepay Penalty
<S> <C> <C> <C> <C> <C>
Total 447,304,000.00 314,035,034.27 761,339,034.27 237,348.66
0. Dec 17, 99 0.00 0.00 0.00 447,304,000.00 0.00
1. Jan 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
2. Feb 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
3. Mar 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
4. Apr 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
5. May 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
6. Jun 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
7. Jul 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
8. Aug 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
9. Sep 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
<CAPTION>
Period / Date Princ Writedown Accrued Interest Interest Shortfall Coupon
<S> <C> <C> <C> <C>
Total 0.00 313,797,685.60 0.00
0. Dec 17, 99 0.00 0.00 0.00 0.0000
1. Jan 15, 00 0.00 2,715,880.79 0.00 7.2860
2. Feb 15, 00 0.00 2,715,880.79 0.00 7.2860
3. Mar 15, 00 0.00 2,715,880.79 0.00 7.2860
4. Apr 15, 00 0.00 2,715,880.79 0.00 7.2860
5. May 15, 00 0.00 2,715,880.79 0.00 7.2860
6. Jun 15, 00 0.00 2,715,880.79 0.00 7.2860
7. Jul 15, 00 0.00 2,715,880.79 0.00 7.2860
8. Aug 15, 00 0.00 2,715,880.79 0.00 7.2860
9. Sep 15, 00 0.00 2,715,880.79 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
10. Oct 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
11. Nov 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
12. Dec 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
13. Jan 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
14. Feb 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
15. Mar 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
16. Apr 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
17. May 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
18. Jun 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
19. Jul 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
20. Aug 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
21. Sep 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
22. Oct 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
23. Nov 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
24. Dec 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
25. Jan 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
26. Feb 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
27. Mar 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
28. Apr 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
29. May 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
30. Jun 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
31. Jul 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
32. Aug 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
33. Sep 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
34. Oct 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
35. Nov 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
36. Dec 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
37. Jan 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
38. Feb 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
39. Mar 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
<CAPTION>
<S> <C> <C> <C> <C>
10. Oct 15, 00 0.00 2,715,880.79 0.00 7.2860
11. Nov 15, 00 0.00 2,715,880.79 0.00 7.2860
12. Dec 15, 00 0.00 2,715,880.79 0.00 7.2860
13. Jan 15, 01 0.00 2,715,880.79 0.00 7.2860
14. Feb 15, 01 0.00 2,715,880.79 0.00 7.2860
15. Mar 15, 01 0.00 2,715,880.79 0.00 7.2860
16. Apr 15, 01 0.00 2,715,880.79 0.00 7.2860
17. May 15, 01 0.00 2,715,880.79 0.00 7.2860
18. Jun 15, 01 0.00 2,715,880.79 0.00 7.2860
19. Jul 15, 01 0.00 2,715,880.79 0.00 7.2860
20. Aug 15, 01 0.00 2,715,880.79 0.00 7.2860
21. Sep 15, 01 0.00 2,715,880.79 0.00 7.2860
22. Oct 15, 01 0.00 2,715,880.79 0.00 7.2860
23. Nov 15, 01 0.00 2,715,880.79 0.00 7.2860
24. Dec 15, 01 0.00 2,715,880.79 0.00 7.2860
25. Jan 15, 02 0.00 2,715,880.79 0.00 7.2860
26. Feb 15, 02 0.00 2,715,880.79 0.00 7.2860
27. Mar 15, 02 0.00 2,715,880.79 0.00 7.2860
28. Apr 15, 02 0.00 2,715,880.79 0.00 7.2860
29. May 15, 02 0.00 2,715,880.79 0.00 7.2860
30. Jun 15, 02 0.00 2,715,880.79 0.00 7.2860
31. Jul 15, 02 0.00 2,715,880.79 0.00 7.2860
32. Aug 15, 02 0.00 2,715,880.79 0.00 7.2860
33. Sep 15, 02 0.00 2,715,880.79 0.00 7.2860
34. Oct 15, 02 0.00 2,715,880.79 0.00 7.2860
35. Nov 15, 02 0.00 2,715,880.79 0.00 7.2860
36. Dec 15, 02 0.00 2,715,880.79 0.00 7.2860
37. Jan 15, 03 0.00 2,715,880.79 0.00 7.2860
38. Feb 15, 03 0.00 2,715,880.79 0.00 7.2860
39. Mar 15, 03 0.00 2,715,880.79 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
40. Apr 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
41. May 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
42. Jun 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
43. Jul 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
44. Aug 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
45. Sep 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
46. Oct 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
47. Nov 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
48. Dec 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
49. Jan 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
50. Feb 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
51. Mar 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
52. Apr 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
53. May 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
54. Jun 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
55. Jul 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
56. Aug 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
57. Sep 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
58. Oct 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
59. Nov 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
60. Dec 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
61. Jan 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
62. Feb 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
63. Mar 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
64. Apr 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
65. May 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
66. Jun 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
67. Jul 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
68. Aug 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
69. Sep 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
<CAPTION>
<S> <C> <C> <C> <C>
40. Apr 15, 03 0.00 2,715,880.79 0.00 7.2860
41. May 15, 03 0.00 2,715,880.79 0.00 7.2860
42. Jun 15, 03 0.00 2,715,880.79 0.00 7.2860
43. Jul 15, 03 0.00 2,715,880.79 0.00 7.2860
44. Aug 15, 03 0.00 2,715,880.79 0.00 7.2860
45. Sep 15, 03 0.00 2,715,880.79 0.00 7.2860
46. Oct 15, 03 0.00 2,715,880.79 0.00 7.2860
47. Nov 15, 03 0.00 2,715,880.79 0.00 7.2860
48. Dec 15, 03 0.00 2,715,880.79 0.00 7.2860
49. Jan 15, 04 0.00 2,715,880.79 0.00 7.2860
50. Feb 15, 04 0.00 2,715,880.79 0.00 7.2860
51. Mar 15, 04 0.00 2,715,880.79 0.00 7.2860
52. Apr 15, 04 0.00 2,715,880.79 0.00 7.2860
53. May 15, 04 0.00 2,715,880.79 0.00 7.2860
54. Jun 15, 04 0.00 2,715,880.79 0.00 7.2860
55. Jul 15, 04 0.00 2,715,880.79 0.00 7.2860
56. Aug 15, 04 0.00 2,715,880.79 0.00 7.2860
57. Sep 15, 04 0.00 2,715,880.79 0.00 7.2860
58. Oct 15, 04 0.00 2,715,880.79 0.00 7.2860
59. Nov 15, 04 0.00 2,715,880.79 0.00 7.2860
60. Dec 15, 04 0.00 2,715,880.79 0.00 7.2860
61. Jan 15, 05 0.00 2,715,880.79 0.00 7.2860
62. Feb 15, 05 0.00 2,715,880.79 0.00 7.2860
63. Mar 15, 05 0.00 2,715,880.79 0.00 7.2860
64. Apr 15, 05 0.00 2,715,880.79 0.00 7.2860
65. May 15, 05 0.00 2,715,880.79 0.00 7.2860
66. Jun 15, 05 0.00 2,715,880.79 0.00 7.2860
67. Jul 15, 05 0.00 2,715,880.79 0.00 7.2860
68. Aug 15, 05 0.00 2,715,880.79 0.00 7.2860
69. Sep 15, 05 0.00 2,715,880.79 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
70. Oct 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
71. Nov 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
72. Dec 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
73. Jan 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
74. Feb 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
75. Mar 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
76. Apr 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
77. May 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
78. Jun 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
79. Jul 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
80. Aug 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
81. Sep 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
82. Oct 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
83. Nov 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
84. Dec 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
85. Jan 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
86. Feb 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
87. Mar 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
88. Apr 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
89. May 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
90. Jun 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
91. Jul 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
92. Aug 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
93. Sep 15, 07 11,153,441.48 2,723,788.63 13,877,230.11 436,150,558.52 7,907.84
94. Oct 15, 07 1,034,531.10 2,662,801.79 3,697,332.89 435,116,027.42 14,640.98
95. Nov 15, 07 899,429.95 2,656,025.97 3,555,455.92 434,216,597.47 14,146.49
96. Dec 15, 07 1,087,598.16 2,649,938.14 3,737,536.31 433,128,999.31 13,519.70
97. Jan 15, 08 903,114.05 2,642,861.52 3,545,975.57 432,225,885.26 13,046.62
98. Feb 15, 08 905,106.71 2,636,913.72 3,542,020.43 431,320,778.55 12,582.22
99. Mar 15, 08 1,180,640.69 2,630,961.04 3,811,601.73 430,140,137.87 12,125.05
<CAPTION>
<S> <C> <C> <C> <C>
70. Oct 15, 05 0.00 2,715,880.79 0.00 7.2860
71. Nov 15, 05 0.00 2,715,880.79 0.00 7.2860
72. Dec 15, 05 0.00 2,715,880.79 0.00 7.2860
73. Jan 15, 06 0.00 2,715,880.79 0.00 7.2860
74. Feb 15, 06 0.00 2,715,880.79 0.00 7.2860
75. Mar 15, 06 0.00 2,715,880.79 0.00 7.2860
76. Apr 15, 06 0.00 2,715,880.79 0.00 7.2860
77. May 15, 06 0.00 2,715,880.79 0.00 7.2860
78. Jun 15, 06 0.00 2,715,880.79 0.00 7.2860
79. Jul 15, 06 0.00 2,715,880.79 0.00 7.2860
80. Aug 15, 06 0.00 2,715,880.79 0.00 7.2860
81. Sep 15, 06 0.00 2,715,880.79 0.00 7.2860
82. Oct 15, 06 0.00 2,715,880.79 0.00 7.2860
83. Nov 15, 06 0.00 2,715,880.79 0.00 7.2860
84. Dec 15, 06 0.00 2,715,880.79 0.00 7.2860
85. Jan 15, 07 0.00 2,715,880.79 0.00 7.2860
86. Feb 15, 07 0.00 2,715,880.79 0.00 7.2860
87. Mar 15, 07 0.00 2,715,880.79 0.00 7.2860
88. Apr 15, 07 0.00 2,715,880.79 0.00 7.2860
89. May 15, 07 0.00 2,715,880.79 0.00 7.2860
90. Jun 15, 07 0.00 2,715,880.79 0.00 7.2860
91. Jul 15, 07 0.00 2,715,880.79 0.00 7.2860
92. Aug 15, 07 0.00 2,715,880.79 0.00 7.2860
93. Sep 15, 07 0.00 2,715,880.79 0.00 7.2860
94. Oct 15, 07 0.00 2,648,160.81 0.00 7.2860
95. Nov 15, 07 0.00 2,641,879.48 0.00 7.2860
96. Dec 15, 07 0.00 2,636,418.44 0.00 7.2860
97. Jan 15, 08 0.00 2,629,814.91 0.00 7.2860
98. Feb 15, 08 0.00 2,624,331.50 0.00 7.2860
99. Mar 15, 08 0.00 2,618,835.99 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
100. Apr 15, 08 911,255.10 2,623,345.40 3,534,600.50 429,228,882.77 11,677.86
101. May 15, 08 1,049,829.49 2,617,373.22 3,667,202.70 428,179,053.28 11,238.52
102. Jun 15, 08 3,436,566.24 2,610,303.09 6,046,869.34 424,742,487.03 10,542.61
103. Jul 15, 08 1,049,608.06 2,589,021.74 3,638,629.80 423,692,878.97 10,126.94
104. Aug 15, 08 917,251.30 2,582,241.78 3,499,493.07 422,775,627.67 9,719.85
105. Sep 15, 08 1,022,725.75 2,576,263.88 3,598,989.63 421,752,901.93 9,311.20
106. Oct 15, 08 1,157,907.91 2,569,648.20 3,727,556.11 420,594,994.02 8,905.16
107. Nov 15, 08 3,824,340.04 2,562,223.38 6,386,563.42 416,770,653.98 8,510.77
108. Dec 15, 08 2,663,148.89 2,538,498.86 5,201,647.75 414,107,505.08 8,006.37
109. Jan 15, 09 1,253,303.64 2,521,959.64 3,775,263.28 412,854,201.44 7,636.90
110. Feb 15, 09 1,246,176.46 2,513,990.89 3,760,167.35 411,608,024.99 7,277.80
111. Mar 15, 09 2,192,781.30 2,506,075.01 4,698,856.31 409,415,243.69 6,928.28
112. Apr 15, 09 2,038,083.41 2,492,486.16 4,530,569.56 407,377,160.28 6,653.27
113. May 15, 09 3,160,619.06 2,479,868.78 5,640,487.84 404,216,541.22 6,410.46
114. Jun 15, 09 31,540,694.22 2,459,895.16 34,000,589.38 372,675,847.00 5,627.06
115. Jul 15, 09 35,030,975.14 2,267,985.68 37,298,960.82 337,644,871.86 5,222.16
116. Aug 15, 09 28,900,142.82 2,055,144.71 30,955,287.53 308,744,729.04 5,077.59
117. Sep 15, 09 141,519,218.82 1,879,664.00 143,398,882.83 167,225,510.22 5,068.92
118. Oct 15, 09 150,105,678.10 1,020,265.03 151,125,943.13 17,119,832.11 4,927.47
119. Nov 15, 09 17,119,832.11 104,456.48 17,224,288.60 0.00 510.57
<CAPTION>
<S> <C> <C> <C> <C>
100. Apr 15, 08 0.00 2,611,667.54 0.00 7.2860
101. May 15, 08 0.00 2,606,134.70 0.00 7.2860
102. Jun 15, 08 0.00 2,599,760.49 0.00 7.2860
103. Jul 15, 08 0.00 2,578,894.80 0.00 7.2860
104. Aug 15, 08 0.00 2,572,521.93 0.00 7.2860
105. Sep 15, 08 0.00 2,566,952.69 0.00 7.2860
106. Oct 15, 08 0.00 2,560,743.04 0.00 7.2860
107. Nov 15, 08 0.00 2,553,712.61 0.00 7.2860
108. Dec 15, 08 0.00 2,530,492.49 0.00 7.2860
109. Jan 15, 09 0.00 2,514,322.74 0.00 7.2860
110. Feb 15, 09 0.00 2,506,713.09 0.00 7.2860
111. Mar 15, 09 0.00 2,499,146.73 0.00 7.2860
112. Apr 15, 09 0.00 2,485,832.89 0.00 7.2860
113. May 15, 09 0.00 2,473,458.32 0.00 7.2860
114. Jun 15, 09 0.00 2,454,268.10 0.00 7.2860
115. Jul 15, 09 0.00 2,262,763.52 0.00 7.2860
116. Aug 15, 09 0.00 2,050,067.11 0.00 7.2860
117. Sep 15, 09 0.00 1,874,595.08 0.00 7.2860
118. Oct 15, 09 0.00 1,015,337.56 0.00 7.2860
119. Nov 15, 09 0.00 103,945.91 0.00 7.2860
</TABLE>
<PAGE>
FUNB99C4_RED, Class AAA_2--Price/Yield
<TABLE>
- ----------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
CUSIP Face $447,304,000.00 Settle at Pricing
Coupon 7.286 Original Balance $447,304,000.00 Accrual begins 12/1/1999
Delay 14 Current Balance $447,304,000.00 Factor Date N/A
Stated Maturity N/A Factor 1 ----------------------------------
Type SEN FIX ----------------------------------
- ------------------------------
</TABLE>
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
- --------------------------------------------------------------------------------
10 CPR FOR YM 10 CPR FOR YM
LOANS, OTHER 25 LOANS, OTHER 25
PRICE 0 CPR CPR CPR, RATES -100
Yield
- --------------------------------------------------------------------------------
100-08 7.3210 7.3209 7.3230
100-09 7.3164 7.3163 7.3184
100-10 7.3118 7.3117 7.3138
100-11 7.3071 7.3071 7.3092
100-12 7.3025 7.3025 7.3046
100-13 7.2979 7.2978 7.3000
100-14 7.2933 7.2932 7.2953
100-15 7.2887 7.2886 7.2907
100-16 7.2841 7.2840 7.2861
100-17 7.2795 7.2794 7.2815
100-18 7.2749 7.2748 7.2769
100-19 7.2703 7.2702 7.2723
100-20 7.2657 7.2656 7.2677
100-21 7.2611 7.2610 7.2631
100-22 7.2565 7.2564 7.2585
100-23 7.2519 7.2518 7.2539
100-24 7.2473 7.2472 7.2493
- --------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
Spread @ Center Price 118 118 219
WAL 9.67314 9.66214 9.66214
Mod Durn 6.732 6.727 6.727
Mod Convexity 0.588 0.587 0.587
Principal Window Sep07 to Nov09 Sep07 to Nov09 Sep07 to Nov09
Maturity #mos 119 119 119
Accrued Interest 1,448,469.75 1,448,469.75 1,448,469.75
Total Collat Loss 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%)
Loan Overrides Apply
Prepay At 0 CPR At 25 CPR At 25 CPR
No prepays During any YM During any YM During any YM
Lockout and penalties Include penalty Include penalty Include penalty
Extension, if balloon None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At 0 CDR At 0 CDR
Loss Severity 0 0 0
Servicer Advances 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<PAGE>
FUNB99C4_RED, Class AAA_2--Price/Yield
<TABLE>
- ----------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
CUSIP Face $447,304,000.00 Settle at Pricing
Coupon 7.286 Original Balance $447,304,000.00 Accrual begins 12/1/1999
Delay 14 Current Balance $447,304,000.00 Factor Date N/A
Stated Maturity N/A Factor 1 ----------------------------------
Type SEN FIX -----------------------------------
- -------------------------------
</TABLE>
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
- --------------------------------------------------------------------------------
20 CPR FOR YM 20 CPR FOR YM
LOANS, OTHER 25 LOANS, OTHER 25
PRICE 0 CPR CPR CPR, RATES -100
YIELD
- --------------------------------------------------------------------------------
100-08 7.3205 7.3204 7.3223
100-09 7.3159 7.3158 7.3177
100-10 7.3112 7.3112 7.3130
100-11 7.3066 7.3065 7.3084
100-12 7.3020 7.3019 7.3038
100-13 7.2974 7.2973 7.2992
100-14 7.2927 7.2927 7.2945
100-15 7.2881 7.2880 7.2899
100-16 7.2835 7.2834 7.2853
100-17 7.2789 7.2788 7.2807
100-18 7.2743 7.2742 7.2760
100-19 7.2696 7.2695 7.2714
100-20 7.2650 7.2649 7.2668
100-21 7.2604 7.2603 7.2622
100-22 7.2558 7.2557 7.2576
100-23 7.2512 7.2511 7.2530
100-24 7.2466 7.2465 7.2484
- --------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
Spread @ Center Price 118 118 218
WAL 9.63393 9.62293 9.62293
Mod Durn 6.712 6.706 6.706
Mod Convexity 0.585 0.584 0.584
Principal Window Sep07 to Nov09 Sep07 to Nov09 Sep07 to Nov09
Maturity #mos 119 119 119
Accrued Interest 1,448,469.75 1,448,469.75 1,448,469.75
Total Collat Loss 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%)
Loan Overrides Apply
Prepay At 0 CPR At 25 CPR At 25 CPR
No prepays During any YM During any YM During any YM
Lockout and penalties Include penalty Include penalty Include penalty
Extension, if balloon None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At 0 CDR At 0 CDR
Loss Severity 0 0 0
Servicer Advances 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<PAGE>
FUNB99C4_RED, Class X1--Price/Yield
<TABLE>
- ---------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
CUSIP Face $885,836,326.34 Settle at Pricing
Coupon 0.943626 Original Balance $885,836,326.34 Accrual begins 12/1/1999
Delay 14 Current Balance $885,836,326.34 Factor Date N/A
Stated Maturity N/A Factor 1 ---------------------------------
Type SEN WAC IO ------------------------------------
- ------------------------------
</TABLE>
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
<TABLE>
<CAPTION>
- ----------------------------------------------------------------------------------------------------------------------------------
100CPR; YM; 0CPR; YM; 100CPR; YM; 100CPR; YM; 100CPR; YM;
EXT0MO 100% EXT0MO 100% EXT0MO 100% EXT0MO 100% EXT0MO 100%
0% RULES; 0% RULES; 0% RULES; 0% RULES; 0% RULES;
0CDR,0% 0CDR,0% 0 FOR 24 3CDR, 0 FOR 24 1CDR, 0 FOR 24 2CDR,
PRICE ADV100% LAG12 ADV100% LAG12 35% ADV100% LAG12 35% ADV100% LAG12 35% ADV100% LAG12
Yield
- ----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
4-16 10.6711 11.0371 8.7177 10.0582 9.4028
4-16+ 10.5790 10.9458 8.6235 9.9655 9.3094
4-17 10.4873 10.8550 8.5298 9.8733 9.2165
4-17+ 10.3961 10.7648 8.4367 9.7816 9.1242
4-18 10.3055 10.6750 8.3440 9.6905 9.0323
4-18+ 10.2153 10.5858 8.2519 9.5998 8.9410
4-19 10.1257 10.4970 8.1603 9.5096 8.8502
4-19+ 10.0365 10.4088 8.0692 9.4200 8.7598
4-20 9.9478 10.3210 7.9786 9.3308 8.6700
4-20+ 9.8596 10.2337 7.8885 9.2421 8.5807
4-21 9.7719 10.1468 7.7989 9.1539 8.4918
4-21+ 9.6847 10.0605 7.7097 9.0662 8.4035
4-22 9.5979 9.9746 7.6211 8.9789 8.3156
4-22+ 9.5116 9.8892 7.5329 8.8922 8.2282
4-23 9.4258 9.8042 7.4452 8.8058 8.1412
4-23+ 9.3404 9.7197 7.3580 8.7200 8.0547
4-24 9.2555 9.6356 7.2712 8.6346 7.9687
- ----------------------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------------------
Spread @ Center Price 386 423 190 325 259
WAL 8.83100 9.02026 8.27620 8.63901 8.45418
Mod Durn 3.786 3.825 3.706 3.765 3.738
Mod Convexity 0.234 0.240 0.225 0.232 0.229
Principal Window Jan00 to Aug19 Jan00 to Nov19 Jan00 to Nov19 Jan00 to Nov19 Jan00 to Nov19
Maturity #mos 236 239 239 239 239
Accrued Interest 371,510.26 371,510.26 371,510.26 371,510.26 371,510.26
Total Collat Loss 0.00 (0.00%) 0.00 (0.00%) 52,291,577.27 (5.90%) 18,486,629.17 (2.09%) 35,897,664.49 (4.05%)
Prepay At 100 CPR At 0 CPR At 100 CPR At 100 CPR At 100 CPR
No prepays During any YM During any YM During any YM During any YM During any YM
Lockout and penalties Include penalty Include penalty Include penalty Include penalty Include penalty
Extension, if balloon None None None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At 0 CDR At 0 for 24 3 CDR At 0 for 24 1 CDR At 0 for 24 2 CDR
Loss Severity 0 0 0.35 0.35 0.35
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- ----------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
20CPR; YM;
100CPR; 100CPR; YM; EXT0MO 100%
EXT0MO 100% EXT0MO 100% 0% RULES;
0% RULES; 0% RULES; 0 FOR 24
0CDR,35% 0 FOR 24 6CDR, 1CDR,35%
ADV100% 35% ADV100% ADV100%
PRICE LAG12; 300BP LAG12; 0BP LAG12; 0BP
- ------------------------------------------------------------------------------------------
<S> <C> <C> <C>
4-16 10.3968 6.4535 10.3901
4-16+ 10.3043 6.3555 10.2982
4-17 10.2123 6.2580 10.2068
4-17+ 10.1209 6.1611 10.1159
4-18 10.0299 6.0646 10.0255
4-18+ 9.9394 5.9688 9.9356
4-19 9.8495 5.8734 9.8463
4-19+ 9.7600 5.7785 9.7574
4-20 9.6710 5.6842 9.6690
4-20+ 9.5825 5.5904 9.5811
4-21 9.4945 5.4971 9.4936
4-21+ 9.4069 5.4043 9.4067
4-22 9.3199 5.3119 9.3202
4-22+ 9.2333 5.2201 9.2341
4-23 9.1471 5.1288 9.1486
4-23+ 9.0614 5.0379 9.0635
4-24 8.9762 4.9475 8.9788
- ------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------
Spread @ Center Price 59 -38 358
WAL 8.35207 7.78077 8.80515
Mod Durn 3.773 3.559 3.798
Mod Convexity 0.232 0.205 0.237
Principal Window Jan00 to Aug19 Jan00 to Nov19 Jan00 to Nov19
Maturity #mos 236 239 239
Accrued Interest 371,510.26 371,510.26 371,510.26
Total Collat Loss 0.00 (0.00%) 95,910,358.23 (10.83%) 18,512,203.38 (2.09%)
Prepay At 100 CPR At 100 CPR At 20 CPR
No prepays During any YM During any YM
Lockout and penalties Include penalty Include penalty Include penalty
Extension, if balloon None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At 0 for 24 6 CDR At 0 for 24 1 CDR
Loss Severity 0.35 0.35 0.35
Servicer Advances 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos
Optional Redemption
- ------------------------------------------------------------------------------------------
</TABLE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<PAGE>
FUNB99C4_RED, Class AAA_1--Price/Yield
<TABLE>
- ---------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
CUSIP Face $206,000,000.00 Settle at Pricing
Coupon 7.102 Original Balance $206,000,000.00 Accrual begins 12/1/1999
Delay 14 Current Balance $206,000,000.00 Factor Date N/A
Stated Maturity N/A Factor 1 ---------------------------------
Type SEN FIX ------------------------------------
- ------------------------------
</TABLE>
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PRICE 0 CPR, AFTER 15 CPR, AFTER 25 CPR, AFTER 50 CPR, AFTER 75 CPR, AFTER 100 CPR, AFTER
YM YM YM YM YM YM
Yield
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-08 7.0847 7.0846 7.0846 7.0844 7.0842 7.0824
100-09 7.0774 7.0773 7.0773 7.0771 7.0769 7.0750
100-10 7.0701 7.0700 7.0700 7.0698 7.0696 7.0676
100-11 7.0628 7.0628 7.0627 7.0625 7.0623 7.0601
100-12 7.0555 7.0555 7.0554 7.0553 7.0550 7.0527
100-13 7.0483 7.0482 7.0481 7.0480 7.0477 7.0453
100-14 7.0410 7.0409 7.0409 7.0407 7.0404 7.0379
100-15 7.0337 7.0336 7.0336 7.0334 7.0331 7.0305
100-16 7.0265 7.0264 7.0263 7.0261 7.0258 7.0231
100-17 7.0192 7.0191 7.0190 7.0188 7.0185 7.0157
100-18 7.0119 7.0118 7.0118 7.0116 7.0112 7.0083
100-19 7.0047 7.0046 7.0045 7.0043 7.0040 7.0009
100-20 6.9974 6.9973 6.9972 6.9970 6.9967 6.9935
100-21 6.9902 6.9901 6.9900 6.9897 6.9894 6.9861
100-22 6.9829 6.9828 6.9827 6.9825 6.9821 6.9788
100-23 6.9757 6.9756 6.9755 6.9752 6.9748 6.9714
100-24 6.9684 6.9683 6.9682 6.9680 6.9676 6.9640
- -----------------------------------------------------------------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------------------------------
Spread @ Center Price 100 100 100 100 100 100
WAL 5.40011 5.39691 5.39453 5.38725 5.37621 5.27927
Mod Durn 4.266 4.264 4.263 4.258 4.251 4.189
Mod Convexity 0.249 0.249 0.249 0.248 0.247 0.240
Principal Window Jan00 to Sep08 Jan00 to Sep08 Jan00 to Sep08 Jan00 to Sep08 Jan00 to Sep08 Jan00 to Sep08
Maturity #mos 105 105 105 105 105 105
Accrued Interest 650,227.56 650,227.56 650,227.56 650,227.56 650,227.56 650,227.56
Total Collat Loss 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%)
Prepay At 0 CPR At 15 CPR At 25 CPR At 50 CPR At 75 CPR At 100 CPR
No prepays During any YM During any YM During any YM During any YM During any YM During any YM
Lockout and penalties Include penalty Include penalty Include penalty Include penalty Include penalty Include penalty
Extension, if balloon None None None None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At 0 CDR At 0 CDR At 0 CDR At 0 CDR At 0 CDR
Loss Severity 0.35 0.35 0.35 0.35 0.35 0.35
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<PAGE>
FUNB99C4_RED, Class AAA_2--Price/Yield
<TABLE>
- ---------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
CUSIP Face $447,304,000.00 Settle at Pricing
Coupon 7.286 Original Balance $447,304,000.00 Accrual begins 12/1/1999
Delay 14 Current Balance $447,304,000.00 Factor Date N/A
Stated Maturity N/A Factor 1 ---------------------------------
Type SEN FIX ------------------------------------
- ------------------------------
</TABLE>
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PRICE 0 CPR, AFTER 15 CPR, AFTER 25 CPR, AFTER 50 CPR, AFTER 75 CPR, AFTER 100 CPR, AFTER
YM YM YM YM YM YM
Yield
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-08 7.3187 7.3187 7.3187 7.3186 7.3185 7.3176
100-09 7.3141 7.3141 7.3141 7.3140 7.3139 7.3129
100-10 7.3095 7.3095 7.3095 7.3094 7.3093 7.3083
100-11 7.3049 7.3049 7.3049 7.3048 7.3046 7.3036
100-12 7.3004 7.3003 7.3003 7.3002 7.3000 7.2990
100-13 7.2958 7.2957 7.2957 7.2956 7.2954 7.2943
100-14 7.2912 7.2911 7.2911 7.2910 7.2908 7.2896
100-15 7.2866 7.2865 7.2865 7.2864 7.2862 7.2850
100-16 7.2820 7.2820 7.2819 7.2818 7.2816 7.2803
100-17 7.2774 7.2774 7.2773 7.2772 7.2770 7.2757
100-18 7.2728 7.2728 7.2727 7.2726 7.2724 7.2710
100-19 7.2683 7.2682 7.2682 7.2680 7.2678 7.2664
100-20 7.2637 7.2636 7.2636 7.2634 7.2632 7.2618
100-21 7.2591 7.2590 7.2590 7.2589 7.2587 7.2571
100-22 7.2545 7.2545 7.2544 7.2543 7.2541 7.2525
100-23 7.2500 7.2499 7.2499 7.2497 7.2495 7.2478
100-24 7.2454 7.2453 7.2453 7.2451 7.2449 7.2432
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
Spread @ Center Price 118 118 118 118 118 118
WAL 9.73353 9.72712 9.72233 9.70761 9.68560 9.53372
Mod Durn 6.762 6.759 6.757 6.750 6.739 6.666
Mod Convexity 0.594 0.593 0.593 0.592 0.590 0.576
Principal Window Sep08 to Nov09 Sep08 to Nov09 Sep08 to Nov09 Sep08 to Nov09 Sep08 to Oct09 Sep08 to Sep09
Maturity #mos 119 119 119 119 118 117
Accrued Interest 1,448,469.75 1,448,469.75 1,448,469.75 1,448,469.75 1,448,469.75 1,448,469.75
Total Collat Loss 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%)
Prepay At 0 CPR At 15 CPR At 25 CPR At 50 CPR At 75 CPR At 100 CPR
No prepays During any YM During any YM During any YM During any YM During any YM During any YM
Lockout and penalties Include penalty Include penalty Include penalty Include penalty Include penalty Include penalty
Extension, if balloon None None None None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At 0 CDR At 0 CDR At 0 CDR At 0 CDR At 0 CDR
Loss Severity 0.35 0.35 0.35 0.35 0.35 0.35
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<PAGE>
FUNB99C4_RED, Class AAA_1--Price/Yield
<TABLE>
- ---------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
CUSIP Face $206,000,000.00 Settle at Pricing
Coupon 7.102 Original Balance $206,000,000.00 Accrual begins 12/1/1999
Delay 14 Current Balance $206,000,000.00 Factor Date N/A
Stated Maturity N/A Factor 1 ---------------------------------
Type SEN FIX ------------------------------------
- ------------------------------
</TABLE>
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
<TABLE>
<CAPTION>
- ----------------------------------------------------------------------------------------------------------------------------------
PRICE 0 CPR 15 CPR 25 CPR 50 CPR 75 CPR 100 CPR
Yield
- ----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-08 7.0847 7.2681 7.3493 7.4725 7.5423 7.6318
100-09 7.0774 7.2601 7.3410 7.4636 7.5331 7.6219
100-10 7.0701 7.2522 7.3327 7.4548 7.5238 7.6120
100-11 7.0628 7.2443 7.3245 7.4459 7.5145 7.6021
100-12 7.0555 7.2363 7.3162 7.4371 7.5053 7.5922
100-13 7.0483 7.2284 7.3080 7.4282 7.4960 7.5823
100-14 7.0410 7.2205 7.2997 7.4194 7.4868 7.5724
100-15 7.0337 7.2126 7.2915 7.4105 7.4775 7.5625
100-16 7.0265 7.2046 7.2832 7.4017 7.4683 7.5526
100-17 7.0192 7.1967 7.2750 7.3929 7.4590 7.5427
100-18 7.0119 7.1888 7.2668 7.3840 7.4498 7.5328
100-19 7.0047 7.1809 7.2585 7.3752 7.4406 7.5229
100-20 6.9974 7.1730 7.2503 7.3664 7.4314 7.5131
100-21 6.9902 7.1651 7.2421 7.3576 7.4221 7.5032
100-22 6.9829 7.1572 7.2339 7.3488 7.4129 7.4933
100-23 6.9757 7.1493 7.2257 7.3400 7.4037 7.4835
100-24 6.9684 7.1415 7.2175 7.3311 7.3945 7.4736
- ----------------------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------------------
Spread @ Center Price 100 119 127 140 147 156
WAL 5.40011 4.90664 4.69634 4.36349 4.17320 3.90726
Mod Durn 4.266 3.917 3.763 3.508 3.355 3.135
Mod Convexity 0.249 0.213 0.199 0.178 0.167 0.153
Principal Window Jan00 to Sep08 Jan00 to Sep07 Jan00 to Sep07 Jan00 to Sep07 Jan00 to Aug07 Jan00 to Jul07
Maturity #mos 105 93 93 93 92 91
Accrued Interest 650,227.56 650,227.56 650,227.56 650,227.56 650,227.56 650,227.56
Total Collat Loss 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%)
Prepay At 0 CPR At 15 CPR At 25 CPR At 50 CPR At 75 CPR At 100 CPR
No prepays
Lockout and penalties Include penalty Include penalty Include penalty Include penalty Include penalty Include penalty
Extension, if balloon None None None None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At 0 CDR At 0 CDR At 0 CDR At 0 CDR At 0 CDR
Loss Severity 0.35 0.35 0.35 0.35 0.35 0.35
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- ----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<PAGE>
FUNB99C4_RED, Class AAA_2--Price/Yield
<TABLE>
- ---------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
CUSIP Face $447,304,000.00 Settle at Pricing
Coupon 7.286 Original Balance $447,304,000.00 Accrual begins 12/1/1999
Delay 14 Current Balance $447,304,000.00 Factor Date N/A
Stated Maturity N/A Factor 1 ---------------------------------
Type SEN FIX ------------------------------------
- ------------------------------
</TABLE>
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
PRICE 0 CPR 15 CPR 25 CPR 50 CPR 75 CPR 100 CPR
Yield
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-08 7.3187 7.3209 7.3199 7.3181 7.3177 7.3168
100-09 7.3141 7.3162 7.3153 7.3135 7.3131 7.3121
100-10 7.3095 7.3116 7.3107 7.3088 7.3084 7.3074
100-11 7.3049 7.3070 7.3060 7.3042 7.3037 7.3027
100-12 7.3004 7.3024 7.3014 7.2995 7.2991 7.2980
100-13 7.2958 7.2977 7.2968 7.2949 7.2944 7.2933
100-14 7.2912 7.2931 7.2921 7.2902 7.2898 7.2886
100-15 7.2866 7.2885 7.2875 7.2856 7.2851 7.2839
100-16 7.2820 7.2839 7.2829 7.2810 7.2805 7.2792
100-17 7.2774 7.2793 7.2782 7.2763 7.2758 7.2745
100-18 7.2728 7.2747 7.2736 7.2717 7.2712 7.2698
100-19 7.2683 7.2701 7.2690 7.2671 7.2666 7.2651
100-20 7.2637 7.2654 7.2644 7.2624 7.2619 7.2604
100-21 7.2591 7.2608 7.2598 7.2578 7.2573 7.2557
100-22 7.2545 7.2562 7.2551 7.2532 7.2527 7.2510
100-23 7.2500 7.2516 7.2505 7.2485 7.2480 7.2463
100-24 7.2454 7.2470 7.2459 7.2439 7.2434 7.2416
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
Spread @ Center Price 118 118 118 118 118 118
WAL 9.73353 9.64383 9.61166 9.57706 9.55597 9.40505
Mod Durn 6.762 6.717 6.701 6.683 6.673 6.600
Mod Convexity 0.594 0.586 0.583 0.580 0.578 0.564
Principal Window Sep08 to Nov09 Sep07 to Nov09 Sep07 to Nov09 Sep07 to Nov09 Aug07 to Oct09 Jul07 to Sep09
Maturity #mos 119 119 119 119 118 117
Accrued Interest 1,448,469.75 1,448,469.75 1,448,469.75 1,448,469.75 1,448,469.75 1,448,469.75
Total Collat Loss 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%)
Prepay At 0 CPR At 15 CPR At 25 CPR At 50 CPR At 75 CPR At 100 CPR
No prepays
Lockout and penalties Include penalty Include penalty Include penalty Include penalty Include penalty Include penalty
Extension, if balloon None None None None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At 0 CDR At 0 CDR At 0 CDR At 0 CDR At 0 CDR
Loss Severity 0.35 0.35 0.35 0.35 0.35 0.35
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<PAGE>
FUNB99C4_RED, Class AAA_2--Price/Yield
<TABLE>
- ---------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
CUSIP Face $447,304,000.00 Settle at Pricing
Coupon 7.286 Original Balance $447,304,000.00 Accrual begins 12/1/1999
Delay 14 Current Balance $447,304,000.00 Factor Date N/A
Stated Maturity N/A Factor 1 ---------------------------------
Type SEN FIX ------------------------------------
- ------------------------------
</TABLE>
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
- --------------------------------------------------------------------------------
0 CPR, EXTEND 0 CPR, EXTEND
PRICE 0 CPR 50%, 36 MONTHS 100%, 36 MONTHS
Yield
- --------------------------------------------------------------------------------
100-08 7.3187 7.3229 7.3308
100-09 7.3141 7.3186 7.3269
100-10 7.3095 7.3142 7.3230
100-11 7.3049 7.3099 7.3191
100-12 7.3004 7.3055 7.3152
100-13 7.2958 7.3012 7.3113
100-14 7.2912 7.2969 7.3075
100-15 7.2866 7.2925 7.3036
100-16 7.2820 7.2882 7.2997
100-17 7.2774 7.2838 7.2958
100-18 7.2728 7.2795 7.2919
100-19 7.2683 7.2752 7.2881
100-20 7.2637 7.2708 7.2842
100-21 7.2591 7.2665 7.2803
100-22 7.2545 7.2622 7.2764
100-23 7.2500 7.2579 7.2726
100-24 7.2454 7.2535 7.2687
- --------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
Spread @ Center Price 118 118 118
WAL 9.73353 10.60428 12.57126
Mod Durn 6.762 7.145 7.988
Mod Convexity 0.594 0.676 0.863
Principal Window Sep08 to Nov09 Jun09 to Sep12 Jul10 to Nov12
Maturity #mos 119 153 155
Accrued Interest 1,448,469.75 1,448,469.75 1,448,469.75
Total Collat Loss 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%)
Prepay At 0 CPR At 0 CPR At 0 CPR
No prepays
Lockout and penalties Include penalty Include penalty Include penalty
Extension, if balloon None Extend 50% 36 mos Extend 100% 36 mos
Increase Coupon 0% for extension 0% for extension
Pay Exten Princ By pre-exten rules By pre-exten rules
Default At 0 CDR At 0 CDR At 0 CDR
Loss Severity 0 0 0
Servicer Advances 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 0 mos 0 mos 0 mos
Optional Redemption
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<PAGE>
FUNB99C4_RED, Class AAA_2--Price/Yield
<TABLE>
- ---------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
CUSIP Face $447,304,000.00 Settle at Pricing
Coupon 7.286 Original Balance $447,304,000.00 Accrual begins 12/1/1999
Delay 14 Current Balance $447,304,000.00 Factor Date N/A
Stated Maturity N/A Factor 1 ---------------------------------
Type SEN FIX ------------------------------------
- ------------------------------
</TABLE>
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
<TABLE>
<CAPTION>
- ----------------------------------------------------------------------------------------------------------------
0CPR; EXT0MO 0CPR; EXT0MO 0CPR; EXT0MO 0CPR; EXT0MO
100% 0% RULES; 100% 0% RULES; 100% 0% RULES; 100% 0% RULES;
0CDR,0% ADV100% 1CDR,75% 3CDR,75% ADV100% 5CDR,75% ADV100%
PRICE LAG12 ADV100% LAG12 LAG12 LAG12
Yield
- ----------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
100-08 7.3187 7.3187 7.3186 7.3192
100-09 7.3141 7.3141 7.3140 7.3146
100-10 7.3095 7.3095 7.3094 7.3100
100-11 7.3049 7.3049 7.3048 7.3055
100-12 7.3004 7.3003 7.3002 7.3009
100-13 7.2958 7.2957 7.2956 7.2963
100-14 7.2912 7.2911 7.2910 7.2918
100-15 7.2866 7.2865 7.2864 7.2872
100-16 7.2820 7.2820 7.2818 7.2827
100-17 7.2774 7.2774 7.2772 7.2781
100-18 7.2728 7.2728 7.2726 7.2736
100-19 7.2683 7.2682 7.2681 7.2690
100-20 7.2637 7.2636 7.2635 7.2645
100-21 7.2591 7.2591 7.2589 7.2599
100-22 7.2545 7.2545 7.2543 7.2554
100-23 7.2500 7.2499 7.2497 7.2508
100-24 7.2454 7.2453 7.2452 7.2463
- ----------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------
Spread @ Center Price 118 118 118 118
WAL 9.73353 9.72947 9.71432 9.83074
Mod Durn 6.762 6.760 6.752 6.802
Mod Convexity 0.594 0.594 0.592 0.603
Principal Window Sep08 to Nov09 Jun08 to Nov09 Sep07 to Nov09 Sep07 to Dec13
Maturity #mos 119 119 119 168
Accrued Interest 1,448,469.75 1,448,469.75 1,448,469.75 1,448,469.75
Total Collat Loss 0.00 (0.00%) 52,023,444.02 (5.87%) 144,586,372.00 (16.32%) 223,603,658.74 (25.24%)
Prepay At 0 CPR At 0 CPR At 0 CPR At 0 CPR
No prepays
Lockout and penalties Include penalty Include penalty Include penalty Include penalty
Extension, if balloon None None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At 1 CDR At 3 CDR At 5 CDR
Loss Severity 0 0.75 0.75 0.75
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- ----------------------------------------------------------------------------------------------------------------
<CAPTION>
- ----------------------------------------------------------------------------------------------
0CPR; EXT0MO 0CPR; EXT0MO 0CPR; EXT0MO
100% 0% RULES; 100% 0% RULES; 100% 0% RULES;
1CDR,50% ADV100% 3CDR,50% ADV100% 5CDR,50% ADV100%
PRICE LAG12 LAG12 LAG12
- ----------------------------------------------------------------------------------------------
<S> <C> <C> <C>
100-08 7.3183 7.3173 7.3159
100-09 7.3137 7.3126 7.3111
100-10 7.3091 7.3079 7.3064
100-11 7.3044 7.3032 7.3016
100-12 7.2998 7.2986 7.2969
100-13 7.2952 7.2939 7.2921
100-14 7.2906 7.2892 7.2873
100-15 7.2860 7.2845 7.2826
100-16 7.2814 7.2799 7.2778
100-17 7.2768 7.2752 7.2731
100-18 7.2722 7.2705 7.2684
100-19 7.2676 7.2659 7.2636
100-20 7.2630 7.2612 7.2589
100-21 7.2584 7.2565 7.2541
100-22 7.2538 7.2519 7.2494
100-23 7.2492 7.2472 7.2447
100-24 7.2446 7.2426 7.2399
- ----------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------
Spread @ Center Price 118 118 118
WAL 9.66318 9.49515 9.28672
Mod Durn 6.727 6.640 6.528
Mod Convexity 0.588 0.573 0.555
Principal Window Sep07 to Nov09 May07 to Nov09 Dec05 to Nov09
Maturity #mos 119 119 119
Accrued Interest 1,448,469.75 1,448,469.75 1,448,469.75
Total Collat Loss 34,685,919.68 (3.92%) 96,398,847.88 (10.88%) 149,078,716.70 (16.83%)
Prepay At 0 CPR At 0 CPR At 0 CPR
No prepays
Lockout and penalties Include penalty Include penalty Include penalty
Extension, if balloon None None None
Increase Coupon
Pay Exten Princ
Default At 1 CDR At 3 CDR At 5 CDR
Loss Severity 0.5 0.5 0.5
Servicer Advances 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos
Optional Redemption
- ----------------------------------------------------------------------------------------------
</TABLE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<PAGE>
FUNB-ONLY_RED, Class AAA_2--Price/Yield
<TABLE>
- ---------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
CUSIP Face $353,379,000.00 Settle at Pricing
Coupon 7.286 Original Balance $353,379,000.00 Accrual begins 12/1/1999
Delay 14 Current Balance $353,379,000.00 Factor Date N/A
Stated Maturity N/A Factor 1 ---------------------------------
Type SEN FIX ------------------------------------
- ------------------------------
</TABLE>
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------
0CPR; EXT0MO 25CPR; EXT0MO 50CPR; EXT0MO 75CPR; EXT0MO 100CPR; EXT0MO
100% 0% RULES; 100% 0% RULES; 100% 0% RULES; 100% 0% RULES; 100% 0% RULES;
0CDR,0% ADV100% 0CDR,0% ADV100% 0CDR,0% ADV100% 0CDR,0% ADV100% 0CDR,0% ADV100%
PRICE LAG12 LAG12 LAG12 LAG12 LAG12
Yield
- ------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
98-16 7.5788 7.5828 7.5813 7.5812 7.5830
98-24 7.5413 7.5450 7.5434 7.5432 7.5447
99-00 7.5039 7.5073 7.5056 7.5054 7.5064
99-08 7.4667 7.4697 7.4679 7.4676 7.4683
99-16 7.4296 7.4322 7.4303 7.4300 7.4303
99-24 7.3925 7.3949 7.3929 7.3925 7.3924
100-00 7.3557 7.3577 7.3556 7.3552 7.3547
100-08 7.3189 7.3206 7.3184 7.3179 7.3171
100-16 7.2822 7.2836 7.2813 7.2808 7.2795
100-24 7.2457 7.2467 7.2443 7.2438 7.2422
101-00 7.2093 7.2100 7.2075 7.2069 7.2049
101-08 7.1730 7.1734 7.1708 7.1701 7.1677
101-16 7.1368 7.1369 7.1342 7.1335 7.1307
101-24 7.1008 7.1005 7.0977 7.0969 7.0938
102-00 7.0648 7.0642 7.0613 7.0605 7.0570
102-08 7.0290 7.0280 7.0251 7.0242 7.0203
102-16 6.9933 6.9920 6.9889 6.9880 6.9837
- ------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------
Spread @ Center Price 118 118 118 118 118
WAL 9.76317 9.64307 9.60787 9.58970 9.44908
Mod Durn 6.777 6.716 6.698 6.690 6.621
Mod Convexity 0.597 0.586 0.583 0.581 0.568
Principal Window Jun09 to Nov09 Sep07 to Oct09 Sep07 to Oct09 Sep07 to Oct09 Jul07 to Aug09
Maturity #mos 119 118 118 118 116
Accrued Interest 1,144,319.73 1,144,319.73 1,144,319.73 1,144,319.73 1,144,319.73
Total Collat Loss 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%)
Prepay At 0 CPR At 25 CPR At 50 CPR At 75 CPR At 100 CPR
No prepays
Lockout and penalties Include penalty Include penalty Include penalty Include penalty Include penalty
Extension, if balloon None None None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At 0 CDR At 0 CDR At 0 CDR At 0 CDR
Loss Severity 0 0 0 0 0
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- ------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<PAGE>
FUNB-ONLY_RED, Class AAA_2--Price/Yield
<TABLE>
- ---------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
CUSIP Face $353,379,000.00 Settle at Pricing
Coupon 7.286 Original Balance $353,379,000.00 Accrual begins 12/1/1999
Delay 14 Current Balance $353,379,000.00 Factor Date N/A
Stated Maturity N/A Factor 1 ---------------------------------
Type SEN FIX -------------------------------------
- -----------------------------
</TABLE>
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
0CPR; YM; 50CPR; YM; 75CPR; YM; 100CPR; YM;
EXT0MO 100% 25CPR; YM; EXT0MO 100% EXT0MO 100% EXT0MO 100%
0% RULES; EXT0MO 100% 0% RULES; 0% RULES; 0% RULES;
0CDR,0% ADV100% 0% RULES; 0CDR, 0CDR,0% ADV100% 0CDR,0% ADV100% 0CDR,0% ADV100%
PRICE LAG12 0% ADV100% LAG12 LAG12 LAG12 LAG12
Yield
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
98-16 7.5788 7.5789 7.5791 7.5793 7.5811
98-24 7.5413 7.5414 7.5415 7.5417 7.5431
99-00 7.5039 7.5040 7.5041 7.5042 7.5053
99-08 7.4667 7.4667 7.4668 7.4669 7.4676
99-16 7.4296 7.4296 7.4296 7.4297 7.4300
99-24 7.3925 7.3926 7.3926 7.3926 7.3925
100-00 7.3557 7.3556 7.3556 7.3556 7.3551
100-08 7.3189 7.3189 7.3188 7.3187 7.3179
100-16 7.2822 7.2822 7.2821 7.2820 7.2808
100-24 7.2457 7.2456 7.2455 7.2454 7.2438
101-00 7.2093 7.2092 7.2091 7.2089 7.2069
101-08 7.1730 7.1729 7.1727 7.1725 7.1702
101-16 7.1368 7.1367 7.1365 7.1362 7.1335
101-24 7.1008 7.1006 7.1004 7.1000 7.0970
102-00 7.0648 7.0646 7.0644 7.0640 7.0606
102-08 7.0290 7.0287 7.0285 7.0281 7.0243
102-16 6.9933 6.9930 6.9927 6.9922 6.9881
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
Spread @ Center Price 118 118 118 118 118
WAL 9.76317 9.75416 9.74340 9.72748 9.58566
Mod Durn 6.777 6.773 6.767 6.760 6.692
Mod Convexity 0.597 0.596 0.595 0.593 0.580
Principal Window Jun09 to Nov09 May09 to Nov09 May09 to Oct09 Apr09 to Oct09 Mar09 to Sep09
Maturity #mos 119 119 118 118 117
Accrued Interest 1,144,319.73 1,144,319.73 1,144,319.73 1,144,319.73 1,144,319.73
Total Collat Loss 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%)
Prepay At 0 CPR At 25 CPR At 50 CPR At 75 CPR At 100 CPR
No prepays During any YM During any YM During any YM During any YM During any YM
Lockout and penalties Include penalty Include penalty Include penalty Include penalty Include penalty
Extension, if balloon None None None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At 0 CDR At 0 CDR At 0 CDR At 0 CDR
Loss Severity 0 0 0 0 0
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<PAGE>
FUNB-ONLY_RED, Class AAA_2--Price/Yield
<TABLE>
- ---------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
CUSIP Face $353,379,000.00 Settle at Pricing
Coupon 7.286 Original Balance $353,379,000.00 Accrual begins 12/1/1999
Delay 14 Current Balance $353,379,000.00 Factor Date N/A
Stated Maturity N/A Factor 1 ---------------------------------
Type SEN FIX ------------------------------------
- ------------------------------
</TABLE>
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------
0CPR; EXT0MO 0CPR; EXT0MO 100% 0CPR; EXT0MO 0CPR; EXT0MO
100% 0% RULES; 0% RULES; 100% 0% RULES; 100% 0% RULES;
0CDR,35% ADV100% 0 FOR 24 1CDR, 0 FOR 24 2CDR, 0 FOR 24 3CDR,
PRICE LAG12 35% ADV100% LAG12 35% ADV100% LAG12 35% ADV100% LAG12
Yield
- ------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
99-16 7.4296 7.4297 7.4299 7.4302
99-24 7.3925 7.3925 7.3925 7.3925
100-00 7.3557 7.3555 7.3552 7.3549
100-08 7.3189 7.3186 7.3180 7.3174
100-16 7.2822 7.2818 7.2809 7.2800
100-24 7.2457 7.2451 7.2440 7.2428
101-00 7.2093 7.2085 7.2071 7.2057
101-08 7.1730 7.1721 7.1704 7.1687
101-16 7.1368 7.1357 7.1338 7.1318
101-24 7.1008 7.0995 7.0973 7.0950
102-00 7.0648 7.0634 7.0609 7.0584
102-08 7.0290 7.0274 7.0247 7.0219
102-16 6.9933 6.9916 6.9886 6.9854
102-24 6.9576 6.9558 6.9525 6.9491
103-00 6.9221 6.9202 6.9166 6.9129
103-08 6.8867 6.8846 6.8808 6.8769
103-16 6.8515 6.8492 6.8451 6.8409
- ------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------
Spread @ Center Price 103 103 103 103
WAL 9.76317 9.70693 9.60959 9.51108
Mod Durn 6.797 6.769 6.719 6.668
Mod Convexity 0.599 0.594 0.585 0.577
Principal Window Jun09 to Nov09 Dec07 to Nov09 Sep07 to Nov09 Mar07 to Nov09
Maturity #mos 119 119 119 119
Accrued Interest 1,144,319.73 1,144,319.73 1,144,319.73 1,144,319.73
Total Collat Loss 0.00 (0.00%) 14,601,036.50 (2.06%) 28,356,073.15 (4.01%) 41,310,890.81 (5.84%)
Prepay At 0 CPR At 0 CPR At 0 CPR At 0 CPR
No prepays
Lockout and penalties Include penalty Include penalty Include penalty Include penalty
Extension, if balloon None None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At 0 for 24 1 CDR At 0 for 24 2 CDR At 0 for 24 3 CDR
Loss Severity 0.35 0.35 0.35 0.35
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- ------------------------------------------------------------------------------------------------------------
<CAPTION>
- ------------------------------------------------------------------------
0CPR; EXT0MO 100% 0CPR; EXT0MO
0% RULES; 0 FOR 100% 0% RULES;
0 24 4CDR,35% ADV100% 0 FOR 24 5CDR,
PRICE LAG12 35% ADV100% LAG12
- ------------------------------------------------------------------------
<S> <C> <C>
99-16 7.4305 7.4308
99-24 7.3924 7.3923
100-00 7.3544 7.3540
100-08 7.3166 7.3157
100-16 7.2789 7.2776
100-24 7.2413 7.2396
101-00 7.2038 7.2017
101-08 7.1665 7.1640
101-16 7.1292 7.1263
101-24 7.0921 7.0888
102-00 7.0551 7.0514
102-08 7.0183 7.0141
102-16 6.9815 6.9769
102-24 6.9448 6.9399
103-00 6.9083 6.9030
103-08 6.8719 6.8661
103-16 6.8356 6.8294
- ------------------------------------------------------------------------
- ------------------------------------------------------------------------
Spread @ Center Price 103 103
WAL 9.39125 9.25849
Mod Durn 6.605 6.533
Mod Convexity 0.566 0.555
Principal Window Jul06 to Nov09 Jan06 to Nov09
Maturity #mos 119 119
Accrued Interest 1,144,319.73 1,144,319.73
Total Collat Loss 53,508,912.47 (7.56%) 64,991,328.89 (9.19%)
Prepay At 0 CPR At 0 CPR
No prepays
Lockout and penalties Include penalty Include penalty
Extension, if balloon None None
Increase Coupon
Pay Exten Princ
Default At 0 for 24 4 CDR At 0 for 24 5 CDR
Loss Severity 0.35 0.35
Servicer Advances 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos
Optional Redemption
- ------------------------------------------------------------------------
</TABLE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<PAGE>
FUNB-ONLY_RED, Class AAA_2--Price/Yield
<TABLE>
- ---------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
CUSIP Face $353,379,000.00 Settle at Pricing
Coupon 7.286 Original Balance $353,379,000.00 Accrual begins 12/1/1999
Delay 14 Current Balance $353,379,000.00 Factor Date N/A
Stated Maturity N/A Factor 1 ---------------------------------
Type SEN FIX ------------------------------------
- ------------------------------
</TABLE>
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
<TABLE>
<CAPTION>
- -------------------------------------------------------------------------------------------------------------
50CPR; Ext0mo 50CPR; Ext0mo 50CPR; Ext0mo 50CPR; Ext0mo
100% 0% rules; 100% 0% rules; 100% 0% rules; 100% 0% rules;
0CDR,35% 0 for 24 0 for 24 0 for 24
PRICE adv100% lag12 1CDR,35% adv100% 2CDR,35% adv100% 3CDR,35% adv100%
lag12 lag12 lag12
Yield
- -------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
99-16 7.4303 7.4312 7.4331 7.4352
99-24 7.3929 7.3934 7.3949 7.3965
100-00 7.3556 7.3558 7.3568 7.3580
100-08 7.3184 7.3183 7.3189 7.3196
100-16 7.2813 7.2809 7.2811 7.2813
100-24 7.2443 7.2437 7.2434 7.2431
101-00 7.2075 7.2065 7.2058 7.2051
101-08 7.1708 7.1695 7.1684 7.1672
101-16 7.1342 7.1326 7.1311 7.1294
101-24 7.0977 7.0958 7.0939 7.0917
102-00 7.0613 7.0591 7.0568 7.0542
102-08 7.0251 7.0225 7.0198 7.0167
102-16 6.9889 6.9861 6.9830 6.9794
102-24 6.9529 6.9498 6.9462 6.9422
103-00 6.9170 6.9136 6.9096 6.9051
103-08 6.8812 6.8775 6.8731 6.8681
103-16 6.8455 6.8415 6.8367 6.8313
- -------------------------------------------------------------------------------------------------------------
- -------------------------------------------------------------------------------------------------------------
Spread @ Center Price 103 103 104 104
WAL 9.60787 9.50115 9.36322 9.21231
Mod Durn 6.718 6.663 6.589 6.506
Mod Convexity 0.585 0.576 0.564 0.551
Principal Window Sep07 to Oct09 Nov06 to Oct09 Jan06 to Oct09 Jun05 to Oct09
Maturity #mos 118 118 118 118
Accrued Interest 1,144,319.73 1,144,319.73 1,144,319.73 1,144,319.73
Total Collat Loss 0.00 (0.00%) 13,582,000.52 (1.92%) 26,416,234.94 (3.73%) 38,539,338.51 (5.45%)
Prepay At 50 CPR At 50 CPR At 50 CPR At 50 CPR
No prepays
Lockout and penalties Include penalty Include penalty Include penalty Include penalty
Extension, if balloon None None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At 0 for 24 1 CDR At 0 for 24 2 CDR At 0 for 24 3 CDR
Loss Severity 0.35 0.35 0.35 0.35
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- -------------------------------------------------------------------------------------------------------------
<CAPTION>
- ---------------------------------------------------------------------
50CPR; Ext0mo 50CPR; Ext0mo
100% 0% rules; 100% 0% rules;
0 for 24 0 for 24
PRICE 4CDR,35% adv100% 5CDR,35% adv100%
lag12 lag12
- ---------------------------------------------------------------------
<S> <C> <C>
99-16 7.4373 7.4388
99-24 7.3981 7.3991
100-00 7.3591 7.3595
100-08 7.3201 7.3200
100-16 7.2813 7.2807
100-24 7.2427 7.2415
101-00 7.2041 7.2024
101-08 7.1657 7.1635
101-16 7.1274 7.1247
101-24 7.0892 7.0860
102-00 7.0512 7.0474
102-08 7.0132 7.0089
102-16 6.9754 6.9706
102-24 6.9377 6.9324
103-00 6.9001 6.8943
103-08 6.8627 6.8564
103-16 6.8253 6.8185
- ---------------------------------------------------------------------
- ---------------------------------------------------------------------
Spread @ Center Price 104 104
WAL 9.05774 8.90390
Mod Durn 6.420 6.335
Mod Convexity 0.538 0.525
Principal Window Feb05 to Oct09 Dec04 to Oct09
Maturity #mos 118 118
Accrued Interest 1,144,319.73 1,144,319.73
Total Collat Loss 49,986,420.87 (7.07%) 60,791,119.70 (8.59%)
Prepay At 50 CPR At 50 CPR
No prepays
Lockout and penalties Include penalty Include penalty
Extension, if balloon None None
Increase Coupon
Pay Exten Princ
Default At 0 for 24 4 CDR At 0 for 24 5 CDR
Loss Severity 0.35 0.35
Servicer Advances 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos
Optional Redemption
- ---------------------------------------------------------------------
</TABLE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<PAGE>
FUNB-ONLY_RED, Class AAA_2--Price/Yield
<TABLE>
- ---------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
CUSIP Face $353,379,000.00 Settle at Pricing
Coupon 7.286 Original Balance $353,379,000.00 Accrual begins 12/1/1999
Delay 14 Current Balance $353,379,000.00 Factor Date N/A
Stated Maturity N/A Factor 1 ---------------------------------
Type SEN FIX ------------------------------------
- ------------------------------
</TABLE>
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
<TABLE>
<CAPTION>
0CPR; Ext0mo 0CPR; Ext24mo 25CPR; Ext24mo 50CPR; Ext24mo
100% 0% rules; 100% 0% rules; 100% 0% rules; 100% 0% rules;
0CDR,35% 0CDR,35% 0CDR,35% 0CDR,35%
adv100% lag12 adv100% lag12 adv100% lag12 adv100% lag12
PRICE Yield
- --------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
98-16 7.5788 7.5584 7.5691 7.5749
98-24 7.5413 7.5251 7.5339 7.5383
99-00 7.5039 7.4919 7.4989 7.5018
99-08 7.4667 7.4589 7.4639 7.4654
99-16 7.4296 7.4259 7.4291 7.4292
99-24 7.3925 7.3931 7.3944 7.3930
100-00 7.3557 7.3604 7.3598 7.3570
100-08 7.3189 7.3278 7.3254 7.3211
100-16 7.2822 7.2953 7.2910 7.2853
100-24 7.2457 7.2629 7.2568 7.2497
101-00 7.2093 7.2306 7.2227 7.2141
101-08 7.1730 7.1984 7.1887 7.1787
101-16 7.1368 7.1663 7.1547 7.1434
101-24 7.1008 7.1343 7.1210 7.1081
102-00 7.0648 7.1025 7.0873 7.0730
102-08 7.0290 7.0707 7.0537 7.0381
102-16 6.9933 7.0390 7.0202 7.0032
- --------------------------------------------------------------------------------------------------------------
- --------------------------------------------------------------------------------------------------------------
Spread @ Center Price 118 118 118 118
WAL 9.76317 11.70230 10.76987 10.12239
Mod Durn 6.777 7.641 7.230 6.940
Mod Convexity 0.597 0.779 0.691 0.630
Principal Window Jun09 to Nov09 Oct09 to Nov11 Jun08 to Oct11 Nov07 to Feb11
Maturity #mos 119 143 142 134
Accrued Interest 1,144,319.73 1,144,319.73 1,144,319.73 1,144,319.73
Total Collat Loss 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%)
Prepay At 0 CPR At 0 CPR At 25 CPR At 50 CPR
No prepays
Lockout and penalties Include penalty Include penalty Include penalty Include penalty
Extension, if balloon None Extend 100% 24 mos Extend 100% 24 mos Extend 100% 24 mos
Increase Coupon 0% for extension 0% for extension 0% for extension
Pay Exten Princ By pre-exten rules By pre-exten rules By pre-exten rules
Default At 0 CDR At 0 CDR At 0 CDR At 0 CDR
Loss Severity 0.35 0.35 0.35 0.35
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- --------------------------------------------------------------------------------------------------------------
<CAPTION>
- ---------------------------------------------------------------------
75CPR; Ext24mo 100CPR; Ext24mo
100% 0% rules; 100% 0% rules;
0CDR,35% 0CDR,35%
adv100% lag12 adv100% lag12
PRICE
- ---------------------------------------------------------------------
<S> <C> <C>
98-16 7.5785 7.5830
98-24 7.5411 7.5447
99-00 7.5038 7.5064
99-08 7.4666 7.4683
99-16 7.4296 7.4303
99-24 7.3926 7.3924
100-00 7.3558 7.3547
100-08 7.3191 7.3171
100-16 7.2826 7.2795
100-24 7.2461 7.2422
101-00 7.2098 7.2049
101-08 7.1735 7.1677
101-16 7.1374 7.1307
101-24 7.1014 7.0938
102-00 7.0656 7.0570
102-08 7.0298 7.0203
102-16 6.9941 6.9837
- ---------------------------------------------------------------------
- ---------------------------------------------------------------------
Spread @ Center Price 118 118
WAL 9.79922 9.44908
Mod Durn 6.790 6.621
Mod Convexity 0.600 0.568
Principal Window Sep07 to May10 Jul07 to Aug09
Maturity #mos 125 116
Accrued Interest 1,144,319.73 1,144,319.73
Total Collat Loss 0.00 (0.00%) 0.00 (0.00%)
Prepay At 75 CPR At 100 CPR
No prepays
Lockout and penalties Include penalty Include penalty
Extension, if balloon Extend 100% 24 mos Extend 100% 24 mos
Increase Coupon 0% for extension 0% for extension
Pay Exten Princ By pre-exten rules By pre-exten rules
Default At 0 CDR At 0 CDR
Loss Severity 0.35 0.35
Servicer Advances 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos
Optional Redemption
- ---------------------------------------------------------------------
</TABLE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
FUNB-ONLY_RED, Class AAA_2
<TABLE>
<S> <C> <C> <C> <C>
CUSIP Face $353,379,000.00 Settle at Pricing
Coupon 7.286 Original Balance $353,379,000.00 Accrual begins 12/1/99
Delay 14 Current Balance $353,379,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
Type SEN FIX WAL 9.76317 yrs
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
Prepay: At 0 CPR No prepays: Lockout and penalties: Include penalty
Default: At 0 CDR Loss Severity: 35% Servicer Advances: 100% of P & I Recovery Lag: 12 mos
Extension, if balloon: None Increase Coupon: Pay Exten Princ:
Optional Redemption:
</TABLE>
<TABLE>
<CAPTION>
Period / Date Principal Interest Cash Flow Balance Prepay Penalty
<S> <C> <C> <C> <C> <C>
Total 353,379,000.00 251,517,162.54 604,896,162.54 0.00
0. Dec 17, 99 0.00 0.00 0.00 353,379,000.00 0.00
1. Jan 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
2. Feb 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
3. Mar 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
4. Apr 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
5. May 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
6. Jun 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
7. Jul 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
8. Aug 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
9. Sep 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
10. Oct 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
11. Nov 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
<CAPTION>
Period / Date Princ Writedown Accrued Interest Interest Shortfall Coupon
<S> <C> <C> <C> <C>
Total 0.00 251,517,162.54 0.00
0. Dec 17, 99 0.00 0.00 0.00 0.0000
1. Jan 15, 00 0.00 2,145,599.50 0.00 7.2860
2. Feb 15, 00 0.00 2,145,599.50 0.00 7.2860
3. Mar 15, 00 0.00 2,145,599.50 0.00 7.2860
4. Apr 15, 00 0.00 2,145,599.50 0.00 7.2860
5. May 15, 00 0.00 2,145,599.50 0.00 7.2860
6. Jun 15, 00 0.00 2,145,599.50 0.00 7.2860
7. Jul 15, 00 0.00 2,145,599.50 0.00 7.2860
8. Aug 15, 00 0.00 2,145,599.50 0.00 7.2860
9. Sep 15, 00 0.00 2,145,599.50 0.00 7.2860
10. Oct 15, 00 0.00 2,145,599.50 0.00 7.2860
11. Nov 15, 00 0.00 2,145,599.50 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
12. Dec 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
13. Jan 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
14. Feb 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
15. Mar 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
16. Apr 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
17. May 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
18. Jun 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
19. Jul 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
20. Aug 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
21. Sep 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
22. Oct 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
23. Nov 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
24. Dec 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
25. Jan 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
26. Feb 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
27. Mar 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
28. Apr 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
29. May 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
30. Jun 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
31. Jul 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
32. Aug 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
33. Sep 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
34. Oct 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
35. Nov 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
36. Dec 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
37. Jan 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
38. Feb 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
39. Mar 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
40. Apr 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
41. May 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
<CAPTION>
<S> <C> <C> <C> <C>
12. Dec 15, 00 0.00 2,145,599.50 0.00 7.2860
13. Jan 15, 01 0.00 2,145,599.50 0.00 7.2860
14. Feb 15, 01 0.00 2,145,599.50 0.00 7.2860
15. Mar 15, 01 0.00 2,145,599.50 0.00 7.2860
16. Apr 15, 01 0.00 2,145,599.50 0.00 7.2860
17. May 15, 01 0.00 2,145,599.50 0.00 7.2860
18. Jun 15, 01 0.00 2,145,599.50 0.00 7.2860
19. Jul 15, 01 0.00 2,145,599.50 0.00 7.2860
20. Aug 15, 01 0.00 2,145,599.50 0.00 7.2860
21. Sep 15, 01 0.00 2,145,599.50 0.00 7.2860
22. Oct 15, 01 0.00 2,145,599.50 0.00 7.2860
23. Nov 15, 01 0.00 2,145,599.50 0.00 7.2860
24. Dec 15, 01 0.00 2,145,599.50 0.00 7.2860
25. Jan 15, 02 0.00 2,145,599.50 0.00 7.2860
26. Feb 15, 02 0.00 2,145,599.50 0.00 7.2860
27. Mar 15, 02 0.00 2,145,599.50 0.00 7.2860
28. Apr 15, 02 0.00 2,145,599.50 0.00 7.2860
29. May 15, 02 0.00 2,145,599.50 0.00 7.2860
30. Jun 15, 02 0.00 2,145,599.50 0.00 7.2860
31. Jul 15, 02 0.00 2,145,599.50 0.00 7.2860
32. Aug 15, 02 0.00 2,145,599.50 0.00 7.2860
33. Sep 15, 02 0.00 2,145,599.50 0.00 7.2860
34. Oct 15, 02 0.00 2,145,599.50 0.00 7.2860
35. Nov 15, 02 0.00 2,145,599.50 0.00 7.2860
36. Dec 15, 02 0.00 2,145,599.50 0.00 7.2860
37. Jan 15, 03 0.00 2,145,599.50 0.00 7.2860
38. Feb 15, 03 0.00 2,145,599.50 0.00 7.2860
39. Mar 15, 03 0.00 2,145,599.50 0.00 7.2860
40. Apr 15, 03 0.00 2,145,599.50 0.00 7.2860
41. May 15, 03 0.00 2,145,599.50 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
42. Jun 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
43. Jul 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
44. Aug 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
45. Sep 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
46. Oct 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
47. Nov 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
48. Dec 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
49. Jan 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
50. Feb 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
51. Mar 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
52. Apr 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
53. May 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
54. Jun 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
55. Jul 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
56. Aug 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
57. Sep 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
58. Oct 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
59. Nov 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
60. Dec 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
61. Jan 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
62. Feb 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
63. Mar 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
64. Apr 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
65. May 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
66. Jun 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
67. Jul 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
68. Aug 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
69. Sep 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
70. Oct 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
71. Nov 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
<CAPTION>
<S> <C> <C> <C> <C>
42. Jun 15, 03 0.00 2,145,599.50 0.00 7.2860
43. Jul 15, 03 0.00 2,145,599.50 0.00 7.2860
44. Aug 15, 03 0.00 2,145,599.50 0.00 7.2860
45. Sep 15, 03 0.00 2,145,599.50 0.00 7.2860
46. Oct 15, 03 0.00 2,145,599.50 0.00 7.2860
47. Nov 15, 03 0.00 2,145,599.50 0.00 7.2860
48. Dec 15, 03 0.00 2,145,599.50 0.00 7.2860
49. Jan 15, 04 0.00 2,145,599.50 0.00 7.2860
50. Feb 15, 04 0.00 2,145,599.50 0.00 7.2860
51. Mar 15, 04 0.00 2,145,599.50 0.00 7.2860
52. Apr 15, 04 0.00 2,145,599.50 0.00 7.2860
53. May 15, 04 0.00 2,145,599.50 0.00 7.2860
54. Jun 15, 04 0.00 2,145,599.50 0.00 7.2860
55. Jul 15, 04 0.00 2,145,599.50 0.00 7.2860
56. Aug 15, 04 0.00 2,145,599.50 0.00 7.2860
57. Sep 15, 04 0.00 2,145,599.50 0.00 7.2860
58. Oct 15, 04 0.00 2,145,599.50 0.00 7.2860
59. Nov 15, 04 0.00 2,145,599.50 0.00 7.2860
60. Dec 15, 04 0.00 2,145,599.50 0.00 7.2860
61. Jan 15, 05 0.00 2,145,599.50 0.00 7.2860
62. Feb 15, 05 0.00 2,145,599.50 0.00 7.2860
63. Mar 15, 05 0.00 2,145,599.50 0.00 7.2860
64. Apr 15, 05 0.00 2,145,599.50 0.00 7.2860
65. May 15, 05 0.00 2,145,599.50 0.00 7.2860
66. Jun 15, 05 0.00 2,145,599.50 0.00 7.2860
67. Jul 15, 05 0.00 2,145,599.50 0.00 7.2860
68. Aug 15, 05 0.00 2,145,599.50 0.00 7.2860
69. Sep 15, 05 0.00 2,145,599.50 0.00 7.2860
70. Oct 15, 05 0.00 2,145,599.50 0.00 7.2860
71. Nov 15, 05 0.00 2,145,599.50 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
72. Dec 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
73. Jan 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
74. Feb 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
75. Mar 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
76. Apr 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
77. May 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
78. Jun 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
79. Jul 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
80. Aug 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
81. Sep 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
82. Oct 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
83. Nov 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
84. Dec 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
85. Jan 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
86. Feb 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
87. Mar 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
88. Apr 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
89. May 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
90. Jun 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
91. Jul 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
92. Aug 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
93. Sep 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
94. Oct 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
95. Nov 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
96. Dec 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
97. Jan 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
98. Feb 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
99. Mar 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
100. Apr 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
101. May 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
<CAPTION>
<S> <C> <C> <C> <C>
72. Dec 15, 05 0.00 2,145,599.50 0.00 7.2860
73. Jan 15, 06 0.00 2,145,599.50 0.00 7.2860
74. Feb 15, 06 0.00 2,145,599.50 0.00 7.2860
75. Mar 15, 06 0.00 2,145,599.50 0.00 7.2860
76. Apr 15, 06 0.00 2,145,599.50 0.00 7.2860
77. May 15, 06 0.00 2,145,599.50 0.00 7.2860
78. Jun 15, 06 0.00 2,145,599.50 0.00 7.2860
79. Jul 15, 06 0.00 2,145,599.50 0.00 7.2860
80. Aug 15, 06 0.00 2,145,599.50 0.00 7.2860
81. Sep 15, 06 0.00 2,145,599.50 0.00 7.2860
82. Oct 15, 06 0.00 2,145,599.50 0.00 7.2860
83. Nov 15, 06 0.00 2,145,599.50 0.00 7.2860
84. Dec 15, 06 0.00 2,145,599.50 0.00 7.2860
85. Jan 15, 07 0.00 2,145,599.50 0.00 7.2860
86. Feb 15, 07 0.00 2,145,599.50 0.00 7.2860
87. Mar 15, 07 0.00 2,145,599.50 0.00 7.2860
88. Apr 15, 07 0.00 2,145,599.50 0.00 7.2860
89. May 15, 07 0.00 2,145,599.50 0.00 7.2860
90. Jun 15, 07 0.00 2,145,599.50 0.00 7.2860
91. Jul 15, 07 0.00 2,145,599.50 0.00 7.2860
92. Aug 15, 07 0.00 2,145,599.50 0.00 7.2860
93. Sep 15, 07 0.00 2,145,599.50 0.00 7.2860
94. Oct 15, 07 0.00 2,145,599.50 0.00 7.2860
95. Nov 15, 07 0.00 2,145,599.50 0.00 7.2860
96. Dec 15, 07 0.00 2,145,599.50 0.00 7.2860
97. Jan 15, 08 0.00 2,145,599.50 0.00 7.2860
98. Feb 15, 08 0.00 2,145,599.50 0.00 7.2860
99. Mar 15, 08 0.00 2,145,599.50 0.00 7.2860
100. Apr 15, 08 0.00 2,145,599.50 0.00 7.2860
101. May 15, 08 0.00 2,145,599.50 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
102. Jun 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
103. Jul 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
104. Aug 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
105. Sep 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
106. Oct 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
107. Nov 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
108. Dec 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
109. Jan 15, 09 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
110. Feb 15, 09 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
111. Mar 15, 09 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
112. Apr 15, 09 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
113. May 15, 09 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
114. Jun 15, 09 550,179.54 2,145,599.50 2,695,779.04 352,828,820.46 0.00
115. Jul 15, 09 32,318,425.37 2,142,258.99 34,460,684.36 320,510,395.08 0.00
116. Aug 15, 09 24,754,543.99 1,946,032.28 26,700,576.27 295,755,851.10 0.00
117. Sep 15, 09 135,143,541.80 1,795,730.94 136,939,272.74 160,612,309.30 0.00
118. Oct 15, 09 150,794,001.91 975,184.40 151,769,186.32 9,818,307.39 0.00
119. Nov 15, 09 9,818,307.39 59,613.49 9,877,920.88 0.00 0.00
<CAPTION>
<S> <C> <C> <C> <C>
102. Jun 15, 08 0.00 2,145,599.50 0.00 7.2860
103. Jul 15, 08 0.00 2,145,599.50 0.00 7.2860
104. Aug 15, 08 0.00 2,145,599.50 0.00 7.2860
105. Sep 15, 08 0.00 2,145,599.50 0.00 7.2860
106. Oct 15, 08 0.00 2,145,599.50 0.00 7.2860
107. Nov 15, 08 0.00 2,145,599.50 0.00 7.2860
108. Dec 15, 08 0.00 2,145,599.50 0.00 7.2860
109. Jan 15, 09 0.00 2,145,599.50 0.00 7.2860
110. Feb 15, 09 0.00 2,145,599.50 0.00 7.2860
111. Mar 15, 09 0.00 2,145,599.50 0.00 7.2860
112. Apr 15, 09 0.00 2,145,599.50 0.00 7.2860
113. May 15, 09 0.00 2,145,599.50 0.00 7.2860
114. Jun 15, 09 0.00 2,145,599.50 0.00 7.2860
115. Jul 15, 09 0.00 2,142,258.99 0.00 7.2860
116. Aug 15, 09 0.00 1,946,032.28 0.00 7.2860
117. Sep 15, 09 0.00 1,795,730.94 0.00 7.2860
118. Oct 15, 09 0.00 975,184.40 0.00 7.2860
119. Nov 15, 09 0.00 59,613.49 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
FUNB-ONLY_RED, Class AAA_2
<TABLE>
<S> <C> <C> <C> <C>
CUSIP Face $353,379,000.00 Settle at Pricing
Coupon 7.286 Original Balance $353,379,000.00 Accrual begins 12/1/99
Delay 14 Current Balance $353,379,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
Type SEN FIX WAL 9.44908 yrs
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
Prepay: At 100 CPR No prepays: Lockout and penalties: Include penalty
Default: At 0 CDR Loss Severity: 35% Servicer Advances: 100% of P & I Recovery Lag: 12 mos
Extension, if balloon: None Increase Coupon: Pay Exten Princ:
Optional Redemption:
</TABLE>
<TABLE>
<CAPTION>
Period / Date Principal Interest Cash Flow Balance Prepay Penalty
<S> <C> <C> <C> <C> <C>
Total 353,379,000.00 243,430,409.60 596,809,409.60 0.00
0. Dec 17, 99 0.00 0.00 0.00 353,379,000.00 0.00
1. Jan 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
2. Feb 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
3. Mar 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
4. Apr 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
5. May 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
6. Jun 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
7. Jul 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
8. Aug 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
9. Sep 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
10. Oct 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
11. Nov 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
<CAPTION>
Period / Date Princ Writedown Accrued Interest Interest Shortfall Coupon
<S> <C> <C> <C> <C>
Total 0.00 243,430,409.60 0.00
0. Dec 17, 99 0.00 0.00 0.00 0.0000
1. Jan 15, 00 0.00 2,145,599.50 0.00 7.2860
2. Feb 15, 00 0.00 2,145,599.50 0.00 7.2860
3. Mar 15, 00 0.00 2,145,599.50 0.00 7.2860
4. Apr 15, 00 0.00 2,145,599.50 0.00 7.2860
5. May 15, 00 0.00 2,145,599.50 0.00 7.2860
6. Jun 15, 00 0.00 2,145,599.50 0.00 7.2860
7. Jul 15, 00 0.00 2,145,599.50 0.00 7.2860
8. Aug 15, 00 0.00 2,145,599.50 0.00 7.2860
9. Sep 15, 00 0.00 2,145,599.50 0.00 7.2860
10. Oct 15, 00 0.00 2,145,599.50 0.00 7.2860
11. Nov 15, 00 0.00 2,145,599.50 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
12. Dec 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
13. Jan 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
14. Feb 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
15. Mar 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
16. Apr 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
17. May 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
18. Jun 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
19. Jul 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
20. Aug 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
21. Sep 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
22. Oct 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
23. Nov 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
24. Dec 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
25. Jan 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
26. Feb 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
27. Mar 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
28. Apr 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
29. May 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
30. Jun 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
31. Jul 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
32. Aug 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
33. Sep 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
34. Oct 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
35. Nov 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
36. Dec 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
37. Jan 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
38. Feb 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
39. Mar 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
40. Apr 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
41. May 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
<CAPTION>
<S> <C> <C> <C> <C>
12. Dec 15, 00 0.00 2,145,599.50 0.00 7.2860
13. Jan 15, 01 0.00 2,145,599.50 0.00 7.2860
14. Feb 15, 01 0.00 2,145,599.50 0.00 7.2860
15. Mar 15, 01 0.00 2,145,599.50 0.00 7.2860
16. Apr 15, 01 0.00 2,145,599.50 0.00 7.2860
17. May 15, 01 0.00 2,145,599.50 0.00 7.2860
18. Jun 15, 01 0.00 2,145,599.50 0.00 7.2860
19. Jul 15, 01 0.00 2,145,599.50 0.00 7.2860
20. Aug 15, 01 0.00 2,145,599.50 0.00 7.2860
21. Sep 15, 01 0.00 2,145,599.50 0.00 7.2860
22. Oct 15, 01 0.00 2,145,599.50 0.00 7.2860
23. Nov 15, 01 0.00 2,145,599.50 0.00 7.2860
24. Dec 15, 01 0.00 2,145,599.50 0.00 7.2860
25. Jan 15, 02 0.00 2,145,599.50 0.00 7.2860
26. Feb 15, 02 0.00 2,145,599.50 0.00 7.2860
27. Mar 15, 02 0.00 2,145,599.50 0.00 7.2860
28. Apr 15, 02 0.00 2,145,599.50 0.00 7.2860
29. May 15, 02 0.00 2,145,599.50 0.00 7.2860
30. Jun 15, 02 0.00 2,145,599.50 0.00 7.2860
31. Jul 15, 02 0.00 2,145,599.50 0.00 7.2860
32. Aug 15, 02 0.00 2,145,599.50 0.00 7.2860
33. Sep 15, 02 0.00 2,145,599.50 0.00 7.2860
34. Oct 15, 02 0.00 2,145,599.50 0.00 7.2860
35. Nov 15, 02 0.00 2,145,599.50 0.00 7.2860
36. Dec 15, 02 0.00 2,145,599.50 0.00 7.2860
37. Jan 15, 03 0.00 2,145,599.50 0.00 7.2860
38. Feb 15, 03 0.00 2,145,599.50 0.00 7.2860
39. Mar 15, 03 0.00 2,145,599.50 0.00 7.2860
40. Apr 15, 03 0.00 2,145,599.50 0.00 7.2860
41. May 15, 03 0.00 2,145,599.50 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
42. Jun 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
43. Jul 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
44. Aug 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
45. Sep 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
46. Oct 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
47. Nov 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
48. Dec 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
49. Jan 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
50. Feb 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
51. Mar 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
52. Apr 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
53. May 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
54. Jun 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
55. Jul 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
56. Aug 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
57. Sep 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
58. Oct 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
59. Nov 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
60. Dec 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
61. Jan 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
62. Feb 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
63. Mar 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
64. Apr 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
65. May 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
66. Jun 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
67. Jul 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
68. Aug 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
69. Sep 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
70. Oct 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
71. Nov 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
<CAPTION>
<S> <C> <C> <C> <C>
42. Jun 15, 03 0.00 2,145,599.50 0.00 7.2860
43. Jul 15, 03 0.00 2,145,599.50 0.00 7.2860
44. Aug 15, 03 0.00 2,145,599.50 0.00 7.2860
45. Sep 15, 03 0.00 2,145,599.50 0.00 7.2860
46. Oct 15, 03 0.00 2,145,599.50 0.00 7.2860
47. Nov 15, 03 0.00 2,145,599.50 0.00 7.2860
48. Dec 15, 03 0.00 2,145,599.50 0.00 7.2860
49. Jan 15, 04 0.00 2,145,599.50 0.00 7.2860
50. Feb 15, 04 0.00 2,145,599.50 0.00 7.2860
51. Mar 15, 04 0.00 2,145,599.50 0.00 7.2860
52. Apr 15, 04 0.00 2,145,599.50 0.00 7.2860
53. May 15, 04 0.00 2,145,599.50 0.00 7.2860
54. Jun 15, 04 0.00 2,145,599.50 0.00 7.2860
55. Jul 15, 04 0.00 2,145,599.50 0.00 7.2860
56. Aug 15, 04 0.00 2,145,599.50 0.00 7.2860
57. Sep 15, 04 0.00 2,145,599.50 0.00 7.2860
58. Oct 15, 04 0.00 2,145,599.50 0.00 7.2860
59. Nov 15, 04 0.00 2,145,599.50 0.00 7.2860
60. Dec 15, 04 0.00 2,145,599.50 0.00 7.2860
61. Jan 15, 05 0.00 2,145,599.50 0.00 7.2860
62. Feb 15, 05 0.00 2,145,599.50 0.00 7.2860
63. Mar 15, 05 0.00 2,145,599.50 0.00 7.2860
64. Apr 15, 05 0.00 2,145,599.50 0.00 7.2860
65. May 15, 05 0.00 2,145,599.50 0.00 7.2860
66. Jun 15, 05 0.00 2,145,599.50 0.00 7.2860
67. Jul 15, 05 0.00 2,145,599.50 0.00 7.2860
68. Aug 15, 05 0.00 2,145,599.50 0.00 7.2860
69. Sep 15, 05 0.00 2,145,599.50 0.00 7.2860
70. Oct 15, 05 0.00 2,145,599.50 0.00 7.2860
71. Nov 15, 05 0.00 2,145,599.50 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
72. Dec 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
73. Jan 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
74. Feb 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
75. Mar 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
76. Apr 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
77. May 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
78. Jun 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
79. Jul 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
80. Aug 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
81. Sep 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
82. Oct 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
83. Nov 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
84. Dec 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
85. Jan 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
86. Feb 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
87. Mar 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
88. Apr 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
89. May 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
90. Jun 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
91. Jul 15, 07 15,133,216.42 2,145,599.50 17,278,815.91 338,245,783.58 0.00
92. Aug 15, 07 499,117.87 2,053,715.65 2,552,833.52 337,746,665.72 0.00
93. Sep 15, 07 502,619.25 2,050,685.17 2,553,304.42 337,244,046.47 0.00
94. Oct 15, 07 611,520.55 2,047,633.44 2,659,153.98 336,632,525.92 0.00
95. Nov 15, 07 510,435.24 2,043,920.49 2,554,355.72 336,122,090.68 0.00
96. Dec 15, 07 619,138.94 2,040,821.29 2,659,960.24 335,502,951.74 0.00
97. Jan 15, 08 518,359.65 2,037,062.09 2,555,421.74 334,984,592.09 0.00
98. Feb 15, 08 521,996.21 2,033,914.78 2,555,910.99 334,462,595.88 0.00
99. Mar 15, 08 735,157.11 2,030,745.39 2,765,902.51 333,727,438.77 0.00
100. Apr 15, 08 530,815.87 2,026,281.77 2,557,097.63 333,196,622.90 0.00
101. May 15, 08 639,004.28 2,023,058.83 2,662,063.11 332,557,618.62 0.00
<CAPTION>
<S> <C> <C> <C> <C>
72. Dec 15, 05 0.00 2,145,599.50 0.00 7.2860
73. Jan 15, 06 0.00 2,145,599.50 0.00 7.2860
74. Feb 15, 06 0.00 2,145,599.50 0.00 7.2860
75. Mar 15, 06 0.00 2,145,599.50 0.00 7.2860
76. Apr 15, 06 0.00 2,145,599.50 0.00 7.2860
77. May 15, 06 0.00 2,145,599.50 0.00 7.2860
78. Jun 15, 06 0.00 2,145,599.50 0.00 7.2860
79. Jul 15, 06 0.00 2,145,599.50 0.00 7.2860
80. Aug 15, 06 0.00 2,145,599.50 0.00 7.2860
81. Sep 15, 06 0.00 2,145,599.50 0.00 7.2860
82. Oct 15, 06 0.00 2,145,599.50 0.00 7.2860
83. Nov 15, 06 0.00 2,145,599.50 0.00 7.2860
84. Dec 15, 06 0.00 2,145,599.50 0.00 7.2860
85. Jan 15, 07 0.00 2,145,599.50 0.00 7.2860
86. Feb 15, 07 0.00 2,145,599.50 0.00 7.2860
87. Mar 15, 07 0.00 2,145,599.50 0.00 7.2860
88. Apr 15, 07 0.00 2,145,599.50 0.00 7.2860
89. May 15, 07 0.00 2,145,599.50 0.00 7.2860
90. Jun 15, 07 0.00 2,145,599.50 0.00 7.2860
91. Jul 15, 07 0.00 2,145,599.50 0.00 7.2860
92. Aug 15, 07 0.00 2,053,715.65 0.00 7.2860
93. Sep 15, 07 0.00 2,050,685.17 0.00 7.2860
94. Oct 15, 07 0.00 2,047,633.44 0.00 7.2860
95. Nov 15, 07 0.00 2,043,920.49 0.00 7.2860
96. Dec 15, 07 0.00 2,040,821.29 0.00 7.2860
97. Jan 15, 08 0.00 2,037,062.09 0.00 7.2860
98. Feb 15, 08 0.00 2,033,914.78 0.00 7.2860
99. Mar 15, 08 0.00 2,030,745.39 0.00 7.2860
100. Apr 15, 08 0.00 2,026,281.77 0.00 7.2860
101. May 15, 08 0.00 2,023,058.83 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
102. Jun 15, 08 539,023.02 2,019,179.01 2,558,202.03 332,018,595.60 0.00
103. Jul 15, 08 647,003.96 2,015,906.24 2,662,910.20 331,371,591.65 0.00
104. Aug 15, 08 547,344.04 2,011,977.85 2,559,321.89 330,824,247.61 0.00
105. Sep 15, 08 3,566,839.62 2,008,654.56 5,575,494.18 327,257,407.98 0.00
106. Oct 15, 08 655,469.88 1,986,997.90 2,642,467.77 326,601,938.11 0.00
107. Nov 15, 08 556,872.22 1,983,018.10 2,539,890.32 326,045,065.88 0.00
108. Dec 15, 08 663,707.61 1,979,636.96 2,643,344.57 325,381,358.27 0.00
109. Jan 15, 09 565,440.88 1,975,607.15 2,541,048.03 324,815,917.39 0.00
110. Feb 15, 09 569,410.45 1,972,173.98 2,541,584.42 324,246,506.95 0.00
111. Mar 15, 09 5,098,388.19 1,968,716.71 7,067,104.90 319,148,118.76 0.00
112. Apr 15, 09 11,674,534.55 1,937,760.99 13,612,295.55 307,473,584.21 0.00
113. May 15, 09 32,348,787.93 1,866,877.11 34,215,665.04 275,124,796.28 0.00
114. Jun 15, 09 25,794,927.46 1,670,466.05 27,465,393.51 249,329,868.82 0.00
115. Jul 15, 09 104,032,662.28 1,513,847.85 105,546,510.13 145,297,206.55 0.00
116. Aug 15, 09 145,297,206.55 882,196.21 146,179,402.75 0.00 0.00
<CAPTION>
<S> <C> <C> <C> <C>
102. Jun 15, 08 0.00 2,019,179.01 0.00 7.2860
103. Jul 15, 08 0.00 2,015,906.24 0.00 7.2860
104. Aug 15, 08 0.00 2,011,977.85 0.00 7.2860
105. Sep 15, 08 0.00 2,008,654.56 0.00 7.2860
106. Oct 15, 08 0.00 1,986,997.90 0.00 7.2860
107. Nov 15, 08 0.00 1,983,018.10 0.00 7.2860
108. Dec 15, 08 0.00 1,979,636.96 0.00 7.2860
109. Jan 15, 09 0.00 1,975,607.15 0.00 7.2860
110. Feb 15, 09 0.00 1,972,173.98 0.00 7.2860
111. Mar 15, 09 0.00 1,968,716.71 0.00 7.2860
112. Apr 15, 09 0.00 1,937,760.99 0.00 7.2860
113. May 15, 09 0.00 1,866,877.11 0.00 7.2860
114. Jun 15, 09 0.00 1,670,466.05 0.00 7.2860
115. Jul 15, 09 0.00 1,513,847.85 0.00 7.2860
116. Aug 15, 09 0.00 882,196.21 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
FUNB-ONLY_RED, Class AAA_2
<TABLE>
<S> <C> <C> <C> <C>
CUSIP Face $353,379,000.00 Settle at Pricing
Coupon 7.286 Original Balance $353,379,000.00 Accrual begins 12/1/99
Delay 14 Current Balance $353,379,000.00 Factor Date N/A
Stated Maturity N/A Factor 1
Type SEN FIX WAL 11.70230 yrs
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
Prepay: At 0 CPR No prepays: Lockout and penalties: Include penalty
Default: At 0 CDR Loss Severity: 35% Servicer Advances: 100% of P & I Recovery Lag: 12 mos
Extension, if balloon: Extend 100% 24 mos Increase Coupon: 0% for extension Pay Exten Princ: By pre-exten rules
Optional Redemption:
</TABLE>
<TABLE>
<CAPTION>
Period / Date Principal Interest Cash Flow Balance Prepay Penalty
<S> <C> <C> <C> <C> <C>
Total 353,379,000.00 301,444,369.03 654,823,369.03 0.00
0. Dec 17, 99 0.00 0.00 0.00 353,379,000.00 0.00
1. Jan 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
2. Feb 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
3. Mar 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
4. Apr 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
5. May 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
6. Jun 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
7. Jul 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
8. Aug 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
9. Sep 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
10. Oct 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
11. Nov 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
<CAPTION>
Period / Date Princ Writedown Accrued Interest Interest Shortfall Coupon
<S> <C> <C> <C> <C>
Total 0.00 301,444,369.03 0.00
0. Dec 17, 99 0.00 0.00 0.00 0.0000
1. Jan 15, 00 0.00 2,145,599.50 0.00 7.2860
2. Feb 15, 00 0.00 2,145,599.50 0.00 7.2860
3. Mar 15, 00 0.00 2,145,599.50 0.00 7.2860
4. Apr 15, 00 0.00 2,145,599.50 0.00 7.2860
5. May 15, 00 0.00 2,145,599.50 0.00 7.2860
6. Jun 15, 00 0.00 2,145,599.50 0.00 7.2860
7. Jul 15, 00 0.00 2,145,599.50 0.00 7.2860
8. Aug 15, 00 0.00 2,145,599.50 0.00 7.2860
9. Sep 15, 00 0.00 2,145,599.50 0.00 7.2860
10. Oct 15, 00 0.00 2,145,599.50 0.00 7.2860
11. Nov 15, 00 0.00 2,145,599.50 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
12. Dec 15, 00 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
13. Jan 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
14. Feb 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
15. Mar 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
16. Apr 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
17. May 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
18. Jun 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
19. Jul 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
20. Aug 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
21. Sep 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
22. Oct 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
23. Nov 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
24. Dec 15, 01 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
25. Jan 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
26. Feb 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
27. Mar 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
28. Apr 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
29. May 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
30. Jun 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
31. Jul 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
32. Aug 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
33. Sep 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
34. Oct 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
35. Nov 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
36. Dec 15, 02 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
37. Jan 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
38. Feb 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
39. Mar 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
40. Apr 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
41. May 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
<CAPTION>
<S> <C> <C> <C> <C>
12. Dec 15, 00 0.00 2,145,599.50 0.00 7.2860
13. Jan 15, 01 0.00 2,145,599.50 0.00 7.2860
14. Feb 15, 01 0.00 2,145,599.50 0.00 7.2860
15. Mar 15, 01 0.00 2,145,599.50 0.00 7.2860
16. Apr 15, 01 0.00 2,145,599.50 0.00 7.2860
17. May 15, 01 0.00 2,145,599.50 0.00 7.2860
18. Jun 15, 01 0.00 2,145,599.50 0.00 7.2860
19. Jul 15, 01 0.00 2,145,599.50 0.00 7.2860
20. Aug 15, 01 0.00 2,145,599.50 0.00 7.2860
21. Sep 15, 01 0.00 2,145,599.50 0.00 7.2860
22. Oct 15, 01 0.00 2,145,599.50 0.00 7.2860
23. Nov 15, 01 0.00 2,145,599.50 0.00 7.2860
24. Dec 15, 01 0.00 2,145,599.50 0.00 7.2860
25. Jan 15, 02 0.00 2,145,599.50 0.00 7.2860
26. Feb 15, 02 0.00 2,145,599.50 0.00 7.2860
27. Mar 15, 02 0.00 2,145,599.50 0.00 7.2860
28. Apr 15, 02 0.00 2,145,599.50 0.00 7.2860
29. May 15, 02 0.00 2,145,599.50 0.00 7.2860
30. Jun 15, 02 0.00 2,145,599.50 0.00 7.2860
31. Jul 15, 02 0.00 2,145,599.50 0.00 7.2860
32. Aug 15, 02 0.00 2,145,599.50 0.00 7.2860
33. Sep 15, 02 0.00 2,145,599.50 0.00 7.2860
34. Oct 15, 02 0.00 2,145,599.50 0.00 7.2860
35. Nov 15, 02 0.00 2,145,599.50 0.00 7.2860
36. Dec 15, 02 0.00 2,145,599.50 0.00 7.2860
37. Jan 15, 03 0.00 2,145,599.50 0.00 7.2860
38. Feb 15, 03 0.00 2,145,599.50 0.00 7.2860
39. Mar 15, 03 0.00 2,145,599.50 0.00 7.2860
40. Apr 15, 03 0.00 2,145,599.50 0.00 7.2860
41. May 15, 03 0.00 2,145,599.50 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
42. Jun 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
43. Jul 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
44. Aug 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
45. Sep 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
46. Oct 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
47. Nov 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
48. Dec 15, 03 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
49. Jan 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
50. Feb 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
51. Mar 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
52. Apr 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
53. May 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
54. Jun 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
55. Jul 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
56. Aug 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
57. Sep 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
58. Oct 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
59. Nov 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
60. Dec 15, 04 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
61. Jan 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
62. Feb 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
63. Mar 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
64. Apr 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
65. May 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
66. Jun 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
67. Jul 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
68. Aug 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
69. Sep 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
70. Oct 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
71. Nov 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
<CAPTION>
<S> <C> <C> <C> <C>
42. Jun 15, 03 0.00 2,145,599.50 0.00 7.2860
43. Jul 15, 03 0.00 2,145,599.50 0.00 7.2860
44. Aug 15, 03 0.00 2,145,599.50 0.00 7.2860
45. Sep 15, 03 0.00 2,145,599.50 0.00 7.2860
46. Oct 15, 03 0.00 2,145,599.50 0.00 7.2860
47. Nov 15, 03 0.00 2,145,599.50 0.00 7.2860
48. Dec 15, 03 0.00 2,145,599.50 0.00 7.2860
49. Jan 15, 04 0.00 2,145,599.50 0.00 7.2860
50. Feb 15, 04 0.00 2,145,599.50 0.00 7.2860
51. Mar 15, 04 0.00 2,145,599.50 0.00 7.2860
52. Apr 15, 04 0.00 2,145,599.50 0.00 7.2860
53. May 15, 04 0.00 2,145,599.50 0.00 7.2860
54. Jun 15, 04 0.00 2,145,599.50 0.00 7.2860
55. Jul 15, 04 0.00 2,145,599.50 0.00 7.2860
56. Aug 15, 04 0.00 2,145,599.50 0.00 7.2860
57. Sep 15, 04 0.00 2,145,599.50 0.00 7.2860
58. Oct 15, 04 0.00 2,145,599.50 0.00 7.2860
59. Nov 15, 04 0.00 2,145,599.50 0.00 7.2860
60. Dec 15, 04 0.00 2,145,599.50 0.00 7.2860
61. Jan 15, 05 0.00 2,145,599.50 0.00 7.2860
62. Feb 15, 05 0.00 2,145,599.50 0.00 7.2860
63. Mar 15, 05 0.00 2,145,599.50 0.00 7.2860
64. Apr 15, 05 0.00 2,145,599.50 0.00 7.2860
65. May 15, 05 0.00 2,145,599.50 0.00 7.2860
66. Jun 15, 05 0.00 2,145,599.50 0.00 7.2860
67. Jul 15, 05 0.00 2,145,599.50 0.00 7.2860
68. Aug 15, 05 0.00 2,145,599.50 0.00 7.2860
69. Sep 15, 05 0.00 2,145,599.50 0.00 7.2860
70. Oct 15, 05 0.00 2,145,599.50 0.00 7.2860
71. Nov 15, 05 0.00 2,145,599.50 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
72. Dec 15, 05 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
73. Jan 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
74. Feb 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
75. Mar 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
76. Apr 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
77. May 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
78. Jun 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
79. Jul 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
80. Aug 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
81. Sep 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
82. Oct 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
83. Nov 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
84. Dec 15, 06 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
85. Jan 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
86. Feb 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
87. Mar 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
88. Apr 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
89. May 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
90. Jun 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
91. Jul 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
92. Aug 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
93. Sep 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
94. Oct 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
95. Nov 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
96. Dec 15, 07 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
97. Jan 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
98. Feb 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
99. Mar 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
100. Apr 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
101. May 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
<CAPTION>
<S> <C> <C> <C> <C>
72. Dec 15, 05 0.00 2,145,599.50 0.00 7.2860
73. Jan 15, 06 0.00 2,145,599.50 0.00 7.2860
74. Feb 15, 06 0.00 2,145,599.50 0.00 7.2860
75. Mar 15, 06 0.00 2,145,599.50 0.00 7.2860
76. Apr 15, 06 0.00 2,145,599.50 0.00 7.2860
77. May 15, 06 0.00 2,145,599.50 0.00 7.2860
78. Jun 15, 06 0.00 2,145,599.50 0.00 7.2860
79. Jul 15, 06 0.00 2,145,599.50 0.00 7.2860
80. Aug 15, 06 0.00 2,145,599.50 0.00 7.2860
81. Sep 15, 06 0.00 2,145,599.50 0.00 7.2860
82. Oct 15, 06 0.00 2,145,599.50 0.00 7.2860
83. Nov 15, 06 0.00 2,145,599.50 0.00 7.2860
84. Dec 15, 06 0.00 2,145,599.50 0.00 7.2860
85. Jan 15, 07 0.00 2,145,599.50 0.00 7.2860
86. Feb 15, 07 0.00 2,145,599.50 0.00 7.2860
87. Mar 15, 07 0.00 2,145,599.50 0.00 7.2860
88. Apr 15, 07 0.00 2,145,599.50 0.00 7.2860
89. May 15, 07 0.00 2,145,599.50 0.00 7.2860
90. Jun 15, 07 0.00 2,145,599.50 0.00 7.2860
91. Jul 15, 07 0.00 2,145,599.50 0.00 7.2860
92. Aug 15, 07 0.00 2,145,599.50 0.00 7.2860
93. Sep 15, 07 0.00 2,145,599.50 0.00 7.2860
94. Oct 15, 07 0.00 2,145,599.50 0.00 7.2860
95. Nov 15, 07 0.00 2,145,599.50 0.00 7.2860
96. Dec 15, 07 0.00 2,145,599.50 0.00 7.2860
97. Jan 15, 08 0.00 2,145,599.50 0.00 7.2860
98. Feb 15, 08 0.00 2,145,599.50 0.00 7.2860
99. Mar 15, 08 0.00 2,145,599.50 0.00 7.2860
100. Apr 15, 08 0.00 2,145,599.50 0.00 7.2860
101. May 15, 08 0.00 2,145,599.50 0.00 7.2860
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
102. Jun 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
103. Jul 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
104. Aug 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
105. Sep 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
106. Oct 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
107. Nov 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
108. Dec 15, 08 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
109. Jan 15, 09 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
110. Feb 15, 09 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
111. Mar 15, 09 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
112. Apr 15, 09 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
113. May 15, 09 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
114. Jun 15, 09 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
115. Jul 15, 09 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
116. Aug 15, 09 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
117. Sep 15, 09 0.00 2,145,599.50 2,145,599.50 353,379,000.00 0.00
118. Oct 15, 09 271,222.71 2,145,599.50 2,416,822.21 353,107,777.29 0.00
119. Nov 15, 09 635,994.81 2,143,952.72 2,779,947.53 352,471,782.47 0.00
120. Dec 15, 09 1,108,478.55 2,140,091.17 3,248,569.72 351,363,303.92 0.00
121. Jan 15, 10 645659.61 2133360.86 2779020.47 350717644.3 0
122. Feb 15, 10 650177.13 2129440.63 2779617.76 350067467.2 0
123. Mar 15, 10 968037.36 2125492.97 3093530.33 349099429.8 0
124. Apr 15, 10 661499.93 2119615.37 2781115.3 348437929.9 0
125. May 15, 10 770199.38 2115598.96 2885798.34 347667730.5 0
126. Jun 15, 10 1284599.41 2110922.57 3395521.98 346383131.1 0
127. Jul 15, 10 779963.71 2103122.91 2883086.62 345603167.4 0
128. Aug 15, 10 681674.17 2098387.23 2780061.4 344921493.2 0
129. Sep 15, 10 686444.09 2094248.33 2780692.43 344235049.1 0
130. Oct 15, 10 794512.47 2090080.47 2884592.94 343440536.7 0
131. Nov 15, 10 3624442.25 2085256.46 5709698.7 339816094.4 0
<CAPTION>
<S> <C> <C> <C> <C>
102. Jun 15, 08 0.00 2,145,599.50 0.00 7.2860
103. Jul 15, 08 0.00 2,145,599.50 0.00 7.2860
104. Aug 15, 08 0.00 2,145,599.50 0.00 7.2860
105. Sep 15, 08 0.00 2,145,599.50 0.00 7.2860
106. Oct 15, 08 0.00 2,145,599.50 0.00 7.2860
107. Nov 15, 08 0.00 2,145,599.50 0.00 7.2860
108. Dec 15, 08 0.00 2,145,599.50 0.00 7.2860
109. Jan 15, 09 0.00 2,145,599.50 0.00 7.2860
110. Feb 15, 09 0.00 2,145,599.50 0.00 7.2860
111. Mar 15, 09 0.00 2,145,599.50 0.00 7.2860
112. Apr 15, 09 0.00 2,145,599.50 0.00 7.2860
113. May 15, 09 0.00 2,145,599.50 0.00 7.2860
114. Jun 15, 09 0.00 2,145,599.50 0.00 7.2860
115. Jul 15, 09 0.00 2,145,599.50 0.00 7.2860
116. Aug 15, 09 0.00 2,145,599.50 0.00 7.2860
117. Sep 15, 09 0.00 2,145,599.50 0.00 7.2860
118. Oct 15, 09 0.00 2,145,599.50 0.00 7.2860
119. Nov 15, 09 0.00 2,143,952.72 0.00 7.2860
120. Dec 15, 09 0.00 2,140,091.17 0.00 7.2860
121. Jan 15, 10 0 2133360.86 0 7.286
122. Feb 15, 10 0 2129440.63 0 7.286
123. Mar 15, 10 0 2125492.97 0 7.286
124. Apr 15, 10 0 2119615.37 0 7.286
125. May 15, 10 0 2115598.96 0 7.286
126. Jun 15, 10 0 2110922.57 0 7.286
127. Jul 15, 10 0 2103122.91 0 7.286
128. Aug 15, 10 0 2098387.23 0 7.286
129. Sep 15, 10 0 2094248.33 0 7.286
130. Oct 15, 10 0 2090080.47 0 7.286
131. Nov 15, 10 0 2085256.46 0 7.286
</TABLE>
<PAGE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
<TABLE>
<S> <C> <C> <C> <C> <C>
132. Dec 15, 10 1178749.62 2063250.05 3241999.67 338637344.8 0
133. Jan 15, 11 703959 2056093.08 2760052.08 337933385.8 0
134. Feb 15, 11 708887.69 2051818.87 2760706.56 337224498.1 0
135. Mar 15, 11 1019381.13 2047514.74 3066895.88 336205117 0
136. Apr 15, 11 720988.38 2041325.4 2762313.78 335484128.6 0
137. May 15, 11 827488.67 2036947.8 2864436.47 334656639.9 0
138. Jun 15, 11 1405557.71 2031923.57 3437481.27 333251082.2 0
139. Jul 15, 11 31350915.52 2023389.49 33374305 301900166.7 0
140. Aug 15, 11 23920446.13 1833037.18 25753483.31 277979720.6 0
141. Sep 15, 11 130256610.8 1687800.2 131944411 147723109.7 0
142. Oct 15, 11 147059028.2 896925.48 147955953.6 664081.58 0
143. Nov 15, 11 664081.58 4032.08 668113.66 0 0
<CAPTION>
<S> <C> <C> <C> <C>
132. Dec 15, 10 0 2063250.05 0 7.286
133. Jan 15, 11 0 2056093.08 0 7.286
134. Feb 15, 11 0 2051818.87 0 7.286
135. Mar 15, 11 0 2047514.74 0 7.286
136. Apr 15, 11 0 2041325.4 0 7.286
137. May 15, 11 0 2036947.8 0 7.286
138. Jun 15, 11 0 2031923.57 0 7.286
139. Jul 15, 11 0 2023389.49 0 7.286
140. Aug 15, 11 0 1833037.18 0 7.286
141. Sep 15, 11 0 1687800.2 0 7.286
142. Oct 15, 11 0 896925.48 0 7.286
143. Nov 15, 11 0 4032.08 0 7.286
</TABLE>
<PAGE>
FUNB99C4_RED, CLASS BBP--PRICE/YIELD
- ---------------------------------------------
CUSIP
Coupon 6.5
Delay 14
Stated Maturity N/A
Type JUN FIX
- ---------------------------------------------
- ------------------------------------------------------
Face $33,219,000.00
Original Balance $33,219,000.00
Current Balance $33,219,000.00
Factor 1
- ------------------------------------------------------
- ----------------------------------------------------------
Settle at Pricing
Accrual begins 12/1/1999
Factor Date N/A
- ----------------------------------------------------------
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
OCPR;EXT0MO,
100% 0%RULES; OCPR;EXT0MO,100% OCPR;EXT0MO,100% 0% OCPR;EXT0MO,100% 0%
OCDR, 40% 0% RULES; .5CDR,40% RULES; 1CDR,40% RULES; 1.5CDR,40%
PRICE ADV100% LAG12 ADV100% LAG12 ADV100% LAG12 ADV100% LAG12
Yield
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
70-29 11.3607 11.2204 11.1376 11.0712
70-31 11.3477 11.2077 11.1251 11.0589
71-01 11.3347 11.1950 11.1127 11.0466
71-03 11.3216 11.1824 11.1002 11.0343
71-05 11.3086 11.1697 11.0878 11.0221
71-07 11.2957 11.1571 11.0754 11.0098
71-09 11.2827 11.1445 11.0630 10.9976
71-11 11.2697 11.1319 11.0506 10.9854
71-13 11.2568 11.1194 11.0383 10.9732
71-15 11.2439 11.1068 11.0259 10.9610
71-17 11.2310 11.0942 11.0136 10.9489
71-19 11.2181 11.0817 11.0013 10.9367
71-21 11.2052 11.0692 10.9890 10.9246
71-23 11.1923 11.0567 10.9767 10.9124
71-25 11.1795 11.0442 10.9644 10.9003
71-27 11.1666 11.0317 10.9522 10.8882
71-29 11.1538 11.0193 10.9399 10.8762
- ------------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
Spread @ Center Price 515 501 492 486
WAL 10.80070 11.29393 11.60405 11.89710
Mod Durn 6.741 6.936 7.057 7.152
Mod Convexity 0.624 0.665 0.691 0.715
Principal Window Dec09 to Jun11 Dec09 to Sep11 Jun11 to Sep11 Jun11 to Jun14
Maturity #mos 138 141 141 174
Accrued Interest 95,966.00 95,966.00 95,966.00 95,966.00
Total Collat Loss 0.00 (0.00%) 14,145,867.94 (1.60%) 27,749,254.12 (3.13%) 40,829,767.16 (4.61%)
Prepay At 0 CPR At 0 CPR At 0 CPR At 0 CPR
No prepays
Lockout and penalties Include penalty Include penalty Include penalty Include penalty
Extension, if balloon None None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At .5 CDR At 1 CDR At 1.5 CDR
Loss Severity 0.4 0.4 0.4 0.4
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- ------------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
- --------------------------------------------------------------------------------------------------------
OCPR;EXT0MO,100%
OCPR;EXT0MO,100% 0% 0% RULES; OCPR;EXT0MO,100%
RULES; 2CDR,40% 2.5CDR,40% 0% RULES; 3CDR,40%
PRICE ADV100% LAG12 ADV100% LAG12 ADV100% LAG12
- --------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
70-29 10.7922 8.6194 4.8641
70-31 10.7806 8.6080 4.8527
71-01 10.7690 8.5965 4.8413
71-03 10.7574 8.5850 4.8299
71-05 10.7458 8.5736 4.8186
71-07 10.7343 8.5622 4.8072
71-09 10.7227 8.5508 4.7959
71-11 10.7112 8.5394 4.7846
71-13 10.6997 8.5280 4.7733
71-15 10.6881 8.5166 4.7620
71-17 10.6767 8.5053 4.7508
71-19 10.6652 8.4939 4.7395
71-21 10.6537 8.4826 4.7283
71-23 10.6423 8.4713 4.7171
71-25 10.6308 8.4600 4.7059
71-27 10.6194 8.4487 4.6947
71-29 10.6080 8.4374 4.6835
- --------------------------------------------------------------------------------------------------------
<CAPTION>
- --------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Spread @ Center Price 458 241 -134
WAL 13.40146 12.98617 11.30848
Mod Durn 7.572 7.664 7.727
Mod Convexity 0.828 0.878 0.944
Principal Window Sep11 to Jun16 Sep11 to Nov19 Jun14 to Nov19
Maturity #mos 198 239 239
Accrued Interest 95,966.00 95,966.00 95,966.00
Total Collat Loss 53,406,342.81 (6.03%) 65,497,266.69 (7.39%) 77,120,196.33 (8.71%)
Prepay At 0 CPR At 0 CPR At 0 CPR
No prepays
Lockout and penalties Include penalty Include penalty Include penalty
Extension, if balloon None None None
Increase Coupon
Pay Exten Princ
Default At 2 CDR At 2.5 CDR At 3 CDR
Loss Severity 0.4 0.4 0.4
Servicer Advances 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos
Optional Redemption
- --------------------------------------------------------------------------------------------------------
</TABLE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
FUNB99C4_RED, CLASS BBP--PRICE/YIELD
- ---------------------------------------------
CUSIP
Coupon 6.5
Delay 14
Stated Maturity N/A
Type JUN FIX
- ---------------------------------------------
- ------------------------------------------------------
Face $33,219,000.00
Original Balance $33,219,000.00
Current Balance $33,219,000.00
Factor 1
- ------------------------------------------------------
- ----------------------------------------------------------
Settle at Pricing
Accrual begins 12/1/1999
Factor Date N/A
- ----------------------------------------------------------
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
OCPR;EXT0MO,
100% 0%RULES; OCPR;EXT0MO,100% OCPR;EXT0MO,100% 0% OCPR;EXT0MO,100% 0%
OCDR, 40% 0% RULES; .5CDR,40% RULES; 1CDR,40% RULES; 1.5CDR,40%
PRICE ADV100% LAG12 ADV100% LAG12 ADV100% LAG12 ADV100% LAG12
Yield
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
70-29 10.7613 10.6792 10.5935 10.5542
70-31 10.7498 10.6679 10.5824 10.5432
71-01 10.7383 10.6566 10.5713 10.5322
71-03 10.7268 10.6453 10.5603 10.5212
71-05 10.7154 10.6341 10.5492 10.5103
71-07 10.7039 10.6228 10.5382 10.4994
71-09 10.6925 10.6116 10.5272 10.4884
71-11 10.6810 10.6004 10.5162 10.4775
71-13 10.6696 10.5892 10.5052 10.4666
71-15 10.6582 10.5780 10.4942 10.4558
71-17 10.6468 10.5668 10.4832 10.4449
71-19 10.6355 10.5556 10.4723 10.4341
71-21 10.6241 10.5445 10.4614 10.4232
71-23 10.6128 10.5333 10.4504 10.4124
71-25 10.6015 10.5222 10.4395 10.4016
71-27 10.5901 10.5111 10.4286 10.3908
71-29 10.5788 10.5000 10.4178 10.3800
- ------------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
Spread @ Center Price 455 446 438 434
WAL 13.39320 13.86840 14.38355 14.63273
Mod Durn 7.644 7.784 7.938 8.011
Mod Convexity 0.837 0.875 0.917 0.938
Principal Window Dec12 to Jun14 Dec12 to Jun14 Dec12 to Sep14 Jun14 to Sep14
Maturity #mos 174 174 177 177
Accrued Interest 95,966.00 95,966.00 95,966.00 95,966.00
Total Collat Loss 0.00 (0.00%) 14,145,867.94 (1.60%) 27,749,254.12 (3.13%) 40,829,767.16 (4.61%)
Prepay At 0 CPR At 0 CPR At 0 CPR At 0 CPR
No prepays
Lockout and penalties Include penalty Include penalty Include penalty Include penalty
Extension, if balloon Extend 100% 36 mos Extend 100% 36 mos Extend 100% 36 mos Extend 100% 36 mos
Increase Coupon 0% for extension 0% for extension 0% for extension 0% for extension
Pay Exten Princ By pre-exten rules By pre-exten rules By pre-exten rules By pre-exten rules
Default At 0 CDR At .5 CDR At 1 CDR At 1.5 CDR
Loss Severity 0.4 0.4 0.4 0.4
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- ------------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
- --------------------------------------------------------------------------------------------------------
OCPR;EXT0MO,100%
OCPR;EXT0MO,100% 0% 0% RULES; OCPR;EXT0MO,100%
RULES; 2CDR,40% 2.5CDR,40% 0% RULES; 3CDR,40%
PRICE ADV100% LAG12 ADV100% LAG12 ADV100% LAG12
- --------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
70-29 10.4689 8.5175 4.8902
70-31 10.4582 8.5066 4.8790
71-01 10.4474 8.4956 4.8678
71-03 10.4366 8.4847 4.8566
71-05 10.4259 8.4739 4.8454
71-07 10.4152 8.4630 4.8343
71-09 10.4045 8.4521 4.8231
71-11 10.3938 8.4413 4.8120
71-13 10.3831 8.4305 4.8009
71-15 10.3724 8.4196 4.7898
71-17 10.3618 8.4088 4.7787
71-19 10.3511 8.3981 4.7677
71-21 10.3405 8.3873 4.7566
71-23 10.3299 8.3765 4.7456
71-25 10.3193 8.3658 4.7346
71-27 10.3087 8.3551 4.7236
71-29 10.2981 8.3443 4.7126
- ------------------------------------------------------------------------------------------------------
<CAPTION>
- ------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Spread @ Center Price 425 230 -131
WAL 15.27262 13.95111 11.50297
Mod Durn 8.166 8.056 7.855
Mod Convexity 0.986 0.986 0.986
Principal Window Jun14 to Jan18 Sep14 to Dec19 Sep14 to Dec19
Maturity #mos 217 240 240
Accrued Interest 95,966.00 95,966.00 95,966.00
Total Collat Loss 53,406,342.81 (6.03%) 65,497,266.69 (7.39%) 77,120,196.33 (8.71%)
Prepay At 0 CPR At 0 CPR At 0 CPR
No prepays
Lockout and penalties Include penalty Include penalty Include penalty
Extension, if balloon Extend 100% 36 mos Extend 100% 36 mos Extend 100% 36 mos
Increase Coupon 0% for extension 0% for extension 0% for extension
Pay Exten Princ By pre-exten rules By pre-exten rules By pre-exten rules
Default At 2 CDR At 2.5 CDR At 3 CDR
Loss Severity 0.4 0.4 0.4
Servicer Advances 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos
- ------------------------------------------------------------------------------------------------------
</TABLE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
FUNB99C4_RED, CLASS BB--PRICE/YIELD
- ---------------------------------------------
CUSIP
Coupon 6.5
Delay 14
Stated Maturity N/A
Type JUN FIX
- ---------------------------------------------
- ------------------------------------------------------
Face $11,073,000.00
Original Balance $11,073,000.00
Current Balance $11,073,000.00
Factor 1
- ------------------------------------------------------
- ----------------------------------------------------------
Settle at Pricing
Accrual begins 12/1/1999
Factor Date N/A
- ----------------------------------------------------------
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
OCPR;EXT0MO,
100% 0% RULES; OCPR;EXT0MO,100% OCPR;EXT0MO,100% 0% OCPR;EXT0MO,100% 0%
OCDR, 40% 0% RULES; .5CDR,40% RULES; 1CDR,40% RULES; 1.5CDR,40%
PRICE ADV100% LAG12 ADV100% LAG12 ADV100% LAG12 ADV100% LAG12
Yield
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
68-04 11.7196 11.6697 11.5569 10.8772
68-06 11.7064 11.6566 11.5440 10.8659
68-08 11.6932 11.6436 11.5312 10.8547
68-10 11.6800 11.6305 11.5184 10.8435
68-12 11.6668 11.6175 11.5057 10.8323
68-14 11.6537 11.6044 11.4929 10.8211
68-16 11.6406 11.5914 11.4802 10.8100
68-18 11.6275 11.5785 11.4674 10.7988
68-20 11.6144 11.5655 11.4547 10.7877
68-22 11.6013 11.5525 11.4420 10.7766
68-24 11.5883 11.5396 11.4293 10.7655
68-26 11.5752 11.5267 11.4167 10.7544
68-28 11.5622 11.5138 11.4040 10.7433
68-30 11.5492 11.5009 11.3914 10.7323
69-00 11.5362 11.4880 11.3788 10.7212
69-02 11.5232 11.4751 11.3662 10.7102
69-04 11.5103 11.4623 11.3536 10.6992
- ------------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
Spread @ Center Price 550 545 534 465
WAL 11.56324 11.74444 12.20771 15.85635
Mod Durn 6.933 6.996 7.139 8.153
Mod Convexity 0.673 0.687 0.722 1.002
Principal Window Jun11 to Sep11 Sep11 to Sep11 Sep11 to Dec13 Jun14 to Jun16
Maturity #mos 141 141 168 198
Accrued Interest 31,988.67 31,988.67 31,988.67 31,988.67
Total Collat Loss 0.00 (0.00%) 14,145,867.94 (1.60%) 27,749,254.12 (3.13%) 40,829,767.16 (4.61%)
Prepay At 0 CPR At 0 CPR At 0 CPR At 0 CPR
No prepays
Lockout and penalties Include penalty Include penalty Include penalty Include penalty
Extension, if balloon None None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At .5 CDR At 1 CDR At 1.5 CDR
Loss Severity 0.4 0.4 0.4 0.4
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- ------------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
- --------------------------------------------------------------------------------------------------------
OCPR;EXT0MO,100%
OCPR;EXT0MO,100% 0% 0% RULES; OCPR;EXT0MO,100%
RULES; 2CDR,40% 2.5CDR,40% 0% RULES; 3CDR,40%
PRICE ADV100% LAG12 ADV100% LAG12 ADV100% LAG12
- --------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
68-04 3.4504 -8.3618 -14.4846
68-06 3.4376 -8.3827 -14.5075
68-08 3.4248 -8.4035 -14.5305
68-10 3.4121 -8.4242 -14.5534
68-12 3.3994 -8.4450 -14.5762
68-14 3.3867 -8.4657 -14.5991
68-16 3.3740 -8.4864 -14.6219
68-18 3.3613 -8.5070 -14.6447
68-20 3.3487 -8.5277 -14.6674
68-22 3.3361 -8.5483 -14.6902
68-24 3.3235 -8.5689 -14.7129
68-26 3.3109 -8.5894 -14.7355
68-28 3.2983 -8.6100 -14.7582
68-30 3.2858 -8.6305 -14.7808
69-00 3.2733 -8.6510 -14.8034
69-02 3.2607 -8.6714 -14.8260
69-04 3.2483 -8.6918 -14.8485
- --------------------------------------------------------------------------------------------------------
<CAPTION>
- --------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Spread @ Center Price -276 -1,459 -2,071
WAL 11.03724 7.47480 6.27009
Mod Durn 7.180 4.397 3.987
Mod Convexity 0.862 0.268 0.218
Principal Window Jun16 to Nov19 Jan00 to May08 Jan00 to Dec06
Maturity #mos 239 101 84
Accrued Interest 31,988.67 31,988.67 31,988.67
Total Collat Loss 53,406,342.81 (6.03%) 65,497,266.69 (7.39%) 77,120,196.33 (8.71%)
Prepay At 0 CPR At 0 CPR At 0 CPR
No prepays
Lockout and penalties Include penalty Include penalty Include penalty
Extension, if balloon None None None
Increase Coupon
Pay Exten Princ
Default At 2 CDR At 2.5 CDR At 3 CDR
Loss Severity 0.4 0.4 0.4
Servicer Advances 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos
Optional Redemption
- --------------------------------------------------------------------------------------------------------
</TABLE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
FUNB99C4_RED, CLASS BB--PRICE/YIELD
- ---------------------------------------------
CUSIP
Coupon 6.5
Delay 14
Stated Maturity N/A
Type JUN FIX
- ---------------------------------------------
- ------------------------------------------------------
Face $11,073,000.00
Original Balance $11,073,000.00
Current Balance $11,073,000.00
Factor 1
- ------------------------------------------------------
- ----------------------------------------------------------
Settle at Pricing
Accrual begins 12/1/1999
Factor Date N/A
- ----------------------------------------------------------
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
OCPR;EXT0MO,
100% 0% RULES; OCPR;EXT0MO,100% OCPR;EXT0MO,100% 0% OCPR;EXT0MO,100% 0%
OCDR, 40% 0% RULES; .5CDR,40% RULES; 1CDR,40% RULES; 1.5CDR,40%
PRICE ADV100% LAG12 ADV100% LAG12 ADV100% LAG12 ADV100% LAG12
Yield
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
68-04 11.0809 11.0542 11.0394 10.8298
68-06 11.0692 11.0425 11.0278 10.8187
68-08 11.0576 11.0309 11.0162 10.8076
68-10 11.0459 11.0193 11.0046 10.7965
68-12 11.0342 11.0077 10.9931 10.7854
68-14 11.0226 10.9961 10.9815 10.7743
68-16 11.0110 10.9845 10.9700 10.7633
68-18 10.9993 10.9730 10.9585 10.7522
68-20 10.9878 10.9615 10.9470 10.7412
68-22 10.9762 10.9499 10.9355 10.7302
68-24 10.9646 10.9384 10.9240 10.7192
68-26 10.9531 10.9269 10.9126 10.7082
68-28 10.9415 10.9155 10.9012 10.6973
68-30 10.9300 10.9040 10.8897 10.6863
69-00 10.9185 10.8926 10.8783 10.6754
69-02 10.9070 10.8812 10.8669 10.6645
69-04 10.8956 10.8697 10.8556 10.6536
- ------------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
Spread @ Center Price 486 483 482 460
WAL 14.49444 14.65541 14.74444 16.19968
Mod Durn 7.827 7.869 7.893 8.233
Mod Convexity 0.902 0.914 0.921 1.028
Principal Window Jun14 to Jun14 Jun14 to Sep14 Sep14 to Sep14 Sep14 to Aug17
Maturity #mos 174 177 177 212
Accrued Interest 31,988.67 31,988.67 31,988.67 31,988.67
Total Collat Loss 0.00 (0.00%) 14,145,867.94 (1.60%) 27,749,254.12 (3.13%) 40,829,767.16 (4.61%)
Prepay At 0 CPR At 0 CPR At 0 CPR At 0 CPR
No prepays
Lockout and penalties Include penalty Include penalty Include penalty Include penalty
Extension, if balloon Extend 100% 36 mos Extend 100% 36 mos Extend 100% 36 mos Extend 100% 36 mos
Increase Coupon 0% for extension 0% for extension 0% for extension 0% for extension
Pay Exten Princ By pre-exten rules By pre-exten rules By pre-exten rules By pre-exten rules
Default At 0 CDR At .5 CDR At 1 CDR At 1.5 CDR
Loss Severity 0.4 0.4 0.4 0.4
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- ------------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
- --------------------------------------------------------------------------------------------------------
OCPR;EXT0MO,100%
OCPR;EXT0MO,100% 0% 0% RULES; OCPR;EXT0MO,100%
RULES; 2CDR,40% 2.5CDR,40% 0% RULES; 3CDR,40%
PRICE ADV100% LAG12 ADV100% LAG12 ADV100% LAG12
- --------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
68-04 3.5247 -8.3618 -14.4846
68-06 3.5123 -8.3827 -14.5075
68-08 3.4999 -8.4035 -14.5305
68-10 3.4875 -8.4242 -14.5534
68-12 3.4752 -8.4450 -14.5762
68-14 3.4628 -8.4657 -14.5991
68-16 3.4505 -8.4864 -14.6219
68-18 3.4382 -8.5070 -14.6447
68-20 3.4259 -8.5277 -14.6674
68-22 3.4136 -8.5483 -14.6902
68-24 3.4014 -8.5689 -14.7129
68-26 3.3892 -8.5894 -14.7355
68-28 3.3769 -8.6100 -14.7582
68-30 3.3648 -8.6305 -14.7808
69-00 3.3526 -8.6510 -14.8034
69-02 3.3404 -8.6714 -14.8260
69-04 3.3283 -8.6918 -14.8485
- -------------------------------------------------------------------------------------------------------
<CAPTION>
- -------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Spread @ Center Price -269 -1,459 -2,071
WAL 11.26467 7.47480 6.27009
Mod Durn 7.388 4.397 3.987
Mod Convexity 0.934 0.268 0.218
Principal Window Jan18 to Dec19 Jan00 to May08 Jan00 to Dec06
Maturity #mos 240 101 84
Accrued Interest 31,988.67 31,988.67 31,988.67
Total Collat Loss 53,406,342.81 (6.03%) 65,497,266.69 (7.39%) 77,120,196.33 (8.71%)
Prepay At 0 CPR At 0 CPR At 0 CPR
No prepays
Lockout and penalties Include penalty Include penalty Include penalty
Extension, if balloon Extend 100% 36 mos Extend 100% 36 mos Extend 100% 36 mos
Increase Coupon 0% for extension 0% for extension 0% for extension
Pay Exten Princ By pre-exten rules By pre-exten rules By pre-exten rules
Default At 2 CDR At 2.5 CDR At 3 CDR
Loss Severity 0.4 0.4 0.4
Servicer Advances 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos
Optional Redemption
- -------------------------------------------------------------------------------------------------------
</TABLE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
FUNB99C4_RED, Class AAA_2--Price/Yield
- -------------------------------------------------
CUSIP
Coupon 7.286
Delay 14
Stated Maturity N/A
Type SEN FIX
- -------------------------------------------------
- -------------------------------------------------
Face $447,304,000.00
Original Balance $447,304,000.00
Current Balance $447,304,000.00
Factor 1
- -------------------------------------------------
- --------------------------------------------------------
Settle at Pricing
Accrual begins 12/1/1999
Factor Date N/A
- --------------------------------------------------------
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
OCPR;EXT0MO,
100% 0%RULES; 15CPR;EXT0MO,100% 25CPR;EXT0MO,100% 0% 5OCPR;EXT0MO,100% 0%
OCDR, 35% 0% RULES; 0CDR,35% RULES; 35CDR,40% RULES; 0CDR,35%
PRICE ADV100% LAG12 ADV100% LAG12 ADV100% LAG12 ADV100% LAG12
Yield
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
98-16 7.5792 7.5831 7.5828 7.5817
98-24 7.5416 7.5452 7.5449 7.5436
99-00 7.5042 7.5075 7.5071 7.5057
99-08 7.4668 7.4700 7.4694 7.4680
99-16 7.4296 7.4325 7.4318 7.4303
99-24 7.3925 7.3952 7.3944 7.3928
100-00 7.3556 7.3580 7.3571 7.3554
100-08 7.3187 7.3209 7.3199 7.3181
100-16 7.2820 7.2839 7.2829 7.2810
100-24 7.2454 7.2470 7.2459 7.2439
101-00 7.2089 7.2103 7.2091 7.2070
101-08 7.1725 7.1737 7.1724 7.1702
101-16 7.1363 7.1372 7.1358 7.1335
101-24 7.1001 7.1008 7.0993 7.0969
102-00 7.0641 7.0645 7.0630 7.0605
102-08 7.0282 7.0284 7.0267 7.0241
102-16 6.9924 6.9923 6.9906 6.9879
- ----------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
- ----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
Spread @ Center Price 118 118 118 118
WAL 9.73353 9.64383 9.61166 9.57706
Mod Durn 6.762 6.717 6.701 6.683
Mod Convexity 0.594 0.586 0.583 0.580
Principal Window Sep08 to Nov09 Sep07 to Nov09 Sep07 to Nov09 Sep07 to Nov09
Maturity #mos 119 119 119 119
Accrued Interest 1,448,469.75 1,448,469.75 1,448,469.75 1,448,469.75
Total Collat Loss 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%)
Prepay At 0 CPR At 15 CPR At 25 CPR At 50 CPR
No prepays
Lockout and penalties Include penalty Include penalty Include penalty Include penalty
Extension, if balloon None None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At 0 CDR At 0 CDR At 0 CDR
Loss Severity 0.35 0.35 0.35 0.35
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- ----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
- -----------------------------------------------------
100CPR; EXT0MO
100% 0% RULES; 0CDR;
35% ADV100%
PRICE LAG12
- -----------------------------------------------------
98-16 7.5837
98-24 7.5452
99-00 7.5068
99-08 7.4685
99-16 7.4304
99-24 7.3924
100-00 7.3545
100-08 7.3168
100-16 7.2792
100-24 7.2416
101-00 7.2043
101-08 7.1670
101-16 7.1298
101-24 7.0928
102-00 7.0559
102-08 7.0191
102-16 6.9824
- -----------------------------------------------------
- -----------------------------------------------------
Spread @ Center Price 118
WAL 9.40505
Mod Durn 6.600
Mod Convexity 0.564
Principal Window Jul07 to Sep09
Maturity #mos 117
Accrued Interest 1,448,469.75
Total Collat Loss 0.00 (0.00%)
Prepay At 100 CPR
No prepays
Lockout and penalties Include penalty
Extension, if balloon None
Increase Coupon
Pay Exten Princ
Default At 0 CDR
Loss Severity 0.35
Servicer Advances 100% of P & I
Recovery Lag 12 mos
Optional Redemption
- -----------------------------------------------------
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
FUNB99C4_RED, Class AAA_2--Price/Yield
- -------------------------------------------------
CUSIP
Coupon 7.286
Delay 14
Stated Maturity N/A
Type SEN FIX
- -------------------------------------------------
- -------------------------------------------------
Face $447,304,000.00
Original Balance $447,304,000.00
Current Balance $447,304,000.00
Factor 1
- -------------------------------------------------
- --------------------------------------------------------
Settle at Pricing
Accrual begins 12/1/1999
Factor Date N/A
- --------------------------------------------------------
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
OCPR;EXT0MO,
100% 0%RULES; 15CPR;EXT0MO,100% 25CPR;EXT0MO,100% 0% 5OCPR;EXT0MO,100% 0%
OCDR, 35% 0% RULES; 0CDR,35% RULES; 35CDR,40% RULES; 0CDR,35%
PRICE ADV100% LAG12 ADV100% LAG12 ADV100% LAG12 ADV100% LAG12
Yield
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
98-16 7.5792 7.5793 7.5793 7.5795
98-24 7.5416 7.5417 7.5417 7.5419
99-00 7.5042 7.5042 7.5042 7.5044
99-08 7.4668 7.4669 7.4669 7.4670
99-16 7.4296 7.4296 7.4297 7.4297
99-24 7.3925 7.3925 7.3925 7.3925
100-00 7.3556 7.3556 7.3555 7.3555
100-08 7.3187 7.3187 7.3187 7.3186
100-16 7.2820 7.2820 7.2819 7.2818
100-24 7.2454 7.2453 7.2453 7.2451
101-00 7.2089 7.2088 7.2088 7.2086
101-08 7.1725 7.1724 7.1724 7.1721
101-16 7.1363 7.1362 7.1361 7.1358
101-24 7.1001 7.1000 7.0999 7.0996
102-00 7.0641 7.0639 7.0638 7.0635
102-08 7.0282 7.0280 7.0279 7.0275
102-16 6.9924 6.9922 6.9921 6.9916
- -----------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
Spread @ Center Price 118 118 118 118
WAL 9.73353 9.72712 9.72233 9.70761
Mod Durn 6.762 6.759 6.757 6.750
Mod Convexity 0.594 0.593 0.593 0.592
Principal Window Sep08 to Nov09 Sep08 to Nov09 Sep08 to Nov09 Sep08 to Nov09
Maturity #mos 119 119 119 119
Accrued Interest 1,448,469.75 1,448,469.75 1,448,469.75 1,448,469.75
Total Collat Loss 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%)
Prepay At 0 CPR At 15 CPR At 25 CPR At 50 CPR
No prepays During any YM During any YM During any YM During any YM
Lockout and penalties Include penalty Include penalty Include penalty Include penalty
Extension, if balloon None None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At 0 CDR At 0 CDR At 0 CDR
Loss Severity 0.35 0.35 0.35 0.35
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
- -----------------------------------------------------
100CPR; EXT0MO
100% 0% RULES; 0CDR;
35% ADV100%
PRICE LAG12
- -----------------------------------------------------
98-16 7.5818
98-24 7.5437
99-00 7.5057
99-08 7.4678
99-16 7.4301
99-24 7.3925
100-00 7.3550
100-08 7.3176
100-16 7.2803
100-24 7.2432
101-00 7.2062
101-08 7.1693
101-16 7.1325
101-24 7.0958
102-00 7.0593
102-08 7.0228
102-16 6.9865
- -----------------------------------------------------
- -----------------------------------------------------
Spread @ Center Price 118
WAL 9.53372
Mod Durn 6.666
Mod Convexity 0.576
Principal Window Sep08 to Sep09
Maturity #mos 117
Accrued Interest 1,448,469.75
Total Collat Loss 0.00 (0.00%)
Prepay At 100 CPR
No prepays During any YM
Lockout and penalties Include penalty
Extension, if balloon None
Increase Coupon
Pay Exten Princ
Default At 0 CDR
Loss Severity 0.35
Servicer Advances 100% of P & I
Recovery Lag 12 mos
Optional Redemption
- -----------------------------------------------------
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
FUNB99C4_RED, Class AAA_2--Price/Yield
- -------------------------------------------------
CUSIP
Coupon 7.286
Delay 14
Stated Maturity N/A
Type SEN FIX
- -------------------------------------------------
- -------------------------------------------------
Face $447,304,000.00
Original Balance $447,304,000.00
Current Balance $447,304,000.00
Factor 1
- -------------------------------------------------
- --------------------------------------------------------
Settle at Pricing
Accrual begins 12/1/1999
Factor Date N/A
- --------------------------------------------------------
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
OCPR; YM; EXT0MO,
100% 0%RULES; 0CPR; YM; EXT0MO,100% 0CPR; YM; EXT0MO,100% OCPR; YM;EXT0MO,100% 0%
OCDR, 35% 0% RULES; 0 FOR 24 0% RULES; 0 FOR 24 RULES; 0 FOR 24 3CDR,35%
PRICE ADV100% LAG12 1CDR,35%ADV100% LAG12 2CDR,35%ADV100% LAG12 ADV100% LAG12
Yield
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
99-16 7.4296 7.4298 7.4301 7.4303
99-24 7.3925 7.3925 7.3925 7.3924
100-00 7.3556 7.3553 7.3550 7.3547
100-08 7.3187 7.3182 7.3176 7.3170
100-16 7.2820 7.2813 7.2804 7.2795
100-24 7.2454 7.2444 7.2433 7.2420
101-00 7.2089 7.2077 7.2063 7.2048
101-08 7.1725 7.1711 7.1694 7.1676
101-16 7.1363 7.1346 7.1327 7.1305
101-24 7.1001 7.0982 7.0960 7.0936
102-00 7.0641 7.0620 7.0595 7.0568
102-08 7.0282 7.0258 7.0231 7.0201
102-16 6.9924 6.9898 6.9868 6.9835
102-24 6.9567 6.9539 6.9506 6.9470
103-00 6.9211 6.9181 6.9145 6.9106
103-08 6.8857 6.8824 6.8786 6.8744
103-16 6.8503 6.8468 6.8427 6.8383
- -----------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
Spread @ Center Price 103 103 103 103
WAL 9.73353 9.64969 9.55265 9.44979
Mod Durn 6.782 6.740 6.690 6.636
Mod Convexity 0.597 0.589 0.580 0.571
Principal Window Sep08 to Nov09 Sep07 to Nov09 Jun07 to Nov09 May07 to Nov09
Maturity #mos 119 119 119 119
Accrued Interest 1,448,469.75 1,448,469.75 1,448,469.75 1,448,469.75
Total Collat Loss 0.00 (0.00%) 18,522,891.85 (2.09%) 35,963,262.80 (4.06%) 52,380,507.90 (5.91%)
Prepay At 0 CPR At 0 CPR At 0 CPR At 0 CPR
No prepays During any YM During any YM During any YM During any YM
Lockout and penalties Include penalty Include penalty Include penalty Include penalty
Extension, if balloon None None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At 0 for 24 1 CDR At 0 for 24 2 CDR At 0 for 24 3 CDR
Loss Severity 0.35 0.35 0.35 0.35
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
- ------------------------------------------------------------------------------
OCPR; YM; EXT0MO,
100% 0%RULES; 0CPR; YM; EXT0MO,100%
0 FOR 24 4CDR, 35% 0% RULES; 0 FOR 24
PRICE ADV100% LAG12 5CDR,35%ADV100% LAG12
- ------------------------------------------------------------------------------
99-16 7.4306 7.4310
99-24 7.3924 7.3923
100-00 7.3543 7.3538
100-08 7.3163 7.3154
100-16 7.2784 7.2772
100-24 7.2407 7.2390
101-00 7.2030 7.2010
101-08 7.1655 7.1631
101-16 7.1282 7.1254
101-24 7.0909 7.0877
102-00 7.0537 7.0502
102-08 7.0167 7.0128
102-16 6.9798 6.9755
102-24 6.9430 6.9383
103-00 6.9063 6.9012
103-08 6.8698 6.8643
103-16 6.8333 6.8274
- --------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
Spread @ Center Price 103 103
WAL 9.33865 9.21235
Mod Durn 6.578 6.510
Mod Convexity 0.561 0.550
Principal Window Sep06 to Nov09 Mar06 to Nov09
Maturity #mos 119 119
Accrued Interest 1,448,469.75 1,448,469.75
Total Collat Loss 67,830,857.25 (7.66%) 82,367,557.08 (9.30%)
Prepay At 0 CPR At 0 CPR
No prepays During any YM During any YM
Lockout and penalties Include penalty Include penalty
Extension, if balloon None None
Increase Coupon
Pay Exten Princ
Default At 0 for 24 4 CDR At 0 for 24 5 CDR
Loss Severity 0.35 0.35
Servicer Advances 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos
Optional Redemption
- --------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
FUNB99C4_RED, Class AAA_2--Price/Yield
- -------------------------------------------------
CUSIP
Coupon 7.286
Delay 14
Stated Maturity N/A
Type SEN FIX
- -------------------------------------------------
- -------------------------------------------------
Face $447,304,000.00
Original Balance $447,304,000.00
Current Balance $447,304,000.00
Factor 1
- -------------------------------------------------
- --------------------------------------------------------
Settle at Pricing
Accrual begins 12/1/1999
Factor Date N/A
- --------------------------------------------------------
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
5OCPR; YM; EXT0MO,
100% 0%RULES; 50CPR; YM; EXT0MO,100% 50CPR; YM; EXT0MO,100% 50CPR; YM;EXT0MO,100% 0%
OCDR, 35% 0% RULES; 0 FOR 24 0% RULES; 0 FOR 24 RULES; 0 FOR 24 3CDR,35%
PRICE ADV100% LAG12 1CDR,35%ADV100% LAG12 2CDR,35%ADV100% LAG12 ADV100% LAG12
Yield
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
99-16 7.4297 7.4299 7.4301 7.4304
99-24 7.3925 7.3925 7.3925 7.3924
100-00 7.3555 7.3552 7.3549 7.3546
100-08 7.3186 7.3181 7.3175 7.3169
100-16 7.2818 7.2811 7.2802 7.2793
100-24 7.2451 7.2442 7.2430 7.2418
101-00 7.2086 7.2074 7.2060 7.2045
101-08 7.1721 7.1707 7.1690 7.1672
101-16 7.1358 7.1342 7.1322 7.1301
101-24 7.0996 7.0977 7.0955 7.0931
102-00 7.0635 7.0614 7.0589 7.0562
102-08 7.0275 7.0252 7.0225 7.0195
102-16 6.9916 6.9891 6.9861 6.9828
102-24 6.9559 6.9531 6.9499 6.9463
103-00 6.9202 6.9173 6.9137 6.9099
103-08 6.8847 6.8815 6.8777 6.8736
103-16 6.8493 6.8459 6.8418 6.8374
- -----------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
Spread @ Center Price 103 103 103 103
WAL 9.70761 9.62547 9.52944 9.42764
Mod Durn 6.770 6.728 6.678 6.626
Mod Convexity 0.594 0.587 0.578 0.569
Principal Window Sep08 to Nov09 Sep07 to Nov09 Jun07 to Nov09 Apr07 to Nov09
Maturity #mos 119 119 119 119
Accrued Interest 1,448,469.75 1,448,469.75 1,448,469.75 1,448,469.75
Total Collat Loss 0.00 (0.00%) 18,501,051.21 (2.09%) 35,923,812.03 (4.06%) 52,327,108.38 (5.91%)
Prepay At 50 CPR At 50 CPR At 50 CPR At 50 CPR
No prepays During any YM During any YM During any YM During any YM
Lockout and penalties Include penalty Include penalty Include penalty Include penalty
Extension, if balloon None None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At 0 for 24 1 CDR At 0 for 24 2 CDR At 0 for 24 3 CDR
Loss Severity 0.35 0.35 0.35 0.35
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
- ------------------------------------------------------------------------------
5OCPR; YM; EXT0MO,
100% 0%RULES; 50CPR; YM; EXT0MO,100%
0 FOR 24 4CDR, 35% 0% RULES; 0 FOR 24
PRICE ADV100% LAG12 5CDR,35%ADV100% LAG12
- ------------------------------------------------------------------------------
99-16 7.4307 7.4310
99-24 7.3924 7.3923
100-00 7.3542 7.3538
100-08 7.3162 7.3153
100-16 7.2782 7.2770
100-24 7.2404 7.2388
101-00 7.2027 7.2007
101-08 7.1652 7.1628
101-16 7.1277 7.1249
101-24 7.0904 7.0872
102-00 7.0532 7.0496
102-08 7.0161 7.0121
102-16 6.9791 6.9748
102-24 6.9422 6.9375
103-00 6.9055 6.9004
103-08 6.8689 6.8634
103-16 6.8323 6.8265
- ------------------------------------------------------------------------------
- ------------------------------------------------------------------------------
Spread @ Center Price 103 103
WAL 9.31615 9.19133
Mod Durn 6.567 6.500
Mod Convexity 0.559 0.548
Principal Window Sep06 to Nov09 Mar06 to Nov09
Maturity #mos 119 119
Accrued Interest 1,448,469.75 1,448,469.75
Total Collat Loss 67,766,663.87 (7.65%) 82,295,274.97 (9.29%)
Prepay At 50 CPR At 50 CPR
No prepays During any YM During any YM
Lockout and penalties Include penalty Include penalty
Extension, if balloon None None
Increase Coupon
Pay Exten Princ
Default At 0 for 24 4 CDR At 0 for 24 5 CDR
Loss Severity 0.35 0.35
Servicer Advances 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos
Optional Redemption
- ------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
FUNB99C4_RED, Class AAA_2--Price/Yield
- -------------------------------------------------
CUSIP
Coupon 7.286
Delay 14
Stated Maturity N/A
Type SEN FIX
- -------------------------------------------------
- -------------------------------------------------
Face $447,304,000.00
Original Balance $447,304,000.00
Current Balance $447,304,000.00
Factor 1
- -------------------------------------------------
- --------------------------------------------------------
Settle at Pricing
Accrual begins 12/1/1999
Factor Date N/A
- --------------------------------------------------------
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
OCPR; EXT0MO,
100% 0%RULES; 0CPR; EXT24MO,50% 0CPR;EXT24MO,100% 50CPR;EXT24MO,100% 0%
OCDR, 35% 0% RULES; 0% RULES; RULES; 0CDR,0%
PRICE ADV100% LAG12 0CDR,0%ADV100% LAG0 0CDR,0%ADV100% LAG0 ADV100% LAG0
Yield
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
98-16 7.5792 7.5721 7.5590 7.5749
98-24 7.5416 7.5360 7.5256 7.5382
99-00 7.5042 7.5000 7.4923 7.5017
99-08 7.4668 7.4641 7.4591 7.4653
99-16 7.4296 7.4284 7.4260 7.4291
99-24 7.3925 7.3927 7.3931 7.3929
100-00 7.3556 7.3572 7.3602 7.3569
100-08 7.3187 7.3218 7.3275 7.3210
100-16 7.2820 7.2865 7.2949 7.2852
100-24 7.2454 7.2513 7.2623 7.2495
101-00 7.2089 7.2163 7.2299 7.2139
101-08 7.1725 7.1813 7.1976 7.1785
101-16 7.1363 7.1465 7.1654 7.1431
101-24 7.1001 7.1118 7.1333 7.1079
102-00 7.0641 7.0772 7.1013 7.0728
102-08 7.0282 7.0427 7.0694 7.0378
102-16 6.9924 7.0083 7.0376 7.0029
- ------------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
Spread @ Center Price 118 118 118 118
WAL 9.73353 10.34454 11.63598 10.11627
Mod Durn 6.762 7.038 7.611 6.938
Mod Convexity 0.594 0.651 0.773 0.630
Principal Window Sep08 to Nov09 Jun09 to Sep11 Sep09 to Nov11 Feb08 to Mar11
Maturity #mos 119 141 143 135
Accrued Interest 1,448,469.75 1,448,469.75 1,448,469.75 1,448,469.75
Total Collat Loss 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%)
Prepay At 0 CPR At 0 CPR At 0 CPR At 50 CPR
No prepays
Lockout and penalties Include penalty Include penalty Include penalty Include penalty
Extension, if balloon None Extend 50% 24 mos Extend 100% 24 mos Extend 100% 24 mos
Increase Coupon 0% for extension 0% for extension 0% for extension
Pay Exten Princ By pre-exten rules By pre-exten rules By pre-exten rules
Default At 0 CDR At 0 CDR At 0 CDR At 0 CDR
Loss Severity 0 0 0 0
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 0 mos 0 mos 0 mos 0 mos
Optional Redemption
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
- ------------------------------------------------------------------------------
75CPR;EXT24MO,
100% 0%RULES; 100CPR;EXT24MO,100%
0CDR, 0% 0% RULES;
PRICE ADV100% LAG0 0CDR,0%ADV100% LAG0
- ------------------------------------------------------------------------------
98-16 7.5788 7.5837
98-24 7.5413 7.5452
99-00 7.5040 7.5068
99-08 7.4667 7.4685
99-16 7.4296 7.4304
99-24 7.3926 7.3924
100-00 7.3557 7.3545
100-08 7.3190 7.3168
100-16 7.2824 7.2792
100-24 7.2458 7.2417
101-00 7.2094 7.2043
101-08 7.1732 7.1670
101-16 7.1370 7.1298
101-24 7.1009 7.0928
102-00 7.0650 7.0559
102-08 7.0292 7.0191
102-16 6.9935 6.9824
- ------------------------------------------------------------------------------
- ------------------------------------------------------------------------------
Spread @ Center Price 118 118
WAL 9.77633 9.40550
Mod Durn 6.779 6.600
Mod Convexity 0.598 0.564
Principal Window Oct07 to May10 Jul07 to Sep09
Maturity #mos 125 117
Accrued Interest 1,448,469.75 1,448,469.75
Total Collat Loss 0.00 (0.00%) 0.00 (0.00%)
Prepay At 75 CPR At 100 CPR
No prepays
Lockout and penalties Include penalty Include penalty
Extension, if balloon Extend 100% 24 mos Extend 100% 24 mos
Increase Coupon 0% for extension 0% for extension
Pay Exten Princ By pre-exten rules By pre-exten rules
Default At 0 CDR At 0 CDR
Loss Severity 0 0
Servicer Advances 100% of P & I 100% of P & I
Recovery Lag 0 mos 0 mos
Optional Redemption
- ------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
FUNB99C4_RED, CLASS AAA_2
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
CUSIP Face $447,304,000.00 Settle at Pricing
- -----------------------------------------------------------------------------------------------
Coupon 7.286 Original Balance $447,304,000.00 Accrual begins 12/1/1999
- -----------------------------------------------------------------------------------------------
Delay 14 Current Balance $447,304,000.00 Factor Date N/A
- -----------------------------------------------------------------------------------------------
Stated Maturity N/A Factor 1
- -----------------------------------------------------------------------------------------------
Type SEN FIX WAL 9.73353 yrs
- -----------------------------------------------------------------------------------------------
</TABLE>
- --------------------------------------------------------------------------------
YIELD CURVE: Spread off interpolated node
- --------------------------------------------------------------------------------
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=5.975, 10YR=6.075, 30YR=6.175
- --------------------------------------------------------------------------------
Prepay: At 0 CPR No prepays: During any YM
- --------------------------------------------------------------------------------
Lockout and penalties: Include penalty Default: At 0 CDR Loss Severity: 35%
- --------------------------------------------------------------------------------
Servicer Advances: 100% of P & I Recovery Lag: 12 mos
- --------------------------------------------------------------------------------
Extension, if balloon: None Increase Coupon: Pay Exten Princ:
- --------------------------------------------------------------------------------
Optional Redemption:
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- ---------------------------------------------------------------------------------------------------------------------
Period / Date Principal Interest Cash Flow Balance Prepay Penalty Princ Writedown
- ---------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
Total 447,304,000.00 317,402,316.37 764,706,316.37 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
- ---------------------------------------------------------------------------------------------------------------------
0. Dec 17, 99 0.00 0.00 0.00 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
1. Jan 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
2. Feb 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
3. Mar 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
4. Apr 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
5. May 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
6. Jun 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
7. Jul 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
8. Aug 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
9. Sep 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
10. Oct 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
11. Nov 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
</TABLE>
- -----------------------------------------------------------------
Period / Date Accrued Interest Interest Shortfall Coupon
- -----------------------------------------------------------------
Total 317,402,316.37 0.00
- -----------------------------------------------------------------
- -----------------------------------------------------------------
0. Dec 17, 99 0.00 0.00 0.0000
- -----------------------------------------------------------------
1. Jan 15, 00 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
2. Feb 15, 00 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
3. Mar 15, 00 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
4. Apr 15, 00 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
5. May 15, 00 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
6. Jun 15, 00 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
7. Jul 15, 00 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
8. Aug 15, 00 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
9. Sep 15, 00 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
10. Oct 15, 00 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
11. Nov 15, 00 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- ---------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
12. Dec 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
13. Jan 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
14. Feb 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
15. Mar 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
16. Apr 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
17. May 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
18. Jun 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
19. Jul 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
20. Aug 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
21. Sep 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
22. Oct 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
23. Nov 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
24. Dec 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
25. Jan 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
26. Feb 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
27. Mar 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
28. Apr 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
29. May 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
30. Jun 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
31. Jul 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
32. Aug 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
33. Sep 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
34. Oct 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
35. Nov 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
36. Dec 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
37. Jan 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
38. Feb 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
39. Mar 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
40. Apr 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
41. May 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
</TABLE>
- -----------------------------------------------------------------
12. Dec 15, 00 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
13. Jan 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
14. Feb 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
15. Mar 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
16. Apr 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
17. May 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
18. Jun 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
19. Jul 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
20. Aug 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
21. Sep 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
22. Oct 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
23. Nov 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
24. Dec 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
25. Jan 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
26. Feb 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
27. Mar 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
28. Apr 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
29. May 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
30. Jun 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
31. Jul 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
32. Aug 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
33. Sep 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
34. Oct 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
35. Nov 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
36. Dec 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
37. Jan 15, 03 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
38. Feb 15, 03 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
39. Mar 15, 03 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
40. Apr 15, 03 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
41. May 15, 03 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- ---------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
42. Jun 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
43. Jul 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
44. Aug 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
45. Sep 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
46. Oct 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
47. Nov 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
48. Dec 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
49. Jan 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
50. Feb 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
51. Mar 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
52. Apr 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
53. May 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
54. Jun 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
55. Jul 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
56. Aug 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
57. Sep 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
58. Oct 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
59. Nov 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
60. Dec 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
61. Jan 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
62. Feb 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
63. Mar 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
64. Apr 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
65. May 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
66. Jun 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
67. Jul 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
68. Aug 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
69. Sep 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
70. Oct 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
71. Nov 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
</TABLE>
- ----------------------------------------------------------------
42. Jun 15, 03 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
43. Jul 15, 03 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
44. Aug 15, 03 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
45. Sep 15, 03 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
46. Oct 15, 03 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
47. Nov 15, 03 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
48. Dec 15, 03 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
49. Jan 15, 04 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
50. Feb 15, 04 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
51. Mar 15, 04 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
52. Apr 15, 04 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
53. May 15, 04 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
54. Jun 15, 04 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
55. Jul 15, 04 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
56. Aug 15, 04 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
57. Sep 15, 04 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
58. Oct 15, 04 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
59. Nov 15, 04 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
60. Dec 15, 04 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
61. Jan 15, 05 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
62. Feb 15, 05 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
63. Mar 15, 05 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
64. Apr 15, 05 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
65. May 15, 05 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
66. Jun 15, 05 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
67. Jul 15, 05 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
68. Aug 15, 05 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
69. Sep 15, 05 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
70. Oct 15, 05 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
71. Nov 15, 05 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- ---------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
72. Dec 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
73. Jan 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
74. Feb 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
75. Mar 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
76. Apr 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
77. May 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
78. Jun 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
79. Jul 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
80. Aug 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
81. Sep 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
82. Oct 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
83. Nov 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
84. Dec 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
85. Jan 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
86. Feb 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
87. Mar 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
88. Apr 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
89. May 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
90. Jun 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
91. Jul 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
92. Aug 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
93. Sep 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
94. Oct 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
95. Nov 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
96. Dec 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
97. Jan 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
98. Feb 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
99. Mar 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
100. Apr 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
101. May 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------
</TABLE>
- ----------------------------------------------------------------
72. Dec 15, 05 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
73. Jan 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
74. Feb 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
75. Mar 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
76. Apr 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
77. May 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
78. Jun 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
79. Jul 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
80. Aug 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
81. Sep 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
82. Oct 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
83. Nov 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
84. Dec 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
85. Jan 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
86. Feb 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
87. Mar 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
88. Apr 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
89. May 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
90. Jun 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
91. Jul 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
92. Aug 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
93. Sep 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
94. Oct 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
95. Nov 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
96. Dec 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
97. Jan 15, 08 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
98. Feb 15, 08 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
99. Mar 15, 08 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
100. Apr 15, 08 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
101. May 15, 08 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
102. Jun 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00 2,715,880.79 0.00 7.2860
- ------------------------------------------------------------------------------------------------------------------------------------
103. Jul 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00 2,715,880.79 0.00 7.2860
- ------------------------------------------------------------------------------------------------------------------------------------
104. Aug 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00 2,715,880.79 0.00 7.2860
- ------------------------------------------------------------------------------------------------------------------------------------
105. Sep 15, 08 275,651.56 2,715,880.79 2,991,532.35 447,028,348.44 0.00 0.00 2,715,880.79 0.00 7.2860
- ------------------------------------------------------------------------------------------------------------------------------------
106. Oct 15, 08 940,874.86 2,714,207.12 3,655,081.98 446,087,473.57 0.00 0.00 2,714,207.12 0.00 7.2860
- ------------------------------------------------------------------------------------------------------------------------------------
107. Nov 15, 08 3,819,407.75 2,708,494.44 6,527,902.19 442,268,065.83 0.00 0.00 2,708,494.44 0.00 7.2860
- ------------------------------------------------------------------------------------------------------------------------------------
108. Dec 15, 08 2,565,776.66 2,685,304.27 5,251,080.94 439,702,289.16 0.00 0.00 2,685,304.27 0.00 7.2860
- ------------------------------------------------------------------------------------------------------------------------------------
109. Jan 15, 09 814,218.93 2,669,725.73 3,483,944.66 438,888,070.24 0.00 0.00 2,669,725.73 0.00 7.2860
- ------------------------------------------------------------------------------------------------------------------------------------
110. Feb 15, 09 819,925.43 2,664,782.07 3,484,707.50 438,068,144.80 0.00 0.00 2,664,782.07 0.00 7.2860
- ------------------------------------------------------------------------------------------------------------------------------------
111. Mar 15, 09 1,232,622.78 2,659,803.75 3,892,426.53 436,835,522.02 0.00 0.00 2,659,803.75 0.00 7.2860
- ------------------------------------------------------------------------------------------------------------------------------------
112. Apr 15, 09 834,308.61 2,652,319.68 3,486,628.29 436,001,213.41 0.00 0.00 2,652,319.68 0.00 7.2860
- ------------------------------------------------------------------------------------------------------------------------------------
113. May 15, 09 975,340.76 2,647,254.03 3,622,594.79 435,025,872.65 0.00 0.00 2,647,254.03 0.00 7.2860
- ------------------------------------------------------------------------------------------------------------------------------------
114. Jun 15, 09 32,850,510.39 2,641,332.09 35,491,842.48 402,175,362.26 0.00 0.00 2,641,332.09 0.00 7.2860
- ------------------------------------------------------------------------------------------------------------------------------------
115. Jul 15, 09 32,500,393.09 2,441,874.74 34,942,267.83 369,674,969.18 0.00 0.00 2,441,874.74 0.00 7.2860
- ------------------------------------------------------------------------------------------------------------------------------------
116. Aug 15, 09 28,564,634.89 2,244,543.19 30,809,178.08 341,110,334.28 0.00 0.00 2,244,543.19 0.00 7.2860
- ------------------------------------------------------------------------------------------------------------------------------------
117. Sep 15, 09 146,651,307.20 2,071,108.25 148,722,415.44 194,459,027.09 0.00 0.00 2,071,108.25 0.00 7.2860
- ------------------------------------------------------------------------------------------------------------------------------------
118. Oct 15, 09 152,725,179.51 1,180,690.39 153,905,869.91 41,733,847.57 0.00 0.00 1,180,690.39 0.00 7.2860
- ------------------------------------------------------------------------------------------------------------------------------------
119. Nov 15, 09 41,733,847.57 253,394.01 41,987,241.59 0.00 0.00 0.00 253,394.01 0.00 7.2860
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
FUNB99C4_RED, CLASS AAA_2
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C> <C> <C> <C>
- ---------------------------------------------------------------------------------------------
CUSIP Face $447,304,000.00 Settle at Pricing
- ---------------------------------------------------------------------------------------------
Coupon 7.286 Original Balance $447,304,000.00 Accrual begins 12/1/1999
- ---------------------------------------------------------------------------------------------
Delay 14 Current Balance $447,304,000.00 Factor Date N/A
- ---------------------------------------------------------------------------------------------
Stated Maturity N/A Factor 1
- ---------------------------------------------------------------------------------------------
Type SEN FIX WAL 9.40505 yrs
- ---------------------------------------------------------------------------------------------
</TABLE>
- --------------------------------------------------------------------------------
YIELD CURVE: Spread off Interpolated node
- --------------------------------------------------------------------------------
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
- --------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
Prepay: At 100 CPR No prepays: Lockout and penalties: Include penalty
- --------------------------------------------------------------------------------
Default: At 0 CDR Loss Severity: 0% Servicer Advances: 100% of P & I
- --------------------------------------------------------------------------------
Recovery Lag: 0 mos Extension, if balloon: None
- --------------------------------------------------------------------------------
Increase Coupon: Pay Exten Princ: Optional Redemption:
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- ----------------------------------------------------------------------------------------------------------------------
Period / Date Principal Interest Cash Flow Balance Prepay Penalty Princ Writedown
<S> <C> <C> <C> <C> <C> <C>
- ----------------------------------------------------------------------------------------------------------------------
Total 447,304,000.00 306,697,134.85 754,001,134.85 159.68 0.00
- ----------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------
0. Dec 17, 99 0.00 0.00 0.00 447,304,000.00 0.00 0.00
- ----------------------------------------------------------------------------------------------------------------------
1. Jan 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ----------------------------------------------------------------------------------------------------------------------
2. Feb 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ----------------------------------------------------------------------------------------------------------------------
3. Mar 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ----------------------------------------------------------------------------------------------------------------------
4. Apr 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ----------------------------------------------------------------------------------------------------------------------
5. May 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ----------------------------------------------------------------------------------------------------------------------
6. Jun 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ----------------------------------------------------------------------------------------------------------------------
7. Jul 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ----------------------------------------------------------------------------------------------------------------------
8. Aug 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ----------------------------------------------------------------------------------------------------------------------
9. Sep 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ----------------------------------------------------------------------------------------------------------------------
10. Oct 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ----------------------------------------------------------------------------------------------------------------------
11. Nov 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ----------------------------------------------------------------------------------------------------------------------
<CAPTION>
- ----------------------------------------------------------------
Period / Date Accrued Interest Interest Shortfall Coupon
<S> <C> <C> <C>
- ----------------------------------------------------------------
Total 306,696,975.17 0.00
- ----------------------------------------------------------------
- ----------------------------------------------------------------
0. Dec 17, 99 0.00 0.00 0.0000
- ----------------------------------------------------------------
1. Jan 15, 00 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
2. Feb 15, 00 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
3. Mar 15, 00 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
4. Apr 15, 00 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
5. May 15, 00 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
6. Jun 15, 00 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
7. Jul 15, 00 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
8. Aug 15, 00 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
9. Sep 15, 00 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
10. Oct 15, 00 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
11. Nov 15, 00 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
</TABLE>
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
12. Dec 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
13. Jan 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
14. Feb 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
15. Mar 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
16. Apr 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
17. May 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
18. Jun 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
19. Jul 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
20. Aug 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
21. Sep 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
22. Oct 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
23. Nov 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
24. Dec 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
25. Jan 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
26. Feb 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
27. Mar 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
28. Apr 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
29. May 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
30. Jun 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
31. Jul 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
32. Aug 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
33. Sep 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
34. Oct 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
35. Nov 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
36. Dec 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
37. Jan 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
38. Feb 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
39. Mar 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
40. Apr 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
41. May 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
<CAPTION>
- ---------------------------------------------------------------
<S> <C> <C> <C>
12. Dec 15, 00 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
13. Jan 15, 01 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
14. Feb 15, 01 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
15. Mar 15, 01 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
16. Apr 15, 01 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
17. May 15, 01 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
18. Jun 15, 01 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
19. Jul 15, 01 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
20. Aug 15, 01 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
21. Sep 15, 01 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
22. Oct 15, 01 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
23. Nov 15, 01 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
24. Dec 15, 01 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
25. Jan 15, 02 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
26. Feb 15, 02 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
27. Mar 15, 02 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
28. Apr 15, 02 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
29. May 15, 02 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
30. Jun 15, 02 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
31. Jul 15, 02 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
32. Aug 15, 02 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
33. Sep 15, 02 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
34. Oct 15, 02 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
35. Nov 15, 02 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
36. Dec 15, 02 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
37. Jan 15, 03 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
38. Feb 15, 03 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
39. Mar 15, 03 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
40. Apr 15, 03 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
41. May 15, 03 2,715,880.79 0.00 7.2860
- ---------------------------------------------------------------
</TABLE>
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
42. Jun 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
43. Jul 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
44. Aug 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
45. Sep 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
46. Oct 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
47. Nov 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
48. Dec 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
49. Jan 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
50. Feb 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
51. Mar 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
52. Apr 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
53. May 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
54. Jun 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
55. Jul 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
56. Aug 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
57. Sep 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
58. Oct 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
59. Nov 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
60. Dec 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
61. Jan 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
62. Feb 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
63. Mar 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
64. Apr 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
65. May 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
66. Jun 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
67. Jul 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
68. Aug 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
69. Sep 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
70. Oct 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
71. Nov 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
<CAPTION>
- -----------------------------------------------------------------
<S> <C> <C> <C>
42. Jun 15, 03 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
43. Jul 15, 03 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
44. Aug 15, 03 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
45. Sep 15, 03 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
46. Oct 15, 03 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
47. Nov 15, 03 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
48. Dec 15, 03 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
49. Jan 15, 04 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
50. Feb 15, 04 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
51. Mar 15, 04 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
52. Apr 15, 04 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
53. May 15, 04 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
54. Jun 15, 04 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
55. Jul 15, 04 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
56. Aug 15, 04 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
57. Sep 15, 04 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
58. Oct 15, 04 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
59. Nov 15, 04 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
60. Dec 15, 04 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
61. Jan 15, 05 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
62. Feb 15, 05 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
63. Mar 15, 05 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
64. Apr 15, 05 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
65. May 15, 05 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
66. Jun 15, 05 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
67. Jul 15, 05 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
68. Aug 15, 05 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
69. Sep 15, 05 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
70. Oct 15, 05 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
71. Nov 15, 05 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
</TABLE>
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
72. Dec 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
73. Jan 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
74. Feb 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
75. Mar 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
76. Apr 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
77. May 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
78. Jun 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
79. Jul 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
80. Aug 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
81. Sep 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
82. Oct 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
83. Nov 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
84. Dec 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
85. Jan 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
86. Feb 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
87. Mar 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
88. Apr 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
89. May 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
90. Jun 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
91. Jul 15, 07 19,057,109.36 2,715,880.79 21,772,990.14 428,246,890.64 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
92. Aug 15, 07 708,256.32 2,600,172.37 3,308,428.69 427,538,634.32 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
93. Sep 15, 07 713,227.79 2,595,872.07 3,309,099.87 426,825,406.53 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
94. Oct 15, 07 854,777.39 2,591,541.59 3,446,318.98 425,970,629.14 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
95. Nov 15, 07 724,233.35 2,586,351.67 3,310,585.02 425,246,395.79 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
96. Dec 15, 07 865,505.88 2,581,954.37 3,447,460.24 424,380,889.91 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
97. Jan 15, 08 735,391.72 2,576,699.30 3,312,091.03 423,645,498.19 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
98. Feb 15, 08 740,553.98 2,572,234.25 3,312,788.23 422,904,944.21 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
99. Mar 15, 08 1,017,078.97 2,567,737.85 3,584,816.82 421,887,865.24 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
100. Apr 15, 08 752,890.28 2,561,562.49 3,314,452.77 421,134,974.96 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
101. May 15, 08 893,441.21 2,556,991.19 3,450,432.40 420,241,533.75 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
<CAPTION>
- ----------------------------------------------------------------
<S> <C> <C> <C>
72. Dec 15, 05 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
73. Jan 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
74. Feb 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
75. Mar 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
76. Apr 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
77. May 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
78. Jun 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
79. Jul 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
80. Aug 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
81. Sep 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
82. Oct 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
83. Nov 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
84. Dec 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
85. Jan 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
86. Feb 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
87. Mar 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
88. Apr 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
89. May 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
90. Jun 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
91. Jul 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
92. Aug 15, 07 2,600,172.37 0.00 7.2860
- ----------------------------------------------------------------
93. Sep 15, 07 2,595,872.07 0.00 7.2860
- ----------------------------------------------------------------
94. Oct 15, 07 2,591,541.59 0.00 7.2860
- ----------------------------------------------------------------
95. Nov 15, 07 2,586,351.67 0.00 7.2860
- ----------------------------------------------------------------
96. Dec 15, 07 2,581,954.37 0.00 7.2860
- ----------------------------------------------------------------
97. Jan 15, 08 2,576,699.30 0.00 7.2860
- ----------------------------------------------------------------
98. Feb 15, 08 2,572,234.25 0.00 7.2860
- ----------------------------------------------------------------
99. Mar 15, 08 2,567,737.85 0.00 7.2860
- ----------------------------------------------------------------
100. Apr 15, 08 2,561,562.49 0.00 7.2860
- ----------------------------------------------------------------
101. May 15, 08 2,556,991.19 0.00 7.2860
- ----------------------------------------------------------------
</TABLE>
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
102. Jun 15, 08 3,187,060.75 2,551,566.51 5,738,627.26 417,054,473.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
103. Jul 15, 08 900,882.22 2,532,215.74 3,433,097.96 416,153,590.78 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
104. Aug 15, 08 772,311.61 2,526,745.89 3,299,057.49 415,381,279.17 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
105. Sep 15, 08 5,117,266.48 2,522,056.67 7,639,323.15 410,264,012.69 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
106. Oct 15, 08 908,732.40 2,490,986.33 3,399,718.73 409,355,280.29 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
107. Nov 15, 08 781,674.65 2,485,468.81 3,267,143.46 408,573,605.63 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
108. Dec 15, 08 15,243,552.57 2,480,722.74 17,724,275.31 393,330,053.06 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
109. Jan 15, 09 741,621.80 2,388,168.97 3,129,790.78 392,588,431.26 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
110. Feb 15, 09 746,820.99 2,383,666.09 3,130,487.08 391,841,610.27 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
111. Mar 15, 09 24,540,771.04 2,379,131.64 26,919,902.68 367,300,839.23 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
112. Apr 15, 09 11,827,833.94 2,230,128.26 14,057,962.20 355,473,005.29 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
113. May 15, 09 43,806,786.82 2,158,313.60 45,965,100.41 311,666,218.48 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
114. Jun 15, 09 35,660,652.31 1,892,333.39 37,552,985.70 276,005,566.16 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
115. Jul 15, 09 105,956,614.32 1,675,813.80 107,632,428.11 170,048,951.84 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
116. Aug 15, 09 164,958,515.32 1,032,480.55 165,990,995.87 5,090,436.52 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------
117. Sep 15, 09 5,090,436.52 31,067.11 5,121,503.64 0.00 159.68 0.00
- -----------------------------------------------------------------------------------------------------------------------
<CAPTION>
- ---------------------------------------------------------------
<S> <C> <C> <C>
102. Jun 15, 08 2,551,566.51 0.00 7.2860
- ---------------------------------------------------------------
103. Jul 15, 08 2,532,215.74 0.00 7.2860
- ---------------------------------------------------------------
104. Aug 15, 08 2,526,745.89 0.00 7.2860
- ---------------------------------------------------------------
105. Sep 15, 08 2,522,056.67 0.00 7.2860
- ---------------------------------------------------------------
106. Oct 15, 08 2,490,986.33 0.00 7.2860
- ---------------------------------------------------------------
107. Nov 15, 08 2,485,468.81 0.00 7.2860
- ---------------------------------------------------------------
108. Dec 15, 08 2,480,722.74 0.00 7.2860
- ---------------------------------------------------------------
109. Jan 15, 09 2,388,168.97 0.00 7.2860
- ---------------------------------------------------------------
110. Feb 15, 09 2,383,666.09 0.00 7.2860
- ---------------------------------------------------------------
111. Mar 15, 09 2,379,131.64 0.00 7.2860
- ---------------------------------------------------------------
112. Apr 15, 09 2,230,128.26 0.00 7.2860
- ---------------------------------------------------------------
113. May 15, 09 2,158,313.60 0.00 7.2860
- ---------------------------------------------------------------
114. Jun 15, 09 1,892,333.39 0.00 7.2860
- ---------------------------------------------------------------
115. Jul 15, 09 1,675,813.80 0.00 7.2860
- ---------------------------------------------------------------
116. Aug 15, 09 1,032,480.55 0.00 7.2860
- ---------------------------------------------------------------
117. Sep 15, 09 30,907.43 0.00 7.2860
- ---------------------------------------------------------------
</TABLE>
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
FUNB99C4_RED, CLASS AAA_2
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
CUSIP Face $447,304,000.00 Settle at Pricing
- -----------------------------------------------------------------------------------------------------
Coupon 7.286 Original Balance $447,304,000.00 Accrual begins 12/1/1999
- -----------------------------------------------------------------------------------------------------
Delay 14 Current Balance $447,304,000.00 Factor Date N/A
- -----------------------------------------------------------------------------------------------------
Stated Maturity N/A Factor 1
- -----------------------------------------------------------------------------------------------------
Type SEN FIX WAL 11.63598 yrs
- -----------------------------------------------------------------------------------------------------
</TABLE>
- --------------------------------------------------------------------------------
YIELD CURVE: Spread off Interpolated node
- --------------------------------------------------------------------------------
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=6.02, 10YR=6.107, 30YR=6.208
- --------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
Prepay: At 0 CPR No prepays: Lockout and penalties: Include penalty
- --------------------------------------------------------------------------------
Default: At 0 CDR Loss Severity: 0% Servicer Advances: 100% of P & I
- --------------------------------------------------------------------------------
Recovery Lag: 0 mos Extension, if balloon: Extend 100% 24 mos
- --------------------------------------------------------------------------------
Increase Coupon: 0% for extension Pay Exten Princ: By pre-exten rules
- --------------------------------------------------------------------------------
Optional Redemption:
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Period / Date Principal Interest Cash Flow Balance Prepay Penalty Princ Writedown
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
Total 447,304,000.00 379,404,264.31 826,708,264.31 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
0. Dec 17, 99 0.00 0.00 0.00 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
1. Jan 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
2. Feb 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
3. Mar 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
4. Apr 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
5. May 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
6. Jun 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
7. Jul 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
8. Aug 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
9. Sep 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
10. Oct 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
11. Nov 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
- ------------------------------------------------------------------
Period / Date Accrued Interest Interest Shortfall Coupon
- ------------------------------------------------------------------
<S> <C> <C>
Total 379,404,264.31 0.00
- ------------------------------------------------------------------
- ------------------------------------------------------------------
0. Dec 17, 99 0.00 0.00 0.0000
- ------------------------------------------------------------------
1. Jan 15, 00 2,715,880.79 0.00 7.2860
- ------------------------------------------------------------------
2. Feb 15, 00 2,715,880.79 0.00 7.2860
- ------------------------------------------------------------------
3. Mar 15, 00 2,715,880.79 0.00 7.2860
- ------------------------------------------------------------------
4. Apr 15, 00 2,715,880.79 0.00 7.2860
- ------------------------------------------------------------------
5. May 15, 00 2,715,880.79 0.00 7.2860
- ------------------------------------------------------------------
6. Jun 15, 00 2,715,880.79 0.00 7.2860
- ------------------------------------------------------------------
7. Jul 15, 00 2,715,880.79 0.00 7.2860
- ------------------------------------------------------------------
8. Aug 15, 00 2,715,880.79 0.00 7.2860
- ------------------------------------------------------------------
9. Sep 15, 00 2,715,880.79 0.00 7.2860
- ------------------------------------------------------------------
10. Oct 15, 00 2,715,880.79 0.00 7.2860
- ------------------------------------------------------------------
11. Nov 15, 00 2,715,880.79 0.00 7.2860
- ------------------------------------------------------------------
</TABLE>
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
12. Dec 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
13. Jan 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
14. Feb 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
15. Mar 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
16. Apr 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
17. May 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
18. Jun 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
19. Jul 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
20. Aug 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
21. Sep 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
22. Oct 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
23. Nov 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
24. Dec 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
25. Jan 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
26. Feb 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
27. Mar 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
28. Apr 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
29. May 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
30. Jun 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
31. Jul 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
32. Aug 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
33. Sep 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
34. Oct 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
35. Nov 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
36. Dec 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
37. Jan 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
38. Feb 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
39. Mar 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
40. Apr 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
41. May 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
- -----------------------------------------------------------------
<S> <C> <C> <C>
12. Dec 15, 00 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
13. Jan 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
14. Feb 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
15. Mar 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
16. Apr 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
17. May 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
18. Jun 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
19. Jul 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
20. Aug 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
21. Sep 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
22. Oct 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
23. Nov 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
24. Dec 15, 01 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
25. Jan 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
26. Feb 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
27. Mar 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
28. Apr 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
29. May 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
30. Jun 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
31. Jul 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
32. Aug 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
33. Sep 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
34. Oct 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
35. Nov 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
36. Dec 15, 02 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
37. Jan 15, 03 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
38. Feb 15, 03 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
39. Mar 15, 03 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
40. Apr 15, 03 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
41. May 15, 03 2,715,880.79 0.00 7.2860
- -----------------------------------------------------------------
</TABLE>
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
42. Jun 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
43. Jul 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
44. Aug 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
45. Sep 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
46. Oct 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
47. Nov 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
48. Dec 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
49. Jan 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
50. Feb 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
51. Mar 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
52. Apr 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
53. May 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
54. Jun 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
55. Jul 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
56. Aug 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
57. Sep 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
58. Oct 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
59. Nov 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
60. Dec 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
61. Jan 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
62. Feb 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
63. Mar 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
64. Apr 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
65. May 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
66. Jun 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
67. Jul 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
68. Aug 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
69. Sep 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
70. Oct 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
71. Nov 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
- --------------------------------------------------------------------
<S> <C> <C> <C>
42. Jun 15, 03 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
43. Jul 15, 03 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
44. Aug 15, 03 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
45. Sep 15, 03 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
46. Oct 15, 03 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
47. Nov 15, 03 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
48. Dec 15, 03 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
49. Jan 15, 04 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
50. Feb 15, 04 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
51. Mar 15, 04 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
52. Apr 15, 04 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
53. May 15, 04 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
54. Jun 15, 04 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
55. Jul 15, 04 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
56. Aug 15, 04 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
57. Sep 15, 04 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
58. Oct 15, 04 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
59. Nov 15, 04 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
60. Dec 15, 04 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
61. Jan 15, 05 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
62. Feb 15, 05 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
63. Mar 15, 05 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
64. Apr 15, 05 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
65. May 15, 05 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
66. Jun 15, 05 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
67. Jul 15, 05 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
68. Aug 15, 05 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
69. Sep 15, 05 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
70. Oct 15, 05 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
71. Nov 15, 05 2,715,880.79 0.00 7.2860
- --------------------------------------------------------------------
</TABLE>
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
72. Dec 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
73. Jan 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
74. Feb 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
75. Mar 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
76. Apr 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
77. May 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
78. Jun 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
79. Jul 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
80. Aug 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
81. Sep 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
82. Oct 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
83. Nov 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
84. Dec 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
85. Jan 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
86. Feb 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
87. Mar 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
88. Apr 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
89. May 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
90. Jun 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
91. Jul 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
92. Aug 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
93. Sep 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
94. Oct 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
95. Nov 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
96. Dec 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
97. Jan 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
98. Feb 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
99. Mar 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
100. Apr 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
101. May 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
- ----------------------------------------------------------------
<S> <C> <C> <C>
72. Dec 15, 05 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
73. Jan 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
74. Feb 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
75. Mar 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
76. Apr 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
77. May 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
78. Jun 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
79. Jul 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
80. Aug 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
81. Sep 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
82. Oct 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
83. Nov 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
84. Dec 15, 06 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
85. Jan 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
86. Feb 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
87. Mar 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
88. Apr 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
89. May 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
90. Jun 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
91. Jul 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
92. Aug 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
93. Sep 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
94. Oct 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
95. Nov 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
96. Dec 15, 07 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
97. Jan 15, 08 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
98. Feb 15, 08 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
99. Mar 15, 08 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
100. Apr 15, 08 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
101. May 15, 08 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------
</TABLE>
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
102. Jun 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
103. Jul 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
104. Aug 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
105. Sep 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
106. Oct 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
107. Nov 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
108. Dec 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
109. Jan 15, 09 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
110. Feb 15, 09 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
111. Mar 15, 09 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
112. Apr 15, 09 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
113. May 15, 09 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
114. Jun 15, 09 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
115. Jul 15, 09 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
116. Aug 15, 09 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
117. Sep 15, 09 9,834,894.60 2,715,880.79 12,550,775.39 437,469,105.40 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
118. Oct 15, 09 1,019,840.40 2,656,166.58 3,676,006.99 436,449,265.00 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
119. Nov 15, 09 891,942.86 2,649,974.45 3,541,917.31 435,557,322.14 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
120. Dec 15, 09 1,395,945.01 2,644,558.87 4,040,503.88 434,161,377.13 0.00 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
121. Jan 15, 10 905428.14 2636083.16 3541511.31 433255949 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
122. Feb 15, 10 911772.46 2630585.7 3542358.16 432344176.5 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
123. Mar 15, 10 1320086.63 2625049.73 3945136.36 431024089.9 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
124. Apr 15, 10 927407.9 2617034.6 3544442.5 430096682 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
125. May 15, 10 1067377.44 2611403.69 3678781.13 429029304.6 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
126. Jun 15, 10 3877339.41 2604922.93 6482262.33 425151965.2 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
127. Jul 15, 10 1076464.77 2581381.02 3657845.78 424075500.4 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
128. Aug 15, 10 950985.54 2574845.08 3525830.62 423124514.8 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
129. Sep 15, 10 957649.04 2569071.01 3526720.06 422166865.8 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
130. Oct 15, 10 1096708.01 2563256.49 3659964.5 421070157.8 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
131. Nov 15, 10 3899678.04 2556597.64 6456275.69 417170479.7 0 0
- ------------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
- -------------------------------------------------------------------
<S> <C> <C> <C>
102. Jun 15, 08 2,715,880.79 0.00 7.2860
- -------------------------------------------------------------------
103. Jul 15, 08 2,715,880.79 0.00 7.2860
- -------------------------------------------------------------------
104. Aug 15, 08 2,715,880.79 0.00 7.2860
- -------------------------------------------------------------------
105. Sep 15, 08 2,715,880.79 0.00 7.2860
- -------------------------------------------------------------------
106. Oct 15, 08 2,715,880.79 0.00 7.2860
- -------------------------------------------------------------------
107. Nov 15, 08 2,715,880.79 0.00 7.2860
- -------------------------------------------------------------------
108. Dec 15, 08 2,715,880.79 0.00 7.2860
- -------------------------------------------------------------------
109. Jan 15, 09 2,715,880.79 0.00 7.2860
- -------------------------------------------------------------------
110. Feb 15, 09 2,715,880.79 0.00 7.2860
- -------------------------------------------------------------------
111. Mar 15, 09 2,715,880.79 0.00 7.2860
- -------------------------------------------------------------------
112. Apr 15, 09 2,715,880.79 0.00 7.2860
- -------------------------------------------------------------------
113. May 15, 09 2,715,880.79 0.00 7.2860
- -------------------------------------------------------------------
114. Jun 15, 09 2,715,880.79 0.00 7.2860
- -------------------------------------------------------------------
115. Jul 15, 09 2,715,880.79 0.00 7.2860
- -------------------------------------------------------------------
116. Aug 15, 09 2,715,880.79 0.00 7.2860
- -------------------------------------------------------------------
117. Sep 15, 09 2,715,880.79 0.00 7.2860
- -------------------------------------------------------------------
118. Oct 15, 09 2,656,166.58 0.00 7.2860
- -------------------------------------------------------------------
119. Nov 15, 09 2,649,974.45 0.00 7.2860
- -------------------------------------------------------------------
120. Dec 15, 09 2,644,558.87 0.00 7.2860
- -------------------------------------------------------------------
121. Jan 15, 10 2636083.16 0 7.286
- -------------------------------------------------------------------
122. Feb 15, 10 2630585.7 0 7.286
- -------------------------------------------------------------------
123. Mar 15, 10 2625049.73 0 7.286
- -------------------------------------------------------------------
124. Apr 15, 10 2617034.6 0 7.286
- -------------------------------------------------------------------
125. May 15, 10 2611403.69 0 7.286
- -------------------------------------------------------------------
126. Jun 15, 10 2604922.93 0 7.286
- -------------------------------------------------------------------
127. Jul 15, 10 2581381.02 0 7.286
- -------------------------------------------------------------------
128. Aug 15, 10 2574845.08 0 7.286
- -------------------------------------------------------------------
129. Sep 15, 10 2569071.01 0 7.286
- -------------------------------------------------------------------
130. Oct 15, 10 2563256.49 0 7.286
- -------------------------------------------------------------------
131. Nov 15, 10 2556597.64 0 7.286
- -------------------------------------------------------------------
</TABLE>
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
132. Dec 15, 10 2652520.6 2532920.1 5185440.7 414517959.1 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
133. Jan 15, 11 977086.76 2516814.88 3493901.64 413540872.4 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
134. Feb 15, 11 983936.9 2510882.33 3494819.23 412556935.5 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
135. Mar 15, 11 1381863.67 2504908.19 3886771.86 411175071.8 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
136. Apr 15, 11 1000519.71 2496517.98 3497037.69 410174552.1 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
137. May 15, 11 1137340.42 2490443.16 3627783.58 409037211.7 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
138. Jun 15, 11 30924167.69 2483537.6 33407705.29 378113044 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
139. Jul 15, 11 31563541.33 2295776.37 33859317.69 346549502.7 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
140. Aug 15, 11 27603477.02 2104133.06 29707610.08 318946025.6 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
141. Sep 15, 11 141305550.5 1936533.95 143242084.5 177640475.1 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
142. Oct 15, 11 148943255.3 1078573.75 150021829.1 28697219.76 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
143. Nov 15, 11 28697219.76 174239.95 28871459.71 0 0 0
- -----------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
- --------------------------------------------------------------------
<S> <C> <C> <C>
132. Dec 15, 10 2532920.1 0 7.286
- --------------------------------------------------------------------
133. Jan 15, 11 2516814.88 0 7.286
- --------------------------------------------------------------------
134. Feb 15, 11 2510882.33 0 7.286
- --------------------------------------------------------------------
135. Mar 15, 11 2504908.19 0 7.286
- --------------------------------------------------------------------
136. Apr 15, 11 2496517.98 0 7.286
- --------------------------------------------------------------------
137. May 15, 11 2490443.16 0 7.286
- --------------------------------------------------------------------
138. Jun 15, 11 2483537.6 0 7.286
- --------------------------------------------------------------------
139. Jul 15, 11 2295776.37 0 7.286
- --------------------------------------------------------------------
140. Aug 15, 11 2104133.06 0 7.286
- --------------------------------------------------------------------
141. Sep 15, 11 1936533.95 0 7.286
- --------------------------------------------------------------------
142. Oct 15, 11 1078573.75 0 7.286
- --------------------------------------------------------------------
143. Nov 15, 11 174239.95 0 7.286
- --------------------------------------------------------------------
</TABLE>
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
FUNB99C4_RED, CLASS AAA_2
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
CUSIP Face $447,304,000.00 Settle at Pricing
- ------------------------------------------------------------------------------------------------------
Coupon 7.286 Original Balance $447,304,000.00 Accrual begins 12/1/1999
- ------------------------------------------------------------------------------------------------------
Delay 14 Current Balance $447,304,000.00 Factor Date N/A
- ------------------------------------------------------------------------------------------------------
Stated Maturity N/A Factor 1
- ------------------------------------------------------------------------------------------------------
Type SEN FIX WAL 9.73353 yrs
- ------------------------------------------------------------------------------------------------------
YIELD CURVE: Spread off Interpolated node
- ------------------------------------------------------------------------------------------------------
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=5.942, 5YR=5.975, 10YR=6.075, 30YR=6.175
- ------------------------------------------------------------------------------------------------------
</TABLE>
- --------------------------------------------------------------------------------
Prepay: At 0 CPR No prepays: During any YM
- --------------------------------------------------------------------------------
Lockout and penalties: Include penalty Default: At 0 CDR Loss Severity: 35%
- --------------------------------------------------------------------------------
Servicer Advances: 100% of P & I Recovery Lag: 12 mos
- --------------------------------------------------------------------------------
Extension, if balloon: None Increase Coupon: Pay Exten Princ:
- --------------------------------------------------------------------------------
Optional Redemption:
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------
Period / Date Principal Interest Cash Flow Balance Prepay Penalty
- ------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
447,304,000.00 317,402,316.37 764,706,316.37 0.00
- ------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------
0. Dec 17, 99 0.00 0.00 0.00 447,304,000.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
1. Jan 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
2. Feb 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
3. Mar 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
4. Apr 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
5. May 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
6. Jun 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
7. Jul 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
8. Aug 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
9. Sep 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
10. Oct 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
11. Nov 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00
- ------------------------------------------------------------------------------------------------------------------------
<CAPTION>
- ----------------------------------------------------------------------------------------
Period / Date Princ Writedown Accrued Interest Interest Shortfall Coupon
- ----------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
0.00 317,402,316.37 0.00
- ----------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------
0. Dec 17, 99 0.00 0.00 0.00 0.0000
- ----------------------------------------------------------------------------------------
1. Jan 15, 00 0.00 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------------------------------
2. Feb 15, 00 0.00 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------------------------------
3. Mar 15, 00 0.00 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------------------------------
4. Apr 15, 00 0.00 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------------------------------
5. May 15, 00 0.00 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------------------------------
6. Jun 15, 00 0.00 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------------------------------
7. Jul 15, 00 0.00 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------------------------------
8. Aug 15, 00 0.00 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------------------------------
9. Sep 15, 00 0.00 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------------------------------
10. Oct 15, 00 0.00 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------------------------------
11. Nov 15, 00 0.00 2,715,880.79 0.00 7.2860
- ----------------------------------------------------------------------------------------
</TABLE>
Generated by Intex Trader 12/13/1999 12:28 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
12. Dec 15, 00 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
13. Jan 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
14. Feb 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
15. Mar 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
16. Apr 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
17. May 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
18. Jun 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
19. Jul 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
20. Aug 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
21. Sep 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
22. Oct 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
23. Nov 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
24. Dec 15, 01 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
25. Jan 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
26. Feb 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
27. Mar 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
28. Apr 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
29. May 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
30. Jun 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
31. Jul 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
32. Aug 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
33. Sep 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
34. Oct 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
35. Nov 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
36. Dec 15, 02 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
37. Jan 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
38. Feb 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
39. Mar 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
40. Apr 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
41. May 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
<CAPTION>
<S> <C> <C> <C>
12. Dec 15, 00 2,715,880.79 0.00 7.2860
13. Jan 15, 01 2,715,880.79 0.00 7.2860
14. Feb 15, 01 2,715,880.79 0.00 7.2860
15. Mar 15, 01 2,715,880.79 0.00 7.2860
16. Apr 15, 01 2,715,880.79 0.00 7.2860
17. May 15, 01 2,715,880.79 0.00 7.2860
18. Jun 15, 01 2,715,880.79 0.00 7.2860
19. Jul 15, 01 2,715,880.79 0.00 7.2860
20. Aug 15, 01 2,715,880.79 0.00 7.2860
21. Sep 15, 01 2,715,880.79 0.00 7.2860
22. Oct 15, 01 2,715,880.79 0.00 7.2860
23. Nov 15, 01 2,715,880.79 0.00 7.2860
24. Dec 15, 01 2,715,880.79 0.00 7.2860
25. Jan 15, 02 2,715,880.79 0.00 7.2860
26. Feb 15, 02 2,715,880.79 0.00 7.2860
27. Mar 15, 02 2,715,880.79 0.00 7.2860
28. Apr 15, 02 2,715,880.79 0.00 7.2860
29. May 15, 02 2,715,880.79 0.00 7.2860
30. Jun 15, 02 2,715,880.79 0.00 7.2860
31. Jul 15, 02 2,715,880.79 0.00 7.2860
32. Aug 15, 02 2,715,880.79 0.00 7.2860
33. Sep 15, 02 2,715,880.79 0.00 7.2860
34. Oct 15, 02 2,715,880.79 0.00 7.2860
35. Nov 15, 02 2,715,880.79 0.00 7.2860
36. Dec 15, 02 2,715,880.79 0.00 7.2860
37. Jan 15, 03 2,715,880.79 0.00 7.2860
38. Feb 15, 03 2,715,880.79 0.00 7.2860
39. Mar 15, 03 2,715,880.79 0.00 7.2860
40. Apr 15, 03 2,715,880.79 0.00 7.2860
41. May 15, 03 2,715,880.79 0.00 7.2860
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
42. Jun 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
43. Jul 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
44. Aug 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
45. Sep 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
46. Oct 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
47. Nov 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
48. Dec 15, 03 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
49. Jan 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
50. Feb 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
51. Mar 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
52. Apr 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
53. May 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
54. Jun 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
55. Jul 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
56. Aug 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
57. Sep 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
58. Oct 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
59. Nov 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
60. Dec 15, 04 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
61. Jan 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
62. Feb 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
63. Mar 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
64. Apr 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
65. May 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
66. Jun 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
67. Jul 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
68. Aug 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
69. Sep 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
70. Oct 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
71. Nov 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
<CAPTION>
<S> <C> <C> <C>
42. Jun 15, 03 2,715,880.79 0.00 7.2860
43. Jul 15, 03 2,715,880.79 0.00 7.2860
44. Aug 15, 03 2,715,880.79 0.00 7.2860
45. Sep 15, 03 2,715,880.79 0.00 7.2860
46. Oct 15, 03 2,715,880.79 0.00 7.2860
47. Nov 15, 03 2,715,880.79 0.00 7.2860
48. Dec 15, 03 2,715,880.79 0.00 7.2860
49. Jan 15, 04 2,715,880.79 0.00 7.2860
50. Feb 15, 04 2,715,880.79 0.00 7.2860
51. Mar 15, 04 2,715,880.79 0.00 7.2860
52. Apr 15, 04 2,715,880.79 0.00 7.2860
53. May 15, 04 2,715,880.79 0.00 7.2860
54. Jun 15, 04 2,715,880.79 0.00 7.2860
55. Jul 15, 04 2,715,880.79 0.00 7.2860
56. Aug 15, 04 2,715,880.79 0.00 7.2860
57. Sep 15, 04 2,715,880.79 0.00 7.2860
58. Oct 15, 04 2,715,880.79 0.00 7.2860
59. Nov 15, 04 2,715,880.79 0.00 7.2860
60. Dec 15, 04 2,715,880.79 0.00 7.2860
61. Jan 15, 05 2,715,880.79 0.00 7.2860
62. Feb 15, 05 2,715,880.79 0.00 7.2860
63. Mar 15, 05 2,715,880.79 0.00 7.2860
64. Apr 15, 05 2,715,880.79 0.00 7.2860
65. May 15, 05 2,715,880.79 0.00 7.2860
66. Jun 15, 05 2,715,880.79 0.00 7.2860
67. Jul 15, 05 2,715,880.79 0.00 7.2860
68. Aug 15, 05 2,715,880.79 0.00 7.2860
69. Sep 15, 05 2,715,880.79 0.00 7.2860
70. Oct 15, 05 2,715,880.79 0.00 7.2860
71. Nov 15, 05 2,715,880.79 0.00 7.2860
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
72. Dec 15, 05 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
73. Jan 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
74. Feb 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
75. Mar 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
76. Apr 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
77. May 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
78. Jun 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
79. Jul 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
80. Aug 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
81. Sep 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
82. Oct 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
83. Nov 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
84. Dec 15, 06 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
85. Jan 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
86. Feb 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
87. Mar 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
88. Apr 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
89. May 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
90. Jun 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
91. Jul 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
92. Aug 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
93. Sep 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
94. Oct 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
95. Nov 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
96. Dec 15, 07 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
97. Jan 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
98. Feb 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
99. Mar 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
100. Apr 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
101. May 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
<CAPTION>
<S> <C> <C> <C>
72. Dec 15, 05 2,715,880.79 0.00 7.2860
73. Jan 15, 06 2,715,880.79 0.00 7.2860
74. Feb 15, 06 2,715,880.79 0.00 7.2860
75. Mar 15, 06 2,715,880.79 0.00 7.2860
76. Apr 15, 06 2,715,880.79 0.00 7.2860
77. May 15, 06 2,715,880.79 0.00 7.2860
78. Jun 15, 06 2,715,880.79 0.00 7.2860
79. Jul 15, 06 2,715,880.79 0.00 7.2860
80. Aug 15, 06 2,715,880.79 0.00 7.2860
81. Sep 15, 06 2,715,880.79 0.00 7.2860
82. Oct 15, 06 2,715,880.79 0.00 7.2860
83. Nov 15, 06 2,715,880.79 0.00 7.2860
84. Dec 15, 06 2,715,880.79 0.00 7.2860
85. Jan 15, 07 2,715,880.79 0.00 7.2860
86. Feb 15, 07 2,715,880.79 0.00 7.2860
87. Mar 15, 07 2,715,880.79 0.00 7.2860
88. Apr 15, 07 2,715,880.79 0.00 7.2860
89. May 15, 07 2,715,880.79 0.00 7.2860
90. Jun 15, 07 2,715,880.79 0.00 7.2860
91. Jul 15, 07 2,715,880.79 0.00 7.2860
92. Aug 15, 07 2,715,880.79 0.00 7.2860
93. Sep 15, 07 2,715,880.79 0.00 7.2860
94. Oct 15, 07 2,715,880.79 0.00 7.2860
95. Nov 15, 07 2,715,880.79 0.00 7.2860
96. Dec 15, 07 2,715,880.79 0.00 7.2860
97. Jan 15, 08 2,715,880.79 0.00 7.2860
98. Feb 15, 08 2,715,880.79 0.00 7.2860
99. Mar 15, 08 2,715,880.79 0.00 7.2860
100. Apr 15, 08 2,715,880.79 0.00 7.2860
101. May 15, 08 2,715,880.79 0.00 7.2860
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (collectively, the "Final
Prospectus") relating to the certificates referred to herein (the "Offered
Certificates") in making their investment decision. These Computational
Materials have been based upon the assumptions described above, which most
likely will not represent the actual experience of the Mortgage Pool in the
future. No representation is made herein as to the actual rate or timing of
principal payments or prepayments on any of the underlying Mortgage Loans in the
Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
- --------------------------------------------------------------------------------
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
102. Jun 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
103. Jul 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
104. Aug 15, 08 0.00 2,715,880.79 2,715,880.79 447,304,000.00 0.00 0.00
105. Sep 15, 08 275,651.56 2,715,880.79 2,991,532.35 447,028,348.44 0.00 0.00
106. Oct 15, 08 940,874.86 2,714,207.12 3,655,081.98 446,087,473.57 0.00 0.00
107. Nov 15, 08 3,819,407.75 2,708,494.44 6,527,902.19 442,268,065.83 0.00 0.00
108. Dec 15, 08 2,565,776.66 2,685,304.27 5,251,080.94 439,702,289.16 0.00 0.00
109. Jan 15, 09 814,218.93 2,669,725.73 3,483,944.66 438,888,070.24 0.00 0.00
110. Feb 15, 09 819,925.43 2,664,782.07 3,484,707.50 438,068,144.80 0.00 0.00
111. Mar 15, 09 1,232,622.78 2,659,803.75 3,892,426.53 436,835,522.02 0.00 0.00
112. Apr 15, 09 834,308.61 2,652,319.68 3,486,628.29 436,001,213.41 0.00 0.00
113. May 15, 09 975,340.76 2,647,254.03 3,622,594.79 435,025,872.65 0.00 0.00
114. Jun 15, 09 32,850,510.39 2,641,332.09 35,491,842.48 402,175,362.26 0.00 0.00
115. Jul 15, 09 32,500,393.09 2,441,874.74 34,942,267.83 369,674,969.18 0.00 0.00
116. Aug 15, 09 28,564,634.89 2,244,543.19 30,809,178.08 341,110,334.28 0.00 0.00
117. Sep 15, 09 146,651,307.20 2,071,108.25 148,722,415.44 194,459,027.09 0.00 0.00
118. Oct 15, 09 152,725,179.51 1,180,690.39 153,905,869.91 41,733,847.57 0.00 0.00
119. Nov 15, 09 41,733,847.57 253,394.01 41,987,241.59 0.00 0.00 0.00
<CAPTION>
<S> <C> <C> <C>
102. Jun 15, 08 2,715,880.79 0.00 7.2860
103. Jul 15, 08 2,715,880.79 0.00 7.2860
104. Aug 15, 08 2,715,880.79 0.00 7.2860
105. Sep 15, 08 2,715,880.79 0.00 7.2860
106. Oct 15, 08 2,714,207.12 0.00 7.2860
107. Nov 15, 08 2,708,494.44 0.00 7.2860
108. Dec 15, 08 2,685,304.27 0.00 7.2860
109. Jan 15, 09 2,669,725.73 0.00 7.2860
110. Feb 15, 09 2,664,782.07 0.00 7.2860
111. Mar 15, 09 2,659,803.75 0.00 7.2860
112. Apr 15, 09 2,652,319.68 0.00 7.2860
113. May 15, 09 2,647,254.03 0.00 7.2860
114. Jun 15, 09 2,641,332.09 0.00 7.2860
115. Jul 15, 09 2,441,874.74 0.00 7.2860
116. Aug 15, 09 2,244,543.19 0.00 7.2860
117. Sep 15, 09 2,071,108.25 0.00 7.2860
118. Oct 15, 09 1,180,690.39 0.00 7.2860
119. Nov 15, 09 253,394.01 0.00 7.2860
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
FUNB99C4_BLK, CLASS AAA_1--PRICE/YIELD
- ----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
CUSIP Face $206,000,000.00 Settle at Pricing
Coupon 7.184 Original Balance $206,000,000.00 Accrual begins 12/1/99
Delay 14 Current Balance $206,000,000.00 Factor Date N/A
Stated Maturity N/A Factor 1 -----------------------------------------
Type SEN FIX ------------------------------------------
- -----------------------------------------------
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=6.04, 5YR=6.097, 10YR=6.196, 30YR=6.290
- ------------------------------------------------------------------------------------------------------------------------------------
PRICE 0 CPR, AFTER YM 15 CPR, AFTER 25 CPR, AFTER 50 CPR, AFTER 75 CPR, AFTER 100 CPR, AFTER
Yield YM YM YM YM YM
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
99.999 7.2269 7.2269 7.2268 7.2268 7.2267 7.2257
100.0615 7.2122 7.2122 7.2122 7.2121 7.2120 7.2108
100.124 7.1976 7.1975 7.1975 7.1974 7.1973 7.1958
100.1865 7.1829 7.1829 7.1829 7.1827 7.1826 7.1809
100.249 7.1683 7.1683 7.1682 7.1681 7.1679 7.1660
100.3115 7.1537 7.1536 7.1536 7.1534 7.1532 7.1512
100.374 7.1391 7.1390 7.1390 7.1388 7.1386 7.1363
100.4365 7.1245 7.1244 7.1244 7.1242 7.1239 7.1214
100.499 7.1099 7.1099 7.1098 7.1096 7.1093 7.1066
100.5615 7.0954 7.0953 7.0952 7.0950 7.0947 7.0917
100.624 7.0808 7.0807 7.0807 7.0804 7.0801 7.0769
100.6865 7.0663 7.0662 7.0661 7.0659 7.0655 7.0621
100.749 7.0518 7.0517 7.0516 7.0513 7.0509 7.0473
100.8115 7.0373 7.0371 7.0370 7.0368 7.0364 7.0325
100.874 7.0228 7.0226 7.0225 7.0222 7.0218 7.0178
100.9365 7.0083 7.0081 7.0080 7.0077 7.0073 7.0030
100.999 6.9938 6.9936 6.9935 6.9932 6.9927 6.9883
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
Spread @ Center Price 101 101 101 100 100 100
WAL 5.40043 5.39724 5.39485 5.38758 5.37653 5.27959
Mod Durn 4.255 4.253 4.252 4.247 4.240 4.178
Mod Convexity 0.248 0.248 0.248 0.247 0.246 0.239
Principal Window Jan00 to Sep08 Jan00 to Sep08 Jan00 to Sep08 Jan00 to Sep08 Jan00 to Sep08 Jan00 to Sep08
Maturity #mos 105 105 105 105 105 105
Accrued Interest 657,735.11 657,735.11 657,735.11 657,735.11 657,735.11 657,735.11
Total Collat Loss 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%)
Prepay At 0 CPR At 15 CPR At 25 CPR At 50 CPR At 75 CPR At 100 CPR
No prepays During any YM During any YM During any YM During any YM During any YM During any YM
Lockout and penalties Include penalty Include penalty Include penalty Include penalty Include penalty Include penalty
Extension, if balloon None None None None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At 0 CDR At 0 CDR At 0 CDR At 0 CDR At 0 CDR
Loss Severity 0 0 0 0 0 0
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials Prospective Investors are advised to carefully read, and
should rely solely on, the final prospectus and prospectus supplement
(collectively, the "Final Prospectus") relating to the certificates referred to
herein (the "Offered Certificates") in making their investment decision. These
Computational Materials have been based upon the assumptions described above,
which most likely will not represent the actual experience of the Mortgage Pool
in the future. No representation is made herein as to the actual rate or timing
of principal payments or prepayments on any of the underlying Mortgage Loans in
the Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
Generated by Intex Trader 12/14/1999 12:34 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
<TABLE>
<CAPTION>
FUNB99C4_BLK, CLASS AAA_2--PRICE/YIELD
- ----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
CUSIP Face $447,232,000.00 Settle at Pricing
Coupon 7.39 Original Balance $447,232,000.00 Accrual begins 12/1/99
Delay 14 Current Balance $447,232,000.00 Factor Date N/A
Stated Maturity N/A Factor 1 -----------------------------------------
Type SEN FIX -----------------------------------------
- ------------------------------------------
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=6.04, 5YR=6.097, 10YR=6.196, 30YR=6.290
- ------------------------------------------------------------------------------------------------------------------------------------
PRICE 0 CPR, AFTER YM 15 CPR, AFTER 25 CPR, AFTER 50 CPR, AFTER 75 CPR, AFTER 100 CPR, AFTER
Yield YM YM YM YM YM
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
99.9988 7.4622 7.4621 7.4621 7.4621 7.4620 7.4616
100.0613 7.4529 7.4529 7.4529 7.4528 7.4527 7.4522
100.1238 7.4436 7.4436 7.4436 7.4435 7.4434 7.4428
100.1863 7.4344 7.4344 7.4343 7.4343 7.4342 7.4334
100.2488 7.4251 7.4251 7.4251 7.4250 7.4249 7.4240
100.3113 7.4159 7.4159 7.4158 7.4157 7.4156 7.4146
100.3738 7.4067 7.4066 7.4066 7.4065 7.4064 7.4053
100.4363 7.3974 7.3974 7.3974 7.3973 7.3971 7.3959
100.4988 7.3882 7.3882 7.3881 7.3880 7.3879 7.3866
100.5613 7.3790 7.3790 7.3789 7.3788 7.3786 7.3772
100.6238 7.3698 7.3698 7.3697 7.3696 7.3694 7.3679
100.6863 7.3606 7.3606 7.3605 7.3604 7.3602 7.3586
100.7488 7.3514 7.3514 7.3513 7.3512 7.3509 7.3493
100.8113 7.3423 7.3422 7.3421 7.3420 7.3417 7.3399
100.8738 7.3331 7.3330 7.3330 7.3328 7.3325 7.3306
100.9363 7.3239 7.3239 7.3238 7.3236 7.3233 7.3213
100.9988 7.3148 7.3147 7.3146 7.3144 7.3142 7.3121
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
Spread @ Center Price 120 120 120 120 120 120
WAL 9.73355 9.72714 9.72235 9.70762 9.68562 9.53373
Mod Durn 6.729 6.726 6.724 6.717 6.707 6.634
Mod Convexity 0.590 0.589 0.589 0.587 0.585 0.572
Principal Window Sep08 to Nov09 Sep08 to Nov09 Sep08 to Nov09 Sep08 to Nov09 Sep08 to Oct09 Sep08 to Sep09
Maturity #mos 119 119 119 119 118 117
Accrued Interest 1,468,908.66 1,468,908.66 1,468,908.66 1,468,908.66 1,468,908.66 1,468,908.66
Total Collat Loss 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%)
Prepay At 0 CPR At 15 CPR At 25 CPR At 50 CPR At 75 CPR At 100 CPR
No prepays During any YM During any YM During any YM During any YM During any YM During any YM
Lockout and penalties Include penalty Include penalty Include penalty Include penalty Include penalty Include penalty
Extension, if balloon None None None None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At 0 CDR At 0 CDR At 0 CDR At 0 CDR At 0 CDR
Loss Severity 0 0 0 0 0 0
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials Prospective Investors are advised to carefully read, and
should rely solely on, the final prospectus and prospectus supplement
(collectively, the "Final Prospectus") relating to the certificates referred to
herein (the "Offered Certificates") in making their investment decision. These
Computational Materials have been based upon the assumptions described above,
which most likely will not represent the actual experience of the Mortgage Pool
in the future. No representation is made herein as to the actual rate or timing
of principal payments or prepayments on any of the underlying Mortgage Loans in
the Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
Generated by Intex Trader 12/14/1999 12:34 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
<TABLE>
<CAPTION>
FUNB99C4_BLK, CLASS AAA_1--PRICE/YIELD
- ----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
CUSIP Face $206,000,000.00 Settle at Pricing
Coupon 7.184 Original Balance $206,000,000.00 Accrual begins 12/1/99
Delay 14 Current Balance $206,000,000.00 Factor Date N/A
Stated Maturity N/A Factor 1 -----------------------------------------
Type SEN FIX ------------------------------------------
- -----------------------------------------------
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=6.04, 5YR=6.097, 10YR=6.196, 30YR=6.290
- ------------------------------------------------------------------------------------------------------------------------------------
PRICE 0 CPR 15 CPR 25 CPR 50 CPR 75 CPR 100 CPR
Yield
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
99.999 7.2269 7.4143 7.4976 7.6251 7.6977 7.7919
100.0615 7.2122 7.3983 7.4810 7.6072 7.6791 7.7719
100.124 7.1976 7.3823 7.4644 7.5894 7.6604 7.7520
100.1865 7.1829 7.3664 7.4478 7.5716 7.6418 7.7321
100.249 7.1683 7.3505 7.4312 7.5538 7.6232 7.7122
100.3115 7.1537 7.3346 7.4147 7.5361 7.6047 7.6923
100.374 7.1391 7.3187 7.3981 7.5183 7.5861 7.6724
100.4365 7.1245 7.3028 7.3816 7.5006 7.5675 7.6526
100.499 7.1099 7.2869 7.3651 7.4829 7.5490 7.6327
100.5615 7.0954 7.2711 7.3485 7.4652 7.5305 7.6129
100.624 7.0808 7.2552 7.3321 7.4475 7.5120 7.5932
100.6865 7.0663 7.2394 7.3156 7.4298 7.4935 7.5734
100.749 7.0518 7.2236 7.2991 7.4122 7.4751 7.5536
100.8115 7.0373 7.2078 7.2827 7.3945 7.4566 7.5339
100.874 7.0228 7.1920 7.2662 7.3769 7.4382 7.5142
100.9365 7.0083 7.1762 7.2498 7.3593 7.4198 7.4945
100.999 6.9938 7.1605 7.2334 7.3417 7.4014 7.4749
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
Spread @ Center Price 101 119 127 140 147 156
WAL 5.40043 4.90689 4.69659 4.36374 4.17344 3.90750
Mod Durn 4.255 3.908 3.754 3.501 3.348 3.129
Mod Convexity 0.248 0.213 0.199 0.177 0.167 0.153
Principal Window Jan00 to Sep08 Jan00 to Sep07 Jan00 to Sep07 Jan00 to Sep07 Jan00 to Aug07 Jan00 to Jul07
Maturity #mos 105 93 93 93 92 91
Accrued Interest 657,735.11 657,735.11 657,735.11 657,735.11 657,735.11 657,735.11
Total Collat Loss 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%)
Prepay At 0 CPR At 15 CPR At 25 CPR At 50 CPR At 75 CPR At 100 CPR
No prepays
Lockout and penalties Include penalty Include penalty Include penalty Include penalty Include penalty Include penalty
Extension, if balloon None None None None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At 0 CDR At 0 CDR At 0 CDR At 0 CDR At 0 CDR
Loss Severity 0 0 0 0 0 0
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials Prospective Investors are advised to carefully read, and
should rely solely on, the final prospectus and prospectus supplement
(collectively, the "Final Prospectus") relating to the certificates referred to
herein (the "Offered Certificates") in making their investment decision. These
Computational Materials have been based upon the assumptions described above,
which most likely will not represent the actual experience of the Mortgage Pool
in the future. No representation is made herein as to the actual rate or timing
of principal payments or prepayments on any of the underlying Mortgage Loans in
the Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
Generated by Intex Trader 12/14/1999 12:34 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
<PAGE>
<TABLE>
<CAPTION>
FUNB99C4_BLK, CLASS AAA_2--PRICE/YIELD
- ----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
CUSIP Face $447,232,000.00 Settle at Pricing
Coupon 7.39 Original Balance $447,232,000.00 Accrual begins 12/1/99
Delay 14 Current Balance $447,232,000.00 Factor Date N/A
Stated Maturity N/A Factor 1 -----------------------------------------
Type SEN FIX ------------------------------------------
- ----------------------------------------------
YIELD CURVE: Spread off interpolated node
3MO=5.68, 6MO=5.68, 1YR=5.68, 2YR=6.04, 5YR=6.097, 10YR=6.196, 30YR=6.290
- -----------------------------------------------------------------------------------------------------------------------------------
PRICE 0 CPR 15 CPR 25 CPR 50 CPR 75 CPR 100 CPR
Yield
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
99.9988 7.4622 7.4644 7.4636 7.4620 7.4616 7.4611
100.0613 7.4529 7.4551 7.4542 7.4526 7.4522 7.4516
100.1238 7.4436 7.4457 7.4449 7.4432 7.4429 7.4421
100.1863 7.4344 7.4364 7.4356 7.4339 7.4335 7.4327
100.2488 7.4251 7.4271 7.4262 7.4245 7.4241 7.4232
100.3113 7.4159 7.4178 7.4169 7.4152 7.4148 7.4137
100.3738 7.4067 7.4085 7.4076 7.4058 7.4054 7.4043
100.4363 7.3974 7.3992 7.3983 7.3965 7.3961 7.3948
100.4988 7.3882 7.3900 7.3890 7.3872 7.3867 7.3854
100.5613 7.3790 7.3807 7.3797 7.3779 7.3774 7.3759
100.6238 7.3698 7.3714 7.3704 7.3686 7.3681 7.3665
100.6863 7.3606 7.3622 7.3611 7.3593 7.3588 7.3571
100.7488 7.3514 7.3529 7.3519 7.3500 7.3494 7.3477
100.8113 7.3423 7.3437 7.3426 7.3407 7.3401 7.3383
100.8738 7.3331 7.3345 7.3334 7.3314 7.3308 7.3289
100.9363 7.3239 7.3252 7.3241 7.3221 7.3216 7.3195
100.9988 7.3148 7.3160 7.3149 7.3129 7.3123 7.3101
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
Spread @ Center Price 120 120 120 120 120 120
WAL 9.73355 9.64388 9.61170 9.57709 9.55601 9.40508
Mod Durn 6.729 6.685 6.668 6.651 6.641 6.568
Mod Convexity 0.590 0.582 0.579 0.576 0.574 0.560
Principal Window Sep08 to Nov09 Sep07 to Nov09 Sep07 to Nov09 Sep07 to Nov09 Aug07 to Oct09 Jul07 to Sep09
Maturity #mos 119 119 119 119 118 117
Accrued Interest 1,468,908.66 1,468,908.66 1,468,908.66 1,468,908.66 1,468,908.66 1,468,908.66
Total Collat Loss 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%) 0.00 (0.00%)
Prepay At 0 CPR At 15 CPR At 25 CPR At 50 CPR At 75 CPR At 100 CPR
No prepays
Lockout and penalties Include penalty Include penalty Include penalty Include penalty Include penalty Include penalty
Extension, if balloon None None None None None None
Increase Coupon
Pay Exten Princ
Default At 0 CDR At 0 CDR At 0 CDR At 0 CDR At 0 CDR At 0 CDR
Loss Severity 0 0 0 0 0 0
Servicer Advances 100% of P & I 100% of P & I 100% of P & I 100% of P & I 100% of P & I 100% of P & I
Recovery Lag 12 mos 12 mos 12 mos 12 mos 12 mos 12 mos
Optional Redemption
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Investors should read the Underwriters' Statement which accompanies these
Computational Materials Prospective Investors are advised to carefully read, and
should rely solely on, the final prospectus and prospectus supplement
(collectively, the "Final Prospectus") relating to the certificates referred to
herein (the "Offered Certificates") in making their investment decision. These
Computational Materials have been based upon the assumptions described above,
which most likely will not represent the actual experience of the Mortgage Pool
in the future. No representation is made herein as to the actual rate or timing
of principal payments or prepayments on any of the underlying Mortgage Loans in
the Mortgage Pool or the actual performance characteristics of the Offered
Certificates. Prior to making any investment decision, a prospective investor
should receive and fully review the Final Prospectus. NOTHING HEREIN SHOULD BE
CONSIDERED AN OFFER TO SELL OR SOLICITATION OF AN OFFER TO BUY ANY OFFERED
CERTIFICATES.
Generated by Intex Trader 12/14/1999 12:36 PM
Information provided herein is believed by INTEX to be accurate; however INTEX
cannot guarantee accuracy.
