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SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
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FORM 8-K
CURRENT REPORT
Pursuant to Section 13 or 15(d) of the
Securities and Exchange Act of 1934
Date of Report (Date of earliest event reported): January 15, 1999
FIRST UNION COMMERCIAL MORTGAGE SECURITIES, INC.
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(Exact name of registrant as specified in its governing instruments)
DELAWARE 333-62671 56-1643598
- ---------------------------- ------------------------- -------------------
(State or other jurisdiction (Commission File Numbers) (I.R.S. Employer
of Incorporation) Identification No.)
ONE FIRST UNION CENTER
CHARLOTTE, NORTH CAROLINA 28228-0600
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(Address of Principal Executive Offices)
Registrant's telephone number, including area code: (704) 374-6828
Exhibit Index appears on
page 4
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<PAGE>
ITEM 5. OTHER EVENTS
On or about February 8, 1998, the Registrant will cause the sale of
approximately $1,035,318,205 principal amount of Mortgage Pass-Through
Certificates, Series 1999-C1, in several classes (collectively, the
"Certificates") pursuant to a Pooling and Servicing Agreement to be dated as of
December 1, 1998, among the Registrant, First Union National Bank as master
servicer, Lennar Partners, Inc. as special servicer and Norwest Bank Minnesota,
National Association as trustee (the "Pooling and Servicing Agreement").
In connection with the sale of certain classes of the Certificates
(collectively, the "Underwritten Certificates") pursuant to a Prospectus
Supplement relating to certain classes of the Certificates, the Registrant has
been advised by Morgan Stanley & Co. Incorporated and First Union Capital
Markets (the "Underwriters") that the Underwriters have, following the effective
date of Registration Statement No. 333-62671, furnished to one or more
prospective investors on January 13, 1999. Three Collateral Term Sheets,
(collectively, the "Term Sheets"). Two of the Term Sheets ("Collateral Term
Sheet I" and "Collateral Term Sheet II", respectively) are dated as of January
15, 1999 and one Collateral Term Sheet ("Collateral Term Sheet III") is dated as
of January 19, 1999. Each of the Term Sheets is being filed as an exhibit to
this report.
Each of the Term Sheets, has been provided by the Underwriters. The
information in the Term Sheets is preliminary and will be superseded by the
Prospectus Supplement relating to the Underwritten Certificates and by any other
information subsequently filed with the Securities and Exchange Commission.
<PAGE>
ITEM 7. FINANCIAL STATEMENTS AND EXHIBITS
(a) Financial Statements.
Not applicable.
(b) Pro Forma Financial Information
Not applicable.
(c) Exhibits
<TABLE>
<CAPTION>
Item 601(a) of Regulation
Exhibit Number S-K Exhibit No. Description
-------------- ------------------------- -----------
<S> <C> <C> <C>
1 99.1 Collateral Term Sheet I, dated as of January 15, 1999
2 99.2 Collateral Term Sheet II, dated as of January 15, 1999
3 99.3 Collateral Term Sheet III, dated as of January 19, 1999
</TABLE>
<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.
By: /s/ BRIAN E. SIMPSON
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Name: Brian E. Simpson
Title: President
Dated: January 20, 1999
<PAGE>
<TABLE>
<CAPTION>
EXHIBIT INDEX
Item 601(a) of Regulation
Exhibit Number S-K Exhibit No. Description
-------------- ------------------------- -----------
<S> <C> <C> <C>
1 99.1 Collateral Term Sheet I, dated as of January 15, 1999
2 99.2 Collateral Term Sheet II, dated as of January 15, 1999
3 99.3 Collateral Term Sheet III, dated as of January 19, 1999
</TABLE>
UNDERWRITERS' STATEMENT
COMPUTATIONAL MATERIALS
FIRST UNION COMMERCIAL MORTGAGE TRUST-
COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES
FUNB SERIES 1999-Cl
The attached tables and statistical analysis (the "Computational Materials") are
privileged and confidential and are intended for use by the addressee only.
These Computational Materials are furnished to you solely by First Union Capital
Markets (the "Underwriter") and not by the issuer of the certificates identified
above (the "Offered Certificates") or any other party. The issuer of the Offered
Certificates has not prepared or taken part in the preparation of these
materials. None of the Underwriters, the issuer of the Offered Certificates, or
any other party makes any representation as to the accuracy or completeness of
the information herein. The information herein is preliminary, and will be
superseded by the applicable prospectus supplement and by any other information
subsequently filed with the Securities and Exchange Commission. The information
herein may not be provided to any third party other than the addressee's legal,
tax, financial and/or accounting advisors for the purposes of evaluating such
information.
Numerous assumptions were used in preparing the Computational Materials which
may or may not be stated herein. As such, no assurance can be given as to the
accuracy, appropriateness or completeness of the Computational Materials in any
particular context; or as to whether the Computational Materials reflect future
performance. These Computational Materials should not be construed as either a
prediction or as legal, tax, financial or accounting advice.
Any yields or weighted average lives shown in the Computational Materials are
based on prepayment and other assumptions and actual experience may dramatically
affect such yields or weighted average lives. In addition, it is possible that
prepayments on the underlying assets will occur at rates slower or faster than
the rates assumed in the attached Computational Materials. Furthermore, unless
otherwise provided, the Computational Materials assume no losses on the
underlying assets and no interest shortfall. The specific characteristics of the
Offered Certificates may differ from those shown in the Computational Materials
due to difference between the actual underlying assets and the hypothetical
assets used in preparing the Computational Materials. The principal amount and
designation of any security described in the Computational Materials are subject
to change prior to issuance.
Although a registration statement (including the prospectus) relating to the
Offered Certificates has been filed with the Securities and Exchange Commission
and is effective, the final prospectus supplement relating to the Offered
Certificates has not been filed with the Securities and Exchange Commission.
This communication shall not constitute an offer to sell or the solicitation of
an offer to buy nor shall there be any sale of the Offered Certificates in any
state in which such offer, solicitation or sale would be unlawful prior to
registration or qualification under the securities laws of any such state.
Prospective purchasers are referred to the final prospectus and prospectus
supplement relating to the Offered Certificates for definitive terms of the
Offered Certificates and the collateral.
Please be advised that mortgage-backed and/or asset-backed securities may not be
appropriate for all investors. Potential investors must be willing to assume,
among other things, market price volatility, prepayments, yield curve and
interest rate risks. Investors should fully consider the risk of an investment
in these Offered Certificates.
If you have received this communication in error, please notify the sending
party immediately by telephone and return the original to such party by mail.
<PAGE>
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Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
0 CPR 10 CPR after YM
IdNumber Principal Gross Interest IdNumber Principal Gross Interest
- -------- ------------- -------------- --------------- ------------- --------------
<S> <C> <C> <C> <C> <C>
10000 2,322,753.53 1,489,690.94 10000 2,322,753.53 1,489,380.42
10003 853,256.39 547,233.28 10003 853,256.39 547,119.21
10004 1,232,481.46 790,448.24 10004 1,232,481.46 790,283.47
10019 3,440,023.03 2,151,674.29 10019 3,440,023.03 2,146,354.11
20007 1,121,621.63 685,342.25 20007 1,121,621.63 685,200.11
20022 11,733,082.90 7,545,355.56 20022 11,733,082.90 7,543,733.50
20025 2,794,345.63 2,696,380.75 20025 2,794,345.63 2,696,038.04
20037 3,555,477.49 1,817,532.96 20037 3,555,477.49 1,817,278.83
20042 10,162,601.10 5,925,683.83 20042 10,162,601.10 5,924,516.56
30013 11,617,882.85 11,872,871.47 30013 11,617,882.85 11,872,871.47
30092 2,725,955.38 2,472,998.61 30092 2,725,955.38 2,472,998.61
9821000 6,960,256.91 4,375,504.12 9821000 6,960,256.91 4,370,782.10
9821001 2,861,440.20 1,763,877.74 9821001 2,861,440.20 1,763,877.74
9821002 2,483,889.07 1,531,143.78 9821002 2,483,889.07 1,527,187.67
9821003 3,934,480.25 2,425,331.75 9821003 3,934,480.25 2,419,065.28
9821004 6,916,061.30 4,316,204.16 9821004 6,916,061.30 4,316,204.16
9821005 16,766,251.20 10,335,221.19 9821005 16,766,251.20 10,308,517.45
9821006 19,500,000.05 18,660,294.08 9821006 19,500,000.05 18,605,319.83
9821007 795,232.29 513,063.36 9821007 795,232.29 512,950.89
9821009 3,878,691.12 2,494,561.61 9821009 3,878,691.12 2,494,014.72
9821010 3,062,282.22 5,154,708.43 9821010 3,062,282.22 4,434,579.58
9821011 1,984,777.23 1,262,507.64 9821011 1,984,777.23 1,262,507.64
9821012 1,266,613.66 1,980,822.75 9821012 1,266,613.66 1,499,736.19
9821013 1,131,358.09 1,282,048.26 9821013 1,131,358.09 1,189,627.87
9821014 2,969,443.84 3,364,959.02 9821014 2,969,443.84 3,122,384.89
9821015 1,918,260.74 2,173,765.29 9821015 1,918,260.74 2,017,061.85
9821016 1,300,604.07 2,071,077.47 9821016 1,300,604.07 1,843,108.59
9821018 1,618,771.77 2,407,402.39 9821018 1,618,771.77 2,241,181.05
9821020 1,784,387.87 1,124,127.55 9821020 1,784,387.87 1,123,892.32
9821021 2,387,021.70 2,271,953.72 9821021 2,387,021.70 2,271,654.92
9821022 1,479,953.49 1,408,612.08 9821022 1,479,953.49 1,408,426.82
9821023 763,846.98 727,025.83 9821023 763,846.98 726,930.22
9821024 2,928,079.97 2,786,930.17 9821024 2,928,079.97 2,786,563.65
9821025 4,028,099.19 3,833,923.26 9821025 4,028,099.19 3,833,419.03
9821026 1,359,734.38 1,301,546.89 9821026 1,359,734.38 1,301,378.59
9821027 3,465,159.87 3,298,120.22 9821027 3,465,159.87 3,297,686.46
9821028 3,824,422.53 2,489,286.17 9821028 3,824,422.53 2,488,739.87
9821029 3,540,648.95 2,284,005.68 9821029 3,540,648.95 2,284,005.68
9821030 4,972,362.71 3,176,300.43 9821030 4,972,362.71 3,175,604.50
9821031 5,664,893.51 5,289,974.11 9821031 5,664,893.51 5,289,282.70
9821034 8,252,876.05 5,188,097.82 9821034 8,252,876.05 5,182,498.85
9821037 4,174,969.61 2,693,582.83 9821037 4,174,969.61 2,693,582.83
<CAPTION>
10 CPR
IdNumber Principal Gross Interest
- -------- -------------- --------------
<S> <C> <C> <C> <C>
10000 2,322,753.53 1,489,380.42 1 yr 4.5481
10003 853,256.39 547,119.21 2 yr 4.6661
10004 1,232,481.46 790,283.47 5 yr 4.6791
10019 3,440,023.03 2,146,354.11 10 yr 4.8156
20007 1,121,621.63 685,200.11 30 yr 5.2167
20022 11,733,082.90 6,167,222.59
20025 2,794,345.63 2,696,038.04
20037 3,555,477.49 1,817,278.83
20042 10,162,601.10 5,292,378.43
30013 11,617,882.85 11,872,871.47
30092 2,725,955.38 2,472,998.61
9821000 6,960,256.91 4,370,782.10
9821001 2,861,440.20 1,763,877.74
9821002 2,483,889.07 1,527,187.67
9821003 3,934,480.25 2,419,065.28
9821004 6,916,061.30 4,316,204.16
9821005 16,766,251.20 10,308,517.45
9821006 19,500,000.05 18,605,319.83
9821007 795,232.29 512,950.89
9821009 3,878,691.12 2,494,014.72
9821010 3,062,282.22 4,434,579.58
9821011 1,984,777.23 1,262,507.64
9821012 1,266,613.66 1,499,736.19
9821013 1,131,358.09 1,189,627.87
9821014 2,969,443.84 3,122,384.89
9821015 1,918,260.74 2,017,061.85
9821016 1,300,604.07 1,843,108.59
9821018 1,618,771.77 2,241,181.05
9821020 1,784,387.87 1,123,892.32
9821021 2,387,021.70 1,802,060.69
9821022 1,479,953.49 1,120,521.22
9821023 763,846.98 576,659.85
9821024 2,928,079.97 2,210,527.96
9821025 4,028,099.19 3,040,978.31
9821026 1,359,734.38 1,034,052.78
9821027 3,465,159.87 2,615,991.92
9821028 3,824,422.53 2,488,739.87
9821029 3,540,648.95 2,284,005.68
9821030 4,972,362.71 3,175,604.50
9821031 5,664,893.51 5,289,282.70
9821034 8,252,876.05 5,182,498.85
9821037 4,174,969.61 2,693,582.83
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
0 CPR 10 CPR after YM
IdNumber Principal Gross Interest IdNumber Principal Gross Interest
- -------- --------- -------------- --------------- --------- --------------
<S> <C> <C> <C> <C> <C>
9821038 2,236,494.84 1,492,591.85 9821038 2,236,494.84 1,492,263.55
9821039 2,545,849.77 2,390,865.32 9821039 2,545,849.77 2,384,151.57
9821040 2,841,705.28 2,668,708.86 9821040 2,841,705.28 2,668,708.86
9821041 3,583,665.93 2,352,683.20 9821041 3,583,665.93 2,352,177.09
9821042 987,344.15 1,767,172.01 9821042 987,344.15 1,284,338.91
9821044 1,343,460.80 2,352,595.63 9821044 1,343,460.80 1,711,993.68
9821045 2,726,705.88 1,723,545.53 9821045 2,726,705.88 1,723,176.00
9821046 4,137,021.11 5,612,957.37 9821046 4,137,021.11 5,498,178.68
9821048 15,500,000.01 9,690,746.45 9821048 15,500,000.01 9,688,659.15
9821049 16,312,883.20 9,756,255.26 9821049 16,312,883.20 9,754,173.65
9821050 13,131,648.44 7,981,097.54 9821050 13,131,648.44 7,979,392.29
9821051 12,733,719.68 7,739,245.97 9821051 12,733,719.68 7,737,592.40
9821052 3,303,934.37 2,091,630.92 9821052 3,303,934.37 2,086,319.37
9821053 2,945,638.52 1,861,932.71 9821053 2,945,638.52 1,861,533.51
9821054 2,089,837.97 1,323,019.34 9821054 2,089,837.97 1,322,735.65
9821056 1,096,206.24 718,560.06 9821056 1,096,206.24 718,405.32
9821057 8,456,535.55 10,788,510.49 9821057 8,456,535.55 10,788,510.49
9821058 1,976,655.27 1,260,299.23 9821058 1,976,655.27 1,260,028.68
9821059 1,145,165.49 730,147.95 9821059 1,145,165.49 729,991.21
9821060 2,564,500.05 2,432,572.49 9821060 2,564,500.05 2,432,257.37
9821061 2,986,725.45 1,845,648.49 9821061 2,986,725.45 1,845,253.38
9821062 2,851,550.86 1,781,702.91 9821062 2,851,550.86 1,781,321.11
9821063 7,603,982.03 4,855,714.14 9821063 7,603,982.03 4,843,445.73
9821064 3,869,705.87 2,471,097.97 9821064 3,869,705.87 2,464,854.51
9821065 1,538,888.05 1,114,327.98 9821065 1,538,888.05 1,114,086.00
9821066 2,502,462.93 1,598,010.78 9821066 2,502,462.93 1,593,973.26
9821067 12,187,201.95 7,650,691.63 9821067 12,187,201.95 7,649,051.52
9821068 1,226,466.03 1,637,100.45 9821068 1,226,466.03 1,603,925.64
9821069 876,300.56 815,791.83 9821069 876,300.56 815,686.46
9821071 1,992,021.25 1,309,326.80 9821071 1,992,021.25 1,309,044.96
9821072 1,170,218.82 760,518.63 9821072 1,170,218.82 759,708.47
9821074 1,643,939.71 1,036,818.39 9821074 1,643,939.71 1,036,595.89
9821075 2,042,470.57 1,288,168.63 9821075 2,042,470.57 1,287,892.19
9821076 994,603.12 642,750.32 9821076 994,603.12 642,618.24
9821081 2,507,043.46 1,612,239.10 9821081 2,507,043.46 1,611,892.50
9821082 2,176,225.30 1,399,495.08 9821082 2,176,225.30 1,399,194.22
9821097 5,977,271.55 5,370,433.36 9821097 5,977,271.55 5,369,741.20
9821098 1,295,372.22 833,033.02 9821098 1,295,372.22 832,853.94
9821099 16,078,123.65 10,024,501.71 9821099 16,078,123.65 10,022,418.93
9821100 18,147,091.50 11,314,476.36 9821100 18,147,091.50 11,312,125.56
9821101 16,751,161.38 10,444,131.87 9821101 16,751,161.38 10,441,961.90
9821102 3,985,308.45 3,655,650.62 9821102 3,985,308.45 3,655,177.95
<CAPTION>
10 CPR
IdNumber Principal Gross Interest
- -------- --------- --------------
<S> <C> <C>
9821038 2,236,494.84 1,492,263.55
9821039 2,545,849.77 2,384,151.57
9821040 2,841,705.28 2,668,708.86
9821041 3,583,665.93 2,352,177.09
9821042 987,344.15 1,284,338.91
9821044 1,343,460.80 1,711,993.68
9821045 2,726,705.88 1,723,176.00
9821046 4,137,021.11 5,498,178.68
9821048 15,500,000.01 9,688,659.15
9821049 16,312,883.20 9,754,173.65
9821050 13,131,648.44 7,979,392.29
9821051 12,733,719.68 7,737,592.40
9821052 3,303,934.37 2,086,319.37
9821053 2,945,638.52 1,861,533.51
9821054 2,089,837.97 1,322,735.65
9821056 1,096,206.24 718,405.32
9821057 8,456,535.55 10,788,510.49
9821058 1,976,655.27 1,260,028.68
9821059 1,145,165.49 729,991.21
9821060 2,564,500.05 2,432,257.37
9821061 2,986,725.45 1,845,253.38
9821062 2,851,550.86 1,781,321.11
9821063 7,603,982.03 4,843,445.73
9821064 3,869,705.87 2,464,854.51
9821065 1,538,888.05 1,114,086.00
9821066 2,502,462.93 1,593,973.26
9821067 12,187,201.95 7,649,051.52
9821068 1,226,466.03 1,603,925.64
9821069 876,300.56 815,686.46
9821071 1,992,021.25 1,309,044.96
9821072 1,170,218.82 759,708.47
9821074 1,643,939.71 1,036,595.89
9821075 2,042,470.57 1,287,892.19
9821076 994,603.12 642,618.24
9821081 2,507,043.46 1,611,892.50
9821082 2,176,225.30 1,399,194.22
9821097 5,977,271.55 5,369,741.20
9821098 1,295,372.22 832,853.94
9821099 16,078,123.65 10,022,418.93
9821100 18,147,091.50 11,312,125.56
9821101 16,751,161.38 10,441,961.90
9821102 3,985,308.45 3,655,177.95
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
0 CPR 10 CPR after YM
IdNumber Principal Gross Interest IdNumber Principal Gross Interest
- -------- --------- -------------- --------------- ------------- --------------
<S> <C> <C> <C> <C> <C>
9821103 8,280,000.51 5,399,659.87 9821103 8,280,000.51 5,398,515.59
9821104 4,639,999.57 3,025,895.88 9821104 4,639,999.57 3,025,254.64
9821105 7,079,999.73 4,617,100.01 9821105 7,079,999.73 4,616,121.56
9821107 1,491,311.25 909,369.22 9821107 1,491,311.25 909,183.50
9821109 4,693,480.51 6,424,651.87 9821109 4,693,480.51 6,296,113.96
9821111 3,979,229.56 2,156,839.55 9821111 3,979,229.56 2,156,417.91
9821112 1,989,614.78 1,078,419.78 9821112 1,989,614.78 1,078,208.96
9821115 2,689,455.39 1,629,731.72 9821115 2,689,455.39 1,629,383.20
9821121 2,303,267.13 1,433,759.79 9821121 2,303,267.13 1,433,461.94
9821122 8,966,944.00 5,655,374.52 9821122 8,966,944.00 5,654,160.86
9821124 5,236,194.88 3,461,096.92 9821124 5,236,194.88 3,460,374.02
9821125 4,388,429.96 2,900,728.45 9821125 4,388,429.96 2,900,122.60
9821126 3,989,481.81 2,637,026.17 9821126 3,989,481.81 2,636,475.39
9821130 2,540,197.48 1,555,591.00 9821130 2,540,197.48 1,555,258.03
9821133 3,270,464.83 2,039,092.28 9821133 3,270,464.83 2,038,668.62
9821142 1,230,486.08 921,887.42 9821142 1,230,486.08 920,914.31
9821143 5,882,848.33 3,667,879.52 9821143 5,882,848.33 3,667,117.45
9821144 7,658,397.24 4,870,496.82 9821144 7,658,397.24 4,869,483.09
9821145 25,329,550.51 16,108,787.10 9821145 25,329,550.51 16,105,434.27
9821146 11,907,000.00 8,430,722.65 9821146 11,907,000.00 8,429,118.89
9821149 2,690,083.19 1,696,612.20 9821149 2,690,083.19 1,696,248.11
9821150 2,658,377.20 2,639,969.86 9821150 2,658,377.20 2,639,624.16
9821151 4,354,407.59 6,634,536.19 9821151 4,354,407.59 6,634,463.62
9821152 2,042,702.34 1,313,628.86 9821152 2,042,702.34 1,313,346.46
9821154 6,326,677.14 3,990,180.77 9821154 6,326,677.14 3,985,966.06
9821155 3,681,474.07 2,284,034.15 9821155 3,681,474.07 2,283,545.27
9821156 1,439,804.11 920,201.98 9821156 1,439,804.11 920,004.27
9822000 2,151,665.68 1,362,399.83 9822000 2,151,665.68 1,362,101.66
9822001 1,167,763.17 739,408.94 9822001 1,167,763.17 739,247.12
9822003 1,833,636.57 1,161,028.95 9822003 1,833,636.57 1,160,774.86
9822004 1,784,170.35 1,198,549.25 9822004 1,784,170.35 1,198,549.25
9822005 4,947,608.03 2,904,360.12 9822005 4,947,608.03 2,903,756.68
9822007 4,971,827.78 3,139,906.91 9822007 4,971,827.78 3,139,219.65
9822012 2,712,288.40 2,531,719.72 9822012 2,712,288.40 2,499,644.55
9822014 9,916,345.56 6,423,920.09 9822014 9,916,345.56 6,423,920.09
9822015 3,194,174.54 2,018,908.04 9822015 3,194,174.54 1,832,136.59
9822016 24,569,115.46 19,851,609.81 9822016 24,569,115.46 19,851,463.22
9822017 1,986,565.70 1,240,528.08 9822017 1,986,565.70 1,240,261.88
9822018 2,890,988.41 1,772,893.51 9822018 2,890,988.41 1,772,893.51
9822026 2,289,753.27 1,387,722.67 9822026 2,289,753.27 1,387,445.90
9822027 4,457,221.02 2,801,664.27 9822027 4,457,221.02 2,801,087.39
9822029 3,804,324.31 2,586,218.03 9822029 3,804,324.31 2,586,218.03
<CAPTION>
10 CPR
IdNumber Principal Gross Interest
- -------- -------------- --------------
<S> <C> <C>
9821103 8,280,000.51 5,398,515.59
9821104 4,639,999.57 3,025,254.64
9821105 7,079,999.73 4,616,121.56
9821107 1,491,311.25 909,183.50
9821109 4,693,480.51 6,296,113.96
9821111 3,979,229.56 2,156,417.91
9821112 1,989,614.78 1,078,208.96
9821115 2,689,455.39 1,629,383.20
9821121 2,303,267.13 1,433,461.94
9821122 8,966,944.00 5,654,160.86
9821124 5,236,194.88 3,460,374.02
9821125 4,388,429.96 2,900,122.60
9821126 3,989,481.81 2,636,475.39
9821130 2,540,197.48 1,555,258.03
9821133 3,270,464.83 2,038,668.62
9821142 1,230,486.08 920,914.31
9821143 5,882,848.33 3,667,117.45
9821144 7,658,397.24 4,869,483.09
9821145 25,329,550.51 16,105,434.27
9821146 11,907,000.00 8,429,118.89
9821149 2,690,083.19 1,696,248.11
9821150 2,658,377.20 2,639,624.16
9821151 4,354,407.59 6,634,463.62
9821152 2,042,702.34 1,313,346.46
9821154 6,326,677.14 3,985,966.06
9821155 3,681,474.07 2,283,545.27
9821156 1,439,804.11 920,004.27
9822000 2,151,665.68 1,362,101.66
9822001 1,167,763.17 739,247.12
9822003 1,833,636.57 1,160,774.86
9822004 1,784,170.35 1,198,549.25
9822005 4,947,608.03 2,903,756.68
9822007 4,971,827.78 3,139,219.65
9822012 2,712,288.40 2,157,776.13
9822014 9,916,345.56 6,423,920.09
9822015 3,194,174.54 1,707,371.51
9822016 24,569,115.46 15,886,044.26
9822017 1,986,565.70 1,240,261.88
9822018 2,890,988.41 1,772,893.51
9822026 2,289,753.27 1,387,445.90
9822027 4,457,221.02 2,801,087.39
9822029 3,804,324.31 2,230,232.90
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
0 CPR 10 CPR after YM
IdNumber Principal Gross Interest IdNumber Principal Gross Interest
- -------- ------------- -------------- --------------- ------------- --------------
<S> <C> <C> <C> <C> <C>
9822030 21,388,760.49 13,327,913.10 9822030 21,388,760.49 12,071,873.46
9822031 2,478,831.62 1,591,065.34 9822031 2,478,831.62 1,591,065.34
9822032 8,789,614.87 6,085,721.24 9822032 8,789,614.87 6,084,219.12
9822033 24,344,128.49 22,283,079.88 9822033 24,344,128.49 22,220,483.76
9822034 3,995,425.31 3,412,605.37 9822034 3,995,425.31 3,412,605.37
9822035 6,796,538.43 5,685,947.57 9822035 6,796,538.43 5,685,697.97
9822036 3,400,748.14 2,010,723.60 9822036 3,400,748.14 2,010,723.60
9822037 14,672,124.21 9,271,001.96 9822037 14,672,124.21 8,423,244.83
9822038 2,664,252.64 2,588,368.16 9822038 2,664,252.64 2,554,424.24
9822039 5,507,709.68 3,433,381.36 9822039 5,507,709.68 3,432,678.74
9822041 1,789,728.45 1,121,640.06 9822041 1,789,728.45 1,120,429.91
9822042 6,763,797.27 4,415,609.75 9822042 6,763,797.27 4,415,609.75
9822043 5,971,803.61 3,813,449.25 9822043 5,971,803.61 3,813,449.25
9822044 1,885,522.24 1,175,391.82 9822044 1,885,522.24 1,175,151.28
9822045 1,985,189.35 1,265,078.59 9822045 1,985,189.35 1,264,819.10
9822046 967,929.09 626,571.33 9822046 967,929.09 626,571.33
9822047 2,372,625.73 2,317,151.47 9822047 2,372,625.73 2,317,130.23
9822048 1,488,429.77 918,963.77 9822048 1,488,429.77 918,775.90
9822049 10,026,386.35 6,466,336.72 9822049 10,026,386.35 6,465,008.69
9822050 7,048,251.80 4,545,642.68 9822050 7,048,251.80 4,544,709.12
9822051 3,572,231.49 2,205,513.46 9822051 3,572,231.49 2,205,062.57
9822053 4,670,036.74 3,006,064.93 9822053 4,670,036.74 3,005,447.65
9822056 1,841,024.03 1,163,707.60 9822056 1,841,024.03 1,163,458.11
9822058 1,147,436.65 798,091.46 9822058 1,147,436.65 797,926.22
9822059 2,745,444.99 1,810,202.79 9822059 2,745,444.99 1,809,830.14
9822060 2,878,439.37 1,828,792.62 9822060 2,878,439.37 1,828,417.62
9822061 5,672,124.75 3,568,759.25 9822061 5,672,124.75 3,567,994.43
9822062 10,814,895.34 6,612,650.47 9822062 10,814,895.34 6,612,650.47
9822063 4,964,638.65 3,041,946.99 9822063 4,964,638.65 3,041,946.99
9822064 3,135,707.72 2,058,598.14 9822064 3,135,707.72 2,049,041.46
9822065 6,910,043.98 5,292,736.14 9822065 6,910,043.98 5,292,290.24
9822066 1,682,719.37 1,586,233.52 9822066 1,682,719.37 1,586,219.85
9822067 4,230,377.43 2,564,868.69 9822067 4,230,377.43 2,564,388.58
9822068 5,959,076.83 3,634,671.81 9822068 5,959,076.83 3,634,671.81
9822069 1,692,853.37 1,079,349.39 9822069 1,692,853.37 1,079,117.68
9822070 1,789,011.98 1,694,677.08 9822070 1,789,011.98 1,694,480.49
9822072 1,986,859.75 1,249,175.43 9822072 1,986,859.75 1,248,919.55
9822074 5,007,132.31 3,128,256.24 9822074 5,007,132.31 3,128,231.31
9822075 10,255,285.31 6,412,729.19 9822075 10,255,285.31 6,411,354.94
9822078 2,334,575.12 1,468,916.64 9822078 2,334,575.12 1,468,615.73
9822079 2,356,297.55 1,472,120.34 9822079 2,356,297.55 1,472,108.60
9822080 6,260,091.24 5,759,497.40 9822080 6,260,091.24 5,758,833.03
<CAPTION>
10 CPR
IdNumber Principal Gross Interest
- -------- -------------- --------------
<S> <C> <C>
9822030 21,388,760.49 12,071,873.46
9822031 2,478,831.62 1,591,065.34
9822032 8,789,614.87 5,462,397.49
9822033 24,344,128.49 22,220,483.76
9822034 3,995,425.31 3,412,605.37
9822035 6,796,538.43 4,763,938.78
9822036 3,400,748.14 2,010,723.60
9822037 14,672,124.21 8,423,244.83
9822038 2,664,252.64 2,384,717.13
9822039 5,507,709.68 3,432,678.74
9822041 1,789,728.45 999,975.00
9822042 6,763,797.27 4,415,609.75
9822043 5,971,803.61 3,813,449.25
9822044 1,885,522.24 1,175,151.28
9822045 1,985,189.35 1,264,819.10
9822046 967,929.09 564,055.59
9822047 2,372,625.73 2,317,130.23
9822048 1,488,429.77 918,775.90
9822049 10,026,386.35 6,465,008.69
9822050 7,048,251.80 4,544,709.12
9822051 3,572,231.49 2,205,062.57
9822053 4,670,036.74 3,005,447.65
9822056 1,841,024.03 1,163,458.11
9822058 1,147,436.65 797,926.22
9822059 2,745,444.99 1,809,830.14
9822060 2,878,439.37 1,828,417.62
9822061 5,672,124.75 3,567,994.43
9822062 10,814,895.34 6,612,650.47
9822063 4,964,638.65 3,041,946.99
9822064 3,135,707.72 2,049,041.46
9822065 6,910,043.98 5,292,290.24
9822066 1,682,719.37 1,586,219.85
9822067 4,230,377.43 2,564,388.58
9822068 5,959,076.83 3,634,671.81
9822069 1,692,853.37 1,079,117.68
9822070 1,789,011.98 1,694,480.49
9822072 1,986,859.75 1,248,919.55
9822074 5,007,132.31 3,128,231.31
9822075 10,255,285.31 6,411,354.94
9822078 2,334,575.12 1,468,615.73
9822079 2,356,297.55 1,472,108.60
9822080 6,260,091.24 5,758,833.03
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
0 CPR 10 CPR after YM
IdNumber Principal Gross Interest IdNumber Principal Gross Interest
- -------- ------------- -------------- --------------- ------------- --------------
<S> <C> <C> <C> <C> <C>
9822082 2,087,180.66 1,399,021.36 9822082 2,087,180.66 1,398,733.00
9822083 7,390,960.61 4,825,478.33 9822083 7,390,960.61 4,824,485.96
9822085 5,866,926.49 3,677,169.63 9822085 5,866,926.49 3,676,416.49
9822087 19,832,764.67 19,179,478.57 9822087 19,832,764.67 19,179,309.61
9822089 2,462,172.22 1,641,678.36 9822089 2,462,172.22 1,640,010.82
9822090 7,963,320.99 4,968,431.48 9822090 7,963,320.99 4,963,288.90
9822091 2,459,759.03 1,448,195.71 9822091 2,459,759.03 1,448,191.26
9822092 1,615,804.70 1,004,876.19 9822092 1,615,804.70 1,004,876.19
9822120 4,824,445.91 3,176,631.02 9822120 4,824,445.91 3,175,976.99
9822122 2,887,965.93 1,855,547.93 9822122 2,887,965.93 1,855,149.33
9822123 3,977,365.34 2,473,540.97 9822123 3,977,365.34 2,473,034.76
9822124 3,974,035.61 3,584,426.97 9822124 3,974,035.61 3,584,015.06
9822126 1,338,703.64 863,566.13 9822126 1,338,703.64 863,403.70
9822127 46,000,000.00 28,725,992.34 9822127 46,000,000.00 28,713,699.62
9822128 9,900,000.00 6,286,110.94 9822128 9,900,000.00 6,284,743.39
9822131 3,171,948.84 1,972,648.81 9822131 3,171,948.84 1,972,245.11
9822132 3,617,413.78 2,249,685.47 9822132 3,617,413.78 2,249,225.08
9822133 3,728,780.01 2,318,944.76 9822133 3,728,780.01 2,318,470.19
9822134 2,423,209.83 1,507,004.85 9822134 2,423,209.83 1,506,696.44
9822140 3,344,867.97 2,056,476.65 9822140 3,344,867.97 2,056,069.44
9822141 2,535,570.42 1,576,882.43 9822141 2,535,570.42 1,576,559.72
9822143 5,071,140.82 3,153,764.83 9822143 5,071,140.82 3,153,119.42
9822145 1,461,744.13 914,745.89 9822145 1,461,744.13 914,558.57
9822146 13,321,161.65 5,854,202.90 9822146 13,321,161.65 5,845,089.58
9822147 5,910,766.92 2,597,583.37 9822147 5,910,766.92 2,593,539.68
9822149 8,634,824.83 3,794,715.30 9822149 8,634,824.83 3,788,808.02
9822150 1,834,651.03 806,267.60 9822150 1,834,651.03 806,016.35
9822152 8,894,069.02 3,908,644.52 9822152 8,894,069.02 3,902,559.88
9822156 2,588,854.25 1,655,082.09 9822156 2,588,854.25 1,654,753.00
9822159 3,087,146.08 2,816,705.56 9822159 3,087,146.08 2,816,354.10
9822167 2,914,055.41 1,816,232.09 9822167 2,914,055.41 1,815,842.73
9822174 1,795,103.36 819,685.91 9822174 1,795,103.36 819,429.92
9822176 1,988,725.14 1,240,660.55 9822176 1,988,725.14 1,240,406.57
9822183 4,013,813.06 2,570,713.54 9822183 4,013,813.06 2,570,178.14
9822185 2,980,762.14 1,910,044.43 9822185 2,980,762.14 1,909,652.41
9822187 3,978,620.00 4,149,049.32 9822187 3,978,620.00 4,149,049.32
9822188 7,451,905.41 4,775,111.90 9822188 7,451,905.41 4,775,111.90
9822189 2,501,100.09 1,585,841.87 9822189 2,501,100.09 1,585,516.67
9822191 8,971,666.31 5,316,885.69 9822191 8,971,666.31 5,315,785.95
9822192 2,739,073.13 1,852,315.62 9822192 2,739,073.13 1,851,945.08
9823001 3,656,124.48 3,349,264.61 9823001 3,656,124.48 3,349,264.61
9823009 2,628,580.48 2,871,425.99 9823009 2,628,580.48 2,871,425.99
<CAPTION>
10 CPR
IdNumber Principal Gross Interest
- -------- -------------- --------------
<S> <C> <C>
9822082 2,087,180.66 1,398,733.00
9822083 7,390,960.61 4,824,485.96
9822085 5,866,926.49 3,676,416.49
9822087 19,832,764.67 16,496,322.27
9822089 2,462,172.22 1,640,010.82
9822090 7,963,320.99 4,963,288.90
9822091 2,459,759.03 1,448,191.26
9822092 1,615,804.70 1,004,876.19
9822120 4,824,445.91 3,175,976.99
9822122 2,887,965.93 1,855,149.33
9822123 3,977,365.34 2,220,284.83
9822124 3,974,035.61 3,584,015.06
9822126 1,338,703.64 863,403.70
9822127 46,000,000.00 28,713,699.62
9822128 9,900,000.00 6,284,743.39
9822131 3,171,948.84 1,972,245.11
9822132 3,617,413.78 2,249,225.08
9822133 3,728,780.01 2,318,470.19
9822134 2,423,209.83 1,506,696.44
9822140 3,344,867.97 2,056,069.44
9822141 2,535,570.42 1,576,559.72
9822143 5,071,140.82 3,153,119.42
9822145 1,461,744.13 914,558.57
9822146 13,321,161.65 5,845,089.58
9822147 5,910,766.92 2,593,539.68
9822149 8,634,824.83 3,788,808.02
9822150 1,834,651.03 806,016.35
9822152 8,894,069.02 3,902,559.88
9822156 2,588,854.25 1,654,753.00
9822159 3,087,146.08 2,816,354.10
9822167 2,914,055.41 1,815,842.73
9822174 1,795,103.36 819,429.92
9822176 1,988,725.14 1,240,406.57
9822183 4,013,813.06 2,570,178.14
9822185 2,980,762.14 1,909,652.41
9822187 3,978,620.00 4,149,049.32
9822188 7,451,905.41 4,775,111.90
9822189 2,501,100.09 1,585,516.67
9822191 8,971,666.31 5,315,785.95
9822192 2,739,073.13 1,851,945.08
9823001 3,656,124.48 3,349,264.61
9823009 2,628,580.48 2,871,425.99
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
0 CPR 10 CPR after YM
IdNumber Principal Gross Interest IdNumber Principal Gross Interest
- -------- ------------- -------------- --------------- ------------- --------------
<S> <C> <C> <C> <C> <C>
9823010 3,164,032.06 3,456,347.13 9823010 3,164,032.06 3,456,347.13
9823012 2,340,129.51 2,508,634.89 9823012 2,340,129.51 2,508,634.89
9823026 5,120,866.04 5,593,968.12 9823026 5,120,866.04 5,593,968.12
9823028 2,265,426.08 2,534,765.40 9823028 2,265,426.08 2,534,765.40
9823030 2,357,764.11 1,931,097.27 9823030 2,357,764.11 1,931,097.27
9823031 2,506,522.81 2,063,998.88 9823031 2,506,522.81 2,063,998.88
9823032 2,709,583.17 2,219,772.43 9823032 2,709,583.17 2,219,772.43
9823033 1,623,091.15 1,313,861.20 9823033 1,623,091.15 1,313,861.20
9823035 8,505,273.14 9,003,073.56 9823035 8,505,273.14 9,003,073.56
9823042 5,866,628.32 4,978,524.11 9823042 5,866,628.32 4,978,524.11
9823054 3,429,285.15 2,910,151.98 9823054 3,429,285.15 2,910,151.98
9823069 4,610,168.48 3,912,270.11 9823069 4,610,168.48 3,912,270.11
9823072 4,043,344.48 3,431,253.25 9823072 4,043,344.48 3,431,253.25
9823074 2,616,837.43 2,220,694.42 9823074 2,616,837.43 2,220,694.42
9823076 3,297,026.22 2,797,914.67 9823076 3,297,026.22 2,797,914.67
9823082 2,735,910.74 3,016,614.63 9823082 2,735,910.74 3,016,614.63
9823094 2,416,142.08 2,314,576.94 9823094 2,416,142.08 2,314,576.94
9823097 1,253,787.12 1,626,301.89 9823097 1,253,787.12 1,626,301.89
9823098 6,467,952.90 4,672,026.44 9823098 6,467,952.90 4,672,026.44
9823099 1,783,025.22 1,544,270.58 9823099 1,783,025.22 1,544,270.58
9823101 1,600,575.96 1,372,525.67 9823101 1,600,575.96 1,372,525.67
9823102 10,684,277.65 10,212,167.04 9823102 10,684,277.65 10,212,145.38
9823109 2,560,917.25 2,865,387.72 9823109 2,560,917.25 2,865,387.72
9823113 2,324,301.41 1,866,940.81 9823113 2,324,301.41 1,866,940.81
9823114 1,954,384.81 1,660,263.93 9823114 1,954,384.81 1,660,263.93
9823115 2,639,019.66 2,301,142.84 9823115 2,639,019.66 2,301,142.84
9823118 1,154,723.89 738,109.11 9823118 1,154,723.89 738,109.11
9823121 2,401,280.67 2,381,952.80 9823121 2,401,280.67 2,381,952.80
<CAPTION>
10 CPR
IdNumber Principal Gross Interest
- -------- -------------- --------------
<S> <C> <C>
9823010 3,164,032.06 3,456,347.13
9823012 2,340,129.51 2,508,634.89
9823026 5,120,866.04 5,593,968.12
9823028 2,265,426.08 2,534,765.40
9823030 2,357,764.11 1,524,912.52
9823031 2,506,522.81 1,830,029.92
9823032 2,709,583.17 2,219,772.43
9823033 1,623,091.15 1,209,376.09
9823035 8,505,273.14 9,003,073.56
9823042 5,866,628.32 3,685,481.07
9823054 3,429,285.15 2,154,315.10
9823069 4,610,168.48 2,896,159.03
9823072 4,043,344.48 2,540,073.88
9823074 2,616,837.43 1,643,926.38
9823076 3,297,026.22 2,071,228.56
9823082 2,735,910.74 3,016,614.63
9823094 2,416,142.08 2,314,576.94
9823097 1,253,787.12 1,626,301.89
9823098 6,467,952.90 4,189,451.87
9823099 1,783,025.22 1,544,270.58
9823101 1,600,575.96 1,372,525.67
9823102 10,684,277.65 9,584,164.54
9823109 2,560,917.25 2,865,387.72
9823113 2,324,301.41 1,866,940.81
9823114 1,954,384.81 1,660,263.93
9823115 2,639,019.66 2,301,142.84
9823118 1,154,723.89 717,604.59
9823121 2,401,280.67 2,381,952.80
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
0 CPR
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 1,163,518,250.32
1. Mar 15, 99 1,504,024.68 6,417,440.71 7,921,465.39 1,162,014,225.64
2. Apr 15, 99 985,840.79 6,968,270.66 7,954,111.46 1,161,028,384.85
3. May 15, 99 1,167,168.73 6,776,113.62 7,943,282.35 1,159,861,216.11
4. Jun 15, 99 1,703,990.26 6,955,288.20 8,659,278.46 1,158,157,225.85
5. Jul 15, 99 1,179,950.00 6,759,262.30 7,939,212.30 1,156,977,275.85
6. Aug 15, 99 1,022,177.90 6,940,962.46 7,963,140.36 1,155,955,097.95
7. Sep 15, 99 1,028,375.08 6,934,801.64 7,963,176.72 1,154,926,722.87
8. Oct 15, 99 1,251,637.52 6,740,316.73 7,991,954.25 1,153,675,085.35
9. Nov 15, 99 1,073,172.28 6,921,065.66 7,994,237.93 1,152,601,913.07
10. Dec 15, 99 1,648,936.72 6,726,703.88 8,375,640.60 1,150,952,976.35
11. Jan 15, 00 1,087,336.58 6,904,728.30 7,992,064.88 1,149,865,639.77
12. Feb 15, 00 1,093,921.50 6,898,182.04 7,992,103.54 1,148,771,718.28
13. Mar 15, 00 1,470,732.39 6,516,931.69 7,987,664.08 1,147,300,985.89
14. Apr 15, 00 1,109,458.68 6,882,736.05 7,992,194.74 1,146,191,527.21
15. May 15, 00 1,300,837.46 6,689,157.55 7,989,995.01 1,144,890,689.74
16. Jun 15, 00 1,427,251.74 6,868,221.43 8,295,473.17 1,143,463,438.00
17. Jul 15, 00 1,315,124.23 6,673,173.73 7,988,297.95 1,142,148,313.77
18. Aug 15, 00 1,138,834.80 6,851,749.10 7,990,583.90 1,141,009,478.98
19. Sep 15, 00 1,145,732.53 6,844,891.86 7,990,624.39 1,139,863,746.45
20. Oct 15, 00 1,336,335.02 6,652,090.93 7,988,425.95 1,138,527,411.43
21. Nov 15, 00 1,160,768.80 6,829,943.86 7,990,712.65 1,137,366,642.63
22. Dec 15, 00 1,774,796.42 6,637,466.32 8,412,262.75 1,135,591,846.21
23. Jan 15, 01 1,175,985.77 6,812,323.84 7,988,309.61 1,134,415,860.44
24. Feb 15, 01 1,183,109.17 6,805,242.26 7,988,351.42 1,133,232,751.27
25. Mar 15, 01 1,738,183.79 6,243,492.17 7,981,675.96 1,131,494,567.48
26. Apr 15, 01 1,200,811.93 6,787,643.39 7,988,455.32 1,130,293,755.55
27. May 15, 01 1,390,223.67 6,596,035.17 7,986,258.83 1,128,903,531.88
28. Jun 15, 01 1,534,079.16 6,772,037.25 8,306,116.41 1,127,369,452.73
29. Jul 15, 01 1,405,584.79 6,578,898.90 7,984,483.69 1,125,963,867.93
30. Aug 15, 01 1,232,397.16 6,754,375.69 7,986,772.85 1,124,731,470.78
31. Sep 15, 01 1,239,863.29 6,746,953.38 7,986,816.67 1,123,491,607.48
32. Oct 15, 01 1,428,439.06 6,556,182.52 7,984,621.58 1,122,063,168.42
33. Nov 15, 01 1,280,559.67 6,730,880.57 8,011,440.24 1,120,782,608.75
34. Dec 15, 01 1,916,761.27 6,540,317.45 8,457,078.71 1,118,865,847.49
35. Jan 15, 02 1,297,220.32 6,711,696.92 8,008,917.24 1,117,568,627.16
36. Feb 15, 02 1,305,073.57 6,703,889.79 8,008,963.35 1,116,263,553.60
37. Mar 15, 02 1,859,547.92 6,149,461.83 8,009,009.74 1,114,404,005.68
38. Apr 15, 02 1,324,239.44 6,684,836.42 8,009,075.87 1,113,079,766.24
39. May 15, 02 1,514,855.41 6,495,208.96 8,010,064.37 1,111,564,910.83
40. Jun 15, 02 1,686,042.07 6,667,746.45 8,353,788.52 1,109,878,868.76
41. Jul 15, 02 1,532,377.05 6,476,456.96 8,008,834.01 1,108,346,491.72
42. Aug 15, 02 1,360,468.31 6,648,420.17 8,008,888.49 1,106,986,023.40
43. Sep 15, 02 1,368,705.30 6,640,231.54 8,008,936.85 1,105,617,318.10
44. Oct 15, 02 1,557,485.25 6,451,500.25 8,008,985.50 1,104,059,832.85
45. Nov 15, 02 1,386,424.65 6,622,616.22 8,009,040.87 1,102,673,408.20
<CAPTION>
0 CPR
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 0 0 0 0
1. Mar 15, 99 1,504,024.68 0 0 0 0 0 0
2. Apr 15, 99 985,840.79 0 0 0 0 0 0
3. May 15, 99 1,167,168.73 0 0 0 0 0 0
4. Jun 15, 99 1,703,990.26 0 0 0 0 0 0
5. Jul 15, 99 1,179,950.00 0 0 0 0 0 0
6. Aug 15, 99 1,022,177.90 0 0 0 0 0 0
7. Sep 15, 99 1,028,375.08 0 0 0 0 0 0
8. Oct 15, 99 1,251,637.52 0 0 0 0 0 0
9. Nov 15, 99 1,073,172.28 0 0 0 0 0 0
10. Dec 15, 99 1,648,936.72 0 0 0 0 0 0
11. Jan 15, 00 1,087,336.58 0 0 0 0 0 0
12. Feb 15, 00 1,093,921.50 0 0 0 0 0 0
13. Mar 15, 00 1,470,732.39 0 0 0 0 0 0
14. Apr 15, 00 1,109,458.68 0 0 0 0 0 0
15. May 15, 00 1,300,837.46 0 0 0 0 0 0
16. Jun 15, 00 1,427,251.74 0 0 0 0 0 0
17. Jul 15, 00 1,315,124.23 0 0 0 0 0 0
18. Aug 15, 00 1,138,834.80 0 0 0 0 0 0
19. Sep 15, 00 1,145,732.53 0 0 0 0 0 0
20. Oct 15, 00 1,336,335.02 0 0 0 0 0 0
21. Nov 15, 00 1,160,768.80 0 0 0 0 0 0
22. Dec 15, 00 1,774,796.42 0 0 0 0 0 0
23. Jan 15, 01 1,175,985.77 0 0 0 0 0 0
24. Feb 15, 01 1,183,109.17 0 0 0 0 0 0
25. Mar 15, 01 1,738,183.79 0 0 0 0 0 0
26. Apr 15, 01 1,200,811.93 0 0 0 0 0 0
27. May 15, 01 1,390,223.67 0 0 0 0 0 0
28. Jun 15, 01 1,534,079.16 0 0 0 0 0 0
29. Jul 15, 01 1,405,584.79 0 0 0 0 0 0
30. Aug 15, 01 1,232,397.16 0 0 0 0 0 0
31. Sep 15, 01 1,239,863.29 0 0 0 0 0 0
32. Oct 15, 01 1,428,439.06 0 0 0 0 0 0
33. Nov 15, 01 1,280,559.67 0 0 0 0 0 0
34. Dec 15, 01 1,916,761.27 0 0 0 0 0 0
35. Jan 15, 02 1,297,220.32 0 0 0 0 0 0
36. Feb 15, 02 1,305,073.57 0 0 0 0 0 0
37. Mar 15, 02 1,859,547.92 0 0 0 0 0 0
38. Apr 15, 02 1,324,239.44 0 0 0 0 0 0
39. May 15, 02 1,514,855.41 0 0 0 0 0 0
40. Jun 15, 02 1,686,042.07 0 0 0 0 0 0
41. Jul 15, 02 1,532,377.05 0 0 0 0 0 0
42. Aug 15, 02 1,360,468.31 0 0 0 0 0 0
43. Sep 15, 02 1,368,705.30 0 0 0 0 0 0
44. Oct 15, 02 1,557,485.25 0 0 0 0 0 0
45. Nov 15, 02 1,386,424.65 0 0 0 0 0 0
<CAPTION>
0 CPR
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 0
1. Mar 15, 99 0 43,964.14 6,461,404.85 7,965,429.53
2. Apr 15, 99 0 43,910.61 7,012,181.27 7,998,022.06
3. May 15, 99 0 43,875.54 6,819,989.15 7,987,157.89
4. Jun 15, 99 0 43,834.00 6,999,122.21 8,703,112.46
5. Jul 15, 99 0 43,694.46 6,802,956.77 7,982,906.77
6. Aug 15, 99 0 43,652.48 6,984,614.93 8,006,792.83
7. Sep 15, 99 0 43,616.12 6,978,417.75 8,006,792.83
8. Oct 15, 99 0 43,579.53 6,783,896.26 8,035,533.78
9. Nov 15, 99 0 43,535.03 6,964,600.68 8,037,772.96
10. Dec 15, 99 0 43,496.87 6,770,200.75 8,419,137.47
11. Jan 15, 00 0 43,395.29 6,948,123.59 8,035,460.17
12. Feb 15, 00 0 43,356.63 6,941,538.67 8,035,460.17
13. Mar 15, 00 0 43,317.74 6,560,249.43 8,030,981.81
14. Apr 15, 00 0 43,265.43 6,926,001.49 8,035,460.17
15. May 15, 00 0 43,225.98 6,732,383.53 8,033,220.99
16. Jun 15, 00 0 43,179.72 6,911,401.16 8,338,652.90
17. Jul 15, 00 0 43,095.04 6,716,268.76 8,031,392.99
18. Aug 15, 00 0 43,048.27 6,894,797.37 8,033,632.17
19. Sep 15, 00 0 43,007.78 6,887,899.64 8,033,632.17
20. Oct 15, 00 0 42,967.04 6,695,057.97 8,031,392.99
21. Nov 15, 00 0 42,919.52 6,872,863.37 8,033,632.17
22. Dec 15, 00 0 42,878.25 6,680,344.57 8,455,140.99
23. Jan 15, 01 0 42,767.70 6,855,091.54 8,031,077.31
24. Feb 15, 01 0 42,725.88 6,847,968.14 8,031,077.31
25. Mar 15, 01 0 42,683.82 6,286,175.98 8,024,359.78
26. Apr 15, 01 0 42,621.99 6,830,265.38 8,031,077.31
27. May 15, 01 0 42,579.30 6,638,614.46 8,028,838.13
28. Jun 15, 01 0 42,529.86 6,814,567.11 8,348,646.27
29. Jul 15, 01 0 42,439.76 6,621,338.66 8,026,923.45
30. Aug 15, 01 0 42,389.78 6,796,765.47 8,029,162.63
31. Sep 15, 01 0 42,345.96 6,789,299.33 8,029,162.63
32. Oct 15, 01 0 42,301.87 6,598,484.39 8,026,923.45
33. Nov 15, 01 0 42,251.07 6,773,131.64 8,053,691.31
34. Dec 15, 01 0 42,205.55 6,582,523.00 8,499,284.26
35. Jan 15, 02 0 42,087.52 6,753,784.44 8,051,004.76
36. Feb 15, 02 0 42,041.41 6,745,931.20 8,051,004.76
37. Mar 15, 02 0 41,995.02 6,191,456.85 8,051,004.76
38. Apr 15, 02 0 41,928.90 6,726,765.32 8,051,004.76
39. May 15, 02 0 41,881.82 6,537,090.79 8,051,946.19
40. Jun 15, 02 0 41,827.97 6,709,574.42 8,395,616.49
41. Jul 15, 02 0 41,729.64 6,518,186.60 8,050,563.64
42. Aug 15, 02 0 41,675.16 6,690,095.33 8,050,563.64
43. Sep 15, 02 0 41,626.80 6,681,858.34 8,050,563.64
44. Oct 15, 02 0 41,578.14 6,493,078.39 8,050,563.64
45. Nov 15, 02 0 41,522.77 6,664,138.99 8,050,563.64
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
0 CPR after YM
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 1,163,518,250.32
1. Mar 15, 99 1,504,024.68 6,417,440.71 7,921,465.39 1,162,014,225.64
2. Apr 15, 99 985,840.79 6,968,270.66 7,954,111.46 1,161,028,384.85
3. May 15, 99 1,167,168.73 6,776,113.62 7,943,282.35 1,159,861,216.11
4. Jun 15, 99 1,703,990.26 6,955,288.20 8,659,278.46 1,158,157,225.85
5. Jul 15, 99 1,179,950.00 6,759,262.30 7,939,212.30 1,156,977,275.85
6. Aug 15, 99 1,022,177.90 6,940,962.46 7,963,140.36 1,155,955,097.95
7. Sep 15, 99 1,028,375.08 6,934,801.64 7,963,176.72 1,154,926,722.87
8. Oct 15, 99 1,251,637.52 6,740,316.73 7,991,954.25 1,153,675,085.35
9. Nov 15, 99 1,073,172.28 6,921,065.66 7,994,237.93 1,152,601,913.07
10. Dec 15, 99 1,648,936.72 6,726,703.88 8,375,640.60 1,150,952,976.35
11. Jan 15, 00 1,087,336.58 6,904,728.30 7,992,064.88 1,149,865,639.77
12. Feb 15, 00 1,093,921.50 6,898,182.04 7,992,103.54 1,148,771,718.28
13. Mar 15, 00 1,470,732.39 6,516,931.69 7,987,664.08 1,147,300,985.89
14. Apr 15, 00 1,109,458.68 6,882,736.05 7,992,194.74 1,146,191,527.21
15. May 15, 00 1,300,837.46 6,689,157.55 7,989,995.01 1,144,890,689.74
16. Jun 15, 00 1,427,251.74 6,868,221.43 8,295,473.17 1,143,463,438.00
17. Jul 15, 00 1,315,124.23 6,673,173.73 7,988,297.95 1,142,148,313.77
18. Aug 15, 00 1,138,834.80 6,851,749.10 7,990,583.90 1,141,009,478.98
19. Sep 15, 00 1,145,732.53 6,844,891.86 7,990,624.39 1,139,863,746.45
20. Oct 15, 00 1,336,335.02 6,652,090.93 7,988,425.95 1,138,527,411.43
21. Nov 15, 00 1,160,768.80 6,829,943.86 7,990,712.65 1,137,366,642.63
22. Dec 15, 00 1,774,796.42 6,637,466.32 8,412,262.75 1,135,591,846.21
23. Jan 15, 01 1,175,985.77 6,812,323.84 7,988,309.61 1,134,415,860.44
24. Feb 15, 01 1,183,109.17 6,805,242.26 7,988,351.42 1,133,232,751.27
25. Mar 15, 01 1,738,183.79 6,243,492.17 7,981,675.96 1,131,494,567.48
26. Apr 15, 01 1,200,811.93 6,787,643.39 7,988,455.32 1,130,293,755.55
27. May 15, 01 1,390,223.67 6,596,035.17 7,986,258.83 1,128,903,531.88
28. Jun 15, 01 1,534,079.16 6,772,037.25 8,306,116.41 1,127,369,452.73
29. Jul 15, 01 1,405,584.79 6,578,898.90 7,984,483.69 1,125,963,867.93
30. Aug 15, 01 1,232,397.16 6,754,375.69 7,986,772.85 1,124,731,470.78
31. Sep 15, 01 1,239,863.29 6,746,953.38 7,986,816.67 1,123,491,607.48
32. Oct 15, 01 1,428,439.06 6,556,182.52 7,984,621.58 1,122,063,168.42
33. Nov 15, 01 1,280,559.67 6,730,880.57 8,011,440.24 1,120,782,608.75
34. Dec 15, 01 1,916,761.27 6,540,317.45 8,457,078.71 1,118,865,847.49
35. Jan 15, 02 1,297,220.32 6,711,696.92 8,008,917.24 1,117,568,627.16
36. Feb 15, 02 1,305,073.57 6,703,889.79 8,008,963.35 1,116,263,553.60
37. Mar 15, 02 1,859,547.92 6,149,461.83 8,009,009.74 1,114,404,005.68
38. Apr 15, 02 1,324,239.44 6,684,836.42 8,009,075.87 1,113,079,766.24
39. May 15, 02 1,514,855.41 6,495,208.96 8,010,064.37 1,111,564,910.83
40. Jun 15, 02 1,686,042.07 6,667,746.45 8,353,788.52 1,109,878,868.76
41. Jul 15, 02 1,532,377.05 6,476,456.96 8,008,834.01 1,108,346,491.72
42. Aug 15, 02 1,360,468.31 6,648,420.17 8,008,888.49 1,106,986,023.40
43. Sep 15, 02 1,368,705.30 6,640,231.54 8,008,936.85 1,105,617,318.10
44. Oct 15, 02 1,557,485.25 6,451,500.25 8,008,985.50 1,104,059,832.85
45. Nov 15, 02 1,386,424.65 6,622,616.22 8,009,040.87 1,102,673,408.20
<CAPTION>
0 CPR after YM
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 0 0 0 0
1. Mar 15, 99 1,504,024.68 0 0 0 0 0 0
2. Apr 15, 99 985,840.79 0 0 0 0 0 0
3. May 15, 99 1,167,168.73 0 0 0 0 0 0
4. Jun 15, 99 1,703,990.26 0 0 0 0 0 0
5. Jul 15, 99 1,179,950.00 0 0 0 0 0 0
6. Aug 15, 99 1,022,177.90 0 0 0 0 0 0
7. Sep 15, 99 1,028,375.08 0 0 0 0 0 0
8. Oct 15, 99 1,251,637.52 0 0 0 0 0 0
9. Nov 15, 99 1,073,172.28 0 0 0 0 0 0
10. Dec 15, 99 1,648,936.72 0 0 0 0 0 0
11. Jan 15, 00 1,087,336.58 0 0 0 0 0 0
12. Feb 15, 00 1,093,921.50 0 0 0 0 0 0
13. Mar 15, 00 1,470,732.39 0 0 0 0 0 0
14. Apr 15, 00 1,109,458.68 0 0 0 0 0 0
15. May 15, 00 1,300,837.46 0 0 0 0 0 0
16. Jun 15, 00 1,427,251.74 0 0 0 0 0 0
17. Jul 15, 00 1,315,124.23 0 0 0 0 0 0
18. Aug 15, 00 1,138,834.80 0 0 0 0 0 0
19. Sep 15, 00 1,145,732.53 0 0 0 0 0 0
20. Oct 15, 00 1,336,335.02 0 0 0 0 0 0
21. Nov 15, 00 1,160,768.80 0 0 0 0 0 0
22. Dec 15, 00 1,774,796.42 0 0 0 0 0 0
23. Jan 15, 01 1,175,985.77 0 0 0 0 0 0
24. Feb 15, 01 1,183,109.17 0 0 0 0 0 0
25. Mar 15, 01 1,738,183.79 0 0 0 0 0 0
26. Apr 15, 01 1,200,811.93 0 0 0 0 0 0
27. May 15, 01 1,390,223.67 0 0 0 0 0 0
28. Jun 15, 01 1,534,079.16 0 0 0 0 0 0
29. Jul 15, 01 1,405,584.79 0 0 0 0 0 0
30. Aug 15, 01 1,232,397.16 0 0 0 0 0 0
31. Sep 15, 01 1,239,863.29 0 0 0 0 0 0
32. Oct 15, 01 1,428,439.06 0 0 0 0 0 0
33. Nov 15, 01 1,280,559.67 0 0 0 0 0 0
34. Dec 15, 01 1,916,761.27 0 0 0 0 0 0
35. Jan 15, 02 1,297,220.32 0 0 0 0 0 0
36. Feb 15, 02 1,305,073.57 0 0 0 0 0 0
37. Mar 15, 02 1,859,547.92 0 0 0 0 0 0
38. Apr 15, 02 1,324,239.44 0 0 0 0 0 0
39. May 15, 02 1,514,855.41 0 0 0 0 0 0
40. Jun 15, 02 1,686,042.07 0 0 0 0 0 0
41. Jul 15, 02 1,532,377.05 0 0 0 0 0 0
42. Aug 15, 02 1,360,468.31 0 0 0 0 0 0
43. Sep 15, 02 1,368,705.30 0 0 0 0 0 0
44. Oct 15, 02 1,557,485.25 0 0 0 0 0 0
45. Nov 15, 02 1,386,424.65 0 0 0 0 0 0
<CAPTION>
0 CPR after YM
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 0
1. Mar 15, 99 0 43,964.14 6,461,404.85 7,965,429.53
2. Apr 15, 99 0 43,910.61 7,012,181.27 7,998,022.06
3. May 15, 99 0 43,875.54 6,819,989.15 7,987,157.89
4. Jun 15, 99 0 43,834.00 6,999,122.21 8,703,112.46
5. Jul 15, 99 0 43,694.46 6,802,956.77 7,982,906.77
6. Aug 15, 99 0 43,652.48 6,984,614.93 8,006,792.83
7. Sep 15, 99 0 43,616.12 6,978,417.75 8,006,792.83
8. Oct 15, 99 0 43,579.53 6,783,896.26 8,035,533.78
9. Nov 15, 99 0 43,535.03 6,964,600.68 8,037,772.96
10. Dec 15, 99 0 43,496.87 6,770,200.75 8,419,137.47
11. Jan 15, 00 0 43,395.29 6,948,123.59 8,035,460.17
12. Feb 15, 00 0 43,356.63 6,941,538.67 8,035,460.17
13. Mar 15, 00 0 43,317.74 6,560,249.43 8,030,981.81
14. Apr 15, 00 0 43,265.43 6,926,001.49 8,035,460.17
15. May 15, 00 0 43,225.98 6,732,383.53 8,033,220.99
16. Jun 15, 00 0 43,179.72 6,911,401.16 8,338,652.90
17. Jul 15, 00 0 43,095.04 6,716,268.76 8,031,392.99
18. Aug 15, 00 0 43,048.27 6,894,797.37 8,033,632.17
19. Sep 15, 00 0 43,007.78 6,887,899.64 8,033,632.17
20. Oct 15, 00 0 42,967.04 6,695,057.97 8,031,392.99
21. Nov 15, 00 0 42,919.52 6,872,863.37 8,033,632.17
22. Dec 15, 00 0 42,878.25 6,680,344.57 8,455,140.99
23. Jan 15, 01 0 42,767.70 6,855,091.54 8,031,077.31
24. Feb 15, 01 0 42,725.88 6,847,968.14 8,031,077.31
25. Mar 15, 01 0 42,683.82 6,286,175.98 8,024,359.78
26. Apr 15, 01 0 42,621.99 6,830,265.38 8,031,077.31
27. May 15, 01 0 42,579.30 6,638,614.46 8,028,838.13
28. Jun 15, 01 0 42,529.86 6,814,567.11 8,348,646.27
29. Jul 15, 01 0 42,439.76 6,621,338.66 8,026,923.45
30. Aug 15, 01 0 42,389.78 6,796,765.47 8,029,162.63
31. Sep 15, 01 0 42,345.96 6,789,299.33 8,029,162.63
32. Oct 15, 01 0 42,301.87 6,598,484.39 8,026,923.45
33. Nov 15, 01 0 42,251.07 6,773,131.64 8,053,691.31
34. Dec 15, 01 0 42,205.55 6,582,523.00 8,499,284.26
35. Jan 15, 02 0 42,087.52 6,753,784.44 8,051,004.76
36. Feb 15, 02 0 42,041.41 6,745,931.20 8,051,004.76
37. Mar 15, 02 0 41,995.02 6,191,456.85 8,051,004.76
38. Apr 15, 02 0 41,928.90 6,726,765.32 8,051,004.76
39. May 15, 02 0 41,881.82 6,537,090.79 8,051,946.19
40. Jun 15, 02 0 41,827.97 6,709,574.42 8,395,616.49
41. Jul 15, 02 0 41,729.64 6,518,186.60 8,050,563.64
42. Aug 15, 02 0 41,675.16 6,690,095.33 8,050,563.64
43. Sep 15, 02 0 41,626.80 6,681,858.34 8,050,563.64
44. Oct 15, 02 0 41,578.14 6,493,078.39 8,050,563.64
45. Nov 15, 02 0 41,522.77 6,664,138.99 8,050,563.64
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
0 CPR
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 1,163,518,250.32
1. Mar 15, 99 1,560,435.59 6,426,868.74 7,987,304.33 1,161,957,814.73
2. Apr 15, 99 1,041,499.36 6,977,234.75 8,018,734.10 1,160,916,315.38
3. May 15, 99 1,222,080.40 6,784,619.65 8,006,700.05 1,159,694,234.98
4. Jun 15, 99 1,758,160.42 6,963,342.05 8,721,502.47 1,157,936,074.56
5. Jul 15, 99 1,233,383.99 6,766,869.77 8,000,253.76 1,156,702,690.56
6. Aug 15, 99 1,074,881.01 6,948,129.31 8,023,010.32 1,155,627,809.55
7. Sep 15, 99 1,080,352.53 6,941,533.60 8,021,886.13 1,154,547,457.02
8. Oct 15, 99 1,302,894.48 6,746,619.48 8,049,513.96 1,153,244,562.54
9. Nov 15, 99 1,123,713.88 6,926,944.83 8,050,658.71 1,152,120,848.66
10. Dec 15, 99 1,698,768.03 6,732,165.07 8,430,933.10 1,150,422,080.63
11. Jan 15, 00 1,136,462.60 6,909,777.06 8,046,239.66 1,149,285,618.03
12. Feb 15, 00 1,142,347.21 6,902,823.87 8,045,171.08 1,148,143,270.82
13. Mar 15, 00 1,518,462.70 6,521,172.05 8,039,634.75 1,146,624,808.13
14. Apr 15, 00 1,156,498.45 6,886,580.38 8,043,078.83 1,145,468,309.68
15. May 15, 00 1,347,191.50 6,692,611.22 8,039,802.72 1,144,121,118.18
16. Jun 15, 00 1,472,924.81 6,871,289.79 8,344,214.60 1,142,648,193.37
17. Jul 15, 00 1,556,557.30 6,726,884.13 8,283,441.43 1,141,091,636.07
18. Aug 15, 00 1,377,879.10 6,903,348.61 8,281,227.71 1,139,713,756.97
19. Sep 15, 00 1,336,346.24 6,887,211.98 8,223,558.22 1,138,377,410.73
20. Oct 15, 00 1,626,148.66 6,707,947.90 8,334,096.57 1,136,751,262.07
21. Nov 15, 00 1,447,861.23 6,883,259.52 8,331,120.76 1,135,303,400.84
22. Dec 15, 00 2,037,386.88 6,687,392.41 8,724,779.29 1,133,266,013.96
23. Jan 15, 01 1,454,170.50 6,859,855.93 8,314,026.43 1,131,811,843.46
24. Feb 15, 01 1,458,671.35 6,850,335.32 8,309,006.68 1,130,353,172.11
25. Mar 15, 01 2,010,801.02 6,286,449.36 8,297,250.38 1,128,342,371.09
26. Apr 15, 01 1,471,136.73 6,827,921.34 8,299,058.07 1,126,871,234.36
27. May 15, 01 1,657,839.69 6,634,073.52 8,291,913.21 1,125,213,394.67
28. Jun 15, 01 1,846,343.68 6,821,416.12 8,667,759.80 1,123,367,050.99
29. Jul 15, 01 1,818,415.96 6,640,762.39 8,459,178.35 1,121,548,635.04
30. Aug 15, 01 1,641,261.07 6,812,163.01 8,453,424.08 1,119,907,373.97
31. Sep 15, 01 1,644,612.78 6,800,884.56 8,445,497.34 1,118,262,761.19
32. Oct 15, 01 1,828,736.28 6,606,633.98 8,435,370.26 1,116,434,024.92
33. Nov 15, 01 1,677,130.21 6,777,232.11 8,454,362.32 1,114,756,894.71
34. Dec 15, 01 2,243,714.05 6,582,529.70 8,826,243.75 1,112,513,180.66
35. Jan 15, 02 1,682,415.90 6,750,187.48 8,432,603.38 1,110,830,764.76
36. Feb 15, 02 1,686,345.75 6,738,746.80 8,425,092.55 1,109,144,419.00
37. Mar 15, 02 2,235,139.79 6,182,415.25 8,417,555.04 1,106,909,279.21
38. Apr 15, 02 1,697,613.46 6,712,587.73 8,410,201.20 1,105,211,665.75
39. May 15, 02 1,883,716.01 6,520,090.08 8,403,806.08 1,103,327,949.74
40. Jun 15, 02 2,181,605.65 6,726,612.34 8,908,217.99 1,101,146,344.09
41. Jul 15, 02 2,225,414.74 6,558,522.09 8,783,936.83 1,098,920,929.35
42. Aug 15, 02 2,065,780.84 6,726,805.06 8,792,585.91 1,096,855,148.51
43. Sep 15, 02 2,065,914.50 6,712,184.29 8,778,098.79 1,094,789,234.00
44. Oct 15, 02 2,278,148.22 6,522,158.37 8,800,306.59 1,092,511,085.79
45. Nov 15, 02 2,099,797.12 6,685,629.54 8,785,426.66 1,090,411,288.66
<CAPTION>
0 CPR
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 0 0 0 0
1. Mar 15, 99 1,504,024.68 56,410.90 0 0 0 0 9,428.03
2. Apr 15, 99 985,710.61 55,788.74 0 0 0 0 9,291.17
3. May 15, 99 1,166,908.00 55,172.40 0 0 0 0 9,155.85
4. Jun 15, 99 1,703,598.60 54,561.82 0 0 0 0 9,022.06
5. Jul 15, 99 1,179,427.03 53,956.97 0 0 0 0 8,889.77
6. Aug 15, 99 1,021,523.23 53,357.78 0 0 0 0 8,758.99
7. Sep 15, 99 1,027,588.33 52,764.20 0 0 0 0 8,629.69
8. Oct 15, 99 1,250,718.29 52,176.19 0 0 0 0 8,501.86
9. Nov 15, 99 1,072,120.18 51,593.69 0 0 0 0 8,375.49
10. Dec 15, 99 1,647,751.36 51,016.67 0 0 0 0 8,250.56
11. Jan 15, 00 1,086,017.55 50,445.05 0 0 0 0 8,127.07
12. Feb 15, 00 1,092,468.40 49,878.81 0 0 0 0 8,004.99
13. Mar 15, 00 1,469,144.81 49,317.89 0 0 0 0 7,884.31
14. Apr 15, 00 1,107,736.21 48,762.24 0 0 0 0 7,765.03
15. May 15, 00 1,298,979.69 48,211.81 0 0 0 0 7,647.13
16. Jun 15, 00 1,425,258.24 47,666.57 0 0 0 0 7,530.59
17. Jul 15, 00 1,312,994.58 243,562.72 0 0 0 0 58,437.46
18. Aug 15, 00 1,136,568.58 241,310.52 0 0 0 0 57,742.85
19. Sep 15, 00 1,143,329.30 193,016.94 0 0 0 0 49,865.74
20. Oct 15, 00 1,333,917.78 292,230.88 0 0 0 0 64,523.92
21. Nov 15, 00 1,158,260.85 289,600.38 0 0 0 0 63,698.62
22. Dec 15, 00 1,753,958.20 283,428.68 0 0 0 0 61,969.88
23. Jan 15, 01 1,173,295.07 280,875.43 0 0 0 0 61,170.57
24. Feb 15, 01 1,180,326.64 278,344.71 0 0 0 0 60,378.81
25. Mar 15, 01 1,735,020.85 275,780.17 0 0 0 0 59,586.41
26. Apr 15, 01 1,197,842.66 273,294.07 0 0 0 0 58,809.68
27. May 15, 01 1,387,028.13 270,811.56 0 0 0 0 58,037.71
28. Jun 15, 01 1,501,685.81 344,657.87 0 0 0 0 71,095.92
29. Jul 15, 01 1,402,043.66 416,372.30 0 0 0 0 85,275.79
30. Aug 15, 01 1,228,771.61 412,489.46 0 0 0 0 83,961.47
31. Sep 15, 01 1,235,971.64 408,641.14 0 0 0 0 82,660.64
32. Oct 15, 01 1,423,956.06 404,780.22 0 0 0 0 81,386.33
33. Nov 15, 01 1,276,130.08 401,000.13 0 0 0 0 80,112.16
34. Dec 15, 01 1,849,861.41 393,852.63 0 0 0 0 78,034.64
35. Jan 15, 02 1,292,246.99 390,168.91 0 0 0 0 76,796.56
36. Feb 15, 02 1,299,827.79 386,517.96 0 0 0 0 75,571.33
37. Mar 15, 02 1,852,374.06 382,765.73 0 0 0 0 74,397.00
38. Apr 15, 02 1,318,433.71 379,179.75 0 0 0 0 73,197.21
39. May 15, 02 1,508,134.02 375,581.98 0 0 0 0 72,022.49
40. Jun 15, 02 1,616,959.70 564,645.95 0 0 0 0 108,951.77
41. Jul 15, 02 1,524,440.99 700,973.75 0 0 0 0 134,408.41
42. Aug 15, 02 1,352,350.23 713,430.62 0 0 0 0 135,705.26
43. Sep 15, 02 1,359,625.09 706,289.41 0 0 0 0 133,567.79
44. Oct 15, 02 1,546,356.84 731,791.38 0 0 0 0 135,435.88
45. Nov 15, 02 1,375,352.75 724,444.37 0 0 0 0 133,259.06
<CAPTION>
0 CPR
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 0
1. Mar 15, 99 9,428.03 43,964.14 6,470,832.89 8,031,268.47
2. Apr 15, 99 9,291.17 43,908.63 7,021,143.38 8,062,642.74
3. May 15, 99 9,155.85 43,871.61 6,828,491.27 8,050,571.67
4. Jun 15, 99 9,022.06 43,828.16 7,007,170.21 8,765,330.63
5. Jul 15, 99 8,889.77 43,686.72 6,810,556.49 8,043,940.49
6. Aug 15, 99 8,758.99 43,642.86 6,991,772.18 8,066,653.18
7. Sep 15, 99 8,629.69 43,604.66 6,985,138.26 8,065,490.79
8. Oct 15, 99 8,501.86 43,566.26 6,790,185.74 8,093,080.22
9. Nov 15, 99 8,375.49 43,519.96 6,970,464.79 8,094,178.67
10. Dec 15, 99 8,250.56 43,480.03 6,775,645.10 8,474,413.13
11. Jan 15, 00 8,127.07 43,376.71 6,953,153.77 8,089,616.37
12. Feb 15, 00 8,004.99 43,336.33 6,946,160.20 8,088,507.41
13. Mar 15, 00 7,884.31 43,295.74 6,564,467.80 8,082,930.49
14. Apr 15, 00 7,765.03 43,241.76 6,929,822.15 8,086,320.60
15. May 15, 00 7,647.13 43,200.67 6,735,811.89 8,083,003.39
16. Jun 15, 00 7,530.59 43,152.79 6,914,442.58 8,387,367.39
17. Jul 15, 00 58,437.46 43,066.50 6,769,950.63 8,326,507.93
18. Aug 15, 00 57,742.85 42,989.19 6,946,337.80 8,324,216.90
19. Sep 15, 00 49,865.74 42,918.42 6,930,130.40 8,266,476.64
20. Oct 15, 00 64,523.92 42,849.30 6,750,797.20 8,376,945.86
21. Nov 15, 00 63,698.62 42,770.11 6,926,029.63 8,373,890.87
22. Dec 15, 00 61,969.88 42,697.45 6,730,089.86 8,767,476.74
23. Jan 15, 01 61,170.57 42,559.01 6,902,414.94 8,356,585.44
24. Feb 15, 01 60,378.81 42,486.89 6,892,822.22 8,351,493.57
25. Mar 15, 01 59,586.41 42,414.79 6,328,864.15 8,339,665.17
26. Apr 15, 01 58,809.68 42,323.21 6,870,244.55 8,341,381.28
27. May 15, 01 58,037.71 42,251.02 6,676,324.54 8,334,164.23
28. Jun 15, 01 71,095.92 42,172.35 6,863,588.47 8,709,932.15
29. Jul 15, 01 85,275.79 42,055.21 6,682,817.60 8,501,233.56
30. Aug 15, 01 83,961.47 41,971.55 6,854,134.56 8,495,395.62
31. Sep 15, 01 82,660.64 41,894.35 6,842,778.91 8,487,391.69
32. Oct 15, 01 81,386.33 41,817.20 6,648,451.18 8,477,187.46
33. Nov 15, 01 80,112.16 41,733.66 6,818,965.77 8,496,095.98
34. Dec 15, 01 78,034.64 41,655.69 6,624,185.39 8,867,899.44
35. Jan 15, 02 76,796.56 41,515.14 6,791,702.62 8,474,118.52
36. Feb 15, 02 75,571.33 41,437.67 6,780,184.47 8,466,530.22
37. Mar 15, 02 74,397.00 41,360.22 6,223,775.47 8,458,915.26
38. Apr 15, 02 73,197.21 41,263.39 6,753,851.13 8,451,464.59
39. May 15, 02 72,022.49 41,185.84 6,561,275.92 8,444,991.93
40. Jun 15, 02 108,951.77 41,101.82 6,767,714.16 8,949,319.81
41. Jul 15, 02 134,408.41 40,976.37 6,599,498.46 8,824,913.20
42. Aug 15, 02 135,705.26 40,880.96 6,767,686.02 8,833,466.86
43. Sep 15, 02 133,567.79 40,791.37 6,752,975.66 8,818,890.17
44. Oct 15, 02 135,435.88 40,701.93 6,562,860.29 8,841,008.51
45. Nov 15, 02 133,259.06 40,605.08 6,726,234.62 8,826,031.74
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
0 CPR
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
46. Dec 15, 02 2,086,958.69 6,434,260.52 8,521,219.21 1,100,586,449.51
47. Jan 15, 03 1,404,356.90 6,601,777.06 8,006,133.96 1,099,182,092.61
48. Feb 15, 03 1,412,860.39 6,593,323.50 8,006,183.89 1,097,769,232.22
49. Mar 15, 03 1,959,708.24 6,046,938.68 8,006,646.92 1,095,809,523.99
50. Apr 15, 03 1,433,700.98 6,573,015.63 8,006,716.60 1,094,375,823.01
51. May 15, 03 1,621,319.11 6,385,659.27 8,006,978.38 1,092,754,503.90
52. Jun 15, 03 1,803,190.73 6,554,622.72 8,357,813.45 1,090,951,313.17
53. Jul 15, 03 1,661,810.64 6,365,594.30 8,027,404.94 1,089,289,502.53
54. Aug 15, 03 1,493,648.86 6,533,815.15 8,027,464.01 1,087,795,853.67
55. Sep 15, 03 1,502,688.91 6,524,828.19 8,027,517.09 1,086,293,164.76
56. Oct 15, 03 1,690,406.53 6,338,314.26 8,028,720.79 1,084,602,758.23
57. Nov 15, 03 1,523,167.59 6,505,613.28 8,028,780.87 1,083,079,590.64
58. Dec 15, 03 2,236,420.88 6,319,494.86 8,555,915.74 1,080,843,169.76
59. Jan 15, 04 1,542,734.96 6,483,060.71 8,025,795.67 1,079,300,434.81
60. Feb 15, 04 1,552,072.67 6,473,777.83 8,025,850.50 1,077,748,362.13
61. Mar 15, 04 1,913,829.10 6,112,076.56 8,025,905.66 1,075,834,533.03
62. Apr 15, 04 1,573,056.09 6,452,917.60 8,025,973.69 1,074,261,476.94
63. May 15, 04 1,758,189.89 6,267,839.71 8,026,029.60 1,072,503,287.05
64. Jun 15, 04 1,997,635.24 6,432,869.30 8,430,504.54 1,070,505,651.81
65. Jul 15, 04 1,777,937.87 6,245,832.23 8,023,770.10 1,068,727,713.95
66. Aug 15, 04 1,613,631.80 6,410,201.50 8,023,833.30 1,067,114,082.15
67. Sep 15, 04 1,623,399.90 6,400,490.75 8,023,890.65 1,065,490,682.25
68. Oct 15, 04 1,807,491.38 6,216,456.97 8,023,948.35 1,063,683,190.87
69. Nov 15, 04 1,644,171.49 6,379,841.10 8,024,012.59 1,062,039,019.38
70. Dec 15, 04 2,301,180.32 6,196,239.28 8,497,419.60 1,059,737,839.06
71. Jan 15, 05 1,665,192.67 6,356,159.25 8,021,351.92 1,058,072,646.38
72. Feb 15, 05 1,675,273.80 6,346,137.30 8,021,411.10 1,056,397,372.58
73. Mar 15, 05 2,204,041.70 5,817,428.95 8,021,470.65 1,054,193,330.88
74. Apr 15, 05 1,698,766.12 6,322,782.88 8,021,549.00 1,052,494,564.76
75. May 15, 05 1,881,284.22 6,140,325.16 8,021,609.38 1,050,613,280.54
76. Jun 15, 05 2,260,793.09 6,301,232.93 8,562,026.01 1,048,352,487.46
77. Jul 15, 05 1,902,511.32 6,116,047.92 8,018,559.23 1,046,449,976.14
78. Aug 15, 05 1,742,381.02 6,276,245.84 8,018,626.86 1,044,707,595.12
79. Sep 15, 05 1,752,930.83 6,265,757.96 8,018,688.79 1,042,954,664.29
80. Oct 15, 05 39,063,219.60 6,084,423.89 45,147,643.50 1,003,891,444.69
81. Nov 15, 05 1,737,013.23 6,029,693.78 7,766,707.02 1,002,154,431.45
82. Dec 15, 05 2,234,603.76 5,854,222.92 8,088,826.69 999,919,827.69
83. Jan 15, 06 1,759,128.87 6,005,813.69 7,764,942.56 998,160,698.82
84. Feb 15, 06 1,769,788.20 5,995,216.90 7,765,005.11 996,390,910.62
85. Mar 15, 06 2,272,917.59 5,492,150.44 7,765,068.03 994,117,993.02
86. Apr 15, 06 1,794,291.03 5,970,857.83 7,765,148.86 992,323,701.99
87. May 15, 06 1,968,633.26 5,796,579.40 7,765,212.66 990,355,068.73
88. Jun 15, 06 2,559,389.22 5,948,187.06 8,507,576.28 987,795,679.51
89. Jul 15, 06 1,990,967.22 5,770,014.14 7,760,981.36 985,804,712.28
90. Aug 15, 06 1,840,174.52 5,920,877.64 7,761,052.16 983,964,537.77
91. Sep 15, 06 1,851,326.42 5,909,791.17 7,761,117.58 982,113,211.35
<CAPTION>
0 CPR
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
46. Dec 15, 02 2,086,958.69 0 0 0 0 0 0
47. Jan 15, 03 1,404,356.90 0 0 0 0 0 0
48. Feb 15, 03 1,412,860.39 0 0 0 0 0 0
49. Mar 15, 03 1,959,708.24 0 0 0 0 0 0
50. Apr 15, 03 1,433,700.98 0 0 0 0 0 0
51. May 15, 03 1,621,319.11 0 0 0 0 0 0
52. Jun 15, 03 1,803,190.73 0 0 0 0 0 0
53. Jul 15, 03 1,661,810.64 0 0 0 0 0 0
54. Aug 15, 03 1,493,648.86 0 0 0 0 0 0
55. Sep 15, 03 1,502,688.91 0 0 0 0 0 0
56. Oct 15, 03 1,690,406.53 0 0 0 0 0 0
57. Nov 15, 03 1,523,167.59 0 0 0 0 0 0
58. Dec 15, 03 2,236,420.88 0 0 0 0 0 0
59. Jan 15, 04 1,542,734.96 0 0 0 0 0 0
60. Feb 15, 04 1,552,072.67 0 0 0 0 0 0
61. Mar 15, 04 1,913,829.10 0 0 0 0 0 0
62. Apr 15, 04 1,573,056.09 0 0 0 0 0 0
63. May 15, 04 1,758,189.89 0 0 0 0 0 0
64. Jun 15, 04 1,997,635.24 0 0 0 0 0 0
65. Jul 15, 04 1,777,937.87 0 0 0 0 0 0
66. Aug 15, 04 1,613,631.80 0 0 0 0 0 0
67. Sep 15, 04 1,623,399.90 0 0 0 0 0 0
68. Oct 15, 04 1,807,491.38 0 0 0 0 0 0
69. Nov 15, 04 1,644,171.49 0 0 0 0 0 0
70. Dec 15, 04 2,301,180.32 0 0 0 0 0 0
71. Jan 15, 05 1,665,192.67 0 0 0 0 0 0
72. Feb 15, 05 1,675,273.80 0 0 0 0 0 0
73. Mar 15, 05 2,204,041.70 0 0 0 0 0 0
74. Apr 15, 05 1,698,766.12 0 0 0 0 0 0
75. May 15, 05 1,881,284.22 0 0 0 0 0 0
76. Jun 15, 05 2,260,793.09 0 0 0 0 0 0
77. Jul 15, 05 1,902,511.32 0 0 0 0 0 0
78. Aug 15, 05 1,742,381.02 0 0 0 0 0 0
79. Sep 15, 05 1,752,930.83 0 0 0 0 0 0
80. Oct 15, 05 39,063,219.60 0 0 0 0 0 0
81. Nov 15, 05 1,737,013.23 0 0 0 0 0 0
82. Dec 15, 05 2,234,603.76 0 0 0 0 0 0
83. Jan 15, 06 1,759,128.87 0 0 0 0 0 0
84. Feb 15, 06 1,769,788.20 0 0 0 0 0 0
85. Mar 15, 06 2,272,917.59 0 0 0 0 0 0
86. Apr 15, 06 1,794,291.03 0 0 0 0 0 0
87. May 15, 06 1,968,633.26 0 0 0 0 0 0
88. Jun 15, 06 2,559,389.22 0 0 0 0 0 0
89. Jul 15, 06 1,990,967.22 0 0 0 0 0 0
90. Aug 15, 06 1,840,174.52 0 0 0 0 0 0
91. Sep 15, 06 1,851,326.42 0 0 0 0 0 0
<CAPTION>
0 CPR
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
46. Dec 15, 02 0 41,473.49 6,475,734.00 8,562,692.69
47. Jan 15, 03 0 41,341.96 6,643,119.02 8,047,475.92
48. Feb 15, 03 0 41,292.04 6,634,615.54 8,047,475.92
49. Mar 15, 03 0 41,241.81 6,088,180.50 8,047,888.73
50. Apr 15, 03 0 41,172.13 6,614,187.76 8,047,888.73
51. May 15, 03 0 41,121.17 6,426,780.43 8,048,099.54
52. Jun 15, 03 0 41,063.52 6,595,686.24 8,398,876.97
53. Jul 15, 03 0 40,960.81 6,406,555.11 8,068,365.75
54. Aug 15, 03 0 40,901.74 6,574,716.90 8,068,365.75
55. Sep 15, 03 0 40,848.66 6,565,676.85 8,068,365.75
56. Oct 15, 03 0 40,795.25 6,379,109.51 8,069,516.04
57. Nov 15, 03 0 40,735.17 6,546,348.45 8,069,516.04
58. Dec 15, 03 0 40,681.04 6,360,175.90 8,596,596.77
59. Jan 15, 04 0 40,542.53 6,523,603.25 8,066,338.20
60. Feb 15, 04 0 40,487.70 6,514,265.53 8,066,338.20
61. Mar 15, 04 0 40,432.54 6,152,509.10 8,066,338.20
62. Apr 15, 04 0 40,364.51 6,493,282.11 8,066,338.20
63. May 15, 04 0 40,308.60 6,308,148.31 8,066,338.20
64. Jun 15, 04 0 40,246.11 6,473,115.41 8,470,750.64
65. Jul 15, 04 0 40,129.83 6,285,962.07 8,063,899.93
66. Aug 15, 04 0 40,066.63 6,450,268.14 8,063,899.93
67. Sep 15, 04 0 40,009.28 6,440,500.03 8,063,899.93
68. Oct 15, 04 0 39,951.59 6,256,408.56 8,063,899.93
69. Nov 15, 04 0 39,887.34 6,419,728.44 8,063,899.93
70. Dec 15, 04 0 39,828.90 6,236,068.19 8,537,248.50
71. Jan 15, 05 0 39,694.11 6,395,853.36 8,061,046.03
72. Feb 15, 05 0 39,634.93 6,385,772.23 8,061,046.03
73. Mar 15, 05 0 39,575.39 5,857,004.33 8,061,046.03
74. Apr 15, 05 0 39,497.03 6,362,279.91 8,061,046.03
75. May 15, 05 0 39,436.65 6,179,761.81 8,061,046.03
76. Jun 15, 05 0 39,369.78 6,340,602.71 8,601,395.79
77. Jul 15, 05 0 39,228.93 6,155,276.85 8,057,788.16
78. Aug 15, 05 0 39,161.31 6,315,407.14 8,057,788.16
79. Sep 15, 05 0 39,099.38 6,304,857.33 8,057,788.16
80. Oct 15, 05 0 39,037.07 6,123,460.97 45,186,680.57
81. Nov 15, 05 0 37,668.80 6,067,362.59 7,804,375.82
82. Dec 15, 05 0 37,607.04 5,891,829.97 8,126,433.73
83. Jan 15, 06 0 37,491.53 6,043,305.22 7,802,434.09
84. Feb 15, 06 0 37,428.99 6,032,645.89 7,802,434.09
85. Mar 15, 06 0 37,366.06 5,529,516.50 7,802,434.09
86. Apr 15, 06 0 37,285.23 6,008,143.06 7,802,434.09
87. May 15, 06 0 37,221.43 5,833,800.83 7,802,434.09
88. Jun 15, 06 0 37,151.43 5,985,338.49 8,544,727.71
89. Jul 15, 06 0 36,977.33 5,806,991.47 7,797,958.69
90. Aug 15, 06 0 36,906.54 5,957,784.18 7,797,958.69
91. Sep 15, 06 0 36,841.11 5,946,632.28 7,797,958.69
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
10 CPR after YM
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
46. Dec 15, 02 2,086,958.69 6,434,260.52 8,521,219.21 1,100,586,449.51
47. Jan 15, 03 1,404,356.90 6,601,777.06 8,006,133.96 1,099,182,092.61
48. Feb 15, 03 1,412,860.39 6,593,323.50 8,006,183.89 1,097,769,232.22
49. Mar 15, 03 1,959,708.24 6,046,938.68 8,006,646.92 1,095,809,523.99
50. Apr 15, 03 1,433,700.98 6,573,015.63 8,006,716.60 1,094,375,823.01
51. May 15, 03 1,621,319.11 6,385,659.27 8,006,978.38 1,092,754,503.90
52. Jun 15, 03 2,007,245.80 6,564,825.47 8,572,071.27 1,090,747,258.10
53. Jul 15, 03 1,982,490.07 6,380,447.95 8,362,938.02 1,088,764,768.02
54. Aug 15, 03 1,810,742.55 6,546,508.41 8,357,250.95 1,086,954,025.48
55. Sep 15, 03 1,816,184.76 6,535,424.46 8,351,609.23 1,085,137,840.72
56. Oct 15, 03 2,000,041.55 6,347,062.53 8,347,104.08 1,083,137,799.17
57. Nov 15, 03 1,829,486.35 6,512,084.46 8,341,570.81 1,081,308,312.82
58. Dec 15, 03 2,538,811.73 6,324,286.97 8,863,098.71 1,078,769,501.09
59. Jan 15, 04 1,841,984.20 6,485,500.77 8,327,484.97 1,076,927,516.89
60. Feb 15, 04 1,847,858.07 6,474,237.17 8,322,095.24 1,075,079,658.82
61. Mar 15, 04 2,205,001.98 6,111,629.17 8,316,631.15 1,072,874,656.84
62. Apr 15, 04 1,861,867.45 6,449,484.38 8,311,351.83 1,071,012,789.39
63. May 15, 04 2,042,913.31 6,263,134.50 8,306,047.81 1,068,969,876.08
64. Jun 15, 04 2,279,636.69 6,423,824.29 8,703,460.98 1,066,690,239.38
65. Jul 15, 04 2,055,790.40 6,234,642.77 8,290,433.17 1,064,634,448.98
66. Aug 15, 04 1,888,923.71 6,396,443.17 8,285,366.88 1,062,745,525.27
67. Sep 15, 04 1,895,404.42 6,384,936.24 8,280,340.66 1,060,850,120.84
68. Oct 15, 04 2,075,258.65 6,200,044.78 8,275,303.43 1,058,774,862.20
69. Nov 15, 04 1,909,613.50 6,360,761.29 8,270,374.79 1,056,865,248.69
70. Dec 15, 04 2,562,328.22 6,176,449.74 8,738,777.96 1,054,302,920.47
71. Jan 15, 05 1,924,167.61 6,333,638.92 8,257,806.52 1,052,378,752.87
72. Feb 15, 05 1,931,080.17 6,321,925.73 8,253,005.90 1,050,447,672.70
73. Mar 15, 05 2,453,009.80 5,795,077.38 8,248,087.18 1,047,994,662.90
74. Apr 15, 05 1,948,126.53 6,295,266.15 8,243,392.68 1,046,046,536.37
75. May 15, 05 2,423,504.19 6,112,454.74 8,535,958.93 1,043,623,032.18
76. Jun 15, 05 2,797,884.44 6,267,163.04 9,065,047.48 1,040,825,147.75
77. Jul 15, 05 2,431,662.28 6,079,269.60 8,510,931.88 1,038,393,485.47
78. Aug 15, 05 2,296,004.71 6,234,768.48 8,530,773.19 1,036,097,480.77
79. Sep 15, 05 2,299,971.46 6,220,923.73 8,520,895.19 1,033,797,509.30
80. Oct 15, 05 37,781,133.18 6,038,069.92 43,819,203.10 996,016,376.13
81. Nov 15, 05 1,964,956.53 5,988,803.28 7,953,759.81 994,051,419.60
82. Dec 15, 05 2,457,945.15 5,813,469.84 8,271,415.00 991,593,474.44
83. Jan 15, 06 1,981,138.07 5,962,016.65 7,943,154.73 989,612,336.37
84. Feb 15, 06 1,988,889.88 5,949,990.56 7,938,880.44 987,623,446.49
85. Mar 15, 06 2,483,782.37 5,450,721.60 7,934,503.97 985,139,664.12
86. Apr 15, 06 2,007,468.91 5,922,856.71 7,930,325.63 983,132,195.21
87. May 15, 06 2,177,097.32 5,749,025.18 7,926,122.50 980,955,097.89
88. Jun 15, 06 2,766,835.77 5,896,050.39 8,662,886.16 978,188,262.12
89. Jul 15, 06 2,193,657.66 5,717,651.04 7,911,308.70 975,994,604.46
90. Aug 15, 06 2,041,968.12 5,865,326.52 7,907,294.64 973,952,636.34
91. Sep 15, 06 2,050,350.08 5,852,961.88 7,903,311.96 971,902,286.26
<CAPTION>
10 CPR after YM
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
46. Dec 15, 02 2,086,958.69 0 0 0 0 0 0
47. Jan 15, 03 1,404,356.90 0 0 0 0 0 0
48. Feb 15, 03 1,412,860.39 0 0 0 0 0 0
49. Mar 15, 03 1,959,708.24 0 0 0 0 0 0
50. Apr 15, 03 1,433,700.98 0 0 0 0 0 0
51. May 15, 03 1,621,319.11 0 0 0 0 0 0
52. Jun 15, 03 1,803,190.73 204,055.07 0.00 0.00 0.00 10,202.75 0.00
53. Jul 15, 03 1,661,551.45 320,938.62 0.00 0.00 0.00 16,046.93 0.00
54. Aug 15, 03 1,493,016.98 317,725.57 0.00 0.00 0.00 15,886.28 0.00
55. Sep 15, 03 1,501,643.10 314,541.67 0.00 0.00 0.00 15,727.08 0.00
56. Oct 15, 03 1,688,716.70 311,324.85 0.00 0.00 0.00 15,566.24 0.00
57. Nov 15, 03 1,521,287.68 308,198.66 0.00 0.00 0.00 15,409.93 0.00
58. Dec 15, 03 2,233,771.44 305,040.29 0.00 0.00 0.00 15,252.01 0.00
59. Jan 15, 04 1,540,013.41 301,970.79 0.00 0.00 0.00 15,098.54 0.00
60. Feb 15, 04 1,548,928.90 298,929.17 0.00 0.00 0.00 14,946.46 0.00
61. Mar 15, 04 1,909,204.27 295,797.71 0.00 0.00 0.00 14,789.89 0.00
62. Apr 15, 04 1,569,056.00 292,811.44 0.00 0.00 0.00 14,640.57 0.00
63. May 15, 04 1,753,118.52 289,794.79 0.00 0.00 0.00 14,489.74 0.00
64. Jun 15, 04 1,992,773.94 286,862.75 0.00 0.00 0.00 12,533.34 0.00
65. Jul 15, 04 1,771,889.39 283,901.02 0.00 0.00 0.00 11,356.04 0.00
66. Aug 15, 04 1,607,901.47 281,022.25 0.00 0.00 0.00 11,240.89 0.00
67. Sep 15, 04 1,617,234.74 278,169.68 0.00 0.00 0.00 11,126.79 0.00
68. Oct 15, 04 1,799,970.22 275,288.42 0.00 0.00 0.00 11,011.54 0.00
69. Nov 15, 04 1,637,125.78 272,487.72 0.00 0.00 0.00 10,899.51 0.00
70. Dec 15, 04 2,292,669.23 269,658.99 0.00 0.00 0.00 10,786.36 0.00
71. Jan 15, 05 1,657,258.37 266,909.24 0.00 0.00 0.00 10,676.37 0.00
72. Feb 15, 05 1,666,895.62 264,184.55 0.00 0.00 0.00 10,567.38 0.00
73. Mar 15, 05 2,191,680.83 261,328.97 0.00 0.00 0.00 10,453.16 0.00
74. Apr 15, 05 1,689,472.36 258,654.16 0.00 0.00 0.00 10,346.17 0.00
75. May 15, 05 1,870,262.53 553,241.65 0.00 0.00 0.00 10,238.12 0.00
76. Jun 15, 05 2,250,226.82 547,657.62 0.00 0.00 0.00 8,530.39 0.00
77. Jul 15, 05 1,889,642.28 542,020.00 0.00 0.00 0.00 7,520.25 0.00
78. Aug 15, 05 1,730,167.48 565,837.22 0.00 0.00 0.00 7,442.90 0.00
79. Sep 15, 05 1,739,858.01 560,113.45 0.00 0.00 0.00 7,366.26 0.00
80. Oct 15, 05 37,226,798.11 554,335.07 0.00 0.00 0.00 7,288.88 0.00
81. Nov 15, 05 1,724,501.99 240,454.54 0.00 0.00 0.00 7,213.64 0.00
82. Dec 15, 05 2,220,022.97 237,922.18 0.00 0.00 0.00 7,137.67 0.00
83. Jan 15, 06 1,745,678.14 235,459.93 0.00 0.00 0.00 7,063.80 0.00
84. Feb 15, 06 1,755,869.68 233,020.20 0.00 0.00 0.00 6,990.61 0.00
85. Mar 15, 06 2,253,316.93 230,465.44 0.00 0.00 0.00 6,913.96 0.00
86. Apr 15, 06 1,779,398.38 228,070.53 0.00 0.00 0.00 6,842.12 0.00
87. May 15, 06 1,951,444.58 225,652.75 0.00 0.00 0.00 6,769.58 0.00
88. Jun 15, 06 2,543,534.14 223,301.63 0.00 0.00 0.00 5,281.90 0.00
89. Jul 15, 06 1,972,729.47 220,928.18 0.00 0.00 0.00 4,418.56 0.00
90. Aug 15, 06 1,823,348.04 218,620.08 0.00 0.00 0.00 4,372.40 0.00
91. Sep 15, 06 1,834,016.94 216,333.15 0.00 0.00 0.00 4,326.66 0.00
<CAPTION>
10 CPR after YM
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
46. Dec 15, 02 0 41,473.49 6,475,734.00 8,562,692.69
47. Jan 15, 03 0 41,341.96 6,643,119.02 8,047,475.92
48. Feb 15, 03 0 41,292.04 6,634,615.54 8,047,475.92
49. Mar 15, 03 0 41,241.81 6,088,180.50 8,047,888.73
50. Apr 15, 03 0 41,172.13 6,614,187.76 8,047,888.73
51. May 15, 03 0 41,121.17 6,426,780.43 8,048,099.54
52. Jun 15, 03 10,202.75 41,063.52 6,605,889.00 8,613,134.80
53. Jul 15, 03 16,046.93 40,953.67 6,421,401.62 8,403,891.69
54. Aug 15, 03 15,886.28 40,883.38 6,587,391.79 8,398,134.33
55. Sep 15, 03 15,727.08 40,819.20 6,576,243.66 8,392,428.42
56. Oct 15, 03 15,566.24 40,754.82 6,387,817.34 8,387,858.89
57. Nov 15, 03 15,409.93 40,683.90 6,552,768.36 8,382,254.70
58. Dec 15, 03 15,252.01 40,619.04 6,364,906.02 8,903,717.75
59. Jan 15, 04 15,098.54 40,469.95 6,525,970.72 8,367,954.92
60. Feb 15, 04 14,946.46 40,404.65 6,514,641.82 8,362,499.89
61. Mar 15, 04 14,789.89 40,339.14 6,151,968.31 8,356,970.29
62. Apr 15, 04 14,640.57 40,260.91 6,489,745.29 8,351,612.74
63. May 15, 04 14,489.74 40,194.90 6,303,329.40 8,346,242.71
64. Jun 15, 04 12,533.34 40,122.44 6,463,946.73 8,743,583.42
65. Jul 15, 04 11,356.04 39,996.29 6,274,639.06 8,330,429.47
66. Aug 15, 04 11,240.89 39,923.37 6,436,366.54 8,325,290.25
67. Sep 15, 04 11,126.79 39,856.38 6,424,792.62 8,320,197.05
68. Oct 15, 04 11,011.54 39,789.17 6,239,833.94 8,315,092.59
69. Nov 15, 04 10,899.51 39,715.55 6,400,476.84 8,310,090.34
70. Dec 15, 04 10,786.36 39,647.82 6,216,097.56 8,778,425.78
71. Jan 15, 05 10,676.37 39,503.89 6,373,142.81 8,297,310.41
72. Feb 15, 05 10,567.38 39,435.64 6,361,361.37 8,292,441.54
73. Mar 15, 05 10,453.16 39,367.15 5,834,444.53 8,287,454.32
74. Apr 15, 05 10,346.17 39,280.08 6,334,546.23 8,282,672.75
75. May 15, 05 10,238.12 39,210.97 6,151,665.72 8,575,169.90
76. Jun 15, 05 8,530.39 39,125.12 6,306,288.16 9,104,172.60
77. Jul 15, 05 7,520.25 38,965.47 6,118,235.08 8,549,897.35
78. Aug 15, 05 7,442.90 38,879.33 6,273,647.81 8,569,652.52
79. Sep 15, 05 7,366.26 38,798.02 6,259,721.75 8,559,693.21
80. Oct 15, 05 7,288.88 38,716.57 6,076,786.49 43,857,919.67
81. Nov 15, 05 7,213.64 37,393.18 6,026,196.45 7,991,152.98
82. Dec 15, 05 7,137.67 37,323.44 5,850,793.28 8,308,738.44
83. Jan 15, 06 7,063.80 37,200.11 5,999,216.77 7,980,354.84
84. Feb 15, 06 6,990.61 37,129.80 5,987,120.36 7,976,010.24
85. Mar 15, 06 6,913.96 37,059.20 5,487,780.80 7,971,563.17
86. Apr 15, 06 6,842.12 36,970.99 5,959,827.70 7,967,296.62
87. May 15, 06 6,769.58 36,899.73 5,785,924.91 7,963,022.23
88. Jun 15, 06 5,281.90 36,822.43 5,932,872.82 8,699,708.59
89. Jul 15, 06 4,418.56 36,641.07 5,754,292.12 7,947,949.77
90. Aug 15, 06 4,372.40 36,563.18 5,901,889.70 7,943,857.82
91. Sep 15, 06 4,326.66 36,490.69 5,889,452.57 7,939,802.66
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
0 CPR
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
46. Dec 15, 02 2,754,893.31 6,499,170.43 9,254,063.75 1,087,656,395.35
47. Jan 15, 03 2,179,501.20 6,659,047.15 8,838,548.35 1,085,476,894.15
48. Feb 15, 03 2,178,864.27 6,643,654.90 8,822,519.17 1,083,298,029.88
49. Mar 15, 03 2,711,243.87 6,095,525.63 8,806,769.49 1,080,586,786.01
50. Apr 15, 03 2,181,228.49 6,609,827.72 8,791,056.22 1,078,405,557.52
51. May 15, 03 2,357,875.03 6,417,714.12 8,775,589.15 1,076,047,682.49
52. Jun 15, 03 2,617,417.06 6,585,104.59 9,202,521.65 1,073,430,265.44
53. Jul 15, 03 2,746,246.89 6,413,945.91 9,160,192.80 1,070,684,018.55
54. Aug 15, 03 2,567,150.77 6,570,971.31 9,138,122.09 1,068,116,867.78
55. Sep 15, 03 2,563,186.08 6,553,062.38 9,116,248.46 1,065,553,681.70
56. Oct 15, 03 2,887,949.55 6,405,258.35 9,293,207.90 1,062,665,732.15
57. Nov 15, 03 2,708,446.48 6,559,469.20 9,267,915.69 1,059,957,285.67
58. Dec 15, 03 3,240,900.53 6,365,539.34 9,606,439.88 1,056,716,385.14
59. Jan 15, 04 2,694,955.83 6,516,807.49 9,211,763.31 1,054,021,429.31
60. Feb 15, 04 2,689,661.92 6,497,549.77 9,187,211.70 1,051,331,767.39
61. Mar 15, 04 3,028,942.55 6,133,558.59 9,162,501.14 1,048,302,824.84
62. Apr 15, 04 2,681,237.23 6,457,179.25 9,138,416.48 1,045,621,587.61
63. May 15, 04 2,847,686.52 6,266,667.99 9,114,354.51 1,042,773,901.09
64. Jun 15, 04 2,937,972.37 6,415,788.91 9,353,761.28 1,039,835,928.72
65. Jul 15, 04 2,854,453.45 6,227,877.88 9,082,331.33 1,036,981,475.27
66. Aug 15, 04 2,680,373.40 6,378,352.50 9,058,725.90 1,034,301,101.87
67. Sep 15, 04 2,675,949.80 6,359,384.44 9,035,334.24 1,031,625,152.07
68. Oct 15, 04 2,840,654.99 6,171,327.86 9,011,982.85 1,028,784,497.09
69. Nov 15, 04 2,668,413.17 6,320,618.41 8,989,031.58 1,026,116,083.92
70. Dec 15, 04 3,127,155.55 6,133,027.32 9,260,182.86 1,022,988,928.37
71. Jan 15, 05 2,658,941.71 6,279,788.86 8,938,730.56 1,020,329,986.67
72. Feb 15, 05 2,655,340.60 6,261,114.88 8,916,455.48 1,017,674,646.07
73. Mar 15, 05 3,152,036.14 5,741,850.08 8,893,886.23 1,014,522,609.93
74. Apr 15, 05 2,651,095.48 6,220,949.37 8,872,044.85 1,011,871,514.44
75. May 15, 05 3,111,009.58 6,036,505.89 9,147,515.47 1,008,760,504.86
76. Jun 15, 05 3,258,878.39 6,179,072.13 9,437,950.52 1,005,501,626.47
77. Jul 15, 05 3,095,594.95 5,991,272.45 9,086,867.40 1,002,406,031.51
78. Aug 15, 05 2,955,089.49 6,135,165.64 9,090,255.13 999,450,942.02
79. Sep 15, 05 2,949,047.02 6,115,031.11 9,064,078.12 996,501,895.01
80. Oct 15, 05 38,414,558.68 5,931,577.66 44,346,136.34 958,087,336.33
81. Nov 15, 05 2,594,056.43 5,870,642.52 8,464,698.95 955,493,279.90
82. Dec 15, 05 2,929,672.65 5,694,769.65 8,624,442.30 952,563,607.25
83. Jan 15, 06 2,588,943.13 5,832,450.04 8,421,393.17 949,974,664.12
84. Feb 15, 06 2,587,020.50 5,814,579.53 8,401,600.04 947,387,643.62
85. Mar 15, 06 3,126,944.84 5,349,719.59 8,476,664.43 944,260,698.78
86. Apr 15, 06 2,657,997.93 5,797,120.61 8,455,118.54 941,602,700.85
87. May 15, 06 2,810,482.54 5,623,135.58 8,433,618.12 938,792,218.31
88. Jun 15, 06 3,047,981.73 5,756,907.12 8,804,888.85 935,744,236.59
89. Jul 15, 06 2,831,061.71 5,587,712.07 8,418,773.78 932,913,174.88
90. Aug 15, 06 2,674,792.85 5,722,517.52 8,397,310.37 930,238,382.03
91. Sep 15, 06 2,672,230.80 5,703,813.49 8,376,044.29 927,566,151.23
<CAPTION>
0 CPR
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
46. Dec 15, 02 1,958,435.99 796,457.32 0 0 0 0 138,190.52
47. Jan 15, 03 1,391,088.53 788,412.67 0 0 0 0 135,902.60
48. Feb 15, 03 1,398,422.85 780,441.42 0 0 0 0 133,639.42
49. Mar 15, 03 1,939,069.38 772,174.49 0 0 0 0 131,487.28
50. Apr 15, 03 1,416,879.43 764,349.06 0 0 0 0 129,273.02
51. May 15, 03 1,601,400.14 756,474.88 0 0 0 0 127,111.33
52. Jun 15, 03 1,692,729.89 924,687.16 0 0 0 9,956.30 121,939.32
53. Jul 15, 03 1,639,054.26 1,107,192.63 0 0 0 15,803.07 136,703.38
54. Aug 15, 03 1,471,279.27 1,095,871.51 0 0 0 15,644.94 134,408.46
55. Sep 15, 03 1,478,532.17 1,084,653.91 0 0 0 15,488.24 132,138.66
56. Oct 15, 03 1,661,721.49 1,226,228.05 0 0 0 15,329.93 174,688.92
57. Nov 15, 03 1,494,981.87 1,213,464.62 0 0 0 15,176.07 171,809.73
58. Dec 15, 03 2,043,509.45 1,197,391.08 0 0 0 15,020.63 168,242.65
59. Jan 15, 04 1,510,066.51 1,184,889.32 0 0 0 14,869.56 165,430.43
60. Feb 15, 04 1,517,159.65 1,172,502.27 0 0 0 14,719.87 162,649.77
61. Mar 15, 04 1,869,125.18 1,159,817.36 0 0 0 14,565.75 159,931.08
62. Apr 15, 04 1,533,579.46 1,147,657.77 0 0 0 14,418.78 157,212.90
63. May 15, 04 1,712,278.00 1,135,408.52 0 0 0 14,270.32 154,540.79
64. Jun 15, 04 1,816,840.45 1,121,131.92 0 0 0 12,359.64 151,366.70
65. Jul 15, 04 1,727,042.95 1,127,410.50 0 0 0 11,184.20 152,903.40
66. Aug 15, 04 1,564,887.04 1,115,486.36 0 0 0 11,070.85 150,247.49
67. Sep 15, 04 1,572,277.80 1,103,671.99 0 0 0 10,958.54 147,621.94
68. Oct 15, 04 1,748,879.30 1,091,775.68 0 0 0 10,845.10 145,041.77
69. Nov 15, 04 1,588,234.74 1,080,178.43 0 0 0 10,734.83 142,476.23
70. Dec 15, 04 2,061,252.35 1,065,903.20 0 0 0 10,623.45 139,396.59
71. Jan 15, 05 1,604,399.78 1,054,541.92 0 0 0 10,515.19 136,897.49
72. Feb 15, 05 1,612,055.17 1,043,285.42 0 0 0 10,407.91 134,427.37
73. Mar 15, 05 2,120,445.17 1,031,590.98 0 0 0 10,295.48 132,031.69
74. Apr 15, 05 1,630,552.83 1,020,542.65 0 0 0 10,190.16 129,619.00
75. May 15, 05 1,804,301.13 1,306,708.45 0 0 0 10,083.81 127,249.74
76. Jun 15, 05 1,968,786.46 1,290,091.93 0 0 0 8,415.90 124,305.32
77. Jul 15, 05 1,819,381.47 1,276,213.49 0 0 0 7,407.00 122,007.95
78. Aug 15, 05 1,663,101.00 1,291,988.49 0 0 0 7,330.86 119,722.03
79. Sep 15, 05 1,670,749.87 1,278,297.15 0 0 0 7,255.43 117,462.45
80. Oct 15, 05 37,150,052.33 1,264,506.34 0 0 0 7,179.25 115,244.10
81. Nov 15, 05 1,651,250.54 942,805.89 0 0 0 7,105.19 113,036.59
82. Dec 15, 05 1,998,853.55 930,819.10 0 0 0 7,030.41 110,547.55
83. Jan 15, 06 1,668,247.29 920,695.84 0 0 0 6,957.70 108,395.79
84. Feb 15, 06 1,676,354.13 910,666.38 0 0 0 6,885.65 106,269.23
85. Mar 15, 06 2,153,413.51 973,531.33 0 0 0 6,810.21 126,042.30
86. Apr 15, 06 1,695,259.68 962,738.25 0 0 0 6,739.49 123,581.13
87. May 15, 06 1,858,591.60 951,890.94 0 0 0 6,668.09 121,164.20
88. Jun 15, 06 2,110,162.73 937,819.00 0 0 0 5,214.98 118,083.01
89. Jul 15, 06 1,874,766.86 956,294.85 0 0 0 4,352.38 122,660.19
90. Aug 15, 06 1,729,238.44 945,554.40 0 0 0 4,306.94 120,211.07
91. Sep 15, 06 1,737,316.81 934,913.99 0 0 0 4,261.92 117,791.60
<CAPTION>
0 CPR
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
46. Dec 15, 02 138,190.52 40,514.73 6,539,685.16 9,294,578.47
47. Jan 15, 03 135,902.60 40,357.20 6,699,404.35 8,878,905.54
48. Feb 15, 03 133,639.42 40,264.71 6,683,919.61 8,862,783.88
49. Mar 15, 03 131,487.28 40,172.37 6,135,697.99 8,846,941.86
50. Apr 15, 03 129,273.02 40,061.21 6,649,888.94 8,831,117.43
51. May 15, 03 127,111.33 39,969.05 6,457,683.17 8,815,558.19
52. Jun 15, 03 131,895.62 39,870.72 6,624,975.31 9,242,392.37
53. Jul 15, 03 152,506.45 39,735.25 6,453,681.16 9,199,928.05
54. Aug 15, 03 150,053.40 39,623.83 6,610,595.14 9,177,745.91
55. Sep 15, 03 147,626.90 39,518.90 6,592,581.27 9,155,767.35
56. Oct 15, 03 190,018.85 39,414.23 6,444,672.58 9,332,622.12
57. Nov 15, 03 186,985.80 39,298.20 6,598,767.41 9,307,213.89
58. Dec 15, 03 183,263.29 39,188.68 6,404,728.03 9,645,628.56
59. Jan 15, 04 180,299.99 39,019.53 6,555,827.02 9,250,782.84
60. Feb 15, 04 177,369.64 38,911.07 6,536,460.85 9,226,122.77
61. Mar 15, 04 174,496.83 38,802.91 6,172,361.50 9,201,304.05
62. Apr 15, 04 171,631.68 38,682.78 6,495,862.03 9,177,099.26
63. May 15, 04 168,811.11 38,575.13 6,305,243.12 9,152,929.64
64. Jun 15, 04 163,726.34 38,461.66 6,454,250.56 9,392,222.94
65. Jul 15, 04 164,087.60 38,315.39 6,266,193.27 9,120,646.72
66. Aug 15, 04 161,318.34 38,202.15 6,416,554.66 9,096,928.06
67. Sep 15, 04 158,580.48 38,095.22 6,397,479.66 9,073,429.46
68. Oct 15, 04 155,886.87 37,988.54 6,209,316.40 9,049,971.38
69. Nov 15, 04 153,211.06 37,876.09 6,358,494.51 9,026,907.67
70. Dec 15, 04 150,020.04 37,769.88 6,170,797.19 9,297,952.74
71. Jan 15, 05 147,412.68 37,614.46 6,317,403.31 8,976,345.02
72. Feb 15, 05 144,835.28 37,509.06 6,298,623.94 8,953,964.53
73. Mar 15, 05 142,327.17 37,403.88 5,779,253.96 8,931,290.10
74. Apr 15, 05 139,809.16 37,281.11 6,258,230.48 8,909,325.96
75. May 15, 05 137,333.54 37,176.26 6,073,682.15 9,184,691.73
76. Jun 15, 05 132,721.21 37,055.31 6,216,127.44 9,475,005.83
77. Jul 15, 05 129,414.95 36,893.48 6,028,165.93 9,123,760.88
78. Aug 15, 05 127,052.90 36,773.56 6,171,939.20 9,127,028.69
79. Sep 15, 05 124,717.87 36,658.75 6,151,689.85 9,100,736.87
80. Oct 15, 05 122,423.35 36,544.23 5,968,121.89 44,382,680.57
81. Nov 15, 05 120,141.78 35,188.40 5,905,830.92 8,499,887.35
82. Dec 15, 05 117,577.96 35,086.48 5,729,856.13 8,659,528.78
83. Jan 15, 06 115,353.49 34,952.49 5,867,402.53 8,456,345.66
84. Feb 15, 06 113,154.89 34,851.09 5,849,430.62 8,436,451.13
85. Mar 15, 06 132,852.51 34,749.83 5,384,469.42 8,511,414.25
86. Apr 15, 06 130,320.62 34,629.46 5,831,750.07 8,489,748.00
87. May 15, 06 127,832.30 34,525.87 5,657,661.46 8,468,144.00
88. Jun 15, 06 123,297.99 34,416.93 5,791,324.05 8,839,305.78
89. Jul 15, 06 127,012.58 34,255.47 5,621,967.54 8,453,029.24
90. Aug 15, 06 124,518.02 34,146.34 5,756,663.86 8,431,456.71
91. Sep 15, 06 122,053.52 34,042.85 5,737,856.34 8,410,087.14
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
0 CPR
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
92. Oct 15, 06 2,024,494.42 5,736,688.99 7,761,183.41 980,088,716.93
93. Nov 15, 06 1,874,817.12 5,886,438.28 7,761,255.40 978,213,899.82
94. Dec 15, 06 2,323,389.41 5,713,821.67 8,037,211.08 975,890,510.41
95. Jan 15, 07 1,898,590.41 5,861,181.76 7,759,772.17 973,991,920.00
96. Feb 15, 07 1,910,097.36 5,849,742.32 7,759,839.68 972,081,822.63
97. Mar 15, 07 2,402,817.82 5,357,089.78 7,759,907.60 969,679,004.82
98. Apr 15, 07 1,936,242.36 5,823,750.69 7,759,993.05 967,742,762.46
99. May 15, 07 2,108,666.58 5,652,412.06 7,761,078.64 965,634,095.88
100. Jun 15, 07 10,388,959.72 5,799,376.29 16,188,336.01 955,245,136.16
101. Jul 15, 07 2,118,883.84 5,569,138.26 7,688,022.10 953,126,252.32
102. Aug 15, 07 1,974,561.27 5,713,536.18 7,688,097.45 951,151,691.05
103. Sep 15, 07 1,986,512.67 5,701,655.00 7,688,167.67 949,165,178.38
104. Oct 15, 07 2,154,712.24 5,533,526.06 7,688,238.31 947,010,466.14
105. Nov 15, 07 2,011,579.02 5,676,735.92 7,688,314.94 944,998,887.13
106. Dec 15, 07 2,415,398.17 5,509,123.66 7,924,521.83 942,583,488.95
107. Jan 15, 08 2,036,946.43 5,650,128.65 7,687,075.08 940,546,542.53
108. Feb 15, 08 2,049,276.40 5,637,871.11 7,687,147.52 938,497,266.12
109. Mar 15, 08 2,371,106.12 5,316,527.07 7,687,633.19 936,126,160.01
110. Apr 15, 08 2,076,447.25 5,611,270.27 7,687,717.52 934,049,712.76
111. May 15, 08 77,785,973.88 5,444,986.76 83,230,960.64 856,263,738.88
112. Jun 15, 08 78,755,521.69 5,127,647.61 83,883,169.31 777,508,217.19
113. Jul 15, 08 124,903,279.17 4,519,045.84 129,422,325.01 652,604,938.02
114. Aug 15, 08 75,979,605.54 3,894,277.87 79,873,883.41 576,625,332.48
115. Sep 15, 08 135,426,868.98 3,435,260.54 138,862,129.53 441,198,463.50
116. Oct 15, 08 153,543,862.80 2,574,238.28 156,118,101.08 287,654,600.70
117. Nov 15, 08 12,771,226.71 1,741,455.10 14,512,681.82 274,883,373.99
118. Dec 15, 08 1,185,499.62 1,637,742.92 2,823,242.54 273,697,874.37
119. Jan 15, 09 881,508.97 1,661,597.58 2,543,106.56 272,816,365.40
120. Feb 15, 09 886,885.63 1,656,251.77 2,543,137.41 271,929,479.76
121. Mar 15, 09 984,368.13 1,558,800.32 2,543,168.45 270,945,111.64
122. Apr 15, 09 898,311.01 1,644,891.89 2,543,202.90 270,046,800.63
123. May 15, 09 934,260.15 1,608,974.19 2,543,234.34 269,112,540.47
124. Jun 15, 09 1,444,939.56 1,633,773.54 3,078,713.10 267,667,600.91
125. Jul 15, 09 945,299.40 1,594,850.18 2,540,149.57 266,722,301.52
126. Aug 15, 09 920,812.15 1,619,370.51 2,540,182.66 265,801,489.37
127. Sep 15, 09 926,429.66 1,613,785.23 2,540,214.89 264,875,059.71
128. Oct 15, 09 11,691,876.64 1,578,227.50 13,270,104.14 253,183,183.07
129. Nov 15, 09 923,119.63 1,540,149.96 2,463,269.59 252,260,063.45
130. Dec 15, 09 1,284,180.74 1,506,841.27 2,791,022.01 250,975,882.71
131. Jan 15, 10 934,599.54 1,526,808.27 2,461,407.81 250,041,283.16
132. Feb 15, 10 940,306.01 1,521,134.51 2,461,440.52 249,100,977.15
133. Mar 15, 10 1,028,200.50 1,433,272.94 2,461,473.43 248,072,776.65
134. Apr 15, 10 952,337.93 1,509,171.49 2,461,509.42 247,120,438.72
135. May 15, 10 985,307.60 1,476,235.15 2,461,542.75 246,135,131.11
136. Jun 15, 10 1,517,458.94 1,497,403.20 3,014,862.14 244,617,672.17
137. Jul 15, 10 996,994.63 1,461,362.11 2,458,356.74 243,620,677.54
<CAPTION>
0 CPR
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
92. Oct 15, 06 2,024,494.42 0 0 0 0 0 0
93. Nov 15, 06 1,874,817.12 0 0 0 0 0 0
94. Dec 15, 06 2,323,389.41 0 0 0 0 0 0
95. Jan 15, 07 1,898,590.41 0 0 0 0 0 0
96. Feb 15, 07 1,910,097.36 0 0 0 0 0 0
97. Mar 15, 07 2,402,817.82 0 0 0 0 0 0
98. Apr 15, 07 1,936,242.36 0 0 0 0 0 0
99. May 15, 07 2,108,666.58 0 0 0 0 0 0
100. Jun 15, 07 10,388,959.72 0 0 0 0 0 0
101. Jul 15, 07 2,118,883.84 0 0 0 0 0 0
102. Aug 15, 07 1,974,561.27 0 0 0 0 0 0
103. Sep 15, 07 1,986,512.67 0 0 0 0 0 0
104. Oct 15, 07 2,154,712.24 0 0 0 0 0 0
105. Nov 15, 07 2,011,579.02 0 0 0 0 0 0
106. Dec 15, 07 2,415,398.17 0 0 0 0 0 0
107. Jan 15, 08 2,036,946.43 0 0 0 0 0 0
108. Feb 15, 08 2,049,276.40 0 0 0 0 0 0
109. Mar 15, 08 2,371,106.12 0 0 0 0 0 0
110. Apr 15, 08 2,076,447.25 0 0 0 0 0 0
111. May 15, 08 77,785,973.88 0 0 0 0 0 0
112. Jun 15, 08 78,755,521.69 0 0 0 0 0 0
113. Jul 15, 08 124,903,279.17 0 0 0 0 0 0
114. Aug 15, 08 75,979,605.54 0 0 0 0 0 0
115. Sep 15, 08 135,426,868.98 0 0 0 0 0 0
116. Oct 15, 08 153,543,862.80 0 0 0 0 0 0
117. Nov 15, 08 12,771,226.71 0 0 0 0 0 0
118. Dec 15, 08 1,185,499.62 0 0 0 0 0 0
119. Jan 15, 09 881,508.97 0 0 0 0 0 0
120. Feb 15, 09 886,885.63 0 0 0 0 0 0
121. Mar 15, 09 984,368.13 0 0 0 0 0 0
122. Apr 15, 09 898,311.01 0 0 0 0 0 0
123. May 15, 09 934,260.15 0 0 0 0 0 0
124. Jun 15, 09 1,444,939.56 0 0 0 0 0 0
125. Jul 15, 09 945,299.40 0 0 0 0 0 0
126. Aug 15, 09 920,812.15 0 0 0 0 0 0
127. Sep 15, 09 926,429.66 0 0 0 0 0 0
128. Oct 15, 09 11,691,876.64 0 0 0 0 0 0
129. Nov 15, 09 923,119.63 0 0 0 0 0 0
130. Dec 15, 09 1,284,180.74 0 0 0 0 0 0
131. Jan 15, 10 934,599.54 0 0 0 0 0 0
132. Feb 15, 10 940,306.01 0 0 0 0 0 0
133. Mar 15, 10 1,028,200.50 0 0 0 0 0 0
134. Apr 15, 10 952,337.93 0 0 0 0 0 0
135. May 15, 10 985,307.60 0 0 0 0 0 0
136. Jun 15, 10 1,517,458.94 0 0 0 0 0 0
137. Jul 15, 10 996,994.63 0 0 0 0 0 0
<CAPTION>
0 CPR
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
92. Oct 15, 06 0 36,775.28 5,773,464.27 7,797,958.69
93. Nov 15, 06 0 36,703.29 5,923,141.58 7,797,958.69
94. Dec 15, 06 0 36,636.63 5,750,458.30 8,073,847.71
95. Jan 15, 07 0 36,523.13 5,897,704.89 7,796,295.30
96. Feb 15, 07 0 36,455.62 5,886,197.94 7,796,295.30
97. Mar 15, 07 0 36,387.71 5,393,477.49 7,796,295.30
98. Apr 15, 07 0 36,302.25 5,860,052.94 7,796,295.30
99. May 15, 07 0 36,233.41 5,688,645.46 7,797,312.04
100. Jun 15, 07 0 36,158.42 5,835,534.71 16,224,494.43
101. Jul 15, 07 0 35,724.97 5,604,863.22 7,723,747.06
102. Aug 15, 07 0 35,649.61 5,749,185.80 7,723,747.06
103. Sep 15, 07 0 35,579.40 5,737,234.40 7,723,747.06
104. Oct 15, 07 0 35,508.76 5,569,034.82 7,723,747.06
105. Nov 15, 07 0 35,432.13 5,712,168.05 7,723,747.06
106. Dec 15, 07 0 35,360.59 5,544,484.25 7,959,882.42
107. Jan 15, 08 0 35,248.26 5,685,376.92 7,722,323.34
108. Feb 15, 08 0 35,175.83 5,673,046.94 7,722,323.34
109. Mar 15, 08 0 35,102.95 5,351,630.03 7,722,736.14
110. Apr 15, 08 0 35,018.62 5,646,288.90 7,722,736.14
111. May 15, 08 0 34,944.78 5,479,931.55 83,265,905.42
112. Jun 15, 08 0 32,067.33 5,159,714.94 83,915,236.64
113. Jul 15, 08 0 29,251.19 4,548,297.03 129,451,576.21
114. Aug 15, 08 0 24,755.28 3,919,033.15 79,898,638.69
115. Sep 15, 08 0 21,951.39 3,457,211.93 138,884,080.91
116. Oct 15, 08 0 17,177.77 2,591,416.05 156,135,278.85
117. Nov 15, 08 0 11,803.73 1,753,258.83 14,524,485.55
118. Dec 15, 08 0 11,356.74 1,649,099.66 2,834,599.28
119. Jan 15, 09 0 11,283.91 1,672,881.50 2,554,390.47
120. Feb 15, 09 0 11,253.06 1,667,504.83 2,554,390.47
121. Mar 15, 09 0 11,222.02 1,570,022.34 2,554,390.47
122. Apr 15, 09 0 11,187.57 1,656,079.46 2,554,390.47
123. May 15, 09 0 11,156.13 1,620,130.32 2,554,390.47
124. Jun 15, 09 0 11,123.43 1,644,896.97 3,089,836.53
125. Jul 15, 09 0 11,012.62 1,605,862.79 2,551,162.19
126. Aug 15, 09 0 10,979.53 1,630,350.04 2,551,162.19
127. Sep 15, 09 0 10,947.30 1,624,732.53 2,551,162.19
128. Oct 15, 09 0 10,914.88 1,589,142.38 13,281,019.02
129. Nov 15, 09 0 10,505.66 1,550,655.62 2,473,775.25
130. Dec 15, 09 0 10,473.35 1,517,314.62 2,801,495.36
131. Jan 15, 10 0 10,391.54 1,537,199.81 2,471,799.35
132. Feb 15, 10 0 10,358.83 1,531,493.34 2,471,799.35
133. Mar 15, 10 0 10,325.92 1,443,598.85 2,471,799.35
134. Apr 15, 10 0 10,289.93 1,519,461.42 2,471,799.35
135. May 15, 10 0 10,256.60 1,486,491.75 2,471,799.35
136. Jun 15, 10 0 10,222.11 1,507,625.31 3,025,084.25
137. Jul 15, 10 0 10,106.76 1,471,468.87 2,468,463.50
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
10 CPR after YM
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
92. Oct 15, 06 2,218,701.13 5,680,621.56 7,899,322.69 969,683,585.13
93. Nov 15, 06 2,068,302.59 5,827,116.41 7,895,419.00 967,615,282.54
94. Dec 15, 06 2,512,019.16 5,655,373.20 8,167,392.36 965,103,263.38
95. Jan 15, 07 2,086,612.02 5,799,436.99 7,886,049.01 963,016,651.36
96. Feb 15, 07 2,095,441.54 5,786,805.70 7,882,247.24 960,921,209.81
97. Mar 15, 07 2,578,746.67 5,299,610.68 7,878,357.34 958,342,463.15
98. Apr 15, 07 2,184,677.09 5,758,519.49 7,943,196.59 956,157,786.05
99. May 15, 07 2,351,306.29 5,587,831.91 7,939,138.21 953,806,479.76
100. Jun 15, 07 10,427,296.46 5,729,636.80 16,156,933.26 943,379,183.30
101. Jul 15, 07 2,288,499.03 5,500,955.07 7,789,454.10 941,090,684.27
102. Aug 15, 07 2,168,539.42 5,641,945.39 7,810,484.81 938,922,144.84
103. Sep 15, 07 2,357,774.15 5,628,856.92 7,986,631.08 936,564,370.69
104. Oct 15, 07 2,518,462.99 5,460,962.44 7,979,425.43 934,045,907.70
105. Nov 15, 07 2,398,571.24 5,599,460.51 7,998,031.75 931,647,336.46
106. Dec 15, 07 2,902,954.72 5,432,136.17 8,335,090.89 928,744,381.74
107. Jan 15, 08 2,652,273.86 5,567,540.24 8,219,814.10 926,092,107.88
108. Feb 15, 08 2,683,200.22 5,551,557.43 8,234,757.66 923,408,907.66
109. Mar 15, 08 3,110,708.89 5,231,208.57 8,341,917.47 920,298,198.77
110. Apr 15, 08 3,135,794.39 5,514,892.31 8,650,686.70 917,162,404.38
111. May 15, 08 69,128,351.35 5,345,543.45 74,473,894.80 848,034,053.03
112. Jun 15, 08 74,904,675.51 5,077,103.88 79,981,779.39 773,129,377.52
113. Jul 15, 08 124,394,439.40 4,493,677.56 128,888,116.96 648,734,938.12
114. Aug 15, 08 76,730,493.74 3,871,157.13 80,601,650.86 572,004,444.38
115. Sep 15, 08 133,847,897.31 3,407,995.73 137,255,893.04 438,156,547.07
116. Oct 15, 08 150,837,624.95 2,556,936.81 153,394,561.76 287,318,922.12
117. Nov 15, 08 12,590,512.93 1,739,375.90 14,329,888.83 274,728,409.18
118. Dec 15, 08 1,211,613.60 1,636,650.37 2,848,263.97 273,516,795.58
119. Jan 15, 09 907,302.16 1,660,320.12 2,567,622.28 272,609,493.42
120. Feb 15, 09 912,360.25 1,654,791.68 2,567,151.93 271,697,133.17
121. Mar 15, 09 1,009,526.36 1,557,159.85 2,566,686.21 270,687,606.81
122. Apr 15, 09 923,155.05 1,643,073.28 2,566,228.32 269,764,451.76
123. May 15, 09 958,792.14 1,606,979.66 2,565,771.80 268,805,659.63
124. Jun 15, 09 1,469,161.62 1,631,605.30 3,100,766.93 267,336,498.00
125. Jul 15, 09 969,213.64 1,592,510.42 2,561,724.06 266,367,284.36
126. Aug 15, 09 1,038,491.46 1,616,861.42 2,655,352.88 265,328,792.90
127. Sep 15, 09 1,042,727.92 1,610,563.86 2,653,291.78 264,286,064.98
128. Oct 15, 09 11,527,815.58 1,574,337.42 13,102,153.00 252,758,249.40
129. Nov 15, 09 945,823.19 1,537,145.80 2,482,968.98 251,812,426.21
130. Dec 15, 09 1,306,586.66 1,503,676.34 2,810,263.00 250,505,839.55
131. Jan 15, 10 956,709.80 1,523,484.68 2,480,194.48 249,549,129.75
132. Feb 15, 10 962,122.56 1,517,654.36 2,479,776.91 248,587,007.19
133. Mar 15, 10 1,049,725.25 1,429,638.30 2,479,363.55 247,537,281.94
134. Apr 15, 10 973,572.80 1,505,384.43 2,478,957.23 246,563,709.14
135. May 15, 10 1,006,254.47 1,472,297.72 2,478,552.19 245,557,454.68
136. Jun 15, 10 1,538,119.67 1,493,317.44 3,031,437.10 244,019,335.01
137. Jul 15, 10 1,017,371.06 1,457,130.05 2,474,501.11 243,001,963.95
<CAPTION>
10 CPR after YM
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
92. Oct 15, 06 2,004,676.44 214,024.68 0.00 0.00 0.00 4,280.49 0.00
93. Nov 15, 06 1,856,522.96 211,779.63 0.00 0.00 0.00 4,235.59 0.00
94. Dec 15, 06 2,302,505.59 209,513.57 0.00 0.00 0.00 4,190.27 0.00
95. Jan 15, 07 1,879,302.37 207,309.66 0.00 0.00 0.00 4,146.19 0.00
96. Feb 15, 07 1,890,315.56 205,125.98 0.00 0.00 0.00 4,102.52 0.00
97. Mar 15, 07 2,375,905.19 202,841.47 0.00 0.00 0.00 4,056.83 0.00
98. Apr 15, 07 1,915,425.30 269,251.79 0.00 0.00 0.00 4,013.96 0.00
99. May 15, 07 2,084,941.09 266,365.21 0.00 0.00 0.00 3,970.70 0.00
100. Jun 15, 07 10,163,736.17 263,560.30 0.00 0.00 0.00 2,677.61 0.00
101. Jul 15, 07 2,094,191.43 194,307.60 0 0 0 1,943.08 0
102. Aug 15, 07 1,951,697.83 216,841.59 0 0 0 1,922.42 0
103. Sep 15, 07 1,963,104.75 394,669.41 0 0 0 1,901.96 0
104. Oct 15, 07 2,127,989.04 390,473.94 0 0 0 1,881.31 0
105. Nov 15, 07 1,986,513.94 412,057.30 0 0 0 1,861.22 0
106. Dec 15, 07 2,386,825.49 516,129.23 0 0 0 1,840.95 0
107. Jan 15, 08 2,009,970.07 642,303.79 0 0 0 1,821.24 0
108. Feb 15, 08 2,021,064.05 662,136.18 0 0 0 1,801.70 0
109. Mar 15, 08 2,335,646.82 775,062.07 0 0 0 643.64 0
110. Apr 15, 08 2,045,356.57 1,090,437.82 0 0 0 0 0
111. May 15, 08 67,084,740.11 2,043,611.24 0 0 0 0 0
112. Jun 15, 08 72,494,922.77 2,409,752.73 0 0 0 0 0
113. Jul 15, 08 121,679,123.73 2,715,315.67 0 0 0 0 0
114. Aug 15, 08 73,681,813.70 3,048,680.04 0 0 0 0 0
115. Sep 15, 08 131,261,932.26 2,585,965.05 0 0 0 0 0
116. Oct 15, 08 149,400,843.51 1,436,781.44 0 0 0 0 0
117. Nov 15, 08 12,461,900.58 128,612.35 0 0 0 0 0
118. Dec 15, 08 1,185,239.53 26,374.07 0 0 0 0 0
119. Jan 15, 09 881,202.64 26,099.52 0 0 0 0 0
120. Feb 15, 09 886,532.82 25,827.43 0 0 0 0 0
121. Mar 15, 09 983,968.56 25,557.80 0 0 0 0 0
122. Apr 15, 09 897,864.45 25,290.60 0 0 0 0 0
123. May 15, 09 933,766.33 25,025.81 0 0 0 0 0
124. Jun 15, 09 1,444,398.21 24,763.41 0 0 0 0 0
125. Jul 15, 09 944,710.26 24,503.38 0 0 0 0 0
126. Aug 15, 09 920,174.96 118,316.50 0 0 0 0 0
127. Sep 15, 09 925,616.08 117,111.85 0 0 0 0 0
128. Oct 15, 09 11,411,914.76 115,900.82 0 0 0 0 0
129. Nov 15, 09 922,336.68 23,486.51 0 0 0 0 0
130. Dec 15, 09 1,283,348.66 23,238.00 0 0 0 0 0
131. Jan 15, 10 933,718.06 22,991.75 0 0 0 0 0
132. Feb 15, 10 939,374.84 22,747.71 0 0 0 0 0
133. Mar 15, 10 1,027,219.36 22,505.89 0 0 0 0 0
134. Apr 15, 10 951,306.55 22,266.25 0 0 0 0 0
135. May 15, 10 984,225.69 22,028.78 0 0 0 0 0
136. Jun 15, 10 1,516,326.21 21,793.45 0 0 0 0 0
137. Jul 15, 10 995,810.80 21,560.26 0 0 0 0 0
<CAPTION>
10 CPR after YM
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
92. Oct 15, 06 4,280.49 36,417.90 5,717,039.46 7,935,740.59
93. Nov 15, 06 4,235.59 36,339.11 5,863,455.53 7,931,758.12
94. Dec 15, 06 4,190.27 36,265.68 5,691,638.88 8,203,658.04
95. Jan 15, 07 4,146.19 36,145.58 5,835,582.57 7,922,194.59
96. Feb 15, 07 4,102.52 36,071.49 5,822,877.19 7,918,318.73
97. Mar 15, 07 4,056.83 35,997.09 5,335,607.76 7,914,354.43
98. Apr 15, 07 4,013.96 35,905.48 5,794,424.97 7,979,102.06
99. May 15, 07 3,970.70 35,827.93 5,623,659.85 7,974,966.14
100. Jun 15, 07 2,677.61 35,744.46 5,765,381.25 16,192,677.72
101. Jul 15, 07 1,943.08 35,309.66 5,536,264.73 7,824,763.76
102. Aug 15, 07 1,922.42 35,228.37 5,677,173.76 7,845,713.18
103. Sep 15, 07 1,901.96 35,151.36 5,664,008.29 8,021,782.44
104. Oct 15, 07 1,881.31 35,067.73 5,496,030.17 8,014,493.16
105. Nov 15, 07 1,861.22 34,978.37 5,634,438.88 8,033,010.12
106. Dec 15, 07 1,840.95 34,893.29 5,467,029.46 8,369,984.18
107. Jan 15, 08 1,821.24 34,763.89 5,602,304.14 8,254,577.99
108. Feb 15, 08 1,801.70 34,669.92 5,586,227.36 8,269,427.58
109. Mar 15, 08 643.64 34,574.86 5,265,783.43 8,376,492.33
110. Apr 15, 08 0 34,464.64 5,549,356.96 8,685,151.35
111. May 15, 08 0 34,353.73 5,379,897.17 74,508,248.53
112. Jun 15, 08 0 31,778.20 5,108,882.09 80,013,557.60
113. Jul 15, 08 0 29,094.51 4,522,772.07 128,917,211.47
114. Aug 15, 08 0 24,617.02 3,895,774.15 80,626,267.88
115. Sep 15, 08 0 21,789.07 3,429,784.80 137,277,682.11
116. Oct 15, 08 0 17,071.30 2,574,008.11 153,411,633.06
117. Nov 15, 08 0 11,791.98 1,751,167.88 14,341,680.82
118. Dec 15, 08 0 11,351.32 1,648,001.68 2,859,615.28
119. Jan 15, 09 0 11,277.58 1,671,597.70 2,578,899.86
120. Feb 15, 09 0 11,245.82 1,666,037.50 2,578,397.75
121. Mar 15, 09 0 11,213.89 1,568,373.74 2,577,900.10
122. Apr 15, 09 0 11,178.55 1,654,251.83 2,577,406.88
123. May 15, 09 0 11,146.24 1,618,125.90 2,576,918.04
124. Jun 15, 09 0 11,112.69 1,642,717.99 3,111,879.61
125. Jul 15, 09 0 11,001.03 1,603,511.45 2,572,725.09
126. Aug 15, 09 0 10,967.10 1,627,828.53 2,666,319.99
127. Sep 15, 09 0 10,930.76 1,621,494.61 2,664,222.54
128. Oct 15, 09 0 10,894.26 1,585,231.68 13,113,047.26
129. Nov 15, 09 0 10,490.79 1,547,636.58 2,493,459.77
130. Dec 15, 09 0 10,457.68 1,514,134.02 2,820,720.69
131. Jan 15, 10 0 10,375.09 1,533,859.77 2,490,569.57
132. Feb 15, 10 0 10,341.60 1,527,995.96 2,490,118.51
133. Mar 15, 10 0 10,307.93 1,439,946.22 2,489,671.47
134. Apr 15, 10 0 10,271.19 1,515,655.61 2,489,228.41
135. May 15, 10 0 10,237.11 1,482,534.83 2,488,789.30
136. Jun 15, 10 0 10,201.89 1,503,519.33 3,041,639.00
137. Jul 15, 10 0 10,085.81 1,467,215.86 2,484,586.92
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
0 CPR
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
92. Oct 15, 06 2,829,505.36 5,532,916.20 8,362,421.56 924,736,645.87
93. Nov 15, 06 2,674,836.92 5,666,505.55 8,341,342.47 922,061,808.95
94. Dec 15, 06 2,963,815.52 5,495,378.69 8,459,194.21 919,097,993.44
95. Jan 15, 07 2,670,023.98 5,627,369.36 8,297,393.34 916,427,969.46
96. Feb 15, 07 2,668,082.55 5,608,845.37 8,276,927.92 913,759,886.91
97. Mar 15, 07 3,118,838.69 5,137,430.78 8,256,269.47 910,641,048.22
98. Apr 15, 07 2,666,975.41 5,568,966.29 8,235,941.70 907,974,072.81
99. May 15, 07 2,816,435.82 5,400,633.95 8,217,069.77 905,157,637.00
100. Jun 15, 07 7,112,386.69 5,529,836.02 12,642,222.71 898,045,250.31
101. Jul 15, 07 2,768,068.32 5,330,373.21 8,098,441.53 895,277,181.99
102. Aug 15, 07 2,644,783.72 5,459,825.50 8,104,609.22 892,632,398.27
103. Sep 15, 07 2,824,176.59 5,441,857.31 8,266,033.90 889,808,221.68
104. Oct 15, 07 2,968,183.95 5,275,978.00 8,244,161.94 886,840,037.73
105. Nov 15, 07 2,845,331.43 5,402,989.81 8,248,321.23 883,994,706.30
106. Dec 15, 07 3,204,032.95 5,237,804.35 8,441,837.30 880,790,673.35
107. Jan 15, 08 3,064,833.51 5,362,445.78 8,427,279.29 877,725,839.84
108. Feb 15, 08 3,086,362.50 5,342,141.43 8,428,503.93 874,639,477.34
109. Mar 15, 08 3,490,160.47 5,031,803.13 8,521,963.60 871,149,316.87
110. Apr 15, 08 3,520,074.67 5,297,215.22 8,817,289.89 867,629,242.19
111. May 15, 08 67,435,126.68 5,130,975.38 72,566,102.06 800,194,115.51
112. Jun 15, 08 74,309,542.99 4,864,598.69 79,174,141.68 725,884,572.52
113. Jul 15, 08 124,252,848.40 4,289,338.43 128,542,186.83 601,631,724.12
114. Aug 15, 08 76,955,225.98 3,659,539.17 80,614,765.15 524,676,498.14
115. Sep 15, 08 126,996,694.20 3,193,163.93 130,189,858.13 397,679,803.94
116. Oct 15, 08 151,046,239.13 2,387,045.77 153,433,284.90 246,633,564.81
117. Nov 15, 08 9,243,477.79 1,561,404.97 10,804,882.76 237,390,087.02
118. Dec 15, 08 1,283,471.41 1,480,371.37 2,763,842.78 236,106,615.61
119. Jan 15, 09 1,140,314.69 1,497,420.28 2,637,734.97 234,966,300.92
120. Feb 15, 09 1,138,045.00 1,489,108.11 2,627,153.12 233,828,255.92
121. Mar 15, 09 1,213,232.30 1,403,312.38 2,616,544.68 232,615,023.61
122. Apr 15, 09 1,134,056.70 1,472,114.18 2,606,170.88 231,480,966.91
123. May 15, 09 1,157,528.63 1,438,325.04 2,595,853.67 230,323,438.28
124. Jun 15, 09 1,337,569.14 1,455,275.55 2,792,844.69 228,985,869.14
125. Jul 15, 09 1,151,669.35 1,420,587.81 2,572,257.16 227,834,199.79
126. Aug 15, 09 1,218,747.98 1,437,635.21 2,656,383.20 226,615,451.81
127. Sep 15, 09 1,215,908.31 1,429,004.08 2,644,912.39 225,399,543.49
128. Oct 15, 09 11,688,908.48 1,395,508.87 13,084,417.36 213,710,635.01
129. Nov 15, 09 1,104,872.10 1,351,134.88 2,456,006.98 212,605,762.91
130. Dec 15, 09 1,246,306.21 1,320,399.38 2,566,705.58 211,359,456.71
131. Jan 15, 10 1,100,698.28 1,334,331.82 2,435,030.10 210,258,758.43
132. Feb 15, 10 1,099,198.01 1,326,475.74 2,425,673.75 209,159,560.42
133. Mar 15, 10 1,164,554.43 1,251,748.22 2,416,302.65 207,995,006.00
134. Apr 15, 10 1,096,694.37 1,310,438.16 2,407,132.53 206,898,311.63
135. May 15, 10 1,117,405.94 1,280,610.23 2,398,016.17 205,780,905.69
136. Jun 15, 10 1,287,177.76 1,294,536.84 2,581,714.60 204,493,727.93
137. Jul 15, 10 1,113,174.04 1,263,869.10 2,377,043.13 203,380,553.90
<CAPTION>
0 CPR
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
92. Oct 15, 06 1,898,624.25 930,881.11 0 0 0 4,216.48 116,336.28
93. Nov 15, 06 1,754,511.18 920,325.74 0 0 0 4,172.28 113,962.54
94. Dec 15, 06 2,055,319.68 908,495.84 0 0 0 4,127.67 111,406.96
95. Jan 15, 07 1,771,876.24 898,147.73 0 0 0 4,084.28 109,100.18
96. Feb 15, 07 1,780,186.24 887,896.31 0 0 0 4,041.29 106,820.10
97. Mar 15, 07 2,241,522.39 877,316.30 0 0 0 3,996.31 104,607.81
98. Apr 15, 07 1,799,718.65 867,256.76 0 0 0 3,954.12 102,117.69
99. May 15, 07 1,959,282.67 857,153.15 0 0 0 3,911.53 100,058.63
100. Jun 15, 07 6,267,683.04 844,703.65 0 0 0 2,648.36 97,547.04
101. Jul 15, 07 1,969,496.34 798,571.98 0 0 0 1,914.15 95,541.03
102. Aug 15, 07 1,830,901.81 813,881.91 0 0 0 1,893.82 93,553.59
103. Sep 15, 07 1,839,622.70 984,553.89 0 0 0 1,873.68 91,589.92
104. Oct 15, 07 1,994,998.35 973,185.60 0 0 0 1,853.35 89,649.75
105. Nov 15, 07 1,857,583.46 987,747.96 0 0 0 1,833.58 87,728.93
106. Dec 15, 07 2,120,195.10 1,083,837.86 0 0 0 1,813.63 85,668.44
107. Jan 15, 08 1,875,542.48 1,189,291.03 0 0 0 1,794.22 83,716.21
108. Feb 15, 08 1,883,912.15 1,202,450.35 0 0 0 1,922.50 81,775.62
109. Mar 15, 08 2,181,547.89 1,308,612.58 0 0 0 828.33 79,982.60
110. Apr 15, 08 1,902,633.02 1,617,441.65 0 0 0 182.77 78,250.79
111. May 15, 08 64,900,703.55 2,534,423.13 0 0 0 1,005.13 75,684.72
112. Jun 15, 08 71,399,354.10 2,910,188.89 0 0 0 994.06 73,859.00
113. Jul 15, 08 121,162,762.20 3,090,086.20 0 0 0 394.46 72,391.75
114. Aug 15, 08 73,533,511.43 3,421,714.55 0 0 0 389.88 70,938.38
115. Sep 15, 08 124,113,209.44 2,883,484.76 0 0 0 0 69,503.63
116. Oct 15, 08 149,254,952.38 1,791,286.76 0 0 0 0 68,094.34
117. Nov 15, 08 8,764,996.40 478,481.39 0 0 0 0 66,698.78
118. Dec 15, 08 881,898.41 401,573.00 0 0 0 0 65,165.47
119. Jan 15, 09 743,918.22 396,396.47 0 0 0 0 63,808.66
120. Feb 15, 09 746,775.59 391,269.42 0 0 0 0 62,469.61
121. Mar 15, 09 827,184.26 386,048.04 0 0 0 0 61,162.05
122. Apr 15, 09 753,037.69 381,019.01 0 0 0 0 59,858.15
123. May 15, 09 781,536.96 375,991.67 0 0 0 0 58,576.22
124. Jun 15, 09 968,339.85 369,229.29 0 0 0 0 57,029.20
125. Jul 15, 09 787,355.00 364,314.36 0 0 0 0 55,786.48
126. Aug 15, 09 765,185.66 453,562.32 0 0 0 0 54,555.92
127. Sep 15, 09 768,071.79 447,836.52 0 0 0 0 53,342.06
128. Oct 15, 09 11,246,803.94 442,104.54 0 0 0 0 52,149.52
129. Nov 15, 09 759,616.10 345,256.00 0 0 0 0 50,968.67
130. Dec 15, 09 906,794.53 339,511.67 0 0 0 0 49,656.67
131. Jan 15, 10 765,772.44 334,925.84 0 0 0 0 48,511.13
132. Feb 15, 10 768,813.81 330,384.20 0 0 0 0 47,381.59
133. Mar 15, 10 838,789.41 325,765.02 0 0 0 0 46,282.33
134. Apr 15, 10 775,383.46 321,310.91 0 0 0 0 45,184.44
135. May 15, 10 800,545.42 316,860.52 0 0 0 0 44,106.97
136. Jun 15, 10 976,386.90 310,790.86 0 0 0 0 42,811.32
137. Jul 15, 10 806,732.59 306,441.45 0 0 0 0 41,769.22
<CAPTION>
0 CPR
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
92. Oct 15, 06 120,552.75 33,939.53 5,566,855.73 8,396,361.09
93. Nov 15, 06 118,134.82 33,830.67 5,700,336.23 8,375,173.14
94. Dec 15, 06 115,534.62 33,727.39 5,529,106.08 8,492,921.60
95. Jan 15, 07 113,184.46 33,598.33 5,660,967.69 8,330,991.67
96. Feb 15, 07 110,861.38 33,495.49 5,642,340.86 8,310,423.41
97. Mar 15, 07 108,604.12 33,392.79 5,170,823.57 8,289,662.26
98. Apr 15, 07 106,071.80 33,274.09 5,602,240.38 8,269,215.79
99. May 15, 07 103,970.16 33,171.55 5,433,805.50 8,250,241.32
100. Jun 15, 07 100,195.40 33,063.76 5,562,899.78 12,675,286.47
101. Jul 15, 07 97,455.18 32,772.88 5,363,146.09 8,131,214.41
102. Aug 15, 07 95,447.41 32,667.19 5,492,492.69 8,137,276.41
103. Sep 15, 07 93,463.60 32,565.97 5,474,423.27 8,298,599.86
104. Oct 15, 07 91,503.11 32,458.52 5,308,436.52 8,276,620.47
105. Nov 15, 07 89,562.50 32,346.01 5,435,335.82 8,280,667.24
106. Dec 15, 07 87,482.07 32,237.94 5,270,042.29 8,474,075.25
107. Jan 15, 08 85,510.43 32,105.23 5,394,551.01 8,459,384.52
108. Feb 15, 08 83,698.12 31,989.70 5,374,131.13 8,460,493.64
109. Mar 15, 08 80,810.92 31,873.47 5,063,676.61 8,553,837.08
110. Apr 15, 08 78,433.56 31,742.98 5,328,958.21 8,849,032.88
111. May 15, 08 76,689.85 31,611.68 5,162,587.07 72,597,713.75
112. Jun 15, 08 74,853.07 29,088.55 4,893,687.24 79,203,230.23
113. Jul 15, 08 72,786.21 26,452.33 4,315,790.76 128,568,639.16
114. Aug 15, 08 71,328.26 21,973.27 3,681,512.44 80,636,738.42
115. Sep 15, 08 69,503.63 19,130.98 3,212,294.91 130,208,989.11
116. Oct 15, 08 68,094.34 14,646.58 2,401,692.35 153,447,931.48
117. Nov 15, 08 66,698.78 9,353.60 1,570,758.57 10,814,236.36
118. Dec 15, 08 65,165.47 9,023.77 1,489,395.14 2,772,866.55
119. Jan 15, 09 63,808.66 8,959.81 1,506,380.09 2,646,694.78
120. Feb 15, 09 62,469.61 8,913.81 1,498,021.92 2,636,066.93
121. Mar 15, 09 61,162.05 8,867.95 1,412,180.32 2,625,412.62
122. Apr 15, 09 59,858.15 8,819.50 1,480,933.68 2,614,990.39
123. May 15, 09 58,576.22 8,773.89 1,447,098.93 2,604,627.56
124. Jun 15, 09 57,029.20 8,727.50 1,464,003.04 2,801,572.18
125. Jul 15, 09 55,786.48 8,651.52 1,429,239.33 2,580,908.68
126. Aug 15, 09 54,555.92 8,605.64 1,446,240.86 2,664,988.84
127. Sep 15, 09 53,342.06 8,557.47 1,437,561.55 2,653,469.86
128. Oct 15, 09 52,149.52 8,509.44 1,404,018.31 13,092,926.80
129. Nov 15, 09 50,968.67 8,094.90 1,359,229.79 2,464,101.88
130. Dec 15, 09 49,656.67 8,050.86 1,328,450.23 2,574,756.44
131. Jan 15, 10 48,511.13 7,988.36 1,342,320.18 2,443,018.46
132. Feb 15, 10 47,381.59 7,944.67 1,334,420.41 2,433,618.42
133. Mar 15, 10 46,282.33 7,901.08 1,259,649.30 2,424,203.72
134. Apr 15, 10 45,184.44 7,855.24 1,318,293.41 2,414,987.77
135. May 15, 10 44,106.97 7,811.83 1,288,422.06 2,405,828.00
136. Jun 15, 10 42,811.32 7,767.73 1,302,304.58 2,589,482.34
137. Jul 15, 10 41,769.22 7,696.04 1,271,565.13 2,384,739.17
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
0 CPR
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
138. Aug 15, 10 976,154.42 1,482,237.22 2,458,391.64 242,644,523.12
139. Sep 15, 10 982,115.82 1,476,309.98 2,458,425.80 241,662,407.30
140. Oct 15, 10 1,014,711.55 1,443,748.63 2,458,460.18 240,647,695.75
141. Nov 15, 10 994,314.90 1,464,180.79 2,458,495.69 239,653,380.85
142. Dec 15, 10 1,367,939.40 1,431,773.53 2,799,712.92 238,285,441.45
143. Jan 15, 11 1,006,662.72 1,449,897.01 2,456,559.74 237,278,778.73
144. Feb 15, 11 1,012,811.27 1,443,783.70 2,456,594.97 236,265,967.46
145. Mar 15, 11 1,097,069.28 1,359,561.13 2,456,630.42 235,168,898.17
146. Apr 15, 11 1,025,710.20 1,430,958.62 2,456,668.81 234,143,187.98
147. May 15, 11 1,057,753.46 1,398,951.25 2,456,704.71 233,085,434.52
148. Jun 15, 11 1,646,456.31 1,418,300.92 3,064,757.23 231,438,978.21
149. Jul 15, 11 1,070,323.65 1,382,878.29 2,453,201.93 230,368,654.56
150. Aug 15, 11 1,051,326.66 1,401,912.73 2,453,239.40 229,317,327.90
151. Sep 15, 11 1,057,749.29 1,395,526.90 2,453,276.19 228,259,578.61
152. Oct 15, 11 1,089,389.85 1,363,923.36 2,453,313.21 227,170,188.76
153. Nov 15, 11 1,070,870.57 1,382,480.77 2,453,351.34 226,099,318.19
154. Dec 15, 11 1,435,666.22 1,351,043.07 2,786,709.28 224,663,651.97
155. Jan 15, 12 1,084,151.86 1,367,315.06 2,451,466.92 223,579,500.11
156. Feb 15, 12 1,090,775.92 1,360,728.94 2,451,504.86 222,488,724.19
157. Mar 15, 12 1,146,561.89 1,304,981.15 2,451,543.04 221,342,162.30
158. Apr 15, 12 1,104,453.68 1,347,129.49 2,451,583.17 220,237,708.62
159. May 15, 12 1,135,504.53 1,316,117.30 2,451,621.83 219,102,204.09
160. Jun 15, 12 1,801,731.21 1,333,517.00 3,135,248.21 217,300,472.88
161. Jul 15, 12 1,149,782.91 1,298,657.22 2,448,440.13 216,150,689.98
162. Aug 15, 12 1,132,767.07 1,315,713.30 2,448,480.37 215,017,922.90
163. Sep 15, 12 1,139,689.41 1,308,830.61 2,448,520.02 213,878,233.50
164. Oct 15, 12 1,170,311.31 1,278,248.59 2,448,559.91 212,707,922.18
165. Nov 15, 12 1,153,809.90 1,294,790.97 2,448,600.87 211,554,112.28
166. Dec 15, 12 1,520,753.21 1,264,387.31 2,785,140.52 210,033,359.08
167. Jan 15, 13 1,168,102.64 1,278,600.89 2,446,703.52 208,865,256.44
168. Feb 15, 13 1,175,241.87 1,271,502.54 2,446,744.41 207,690,014.57
169. Mar 15, 13 1,251,813.68 1,195,384.66 2,447,198.34 206,438,200.89
170. Apr 15, 13 1,190,499.21 1,256,742.94 2,447,242.15 205,247,701.67
171. May 15, 13 24,363,504.72 1,226,798.05 25,590,302.77 180,884,196.96
172. Jun 15, 13 38,267,032.93 1,102,923.67 39,369,956.59 142,617,164.03
173. Jul 15, 13 4,973,174.82 859,618.01 5,832,792.83 137,643,989.21
174. Aug 15, 13 14,251,193.98 844,140.35 15,095,334.33 123,392,795.24
175. Sep 15, 13 12,820,751.39 753,754.31 13,574,505.70 110,572,043.85
176. Oct 15, 13 817,907.32 669,195.39 1,487,102.71 109,754,136.52
177. Nov 15, 13 2,967,637.37 672,943.76 3,640,581.13 106,786,499.15
178. Dec 15, 13 1,590,318.13 646,696.71 2,237,014.84 105,196,181.03
179. Jan 15, 14 818,568.09 645,320.38 1,463,888.47 104,377,612.94
180. Feb 15, 14 823,587.01 640,330.11 1,463,917.12 103,554,025.93
181. Mar 15, 14 852,411.98 611,533.97 1,463,945.94 102,701,613.95
182. Apr 15, 14 833,871.26 630,104.52 1,463,975.78 101,867,742.69
183. May 15, 14 847,847.36 617,255.69 1,465,103.04 101,019,895.33
<CAPTION>
0 CPR
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
138. Aug 15, 10 976,154.42 0 0 0 0 0 0
139. Sep 15, 10 982,115.82 0 0 0 0 0 0
140. Oct 15, 10 1,014,711.55 0 0 0 0 0 0
141. Nov 15, 10 994,314.90 0 0 0 0 0 0
142. Dec 15, 10 1,367,939.40 0 0 0 0 0 0
143. Jan 15, 11 1,006,662.72 0 0 0 0 0 0
144. Feb 15, 11 1,012,811.27 0 0 0 0 0 0
145. Mar 15, 11 1,097,069.28 0 0 0 0 0 0
146. Apr 15, 11 1,025,710.20 0 0 0 0 0 0
147. May 15, 11 1,057,753.46 0 0 0 0 0 0
148. Jun 15, 11 1,646,456.31 0 0 0 0 0 0
149. Jul 15, 11 1,070,323.65 0 0 0 0 0 0
150. Aug 15, 11 1,051,326.66 0 0 0 0 0 0
151. Sep 15, 11 1,057,749.29 0 0 0 0 0 0
152. Oct 15, 11 1,089,389.85 0 0 0 0 0 0
153. Nov 15, 11 1,070,870.57 0 0 0 0 0 0
154. Dec 15, 11 1,435,666.22 0 0 0 0 0 0
155. Jan 15, 12 1,084,151.86 0 0 0 0 0 0
156. Feb 15, 12 1,090,775.92 0 0 0 0 0 0
157. Mar 15, 12 1,146,561.89 0 0 0 0 0 0
158. Apr 15, 12 1,104,453.68 0 0 0 0 0 0
159. May 15, 12 1,135,504.53 0 0 0 0 0 0
160. Jun 15, 12 1,801,731.21 0 0 0 0 0 0
161. Jul 15, 12 1,149,782.91 0 0 0 0 0 0
162. Aug 15, 12 1,132,767.07 0 0 0 0 0 0
163. Sep 15, 12 1,139,689.41 0 0 0 0 0 0
164. Oct 15, 12 1,170,311.31 0 0 0 0 0 0
165. Nov 15, 12 1,153,809.90 0 0 0 0 0 0
166. Dec 15, 12 1,520,753.21 0 0 0 0 0 0
167. Jan 15, 13 1,168,102.64 0 0 0 0 0 0
168. Feb 15, 13 1,175,241.87 0 0 0 0 0 0
169. Mar 15, 13 1,251,813.68 0 0 0 0 0 0
170. Apr 15, 13 1,190,499.21 0 0 0 0 0 0
171. May 15, 13 24,363,504.72 0 0 0 0 0 0
172. Jun 15, 13 38,267,032.93 0 0 0 0 0 0
173. Jul 15, 13 4,973,174.82 0 0 0 0 0 0
174. Aug 15, 13 14,251,193.98 0 0 0 0 0 0
175. Sep 15, 13 12,820,751.39 0 0 0 0 0 0
176. Oct 15, 13 817,907.32 0 0 0 0 0 0
177. Nov 15, 13 2,967,637.37 0 0 0 0 0 0
178. Dec 15, 13 1,590,318.13 0 0 0 0 0 0
179. Jan 15, 14 818,568.09 0 0 0 0 0 0
180. Feb 15, 14 823,587.01 0 0 0 0 0 0
181. Mar 15, 14 852,411.98 0 0 0 0 0 0
182. Apr 15, 14 833,871.26 0 0 0 0 0 0
183. May 15, 14 847,847.36 0 0 0 0 0 0
<CAPTION>
0 CPR
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
138. Aug 15, 10 0 10,071.86 1,492,309.08 2,468,463.50
139. Sep 15, 10 0 10,037.70 1,486,347.68 2,468,463.50
140. Oct 15, 10 0 10,003.32 1,453,751.95 2,468,463.50
141. Nov 15, 10 0 9,967.81 1,474,148.60 2,468,463.50
142. Dec 15, 10 0 9,933.01 1,441,706.53 2,809,645.93
143. Jan 15, 11 0 9,846.74 1,459,743.76 2,466,406.48
144. Feb 15, 11 0 9,811.51 1,453,595.21 2,466,406.48
145. Mar 15, 11 0 9,776.06 1,369,337.20 2,466,406.48
146. Apr 15, 11 0 9,737.67 1,440,696.28 2,466,406.48
147. May 15, 11 0 9,701.77 1,408,653.02 2,466,406.48
148. Jun 15, 11 0 9,664.74 1,427,965.66 3,074,421.97
149. Jul 15, 11 0 9,538.72 1,392,417.00 2,462,740.65
150. Aug 15, 11 0 9,501.25 1,411,413.99 2,462,740.65
151. Sep 15, 11 0 9,464.46 1,404,991.36 2,462,740.65
152. Oct 15, 11 0 9,427.44 1,373,350.80 2,462,740.65
153. Nov 15, 11 0 9,389.31 1,391,870.08 2,462,740.65
154. Dec 15, 11 0 9,351.83 1,360,394.89 2,796,061.11
155. Jan 15, 12 0 9,264.08 1,376,579.14 2,460,731.00
156. Feb 15, 12 0 9,226.14 1,369,955.08 2,460,731.00
157. Mar 15, 12 0 9,187.96 1,314,169.11 2,460,731.00
158. Apr 15, 12 0 9,147.83 1,356,277.32 2,460,731.00
159. May 15, 12 0 9,109.17 1,325,226.47 2,460,731.00
160. Jun 15, 12 0 9,069.43 1,342,586.43 3,144,317.64
161. Jul 15, 12 0 8,929.55 1,307,586.77 2,457,369.68
162. Aug 15, 12 0 8,889.31 1,324,602.61 2,457,369.68
163. Sep 15, 12 0 8,849.66 1,317,680.27 2,457,369.68
164. Oct 15, 12 0 8,809.77 1,287,058.37 2,457,369.68
165. Nov 15, 12 0 8,768.81 1,303,559.78 2,457,369.68
166. Dec 15, 12 0 8,728.43 1,273,115.74 2,793,868.95
167. Jan 15, 13 0 8,637.35 1,287,238.23 2,455,340.87
168. Feb 15, 13 0 8,596.46 1,280,099.00 2,455,340.87
169. Mar 15, 13 0 8,555.33 1,203,939.99 2,455,753.67
170. Apr 15, 13 0 8,511.52 1,265,254.46 2,455,753.67
171. May 15, 13 0 8,469.85 1,235,267.90 25,598,772.62
172. Jun 15, 13 0 7,617.13 1,110,540.79 39,377,573.72
173. Jul 15, 13 0 6,201.08 865,819.09 5,838,993.91
174. Aug 15, 13 0 6,027.02 850,167.37 15,101,361.34
175. Sep 15, 13 0 5,528.22 759,282.54 13,580,033.92
176. Oct 15, 13 0 5,079.50 674,274.89 1,492,182.21
177. Nov 15, 13 0 5,050.87 677,994.63 3,645,632.00
178. Dec 15, 13 0 4,947.00 651,643.71 2,241,961.84
179. Jan 15, 14 0 4,804.87 650,125.25 1,468,693.34
180. Feb 15, 14 0 4,776.22 645,106.33 1,468,693.34
181. Mar 15, 14 0 4,747.40 616,281.36 1,468,693.34
182. Apr 15, 14 0 4,717.56 634,822.08 1,468,693.34
183. May 15, 14 0 4,688.38 621,944.06 1,469,791.42
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
10 CPR after YM
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
138. Aug 15, 10 996,248.37 1,477,860.86 2,474,109.23 242,005,715.58
139. Sep 15, 10 1,001,929.09 1,471,791.33 2,473,720.43 241,003,786.49
140. Oct 15, 10 1,034,245.92 1,439,089.67 2,473,335.59 239,969,540.57
141. Nov 15, 10 1,013,572.13 1,459,383.51 2,472,955.64 238,955,968.44
142. Dec 15, 10 1,386,921.23 1,426,839.87 2,813,761.10 237,569,047.21
143. Jan 15, 11 1,025,370.87 1,444,828.93 2,470,199.80 236,543,676.34
144. Feb 15, 11 1,031,247.43 1,438,583.14 2,469,830.57 235,512,428.91
145. Mar 15, 11 1,115,235.14 1,354,230.01 2,469,465.15 234,397,193.77
146. Apr 15, 11 1,043,607.40 1,425,498.85 2,469,106.25 233,353,586.37
147. May 15, 11 1,075,383.65 1,393,364.74 2,468,748.40 232,278,202.72
148. Jun 15, 11 1,663,821.11 1,412,589.56 3,076,410.66 230,614,381.61
149. Jul 15, 11 1,087,424.65 1,377,043.95 2,464,468.61 229,526,956.95
150. Aug 15, 11 1,068,165.46 1,395,957.29 2,464,122.75 228,458,791.49
151. Sep 15, 11 1,074,327.44 1,389,452.20 2,463,779.64 227,384,464.05
152. Oct 15, 11 1,105,708.89 1,357,731.26 2,463,440.15 226,278,755.16
153. Nov 15, 11 1,086,932.03 1,376,173.09 2,463,105.13 225,191,823.13
154. Dec 15, 11 1,451,471.60 1,344,621.64 2,796,093.24 223,740,351.53
155. Jan 15, 12 1,099,702.65 1,360,781.70 2,460,484.35 222,640,648.89
156. Feb 15, 12 1,106,073.58 1,354,085.45 2,460,159.03 221,534,575.31
157. Mar 15, 12 1,161,607.88 1,298,229.32 2,459,837.20 220,372,967.43
158. Apr 15, 12 1,119,249.43 1,340,271.09 2,459,520.52 219,253,718.00
159. May 15, 12 1,150,051.45 1,309,154.11 2,459,205.56 218,103,666.55
160. Jun 15, 12 1,984,825.00 1,326,450.79 3,311,275.79 216,118,841.55
161. Jul 15, 12 1,497,196.99 1,290,511.01 2,787,708.00 214,621,644.56
162. Aug 15, 12 1,475,629.91 1,305,466.56 2,781,096.47 213,146,014.66
163. Sep 15, 12 1,478,001.16 1,296,543.35 2,774,544.51 211,668,013.50
164. Oct 15, 12 1,503,930.60 1,264,086.98 2,768,017.58 210,164,082.89
165. Nov 15, 12 1,483,080.71 1,278,505.06 2,761,585.77 208,681,002.18
166. Dec 15, 12 1,845,327.81 1,246,349.37 3,091,677.17 206,835,674.38
167. Jan 15, 13 1,488,459.80 1,258,424.34 2,746,884.14 205,347,214.58
168. Feb 15, 13 1,491,206.67 1,249,419.89 2,740,626.55 203,856,007.91
169. Mar 15, 13 1,600,965.22 1,172,340.79 2,773,306.01 202,255,042.69
170. Apr 15, 13 1,638,448.51 1,230,697.44 2,869,145.96 200,616,594.17
171. May 15, 13 22,859,188.50 1,198,464.26 24,057,652.76 177,757,405.67
172. Jun 15, 13 36,550,868.83 1,083,194.73 37,634,063.56 141,206,536.84
173. Jul 15, 13 5,203,737.08 850,880.60 6,054,617.67 136,002,799.76
174. Aug 15, 13 14,298,873.47 833,885.09 15,132,758.57 121,703,926.29
175. Sep 15, 13 12,767,049.19 743,138.02 13,510,187.22 108,936,877.10
176. Oct 15, 13 970,200.92 658,805.39 1,629,006.31 107,966,676.18
177. Nov 15, 13 3,061,137.77 661,452.25 3,722,590.01 104,905,538.41
178. Dec 15, 13 1,752,046.29 634,611.59 2,386,657.88 103,153,492.12
179. Jan 15, 14 977,372.84 632,009.13 1,609,381.98 102,176,119.28
180. Feb 15, 14 979,395.52 625,903.36 1,605,298.87 101,196,723.76
181. Mar 15, 14 1,004,666.51 596,510.33 1,601,176.85 100,192,057.25
182. Apr 15, 14 983,657.98 613,511.64 1,597,169.61 99,208,399.27
183. May 15, 14 994,448.63 599,823.18 1,594,271.81 98,213,950.64
<CAPTION>
10 CPR after YM
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
138. Aug 15, 10 974,919.19 21,329.18 0 0 0 0 0
139. Sep 15, 10 980,828.90 21,100.19 0 0 0 0 0
140. Oct 15, 10 1,013,372.65 20,873.27 0 0 0 0 0
141. Nov 15, 10 992,923.72 20,648.41 0 0 0 0 0
142. Dec 15, 10 1,366,495.64 20,425.59 0 0 0 0 0
143. Jan 15, 11 1,005,166.09 20,204.78 0 0 0 0 0
144. Feb 15, 11 1,011,261.45 19,985.98 0 0 0 0 0
145. Mar 15, 11 1,095,465.98 19,769.16 0 0 0 0 0
146. Apr 15, 11 1,024,053.09 19,554.31 0 0 0 0 0
147. May 15, 11 1,056,042.25 19,341.41 0 0 0 0 0
148. Jun 15, 11 1,644,690.67 19,130.44 0 0 0 0 0
149. Jul 15, 11 1,068,503.27 18,921.38 0 0 0 0 0
150. Aug 15, 11 1,049,451.23 18,714.23 0 0 0 0 0
151. Sep 15, 11 1,055,818.49 18,508.95 0 0 0 0 0
152. Oct 15, 11 1,087,403.35 18,305.54 0 0 0 0 0
153. Nov 15, 11 1,068,828.05 18,103.98 0 0 0 0 0
154. Dec 15, 11 1,433,567.35 17,904.25 0 0 0 0 0
155. Jan 15, 12 1,081,996.31 17,706.34 0 0 0 0 0
156. Feb 15, 12 1,088,563.36 17,510.22 0 0 0 0 0
157. Mar 15, 12 1,144,291.98 17,315.90 0 0 0 0 0
158. Apr 15, 12 1,102,126.09 17,123.34 0 0 0 0 0
159. May 15, 12 1,133,118.92 16,932.53 0 0 0 0 0
160. Jun 15, 12 1,799,287.23 185,537.77 0 0 0 0 0
161. Jul 15, 12 1,146,839.98 350,357.01 0 0 0 0 0
162. Aug 15, 12 1,129,082.76 346,547.15 0 0 0 0 0
163. Sep 15, 12 1,135,228.50 342,772.66 0 0 0 0 0
164. Oct 15, 12 1,164,932.21 338,998.39 0 0 0 0 0
165. Nov 15, 12 1,147,786.90 335,293.81 0 0 0 0 0
166. Dec 15, 12 1,513,738.20 331,589.61 0 0 0 0 0
167. Jan 15, 13 1,160,506.10 327,953.70 0 0 0 0 0
168. Feb 15, 13 1,166,855.04 324,351.62 0 0 0 0 0
169. Mar 15, 13 1,241,715.20 359,250.02 0 0 0 0 0
170. Apr 15, 13 1,180,418.41 458,030.11 0 0 0 0 0
171. May 15, 13 22,362,347.95 496,840.55 0 0 0 0 0
172. Jun 15, 13 36,086,034.31 464,834.52 0 0 0 0 0
173. Jul 15, 13 4,865,619.58 338,117.49 0 0 0 1,012.21 0
174. Aug 15, 13 13,969,683.81 329,189.66 0 0 0 990.75 0
175. Sep 15, 13 12,504,267.24 262,781.95 0 0 0 969.5 0
176. Oct 15, 13 812,201.67 157,999.26 0 0 0 948.27 0
177. Nov 15, 13 2,905,240.69 155,897.08 0 0 0 927.45 0
178. Dec 15, 13 1,583,189.56 168,856.73 0 0 0 906.64 0
179. Jan 15, 14 810,733.39 166,639.45 0 0 0 886.24 0
180. Feb 15, 14 814,952.43 164,443.09 0 0 0 866.05 0
181. Mar 15, 14 842,475.05 162,191.46 0 0 0 845.51 0
182. Apr 15, 14 823,621.46 160,036.52 0 0 0 825.72 0
183. May 15, 14 836,571.32 157,877.31 0 0 0 805.96 0
<CAPTION>
10 CPR after YM
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
138. Aug 15, 10 0 10,050.21 1,487,911.07 2,484,159.44
139. Sep 15, 10 0 10,015.34 1,481,806.67 2,483,735.76
140. Oct 15, 10 0 9,980.27 1,449,069.94 2,483,315.86
141. Nov 15, 10 0 9,944.07 1,469,327.58 2,482,899.71
142. Dec 15, 10 0 9,908.60 1,436,748.46 2,823,669.69
143. Jan 15, 11 0 9,821.67 1,454,650.60 2,480,021.47
144. Feb 15, 11 0 9,785.78 1,448,368.92 2,479,616.35
145. Mar 15, 11 0 9,749.69 1,363,979.70 2,479,214.84
146. Apr 15, 11 0 9,710.66 1,435,209.51 2,478,816.91
147. May 15, 11 0 9,674.13 1,403,038.87 2,478,422.53
148. Jun 15, 11 0 9,636.49 1,422,226.05 3,086,047.16
149. Jul 15, 11 0 9,509.86 1,386,553.81 2,473,978.46
150. Aug 15, 11 0 9,471.80 1,405,429.08 2,473,594.54
151. Sep 15, 11 0 9,434.41 1,398,886.61 2,473,214.05
152. Oct 15, 11 0 9,396.81 1,367,128.07 2,472,836.96
153. Nov 15, 11 0 9,358.11 1,385,531.20 2,472,463.23
154. Dec 15, 11 0 9,320.07 1,353,941.71 2,805,413.30
155. Jan 15, 12 0 9,231.77 1,370,013.47 2,469,716.11
156. Feb 15, 12 0 9,193.28 1,363,278.73 2,469,352.31
157. Mar 15, 12 0 9,154.56 1,307,383.88 2,468,991.76
158. Apr 15, 12 0 9,113.91 1,349,385.00 2,468,634.43
159. May 15, 12 0 9,074.73 1,318,228.84 2,468,280.29
160. Jun 15, 12 0 9,034.48 1,335,485.27 3,320,310.27
161. Jul 15, 12 0 8,888.19 1,299,399.20 2,796,596.19
162. Aug 15, 12 0 8,835.79 1,314,302.35 2,789,932.26
163. Sep 15, 12 0 8,784.15 1,305,327.50 2,783,328.66
164. Oct 15, 12 0 8,732.42 1,272,819.39 2,776,750.00
165. Nov 15, 12 0 8,679.78 1,287,184.84 2,770,265.55
166. Dec 15, 12 0 8,627.87 1,254,977.24 3,100,305.04
167. Jan 15, 13 0 8,525.43 1,266,949.77 2,755,409.57
168. Feb 15, 13 0 8,473.33 1,257,893.22 2,749,099.89
169. Mar 15, 13 0 8,421.14 1,180,761.93 2,781,727.15
170. Apr 15, 13 0 8,365.11 1,239,062.55 2,877,511.06
171. May 15, 13 0 8,307.76 1,206,772.02 24,065,960.52
172. Jun 15, 13 0 7,507.69 1,090,702.42 37,641,571.25
173. Jul 15, 13 1,012.21 6,151.70 857,032.30 6,060,769.38
174. Aug 15, 13 990.75 5,969.57 839,854.67 15,138,728.14
175. Sep 15, 13 969.5 5,469.11 748,607.14 13,515,656.33
176. Oct 15, 13 948.27 5,022.27 663,827.66 1,634,028.58
177. Nov 15, 13 927.45 4,988.31 666,440.55 3,727,578.32
178. Dec 15, 13 906.64 4,881.17 639,492.76 2,391,539.05
179. Jan 15, 14 886.24 4,733.38 636,742.51 1,614,115.35
180. Feb 15, 14 866.05 4,699.17 630,602.53 1,609,998.04
181. Mar 15, 14 845.51 4,664.89 601,175.22 1,605,841.73
182. Apr 15, 14 825.72 4,629.73 618,141.37 1,601,799.34
183. May 15, 14 805.96 4,595.30 604,418.48 1,598,867.11
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
138. Aug 15, 10 1,090,414.78 1,277,843.51 2,368,258.29 202,290,139.12
139. Sep 15, 10 1,089,391.80 1,270,168.04 2,359,559.84 201,200,747.32
140. Oct 15, 10 1,109,843.88 1,241,072.22 2,350,916.10 200,090,903.44
141. Nov 15, 10 1,087,636.94 1,254,753.58 2,342,390.52 199,003,266.50
142. Dec 15, 10 1,220,836.68 1,225,815.20 2,446,651.87 197,782,429.82
143. Jan 15, 11 1,085,152.50 1,238,637.02 2,323,789.51 196,697,277.33
144. Feb 15, 11 1,084,459.54 1,231,073.18 2,315,532.72 195,612,817.78
145. Mar 15, 11 1,146,277.22 1,160,994.12 2,307,271.34 194,466,540.56
146. Apr 15, 11 1,083,553.79 1,215,627.56 2,299,181.35 193,382,986.77
147. May 15, 11 1,103,622.10 1,187,520.14 2,291,142.24 192,279,364.68
148. Jun 15, 11 1,273,511.01 1,200,308.02 2,473,819.02 191,005,853.67
149. Jul 15, 11 1,100,998.83 1,171,358.80 2,272,357.63 189,904,854.84
150. Aug 15, 11 1,080,462.10 1,184,157.13 2,264,619.24 188,824,392.74
151. Sep 15, 11 1,080,225.52 1,176,731.96 2,256,957.48 187,744,167.22
152. Oct 15, 11 1,100,032.47 1,149,314.60 2,249,347.07 186,644,134.75
153. Nov 15, 11 1,080,032.47 1,161,806.50 2,241,838.98 185,564,102.28
154. Dec 15, 11 1,198,959.78 1,134,560.53 2,333,520.30 184,365,142.50
155. Jan 15, 12 1,079,218.22 1,146,263.49 2,225,481.71 183,285,924.28
156. Feb 15, 12 1,079,297.36 1,138,914.64 2,218,212.00 182,206,626.92
157. Mar 15, 12 1,118,231.86 1,092,737.15 2,210,969.02 181,088,395.05
158. Apr 15, 12 1,079,825.39 1,124,021.30 2,203,846.69 180,008,569.66
159. May 15, 12 1,099,247.28 1,097,525.35 2,196,772.63 178,909,322.38
160. Jun 15, 12 1,442,905.01 1,109,128.11 2,552,033.12 177,466,417.37
161. Jul 15, 12 1,432,247.97 1,080,771.28 2,513,019.25 176,034,169.41
162. Aug 15, 12 1,409,570.42 1,090,328.90 2,499,899.32 174,624,598.99
163. Sep 15, 12 1,405,785.67 1,081,120.08 2,486,905.76 173,218,813.31
164. Oct 15, 12 1,420,496.52 1,053,486.45 2,473,982.97 171,798,316.79
165. Nov 15, 12 1,398,543.85 1,062,697.05 2,461,240.89 170,399,772.94
166. Dec 15, 12 1,503,295.47 1,035,366.40 2,538,661.87 168,896,477.47
167. Jan 15, 13 1,390,873.93 1,043,813.90 2,434,687.83 167,505,603.54
168. Feb 15, 13 1,387,546.20 1,034,816.13 2,422,362.33 166,118,057.34
169. Mar 15, 13 1,476,266.17 972,741.98 2,449,008.15 164,641,791.17
170. Apr 15, 13 1,419,768.14 1,016,103.95 2,435,872.10 163,222,023.03
171. May 15, 13 22,621,705.21 989,586.41 23,611,291.62 140,600,317.82
172. Jun 15, 13 27,778,788.64 870,261.73 28,649,050.37 112,821,529.19
173. Jul 15, 13 4,333,376.06 692,922.06 5,026,298.12 108,488,153.12
174. Aug 15, 13 14,131,965.16 677,606.78 14,809,571.95 94,356,187.96
175. Sep 15, 13 12,595,507.08 587,480.15 13,182,987.23 81,760,680.88
176. Oct 15, 13 797,299.87 506,845.52 1,304,145.39 80,963,381.01
177. Nov 15, 13 2,886,774.62 507,124.23 3,393,898.85 78,076,606.39
178. Dec 15, 13 986,928.04 483,855.26 1,470,783.30 77,089,678.35
179. Jan 15, 14 792,402.96 482,454.62 1,274,857.58 76,297,275.39
180. Feb 15, 14 789,966.84 477,127.81 1,267,094.64 75,507,308.55
181. Mar 15, 14 802,111.79 457,192.77 1,259,304.56 74,705,196.76
182. Apr 15, 14 785,244.85 466,451.82 1,251,696.67 73,919,951.91
183. May 15, 14 788,767.31 456,461.43 1,245,228.74 73,131,184.60
<CAPTION>
0 CPR
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
138. Aug 15, 10 788,242.74 302,172.04 0 0 0 0 40,737.44
139. Sep 15, 10 791,447.81 297,943.99 0 0 0 0 39,720.70
140. Oct 15, 10 816,123.49 293,720.39 0 0 0 0 38,723.74
141. Nov 15, 10 798,062.89 289,574.05 0 0 0 0 37,736.71
142. Dec 15, 10 936,399.45 284,437.22 0 0 0 0 36,644.44
143. Jan 15, 11 804,772.67 280,379.82 0 0 0 0 35,689.25
144. Feb 15, 11 808,097.67 276,361.88 0 0 0 0 34,748.45
145. Mar 15, 11 873,995.96 272,281.26 0 0 0 0 33,836.58
146. Apr 15, 11 815,212.36 268,341.43 0 0 0 0 32,924.24
147. May 15, 11 839,214.99 264,407.10 0 0 0 0 32,030.83
148. Jun 15, 11 1,014,649.82 258,861.18 0 0 0 0 30,951.47
149. Jul 15, 11 845,980.42 255,018.41 0 0 0 0 30,094.24
150. Aug 15, 11 829,217.25 251,244.86 0 0 0 0 29,245.83
151. Sep 15, 11 832,717.31 247,508.21 0 0 0 0 28,410.27
152. Oct 15, 11 856,254.78 243,777.69 0 0 0 0 27,592.61
153. Nov 15, 11 839,918.54 240,113.94 0 0 0 0 26,782.71
154. Dec 15, 11 963,378.28 235,581.50 0 0 0 0 25,897.87
155. Jan 15, 12 847,221.24 231,996.98 0 0 0 0 25,115.29
156. Feb 15, 12 850,849.69 228,447.67 0 0 0 0 24,345.03
157. Mar 15, 12 893,354.88 224,876.98 0 0 0 0 23,596.76
158. Apr 15, 12 858,428.12 221,397.27 0 0 0 0 22,850.92
159. May 15, 12 881,322.69 217,924.59 0 0 0 0 22,121.99
160. Jun 15, 12 1,061,298.24 381,606.77 0 0 0 0 21,238.69
161. Jul 15, 12 889,023.88 543,224.09 0 0 0 0 20,534.86
162. Aug 15, 12 873,300.21 536,270.21 0 0 0 0 19,838.28
163. Sep 15, 12 876,402.75 529,382.93 0 0 0 0 19,154.01
164. Oct 15, 12 897,994.79 522,501.73 0 0 0 0 18,486.74
165. Nov 15, 12 882,797.84 515,746.00 0 0 0 0 17,826.78
166. Dec 15, 12 995,093.76 508,201.71 0 0 0 0 17,116.78
167. Jan 15, 13 889,291.79 501,582.14 0 0 0 0 16,481.11
168. Feb 15, 13 892,520.04 495,026.16 0 0 0 338.81 15,555.78
169. Mar 15, 13 949,334.99 526,931.18 0 0 0 365.39 14,994.60
170. Apr 15, 13 899,702.35 520,065.79 0 0 0 30.23 14,483.73
171. May 15, 13 22,073,816.47 547,888.74 0 0 0 2.07 13,979.34
172. Jun 15, 13 27,266,021.06 512,767.58 0 0 0 1.54 13,375.18
173. Jul 15, 13 3,901,838.27 431,537.79 0 0 0 419.48 11,787.24
174. Aug 15, 13 13,705,152.28 426,812.88 0 0 0 410.1 11,356.56
175. Sep 15, 13 12,237,024.82 358,482.25 0 0 0 400.81 10,934.86
176. Oct 15, 13 545,462.76 251,837.11 0 0 0 392.04 10,518.50
177. Nov 15, 13 2,638,873.83 247,900.80 0 0 0 383.44 10,112.41
178. Dec 15, 13 729,526.61 257,401.42 0 0 0 374.84 9,613.45
179. Jan 15, 14 539,001.45 253,401.51 0 0 0 366.41 9,229.08
180. Feb 15, 14 540,526.10 249,440.74 0 0 0 358.07 8,853.38
181. Mar 15, 14 556,694.30 245,417.49 0 0 0 349.58 8,483.11
182. Apr 15, 14 543,710.71 241,534.15 0 0 0 341.4 8,124.54
183. May 15, 14 551,111.08 237,656.22 0 0 0 333.24 7,773.40
<CAPTION>
0 CPR
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
138. Aug 15, 10 40,737.44 7,652.37 1,285,495.87 2,375,910.66
139. Sep 15, 10 39,720.70 7,609.53 1,277,777.57 2,367,169.37
140. Oct 15, 10 38,723.74 7,566.78 1,248,638.99 2,358,482.87
141. Nov 15, 10 37,736.71 7,523.34 1,262,276.93 2,349,913.86
142. Dec 15, 10 36,644.44 7,480.73 1,233,295.93 2,454,132.60
143. Jan 15, 11 35,689.25 7,420.80 1,246,057.82 2,331,210.31
144. Feb 15, 11 34,748.45 7,378.46 1,238,451.64 2,322,911.18
145. Mar 15, 11 33,836.58 7,336.19 1,168,330.31 2,314,607.53
146. Apr 15, 11 32,924.24 7,291.78 1,222,919.35 2,306,473.13
147. May 15, 11 32,030.83 7,249.62 1,194,769.76 2,298,391.85
148. Jun 15, 11 30,951.47 7,206.78 1,207,514.80 2,481,025.81
149. Jul 15, 11 30,094.24 7,136.57 1,178,495.38 2,279,494.20
150. Aug 15, 11 29,245.83 7,094.09 1,191,251.23 2,271,713.33
151. Sep 15, 11 28,410.27 7,052.37 1,183,784.32 2,264,009.85
152. Oct 15, 11 27,592.61 7,010.68 1,156,325.28 2,256,357.75
153. Nov 15, 11 26,782.71 6,968.34 1,168,774.84 2,248,807.31
154. Dec 15, 11 25,897.87 6,926.73 1,141,487.25 2,340,447.03
155. Jan 15, 12 25,115.29 6,869.82 1,153,133.32 2,232,351.54
156. Feb 15, 12 24,345.03 6,828.41 1,145,743.04 2,225,040.40
157. Mar 15, 12 23,596.76 6,787.02 1,099,524.17 2,217,756.03
158. Apr 15, 12 22,850.92 6,744.30 1,130,765.59 2,210,590.98
159. May 15, 12 22,121.99 6,702.95 1,104,228.30 2,203,475.58
160. Jun 15, 12 21,238.69 6,660.96 1,115,789.07 2,558,694.08
161. Jul 15, 12 20,534.86 6,585.27 1,087,356.55 2,519,604.52
162. Aug 15, 12 19,838.28 6,531.87 1,096,860.77 2,506,431.19
163. Sep 15, 12 19,154.01 6,479.30 1,087,599.38 2,493,385.06
164. Oct 15, 12 18,486.74 6,426.88 1,059,913.33 2,480,409.85
165. Nov 15, 12 17,826.78 6,373.98 1,069,071.03 2,467,614.87
166. Dec 15, 12 17,116.78 6,321.88 1,041,688.28 2,544,983.74
167. Jan 15, 13 16,481.11 6,255.99 1,050,069.89 2,440,943.82
168. Feb 15, 13 15,894.59 6,204.30 1,041,020.42 2,428,566.63
169. Mar 15, 13 15,359.99 6,152.75 978,894.73 2,455,160.90
170. Apr 15, 13 14,513.97 6,098.12 1,022,202.07 2,441,970.21
171. May 15, 13 13,981.41 6,045.49 995,631.91 23,617,337.11
172. Jun 15, 13 13,376.73 5,250.82 875,512.55 28,654,301.19
173. Jul 15, 13 12,206.72 4,256.19 697,178.24 5,030,554.31
174. Aug 15, 13 11,766.66 4,101.83 681,708.61 14,813,673.78
175. Sep 15, 13 11,335.67 3,604.55 591,084.70 13,186,591.78
176. Oct 15, 13 10,910.54 3,161.06 510,006.58 1,307,306.45
177. Nov 15, 13 10,495.85 3,130.54 510,254.77 3,397,029.39
178. Dec 15, 13 9,988.29 3,026.91 486,882.17 1,473,810.21
179. Jan 15, 14 9,595.49 2,968.94 485,423.56 1,277,826.52
180. Feb 15, 14 9,211.45 2,938.84 480,066.65 1,270,033.49
181. Mar 15, 14 8,832.69 2,908.85 460,101.62 1,262,213.41
182. Apr 15, 14 8,465.94 2,878.45 469,330.26 1,254,575.11
183. May 15, 14 8,106.63 2,848.66 459,310.08 1,248,077.39
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
0 CPR
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
184. Jun 15, 14 1,150,261.97 619,848.68 1,770,110.65 99,869,633.36
185. Jul 15, 14 858,073.07 605,295.45 1,463,368.52 99,011,560.29
186. Aug 15, 14 855,731.80 607,666.75 1,463,398.55 98,155,828.49
187. Sep 15, 14 860,979.57 602,448.93 1,463,428.50 97,294,848.92
188. Oct 15, 14 873,624.00 589,834.64 1,463,458.64 96,421,224.92
189. Nov 15, 14 871,620.02 591,869.19 1,463,489.21 95,549,604.90
190. Dec 15, 14 2,290,936.31 579,353.57 2,870,289.88 93,258,668.60
191. Jan 15, 15 882,391.11 572,885.40 1,455,276.51 92,376,277.48
192. Feb 15, 15 887,803.31 567,504.08 1,455,307.40 91,488,474.17
193. Mar 15, 15 914,103.13 541,235.34 1,455,338.47 90,574,371.04
194. Apr 15, 15 898,863.22 556,507.25 1,455,370.46 89,675,507.82
195. May 15, 15 911,156.52 544,245.40 1,455,401.92 88,764,351.30
196. Jun 15, 15 909,968.89 545,464.93 1,455,433.82 87,854,382.42
197. Jul 15, 15 922,159.56 533,306.10 1,455,465.66 86,932,222.85
198. Aug 15, 15 921,210.95 534,286.99 1,455,497.94 86,011,011.91
199. Sep 15, 15 926,862.67 528,667.52 1,455,530.18 85,084,149.24
200. Oct 15, 15 938,897.57 516,665.05 1,455,562.62 84,145,251.67
201. Nov 15, 15 938,312.20 517,283.28 1,455,595.48 83,206,939.46
202. Dec 15, 15 1,612,814.07 505,387.02 2,118,201.09 81,594,125.39
203. Jan 15, 16 949,902.37 501,862.17 1,451,764.54 80,644,223.02
204. Feb 15, 16 955,731.13 496,066.66 1,451,797.79 79,688,491.89
205. Mar 15, 16 973,403.29 478,427.95 1,451,831.24 78,715,088.60
206. Apr 15, 16 967,573.78 484,291.53 1,451,865.31 77,747,514.82
207. May 15, 16 979,232.14 472,667.04 1,451,899.17 76,768,282.68
208. Jun 15, 16 8,587,462.19 472,410.00 9,059,872.19 68,180,820.49
209. Jul 15, 16 4,071,878.65 416,149.02 4,488,027.67 64,108,941.85
210. Aug 15, 16 1,887,116.40 393,193.17 2,280,309.57 62,221,825.45
211. Sep 15, 16 985,456.54 380,735.31 1,366,191.85 61,236,368.91
212. Oct 15, 16 995,815.17 370,411.17 1,366,226.34 60,240,553.74
213. Nov 15, 16 4,467,738.36 368,670.81 4,836,409.18 55,772,815.38
214. Dec 15, 16 996,311.59 334,199.95 1,330,511.53 54,776,503.79
215. Jan 15, 17 999,073.60 331,472.80 1,330,546.40 53,777,430.20
216. Feb 15, 17 1,005,180.03 325,401.34 1,330,581.37 52,772,250.16
217. Mar 15, 17 1,020,491.29 310,125.26 1,330,616.55 51,751,758.88
218. Apr 15, 17 1,017,562.48 313,089.79 1,330,652.27 50,734,196.40
219. May 15, 17 1,026,652.79 304,035.09 1,330,687.88 49,707,543.60
220. Jun 15, 17 1,030,058.48 300,665.33 1,330,723.82 48,677,485.12
221. Jul 15, 17 1,039,039.06 291,720.81 1,330,759.87 47,638,446.06
222. Aug 15, 17 1,042,707.33 288,088.90 1,330,796.23 46,595,738.73
223. Sep 15, 17 1,049,081.80 281,750.93 1,330,832.73 45,546,656.93
224. Oct 15, 17 1,057,895.47 272,973.98 1,330,869.45 44,488,761.46
225. Nov 15, 17 1,061,963.34 268,943.14 1,330,906.47 43,426,798.13
226. Dec 15, 17 1,070,662.24 260,279.73 1,330,941.97 42,356,135.88
227. Jan 15, 18 960,727.55 255,978.67 1,216,706.22 41,395,408.33
228. Feb 15, 18 1,573,850.88 250,194.97 1,824,045.85 39,821,557.46
229. Mar 15, 18 912,870.50 235,147.55 1,148,018.05 38,908,686.96
<CAPTION>
0 CPR
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
184. Jun 15, 14 1,150,261.97 0 0 0 0 0 0
185. Jul 15, 14 858,073.07 0 0 0 0 0 0
186. Aug 15, 14 855,731.80 0 0 0 0 0 0
187. Sep 15, 14 860,979.57 0 0 0 0 0 0
188. Oct 15, 14 873,624.00 0 0 0 0 0 0
189. Nov 15, 14 871,620.02 0 0 0 0 0 0
190. Dec 15, 14 2,290,936.31 0 0 0 0 0 0
191. Jan 15, 15 882,391.11 0 0 0 0 0 0
192. Feb 15, 15 887,803.31 0 0 0 0 0 0
193. Mar 15, 15 914,103.13 0 0 0 0 0 0
194. Apr 15, 15 898,863.22 0 0 0 0 0 0
195. May 15, 15 911,156.52 0 0 0 0 0 0
196. Jun 15, 15 909,968.89 0 0 0 0 0 0
197. Jul 15, 15 922,159.56 0 0 0 0 0 0
198. Aug 15, 15 921,210.95 0 0 0 0 0 0
199. Sep 15, 15 926,862.67 0 0 0 0 0 0
200. Oct 15, 15 938,897.57 0 0 0 0 0 0
201. Nov 15, 15 938,312.20 0 0 0 0 0 0
202. Dec 15, 15 1,612,814.07 0 0 0 0 0 0
203. Jan 15, 16 949,902.37 0 0 0 0 0 0
204. Feb 15, 16 955,731.13 0 0 0 0 0 0
205. Mar 15, 16 973,403.29 0 0 0 0 0 0
206. Apr 15, 16 967,573.78 0 0 0 0 0 0
207. May 15, 16 979,232.14 0 0 0 0 0 0
208. Jun 15, 16 8,587,462.19 0 0 0 0 0 0
209. Jul 15, 16 4,071,878.65 0 0 0 0 0 0
210. Aug 15, 16 1,887,116.40 0 0 0 0 0 0
211. Sep 15, 16 985,456.54 0 0 0 0 0 0
212. Oct 15, 16 995,815.17 0 0 0 0 0 0
213. Nov 15, 16 4,467,738.36 0 0 0 0 0 0
214. Dec 15, 16 996,311.59 0 0 0 0 0 0
215. Jan 15, 17 999,073.60 0 0 0 0 0 0
216. Feb 15, 17 1,005,180.03 0 0 0 0 0 0
217. Mar 15, 17 1,020,491.29 0 0 0 0 0 0
218. Apr 15, 17 1,017,562.48 0 0 0 0 0 0
219. May 15, 17 1,026,652.79 0 0 0 0 0 0
220. Jun 15, 17 1,030,058.48 0 0 0 0 0 0
221. Jul 15, 17 1,039,039.06 0 0 0 0 0 0
222. Aug 15, 17 1,042,707.33 0 0 0 0 0 0
223. Sep 15, 17 1,049,081.80 0 0 0 0 0 0
224. Oct 15, 17 1,057,895.47 0 0 0 0 0 0
225. Nov 15, 17 1,061,963.34 0 0 0 0 0 0
226. Dec 15, 17 1,070,662.24 0 0 0 0 0 0
227. Jan 15, 18 960,727.55 0 0 0 0 0 0
228. Feb 15, 18 1,573,850.88 0 0 0 0 0 0
229. Mar 15, 18 912,870.50 0 0 0 0 0 0
<CAPTION>
0 CPR
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
184. Jun 15, 14 0 4,658.70 624,507.38 1,774,769.35
185. Jul 15, 14 0 4,584.13 609,879.58 1,467,952.65
186. Aug 15, 14 0 4,554.10 612,220.85 1,467,952.65
187. Sep 15, 14 0 4,524.15 606,973.08 1,467,952.65
188. Oct 15, 14 0 4,494.01 594,328.65 1,467,952.65
189. Nov 15, 14 0 4,463.44 596,332.63 1,467,952.65
190. Dec 15, 14 0 4,432.93 583,786.50 2,874,722.81
191. Jan 15, 15 0 4,194.49 577,079.89 1,459,471.00
192. Feb 15, 15 0 4,163.60 571,667.69 1,459,471.00
193. Mar 15, 15 0 4,132.53 545,367.87 1,459,471.00
194. Apr 15, 15 0 4,100.54 560,607.78 1,459,471.00
195. May 15, 15 0 4,069.08 548,314.48 1,459,471.00
196. Jun 15, 15 0 4,037.18 549,502.11 1,459,471.00
197. Jul 15, 15 0 4,005.34 537,311.44 1,459,471.00
198. Aug 15, 15 0 3,973.06 538,260.05 1,459,471.00
199. Sep 15, 15 0 3,940.82 532,608.33 1,459,471.00
200. Oct 15, 15 0 3,908.38 520,573.43 1,459,471.00
201. Nov 15, 15 0 3,875.52 521,158.80 1,459,471.00
202. Dec 15, 15 0 3,842.68 509,229.70 2,122,043.77
203. Jan 15, 16 0 3,711.69 505,573.86 1,455,476.23
204. Feb 15, 16 0 3,678.44 499,745.10 1,455,476.23
205. Mar 15, 16 0 3,644.99 482,072.94 1,455,476.23
206. Apr 15, 16 0 3,610.92 487,902.45 1,455,476.23
207. May 15, 16 0 3,577.06 476,244.09 1,455,476.23
208. Jun 15, 16 0 3,542.78 475,952.79 9,063,414.98
209. Jul 15, 16 0 2,386.33 418,535.35 4,490,414.00
210. Aug 15, 16 0 2,243.81 395,436.98 2,282,553.38
211. Sep 15, 16 0 2,177.76 382,913.07 1,368,369.61
212. Oct 15, 16 0 2,143.27 372,554.44 1,368,369.61
213. Nov 15, 16 0 2,108.42 370,779.23 4,838,517.60
214. Dec 15, 16 0 1,952.05 336,151.99 1,332,463.58
215. Jan 15, 17 0 1,917.18 333,389.98 1,332,463.58
216. Feb 15, 17 0 1,882.21 327,283.55 1,332,463.58
217. Mar 15, 17 0 1,847.03 311,972.29 1,332,463.58
218. Apr 15, 17 0 1,811.31 314,901.10 1,332,463.58
219. May 15, 17 0 1,775.70 305,810.79 1,332,463.58
220. Jun 15, 17 0 1,739.76 302,405.10 1,332,463.58
221. Jul 15, 17 0 1,703.71 293,424.52 1,332,463.58
222. Aug 15, 17 0 1,667.35 289,756.25 1,332,463.58
223. Sep 15, 17 0 1,630.85 283,381.78 1,332,463.58
224. Oct 15, 17 0 1,594.13 274,568.11 1,332,463.58
225. Nov 15, 17 0 1,557.11 270,500.24 1,332,463.58
226. Dec 15, 17 0 1,519.94 261,799.67 1,332,461.91
227. Jan 15, 18 0 1,482.46 257,461.13 1,218,188.68
228. Feb 15, 18 0 1,448.84 251,643.81 1,825,494.69
229. Mar 15, 18 0 1,393.75 236,541.30 1,149,411.80
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
10 CPR after YM
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
184. Jun 15, 14 1,294,145.43 601,170.22 1,895,315.65 96,919,805.21
185. Jul 15, 14 998,757.75 585,710.58 1,584,468.33 95,921,047.46
186. Aug 15, 14 993,776.22 586,834.18 1,580,610.40 94,927,271.24
187. Sep 15, 14 996,140.79 580,647.07 1,576,787.86 93,931,130.45
188. Oct 15, 14 1,005,568.39 567,409.16 1,572,977.55 92,925,562.07
189. Nov 15, 14 1,001,035.53 568,190.12 1,569,225.65 91,924,526.54
190. Dec 15, 14 2,417,124.18 555,131.76 2,972,255.93 89,507,402.36
191. Jan 15, 15 1,006,121.01 547,407.88 1,553,528.89 88,501,281.35
192. Feb 15, 15 1,008,724.75 541,155.28 1,549,880.04 87,492,556.60
193. Mar 15, 15 1,030,886.75 515,313.69 1,546,200.44 86,461,669.85
194. Apr 15, 15 1,014,137.41 528,482.31 1,542,619.71 85,447,532.44
195. May 15, 15 1,023,180.34 515,870.29 1,539,050.64 84,424,352.10
196. Jun 15, 15 1,019,700.30 515,835.34 1,535,535.64 83,404,651.80
197. Jul 15, 15 1,028,633.25 503,289.38 1,531,922.63 82,376,018.55
198. Aug 15, 15 1,025,454.11 503,021.91 1,528,476.02 81,350,564.44
199. Sep 15, 15 1,028,393.36 496,667.86 1,525,061.23 80,322,171.08
200. Oct 15, 15 1,037,161.31 484,497.50 1,521,658.81 79,285,009.77
201. Nov 15, 15 1,034,433.68 483,873.81 1,518,307.49 78,250,576.09
202. Dec 15, 15 1,705,663.62 471,877.52 2,177,541.13 76,544,912.47
203. Jan 15, 16 1,040,665.33 467,116.83 1,507,782.16 75,504,247.14
204. Feb 15, 16 1,043,844.63 460,678.84 1,504,523.47 74,460,402.51
205. Mar 15, 16 1,057,598.91 443,660.30 1,501,259.22 73,402,803.60
206. Apr 15, 16 1,050,379.85 447,681.62 1,498,061.46 72,352,423.75
207. May 15, 16 1,058,757.98 436,117.81 1,494,875.78 71,293,665.77
208. Jun 15, 16 8,665,029.88 434,646.20 9,099,676.08 62,628,635.89
209. Jul 15, 16 3,311,265.64 378,434.69 3,689,700.34 59,317,370.25
210. Aug 15, 16 1,697,238.50 360,359.79 2,057,598.29 57,620,131.75
211. Sep 15, 16 1,033,551.07 349,266.66 1,382,817.73 56,586,580.67
212. Oct 15, 16 1,041,295.43 339,048.76 1,380,344.19 55,545,285.24
213. Nov 15, 16 3,571,100.42 336,541.81 3,907,642.23 51,974,184.83
214. Dec 15, 16 1,018,559.33 308,790.81 1,327,350.14 50,955,625.50
215. Jan 15, 17 1,019,772.99 305,671.97 1,325,444.96 49,935,852.51
216. Feb 15, 17 1,024,102.75 299,455.25 1,323,558.00 48,911,749.76
217. Mar 15, 17 1,036,918.95 284,757.27 1,321,676.22 47,874,830.80
218. Apr 15, 17 1,032,932.86 286,892.91 1,319,825.77 46,841,897.94
219. May 15, 17 1,040,023.72 277,965.06 1,317,988.78 45,801,874.22
220. Jun 15, 17 1,041,911.87 274,261.81 1,316,173.68 44,759,962.36
221. Jul 15, 17 1,048,905.93 265,408.53 1,314,314.46 43,711,056.43
222. Aug 15, 17 1,051,066.65 261,471.55 1,312,538.20 42,659,989.78
223. Sep 15, 17 1,055,704.95 255,074.10 1,310,779.05 41,604,284.83
224. Oct 15, 17 1,064,152.54 246,481.15 1,310,633.69 40,540,132.29
225. Nov 15, 17 1,065,123.49 242,172.41 1,307,295.90 39,475,008.80
226. Dec 15, 17 1,070,272.94 233,712.47 1,303,985.42 38,404,735.85
227. Jan 15, 18 964,548.76 229,181.29 1,193,730.06 37,440,187.09
228. Feb 15, 18 1,575,053.34 223,371.21 1,798,424.55 35,865,133.75
229. Mar 15, 18 920,539.73 208,983.68 1,129,523.42 34,944,594.02
<CAPTION>
10 CPR after YM
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
184. Jun 15, 14 1,138,382.47 155,762.96 0 0 0 786.57 0
185. Jul 15, 14 845,113.11 153,644.65 0 0 0 613.77 0
186. Aug 15, 14 842,206.05 151,570.17 0 0 0 598.58 0
187. Sep 15, 14 846,625.45 149,515.34 0 0 0 583.54 0
188. Oct 15, 14 858,111.39 147,457.00 0 0 0 568.53 0
189. Nov 15, 14 855,594.55 145,440.98 0 0 0 553.79 0
190. Dec 15, 14 2,273,702.43 143,421.75 0 0 0 539.09 0
191. Jan 15, 15 864,677.15 141,443.86 0 0 0 524.66 0
192. Feb 15, 15 869,240.00 139,484.75 0 0 0 510.37 0
193. Mar 15, 15 893,406.71 137,480.04 0 0 0 495.91 0
194. Apr 15, 15 878,579.28 135,558.13 0 0 0 481.91 0
195. May 15, 15 889,546.63 133,633.71 0 0 0 467.96 0
196. Jun 15, 15 887,952.04 131,748.26 0 0 0 454.25 0
197. Jul 15, 15 898,772.68 129,860.57 0 0 0 330.44 0
198. Aug 15, 15 897,443.19 128,010.92 0 0 0 320.37 0
199. Sep 15, 15 902,214.46 126,178.91 0 0 0 310.41 0
200. Oct 15, 15 912,816.24 124,345.07 0 0 0 300.48 0
201. Nov 15, 15 911,885.77 122,547.91 0 0 0 290.72 0
202. Dec 15, 15 1,584,914.43 120,749.19 0 0 0 281 0
203. Jan 15, 16 921,679.07 118,986.26 0 0 0 271.44 0
204. Feb 15, 16 926,604.42 117,240.21 0 0 0 261.98 0
205. Mar 15, 16 942,123.86 115,475.05 0 0 0 252.51 0
206. Apr 15, 16 936,617.49 113,762.36 0 0 0 243.25 0
207. May 15, 16 946,709.26 112,048.72 0 0 0 234.03 0
208. Jun 15, 16 8,554,661.12 110,368.76 0 0 0 224.96 0
209. Jul 15, 16 3,202,577.56 108,688.09 0 0 0 143.96 0
210. Aug 15, 16 1,609,771.44 87,467.06 0 0 0 138.04 0
211. Sep 15, 16 953,233.67 80,317.41 0 0 0 132.18 0
212. Oct 15, 16 962,307.75 78,987.68 0 0 0 126.35 0
213. Nov 15, 16 3,493,419.38 77,681.03 0 0 0 120.62 0
214. Dec 15, 16 964,222.57 54,336.76 0 0 0 114.92 0
215. Jan 15, 17 966,456.61 53,316.38 0 0 0 109.3 0
216. Feb 15, 17 971,796.64 52,306.11 0 0 0 103.75 0
217. Mar 15, 17 985,626.00 51,292.95 0 0 0 98.18 0
218. Apr 15, 17 982,630.17 50,302.69 0 0 0 92.74 0
219. May 15, 17 990,705.52 49,318.20 0 0 0 87.34 0
220. Jun 15, 17 993,564.31 48,347.56 0 0 0 82.02 0
221. Jul 15, 17 1,001,523.19 47,382.74 0 0 0 19.04 0
222. Aug 15, 17 1,004,635.28 46,431.37 0 0 0 17.73 0
223. Sep 15, 17 1,010,215.46 45,489.49 0 0 0 16.44 0
224. Oct 15, 17 1,017,998.76 46,153.78 0 0 0 15.17 0
225. Nov 15, 17 1,020,697.28 44,426.21 0 0 0 13.9 0
226. Dec 15, 17 1,027,559.74 42,713.20 0 0 0 12.65 0
227. Jan 15, 18 918,640.07 45,908.70 0 0 0 11.42 0
228. Feb 15, 18 1,530,510.33 44,543.01 0 0 0 10.19 0
229. Mar 15, 18 867,601.68 52,938.05 0 0 0 8.98 0
<CAPTION>
10 CPR after YM
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
184. Jun 15, 14 786.57 4,560.49 605,730.71 1,899,876.14
185. Jul 15, 14 613.77 4,480.89 590,191.46 1,588,949.22
186. Aug 15, 14 598.58 4,445.93 591,280.11 1,585,056.33
187. Sep 15, 14 583.54 4,411.15 585,058.22 1,581,199.01
188. Oct 15, 14 568.53 4,376.28 571,785.45 1,577,353.83
189. Nov 15, 14 553.79 4,341.09 572,531.21 1,573,566.74
190. Dec 15, 14 539.09 4,306.05 559,437.81 2,976,561.98
191. Jan 15, 15 524.66 4,063.19 551,471.07 1,557,592.08
192. Feb 15, 15 510.37 4,027.98 545,183.26 1,553,908.01
193. Mar 15, 15 495.91 3,992.67 519,306.36 1,550,193.11
194. Apr 15, 15 481.91 3,956.59 532,438.90 1,546,576.30
195. May 15, 15 467.96 3,921.10 519,791.39 1,542,971.73
196. Jun 15, 15 454.25 3,885.28 519,720.63 1,539,420.92
197. Jul 15, 15 330.44 3,849.60 507,138.97 1,535,772.22
198. Aug 15, 15 320.37 3,813.59 506,835.50 1,532,289.61
199. Sep 15, 15 310.41 3,777.70 500,445.57 1,528,838.93
200. Oct 15, 15 300.48 3,741.71 488,239.21 1,525,400.52
201. Nov 15, 15 290.72 3,705.41 487,579.22 1,522,012.90
202. Dec 15, 15 281 3,669.20 475,546.72 2,181,210.34
203. Jan 15, 16 271.44 3,534.97 470,651.80 1,511,317.13
204. Feb 15, 16 261.98 3,498.54 464,177.38 1,508,022.01
205. Mar 15, 16 252.51 3,462.01 447,122.31 1,504,721.22
206. Apr 15, 16 243.25 3,424.99 451,106.61 1,501,486.46
207. May 15, 16 234.03 3,388.23 439,506.03 1,498,264.01
208. Jun 15, 16 224.96 3,351.17 437,997.37 9,103,027.25
209. Jul 15, 16 143.96 2,192.00 380,626.70 3,691,892.34
210. Aug 15, 16 138.04 2,076.11 362,435.90 2,059,674.40
211. Sep 15, 16 132.18 2,016.70 351,283.36 1,384,834.43
212. Oct 15, 16 126.35 1,980.53 341,029.29 1,382,324.72
213. Nov 15, 16 120.62 1,944.08 338,485.90 3,909,586.31
214. Dec 15, 16 114.92 1,819.10 310,609.91 1,329,169.23
215. Jan 15, 17 109.3 1,783.45 307,455.42 1,327,228.41
216. Feb 15, 17 103.75 1,747.75 301,203.01 1,325,305.76
217. Mar 15, 17 98.18 1,711.91 286,469.18 1,323,388.13
218. Apr 15, 17 92.74 1,675.62 288,568.53 1,321,501.39
219. May 15, 17 87.34 1,639.47 279,604.52 1,319,628.24
220. Jun 15, 17 82.02 1,603.07 275,864.88 1,317,776.74
221. Jul 15, 17 19.04 1,566.60 266,975.13 1,315,881.06
222. Aug 15, 17 17.73 1,529.89 263,001.44 1,314,068.09
223. Sep 15, 17 16.44 1,493.10 256,567.20 1,312,272.15
224. Oct 15, 17 15.17 1,456.15 247,937.30 1,312,089.84
225. Nov 15, 17 13.9 1,418.90 243,591.31 1,308,714.80
226. Dec 15, 17 12.65 1,381.63 235,094.10 1,305,367.04
227. Jan 15, 18 11.42 1,344.17 230,525.46 1,195,074.23
228. Feb 15, 18 10.19 1,310.41 224,681.62 1,799,734.96
229. Mar 15, 18 8.98 1,255.28 210,238.96 1,130,778.70
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
184. Jun 15, 14 851,605.41 455,905.21 1,307,510.62 72,279,579.19
185. Jul 15, 14 783,625.82 445,622.15 1,229,247.98 71,495,953.37
186. Aug 15, 14 776,934.68 445,020.51 1,221,955.18 70,719,018.69
187. Sep 15, 14 774,867.62 439,867.55 1,214,735.16 69,944,151.07
188. Oct 15, 14 777,227.95 430,328.57 1,207,556.52 69,166,923.12
189. Nov 15, 14 770,881.97 429,598.67 1,200,480.64 68,396,041.15
190. Dec 15, 14 1,078,522.64 420,127.98 1,498,650.62 67,317,518.52
191. Jan 15, 15 764,425.32 417,523.36 1,181,948.68 66,553,093.20
192. Feb 15, 15 762,628.73 412,500.14 1,175,128.86 65,790,464.47
193. Mar 15, 15 773,067.99 395,224.98 1,168,292.97 65,017,396.48
194. Apr 15, 15 759,178.84 402,431.77 1,161,610.61 64,258,217.64
195. May 15, 15 761,465.17 393,502.90 1,154,968.07 63,496,752.47
196. Jun 15, 15 755,922.56 392,497.30 1,148,419.86 62,740,829.91
197. Jul 15, 15 758,183.54 383,689.10 1,141,872.64 61,982,646.37
198. Aug 15, 15 752,856.60 382,632.33 1,135,488.92 61,229,789.77
199. Sep 15, 15 751,394.53 377,775.42 1,129,169.95 60,478,395.24
200. Oct 15, 15 753,619.77 369,270.72 1,122,890.49 59,724,775.47
201. Nov 15, 15 748,610.62 368,089.10 1,116,699.72 58,976,164.85
202. Dec 15, 15 880,230.37 359,706.55 1,239,936.93 58,095,934.47
203. Jan 15, 16 744,881.28 357,682.11 1,102,563.40 57,351,053.19
204. Feb 15, 16 743,661.29 352,916.85 1,096,578.14 56,607,391.90
205. Mar 15, 16 749,195.87 341,413.12 1,090,608.99 55,858,196.03
206. Apr 15, 16 741,358.64 343,387.07 1,084,745.71 55,116,837.39
207. May 15, 16 743,517.54 335,403.20 1,078,920.74 54,373,319.86
208. Jun 15, 16 2,149,003.71 333,630.67 2,482,634.38 52,224,316.15
209. Jul 15, 16 2,974,961.45 317,468.92 3,292,430.37 49,249,354.70
210. Aug 15, 16 1,358,323.64 299,641.17 1,657,964.81 47,891,031.06
211. Sep 15, 16 690,321.91 290,526.05 980,847.96 47,200,709.14
212. Oct 15, 16 692,186.61 283,876.70 976,063.31 46,508,522.54
213. Nov 15, 16 3,219,214.71 281,865.36 3,501,080.07 43,289,307.83
214. Dec 15, 16 660,888.07 257,641.88 918,529.95 42,628,419.76
215. Jan 15, 17 659,209.86 255,185.77 914,395.63 41,969,209.90
216. Feb 15, 17 659,198.11 251,107.41 910,305.52 41,310,011.78
217. Mar 15, 17 663,784.11 242,454.36 906,238.47 40,646,227.67
218. Apr 15, 17 659,295.09 242,941.07 902,236.15 39,986,932.58
219. May 15, 17 660,842.25 237,428.19 898,270.44 39,326,090.33
220. Jun 15, 17 659,536.40 234,817.27 894,353.68 38,666,553.93
221. Jul 15, 17 661,085.93 229,362.41 890,448.33 38,005,468.00
222. Aug 15, 17 659,926.29 226,691.89 886,618.18 37,345,541.71
223. Sep 15, 17 660,175.34 222,655.56 882,830.90 36,685,366.37
224. Oct 15, 17 661,729.53 217,345.73 879,075.26 36,023,636.84
225. Nov 15, 17 660,786.48 214,585.25 875,371.74 35,362,850.36
226. Dec 15, 17 662,341.94 209,361.60 871,703.54 34,700,508.42
227. Jan 15, 18 613,389.33 206,532.56 819,921.89 34,087,119.09
228. Feb 15, 18 1,236,643.20 202,826.05 1,439,469.25 32,850,475.89
229. Mar 15, 18 568,146.63 192,226.40 760,373.02 32,282,329.26
<CAPTION>
0 CPR
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
184. Jun 15, 14 618,371.90 233,233.51 0 0 0 325.23 7,400.89
185. Jul 15, 14 554,188.59 229,437.23 0 0 0 253.78 7,071.26
186. Aug 15, 14 551,225.02 225,709.66 0 0 0 247.5 6,750.31
187. Sep 15, 14 552,848.85 222,018.76 0 0 0 241.29 6,437.07
188. Oct 15, 14 558,893.80 218,334.15 0 0 0 235.09 6,130.69
189. Nov 15, 14 556,166.27 214,715.70 0 0 0 229 5,832.67
190. Dec 15, 14 870,111.18 208,411.45 0 0 0 222.92 5,437.34
191. Jan 15, 15 559,537.64 204,887.68 0 0 0 216.96 5,160.34
192. Feb 15, 15 561,229.97 201,398.75 0 0 0 211.05 4,890.65
193. Mar 15, 15 575,206.45 197,861.54 0 0 0 205.07 4,626.36
194. Apr 15, 15 564,737.28 194,441.56 0 0 0 199.29 4,371.12
195. May 15, 15 570,436.32 191,028.85 0 0 0 193.52 4,122.42
196. Jun 15, 15 568,246.12 187,676.44 0 0 0 187.86 3,881.31
197. Jul 15, 15 573,851.91 184,331.63 0 0 0 508.8 3,281.19
198. Aug 15, 15 571,811.00 181,045.59 0 0 0 501.38 3,088.27
199. Sep 15, 15 573,602.27 177,792.26 0 0 0 494.04 2,901.96
200. Oct 15, 15 579,072.78 174,546.99 0 0 0 486.74 2,721.77
201. Nov 15, 15 577,252.39 171,358.23 0 0 0 479.54 2,548.46
202. Dec 15, 15 713,193.82 167,036.55 0 0 0 443.84 2,381.19
203. Jan 15, 16 580,960.10 163,921.18 0 0 0 437.03 2,221.70
204. Feb 15, 16 582,824.31 160,836.98 0 0 0 430.28 2,068.47
205. Mar 15, 16 591,456.53 157,739.33 0 0 0 423.55 1,920.63
206. Apr 15, 16 586,641.93 154,716.71 0 0 0 416.93 1,779.36
207. May 15, 16 591,814.44 151,703.09 0 0 0 410.36 1,643.85
208. Jun 15, 16 2,012,695.13 136,308.58 0 0 0 93.06 1,516.22
209. Jul 15, 16 2,841,497.10 133,464.34 0 0 0 59.56 1,394.36
210. Aug 15, 16 1,247,227.66 111,095.99 0 0 0 57.11 1,278.11
211. Sep 15, 16 587,510.46 102,811.45 0 0 0 54.69 1,167.22
212. Oct 15, 16 591,830.64 100,355.97 0 0 0 52.28 1,063.10
213. Nov 15, 16 3,121,275.69 97,939.02 0 0 0 49.91 964.22
214. Dec 15, 16 587,394.46 73,493.61 0 0 0 47.55 870.26
215. Jan 15, 17 587,822.81 71,387.05 0 0 0 45.23 781.27
216. Feb 15, 17 589,895.62 69,302.50 0 0 0 42.93 697.39
217. Mar 15, 17 596,564.91 67,219.20 0 0 0 40.63 618.32
218. Apr 15, 17 594,116.97 65,178.12 0 0 0 38.39 544.74
219. May 15, 17 597,690.16 63,152.09 0 0 0 36.15 476.16
220. Jun 15, 17 598,382.75 61,153.65 0 0 0 33.95 412.32
221. Jul 15, 17 601,915.57 59,170.36 0 0 0 6.64 353.51
222. Aug 15, 17 602,712.51 57,213.78 0 0 0 6.18 300.02
223. Sep 15, 17 604,897.50 55,277.84 0 0 0 14.59 243.84
224. Oct 15, 17 608,372.36 53,357.17 0 0 0 6.58 204.45
225. Nov 15, 17 609,324.54 51,461.94 0 0 0 5.7 168.73
226. Dec 15, 17 612,759.86 49,582.08 0 0 0 35.93 108.64
227. Jan 15, 18 565,430.18 47,959.15 0 0 0 31.16 79.83
228. Feb 15, 18 1,190,247.70 46,395.50 0 0 0 26.87 64.19
229. Mar 15, 18 523,310.36 44,836.27 0 0 0 4.05 50.16
<CAPTION>
0 CPR
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
184. Jun 15, 14 7,726.12 2,818.76 458,723.97 1,310,329.38
185. Jul 15, 14 7,325.04 2,778.84 448,401.00 1,232,026.82
186. Aug 15, 14 6,997.81 2,749.24 447,769.75 1,224,704.42
187. Sep 15, 14 6,678.36 2,719.89 442,587.44 1,217,455.05
188. Oct 15, 14 6,365.78 2,690.63 433,019.20 1,210,247.15
189. Nov 15, 14 6,061.67 2,661.31 432,259.97 1,203,141.94
190. Dec 15, 14 5,660.26 2,632.22 422,760.21 1,501,282.84
191. Jan 15, 15 5,377.30 2,558.04 420,081.40 1,184,506.72
192. Feb 15, 15 5,101.70 2,529.52 415,029.66 1,177,658.39
193. Mar 15, 15 4,831.44 2,501.08 397,726.06 1,170,794.05
194. Apr 15, 15 4,570.41 2,472.29 404,904.06 1,164,082.90
195. May 15, 15 4,315.94 2,444.00 395,946.90 1,157,412.07
196. Jun 15, 15 4,069.17 2,415.64 394,912.94 1,150,835.50
197. Jul 15, 15 3,789.98 2,387.50 386,076.60 1,144,260.14
198. Aug 15, 15 3,589.66 2,359.29 384,991.61 1,137,848.21
199. Sep 15, 15 3,396.00 2,331.28 380,106.70 1,131,501.23
200. Oct 15, 15 3,208.50 2,303.33 371,574.05 1,125,193.82
201. Nov 15, 15 3,028.00 2,275.32 370,364.43 1,118,975.05
202. Dec 15, 15 2,825.03 2,247.51 361,954.06 1,242,184.43
203. Jan 15, 16 2,658.73 2,200.54 359,882.65 1,104,763.93
204. Feb 15, 16 2,498.75 2,173.00 355,089.85 1,098,751.14
205. Mar 15, 16 2,344.18 2,145.53 343,558.65 1,092,754.51
206. Apr 15, 16 2,196.30 2,117.87 345,504.94 1,086,863.58
207. May 15, 16 2,054.21 2,090.50 337,493.70 1,081,011.23
208. Jun 15, 16 1,609.28 2,063.06 335,693.74 2,484,697.45
209. Jul 15, 16 1,453.92 1,827.85 319,296.77 3,294,258.22
210. Aug 15, 16 1,335.22 1,723.73 301,364.90 1,659,688.54
211. Sep 15, 16 1,221.90 1,676.19 292,202.24 982,524.15
212. Oct 15, 16 1,115.38 1,652.02 285,528.73 977,715.34
213. Nov 15, 16 1,014.13 1,627.80 283,493.16 3,502,707.87
214. Dec 15, 16 917.81 1,515.13 259,157.00 920,045.07
215. Jan 15, 17 826.5 1,491.99 256,677.77 915,887.63
216. Feb 15, 17 740.32 1,468.92 252,576.33 911,774.45
217. Mar 15, 17 658.96 1,445.85 243,900.21 907,684.32
218. Apr 15, 17 583.13 1,422.62 244,363.68 903,658.77
219. May 15, 17 512.31 1,399.54 238,827.73 899,669.98
220. Jun 15, 17 446.27 1,376.41 236,193.69 895,730.09
221. Jul 15, 17 360.15 1,353.33 230,715.74 891,801.66
222. Aug 15, 17 306.21 1,330.19 228,022.08 887,948.38
223. Sep 15, 17 258.43 1,307.09 223,962.65 884,137.99
224. Oct 15, 17 211.03 1,283.99 218,629.72 880,359.25
225. Nov 15, 17 174.44 1,260.83 215,846.08 876,632.56
226. Dec 15, 17 144.57 1,237.70 210,599.30 872,941.24
227. Jan 15, 18 110.99 1,214.52 207,747.08 821,136.41
228. Feb 15, 18 91.06 1,193.05 204,019.10 1,440,662.30
229. Mar 15, 18 54.22 1,149.77 193,376.16 761,522.79
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
0 CPR
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
230. Apr 15, 18 912,662.85 235,385.63 1,148,048.48 37,996,024.11
231. May 15, 18 4,547,406.65 228,163.53 4,775,570.18 33,448,617.46
232. Jun 15, 18 1,895,629.10 203,306.27 2,098,935.37 31,552,988.36
233. Jul 15, 18 630,660.67 190,924.48 821,585.15 30,922,327.69
234. Aug 15, 18 4,199,573.02 188,298.70 4,387,871.72 26,722,754.67
235. Sep 15, 18 1,956,685.28 163,338.66 2,120,023.95 24,766,069.38
236. Oct 15, 18 237,829.55 150,336.01 388,165.56 24,528,239.84
237. Nov 15, 18 238,285.95 149,887.94 388,173.88 24,289,953.89
238. Dec 15, 18 240,713.01 147,469.21 388,182.22 24,049,240.88
239. Jan 15, 19 241,202.52 146,986.78 388,189.30 23,808,038.36
240. Feb 15, 19 212,413.20 145,525.83 357,939.03 23,595,625.16
241. Mar 15, 19 216,559.17 141,387.30 357,946.46 23,379,066.00
242. Apr 15, 19 215,029.89 142,924.15 357,954.04 23,164,036.10
243. May 15, 19 217,274.05 140,687.52 357,961.57 22,946,762.05
244. Jun 15, 19 217,667.07 140,302.10 357,969.17 22,729,094.98
245. Jul 15, 19 219,909.95 138,066.84 357,976.79 22,509,185.03
246. Aug 15, 19 220,336.67 137,647.82 357,984.49 22,288,848.37
247. Sep 15, 19 221,680.99 136,311.21 357,992.20 22,067,167.38
248. Oct 15, 19 223,922.01 134,077.94 357,999.96 21,843,245.36
249. Nov 15, 19 224,399.95 133,607.85 358,007.80 21,618,845.42
250. Dec 15, 19 226,639.68 131,375.97 358,015.65 21,392,205.74
251. Jan 15, 20 227,152.34 130,871.24 358,023.58 21,165,053.40
252. Feb 15, 20 228,538.58 129,492.95 358,031.53 20,936,514.82
253. Mar 15, 20 231,619.50 126,420.04 358,039.53 20,704,895.32
254. Apr 15, 20 231,347.07 126,700.57 358,047.64 20,473,548.25
255. May 15, 20 233,583.46 124,472.28 358,055.74 20,239,964.79
256. Jun 15, 20 6,032,174.07 123,878.99 6,156,053.06 14,207,790.72
257. Jul 15, 20 1,113,950.70 88,383.29 1,202,333.99 13,093,840.01
258. Aug 15, 20 131,463.00 82,800.61 214,263.61 12,962,377.02
259. Sep 15, 20 132,301.75 81,966.45 214,268.21 12,830,075.26
260. Oct 15, 20 133,922.93 80,349.91 214,272.84 12,696,152.33
261. Nov 15, 20 134,000.28 80,277.25 214,277.52 12,562,152.06
262. Dec 15, 20 135,613.03 78,669.18 214,282.21 12,426,539.02
263. Jan 15, 21 135,720.63 78,566.33 214,286.96 12,290,818.40
264. Feb 15, 21 136,586.79 77,704.92 214,291.71 12,154,231.61
265. Mar 15, 21 139,643.33 74,653.16 214,296.49 12,014,588.28
266. Apr 15, 21 138,349.36 75,952.02 214,301.38 11,876,238.92
267. May 15, 21 139,940.48 74,365.75 214,306.22 11,736,298.44
268. Jun 15, 21 140,125.59 74,185.53 214,311.12 11,596,172.85
269. Jul 15, 21 141,707.96 72,608.06 214,316.02 11,454,464.89
270. Aug 15, 21 141,924.65 72,396.33 214,320.98 11,312,540.24
271. Sep 15, 21 142,830.77 71,495.18 214,325.95 11,169,709.47
272. Oct 15, 21 144,399.90 69,931.05 214,330.95 11,025,309.57
273. Nov 15, 21 144,664.61 69,671.39 214,336.00 10,880,644.96
274. Dec 15, 21 146,224.75 68,116.31 214,341.07 10,734,420.20
275. Jan 15, 22 146,522.04 67,824.15 214,346.19 10,587,898.17
<CAPTION>
0 CPR
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
230. Apr 15, 18 912,662.85 0 0 0 0 0 0
231. May 15, 18 4,547,406.65 0 0 0 0 0 0
232. Jun 15, 18 1,895,629.10 0 0 0 0 0 0
233. Jul 15, 18 630,660.67 0 0 0 0 0 0
234. Aug 15, 18 4,199,573.02 0 0 0 0 0 0
235. Sep 15, 18 1,956,685.28 0 0 0 0 0 0
236. Oct 15, 18 237,829.55 0 0 0 0 0 0
237. Nov 15, 18 238,285.95 0 0 0 0 0 0
238. Dec 15, 18 240,713.01 0 0 0 0 0 0
239. Jan 15, 19 241,202.52 0 0 0 0 0 0
240. Feb 15, 19 212,413.20 0 0 0 0 0 0
241. Mar 15, 19 216,559.17 0 0 0 0 0 0
242. Apr 15, 19 215,029.89 0 0 0 0 0 0
243. May 15, 19 217,274.05 0 0 0 0 0 0
244. Jun 15, 19 217,667.07 0 0 0 0 0 0
245. Jul 15, 19 219,909.95 0 0 0 0 0 0
246. Aug 15, 19 220,336.67 0 0 0 0 0 0
247. Sep 15, 19 221,680.99 0 0 0 0 0 0
248. Oct 15, 19 223,922.01 0 0 0 0 0 0
249. Nov 15, 19 224,399.95 0 0 0 0 0 0
250. Dec 15, 19 226,639.68 0 0 0 0 0 0
251. Jan 15, 20 227,152.34 0 0 0 0 0 0
252. Feb 15, 20 228,538.58 0 0 0 0 0 0
253. Mar 15, 20 231,619.50 0 0 0 0 0 0
254. Apr 15, 20 231,347.07 0 0 0 0 0 0
255. May 15, 20 233,583.46 0 0 0 0 0 0
256. Jun 15, 20 6,032,174.07 0 0 0 0 0 0
257. Jul 15, 20 1,113,950.70 0 0 0 0 0 0
258. Aug 15, 20 131,463.00 0 0 0 0 0 0
259. Sep 15, 20 132,301.75 0 0 0 0 0 0
260. Oct 15, 20 133,922.93 0 0 0 0 0 0
261. Nov 15, 20 134,000.28 0 0 0 0 0 0
262. Dec 15, 20 135,613.03 0 0 0 0 0 0
263. Jan 15, 21 135,720.63 0 0 0 0 0 0
264. Feb 15, 21 136,586.79 0 0 0 0 0 0
265. Mar 15, 21 139,643.33 0 0 0 0 0 0
266. Apr 15, 21 138,349.36 0 0 0 0 0 0
267. May 15, 21 139,940.48 0 0 0 0 0 0
268. Jun 15, 21 140,125.59 0 0 0 0 0 0
269. Jul 15, 21 141,707.96 0 0 0 0 0 0
270. Aug 15, 21 141,924.65 0 0 0 0 0 0
271. Sep 15, 21 142,830.77 0 0 0 0 0 0
272. Oct 15, 21 144,399.90 0 0 0 0 0 0
273. Nov 15, 21 144,664.61 0 0 0 0 0 0
274. Dec 15, 21 146,224.75 0 0 0 0 0 0
275. Jan 15, 22 146,522.04 0 0 0 0 0 0
<CAPTION>
0 CPR
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
230. Apr 15, 18 0 1,361.80 236,747.43 1,149,410.28
231. May 15, 18 0 1,329.86 229,493.39 4,776,900.04
232. Jun 15, 18 0 1,170.70 204,476.97 2,100,106.08
233. Jul 15, 18 0 1,104.35 192,028.84 822,689.51
234. Aug 15, 18 0 1,082.28 189,380.98 4,388,954.00
235. Sep 15, 18 0 935.3 164,273.96 2,120,959.24
236. Oct 15, 18 0 866.81 151,202.82 389,032.37
237. Nov 15, 18 0 858.49 150,746.42 389,032.37
238. Dec 15, 18 0 850.15 148,319.36 389,032.37
239. Jan 15, 19 0 841.72 147,828.51 389,031.02
240. Feb 15, 19 0 833.28 146,359.11 358,772.31
241. Mar 15, 19 0 825.85 142,213.14 358,772.31
242. Apr 15, 19 0 818.27 143,742.42 358,772.31
243. May 15, 19 0 810.74 141,498.26 358,772.31
244. Jun 15, 19 0 803.14 141,105.24 358,772.31
245. Jul 15, 19 0 795.52 138,862.36 358,772.31
246. Aug 15, 19 0 787.82 138,435.64 358,772.31
247. Sep 15, 19 0 780.11 137,091.32 358,772.31
248. Oct 15, 19 0 772.35 134,850.30 358,772.31
249. Nov 15, 19 0 764.51 134,372.36 358,772.31
250. Dec 15, 19 0 756.66 132,132.63 358,772.31
251. Jan 15, 20 0 748.73 131,619.97 358,772.31
252. Feb 15, 20 0 740.78 130,233.73 358,772.31
253. Mar 15, 20 0 732.78 127,152.81 358,772.31
254. Apr 15, 20 0 724.67 127,425.24 358,772.31
255. May 15, 20 0 716.57 125,188.85 358,772.31
256. Jun 15, 20 0 708.4 124,587.38 6,156,761.46
257. Jul 15, 20 0 497.27 88,880.56 1,202,831.26
258. Aug 15, 20 0 458.28 83,258.89 214,721.89
259. Sep 15, 20 0 453.68 82,420.14 214,721.89
260. Oct 15, 20 0 449.05 80,798.96 214,721.89
261. Nov 15, 20 0 444.37 80,721.61 214,721.89
262. Dec 15, 20 0 439.68 79,108.86 214,721.89
263. Jan 15, 21 0 434.93 79,001.26 214,721.89
264. Feb 15, 21 0 430.18 78,135.10 214,721.89
265. Mar 15, 21 0 425.4 75,078.56 214,721.89
266. Apr 15, 21 0 420.51 76,372.53 214,721.89
267. May 15, 21 0 415.67 74,781.41 214,721.89
268. Jun 15, 21 0 410.77 74,596.30 214,721.89
269. Jul 15, 21 0 405.87 73,013.93 214,721.89
270. Aug 15, 21 0 400.91 72,797.24 214,721.89
271. Sep 15, 21 0 395.94 71,891.12 214,721.89
272. Oct 15, 21 0 390.94 70,321.99 214,721.89
273. Nov 15, 21 0 385.89 70,057.28 214,721.89
274. Dec 15, 21 0 380.82 68,497.14 214,721.89
275. Jan 15, 22 0 375.7 68,199.85 214,721.89
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
10 CPR after YM
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
230. Apr 15, 18 915,131.99 208,499.52 1,123,631.50 34,029,462.03
231. May 15, 18 4,525,513.32 201,486.19 4,726,999.51 29,503,948.72
232. Jun 15, 18 1,789,179.29 176,535.11 1,965,714.40 27,714,769.43
233. Jul 15, 18 644,668.18 165,030.56 809,698.73 27,070,101.25
234. Aug 15, 18 4,210,010.41 162,119.57 4,372,129.97 22,860,090.84
235. Sep 15, 18 1,944,432.74 137,089.16 2,081,521.90 20,915,658.10
236. Oct 15, 18 240,487.79 124,355.53 364,843.32 20,675,170.31
237. Nov 15, 18 240,026.86 123,697.39 363,724.25 20,435,143.45
238. Dec 15, 18 241,157.71 121,455.85 362,613.56 20,193,985.74
239. Jan 15, 19 240,735.38 120,778.72 361,514.09 19,953,250.36
240. Feb 15, 19 210,848.13 119,319.44 330,167.57 19,742,402.23
241. Mar 15, 19 213,327.45 115,755.56 329,083.01 19,529,074.78
242. Apr 15, 19 211,268.20 116,746.42 328,014.63 19,317,806.58
243. May 15, 19 212,234.01 114,720.32 326,954.33 19,105,572.56
244. Jun 15, 19 211,726.00 114,179.93 325,905.92 18,893,846.57
245. Jul 15, 19 212,697.79 112,167.78 324,865.57 18,681,148.78
246. Aug 15, 19 212,226.70 111,610.14 323,836.84 18,468,922.08
247. Sep 15, 19 212,491.75 110,326.04 322,817.79 18,256,430.33
248. Oct 15, 19 213,472.69 108,334.00 321,806.68 18,042,957.65
249. Nov 15, 19 213,056.49 107,750.33 320,806.81 17,829,901.16
250. Dec 15, 19 214,043.56 105,771.22 319,814.78 17,615,857.60
251. Jan 15, 20 213,663.75 105,169.98 318,833.73 17,402,193.85
252. Feb 15, 20 213,981.95 103,880.00 317,861.94 17,188,211.91
253. Mar 15, 20 215,646.05 101,250.37 316,896.42 16,972,565.86
254. Apr 15, 20 214,655.38 101,287.63 315,943.01 16,757,910.48
255. May 15, 20 215,657.98 99,339.22 314,997.20 16,542,252.50
256. Jun 15, 20 6,013,357.52 98,693.40 6,112,050.91 10,528,894.98
257. Jul 15, 20 1,093,908.03 63,487.72 1,157,395.76 9,434,986.95
258. Aug 15, 20 110,528.74 57,870.60 168,399.35 9,324,458.21
259. Sep 15, 20 110,312.28 57,174.32 167,486.60 9,214,145.93
260. Oct 15, 20 110,718.97 55,862.31 166,581.28 9,103,426.96
261. Nov 15, 20 109,902.85 55,782.88 165,685.73 8,993,524.11
262. Dec 15, 20 110,308.96 54,488.55 164,797.51 8,883,215.16
263. Jan 15, 21 109,521.06 54,397.78 163,918.83 8,773,694.10
264. Feb 15, 21 109,339.16 53,709.30 163,048.46 8,664,354.95
265. Mar 15, 21 110,905.08 51,278.19 162,183.28 8,553,449.86
266. Apr 15, 21 109,003.52 52,325.87 161,329.39 8,444,446.35
267. May 15, 21 109,407.94 51,074.66 160,482.60 8,335,038.40
268. Jun 15, 21 108,689.82 50,954.98 159,644.81 8,226,348.58
269. Jul 15, 21 109,093.59 49,720.48 158,814.08 8,117,254.99
270. Aug 15, 21 108,402.94 49,589.19 157,992.13 8,008,852.04
271. Sep 15, 21 108,268.22 48,909.77 157,177.99 7,900,583.82
272. Oct 15, 21 108,671.01 47,699.80 156,370.81 7,791,912.81
273. Nov 15, 21 108,021.12 47,550.99 155,572.12 7,683,891.68
274. Dec 15, 21 108,423.20 46,357.09 154,780.29 7,575,468.48
275. Jan 15, 22 107,800.29 46,196.46 153,996.75 7,467,668.19
<CAPTION>
10 CPR after YM
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
230. Apr 15, 18 865,198.84 49,933.15 0 0 0 0 0
231. May 15, 18 4,477,360.84 48,152.48 0 0 0 0 0
232. Jun 15, 18 1,748,156.48 41,022.80 0 0 0 0 0
233. Jul 15, 18 597,975.37 46,692.81 0 0 0 0 0
234. Aug 15, 18 4,166,332.63 43,677.78 0 0 0 0 0
235. Sep 15, 18 1,903,330.97 41,101.78 0 0 0 0 0
236. Oct 15, 18 206,646.14 33,841.65 0 0 0 0 0
237. Nov 15, 18 206,781.38 33,245.48 0 0 0 0 0
238. Dec 15, 18 208,504.66 32,653.06 0 0 0 0 0
239. Jan 15, 19 208,666.81 32,068.56 0 0 0 0 0
240. Feb 15, 19 179,358.30 31,489.83 0 0 0 0 0
241. Mar 15, 19 182,416.58 30,910.87 0 0 0 0 0
242. Apr 15, 19 180,924.69 30,343.51 0 0 0 0 0
243. May 15, 19 182,454.14 29,779.87 0 0 0 0 0
244. Jun 15, 19 182,502.31 29,223.68 0 0 0 0 0
245. Jul 15, 19 184,026.60 28,671.19 0 0 0 0 0
246. Aug 15, 19 184,100.74 28,125.96 0 0 0 0 0
247. Sep 15, 19 184,905.61 27,586.14 0 0 0 0 0
248. Oct 15, 19 186,422.69 27,050.00 0 0 0 0 0
249. Nov 15, 19 186,535.65 26,520.84 0 0 0 0 0
250. Dec 15, 19 188,048.20 25,995.35 0 0 0 0 0
251. Jan 15, 20 188,187.07 25,476.67 0 0 0 0 0
252. Feb 15, 20 189,018.79 24,963.16 0 0 0 0 0
253. Mar 15, 20 191,194.22 24,451.83 0 0 0 0 0
254. Apr 15, 20 190,706.86 23,948.51 0 0 0 0 0
255. May 15, 20 192,209.15 23,448.83 0 0 0 0 0
256. Jun 15, 20 5,990,401.99 22,955.53 0 0 0 0 0
257. Jul 15, 20 1,071,442.18 22,465.85 0 0 0 0 0
258. Aug 15, 20 88,546.36 21,982.38 0 0 0 0 0
259. Sep 15, 20 88,808.53 21,503.75 0 0 0 0 0
260. Oct 15, 20 89,690.23 21,028.73 0 0 0 0 0
261. Nov 15, 20 89,343.17 20,559.67 0 0 0 0 0
262. Dec 15, 20 90,214.75 20,094.21 0 0 0 0 0
263. Jan 15, 21 89,886.51 19,634.54 0 0 0 0 0
264. Feb 15, 21 90,159.65 19,179.51 0 0 0 0 0
265. Mar 15, 21 92,179.07 18,726.02 0 0 0 0 0
266. Apr 15, 21 90,723.39 18,280.13 0 0 0 0 0
267. May 15, 21 91,570.14 17,837.80 0 0 0 0 0
268. Jun 15, 21 91,288.93 17,400.90 0 0 0 0 0
269. Jul 15, 21 92,126.06 16,967.53 0 0 0 0 0
270. Aug 15, 21 91,863.50 16,539.44 0 0 0 0 0
271. Sep 15, 21 92,152.53 16,115.69 0 0 0 0 0
272. Oct 15, 21 92,975.55 15,695.47 0 0 0 0 0
273. Nov 15, 21 92,740.83 15,280.29 0 0 0 0 0
274. Dec 15, 21 93,554.57 14,868.64 0 0 0 0 0
275. Jan 15, 22 93,338.41 14,461.88 0 0 0 0 0
<CAPTION>
10 CPR after YM
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
230. Apr 15, 18 0 1,223.06 209,722.58 1,124,854.56
231. May 15, 18 0 1,191.03 202,677.22 4,728,190.54
232. Jun 15, 18 0 1,032.64 177,567.75 1,966,747.04
233. Jul 15, 18 0 970.02 166,000.58 810,668.75
234. Aug 15, 18 0 947.45 163,067.02 4,373,077.43
235. Sep 15, 18 0 800.1 137,889.26 2,082,322.01
236. Oct 15, 18 0 732.05 125,087.58 365,575.37
237. Nov 15, 18 0 723.63 124,421.02 364,447.88
238. Dec 15, 18 0 715.23 122,171.08 363,328.79
239. Jan 15, 19 0 706.79 121,485.51 362,220.88
240. Feb 15, 19 0 698.36 120,017.80 330,865.94
241. Mar 15, 19 0 690.98 116,446.54 329,773.99
242. Apr 15, 19 0 683.52 117,429.94 328,698.14
243. May 15, 19 0 676.12 115,396.44 327,630.45
244. Jun 15, 19 0 668.7 114,848.62 326,574.62
245. Jul 15, 19 0 661.28 112,829.06 325,526.85
246. Aug 15, 19 0 653.84 112,263.98 324,490.68
247. Sep 15, 19 0 646.41 110,972.45 323,464.20
248. Oct 15, 19 0 638.98 108,972.97 322,445.66
249. Nov 15, 19 0 631.5 108,381.83 321,438.32
250. Dec 15, 19 0 624.05 106,395.27 320,438.83
251. Jan 15, 20 0 616.56 105,786.54 319,450.29
252. Feb 15, 20 0 609.08 104,489.07 318,471.02
253. Mar 15, 20 0 601.59 101,851.96 317,498.01
254. Apr 15, 20 0 594.04 101,881.67 316,537.05
255. May 15, 20 0 586.53 99,925.74 315,583.73
256. Jun 15, 20 0 578.98 99,272.37 6,112,629.89
257. Jul 15, 20 0 368.51 63,856.23 1,157,764.27
258. Aug 15, 20 0 330.22 58,200.83 168,729.57
259. Sep 15, 20 0 326.36 57,500.68 167,812.96
260. Oct 15, 20 0 322.5 56,184.81 166,903.78
261. Nov 15, 20 0 318.62 56,101.50 166,004.35
262. Dec 15, 20 0 314.77 54,803.33 165,112.28
263. Jan 15, 21 0 310.91 54,708.69 164,229.74
264. Feb 15, 21 0 307.08 54,016.38 163,355.53
265. Mar 15, 21 0 303.25 51,581.45 162,486.53
266. Apr 15, 21 0 299.37 52,625.24 161,628.76
267. May 15, 21 0 295.56 51,370.21 160,778.16
268. Jun 15, 21 0 291.73 51,246.71 159,936.54
269. Jul 15, 21 0 287.92 50,008.41 159,102.00
270. Aug 15, 21 0 284.1 49,873.30 158,276.24
271. Sep 15, 21 0 280.31 49,190.08 157,458.30
272. Oct 15, 21 0 276.52 47,976.32 156,647.33
273. Nov 15, 21 0 272.72 47,823.71 155,844.83
274. Dec 15, 21 0 268.94 46,626.03 155,049.23
275. Jan 15, 22 0 265.14 46,461.60 154,261.89
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
230. Apr 15, 18 565,309.76 192,088.36 757,398.12 31,717,019.51
231. May 15, 18 3,600,244.80 187,641.95 3,787,886.75 28,116,774.70
232. Jun 15, 18 1,381,354.07 167,628.07 1,548,982.15 26,735,420.63
233. Jul 15, 18 515,084.35 158,837.81 673,922.16 26,220,336.28
234. Aug 15, 18 4,082,033.04 156,566.11 4,238,599.15 22,138,303.25
235. Sep 15, 18 1,222,645.15 132,372.08 1,355,017.22 20,915,658.10
236. Oct 15, 18 240,487.79 124,355.53 364,843.32 20,675,170.31
237. Nov 15, 18 240,026.86 123,697.39 363,724.25 20,435,143.45
238. Dec 15, 18 241,157.71 121,455.85 362,613.56 20,193,985.74
239. Jan 15, 19 240,735.38 120,778.72 361,514.09 19,953,250.36
240. Feb 15, 19 210,848.13 119,319.44 330,167.57 19,742,402.23
241. Mar 15, 19 213,327.45 115,755.56 329,083.01 19,529,074.78
242. Apr 15, 19 211,268.20 116,746.42 328,014.63 19,317,806.58
243. May 15, 19 212,234.01 114,720.32 326,954.33 19,105,572.56
244. Jun 15, 19 211,726.00 114,179.93 325,905.92 18,893,846.57
245. Jul 15, 19 212,697.79 112,167.78 324,865.57 18,681,148.78
246. Aug 15, 19 212,226.70 111,610.14 323,836.84 18,468,922.08
247. Sep 15, 19 212,491.75 110,326.04 322,817.79 18,256,430.33
248. Oct 15, 19 213,472.69 108,334.00 321,806.68 18,042,957.65
249. Nov 15, 19 213,056.49 107,750.33 320,806.81 17,829,901.16
250. Dec 15, 19 214,043.56 105,771.22 319,814.78 17,615,857.60
251. Jan 15, 20 213,663.75 105,169.98 318,833.73 17,402,193.85
252. Feb 15, 20 213,981.95 103,880.00 317,861.94 17,188,211.91
253. Mar 15, 20 215,646.05 101,250.37 316,896.42 16,972,565.86
254. Apr 15, 20 214,655.38 101,287.63 315,943.01 16,757,910.48
255. May 15, 20 215,657.98 99,339.22 314,997.20 16,542,252.50
256. Jun 15, 20 6,013,357.52 98,693.40 6,112,050.91 10,528,894.98
257. Jul 15, 20 1,093,908.03 63,487.72 1,157,395.76 9,434,986.95
258. Aug 15, 20 110,528.74 57,870.60 168,399.35 9,324,458.21
259. Sep 15, 20 110,312.28 57,174.32 167,486.60 9,214,145.93
260. Oct 15, 20 110,718.97 55,862.31 166,581.28 9,103,426.96
261. Nov 15, 20 109,902.85 55,782.88 165,685.73 8,993,524.11
262. Dec 15, 20 110,308.96 54,488.55 164,797.51 8,883,215.16
263. Jan 15, 21 109,521.06 54,397.78 163,918.83 8,773,694.10
264. Feb 15, 21 109,339.16 53,709.30 163,048.46 8,664,354.95
265. Mar 15, 21 110,905.08 51,278.19 162,183.28 8,553,449.86
266. Apr 15, 21 109,003.52 52,325.87 161,329.39 8,444,446.35
267. May 15, 21 109,407.94 51,074.66 160,482.60 8,335,038.40
268. Jun 15, 21 108,689.82 50,954.98 159,644.81 8,226,348.58
269. Jul 15, 21 109,093.59 49,720.48 158,814.08 8,117,254.99
270. Aug 15, 21 108,402.94 49,589.19 157,992.13 8,008,852.04
271. Sep 15, 21 108,268.22 48,909.77 157,177.99 7,900,583.82
272. Oct 15, 21 108,671.01 47,699.80 156,370.81 7,791,912.81
273. Nov 15, 21 108,021.12 47,550.99 155,572.12 7,683,891.68
274. Dec 15, 21 108,423.20 46,357.09 154,780.29 7,575,468.48
275. Jan 15, 22 107,800.29 46,196.46 153,996.75 7,467,668.19
<CAPTION>
0 CPR
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
230. Apr 15, 18 522,004.15 43,305.61 0 0 0 0.32 37.81
231. May 15, 18 3,557,234.25 43,010.55 0 0 0 0 27.08
232. Jun 15, 18 1,340,079.26 41,274.81 0 0 0 23.15 0
233. Jul 15, 18 475,885.36 39,198.99 0 0 0 0 0
234. Aug 15, 18 4,044,720.49 37,312.55 0 0 0 0 0
235. Sep 15, 18 1,186,792.24 35,852.91 0 0 0 0 0
236. Oct 15, 18 206,646.14 33,841.65 0 0 0 0 0
237. Nov 15, 18 206,781.38 33,245.48 0 0 0 0 0
238. Dec 15, 18 208,504.66 32,653.06 0 0 0 0 0
239. Jan 15, 19 208,666.81 32,068.56 0 0 0 0 0
240. Feb 15, 19 179,358.30 31,489.83 0 0 0 0 0
241. Mar 15, 19 182,416.58 30,910.87 0 0 0 0 0
242. Apr 15, 19 180,924.69 30,343.51 0 0 0 0 0
243. May 15, 19 182,454.14 29,779.87 0 0 0 0 0
244. Jun 15, 19 182,502.31 29,223.68 0 0 0 0 0
245. Jul 15, 19 184,026.60 28,671.19 0 0 0 0 0
246. Aug 15, 19 184,100.74 28,125.96 0 0 0 0 0
247. Sep 15, 19 184,905.61 27,586.14 0 0 0 0 0
248. Oct 15, 19 186,422.69 27,050.00 0 0 0 0 0
249. Nov 15, 19 186,535.65 26,520.84 0 0 0 0 0
250. Dec 15, 19 188,048.20 25,995.35 0 0 0 0 0
251. Jan 15, 20 188,187.07 25,476.67 0 0 0 0 0
252. Feb 15, 20 189,018.79 24,963.16 0 0 0 0 0
253. Mar 15, 20 191,194.22 24,451.83 0 0 0 0 0
254. Apr 15, 20 190,706.86 23,948.51 0 0 0 0 0
255. May 15, 20 192,209.15 23,448.83 0 0 0 0 0
256. Jun 15, 20 5,990,401.99 22,955.53 0 0 0 0 0
257. Jul 15, 20 1,071,442.18 22,465.85 0 0 0 0 0
258. Aug 15, 20 88,546.36 21,982.38 0 0 0 0 0
259. Sep 15, 20 88,808.53 21,503.75 0 0 0 0 0
260. Oct 15, 20 89,690.23 21,028.73 0 0 0 0 0
261. Nov 15, 20 89,343.17 20,559.67 0 0 0 0 0
262. Dec 15, 20 90,214.75 20,094.21 0 0 0 0 0
263. Jan 15, 21 89,886.51 19,634.54 0 0 0 0 0
264. Feb 15, 21 90,159.65 19,179.51 0 0 0 0 0
265. Mar 15, 21 92,179.07 18,726.02 0 0 0 0 0
266. Apr 15, 21 90,723.39 18,280.13 0 0 0 0 0
267. May 15, 21 91,570.14 17,837.80 0 0 0 0 0
268. Jun 15, 21 91,288.93 17,400.90 0 0 0 0 0
269. Jul 15, 21 92,126.06 16,967.53 0 0 0 0 0
270. Aug 15, 21 91,863.50 16,539.44 0 0 0 0 0
271. Sep 15, 21 92,152.53 16,115.69 0 0 0 0 0
272. Oct 15, 21 92,975.55 15,695.47 0 0 0 0 0
273. Nov 15, 21 92,740.83 15,280.29 0 0 0 0 0
274. Dec 15, 21 93,554.57 14,868.64 0 0 0 0 0
275. Jan 15, 22 93,338.41 14,461.88 0 0 0 0 0
<CAPTION>
0 CPR
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
230. Apr 15, 18 38.13 1,129.88 193,218.24 758,528.00
231. May 15, 18 27.08 1,110.10 188,752.04 3,788,996.85
232. Jun 15, 18 23.15 984.09 168,612.16 1,549,966.23
233. Jul 15, 18 0 935.74 159,773.55 674,857.90
234. Aug 15, 18 0 917.71 157,483.83 4,239,516.86
235. Sep 15, 18 0 774.84 133,146.92 1,355,792.06
236. Oct 15, 18 0 732.05 125,087.58 365,575.37
237. Nov 15, 18 0 723.63 124,421.02 364,447.88
238. Dec 15, 18 0 715.23 122,171.08 363,328.79
239. Jan 15, 19 0 706.79 121,485.51 362,220.88
240. Feb 15, 19 0 698.36 120,017.80 330,865.94
241. Mar 15, 19 0 690.98 116,446.54 329,773.99
242. Apr 15, 19 0 683.52 117,429.94 328,698.14
243. May 15, 19 0 676.12 115,396.44 327,630.45
244. Jun 15, 19 0 668.7 114,848.62 326,574.62
245. Jul 15, 19 0 661.28 112,829.06 325,526.85
246. Aug 15, 19 0 653.84 112,263.98 324,490.68
247. Sep 15, 19 0 646.41 110,972.45 323,464.20
248. Oct 15, 19 0 638.98 108,972.97 322,445.66
249. Nov 15, 19 0 631.5 108,381.83 321,438.32
250. Dec 15, 19 0 624.05 106,395.27 320,438.83
251. Jan 15, 20 0 616.56 105,786.54 319,450.29
252. Feb 15, 20 0 609.08 104,489.07 318,471.02
253. Mar 15, 20 0 601.59 101,851.96 317,498.01
254. Apr 15, 20 0 594.04 101,881.67 316,537.05
255. May 15, 20 0 586.53 99,925.74 315,583.73
256. Jun 15, 20 0 578.98 99,272.37 6,112,629.89
257. Jul 15, 20 0 368.51 63,856.23 1,157,764.27
258. Aug 15, 20 0 330.22 58,200.83 168,729.57
259. Sep 15, 20 0 326.36 57,500.68 167,812.96
260. Oct 15, 20 0 322.5 56,184.81 166,903.78
261. Nov 15, 20 0 318.62 56,101.50 166,004.35
262. Dec 15, 20 0 314.77 54,803.33 165,112.28
263. Jan 15, 21 0 310.91 54,708.69 164,229.74
264. Feb 15, 21 0 307.08 54,016.38 163,355.53
265. Mar 15, 21 0 303.25 51,581.45 162,486.53
266. Apr 15, 21 0 299.37 52,625.24 161,628.76
267. May 15, 21 0 295.56 51,370.21 160,778.16
268. Jun 15, 21 0 291.73 51,246.71 159,936.54
269. Jul 15, 21 0 287.92 50,008.41 159,102.00
270. Aug 15, 21 0 284.1 49,873.30 158,276.24
271. Sep 15, 21 0 280.31 49,190.08 157,458.30
272. Oct 15, 21 0 276.52 47,976.32 156,647.33
273. Nov 15, 21 0 272.72 47,823.71 155,844.83
274. Dec 15, 21 0 268.94 46,626.03 155,049.23
275. Jan 15, 22 0 265.14 46,461.60 154,261.89
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
0 CPR
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
276. Feb 15, 22 147,457.77 66,893.54 214,351.31 10,440,440.39
277. Mar 15, 22 150,213.83 64,142.65 214,356.47 10,290,226.57
278. Apr 15, 22 149,358.59 65,003.14 214,361.73 10,140,867.98
279. May 15, 22 150,895.69 63,471.27 214,366.96 9,989,972.28
280. Jun 15, 22 151,276.37 63,095.87 214,372.24 9,838,695.91
281. Jul 15, 22 152,804.15 61,573.39 214,377.54 9,685,891.76
282. Aug 15, 22 153,218.83 61,164.05 214,382.88 9,532,672.93
283. Sep 15, 22 154,197.73 60,190.52 214,388.25 9,378,475.20
284. Oct 15, 22 155,711.36 58,682.28 214,393.64 9,222,763.84
285. Nov 15, 22 156,177.77 58,221.32 214,399.09 9,066,586.07
286. Dec 15, 22 157,681.82 56,722.74 214,404.56 8,908,904.25
287. Jan 15, 23 158,183.29 56,226.79 214,410.08 8,750,720.96
288. Feb 15, 23 159,194.20 55,221.42 214,415.61 8,591,526.77
289. Mar 15, 23 161,627.91 52,793.28 214,421.19 8,429,898.86
290. Apr 15, 23 1,117,238.64 53,182.45 1,170,421.09 7,312,660.22
291. May 15, 23 471,692.50 45,118.90 516,811.40 6,840,967.72
292. Jun 15, 23 84,441.35 42,698.17 127,139.52 6,756,526.37
293. Jul 15, 23 85,340.46 41,802.01 127,142.47 6,671,185.91
294. Aug 15, 23 2,913,902.35 41,637.85 2,955,540.20 3,757,283.56
295. Sep 15, 23 46,410.05 24,998.44 71,408.50 3,710,873.51
296. Oct 15, 23 47,081.01 24,329.11 71,410.12 3,663,792.50
297. Nov 15, 23 47,041.18 24,370.59 71,411.77 3,616,751.33
298. Dec 15, 23 47,708.77 23,704.64 71,413.41 3,569,042.56
299. Jan 15, 24 47,680.84 23,734.25 71,415.08 3,521,361.72
300. Feb 15, 24 48,002.83 23,413.92 71,416.75 3,473,358.88
301. Mar 15, 24 49,003.69 22,414.74 71,418.43 3,424,355.19
302. Apr 15, 24 48,657.62 22,762.53 71,420.15 3,375,697.57
303. May 15, 24 49,316.63 22,105.22 71,421.85 3,326,380.94
304. Jun 15, 24 49,319.15 22,104.43 71,423.58 3,277,061.79
305. Jul 15, 24 49,974.68 21,450.63 71,425.30 3,227,087.11
306. Aug 15, 24 49,989.63 21,437.43 71,427.05 3,177,097.49
307. Sep 15, 24 50,327.27 21,101.53 71,428.80 3,126,770.21
308. Oct 15, 24 50,977.53 20,453.03 71,430.56 3,075,792.68
309. Nov 15, 24 51,011.39 20,420.95 71,432.35 3,024,781.29
310. Dec 15, 24 51,658.07 19,776.06 71,434.13 2,973,123.22
311. Jan 15, 25 51,704.77 19,731.17 71,435.94 2,921,418.45
312. Feb 15, 25 52,054.05 19,383.70 71,437.75 2,869,364.39
313. Mar 15, 25 53,274.54 18,165.04 71,439.57 2,816,089.86
314. Apr 15, 25 52,765.16 18,676.28 71,441.44 2,763,324.70
315. May 15, 25 53,402.65 18,040.64 71,443.28 2,709,922.05
316. Jun 15, 25 53,482.27 17,962.89 71,445.15 2,656,439.79
317. Jul 15, 25 54,116.04 17,330.98 71,447.02 2,602,323.74
318. Aug 15, 25 54,209.08 17,239.84 71,448.92 2,548,114.66
319. Sep 15, 25 54,575.34 16,875.47 71,450.82 2,493,539.32
320. Oct 15, 25 55,203.49 16,249.23 71,452.73 2,438,335.83
321. Nov 15, 25 55,316.96 16,137.70 71,454.66 2,383,018.87
<CAPTION>
0 CPR
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
276. Feb 15, 22 147,457.77 0 0 0 0 0 0
277. Mar 15, 22 150,213.83 0 0 0 0 0 0
278. Apr 15, 22 149,358.59 0 0 0 0 0 0
279. May 15, 22 150,895.69 0 0 0 0 0 0
280. Jun 15, 22 151,276.37 0 0 0 0 0 0
281. Jul 15, 22 152,804.15 0 0 0 0 0 0
282. Aug 15, 22 153,218.83 0 0 0 0 0 0
283. Sep 15, 22 154,197.73 0 0 0 0 0 0
284. Oct 15, 22 155,711.36 0 0 0 0 0 0
285. Nov 15, 22 156,177.77 0 0 0 0 0 0
286. Dec 15, 22 157,681.82 0 0 0 0 0 0
287. Jan 15, 23 158,183.29 0 0 0 0 0 0
288. Feb 15, 23 159,194.20 0 0 0 0 0 0
289. Mar 15, 23 161,627.91 0 0 0 0 0 0
290. Apr 15, 23 1,117,238.64 0 0 0 0 0 0
291. May 15, 23 471,692.50 0 0 0 0 0 0
292. Jun 15, 23 84,441.35 0 0 0 0 0 0
293. Jul 15, 23 85,340.46 0 0 0 0 0 0
294. Aug 15, 23 2,913,902.35 0 0 0 0 0 0
295. Sep 15, 23 46,410.05 0 0 0 0 0 0
296. Oct 15, 23 47,081.01 0 0 0 0 0 0
297. Nov 15, 23 47,041.18 0 0 0 0 0 0
298. Dec 15, 23 47,708.77 0 0 0 0 0 0
299. Jan 15, 24 47,680.84 0 0 0 0 0 0
300. Feb 15, 24 48,002.83 0 0 0 0 0 0
301. Mar 15, 24 49,003.69 0 0 0 0 0 0
302. Apr 15, 24 48,657.62 0 0 0 0 0 0
303. May 15, 24 49,316.63 0 0 0 0 0 0
304. Jun 15, 24 49,319.15 0 0 0 0 0 0
305. Jul 15, 24 49,974.68 0 0 0 0 0 0
306. Aug 15, 24 49,989.63 0 0 0 0 0 0
307. Sep 15, 24 50,327.27 0 0 0 0 0 0
308. Oct 15, 24 50,977.53 0 0 0 0 0 0
309. Nov 15, 24 51,011.39 0 0 0 0 0 0
310. Dec 15, 24 51,658.07 0 0 0 0 0 0
311. Jan 15, 25 51,704.77 0 0 0 0 0 0
312. Feb 15, 25 52,054.05 0 0 0 0 0 0
313. Mar 15, 25 53,274.54 0 0 0 0 0 0
314. Apr 15, 25 52,765.16 0 0 0 0 0 0
315. May 15, 25 53,402.65 0 0 0 0 0 0
316. Jun 15, 25 53,482.27 0 0 0 0 0 0
317. Jul 15, 25 54,116.04 0 0 0 0 0 0
318. Aug 15, 25 54,209.08 0 0 0 0 0 0
319. Sep 15, 25 54,575.34 0 0 0 0 0 0
320. Oct 15, 25 55,203.49 0 0 0 0 0 0
321. Nov 15, 25 55,316.96 0 0 0 0 0 0
<CAPTION>
0 CPR
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
276. Feb 15, 22 0 370.58 67,264.12 214,721.89
277. Mar 15, 22 0 365.42 64,508.06 214,721.89
278. Apr 15, 22 0 360.16 65,363.30 214,721.89
279. May 15, 22 0 354.93 63,826.20 214,721.89
280. Jun 15, 22 0 349.65 63,445.52 214,721.89
281. Jul 15, 22 0 344.35 61,917.74 214,721.89
282. Aug 15, 22 0 339.01 61,503.06 214,721.89
283. Sep 15, 22 0 333.64 60,524.16 214,721.89
284. Oct 15, 22 0 328.25 59,010.53 214,721.89
285. Nov 15, 22 0 322.8 58,544.12 214,721.89
286. Dec 15, 22 0 317.33 57,040.07 214,721.89
287. Jan 15, 23 0 311.81 56,538.60 214,721.89
288. Feb 15, 23 0 306.28 55,527.69 214,721.89
289. Mar 15, 23 0 300.7 53,093.98 214,721.89
290. Apr 15, 23 0 295.05 53,477.50 1,170,716.14
291. May 15, 23 0 255.94 45,374.85 517,067.35
292. Jun 15, 23 0 239.43 42,937.60 127,378.95
293. Jul 15, 23 0 236.48 42,038.49 127,378.95
294. Aug 15, 23 0 233.49 41,871.35 2,955,773.69
295. Sep 15, 23 0 131.5 25,129.95 71,540.00
296. Oct 15, 23 0 129.88 24,458.99 71,540.00
297. Nov 15, 23 0 128.23 24,498.82 71,540.00
298. Dec 15, 23 0 126.59 23,831.23 71,540.00
299. Jan 15, 24 0 124.92 23,859.16 71,540.00
300. Feb 15, 24 0 123.25 23,537.17 71,540.00
301. Mar 15, 24 0 121.57 22,536.31 71,540.00
302. Apr 15, 24 0 119.85 22,882.38 71,540.00
303. May 15, 24 0 118.15 22,223.37 71,540.00
304. Jun 15, 24 0 116.42 22,220.85 71,540.00
305. Jul 15, 24 0 114.7 21,565.32 71,540.00
306. Aug 15, 24 0 112.95 21,550.37 71,540.00
307. Sep 15, 24 0 111.2 21,212.73 71,540.00
308. Oct 15, 24 0 109.44 20,562.47 71,540.00
309. Nov 15, 24 0 107.65 20,528.61 71,540.00
310. Dec 15, 24 0 105.87 19,881.93 71,540.00
311. Jan 15, 25 0 104.06 19,835.23 71,540.00
312. Feb 15, 25 0 102.25 19,485.95 71,540.00
313. Mar 15, 25 0 100.43 18,265.46 71,540.00
314. Apr 15, 25 0 98.56 18,774.84 71,540.00
315. May 15, 25 0 96.72 18,137.35 71,540.00
316. Jun 15, 25 0 94.85 18,057.73 71,540.00
317. Jul 15, 25 0 92.98 17,423.96 71,540.00
318. Aug 15, 25 0 91.08 17,330.92 71,540.00
319. Sep 15, 25 0 89.18 16,964.66 71,540.00
320. Oct 15, 25 0 87.27 16,336.51 71,540.00
321. Nov 15, 25 0 85.34 16,223.04 71,540.00
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
10 CPR after YM
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
276. Feb 15, 22 107,698.43 45,522.24 153,220.67 7,359,969.76
277. Mar 15, 22 109,092.20 43,357.92 152,450.13 7,250,877.56
278. Apr 15, 22 107,521.53 44,167.33 151,688.85 7,143,356.03
279. May 15, 22 107,921.59 43,012.65 150,934.24 7,035,434.44
280. Jun 15, 22 107,365.53 42,821.89 150,187.42 6,928,068.91
281. Jul 15, 22 107,764.80 41,682.44 149,447.24 6,820,304.11
282. Aug 15, 22 107,235.12 41,479.53 148,714.65 6,713,068.99
283. Sep 15, 22 107,178.26 40,810.82 147,989.08 6,605,890.73
284. Oct 15, 22 107,576.31 39,693.74 147,270.05 6,498,314.42
285. Nov 15, 22 107,085.86 39,472.49 146,558.34 6,391,228.56
286. Dec 15, 22 107,483.04 38,370.06 145,853.10 6,283,745.52
287. Jan 15, 23 107,018.60 38,136.41 145,155.01 6,176,726.93
288. Feb 15, 23 106,993.18 37,470.44 144,463.62 6,069,733.75
289. Mar 15, 23 108,219.17 35,558.89 143,778.05 5,961,514.58
290. Apr 15, 23 373,243.19 36,132.04 409,375.23 5,588,271.39
291. May 15, 23 206,539.20 33,226.44 239,765.64 5,381,732.19
292. Jun 15, 23 70,102.52 32,376.98 102,479.50 5,311,629.66
293. Jul 15, 23 70,682.39 31,582.43 102,264.82 5,240,947.28
294. Aug 15, 23 2,898,924.78 31,522.13 2,930,446.91 2,342,022.49
295. Sep 15, 23 31,112.73 14,988.83 46,101.56 2,310,909.76
296. Oct 15, 23 31,463.65 14,427.86 45,891.51 2,279,446.11
297. Nov 15, 23 31,103.48 14,579.96 45,683.43 2,248,342.63
298. Dec 15, 23 31,450.41 14,026.88 45,477.29 2,216,892.22
299. Jan 15, 24 31,101.47 14,171.62 45,273.09 2,185,790.75
300. Feb 15, 24 31,102.10 13,968.69 45,070.79 2,154,688.65
301. Mar 15, 24 31,781.22 13,089.17 44,870.39 2,122,907.43
302. Apr 15, 24 31,112.99 13,558.89 44,671.89 2,091,794.44
303. May 15, 24 31,449.44 13,025.78 44,475.22 2,060,344.99
304. Jun 15, 24 31,128.95 13,151.47 44,280.42 2,029,216.04
305. Jul 15, 24 31,461.01 12,626.42 44,087.43 1,997,755.03
306. Aug 15, 24 31,152.02 12,744.25 43,896.27 1,966,603.01
307. Sep 15, 24 31,165.23 12,541.67 43,706.89 1,935,437.79
308. Oct 15, 24 31,490.52 12,028.77 43,519.30 1,903,947.26
309. Nov 15, 24 31,198.89 12,134.59 43,333.48 1,872,748.37
310. Dec 15, 24 31,519.52 11,629.88 43,149.40 1,841,228.85
311. Jan 15, 25 31,239.59 11,727.48 42,967.07 1,809,989.26
312. Feb 15, 25 31,261.65 11,524.79 42,786.44 1,778,727.61
313. Mar 15, 25 32,154.30 10,453.23 42,607.52 1,746,573.32
314. Apr 15, 25 31,316.44 11,113.88 42,430.32 1,715,256.88
315. May 15, 25 31,624.81 10,629.96 42,254.76 1,683,632.07
316. Jun 15, 25 31,374.63 10,706.25 42,080.88 1,652,257.44
317. Jul 15, 25 31,677.91 10,230.71 41,908.63 1,620,579.52
318. Aug 15, 25 31,439.75 10,298.27 41,738.02 1,589,139.77
319. Sep 15, 25 31,474.08 10,094.94 41,569.01 1,557,665.70
320. Oct 15, 25 31,769.54 9,632.07 41,401.61 1,525,896.16
321. Nov 15, 25 31,549.54 9,686.26 41,235.80 1,494,346.62
<CAPTION>
10 CPR after YM
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
276. Feb 15, 22 93,639.14 14,059.29 0 0 0 0 0
277. Mar 15, 22 95,433.26 13,658.94 0 0 0 0 0
278. Apr 15, 22 94,256.99 13,264.54 0 0 0 0 0
279. May 15, 22 95,047.98 12,873.62 0 0 0 0 0
280. Jun 15, 22 94,878.27 12,487.26 0 0 0 0 0
281. Jul 15, 22 95,660.43 12,104.37 0 0 0 0 0
282. Aug 15, 22 95,509.20 11,725.92 0 0 0 0 0
283. Sep 15, 22 95,826.90 11,351.36 0 0 0 0 0
284. Oct 15, 22 96,596.06 10,980.25 0 0 0 0 0
285. Nov 15, 22 96,472.48 10,613.37 0 0 0 0 0
286. Dec 15, 22 97,233.11 10,249.93 0 0 0 0 0
287. Jan 15, 23 97,127.99 9,890.61 0 0 0 0 0
288. Feb 15, 23 97,458.18 9,535.00 0 0 0 0 0
289. Mar 15, 23 99,036.91 9,182.26 0 0 0 0 0
290. Apr 15, 23 364,409.19 8,834.00 0 0 0 0 0
291. May 15, 23 200,346.37 6,192.84 0 0 0 0 0
292. Jun 15, 23 65,046.86 5,055.66 0 0 0 0 0
293. Jul 15, 23 65,739.23 4,943.15 0 0 0 0 0
294. Aug 15, 23 2,894,093.04 4,831.74 0 0 0 0 0
295. Sep 15, 23 26,391.30 4,721.43 0 0 0 0 0
296. Oct 15, 23 26,851.45 4,612.20 0 0 0 0 0
297. Nov 15, 23 26,599.44 4,504.04 0 0 0 0 0
298. Dec 15, 23 27,053.47 4,396.94 0 0 0 0 0
299. Jan 15, 24 26,810.57 4,290.90 0 0 0 0 0
300. Feb 15, 24 26,916.20 4,185.90 0 0 0 0 0
301. Mar 15, 24 27,699.27 4,081.94 0 0 0 0 0
302. Apr 15, 24 27,133.99 3,979.01 0 0 0 0 0
303. May 15, 24 27,572.36 3,877.09 0 0 0 0 0
304. Jun 15, 24 27,352.77 3,776.18 0 0 0 0 0
305. Jul 15, 24 27,784.75 3,676.26 0 0 0 0 0
306. Aug 15, 24 27,574.68 3,577.34 0 0 0 0 0
307. Sep 15, 24 27,685.82 3,479.40 0 0 0 0 0
308. Oct 15, 24 28,108.09 3,382.43 0 0 0 0 0
309. Nov 15, 24 27,912.46 3,286.43 0 0 0 0 0
310. Dec 15, 24 28,328.14 3,191.38 0 0 0 0 0
311. Jan 15, 25 28,142.32 3,097.27 0 0 0 0 0
312. Feb 15, 25 28,257.54 3,004.11 0 0 0 0 0
313. Mar 15, 25 29,242.42 2,911.87 0 0 0 0 0
314. Apr 15, 25 28,495.89 2,820.56 0 0 0 0 0
315. May 15, 25 28,894.65 2,730.16 0 0 0 0 0
316. Jun 15, 25 28,733.97 2,640.66 0 0 0 0 0
317. Jul 15, 25 29,125.86 2,552.06 0 0 0 0 0
318. Aug 15, 25 28,975.40 2,464.35 0 0 0 0 0
319. Sep 15, 25 29,096.56 2,377.51 0 0 0 0 0
320. Oct 15, 25 29,477.98 2,291.56 0 0 0 0 0
321. Nov 15, 25 29,343.08 2,206.46 0 0 0 0 0
<CAPTION>
10 CPR after YM
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
276. Feb 15, 22 0 261.37 45,783.61 153,482.04
277. Mar 15, 22 0 257.6 43,615.52 152,707.73
278. Apr 15, 22 0 253.78 44,421.11 151,942.63
279. May 15, 22 0 250.02 43,262.67 151,184.26
280. Jun 15, 22 0 246.24 43,068.13 150,433.66
281. Jul 15, 22 0 242.48 41,924.92 149,689.72
282. Aug 15, 22 0 238.71 41,718.24 148,953.37
283. Sep 15, 22 0 234.96 41,045.78 148,224.04
284. Oct 15, 22 0 231.21 39,924.94 147,501.25
285. Nov 15, 22 0 227.44 39,699.93 146,785.78
286. Dec 15, 22 0 223.69 38,593.75 146,076.79
287. Jan 15, 23 0 219.93 38,356.35 145,374.94
288. Feb 15, 23 0 216.19 37,686.63 144,679.80
289. Mar 15, 23 0 212.44 35,771.33 143,990.49
290. Apr 15, 23 0 208.65 36,340.69 409,583.88
291. May 15, 23 0 195.59 33,422.03 239,961.23
292. Jun 15, 23 0 188.36 32,565.34 102,667.86
293. Jul 15, 23 0 185.91 31,768.34 102,450.73
294. Aug 15, 23 0 183.43 31,705.56 2,930,630.35
295. Sep 15, 23 0 81.97 15,070.80 46,183.53
296. Oct 15, 23 0 80.88 14,508.74 45,972.39
297. Nov 15, 23 0 79.78 14,659.74 45,763.21
298. Dec 15, 23 0 78.69 14,105.57 45,555.98
299. Jan 15, 24 0 77.59 14,249.21 45,350.68
300. Feb 15, 24 0 76.5 14,045.19 45,147.30
301. Mar 15, 24 0 75.41 13,164.59 44,945.80
302. Apr 15, 24 0 74.3 13,633.19 44,746.19
303. May 15, 24 0 73.21 13,098.99 44,548.44
304. Jun 15, 24 0 72.11 13,223.58 44,352.53
305. Jul 15, 24 0 71.02 12,697.44 44,158.45
306. Aug 15, 24 0 69.92 12,814.17 43,966.19
307. Sep 15, 24 0 68.83 12,610.50 43,775.72
308. Oct 15, 24 0 67.74 12,096.51 43,587.04
309. Nov 15, 24 0 66.64 12,201.22 43,400.12
310. Dec 15, 24 0 65.55 11,695.43 43,214.95
311. Jan 15, 25 0 64.44 11,791.92 43,031.51
312. Feb 15, 25 0 63.35 11,588.14 42,849.79
313. Mar 15, 25 0 62.26 10,515.48 42,669.78
314. Apr 15, 25 0 61.13 11,175.01 42,491.45
315. May 15, 25 0 60.03 10,689.99 42,314.80
316. Jun 15, 25 0 58.93 10,765.18 42,139.81
317. Jul 15, 25 0 57.83 10,288.54 41,966.46
318. Aug 15, 25 0 56.72 10,354.99 41,794.74
319. Sep 15, 25 0 55.62 10,150.56 41,624.63
320. Oct 15, 25 0 54.52 9,686.59 41,456.13
321. Nov 15, 25 0 53.41 9,739.66 41,289.21
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
276. Feb 15, 22 107,698.43 45,522.24 153,220.67 7,359,969.76
277. Mar 15, 22 109,092.20 43,357.92 152,450.13 7,250,877.56
278. Apr 15, 22 107,521.53 44,167.33 151,688.85 7,143,356.03
279. May 15, 22 107,921.59 43,012.65 150,934.24 7,035,434.44
280. Jun 15, 22 107,365.53 42,821.89 150,187.42 6,928,068.91
281. Jul 15, 22 107,764.80 41,682.44 149,447.24 6,820,304.11
282. Aug 15, 22 107,235.12 41,479.53 148,714.65 6,713,068.99
283. Sep 15, 22 107,178.26 40,810.82 147,989.08 6,605,890.73
284. Oct 15, 22 107,576.31 39,693.74 147,270.05 6,498,314.42
285. Nov 15, 22 107,085.86 39,472.49 146,558.34 6,391,228.56
286. Dec 15, 22 107,483.04 38,370.06 145,853.10 6,283,745.52
287. Jan 15, 23 107,018.60 38,136.41 145,155.01 6,176,726.93
288. Feb 15, 23 106,993.18 37,470.44 144,463.62 6,069,733.75
289. Mar 15, 23 108,219.17 35,558.89 143,778.05 5,961,514.58
290. Apr 15, 23 373,243.19 36,132.04 409,375.23 5,588,271.39
291. May 15, 23 206,539.20 33,226.44 239,765.64 5,381,732.19
292. Jun 15, 23 70,102.52 32,376.98 102,479.50 5,311,629.66
293. Jul 15, 23 70,682.39 31,582.43 102,264.82 5,240,947.28
294. Aug 15, 23 2,898,924.78 31,522.13 2,930,446.91 2,342,022.49
295. Sep 15, 23 31,112.73 14,988.83 46,101.56 2,310,909.76
296. Oct 15, 23 31,463.65 14,427.86 45,891.51 2,279,446.11
297. Nov 15, 23 31,103.48 14,579.96 45,683.43 2,248,342.63
298. Dec 15, 23 31,450.41 14,026.88 45,477.29 2,216,892.22
299. Jan 15, 24 31,101.47 14,171.62 45,273.09 2,185,790.75
300. Feb 15, 24 31,102.10 13,968.69 45,070.79 2,154,688.65
301. Mar 15, 24 31,781.22 13,089.17 44,870.39 2,122,907.43
302. Apr 15, 24 31,112.99 13,558.89 44,671.89 2,091,794.44
303. May 15, 24 31,449.44 13,025.78 44,475.22 2,060,344.99
304. Jun 15, 24 31,128.95 13,151.47 44,280.42 2,029,216.04
305. Jul 15, 24 31,461.01 12,626.42 44,087.43 1,997,755.03
306. Aug 15, 24 31,152.02 12,744.25 43,896.27 1,966,603.01
307. Sep 15, 24 31,165.23 12,541.67 43,706.89 1,935,437.79
308. Oct 15, 24 31,490.52 12,028.77 43,519.30 1,903,947.26
309. Nov 15, 24 31,198.89 12,134.59 43,333.48 1,872,748.37
310. Dec 15, 24 31,519.52 11,629.88 43,149.40 1,841,228.85
311. Jan 15, 25 31,239.59 11,727.48 42,967.07 1,809,989.26
312. Feb 15, 25 31,261.65 11,524.79 42,786.44 1,778,727.61
313. Mar 15, 25 32,154.30 10,453.23 42,607.52 1,746,573.32
314. Apr 15, 25 31,316.44 11,113.88 42,430.32 1,715,256.88
315. May 15, 25 31,624.81 10,629.96 42,254.76 1,683,632.07
316. Jun 15, 25 31,374.63 10,706.25 42,080.88 1,652,257.44
317. Jul 15, 25 31,677.91 10,230.71 41,908.63 1,620,579.52
318. Aug 15, 25 31,439.75 10,298.27 41,738.02 1,589,139.77
319. Sep 15, 25 31,474.08 10,094.94 41,569.01 1,557,665.70
320. Oct 15, 25 31,769.54 9,632.07 41,401.61 1,525,896.16
321. Nov 15, 25 31,549.54 9,686.26 41,235.80 1,494,346.62
<CAPTION>
0 CPR
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
276. Feb 15, 22 93,639.14 14,059.29 0 0 0 0 0
277. Mar 15, 22 95,433.26 13,658.94 0 0 0 0 0
278. Apr 15, 22 94,256.99 13,264.54 0 0 0 0 0
279. May 15, 22 95,047.98 12,873.62 0 0 0 0 0
280. Jun 15, 22 94,878.27 12,487.26 0 0 0 0 0
281. Jul 15, 22 95,660.43 12,104.37 0 0 0 0 0
282. Aug 15, 22 95,509.20 11,725.92 0 0 0 0 0
283. Sep 15, 22 95,826.90 11,351.36 0 0 0 0 0
284. Oct 15, 22 96,596.06 10,980.25 0 0 0 0 0
285. Nov 15, 22 96,472.48 10,613.37 0 0 0 0 0
286. Dec 15, 22 97,233.11 10,249.93 0 0 0 0 0
287. Jan 15, 23 97,127.99 9,890.61 0 0 0 0 0
288. Feb 15, 23 97,458.18 9,535.00 0 0 0 0 0
289. Mar 15, 23 99,036.91 9,182.26 0 0 0 0 0
290. Apr 15, 23 364,409.19 8,834.00 0 0 0 0 0
291. May 15, 23 200,346.37 6,192.84 0 0 0 0 0
292. Jun 15, 23 65,046.86 5,055.66 0 0 0 0 0
293. Jul 15, 23 65,739.23 4,943.15 0 0 0 0 0
294. Aug 15, 23 2,894,093.04 4,831.74 0 0 0 0 0
295. Sep 15, 23 26,391.30 4,721.43 0 0 0 0 0
296. Oct 15, 23 26,851.45 4,612.20 0 0 0 0 0
297. Nov 15, 23 26,599.44 4,504.04 0 0 0 0 0
298. Dec 15, 23 27,053.47 4,396.94 0 0 0 0 0
299. Jan 15, 24 26,810.57 4,290.90 0 0 0 0 0
300. Feb 15, 24 26,916.20 4,185.90 0 0 0 0 0
301. Mar 15, 24 27,699.27 4,081.94 0 0 0 0 0
302. Apr 15, 24 27,133.99 3,979.01 0 0 0 0 0
303. May 15, 24 27,572.36 3,877.09 0 0 0 0 0
304. Jun 15, 24 27,352.77 3,776.18 0 0 0 0 0
305. Jul 15, 24 27,784.75 3,676.26 0 0 0 0 0
306. Aug 15, 24 27,574.68 3,577.34 0 0 0 0 0
307. Sep 15, 24 27,685.82 3,479.40 0 0 0 0 0
308. Oct 15, 24 28,108.09 3,382.43 0 0 0 0 0
309. Nov 15, 24 27,912.46 3,286.43 0 0 0 0 0
310. Dec 15, 24 28,328.14 3,191.38 0 0 0 0 0
311. Jan 15, 25 28,142.32 3,097.27 0 0 0 0 0
312. Feb 15, 25 28,257.54 3,004.11 0 0 0 0 0
313. Mar 15, 25 29,242.42 2,911.87 0 0 0 0 0
314. Apr 15, 25 28,495.89 2,820.56 0 0 0 0 0
315. May 15, 25 28,894.65 2,730.16 0 0 0 0 0
316. Jun 15, 25 28,733.97 2,640.66 0 0 0 0 0
317. Jul 15, 25 29,125.86 2,552.06 0 0 0 0 0
318. Aug 15, 25 28,975.40 2,464.35 0 0 0 0 0
319. Sep 15, 25 29,096.56 2,377.51 0 0 0 0 0
320. Oct 15, 25 29,477.98 2,291.56 0 0 0 0 0
321. Nov 15, 25 29,343.08 2,206.46 0 0 0 0 0
<CAPTION>
0 CPR
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
276. Feb 15, 22 0 261.37 45,783.61 153,482.04
277. Mar 15, 22 0 257.6 43,615.52 152,707.73
278. Apr 15, 22 0 253.78 44,421.11 151,942.63
279. May 15, 22 0 250.02 43,262.67 151,184.26
280. Jun 15, 22 0 246.24 43,068.13 150,433.66
281. Jul 15, 22 0 242.48 41,924.92 149,689.72
282. Aug 15, 22 0 238.71 41,718.24 148,953.37
283. Sep 15, 22 0 234.96 41,045.78 148,224.04
284. Oct 15, 22 0 231.21 39,924.94 147,501.25
285. Nov 15, 22 0 227.44 39,699.93 146,785.78
286. Dec 15, 22 0 223.69 38,593.75 146,076.79
287. Jan 15, 23 0 219.93 38,356.35 145,374.94
288. Feb 15, 23 0 216.19 37,686.63 144,679.80
289. Mar 15, 23 0 212.44 35,771.33 143,990.49
290. Apr 15, 23 0 208.65 36,340.69 409,583.88
291. May 15, 23 0 195.59 33,422.03 239,961.23
292. Jun 15, 23 0 188.36 32,565.34 102,667.86
293. Jul 15, 23 0 185.91 31,768.34 102,450.73
294. Aug 15, 23 0 183.43 31,705.56 2,930,630.35
295. Sep 15, 23 0 81.97 15,070.80 46,183.53
296. Oct 15, 23 0 80.88 14,508.74 45,972.39
297. Nov 15, 23 0 79.78 14,659.74 45,763.21
298. Dec 15, 23 0 78.69 14,105.57 45,555.98
299. Jan 15, 24 0 77.59 14,249.21 45,350.68
300. Feb 15, 24 0 76.5 14,045.19 45,147.30
301. Mar 15, 24 0 75.41 13,164.59 44,945.80
302. Apr 15, 24 0 74.3 13,633.19 44,746.19
303. May 15, 24 0 73.21 13,098.99 44,548.44
304. Jun 15, 24 0 72.11 13,223.58 44,352.53
305. Jul 15, 24 0 71.02 12,697.44 44,158.45
306. Aug 15, 24 0 69.92 12,814.17 43,966.19
307. Sep 15, 24 0 68.83 12,610.50 43,775.72
308. Oct 15, 24 0 67.74 12,096.51 43,587.04
309. Nov 15, 24 0 66.64 12,201.22 43,400.12
310. Dec 15, 24 0 65.55 11,695.43 43,214.95
311. Jan 15, 25 0 64.44 11,791.92 43,031.51
312. Feb 15, 25 0 63.35 11,588.14 42,849.79
313. Mar 15, 25 0 62.26 10,515.48 42,669.78
314. Apr 15, 25 0 61.13 11,175.01 42,491.45
315. May 15, 25 0 60.03 10,689.99 42,314.80
316. Jun 15, 25 0 58.93 10,765.18 42,139.81
317. Jul 15, 25 0 57.83 10,288.54 41,966.46
318. Aug 15, 25 0 56.72 10,354.99 41,794.74
319. Sep 15, 25 0 55.62 10,150.56 41,624.63
320. Oct 15, 25 0 54.52 9,686.59 41,456.13
321. Nov 15, 25 0 53.41 9,739.66 41,289.21
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
0 CPR
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
322. Dec 15, 25 55,941.29 15,515.30 71,456.59 2,327,077.58
323. Jan 15, 26 56,068.61 15,389.94 71,458.55 2,271,008.97
324. Feb 15, 26 56,447.48 15,013.03 71,460.51 2,214,561.49
325. Mar 15, 26 57,540.25 13,922.24 71,462.49 2,157,021.23
326. Apr 15, 26 57,217.40 14,247.10 71,464.50 2,099,803.83
327. May 15, 26 57,831.96 13,634.54 71,466.51 2,041,971.87
328. Jun 15, 26 57,994.78 13,473.75 71,468.53 1,983,977.08
329. Jul 15, 26 58,605.38 12,865.18 71,470.56 1,925,371.70
330. Aug 15, 26 58,782.69 12,689.92 71,472.61 1,866,589.01
331. Sep 15, 26 59,179.98 12,294.69 71,474.67 1,807,409.03
332. Oct 15, 26 59,784.57 11,692.17 71,476.74 1,747,624.46
333. Nov 15, 26 59,983.93 11,494.90 71,478.83 1,687,640.53
334. Dec 15, 26 60,584.46 10,896.47 71,480.93 1,627,056.06
335. Jan 15, 27 60,798.78 10,684.28 71,483.05 1,566,257.28
336. Feb 15, 27 61,209.74 10,275.44 71,485.18 1,505,047.54
337. Mar 15, 27 62,165.34 9,321.99 71,487.32 1,442,882.20
338. Apr 15, 27 62,043.45 9,446.05 71,489.50 1,380,838.76
339. May 15, 27 62,633.58 8,858.09 71,491.67 1,318,205.18
340. Jun 15, 27 62,886.18 8,607.68 71,493.86 1,255,318.99
341. Jul 15, 27 63,472.10 8,023.96 71,496.06 1,191,846.89
342. Aug 15, 27 63,740.34 7,757.95 71,498.29 1,128,106.56
343. Sep 15, 27 64,171.26 7,329.25 71,500.52 1,063,935.29
344. Oct 15, 27 64,750.78 6,751.98 71,502.76 999,184.51
345. Nov 15, 27 65,042.83 6,462.20 71,505.03 934,141.69
346. Dec 15, 27 65,618.01 5,889.29 71,507.31 868,523.68
347. Jan 15, 28 65,926.20 5,583.41 71,509.60 802,597.48
348. Feb 15, 28 66,371.96 5,139.95 71,511.91 736,225.52
349. Mar 15, 28 67,060.40 4,453.84 71,514.23 669,165.12
350. Apr 15, 28 67,274.09 4,242.49 71,516.58 601,891.03
351. May 15, 28 67,838.15 3,680.70 71,518.85 534,052.88
352. Jun 15, 28 44,777.57 3,333.62 48,111.19 489,275.31
353. Jul 15, 28 26,848.24 2,938.91 29,787.16 462,427.07
354. Aug 15, 28 26,917.32 2,870.77 29,788.10 435,509.75
355. Sep 15, 28 435,509.75 2,703.67 438,213.41 0
Total 1,163,518,250.32 836,119,226.36 1,999,637,476.68
<CAPTION>
0 CPR
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
322. Dec 15, 25 55,941.29 0 0 0 0 0 0
323. Jan 15, 26 56,068.61 0 0 0 0 0 0
324. Feb 15, 26 56,447.48 0 0 0 0 0 0
325. Mar 15, 26 57,540.25 0 0 0 0 0 0
326. Apr 15, 26 57,217.40 0 0 0 0 0 0
327. May 15, 26 57,831.96 0 0 0 0 0 0
328. Jun 15, 26 57,994.78 0 0 0 0 0 0
329. Jul 15, 26 58,605.38 0 0 0 0 0 0
330. Aug 15, 26 58,782.69 0 0 0 0 0 0
331. Sep 15, 26 59,179.98 0 0 0 0 0 0
332. Oct 15, 26 59,784.57 0 0 0 0 0 0
333. Nov 15, 26 59,983.93 0 0 0 0 0 0
334. Dec 15, 26 60,584.46 0 0 0 0 0 0
335. Jan 15, 27 60,798.78 0 0 0 0 0 0
336. Feb 15, 27 61,209.74 0 0 0 0 0 0
337. Mar 15, 27 62,165.34 0 0 0 0 0 0
338. Apr 15, 27 62,043.45 0 0 0 0 0 0
339. May 15, 27 62,633.58 0 0 0 0 0 0
340. Jun 15, 27 62,886.18 0 0 0 0 0 0
341. Jul 15, 27 63,472.10 0 0 0 0 0 0
342. Aug 15, 27 63,740.34 0 0 0 0 0 0
343. Sep 15, 27 64,171.26 0 0 0 0 0 0
344. Oct 15, 27 64,750.78 0 0 0 0 0 0
345. Nov 15, 27 65,042.83 0 0 0 0 0 0
346. Dec 15, 27 65,618.01 0 0 0 0 0 0
347. Jan 15, 28 65,926.20 0 0 0 0 0 0
348. Feb 15, 28 66,371.96 0 0 0 0 0 0
349. Mar 15, 28 67,060.40 0 0 0 0 0 0
350. Apr 15, 28 67,274.09 0 0 0 0 0 0
351. May 15, 28 67,838.15 0 0 0 0 0 0
352. Jun 15, 28 44,777.57 0 0 0 0 0 0
353. Jul 15, 28 26,848.24 0 0 0 0 0 0
354. Aug 15, 28 26,917.32 0 0 0 0 0 0
355. Sep 15, 28 435,509.75 0 0 0 0 0 0
Total 1,163,518,250.32 0 0 0 0 0 0
<CAPTION>
0 CPR
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
322. Dec 15, 25 0 83.41 15,598.71 71,540.00
323. Jan 15, 26 0 81.45 15,471.39 71,540.00
324. Feb 15, 26 0 79.49 15,092.52 71,540.00
325. Mar 15, 26 0 77.51 13,999.75 71,540.00
326. Apr 15, 26 0 75.5 14,322.60 71,540.00
327. May 15, 26 0 73.49 13,708.04 71,540.00
328. Jun 15, 26 0 71.47 13,545.22 71,540.00
329. Jul 15, 26 0 69.44 12,934.62 71,540.00
330. Aug 15, 26 0 67.39 12,757.31 71,540.00
331. Sep 15, 26 0 65.33 12,360.02 71,540.00
332. Oct 15, 26 0 63.26 11,755.43 71,540.00
333. Nov 15, 26 0 61.17 11,556.07 71,540.00
334. Dec 15, 26 0 59.07 10,955.54 71,540.00
335. Jan 15, 27 0 56.95 10,741.22 71,540.00
336. Feb 15, 27 0 54.82 10,330.26 71,540.00
337. Mar 15, 27 0 52.68 9,374.66 71,540.00
338. Apr 15, 27 0 50.5 9,496.55 71,540.00
339. May 15, 27 0 48.33 8,906.42 71,540.00
340. Jun 15, 27 0 46.14 8,653.82 71,540.00
341. Jul 15, 27 0 43.94 8,067.90 71,540.00
342. Aug 15, 27 0 41.71 7,799.66 71,540.00
343. Sep 15, 27 0 39.48 7,368.74 71,540.00
344. Oct 15, 27 0 37.24 6,789.22 71,540.00
345. Nov 15, 27 0 34.97 6,497.17 71,540.00
346. Dec 15, 27 0 32.69 5,921.99 71,540.00
347. Jan 15, 28 0 30.4 5,613.80 71,540.00
348. Feb 15, 28 0 28.09 5,168.04 71,540.00
349. Mar 15, 28 0 25.77 4,479.60 71,540.00
350. Apr 15, 28 0 23.42 4,265.91 71,540.00
351. May 15, 28 0 21.07 3,701.76 71,539.92
352. Jun 15, 28 0 18.69 3,352.31 48,129.88
353. Jul 15, 28 0 17.12 2,956.04 29,804.28
354. Aug 15, 28 0 16.18 2,886.96 29,804.28
355. Sep 15, 28 0 15.24 2,718.91 438,228.66
0 5,375,389.46 841,494,615.82 2,005,012,866.14
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
10 CPR after YM
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
322. Dec 15, 25 31,839.63 9,231.93 41,071.56 1,462,506.99
323. Jan 15, 26 31,631.89 9,277.00 40,908.89 1,430,875.10
324. Feb 15, 26 31,674.88 9,072.88 40,747.75 1,399,200.22
325. Mar 15, 26 32,430.91 8,157.24 40,588.15 1,366,769.31
326. Apr 15, 26 31,770.45 8,659.64 40,430.09 1,334,998.86
327. May 15, 26 32,046.52 8,227.00 40,273.51 1,302,952.34
328. Jun 15, 26 31,869.93 8,248.50 40,118.44 1,271,082.41
329. Jul 15, 26 32,140.20 7,824.63 39,964.83 1,238,942.21
330. Aug 15, 26 31,976.23 7,836.47 39,812.70 1,206,965.97
331. Sep 15, 26 32,031.27 7,630.74 39,662.01 1,174,934.70
332. Oct 15, 26 32,292.63 7,220.13 39,512.76 1,142,642.07
333. Nov 15, 26 32,147.75 7,217.20 39,364.95 1,110,494.32
334. Dec 15, 26 32,403.02 6,815.53 39,218.54 1,078,091.30
335. Jan 15, 27 32,271.01 6,802.53 39,073.55 1,045,820.29
336. Feb 15, 27 32,334.60 6,595.34 38,929.94 1,013,485.69
337. Mar 15, 27 32,941.72 5,845.98 38,787.70 980,543.96
338. Apr 15, 27 32,470.26 6,176.59 38,646.85 948,073.70
339. May 15, 27 32,709.69 5,797.65 38,507.34 915,364.01
340. Jun 15, 27 32,610.45 5,758.72 38,369.17 882,753.56
341. Jul 15, 27 32,843.35 5,388.98 38,232.33 849,910.21
342. Aug 15, 27 32,757.39 5,339.42 38,096.81 817,152.83
343. Sep 15, 27 32,832.91 5,129.69 37,962.59 784,319.92
344. Oct 15, 27 33,055.79 4,773.88 37,829.67 751,264.13
345. Nov 15, 27 32,989.95 4,708.08 37,698.03 718,274.18
346. Dec 15, 27 33,205.99 4,361.68 37,567.67 685,068.20
347. Jan 15, 28 33,153.73 4,284.83 37,438.56 651,914.46
348. Feb 15, 28 33,237.75 4,072.95 37,310.71 618,676.71
349. Mar 15, 28 33,563.11 3,620.98 37,184.09 585,113.60
350. Apr 15, 28 33,412.38 3,646.33 37,058.71 551,701.22
351. May 15, 28 33,610.72 3,323.80 36,934.52 518,090.50
352. Jun 15, 28 28,815.19 3,218.57 32,033.76 489,275.31
353. Jul 15, 28 30,890.60 2,938.91 33,829.51 458,384.71
354. Aug 15, 28 30,455.80 2,845.68 33,301.48 427,928.91
355. Sep 15, 28 427,928.91 2,656.61 430,585.52 0
Total 1,163,518,250.32 829,968,735.26 1,993,486,985.58
<CAPTION>
10 CPR after YM
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
322. Dec 15, 25 29,717.40 2,122.22 0 0 0 0 0
323. Jan 15, 26 29,593.05 2,038.84 0 0 0 0 0
324. Feb 15, 26 29,718.58 1,956.29 0 0 0 0 0
325. Mar 15, 26 30,556.33 1,874.58 0 0 0 0 0
326. Apr 15, 26 29,976.76 1,793.70 0 0 0 0 0
327. May 15, 26 30,332.89 1,713.63 0 0 0 0 0
328. Jun 15, 26 30,235.56 1,634.38 0 0 0 0 0
329. Jul 15, 26 30,584.27 1,555.93 0 0 0 0 0
330. Aug 15, 26 30,497.95 1,478.28 0 0 0 0 0
331. Sep 15, 26 30,629.85 1,401.42 0 0 0 0 0
332. Oct 15, 26 30,967.29 1,325.34 0 0 0 0 0
333. Nov 15, 26 30,897.71 1,250.04 0 0 0 0 0
334. Dec 15, 26 31,227.51 1,175.51 0 0 0 0 0
335. Jan 15, 27 31,169.28 1,101.74 0 0 0 0 0
336. Feb 15, 27 31,305.87 1,028.72 0 0 0 0 0
337. Mar 15, 27 31,985.26 956.46 0 0 0 0 0
338. Apr 15, 27 31,585.32 884.94 0 0 0 0 0
339. May 15, 27 31,895.55 814.15 0 0 0 0 0
340. Jun 15, 27 31,866.36 744.09 0 0 0 0 0
341. Jul 15, 27 32,168.60 674.75 0 0 0 0 0
342. Aug 15, 27 32,151.26 606.13 0 0 0 0 0
343. Sep 15, 27 32,294.69 538.21 0 0 0 0 0
344. Oct 15, 27 32,584.78 471 0 0 0 0 0
345. Nov 15, 27 32,585.46 404.49 0 0 0 0 0
346. Dec 15, 27 32,867.32 338.66 0 0 0 0 0
347. Jan 15, 28 32,880.21 273.52 0 0 0 0 0
348. Feb 15, 28 33,028.69 209.06 0 0 0 0 0
349. Mar 15, 28 33,417.84 145.27 0 0 0 0 0
350. Apr 15, 28 33,330.24 82.14 0 0 0 0 0
351. May 15, 28 33,591.04 19.68 0 0 0 0 0
352. Jun 15, 28 28,815.19 0 0 0 0 0 0
353. Jul 15, 28 26,848.24 4,042.36 0 0 0 0 0
354. Aug 15, 28 26,682.02 3,773.78 0 0 0 0 0
355. Sep 15, 28 424,420.77 3,508.14 0 0 0 0 0
Total 1,115,297,199.76 48,221,050.56 0.00 0.00 0.00 488,023.09 0.00
<CAPTION>
10 CPR after YM
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
322. Dec 15, 25 0 52.3 9,284.23 41,123.86
323. Jan 15, 26 0 51.19 9,328.19 40,960.08
324. Feb 15, 26 0 50.08 9,122.96 40,797.83
325. Mar 15, 26 0 48.97 8,206.21 40,637.12
326. Apr 15, 26 0 47.84 8,707.48 40,477.93
327. May 15, 26 0 46.72 8,273.72 40,320.24
328. Jun 15, 26 0 45.6 8,294.10 40,164.04
329. Jul 15, 26 0 44.49 7,869.11 40,009.32
330. Aug 15, 26 0 43.36 7,879.83 39,856.06
331. Sep 15, 26 0 42.24 7,672.98 39,704.25
332. Oct 15, 26 0 41.12 7,261.25 39,553.88
333. Nov 15, 26 0 39.99 7,257.19 39,404.94
334. Dec 15, 26 0 38.87 6,854.39 39,257.41
335. Jan 15, 27 0 37.73 6,840.27 39,111.28
336. Feb 15, 27 0 36.6 6,631.94 38,966.54
337. Mar 15, 27 0 35.47 5,881.45 38,823.17
338. Apr 15, 27 0 34.32 6,210.91 38,681.17
339. May 15, 27 0 33.18 5,830.83 38,540.52
340. Jun 15, 27 0 32.04 5,790.76 38,401.21
341. Jul 15, 27 0 30.9 5,419.88 38,263.23
342. Aug 15, 27 0 29.75 5,369.17 38,126.56
343. Sep 15, 27 0 28.6 5,158.29 37,991.19
344. Oct 15, 27 0 27.45 4,801.33 37,857.12
345. Nov 15, 27 0 26.29 4,734.38 37,724.33
346. Dec 15, 27 0 25.14 4,386.82 37,592.80
347. Jan 15, 28 0 23.98 4,308.81 37,462.54
348. Feb 15, 28 0 22.82 4,095.77 37,333.52
349. Mar 15, 28 0 21.65 3,642.63 37,205.74
350. Apr 15, 28 0 20.48 3,666.80 37,079.19
351. May 15, 28 0 19.31 3,343.11 36,953.83
352. Jun 15, 28 0 18.13 3,236.70 32,051.89
353. Jul 15, 28 0 17.12 2,956.04 33,846.64
354. Aug 15, 28 0 16.04 2,861.72 33,317.52
355. Sep 15, 28 0 14.98 2,671.58 430,600.50
Total 488,023.09 5,339,204.69 835,307,939.96 1,998,826,190.28
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- ---- --------- ------------ ------------ ------------ ----------------
<S> <C> <C> <C> <C> <C>
322. Dec 15, 25 31,839.63 9,231.93 41,071.56 1,462,506.99
323. Jan 15, 26 31,631.89 9,277.00 40,908.89 1,430,875.10
324. Feb 15, 26 31,674.88 9,072.88 40,747.75 1,399,200.22
325. Mar 15, 26 32,430.91 8,157.24 40,588.15 1,366,769.31
326. Apr 15, 26 31,770.45 8,659.64 40,430.09 1,334,998.86
327. May 15, 26 32,046.52 8,227.00 40,273.51 1,302,952.34
328. Jun 15, 26 31,869.93 8,248.50 40,118.44 1,271,082.41
329. Jul 15, 26 32,140.20 7,824.63 39,964.83 1,238,942.21
330. Aug 15, 26 31,976.23 7,836.47 39,812.70 1,206,965.97
331. Sep 15, 26 32,031.27 7,630.74 39,662.01 1,174,934.70
332. Oct 15, 26 32,292.63 7,220.13 39,512.76 1,142,642.07
333. Nov 15, 26 32,147.75 7,217.20 39,364.95 1,110,494.32
334. Dec 15, 26 32,403.02 6,815.53 39,218.54 1,078,091.30
335. Jan 15, 27 32,271.01 6,802.53 39,073.55 1,045,820.29
336. Feb 15, 27 32,334.60 6,595.34 38,929.94 1,013,485.69
337. Mar 15, 27 32,941.72 5,845.98 38,787.70 980,543.96
338. Apr 15, 27 32,470.26 6,176.59 38,646.85 948,073.70
339. May 15, 27 32,709.69 5,797.65 38,507.34 915,364.01
340. Jun 15, 27 32,610.45 5,758.72 38,369.17 882,753.56
341. Jul 15, 27 32,843.35 5,388.98 38,232.33 849,910.21
342. Aug 15, 27 32,757.39 5,339.42 38,096.81 817,152.83
343. Sep 15, 27 32,832.91 5,129.69 37,962.59 784,319.92
344. Oct 15, 27 33,055.79 4,773.88 37,829.67 751,264.13
345. Nov 15, 27 32,989.95 4,708.08 37,698.03 718,274.18
346. Dec 15, 27 33,205.99 4,361.68 37,567.67 685,068.20
347. Jan 15, 28 33,153.73 4,284.83 37,438.56 651,914.46
348. Feb 15, 28 33,237.75 4,072.95 37,310.71 618,676.71
349. Mar 15, 28 33,563.11 3,620.98 37,184.09 585,113.60
350. Apr 15, 28 33,412.38 3,646.33 37,058.71 551,701.22
351. May 15, 28 33,610.72 3,323.80 36,934.52 518,090.50
352. Jun 15, 28 28,815.19 3,218.57 32,033.76 489,275.31
353. Jul 15, 28 30,890.60 2,938.91 33,829.51 458,384.71
354. Aug 15, 28 30,455.80 2,845.68 33,301.48 427,928.91
355. Sep 15, 28 427,928.91 2,656.61 430,585.52 0
Total 1,163,518,250.32 808,334,827.24 1,971,853,077.56
<CAPTION>
0 CPR
Per Date Sched Princ Prepay Princ Recover Princ Liquidation Net Loss Prepay Points Yield Maint
- ---- ---------- ------------ ------------ ------------- ----------- -------- ------------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
322. Dec 15, 25 29,717.40 2,122.22 0 0 0 0 0
323. Jan 15, 26 29,593.05 2,038.84 0 0 0 0 0
324. Feb 15, 26 29,718.58 1,956.29 0 0 0 0 0
325. Mar 15, 26 30,556.33 1,874.58 0 0 0 0 0
326. Apr 15, 26 29,976.76 1,793.70 0 0 0 0 0
327. May 15, 26 30,332.89 1,713.63 0 0 0 0 0
328. Jun 15, 26 30,235.56 1,634.38 0 0 0 0 0
329. Jul 15, 26 30,584.27 1,555.93 0 0 0 0 0
330. Aug 15, 26 30,497.95 1,478.28 0 0 0 0 0
331. Sep 15, 26 30,629.85 1,401.42 0 0 0 0 0
332. Oct 15, 26 30,967.29 1,325.34 0 0 0 0 0
333. Nov 15, 26 30,897.71 1,250.04 0 0 0 0 0
334. Dec 15, 26 31,227.51 1,175.51 0 0 0 0 0
335. Jan 15, 27 31,169.28 1,101.74 0 0 0 0 0
336. Feb 15, 27 31,305.87 1,028.72 0 0 0 0 0
337. Mar 15, 27 31,985.26 956.46 0 0 0 0 0
338. Apr 15, 27 31,585.32 884.94 0 0 0 0 0
339. May 15, 27 31,895.55 814.15 0 0 0 0 0
340. Jun 15, 27 31,866.36 744.09 0 0 0 0 0
341. Jul 15, 27 32,168.60 674.75 0 0 0 0 0
342. Aug 15, 27 32,151.26 606.13 0 0 0 0 0
343. Sep 15, 27 32,294.69 538.21 0 0 0 0 0
344. Oct 15, 27 32,584.78 471 0 0 0 0 0
345. Nov 15, 27 32,585.46 404.49 0 0 0 0 0
346. Dec 15, 27 32,867.32 338.66 0 0 0 0 0
347. Jan 15, 28 32,880.21 273.52 0 0 0 0 0
348. Feb 15, 28 33,028.69 209.06 0 0 0 0 0
349. Mar 15, 28 33,417.84 145.27 0 0 0 0 0
350. Apr 15, 28 33,330.24 82.14 0 0 0 0 0
351. May 15, 28 33,591.04 19.68 0 0 0 0 0
352. Jun 15, 28 28,815.19 0 0 0 0 0 0
353. Jul 15, 28 26,848.24 4,042.36 0 0 0 0 0
354. Aug 15, 28 26,682.02 3,773.78 0 0 0 0 0
355. Sep 15, 28 424,420.77 3,508.14 0 0 0 0 0
Total 1,036,057,691.17 127,460,559.15 0 0 0 475,981.02 13,225,329.56
<CAPTION>
0 CPR
Per Date Prepay Penalty Servcng Fees Gross Interest Gross Debt Srvc
- ---- ---------- -------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C> <C>
322. Dec 15, 25 0 52.3 9,284.23 41,123.86
323. Jan 15, 26 0 51.19 9,328.19 40,960.08
324. Feb 15, 26 0 50.08 9,122.96 40,797.83
325. Mar 15, 26 0 48.97 8,206.21 40,637.12
326. Apr 15, 26 0 47.84 8,707.48 40,477.93
327. May 15, 26 0 46.72 8,273.72 40,320.24
328. Jun 15, 26 0 45.6 8,294.10 40,164.04
329. Jul 15, 26 0 44.49 7,869.11 40,009.32
330. Aug 15, 26 0 43.36 7,879.83 39,856.06
331. Sep 15, 26 0 42.24 7,672.98 39,704.25
332. Oct 15, 26 0 41.12 7,261.25 39,553.88
333. Nov 15, 26 0 39.99 7,257.19 39,404.94
334. Dec 15, 26 0 38.87 6,854.39 39,257.41
335. Jan 15, 27 0 37.73 6,840.27 39,111.28
336. Feb 15, 27 0 36.6 6,631.94 38,966.54
337. Mar 15, 27 0 35.47 5,881.45 38,823.17
338. Apr 15, 27 0 34.32 6,210.91 38,681.17
339. May 15, 27 0 33.18 5,830.83 38,540.52
340. Jun 15, 27 0 32.04 5,790.76 38,401.21
341. Jul 15, 27 0 30.9 5,419.88 38,263.23
342. Aug 15, 27 0 29.75 5,369.17 38,126.56
343. Sep 15, 27 0 28.6 5,158.29 37,991.19
344. Oct 15, 27 0 27.45 4,801.33 37,857.12
345. Nov 15, 27 0 26.29 4,734.38 37,724.33
346. Dec 15, 27 0 25.14 4,386.82 37,592.80
347. Jan 15, 28 0 23.98 4,308.81 37,462.54
348. Feb 15, 28 0 22.82 4,095.77 37,333.52
349. Mar 15, 28 0 21.65 3,642.63 37,205.74
350. Apr 15, 28 0 20.48 3,666.80 37,079.19
351. May 15, 28 0 19.31 3,343.11 36,953.83
352. Jun 15, 28 0 18.13 3,236.70 32,051.89
353. Jul 15, 28 0 17.12 2,956.04 33,846.64
354. Aug 15, 28 0 16.04 2,861.72 33,317.52
355. Sep 15, 28 0 14.98 2,671.58 430,600.50
Total 13,701,310.58 4,983,840.00 813,318,667.24 1,976,836,917.56
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
0 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---- --------- -------- --------- -------
<S> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 222,414,204.66
1. Mar 15, 99 1,504,024.68 1,099,096.86 2,603,121.54 220,910,179.98
2. Apr 15, 99 985,840.79 1,091,664.47 2,077,505.27 219,924,339.19
3. May 15, 99 1,167,168.73 1,086,792.78 2,253,961.51 218,757,170.45
4. Jun 15, 99 1,703,990.26 1,081,025.02 2,785,015.28 217,053,180.19
5. Jul 15, 99 1,179,950.00 1,072,604.47 2,252,554.47 215,873,230.19
6. Aug 15, 99 1,022,177.90 1,066,773.55 2,088,951.45 214,851,052.29
7. Sep 15, 99 1,028,375.08 1,061,722.28 2,090,097.37 213,822,677.21
8. Oct 15, 99 1,251,637.52 1,056,640.40 2,308,277.91 212,571,039.69
9. Nov 15, 99 1,073,172.28 1,050,455.22 2,123,627.50 211,497,867.41
10. Dec 15, 99 1,648,936.72 1,045,151.96 2,694,088.68 209,848,930.69
11. Jan 15, 00 1,087,336.58 1,037,003.47 2,124,340.04 208,761,594.11
12. Feb 15, 00 1,093,921.50 1,031,630.21 2,125,551.71 207,667,672.62
13. Mar 15, 00 1,470,732.39 1,026,224.42 2,496,956.80 206,196,940.23
14. Apr 15, 00 1,109,458.68 1,018,956.55 2,128,415.23 205,087,481.55
15. May 15, 00 1,300,837.46 1,013,473.97 2,314,311.43 203,786,644.08
16. Jun 15, 00 1,427,251.74 1,007,045.67 2,434,297.41 202,359,392.34
17. Jul 15, 00 1,315,124.23 999,992.66 2,315,116.89 201,044,268.11
18. Aug 15, 00 1,138,834.80 993,493.76 2,132,328.56 199,905,433.32
19. Sep 15, 00 1,145,732.53 987,866.02 2,133,598.54 198,759,700.79
20. Oct 15, 00 1,336,335.02 982,204.19 2,318,539.21 197,423,365.77
21. Nov 15, 00 1,160,768.80 975,600.47 2,136,369.26 196,262,596.97
22. Dec 15, 00 1,774,796.42 969,864.33 2,744,660.76 194,487,800.55
23. Jan 15, 01 1,175,985.77 961,093.88 2,137,079.65 193,311,814.78
24. Feb 15, 01 1,183,109.17 955,282.55 2,138,391.72 192,128,705.61
25. Mar 15, 01 1,738,183.79 949,436.02 2,687,619.81 190,390,521.82
26. Apr 15, 01 1,200,811.93 940,846.50 2,141,658.43 189,189,709.89
27. May 15, 01 1,390,223.67 934,912.48 2,325,136.15 187,799,486.22
28. Jun 15, 01 1,534,079.16 928,042.46 2,462,121.62 186,265,407.07
29. Jul 15, 01 1,405,584.79 920,461.55 2,326,046.34 184,859,822.27
30. Aug 15, 01 1,232,397.16 913,515.62 2,145,912.78 183,627,425.12
31. Sep 15, 01 1,239,863.29 907,425.53 2,147,288.82 182,387,561.82
32. Oct 15, 01 1,428,439.06 901,298.53 2,329,737.59 180,959,122.76
33. Nov 15, 01 1,280,559.67 894,239.66 2,174,799.33 179,678,563.09
34. Dec 15, 01 1,916,761.27 887,911.57 2,804,672.83 177,761,801.83
35. Jan 15, 02 1,297,220.32 878,439.57 2,175,659.89 176,464,581.50
36. Feb 15, 02 1,305,073.57 872,029.14 2,177,102.71 175,159,507.94
37. Mar 15, 02 1,859,547.92 865,579.90 2,725,127.82 173,299,960.02
38. Apr 15, 02 1,324,239.44 856,390.64 2,180,630.08 171,975,720.58
39. May 15, 02 1,514,855.41 849,846.69 2,364,702.09 170,460,865.17
40. Jun 15, 02 1,686,042.07 842,360.78 2,528,402.85 168,774,823.10
41. Jul 15, 02 1,532,377.05 834,028.92 2,366,405.96 167,242,446.06
42. Aug 15, 02 1,360,468.31 826,456.42 2,186,924.73 165,881,977.74
43. Sep 15, 02 1,368,705.30 819,733.44 2,188,438.74 164,513,272.44
44. Oct 15, 02 1,557,485.25 812,969.75 2,370,455.01 162,955,787.19
45. Nov 15, 02 1,386,424.65 805,273.18 2,191,697.83 161,569,362.54
46. Dec 15, 02 2,086,958.69 798,421.93 2,885,380.62 159,482,403.85
47. Jan 15, 03 1,404,356.90 788,108.88 2,192,465.78 158,078,046.95
48. Feb 15, 03 1,412,860.39 781,169.02 2,194,029.40 156,665,186.56
49. Mar 15, 03 1,959,708.24 774,187.13 2,733,895.37 154,705,478.33
<CAPTION>
10 CPR after YM
Per Date Principal Interest Cash Flow Balance
- --- ---- --------- -------- --------- -------
<S> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 222,414,204.66
1. Mar 15, 99 1,504,024.68 1,099,096.86 2,603,121.54 220,910,179.98
2. Apr 15, 99 985,840.79 1,091,664.47 2,077,505.27 219,924,339.19
3. May 15, 99 1,167,168.73 1,086,792.78 2,253,961.51 218,757,170.45
4. Jun 15, 99 1,703,990.26 1,081,025.02 2,785,015.28 217,053,180.19
5. Jul 15, 99 1,179,950.00 1,072,604.47 2,252,554.47 215,873,230.19
6. Aug 15, 99 1,022,177.90 1,066,773.55 2,088,951.45 214,851,052.29
7. Sep 15, 99 1,028,375.08 1,061,722.28 2,090,097.37 213,822,677.21
8. Oct 15, 99 1,251,637.52 1,056,640.40 2,308,277.91 212,571,039.69
9. Nov 15, 99 1,073,172.28 1,050,455.22 2,123,627.50 211,497,867.41
10. Dec 15, 99 1,648,936.72 1,045,151.96 2,694,088.68 209,848,930.69
11. Jan 15, 00 1,087,336.58 1,037,003.47 2,124,340.04 208,761,594.11
12. Feb 15, 00 1,093,921.50 1,031,630.21 2,125,551.71 207,667,672.62
13. Mar 15, 00 1,470,732.39 1,026,224.42 2,496,956.80 206,196,940.23
14. Apr 15, 00 1,109,458.68 1,018,956.55 2,128,415.23 205,087,481.55
15. May 15, 00 1,300,837.46 1,013,473.97 2,314,311.43 203,786,644.08
16. Jun 15, 00 1,427,251.74 1,007,045.67 2,434,297.41 202,359,392.34
17. Jul 15, 00 1,315,124.23 999,992.66 2,315,116.89 201,044,268.11
18. Aug 15, 00 1,138,834.80 993,493.76 2,132,328.56 199,905,433.32
19. Sep 15, 00 1,145,732.53 987,866.02 2,133,598.54 198,759,700.79
20. Oct 15, 00 1,336,335.02 982,204.19 2,318,539.21 197,423,365.77
21. Nov 15, 00 1,160,768.80 975,600.47 2,136,369.26 196,262,596.97
22. Dec 15, 00 1,774,796.42 969,864.33 2,744,660.76 194,487,800.55
23. Jan 15, 01 1,175,985.77 961,093.88 2,137,079.65 193,311,814.78
24. Feb 15, 01 1,183,109.17 955,282.55 2,138,391.72 192,128,705.61
25. Mar 15, 01 1,738,183.79 949,436.02 2,687,619.81 190,390,521.82
26. Apr 15, 01 1,200,811.93 940,846.50 2,141,658.43 189,189,709.89
27. May 15, 01 1,390,223.67 934,912.48 2,325,136.15 187,799,486.22
28. Jun 15, 01 1,534,079.16 928,042.46 2,462,121.62 186,265,407.07
29. Jul 15, 01 1,405,584.79 920,461.55 2,326,046.34 184,859,822.27
30. Aug 15, 01 1,232,397.16 913,515.62 2,145,912.78 183,627,425.12
31. Sep 15, 01 1,239,863.29 907,425.53 2,147,288.82 182,387,561.82
32. Oct 15, 01 1,428,439.06 901,298.53 2,329,737.59 180,959,122.76
33. Nov 15, 01 1,280,559.67 894,239.66 2,174,799.33 179,678,563.09
34. Dec 15, 01 1,916,761.27 887,911.57 2,804,672.83 177,761,801.83
35. Jan 15, 02 1,297,220.32 878,439.57 2,175,659.89 176,464,581.50
36. Feb 15, 02 1,305,073.57 872,029.14 2,177,102.71 175,159,507.94
37. Mar 15, 02 1,859,547.92 865,579.90 2,725,127.82 173,299,960.02
38. Apr 15, 02 1,324,239.44 856,390.64 2,180,630.08 171,975,720.58
39. May 15, 02 1,514,855.41 849,846.69 2,364,702.09 170,460,865.17
40. Jun 15, 02 1,686,042.07 842,360.78 2,528,402.85 168,774,823.10
41. Jul 15, 02 1,532,377.05 834,028.92 2,366,405.96 167,242,446.06
42. Aug 15, 02 1,360,468.31 826,456.42 2,186,924.73 165,881,977.74
43. Sep 15, 02 1,368,705.30 819,733.44 2,188,438.74 164,513,272.44
44. Oct 15, 02 1,557,485.25 812,969.75 2,370,455.01 162,955,787.19
45. Nov 15, 02 1,386,424.65 805,273.18 2,191,697.83 161,569,362.54
46. Dec 15, 02 2,086,958.69 798,421.93 2,885,380.62 159,482,403.85
47. Jan 15, 03 1,404,356.90 788,108.88 2,192,465.78 158,078,046.95
48. Feb 15, 03 1,412,860.39 781,169.02 2,194,029.40 156,665,186.56
49. Mar 15, 03 1,959,708.24 774,187.13 2,733,895.37 154,705,478.33
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---- --------- -------- --------- -------
<S> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 222,414,204.66
1. Mar 15, 99 1,560,435.59 1,103,829.46 2,664,265.04 220,853,769.07
2. Apr 15, 99 1,041,499.36 1,096,053.13 2,137,552.49 219,812,269.72
3. May 15, 99 1,222,080.40 1,090,841.88 2,312,922.28 218,590,189.32
4. Jun 15, 99 1,758,160.42 1,084,738.91 2,842,899.33 216,832,028.90
5. Jul 15, 99 1,233,383.99 1,075,987.47 2,309,371.47 215,598,644.90
6. Aug 15, 99 1,074,881.01 1,069,829.96 2,144,710.97 214,523,763.89
7. Sep 15, 99 1,080,352.53 1,064,456.35 2,144,808.89 213,443,411.36
8. Oct 15, 99 1,302,894.48 1,059,056.35 2,361,950.83 212,140,516.88
9. Nov 15, 99 1,123,713.88 1,052,557.26 2,176,271.13 211,016,803.00
10. Dec 15, 99 1,698,768.03 1,046,944.24 2,745,712.27 209,318,034.97
11. Jan 15, 00 1,136,462.60 1,038,490.13 2,174,952.73 208,181,572.37
12. Feb 15, 00 1,142,347.21 1,032,815.36 2,175,162.57 207,039,225.16
13. Mar 15, 00 1,518,462.70 1,027,112.13 2,545,574.82 205,520,762.47
14. Apr 15, 00 1,156,498.45 1,019,550.87 2,176,049.32 204,364,264.02
15. May 15, 00 1,347,191.50 1,013,778.93 2,360,970.42 203,017,072.52
16. Jun 15, 00 1,472,924.81 1,007,065.24 2,479,990.05 201,544,147.71
17. Jul 15, 00 1,556,557.30 1,022,427.94 2,578,985.24 199,987,590.41
18. Aug 15, 00 1,377,879.10 1,014,441.96 2,392,321.07 198,609,711.31
19. Sep 15, 00 1,336,346.24 1,003,684.24 2,340,030.48 197,273,365.07
20. Oct 15, 00 1,626,148.66 1,004,951.41 2,631,100.07 195,647,216.41
21. Nov 15, 00 1,447,861.23 996,550.57 2,444,411.80 194,199,355.18
22. Dec 15, 00 2,037,386.88 988,626.40 3,026,013.28 192,161,968.30
23. Jan 15, 01 1,454,170.50 978,203.68 2,432,374.18 190,707,797.80
24. Feb 15, 01 1,458,671.35 970,665.94 2,429,337.29 189,249,126.45
25. Mar 15, 01 2,010,801.02 963,104.51 2,973,905.54 187,238,325.43
26. Apr 15, 01 1,471,136.73 952,821.93 2,423,958.66 185,767,188.70
27. May 15, 01 1,657,839.69 945,207.66 2,603,047.35 184,109,349.01
28. Jun 15, 01 1,846,343.68 943,029.10 2,789,372.78 182,263,005.33
29. Jul 15, 01 1,818,415.96 938,345.35 2,756,761.31 180,444,589.38
30. Aug 15, 01 1,641,261.07 928,821.54 2,570,082.60 178,803,328.31
31. Sep 15, 01 1,644,612.78 920,177.89 2,564,790.67 177,158,715.53
32. Oct 15, 01 1,828,736.28 911,525.87 2,740,262.15 175,329,979.26
33. Nov 15, 01 1,677,130.21 901,965.17 2,579,095.38 173,652,849.05
34. Dec 15, 01 2,243,714.05 892,787.39 3,136,501.44 171,409,135.00
35. Jan 15, 02 1,682,415.90 881,189.42 2,563,605.32 169,726,719.10
36. Feb 15, 02 1,686,345.75 872,369.74 2,558,715.50 168,040,373.34
37. Mar 15, 02 2,235,139.79 863,545.53 3,098,685.32 165,805,233.55
38. Apr 15, 02 1,697,613.46 852,003.55 2,549,617.01 164,107,620.09
39. May 15, 02 1,883,716.01 843,125.75 2,726,841.75 162,223,904.08
40. Jun 15, 02 2,181,605.65 855,595.24 3,037,200.89 160,042,298.43
41. Jul 15, 02 2,225,414.74 856,972.87 3,082,387.61 157,816,883.69
42. Aug 15, 02 2,065,780.84 846,606.51 2,912,387.35 155,751,102.85
43. Sep 15, 02 2,065,914.50 835,412.63 2,901,327.14 153,685,188.34
44. Oct 15, 02 2,278,148.22 826,384.96 3,104,533.18 151,407,040.13
45. Nov 15, 02 2,099,797.12 814,116.08 2,913,913.21 149,307,243.00
46. Dec 15, 02 2,754,893.31 807,813.70 3,562,707.02 146,552,349.69
47. Jan 15, 03 2,179,501.20 793,099.71 2,972,600.91 144,372,848.49
48. Feb 15, 03 2,178,864.27 781,239.83 2,960,104.11 142,193,984.22
49. Mar 15, 03 2,711,243.87 769,425.46 3,480,669.32 139,482,740.35
<PAGE>
<CAPTION>
0 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---- --------- -------- --------- -------
<S> <C> <C> <C> <C>
50. Apr 15, 03 1,433,700.98 764,502.91 2,198,203.88 153,271,777.35
51. May 15, 03 1,621,319.11 757,418.03 2,378,737.15 151,650,458.24
52. Jun 15, 03 1,803,190.73 749,406.01 2,552,596.75 149,847,267.51
53. Jul 15, 03 1,661,810.64 740,495.25 2,402,305.89 148,185,456.87
54. Aug 15, 03 1,493,648.86 732,283.13 2,225,931.99 146,691,808.01
55. Sep 15, 03 1,502,688.91 724,902.02 2,227,590.92 145,189,119.10
56. Oct 15, 03 1,690,406.53 717,476.23 2,407,882.76 143,498,712.57
57. Nov 15, 03 1,523,167.59 709,122.80 2,232,290.40 141,975,544.98
58. Dec 15, 03 2,236,420.88 701,595.82 2,938,016.69 139,739,124.10
59. Jan 15, 04 1,542,734.96 690,544.17 2,233,279.13 138,196,389.15
60. Feb 15, 04 1,552,072.67 682,920.49 2,234,993.16 136,644,316.47
61. Mar 15, 04 1,913,829.10 675,250.66 2,589,079.77 134,730,487.37
62. Apr 15, 04 1,573,056.09 665,793.16 2,238,849.25 133,157,431.28
63. May 15, 04 1,758,189.89 658,019.64 2,416,209.53 131,399,241.39
64. Jun 15, 04 1,997,635.24 649,331.25 2,646,966.49 129,401,606.15
65. Jul 15, 04 1,777,937.87 639,459.60 2,417,397.47 127,623,668.29
66. Aug 15, 04 1,613,631.80 630,673.63 2,244,305.43 126,010,036.49
67. Sep 15, 04 1,623,399.90 622,699.60 2,246,099.50 124,386,636.59
68. Oct 15, 04 1,807,491.38 614,677.30 2,422,168.67 122,579,145.21
69. Nov 15, 04 1,644,171.49 605,745.28 2,249,916.77 120,934,973.72
70. Dec 15, 04 2,301,180.32 597,620.33 2,898,800.65 118,633,793.40
71. Jan 15, 05 1,665,192.67 586,248.66 2,251,441.34 116,968,600.72
72. Feb 15, 05 1,675,273.80 578,019.84 2,253,293.64 115,293,326.92
73. Mar 15, 05 2,204,041.70 569,741.19 2,773,782.89 113,089,285.22
74. Apr 15, 05 1,698,766.12 558,849.55 2,257,615.67 111,390,519.10
75. May 15, 05 1,881,284.22 550,454.82 2,431,739.04 109,509,234.88
76. Jun 15, 05 2,260,793.09 541,158.14 2,801,951.22 107,248,441.80
77. Jul 15, 05 1,902,511.32 529,986.05 2,432,497.37 105,345,930.48
78. Aug 15, 05 1,742,381.02 520,584.47 2,262,965.49 103,603,549.46
79. Sep 15, 05 1,752,930.83 511,974.21 2,264,905.04 101,850,618.63
80. Oct 15, 05 39,063,219.60 503,311.81 39,566,531.41 62,787,399.03
81. Nov 15, 05 1,737,013.23 310,274.40 2,047,287.63 61,050,385.79
82. Dec 15, 05 2,234,603.76 301,690.66 2,536,294.42 58,815,782.03
83. Jan 15, 06 1,759,128.87 290,647.99 2,049,776.86 57,056,653.16
84. Feb 15, 06 1,769,788.20 281,954.96 2,051,743.16 55,286,864.96
85. Mar 15, 06 2,272,917.59 273,209.26 2,546,126.85 53,013,947.36
86. Apr 15, 06 1,794,291.03 261,977.26 2,056,268.29 51,219,656.33
87. May 15, 06 1,968,633.26 253,110.47 2,221,743.73 49,251,023.07
88. Jun 15, 06 2,559,389.22 243,382.14 2,802,771.36 46,691,633.85
89. Jul 15, 06 1,990,967.22 230,734.49 2,221,701.71 44,700,666.62
90. Aug 15, 06 1,840,174.52 220,895.79 2,061,070.31 42,860,492.11
91. Sep 15, 06 1,851,326.42 211,802.27 2,063,128.68 41,009,165.69
92. Oct 15, 06 2,024,494.42 202,653.63 2,227,148.05 38,984,671.27
93. Nov 15, 06 1,874,817.12 192,649.25 2,067,466.37 37,109,854.16
94. Dec 15, 06 2,323,389.41 183,384.53 2,506,773.94 34,786,464.75
95. Jan 15, 07 1,898,590.41 171,903.11 2,070,493.52 32,887,874.34
96. Feb 15, 07 1,910,097.36 162,520.91 2,072,618.28 30,977,776.97
97. Mar 15, 07 2,402,817.82 153,081.85 2,555,899.66 28,574,959.16
98. Apr 15, 07 1,936,242.36 141,207.92 2,077,450.29 26,638,716.80
99. May 15, 07 2,108,666.58 131,639.66 2,240,306.24 24,530,050.22
100. Jun 15, 07 10,388,959.72 121,219.33 10,510,179.05 14,141,090.50
101. Jul 15, 07 2,118,883.84 69,880.56 2,188,764.39 12,022,206.66
102. Aug 15, 07 1,974,561.27 59,409.74 2,033,971.00 10,047,645.39
103. Sep 15, 07 1,986,512.67 49,652.11 2,036,164.78 8,061,132.72
104. Oct 15, 07 2,154,712.24 39,835.43 2,194,547.67 5,906,420.48
105. Nov 15, 07 2,011,579.02 29,187.56 2,040,766.58 3,894,841.47
106. Dec 15, 07 2,415,398.17 19,247.01 2,434,645.18 1,479,443.29
107. Jan 15, 08 1,479,443.29 7,310.92 1,486,754.21 0
Total 222,414,204.66 70,649,473.67 293,063,678.33
<CAPTION>
10 CPR after YM
Per Date Principal Interest Cash Flow Balance
- --- ---- --------- -------- --------- -------
<S> <C> <C> <C> <C>
50. Apr 15, 03 1,433,700.98 764,502.91 2,198,203.88 153,271,777.35
51. May 15, 03 1,621,319.11 757,418.03 2,378,737.15 151,650,458.24
52. Jun 15, 03 2,007,245.80 754,867.25 2,762,113.06 149,643,212.44
53. Jul 15, 03 1,982,490.07 747,817.96 2,730,308.04 147,660,722.36
54. Aug 15, 03 1,810,742.55 737,938.96 2,548,681.51 145,849,979.82
55. Sep 15, 03 1,816,184.76 728,909.41 2,545,094.18 144,033,795.06
56. Oct 15, 03 2,000,041.55 719,852.09 2,719,893.64 142,033,753.51
57. Nov 15, 03 1,829,486.35 709,888.54 2,539,374.89 140,204,267.16
58. Dec 15, 03 2,538,811.73 700,766.96 3,239,578.69 137,665,455.43
59. Jan 15, 04 1,841,984.20 688,142.41 2,530,126.61 135,823,471.23
60. Feb 15, 04 1,847,858.07 678,962.06 2,526,820.13 133,975,613.16
61. Mar 15, 04 2,205,001.98 669,750.32 2,874,752.30 131,770,611.18
62. Apr 15, 04 1,861,867.45 658,777.45 2,520,644.90 129,908,743.73
63. May 15, 04 2,042,913.31 649,499.42 2,692,412.74 127,865,830.42
64. Jun 15, 04 2,279,636.69 638,358.60 2,917,995.30 125,586,193.72
65. Jul 15, 04 2,055,790.40 626,511.25 2,682,301.65 123,530,403.32
66. Aug 15, 04 1,888,923.71 616,293.19 2,505,216.90 121,641,479.61
67. Sep 15, 04 1,895,404.42 606,900.26 2,502,304.69 119,746,075.18
68. Oct 15, 04 2,075,258.65 597,474.70 2,672,733.34 117,670,816.54
69. Nov 15, 04 1,909,613.50 587,162.01 2,496,775.51 115,761,203.03
70. Dec 15, 04 2,562,328.22 577,667.29 3,139,995.51 113,198,874.81
71. Jan 15, 05 1,924,167.61 564,948.69 2,489,116.30 111,274,707.21
72. Feb 15, 05 1,931,080.17 555,384.18 2,486,464.35 109,343,627.04
73. Mar 15, 05 2,453,009.80 545,782.77 2,998,792.57 106,890,617.24
74. Apr 15, 05 1,948,126.53 533,605.90 2,481,732.43 104,942,490.71
75. May 15, 05 2,423,504.19 523,923.43 2,947,427.62 102,518,986.52
76. Jun 15, 05 2,797,884.44 511,032.71 3,308,917.14 99,721,102.09
77. Jul 15, 05 2,431,662.28 496,706.61 2,928,368.89 97,289,439.81
78. Aug 15, 05 2,296,004.71 484,650.43 2,780,655.13 94,993,435.11
79. Sep 15, 05 2,299,971.46 473,264.97 2,773,236.44 92,693,463.64
80. Oct 15, 05 37,781,133.18 461,859.52 38,242,992.70 54,912,330.47
81. Nov 15, 05 1,964,956.53 275,119.10 2,240,075.62 52,947,373.94
82. Dec 15, 05 2,457,945.15 265,369.89 2,723,315.04 50,489,428.78
83. Jan 15, 06 1,981,138.07 253,185.58 2,234,323.65 48,508,290.71
84. Feb 15, 06 1,988,889.88 243,357.83 2,232,247.71 46,519,400.83
85. Mar 15, 06 2,483,782.37 233,489.97 2,717,272.34 44,035,618.46
86. Apr 15, 06 2,007,468.91 221,179.01 2,228,647.92 42,028,149.55
87. May 15, 06 2,177,097.32 211,221.45 2,388,318.78 39,851,052.23
88. Jun 15, 06 2,766,835.77 199,669.41 2,966,505.18 37,084,216.46
89. Jul 15, 06 2,193,657.66 185,576.78 2,379,234.44 34,890,558.80
90. Aug 15, 06 2,041,968.12 174,720.17 2,216,688.29 32,848,590.68
91. Sep 15, 06 2,050,350.08 164,613.16 2,214,963.24 30,798,240.60
92. Oct 15, 06 2,218,701.13 154,464.27 2,373,165.40 28,579,539.47
93. Nov 15, 06 2,068,302.59 143,483.91 2,211,786.50 26,511,236.88
94. Dec 15, 06 2,512,019.16 133,246.32 2,645,265.48 23,999,217.72
95. Jan 15, 07 2,086,612.02 120,816.49 2,207,428.51 21,912,605.70
96. Feb 15, 07 2,095,441.54 110,488.89 2,205,930.43 19,817,164.15
97. Mar 15, 07 2,578,746.67 100,116.36 2,678,863.03 17,238,417.49
98. Apr 15, 07 2,184,677.09 87,356.82 2,272,033.92 15,053,740.39
99. May 15, 07 2,351,306.29 76,544.24 2,427,850.53 12,702,434.10
100. Jun 15, 07 10,427,296.46 64,205.40 10,491,501.86 2,275,137.64
101. Jul 15, 07 2,275,137.64 12,291.97 2,287,429.60 0
Total 222,414,204.66 69,053,881.77 291,468,086.43
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---- --------- -------- --------- -------
<S> <C> <C> <C> <C>
50. Apr 15, 03 2,181,228.49 754,959.20 2,936,187.69 137,301,511.86
51. May 15, 03 2,357,875.03 743,133.08 3,101,008.11 134,943,636.83
52. Jun 15, 03 2,617,417.06 734,341.41 3,351,758.47 132,326,219.78
53. Jul 15, 03 2,746,246.89 731,529.45 3,477,776.34 129,579,972.89
54. Aug 15, 03 2,567,150.77 716,769.82 3,283,920.59 127,012,822.12
55. Sep 15, 03 2,563,186.08 702,906.92 3,266,093.00 124,449,636.04
56. Oct 15, 03 2,887,949.55 706,325.36 3,594,274.90 121,561,686.49
57. Nov 15, 03 2,708,446.48 690,657.66 3,399,104.14 118,853,240.01
58. Dec 15, 03 3,240,900.53 675,553.21 3,916,453.75 115,612,339.48
59. Jan 15, 04 2,694,955.83 658,167.60 3,353,123.43 112,917,383.65
60. Feb 15, 04 2,689,661.92 643,494.01 3,333,155.93 110,227,721.73
61. Mar 15, 04 3,028,942.55 628,868.45 3,657,811.00 107,198,779.18
62. Apr 15, 04 2,681,237.23 612,572.48 3,293,809.71 104,517,541.95
63. May 15, 04 2,847,686.52 598,012.58 3,445,699.10 101,669,855.43
64. Jun 15, 04 2,937,972.37 581,451.33 3,519,423.70 98,731,883.06
65. Jul 15, 04 2,854,453.45 567,125.19 3,421,578.64 95,877,429.61
66. Aug 15, 04 2,680,373.40 551,733.70 3,232,107.10 93,197,056.21
67. Sep 15, 04 2,675,949.80 537,216.01 3,213,165.81 90,521,106.41
68. Oct 15, 04 2,840,654.99 522,738.09 3,363,393.08 87,680,451.43
69. Nov 15, 04 2,668,413.17 507,455.18 3,175,868.34 85,012,038.26
70. Dec 15, 04 3,127,155.55 492,781.50 3,619,937.05 81,884,882.71
71. Jan 15, 05 2,658,941.71 476,112.51 3,135,054.21 79,225,941.01
72. Feb 15, 05 2,655,340.60 461,770.27 3,117,110.87 76,570,600.41
73. Mar 15, 05 3,152,036.14 447,472.62 3,599,508.76 73,418,564.27
74. Apr 15, 05 2,651,095.48 430,719.54 3,081,815.03 70,767,468.78
75. May 15, 05 3,111,009.58 416,459.34 3,527,468.92 67,656,459.20
76. Jun 15, 05 3,258,878.39 398,817.67 3,657,696.07 64,397,580.81
77. Jul 15, 05 3,095,594.95 381,145.23 3,476,740.19 61,301,985.85
78. Aug 15, 05 2,955,089.49 364,745.19 3,319,834.68 58,346,896.36
79. Sep 15, 05 2,949,047.02 349,050.82 3,298,097.84 55,397,849.35
80. Oct 15, 05 38,414,558.68 333,402.71 38,747,961.39 16,983,290.67
81. Nov 15, 05 2,594,056.43 142,501.99 2,736,558.42 14,389,234.24
82. Dec 15, 05 2,929,672.65 128,479.45 3,058,152.10 11,459,561.59
83. Jan 15, 06 2,588,943.13 112,957.44 2,701,900.57 8,870,618.46
84. Feb 15, 06 2,587,020.50 99,130.15 2,686,150.66 6,283,597.96
85. Mar 15, 06 3,126,944.84 92,747.55 3,219,692.39 3,156,653.12
86. Apr 15, 06 2,657,997.93 76,159.97 2,734,157.89 498,655.19
87. May 15, 06 498,655.19 13,010.98 511,666.17 0
Total 222,414,204.66 64,741,822.89 287,156,027.55
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
0 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 608,949,000.00
1. Mar 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
2. Apr 15, 99 0.00 3,151,311.07 3,151,311.07 608,949,000.00
3. May 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
4. Jun 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
5. Jul 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
6. Aug 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
7. Sep 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
8. Oct 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
9. Nov 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
10. Dec 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
11. Jan 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
12. Feb 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
13. Mar 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
14. Apr 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
15. May 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
16. Jun 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
17. Jul 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
18. Aug 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
19. Sep 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
20. Oct 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
21. Nov 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
22. Dec 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
23. Jan 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
24. Feb 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
25. Mar 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
26. Apr 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
27. May 15, 01 0.00 3,151,311.07 3,151,311.07 608,949,000.00
28. Jun 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
29. Jul 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
30. Aug 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
31. Sep 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
32. Oct 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
33. Nov 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
34. Dec 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
35. Jan 15, 02 0.00 3,151,311.07 3,151,311.07 608,949,000.00
36. Feb 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
37. Mar 15, 02 0.00 3,151,311.07 3,151,311.07 608,949,000.00
38. Apr 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
39. May 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
40. Jun 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
41. Jul 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
42. Aug 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
43. Sep 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
44. Oct 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
45. Nov 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
46. Dec 15, 02 0.00 3,151,311.07 3,151,311.07 608,949,000.00
47. Jan 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
48. Feb 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
49. Mar 15, 03 0.00 3,151,311.07 3,151,311.07 608,949,000.00
50. Apr 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
51. May 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
52. Jun 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
53. Jul 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
54. Aug 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
55. Sep 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
<CAPTION>
10 CPR
after YM
Per Date Principal Interest Cash Flow Balance
- --- ---------- ------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 608,949,000.00
1. Mar 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
2. Apr 15, 99 0.00 3,151,311.07 3,151,311.07 608,949,000.00
3. May 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
4. Jun 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
5. Jul 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
6. Aug 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
7. Sep 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
8. Oct 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
9. Nov 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
10. Dec 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
11. Jan 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
12. Feb 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
13. Mar 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
14. Apr 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
15. May 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
16. Jun 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
17. Jul 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
18. Aug 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
19. Sep 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
20. Oct 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
21. Nov 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
22. Dec 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
23. Jan 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
24. Feb 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
25. Mar 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
26. Apr 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
27. May 15, 01 0.00 3,151,311.07 3,151,311.07 608,949,000.00
28. Jun 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
29. Jul 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
30. Aug 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
31. Sep 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
32. Oct 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
33. Nov 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
34. Dec 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
35. Jan 15, 02 0.00 3,151,311.07 3,151,311.07 608,949,000.00
36. Feb 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
37. Mar 15, 02 0.00 3,151,311.07 3,151,311.07 608,949,000.00
38. Apr 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
39. May 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
40. Jun 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
41. Jul 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
42. Aug 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
43. Sep 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
44. Oct 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
45. Nov 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
46. Dec 15, 02 0.00 3,151,311.07 3,151,311.07 608,949,000.00
47. Jan 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
48. Feb 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
49. Mar 15, 03 0.00 3,151,311.07 3,151,311.07 608,949,000.00
50. Apr 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
51. May 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
52. Jun 15, 03 0.00 3,151,311.07 3,151,311.07 608,949,000.00
53. Jul 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
54. Aug 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
55. Sep 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- -------------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 608,949,000.00
1. Mar 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
2. Apr 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
3. May 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
4. Jun 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
5. Jul 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
6. Aug 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
7. Sep 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
8. Oct 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
9. Nov 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
10. Dec 15, 99 0.00 3,151,311.08 3,151,311.08 608,949,000.00
11. Jan 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
12. Feb 15, 00 0.00 3,151,311.07 3,151,311.07 608,949,000.00
13. Mar 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
14. Apr 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
15. May 15, 00 0.00 3,151,311.07 3,151,311.07 608,949,000.00
16. Jun 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
17. Jul 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
18. Aug 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
19. Sep 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
20. Oct 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
21. Nov 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
22. Dec 15, 00 0.00 3,151,311.08 3,151,311.08 608,949,000.00
23. Jan 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
24. Feb 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
25. Mar 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
26. Apr 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
27. May 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
28. Jun 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
29. Jul 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
30. Aug 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
31. Sep 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
32. Oct 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
33. Nov 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
34. Dec 15, 01 0.00 3,151,311.08 3,151,311.08 608,949,000.00
35. Jan 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
36. Feb 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
37. Mar 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
38. Apr 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
39. May 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
40. Jun 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
41. Jul 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
42. Aug 15, 02 0.00 3,151,311.07 3,151,311.07 608,949,000.00
43. Sep 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
44. Oct 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
45. Nov 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
46. Dec 15, 02 0.00 3,151,311.08 3,151,311.08 608,949,000.00
47. Jan 15, 03 0.00 3,151,311.07 3,151,311.07 608,949,000.00
48. Feb 15, 03 0.00 3,151,311.07 3,151,311.07 608,949,000.00
49. Mar 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
50. Apr 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
51. May 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
52. Jun 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
53. Jul 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
54. Aug 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
55. Sep 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
0 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- -------------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C>
56. Oct 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
57. Nov 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
58. Dec 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
59. Jan 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
60. Feb 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
61. Mar 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
62. Apr 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
63. May 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
64. Jun 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
65. Jul 15, 04 0.00 3,151,311.07 3,151,311.07 608,949,000.00
66. Aug 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
67. Sep 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
68. Oct 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
69. Nov 15, 04 0.00 3,151,311.07 3,151,311.07 608,949,000.00
70. Dec 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
71. Jan 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
72. Feb 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
73. Mar 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
74. Apr 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
75. May 15, 05 0.00 3,151,311.07 3,151,311.07 608,949,000.00
76. Jun 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
77. Jul 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
78. Aug 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
79. Sep 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
80. Oct 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
81. Nov 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
82. Dec 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
83. Jan 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
84. Feb 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
85. Mar 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
86. Apr 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
87. May 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
88. Jun 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
89. Jul 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
90. Aug 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
91. Sep 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
92. Oct 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
93. Nov 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
94. Dec 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
95. Jan 15, 07 0.00 3,151,311.08 3,151,311.08 608,949,000.00
96. Feb 15, 07 0.00 3,151,311.07 3,151,311.07 608,949,000.00
97. Mar 15, 07 0.00 3,151,311.08 3,151,311.08 608,949,000.00
98. Apr 15, 07 0.00 3,151,311.08 3,151,311.08 608,949,000.00
99. May 15, 07 0.00 3,151,311.08 3,151,311.08 608,949,000.00
100. Jun 15, 07 0.00 3,151,311.08 3,151,311.08 608,949,000.00
101. Jul 15, 07 0.00 3,151,311.08 3,151,311.08 608,949,000.00
102. Aug 15, 07 0.00 3,151,311.08 3,151,311.08 608,949,000.00
103. Sep 15, 07 0.00 3,151,311.08 3,151,311.08 608,949,000.00
104. Oct 15, 07 0.00 3,151,311.07 3,151,311.07 608,949,000.00
105. Nov 15, 07 0.00 3,151,311.08 3,151,311.08 608,949,000.00
106. Dec 15, 07 0.00 3,151,311.08 3,151,311.08 608,949,000.00
107. Jan 15, 08 557,503.13 3,151,311.07 3,708,814.21 608,391,496.87
108. Feb 15, 08 2,049,276.40 3,148,426.00 5,197,702.40 606,342,220.46
109. Mar 15, 08 2,371,106.12 3,137,820.99 5,508,927.11 603,971,114.35
110. Apr 15, 08 2,076,447.25 3,125,550.52 5,201,997.76 601,894,667.10
111. May 15, 08 77,785,973.88 3,114,804.90 80,900,778.78 524,108,693.22
112. Jun 15, 08 78,755,521.69 2,712,262.49 81,467,784.18 445,353,171.53
113. Jul 15, 08 124,903,279.17 2,304,702.66 127,207,981.84 320,449,892.36
114. Aug 15, 08 75,979,605.54 1,658,328.19 77,637,933.73 244,470,286.82
115. Sep 15, 08 135,426,868.98 1,265,133.73 136,692,002.72 109,043,417.84
116. Oct 15, 08 109,043,417.84 564,299.69 109,607,717.53 0
Total 608,949,000.00 358,221,614.20 967,170,614.20
<CAPTION>
10 CPR
after YM
Per Date Principal Interest Cash Flow Balance
- --- ---------- -------------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C>
56. Oct 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
57. Nov 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
58. Dec 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
59. Jan 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
60. Feb 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
61. Mar 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
62. Apr 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
63. May 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
64. Jun 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
65. Jul 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
66. Aug 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
67. Sep 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
68. Oct 15, 04 0.00 3,151,311.07 3,151,311.07 608,949,000.00
69. Nov 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
70. Dec 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
71. Jan 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
72. Feb 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
73. Mar 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
74. Apr 15, 05 0.00 3,151,311.07 3,151,311.07 608,949,000.00
75. May 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
76. Jun 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
77. Jul 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
78. Aug 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
79. Sep 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
80. Oct 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
81. Nov 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
82. Dec 15, 05 0.00 3,151,311.07 3,151,311.07 608,949,000.00
83. Jan 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
84. Feb 15, 06 0.00 3,151,311.07 3,151,311.07 608,949,000.00
85. Mar 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
86. Apr 15, 06 0.00 3,151,311.07 3,151,311.07 608,949,000.00
87. May 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
88. Jun 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
89. Jul 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
90. Aug 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
91. Sep 15, 06 0.00 3,151,311.07 3,151,311.07 608,949,000.00
92. Oct 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
93. Nov 15, 06 0.00 3,151,311.07 3,151,311.07 608,949,000.00
94. Dec 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
95. Jan 15, 07 0.00 3,151,311.08 3,151,311.08 608,949,000.00
96. Feb 15, 07 0.00 3,151,311.08 3,151,311.08 608,949,000.00
97. Mar 15, 07 0.00 3,151,311.08 3,151,311.08 608,949,000.00
98. Apr 15, 07 0.00 3,151,311.07 3,151,311.07 608,949,000.00
99. May 15, 07 0.00 3,151,311.08 3,151,311.08 608,949,000.00
100. Jun 15, 07 0.00 3,151,311.08 3,151,311.08 608,949,000.00
101. Jul 15, 07 13,361.39 3,151,318.45 3,164,679.84 608,935,638.61
102. Aug 15, 07 2,168,539.42 3,152,491.11 5,321,030.53 606,767,099.18
103. Sep 15, 07 2,357,774.15 3,141,255.65 5,499,029.80 604,409,325.03
104. Oct 15, 07 2,518,462.99 3,129,040.78 5,647,503.77 601,890,862.04
105. Nov 15, 07 2,398,571.24 3,115,994.71 5,514,565.95 599,492,290.80
106. Dec 15, 07 2,902,954.72 3,103,568.96 6,006,523.69 596,589,336.08
107. Jan 15, 08 2,652,273.86 3,088,533.39 5,740,807.25 593,937,062.22
108. Feb 15, 08 2,683,200.22 3,074,795.21 5,757,995.43 591,253,862.00
109. Mar 15, 08 3,110,708.89 3,060,135.58 6,170,844.47 588,143,153.11
110. Apr 15, 08 3,135,794.39 3,043,640.82 6,179,435.21 585,007,358.72
111. May 15, 08 69,128,351.35 3,027,413.08 72,155,764.43 515,879,007.37
112. Jun 15, 08 74,904,675.51 2,669,673.86 77,574,349.37 440,974,331.86
113. Jul 15, 08 124,394,439.40 2,282,042.17 126,676,481.57 316,579,892.46
114. Aug 15, 08 76,730,493.74 1,638,300.94 78,368,794.68 239,849,398.72
115. Sep 15, 08 133,847,897.31 1,241,220.64 135,089,117.95 106,001,501.41
116. Oct 15, 08 106,001,501.41 548,557.77 106,550,059.18 0
Total 608,949,000.00 357,599,090.61 966,548,090.61
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- -------------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C>
56. Oct 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
57. Nov 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
58. Dec 15, 03 0.00 3,151,311.08 3,151,311.08 608,949,000.00
59. Jan 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
60. Feb 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
61. Mar 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
62. Apr 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
63. May 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
64. Jun 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
65. Jul 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
66. Aug 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
67. Sep 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
68. Oct 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
69. Nov 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
70. Dec 15, 04 0.00 3,151,311.08 3,151,311.08 608,949,000.00
71. Jan 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
72. Feb 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
73. Mar 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
74. Apr 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
75. May 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
76. Jun 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
77. Jul 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
78. Aug 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
79. Sep 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
80. Oct 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
81. Nov 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
82. Dec 15, 05 0.00 3,151,311.08 3,151,311.08 608,949,000.00
83. Jan 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
84. Feb 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
85. Mar 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
86. Apr 15, 06 0.00 3,151,311.08 3,151,311.08 608,949,000.00
87. May 15, 06 2,311,827.35 3,211,966.62 5,523,793.97 606,637,172.65
88. Jun 15, 06 3,047,981.73 3,210,395.74 6,258,377.47 603,589,190.93
89. Jul 15, 06 2,831,061.71 3,196,488.18 6,027,549.89 600,758,129.22
90. Aug 15, 06 2,674,792.85 3,180,444.52 5,855,237.36 598,083,336.37
91. Sep 15, 06 2,672,230.80 3,165,225.25 5,837,456.05 595,411,105.57
92. Oct 15, 06 2,829,505.36 3,150,651.68 5,980,157.05 592,581,600.21
93. Nov 15, 06 2,674,836.92 3,134,658.31 5,809,495.23 589,906,763.29
94. Dec 15, 06 2,963,815.52 3,119,358.25 6,083,173.77 586,942,947.78
95. Jan 15, 07 2,670,023.98 3,102,708.06 5,772,732.04 584,272,923.80
96. Feb 15, 07 2,668,082.55 3,087,591.57 5,755,674.12 581,604,841.25
97. Mar 15, 07 3,118,838.69 3,072,517.38 6,191,356.07 578,486,002.56
98. Apr 15, 07 2,666,975.41 3,054,995.64 5,721,971.05 575,819,027.15
99. May 15, 07 2,816,435.82 3,039,994.25 5,856,430.07 573,002,591.34
100. Jun 15, 07 7,112,386.69 3,023,128.73 10,135,515.42 565,890,204.65
101. Jul 15, 07 2,768,068.32 2,984,717.98 5,752,786.30 563,122,136.33
102. Aug 15, 07 2,644,783.72 2,969,238.03 5,614,021.75 560,477,352.61
103. Sep 15, 07 2,824,176.59 2,954,408.58 5,778,585.17 557,653,176.02
104. Oct 15, 07 2,968,183.95 2,938,661.10 5,906,845.04 554,684,992.07
105. Nov 15, 07 2,845,331.43 2,922,178.68 5,767,510.10 551,839,660.64
106. Dec 15, 07 3,204,032.95 2,906,247.02 6,110,279.98 548,635,627.69
107. Jan 15, 08 3,064,833.51 2,888,515.62 5,953,349.13 545,570,794.18
108. Feb 15, 08 3,086,362.50 2,871,605.95 5,957,968.45 542,484,431.68
109. Mar 15, 08 3,490,160.47 2,853,860.87 6,344,021.34 538,994,271.21
110. Apr 15, 08 3,520,074.67 2,834,399.12 6,354,473.79 535,474,196.53
111. May 15, 08 67,435,126.68 2,815,189.94 70,250,316.61 468,039,069.85
112. Jun 15, 08 74,309,542.99 2,465,175.88 76,774,718.87 393,729,526.86
113. Jul 15, 08 124,252,848.40 2,079,398.13 126,332,246.53 269,476,678.46
114. Aug 15, 08 76,955,225.98 1,435,573.55 78,390,799.53 192,521,452.48
115. Sep 15, 08 126,996,694.20 1,036,194.66 128,032,888.86 65,524,758.28
116. Oct 15, 08 65,524,758.28 356,056.31 65,880,814.59 0
Total 608,949,000.00 354,074,298.05 963,023,298.05
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
0 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 58,273,000.00
1. Mar 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
2. Apr 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
3. May 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
4. Jun 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
5. Jul 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
6. Aug 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
7. Sep 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
8. Oct 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
9. Nov 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
10. Dec 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
11. Jan 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
12. Feb 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
13. Mar 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
14. Apr 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
15. May 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
16. Jun 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
17. Jul 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
18. Aug 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
19. Sep 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
20. Oct 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
21. Nov 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
22. Dec 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
23. Jan 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
24. Feb 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
25. Mar 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
26. Apr 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
27. May 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
28. Jun 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
29. Jul 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
30. Aug 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
31. Sep 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
32. Oct 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
33. Nov 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
34. Dec 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
35. Jan 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
36. Feb 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
37. Mar 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
38. Apr 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
39. May 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
40. Jun 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
41. Jul 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
42. Aug 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
43. Sep 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
44. Oct 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
45. Nov 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
46. Dec 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
47. Jan 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
48. Feb 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
49. Mar 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
50. Apr 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
51. May 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
52. Jun 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
53. Jul 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
54. Aug 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
55. Sep 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
<CAPTION>
10 CPR
after YM
Per Date Principal Interest Cash Flow Balance
- --- ---------- ------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 58,273,000.00
1. Mar 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
2. Apr 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
3. May 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
4. Jun 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
5. Jul 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
6. Aug 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
7. Sep 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
8. Oct 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
9. Nov 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
10. Dec 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
11. Jan 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
12. Feb 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
13. Mar 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
14. Apr 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
15. May 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
16. Jun 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
17. Jul 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
18. Aug 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
19. Sep 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
20. Oct 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
21. Nov 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
22. Dec 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
23. Jan 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
24. Feb 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
25. Mar 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
26. Apr 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
27. May 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
28. Jun 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
29. Jul 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
30. Aug 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
31. Sep 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
32. Oct 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
33. Nov 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
34. Dec 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
35. Jan 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
36. Feb 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
37. Mar 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
38. Apr 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
39. May 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
40. Jun 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
41. Jul 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
42. Aug 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
43. Sep 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
44. Oct 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
45. Nov 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
46. Dec 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
47. Jan 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
48. Feb 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
49. Mar 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
50. Apr 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
51. May 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
52. Jun 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
53. Jul 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
54. Aug 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
55. Sep 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 58,273,000.00
1. Mar 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
2. Apr 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
3. May 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
4. Jun 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
5. Jul 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
6. Aug 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
7. Sep 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
8. Oct 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
9. Nov 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
10. Dec 15, 99 0.00 316,131.03 316,131.03 58,273,000.00
11. Jan 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
12. Feb 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
13. Mar 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
14. Apr 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
15. May 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
16. Jun 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
17. Jul 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
18. Aug 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
19. Sep 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
20. Oct 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
21. Nov 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
22. Dec 15, 00 0.00 316,131.03 316,131.03 58,273,000.00
23. Jan 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
24. Feb 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
25. Mar 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
26. Apr 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
27. May 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
28. Jun 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
29. Jul 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
30. Aug 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
31. Sep 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
32. Oct 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
33. Nov 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
34. Dec 15, 01 0.00 316,131.03 316,131.03 58,273,000.00
35. Jan 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
36. Feb 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
37. Mar 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
38. Apr 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
39. May 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
40. Jun 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
41. Jul 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
42. Aug 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
43. Sep 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
44. Oct 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
45. Nov 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
46. Dec 15, 02 0.00 316,131.03 316,131.03 58,273,000.00
47. Jan 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
48. Feb 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
49. Mar 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
50. Apr 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
51. May 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
52. Jun 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
53. Jul 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
54. Aug 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
55. Sep 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
0 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C>
56. Oct 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
57. Nov 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
58. Dec 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
59. Jan 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
60. Feb 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
61. Mar 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
62. Apr 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
63. May 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
64. Jun 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
65. Jul 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
66. Aug 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
67. Sep 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
68. Oct 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
69. Nov 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
70. Dec 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
71. Jan 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
72. Feb 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
73. Mar 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
74. Apr 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
75. May 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
76. Jun 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
77. Jul 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
78. Aug 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
79. Sep 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
80. Oct 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
81. Nov 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
82. Dec 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
83. Jan 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
84. Feb 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
85. Mar 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
86. Apr 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
87. May 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
88. Jun 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
89. Jul 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
90. Aug 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
91. Sep 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
92. Oct 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
93. Nov 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
94. Dec 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
95. Jan 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
96. Feb 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
97. Mar 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
98. Apr 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
99. May 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
100. Jun 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
101. Jul 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
102. Aug 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
103. Sep 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
104. Oct 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
105. Nov 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
106. Dec 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
107. Jan 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
108. Feb 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
109. Mar 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
110. Apr 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
111. May 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
112. Jun 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
113. Jul 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
114. Aug 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
115. Sep 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
116. Oct 15, 08 44,500,444.96 316,131.03 44,816,575.98 13,772,555.04
117. Nov 15, 08 12,771,226.71 74,716.11 12,845,942.82 1,001,328.33
118. Dec 15, 08 1,001,328.33 5,432.21 1,006,760.53 0
Total 58,273,000.00 36,751,347.22 95,024,347.22
<CAPTION>
10 CPR
after YM
Per Date Principal Interest Cash Flow Balance
- --- ---------- ------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C>
56. Oct 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
57. Nov 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
58. Dec 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
59. Jan 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
60. Feb 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
61. Mar 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
62. Apr 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
63. May 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
64. Jun 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
65. Jul 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
66. Aug 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
67. Sep 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
68. Oct 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
69. Nov 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
70. Dec 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
71. Jan 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
72. Feb 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
73. Mar 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
74. Apr 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
75. May 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
76. Jun 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
77. Jul 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
78. Aug 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
79. Sep 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
80. Oct 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
81. Nov 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
82. Dec 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
83. Jan 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
84. Feb 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
85. Mar 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
86. Apr 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
87. May 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
88. Jun 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
89. Jul 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
90. Aug 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
91. Sep 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
92. Oct 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
93. Nov 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
94. Dec 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
95. Jan 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
96. Feb 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
97. Mar 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
98. Apr 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
99. May 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
100. Jun 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
101. Jul 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
102. Aug 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
103. Sep 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
104. Oct 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
105. Nov 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
106. Dec 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
107. Jan 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
108. Feb 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
109. Mar 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
110. Apr 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
111. May 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
112. Jun 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
113. Jul 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
114. Aug 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
115. Sep 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
116. Oct 15, 08 44,836,123.54 316,131.03 45,152,254.57 13,436,876.46
117. Nov 15, 08 12,590,512.93 72,895.05 12,663,407.99 846,363.52
118. Dec 15, 08 846,363.52 4,591.52 850,955.05 0
Total 58,273,000.00 36,748,685.48 95,021,685.48
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C>
56. Oct 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
57. Nov 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
58. Dec 15, 03 0.00 316,131.03 316,131.03 58,273,000.00
59. Jan 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
60. Feb 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
61. Mar 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
62. Apr 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
63. May 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
64. Jun 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
65. Jul 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
66. Aug 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
67. Sep 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
68. Oct 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
69. Nov 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
70. Dec 15, 04 0.00 316,131.03 316,131.03 58,273,000.00
71. Jan 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
72. Feb 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
73. Mar 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
74. Apr 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
75. May 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
76. Jun 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
77. Jul 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
78. Aug 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
79. Sep 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
80. Oct 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
81. Nov 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
82. Dec 15, 05 0.00 316,131.03 316,131.03 58,273,000.00
83. Jan 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
84. Feb 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
85. Mar 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
86. Apr 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
87. May 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
88. Jun 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
89. Jul 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
90. Aug 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
91. Sep 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
92. Oct 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
93. Nov 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
94. Dec 15, 06 0.00 316,131.03 316,131.03 58,273,000.00
95. Jan 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
96. Feb 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
97. Mar 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
98. Apr 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
99. May 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
100. Jun 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
101. Jul 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
102. Aug 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
103. Sep 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
104. Oct 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
105. Nov 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
106. Dec 15, 07 0.00 316,131.03 316,131.03 58,273,000.00
107. Jan 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
108. Feb 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
109. Mar 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
110. Apr 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
111. May 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
112. Jun 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
113. Jul 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
114. Aug 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
115. Sep 15, 08 0.00 316,131.03 316,131.03 58,273,000.00
116. Oct 15, 08 58,273,000.00 334,291.51 58,607,291.51 0
Total 58,273,000.00 36,689,359.39 94,962,359.39
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
0 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---- --------- -------- --------- -------------
<S> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 61,186,000.00
1. Mar 15, 99 0.00 344,891.14 344,891.14 61,186,000.00
2. Apr 15, 99 0.00 354,677.94 354,677.94 61,186,000.00
3. May 15, 99 0.00 344,862.84 344,862.84 61,186,000.00
4. Jun 15, 99 0.00 354,674.17 354,674.17 61,186,000.00
5. Jul 15, 99 0.00 344,857.86 344,857.86 61,186,000.00
6. Aug 15, 99 0.00 354,831.14 354,831.14 61,186,000.00
7. Sep 15, 99 0.00 354,829.63 354,829.63 61,186,000.00
8. Oct 15, 99 0.00 344,853.00 344,853.00 61,186,000.00
9. Nov 15, 99 0.00 354,826.57 354,826.57 61,186,000.00
10. Dec 15, 99 0.00 344,850.62 344,850.62 61,186,000.00
11. Jan 15, 00 0.00 354,826.19 354,826.19 61,186,000.00
12. Feb 15, 00 0.00 344,847.24 344,847.24 61,186,000.00
13. Mar 15, 00 0.00 344,855.52 344,855.52 61,186,000.00
14. Apr 15, 00 0.00 354,821.74 354,821.74 61,186,000.00
15. May 15, 00 0.00 344,843.43 344,843.43 61,186,000.00
16. Jun 15, 00 0.00 354,818.80 354,818.80 61,186,000.00
17. Jul 15, 00 0.00 344,840.07 344,840.07 61,186,000.00
18. Aug 15, 00 0.00 354,817.69 354,817.69 61,186,000.00
19. Sep 15, 00 0.00 354,816.33 354,816.33 61,186,000.00
20. Oct 15, 00 0.00 344,836.04 344,836.04 61,186,000.00
21. Nov 15, 00 0.00 354,813.20 354,813.20 61,186,000.00
22. Dec 15, 00 0.00 344,833.25 344,833.25 61,186,000.00
23. Jan 15, 01 0.00 344,830.76 344,830.76 61,186,000.00
24. Feb 15, 01 0.00 344,829.34 344,829.34 61,186,000.00
25. Mar 15, 01 0.00 344,859.17 344,859.17 61,186,000.00
26. Apr 15, 01 0.00 354,807.20 354,807.20 61,186,000.00
27. May 15, 01 0.00 344,824.85 344,824.85 61,186,000.00
28. Jun 15, 01 0.00 354,803.79 354,803.79 61,186,000.00
29. Jul 15, 01 0.00 344,821.00 344,821.00 61,186,000.00
30. Aug 15, 01 0.00 354,802.31 354,802.31 61,186,000.00
31. Sep 15, 01 0.00 354,800.71 354,800.71 61,186,000.00
32. Oct 15, 01 0.00 344,816.28 344,816.28 61,186,000.00
33. Nov 15, 01 0.00 354,797.09 354,797.09 61,186,000.00
34. Dec 15, 01 0.00 344,813.19 344,813.19 61,186,000.00
35. Jan 15, 02 0.00 344,810.58 344,810.58 61,186,000.00
36. Feb 15, 02 0.00 344,809.09 344,809.09 61,186,000.00
37. Mar 15, 02 0.00 344,842.24 344,842.24 61,186,000.00
38. Apr 15, 02 0.00 354,791.63 354,791.63 61,186,000.00
39. May 15, 02 0.00 344,804.47 344,804.47 61,186,000.00
40. Jun 15, 02 0.00 354,788.36 354,788.36 61,186,000.00
41. Jul 15, 02 0.00 344,800.41 344,800.41 61,186,000.00
42. Aug 15, 02 0.00 354,787.23 354,787.23 61,186,000.00
43. Sep 15, 02 0.00 354,785.69 354,785.69 61,186,000.00
44. Oct 15, 02 0.00 344,795.46 344,795.46 61,186,000.00
45. Nov 15, 02 0.00 354,782.22 354,782.22 61,186,000.00
46. Dec 15, 02 0.00 344,792.05 344,792.05 61,186,000.00
47. Jan 15, 03 0.00 344,788.99 344,788.99 61,186,000.00
48. Feb 15, 03 0.00 344,787.23 344,787.23 61,186,000.00
49. Mar 15, 03 0.00 344,823.61 344,823.61 61,186,000.00
50. Apr 15, 03 0.00 354,775.98 354,775.98 61,186,000.00
<CAPTION>
10 CPR after YM
Per Date Principal Interest Cash Flow Balance
- --- ---- --------- -------- --------- -------------
<S> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 61,186,000.00
1. Mar 15, 99 0.00 344,891.14 344,891.14 61,186,000.00
2. Apr 15, 99 0.00 354,677.94 354,677.94 61,186,000.00
3. May 15, 99 0.00 344,862.84 344,862.84 61,186,000.00
4. Jun 15, 99 0.00 354,674.17 354,674.17 61,186,000.00
5. Jul 15, 99 0.00 344,857.86 344,857.86 61,186,000.00
6. Aug 15, 99 0.00 354,831.14 354,831.14 61,186,000.00
7. Sep 15, 99 0.00 354,829.63 354,829.63 61,186,000.00
8. Oct 15, 99 0.00 344,853.00 344,853.00 61,186,000.00
9. Nov 15, 99 0.00 354,826.57 354,826.57 61,186,000.00
10. Dec 15, 99 0.00 344,850.62 344,850.62 61,186,000.00
11. Jan 15, 00 0.00 354,826.19 354,826.19 61,186,000.00
12. Feb 15, 00 0.00 344,847.24 344,847.24 61,186,000.00
13. Mar 15, 00 0.00 344,855.52 344,855.52 61,186,000.00
14. Apr 15, 00 0.00 354,821.74 354,821.74 61,186,000.00
15. May 15, 00 0.00 344,843.43 344,843.43 61,186,000.00
16. Jun 15, 00 0.00 354,818.80 354,818.80 61,186,000.00
17. Jul 15, 00 0.00 344,840.07 344,840.07 61,186,000.00
18. Aug 15, 00 0.00 354,817.69 354,817.69 61,186,000.00
19. Sep 15, 00 0.00 354,816.33 354,816.33 61,186,000.00
20. Oct 15, 00 0.00 344,836.04 344,836.04 61,186,000.00
21. Nov 15, 00 0.00 354,813.20 354,813.20 61,186,000.00
22. Dec 15, 00 0.00 344,833.25 344,833.25 61,186,000.00
23. Jan 15, 01 0.00 344,830.76 344,830.76 61,186,000.00
24. Feb 15, 01 0.00 344,829.34 344,829.34 61,186,000.00
25. Mar 15, 01 0.00 344,859.17 344,859.17 61,186,000.00
26. Apr 15, 01 0.00 354,807.20 354,807.20 61,186,000.00
27. May 15, 01 0.00 344,824.85 344,824.85 61,186,000.00
28. Jun 15, 01 0.00 354,803.79 354,803.79 61,186,000.00
29. Jul 15, 01 0.00 344,821.00 344,821.00 61,186,000.00
30. Aug 15, 01 0.00 354,802.31 354,802.31 61,186,000.00
31. Sep 15, 01 0.00 354,800.71 354,800.71 61,186,000.00
32. Oct 15, 01 0.00 344,816.28 344,816.28 61,186,000.00
33. Nov 15, 01 0.00 354,797.09 354,797.09 61,186,000.00
34. Dec 15, 01 0.00 344,813.19 344,813.19 61,186,000.00
35. Jan 15, 02 0.00 344,810.58 344,810.58 61,186,000.00
36. Feb 15, 02 0.00 344,809.09 344,809.09 61,186,000.00
37. Mar 15, 02 0.00 344,842.24 344,842.24 61,186,000.00
38. Apr 15, 02 0.00 354,791.63 354,791.63 61,186,000.00
39. May 15, 02 0.00 344,804.47 344,804.47 61,186,000.00
40. Jun 15, 02 0.00 354,788.36 354,788.36 61,186,000.00
41. Jul 15, 02 0.00 344,800.41 344,800.41 61,186,000.00
42. Aug 15, 02 0.00 354,787.23 354,787.23 61,186,000.00
43. Sep 15, 02 0.00 354,785.69 354,785.69 61,186,000.00
44. Oct 15, 02 0.00 344,795.46 344,795.46 61,186,000.00
45. Nov 15, 02 0.00 354,782.22 354,782.22 61,186,000.00
46. Dec 15, 02 0.00 344,792.05 344,792.05 61,186,000.00
47. Jan 15, 03 0.00 344,788.99 344,788.99 61,186,000.00
48. Feb 15, 03 0.00 344,787.23 344,787.23 61,186,000.00
49. Mar 15, 03 0.00 344,823.61 344,823.61 61,186,000.00
50. Apr 15, 03 0.00 354,775.98 354,775.98 61,186,000.00
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---- --------- -------- --------- -------------
<S> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 61,186,000.00
1. Mar 15, 99 0.00 344,891.14 344,891.14 61,186,000.00
2. Apr 15, 99 0.00 354,678.53 354,678.53 61,186,000.00
3. May 15, 99 0.00 344,863.07 344,863.07 61,186,000.00
4. Jun 15, 99 0.00 354,675.91 354,675.91 61,186,000.00
5. Jul 15, 99 0.00 344,858.30 344,858.30 61,186,000.00
6. Aug 15, 99 0.00 354,834.06 354,834.06 61,186,000.00
7. Sep 15, 99 0.00 354,833.11 354,833.11 61,186,000.00
8. Oct 15, 99 0.00 344,853.76 344,853.76 61,186,000.00
9. Nov 15, 99 0.00 354,831.15 354,831.15 61,186,000.00
10. Dec 15, 99 0.00 344,851.58 344,851.58 61,186,000.00
11. Jan 15, 00 0.00 354,831.86 354,831.86 61,186,000.00
12. Feb 15, 00 0.00 344,848.41 344,848.41 61,186,000.00
13. Mar 15, 00 0.00 344,856.79 344,856.79 61,186,000.00
14. Apr 15, 00 0.00 354,828.99 354,828.99 61,186,000.00
15. May 15, 00 0.00 344,844.89 344,844.89 61,186,000.00
16. Jun 15, 00 0.00 354,827.06 354,827.06 61,186,000.00
17. Jul 15, 00 0.00 344,841.72 344,841.72 61,186,000.00
18. Aug 15, 00 0.00 354,828.18 354,828.18 61,186,000.00
19. Sep 15, 00 0.00 354,828.53 354,828.53 61,186,000.00
20. Oct 15, 00 0.00 344,836.42 344,836.42 61,186,000.00
21. Nov 15, 00 0.00 354,827.85 354,827.85 61,186,000.00
22. Dec 15, 00 0.00 344,833.08 344,833.08 61,186,000.00
23. Jan 15, 01 0.00 344,830.37 344,830.37 61,186,000.00
24. Feb 15, 01 0.00 344,828.68 344,828.68 61,186,000.00
25. Mar 15, 01 0.00 344,861.40 344,861.40 61,186,000.00
26. Apr 15, 01 0.00 354,827.69 354,827.69 61,186,000.00
27. May 15, 01 0.00 344,823.41 344,823.41 61,186,000.00
28. Jun 15, 01 0.00 354,826.59 354,826.59 61,186,000.00
29. Jul 15, 01 0.00 344,817.96 344,817.96 61,186,000.00
30. Aug 15, 01 0.00 354,819.32 354,819.32 61,186,000.00
31. Sep 15, 01 0.00 354,812.13 354,812.13 61,186,000.00
32. Oct 15, 01 0.00 344,793.20 344,793.20 61,186,000.00
33. Nov 15, 01 0.00 354,797.46 354,797.46 61,186,000.00
34. Dec 15, 01 0.00 344,776.99 344,776.99 61,186,000.00
35. Jan 15, 02 0.00 344,768.05 344,768.05 61,186,000.00
36. Feb 15, 02 0.00 344,760.12 344,760.12 61,186,000.00
37. Mar 15, 02 0.00 344,794.49 344,794.49 61,186,000.00
38. Apr 15, 02 0.00 354,764.65 354,764.65 61,186,000.00
39. May 15, 02 0.00 344,736.47 344,736.47 61,186,000.00
40. Jun 15, 02 0.00 354,750.86 354,750.86 61,186,000.00
41. Jul 15, 02 0.00 344,723.36 344,723.36 61,186,000.00
42. Aug 15, 02 0.00 354,743.74 354,743.74 61,186,000.00
43. Sep 15, 02 0.00 354,738.54 354,738.54 61,186,000.00
44. Oct 15, 02 0.00 344,706.39 344,706.39 61,186,000.00
45. Nov 15, 02 0.00 354,727.81 354,727.81 61,186,000.00
46. Dec 15, 02 0.00 344,695.02 344,695.02 61,186,000.00
47. Jan 15, 03 0.00 344,690.35 344,690.35 61,186,000.00
48. Feb 15, 03 0.00 344,686.72 344,686.72 61,186,000.00
49. Mar 15, 03 0.00 344,742.47 344,742.47 61,186,000.00
50. Apr 15, 03 0.00 354,710.86 354,710.86 61,186,000.00
<PAGE>
<CAPTION>
0 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---- --------- -------- --------- -------------
<S> <C> <C> <C> <C>
51. May 15, 03 0.00 344,781.79 344,781.79 61,186,000.00
52. Jun 15, 03 0.00 354,772.17 354,772.17 61,186,000.00
53. Jul 15, 03 0.00 344,777.13 344,777.13 61,186,000.00
54. Aug 15, 03 0.00 354,770.85 354,770.85 61,186,000.00
55. Sep 15, 03 0.00 354,769.29 354,769.29 61,186,000.00
56. Oct 15, 03 0.00 344,771.49 344,771.49 61,186,000.00
57. Nov 15, 03 0.00 354,765.79 354,765.79 61,186,000.00
58. Dec 15, 03 0.00 344,767.60 344,767.60 61,186,000.00
59. Jan 15, 04 0.00 354,765.68 354,765.68 61,186,000.00
60. Feb 15, 04 0.00 344,762.20 344,762.20 61,186,000.00
61. Mar 15, 04 0.00 344,774.22 344,774.22 61,186,000.00
62. Apr 15, 04 0.00 354,759.96 354,759.96 61,186,000.00
63. May 15, 04 0.00 344,756.00 344,756.00 61,186,000.00
64. Jun 15, 04 0.00 354,756.12 354,756.12 61,186,000.00
65. Jul 15, 04 0.00 344,750.63 344,750.63 61,186,000.00
66. Aug 15, 04 0.00 354,754.86 354,754.86 61,186,000.00
67. Sep 15, 04 0.00 354,753.02 354,753.02 61,186,000.00
68. Oct 15, 04 0.00 344,743.99 344,743.99 61,186,000.00
69. Nov 15, 04 0.00 354,748.91 354,748.91 61,186,000.00
70. Dec 15, 04 0.00 344,739.42 344,739.42 61,186,000.00
71. Jan 15, 05 0.00 344,735.78 344,735.78 61,186,000.00
72. Feb 15, 05 0.00 344,733.42 344,733.42 61,186,000.00
73. Mar 15, 05 0.00 344,777.41 344,777.41 61,186,000.00
74. Apr 15, 05 0.00 354,740.83 354,740.83 61,186,000.00
75. May 15, 05 0.00 344,726.10 344,726.10 61,186,000.00
76. Jun 15, 05 0.00 354,736.30 354,736.30 61,186,000.00
77. Jul 15, 05 0.00 344,719.56 344,719.56 61,186,000.00
78. Aug 15, 05 0.00 354,735.31 354,735.31 61,186,000.00
79. Sep 15, 05 0.00 354,733.11 354,733.11 61,186,000.00
80. Oct 15, 05 0.00 344,711.74 344,711.74 61,186,000.00
81. Nov 15, 05 0.00 355,265.53 355,265.53 61,186,000.00
82. Dec 15, 05 0.00 345,189.23 345,189.23 61,186,000.00
83. Jan 15, 06 0.00 345,186.01 345,186.01 61,186,000.00
84. Feb 15, 06 0.00 345,183.53 345,183.53 61,186,000.00
85. Mar 15, 06 0.00 345,232.83 345,232.83 61,186,000.00
86. Apr 15, 06 0.00 355,257.31 355,257.31 61,186,000.00
87. May 15, 06 0.00 345,175.92 345,175.92 61,186,000.00
88. Jun 15, 06 0.00 355,252.99 355,252.99 61,186,000.00
89. Jul 15, 06 0.00 345,168.78 345,168.78 61,186,000.00
90. Aug 15, 06 0.00 355,254.27 355,254.27 61,186,000.00
91. Sep 15, 06 0.00 355,252.14 355,252.14 61,186,000.00
92. Oct 15, 06 0.00 345,160.55 345,160.55 61,186,000.00
93. Nov 15, 06 0.00 355,247.50 355,247.50 61,186,000.00
94. Dec 15, 06 0.00 345,154.87 345,154.87 61,186,000.00
95. Jan 15, 07 0.00 345,151.28 345,151.28 61,186,000.00
96. Feb 15, 07 0.00 345,148.33 345,148.33 61,186,000.00
97. Mar 15, 07 0.00 345,202.73 345,202.73 61,186,000.00
98. Apr 15, 07 0.00 355,236.99 355,236.99 61,186,000.00
99. May 15, 07 0.00 345,139.26 345,139.26 61,186,000.00
100. Jun 15, 07 0.00 355,231.84 355,231.84 61,186,000.00
101. Jul 15, 07 0.00 344,480.97 344,480.97 61,186,000.00
102. Aug 15, 07 0.00 354,543.62 354,543.62 61,186,000.00
103. Sep 15, 07 0.00 354,540.75 354,540.75 61,186,000.00
104. Oct 15, 07 0.00 344,470.29 344,470.29 61,186,000.00
105. Nov 15, 07 0.00 354,534.63 354,534.63 61,186,000.00
106. Dec 15, 07 0.00 344,462.94 344,462.94 61,186,000.00
107. Jan 15, 08 0.00 354,530.07 354,530.07 61,186,000.00
108. Feb 15, 08 0.00 344,454.60 344,454.60 61,186,000.00
109. Mar 15, 08 0.00 344,471.96 344,471.96 61,186,000.00
110. Apr 15, 08 0.00 354,520.19 354,520.19 61,186,000.00
111. May 15, 08 0.00 344,442.92 344,442.92 61,186,000.00
<CAPTION>
10 CPR after YM
Per Date Principal Interest Cash Flow Balance
- --- ---- --------- -------- --------- -------------
<S> <C> <C> <C> <C>
51. May 15, 03 0.00 344,781.79 344,781.79 61,186,000.00
52. Jun 15, 03 0.00 354,772.17 354,772.17 61,186,000.00
53. Jul 15, 03 0.00 344,776.98 344,776.98 61,186,000.00
54. Aug 15, 03 0.00 354,768.29 354,768.29 61,186,000.00
55. Sep 15, 03 0.00 354,764.71 354,764.71 61,186,000.00
56. Oct 15, 03 0.00 344,767.15 344,767.15 61,186,000.00
57. Nov 15, 03 0.00 354,757.22 354,757.22 61,186,000.00
58. Dec 15, 03 0.00 344,760.53 344,760.53 61,186,000.00
59. Jan 15, 04 0.00 354,753.18 354,753.18 61,186,000.00
60. Feb 15, 04 0.00 344,752.43 344,752.43 61,186,000.00
61. Mar 15, 04 0.00 344,766.49 344,766.49 61,186,000.00
62. Apr 15, 04 0.00 354,741.69 354,741.69 61,186,000.00
63. May 15, 04 0.00 344,742.27 344,742.27 61,186,000.00
64. Jun 15, 04 0.00 354,734.08 354,734.08 61,186,000.00
65. Jul 15, 04 0.00 344,734.31 344,734.31 61,186,000.00
66. Aug 15, 04 0.00 354,729.12 354,729.12 61,186,000.00
67. Sep 15, 04 0.00 354,725.44 354,725.44 61,186,000.00
68. Oct 15, 04 0.00 344,723.86 344,723.86 61,186,000.00
69. Nov 15, 04 0.00 354,717.72 354,717.72 61,186,000.00
70. Dec 15, 04 0.00 344,716.80 344,716.80 61,186,000.00
71. Jan 15, 05 0.00 344,711.92 344,711.92 61,186,000.00
72. Feb 15, 05 0.00 344,708.34 344,708.34 61,186,000.00
73. Mar 15, 05 0.00 344,760.28 344,760.28 61,186,000.00
74. Apr 15, 05 0.00 354,700.85 354,700.85 61,186,000.00
75. May 15, 05 0.00 344,697.42 344,697.42 61,186,000.00
76. Jun 15, 05 0.00 354,696.73 354,696.73 61,186,000.00
77. Jul 15, 05 0.00 344,696.97 344,696.97 61,186,000.00
78. Aug 15, 05 0.00 354,699.95 354,699.95 61,186,000.00
79. Sep 15, 05 0.00 354,700.02 354,700.02 61,186,000.00
80. Oct 15, 05 0.00 344,698.63 344,698.63 61,186,000.00
81. Nov 15, 05 0.00 355,216.14 355,216.14 61,186,000.00
82. Dec 15, 05 0.00 345,155.02 345,155.02 61,186,000.00
83. Jan 15, 06 0.00 345,150.74 345,150.74 61,186,000.00
84. Feb 15, 06 0.00 345,147.22 345,147.22 61,186,000.00
85. Mar 15, 06 0.00 345,204.06 345,204.06 61,186,000.00
86. Apr 15, 06 0.00 355,200.31 355,200.31 61,186,000.00
87. May 15, 06 0.00 345,136.56 345,136.56 61,186,000.00
88. Jun 15, 06 0.00 355,193.03 355,193.03 61,186,000.00
89. Jul 15, 06 0.00 345,127.39 345,127.39 61,186,000.00
90. Aug 15, 06 0.00 355,191.41 355,191.41 61,186,000.00
91. Sep 15, 06 0.00 355,187.85 355,187.85 61,186,000.00
92. Oct 15, 06 0.00 345,116.22 345,116.22 61,186,000.00
93. Nov 15, 06 0.00 355,180.37 355,180.37 61,186,000.00
94. Dec 15, 06 0.00 345,108.62 345,108.62 61,186,000.00
95. Jan 15, 07 0.00 345,104.06 345,104.06 61,186,000.00
96. Feb 15, 07 0.00 345,100.17 345,100.17 61,186,000.00
97. Mar 15, 07 0.00 345,161.35 345,161.35 61,186,000.00
98. Apr 15, 07 0.00 355,162.96 355,162.96 61,186,000.00
99. May 15, 07 0.00 345,082.62 345,082.62 61,186,000.00
100. Jun 15, 07 0.00 355,143.11 355,143.11 61,186,000.00
101. Jul 15, 07 0.00 344,419.54 344,419.54 61,186,000.00
102. Aug 15, 07 0.00 354,454.82 354,454.82 61,186,000.00
103. Sep 15, 07 0.00 354,450.14 354,450.14 61,186,000.00
104. Oct 15, 07 0.00 344,406.03 344,406.03 61,186,000.00
105. Nov 15, 07 0.00 354,441.47 354,441.47 61,186,000.00
106. Dec 15, 07 0.00 344,397.79 344,397.79 61,186,000.00
107. Jan 15, 08 0.00 354,434.29 354,434.29 61,186,000.00
108. Feb 15, 08 0.00 344,389.02 344,389.02 61,186,000.00
109. Mar 15, 08 0.00 344,415.17 344,415.17 61,186,000.00
110. Apr 15, 08 0.00 354,420.26 354,420.26 61,186,000.00
111. May 15, 08 0.00 344,376.22 344,376.22 61,186,000.00
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---- --------- -------- --------- -------------
<S> <C> <C> <C> <C>
51. May 15, 03 0.00 344,675.67 344,675.67 61,186,000.00
52. Jun 15, 03 0.00 354,703.83 354,703.83 61,186,000.00
53. Jul 15, 03 0.00 344,667.62 344,667.62 61,186,000.00
54. Aug 15, 03 0.00 354,696.72 354,696.72 61,186,000.00
55. Sep 15, 03 0.00 354,691.73 354,691.73 61,186,000.00
56. Oct 15, 03 0.00 344,652.98 344,652.98 61,186,000.00
57. Nov 15, 03 0.00 354,676.64 354,676.64 61,186,000.00
58. Dec 15, 03 0.00 344,634.49 344,634.49 61,186,000.00
59. Jan 15, 04 0.00 354,659.30 354,659.30 61,186,000.00
60. Feb 15, 04 0.00 344,614.99 344,614.99 61,186,000.00
61. Mar 15, 04 0.00 344,631.92 344,631.92 61,186,000.00
62. Apr 15, 04 0.00 354,629.61 354,629.61 61,186,000.00
63. May 15, 04 0.00 344,587.37 344,587.37 61,186,000.00
64. Jun 15, 04 0.00 354,610.01 354,610.01 61,186,000.00
65. Jul 15, 04 0.00 344,568.20 344,568.20 61,186,000.00
66. Aug 15, 04 0.00 354,592.35 354,592.35 61,186,000.00
67. Sep 15, 04 0.00 354,582.86 354,582.86 61,186,000.00
68. Oct 15, 04 0.00 344,540.43 344,540.43 61,186,000.00
69. Nov 15, 04 0.00 354,563.61 354,563.61 61,186,000.00
70. Dec 15, 04 0.00 344,521.93 344,521.93 61,186,000.00
71. Jan 15, 05 0.00 344,511.79 344,511.79 61,186,000.00
72. Feb 15, 05 0.00 344,502.55 344,502.55 61,186,000.00
73. Mar 15, 05 0.00 344,572.45 344,572.45 61,186,000.00
74. Apr 15, 05 0.00 354,517.21 354,517.21 61,186,000.00
75. May 15, 05 0.00 344,474.85 344,474.85 61,186,000.00
76. Jun 15, 05 0.00 354,502.01 354,502.01 61,186,000.00
77. Jul 15, 05 0.00 344,463.98 344,463.98 61,186,000.00
78. Aug 15, 05 0.00 354,492.82 354,492.82 61,186,000.00
79. Sep 15, 05 0.00 354,487.46 354,487.46 61,186,000.00
80. Oct 15, 05 0.00 344,449.44 344,449.44 61,186,000.00
81. Nov 15, 05 0.00 355,005.04 355,005.04 61,186,000.00
82. Dec 15, 05 0.00 344,904.04 344,904.04 61,186,000.00
83. Jan 15, 06 0.00 344,894.82 344,894.82 61,186,000.00
84. Feb 15, 06 0.00 344,886.08 344,886.08 61,186,000.00
85. Mar 15, 06 0.00 344,959.60 344,959.60 61,186,000.00
86. Apr 15, 06 0.00 354,958.88 354,958.88 61,186,000.00
87. May 15, 06 0.00 344,851.44 344,851.44 61,186,000.00
88. Jun 15, 06 0.00 354,934.58 354,934.58 61,186,000.00
89. Jul 15, 06 0.00 344,824.43 344,824.43 61,186,000.00
90. Aug 15, 06 0.00 354,912.93 354,912.93 61,186,000.00
91. Sep 15, 06 0.00 354,900.48 354,900.48 61,186,000.00
92. Oct 15, 06 0.00 344,784.10 344,784.10 61,186,000.00
93. Nov 15, 06 0.00 354,875.55 354,875.55 61,186,000.00
94. Dec 15, 06 0.00 344,757.46 344,757.46 61,186,000.00
95. Jan 15, 07 0.00 344,743.78 344,743.78 61,186,000.00
96. Feb 15, 07 0.00 344,730.53 344,730.53 61,186,000.00
97. Mar 15, 07 0.00 344,802.59 344,802.59 61,186,000.00
98. Apr 15, 07 0.00 354,814.85 354,814.85 61,186,000.00
99. May 15, 07 0.00 344,691.13 344,691.13 61,186,000.00
100. Jun 15, 07 0.00 354,790.57 354,790.57 61,186,000.00
101. Jul 15, 07 0.00 344,294.19 344,294.19 61,186,000.00
102. Aug 15, 07 0.00 354,380.92 354,380.92 61,186,000.00
103. Sep 15, 07 0.00 354,371.52 354,371.52 61,186,000.00
104. Oct 15, 07 0.00 344,263.53 344,263.53 61,186,000.00
105. Nov 15, 07 0.00 354,353.56 354,353.56 61,186,000.00
106. Dec 15, 07 0.00 344,244.14 344,244.14 61,186,000.00
107. Jan 15, 08 0.00 354,336.35 354,336.35 61,186,000.00
108. Feb 15, 08 0.00 344,224.77 344,224.77 61,186,000.00
109. Mar 15, 08 0.00 344,250.99 344,250.99 61,186,000.00
110. Apr 15, 08 0.00 354,308.89 354,308.89 61,186,000.00
111. May 15, 08 0.00 344,195.59 344,195.59 61,186,000.00
<PAGE>
<CAPTION>
0 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---- --------- -------- --------- -------------
<S> <C> <C> <C> <C>
112. Jun 15, 08 0.00 354,168.89 354,168.89 61,186,000.00
113. Jul 15, 08 0.00 343,389.06 343,389.06 61,186,000.00
114. Aug 15, 08 0.00 352,876.93 352,876.93 61,186,000.00
115. Sep 15, 08 0.00 352,280.00 352,280.00 61,186,000.00
116. Oct 15, 08 0.00 344,761.65 344,761.65 61,186,000.00
117. Nov 15, 08 0.00 358,181.60 358,181.60 61,186,000.00
118. Dec 15, 08 184,171.29 352,306.27 536,477.56 61,001,828.71
119. Jan 15, 09 881,508.97 351,251.72 1,232,760.69 60,120,319.74
120. Feb 15, 09 886,885.63 346,177.30 1,233,062.93 59,233,434.10
121. Mar 15, 09 984,368.13 341,137.41 1,325,505.53 58,249,065.98
122. Apr 15, 09 898,311.01 341,976.85 1,240,287.86 57,350,754.97
123. May 15, 09 934,260.15 330,233.16 1,264,493.31 56,416,494.81
124. Jun 15, 09 1,444,939.56 331,219.42 1,776,158.98 54,971,555.25
125. Jul 15, 09 945,299.40 316,544.00 1,261,843.40 54,026,255.86
126. Aug 15, 09 920,812.15 317,208.29 1,238,020.43 53,105,443.71
127. Sep 15, 09 926,429.66 311,802.92 1,238,232.57 52,179,014.05
128. Oct 15, 09 11,691,876.64 300,466.84 11,992,343.47 40,487,137.41
129. Nov 15, 09 923,119.63 238,191.69 1,161,311.32 39,564,017.79
130. Dec 15, 09 1,284,180.74 228,417.49 1,512,598.23 38,279,837.05
131. Jan 15, 10 934,599.54 221,009.98 1,155,609.53 37,345,237.50
132. Feb 15, 10 940,306.01 215,616.15 1,155,922.16 36,404,931.49
133. Mar 15, 10 1,028,200.50 210,235.50 1,238,436.00 35,376,730.99
134. Apr 15, 10 952,337.93 208,141.96 1,160,479.89 34,424,393.06
135. May 15, 10 985,307.60 198,757.76 1,184,065.36 33,439,085.45
136. Jun 15, 10 1,517,458.94 196,744.31 1,714,203.25 31,921,626.51
137. Jul 15, 10 996,994.63 184,317.58 1,181,312.21 30,924,631.88
138. Aug 15, 10 976,154.42 181,966.76 1,158,121.18 29,948,477.46
139. Sep 15, 10 982,115.82 176,224.33 1,158,340.15 28,966,361.64
140. Oct 15, 10 1,014,711.55 167,258.65 1,181,970.20 27,951,650.09
141. Nov 15, 10 994,314.90 164,476.83 1,158,791.73 26,957,335.19
142. Dec 15, 10 1,367,939.40 155,661.13 1,523,600.53 25,589,395.79
143. Jan 15, 11 1,006,662.72 147,766.97 1,154,429.69 24,582,733.07
144. Feb 15, 11 1,012,811.27 141,955.44 1,154,766.71 23,569,921.80
145. Mar 15, 11 1,097,069.28 136,142.36 1,233,211.65 22,472,852.51
146. Apr 15, 11 1,025,710.20 132,248.52 1,157,958.72 21,447,142.32
147. May 15, 11 1,057,753.46 123,852.27 1,181,605.74 20,389,388.86
148. Jun 15, 11 1,646,456.31 119,989.46 1,766,445.77 18,742,932.55
149. Jul 15, 11 1,070,323.65 108,242.90 1,178,566.54 17,672,608.90
150. Aug 15, 11 1,051,326.66 104,012.47 1,155,339.13 16,621,282.24
151. Sep 15, 11 1,057,749.29 97,825.74 1,155,575.03 15,563,532.95
152. Oct 15, 11 1,089,389.85 89,884.34 1,179,274.19 14,474,143.10
153. Nov 15, 11 1,070,870.57 85,189.90 1,156,060.47 13,403,272.53
154. Dec 15, 11 1,435,666.22 77,409.81 1,513,076.02 11,967,606.31
155. Jan 15, 12 1,084,151.86 70,441.97 1,154,593.83 10,883,454.45
156. Feb 15, 12 1,090,775.92 62,859.63 1,153,635.55 9,792,678.53
157. Mar 15, 12 1,146,561.89 56,565.69 1,203,127.58 8,646,116.64
158. Apr 15, 12 1,104,453.68 50,892.65 1,155,346.33 7,541,662.96
159. May 15, 12 1,135,504.53 43,559.85 1,179,064.38 6,406,158.43
160. Jun 15, 12 1,801,731.21 37,708.43 1,839,439.64 4,604,427.22
161. Jul 15, 12 1,149,782.91 26,596.65 1,176,379.55 3,454,644.32
162. Aug 15, 12 1,132,767.07 20,337.56 1,153,104.63 2,321,877.24
163. Sep 15, 12 1,139,689.41 13,669.07 1,153,358.48 1,182,187.84
164. Oct 15, 12 1,170,311.31 6,828.94 1,177,140.25 11,876.52
165. Nov 15, 12 11,876.52 69.92 11,946.44 0
Total 61,186,000.00 49,013,883.77 110,199,883.77
<CAPTION>
10 CPR after YM
Per Date Principal Interest Cash Flow Balance
- --- ---- --------- -------- --------- -------------
<S> <C> <C> <C> <C>
112. Jun 15, 08 0.00 354,077.90 354,077.90 61,186,000.00
113. Jul 15, 08 0.00 343,395.59 343,395.59 61,186,000.00
114. Aug 15, 08 0.00 352,874.35 352,874.35 61,186,000.00
115. Sep 15, 08 0.00 352,308.27 352,308.27 61,186,000.00
116. Oct 15, 08 0.00 344,824.08 344,824.08 61,186,000.00
117. Nov 15, 08 0.00 358,171.59 358,171.59 61,186,000.00
118. Dec 15, 08 365,250.08 352,268.57 717,518.64 60,820,749.92
119. Jan 15, 09 907,302.16 350,164.90 1,257,467.06 59,913,447.76
120. Feb 15, 09 912,360.25 344,936.11 1,257,296.36 59,001,087.51
121. Mar 15, 09 1,009,526.36 339,743.71 1,349,270.07 57,991,561.15
122. Apr 15, 09 923,155.05 340,410.36 1,263,565.41 57,068,406.10
123. May 15, 09 958,792.14 328,541.30 1,287,333.43 56,109,613.97
124. Jun 15, 09 1,469,161.62 329,354.03 1,798,515.65 54,640,452.34
125. Jul 15, 09 969,213.64 314,562.41 1,283,776.05 53,671,238.70
126. Aug 15, 09 1,038,491.46 315,052.59 1,353,544.05 52,632,747.24
127. Sep 15, 09 1,042,727.92 308,957.81 1,351,685.74 51,590,019.32
128. Oct 15, 09 11,527,815.58 297,000.88 11,824,816.46 40,062,203.74
129. Nov 15, 09 945,823.19 235,625.30 1,181,448.48 39,116,380.55
130. Dec 15, 09 1,306,586.66 225,756.84 1,532,343.50 37,809,793.89
131. Jan 15, 10 956,709.80 218,218.33 1,174,928.13 36,853,084.09
132. Feb 15, 10 962,122.56 212,694.88 1,174,817.43 35,890,961.53
133. Mar 15, 10 1,049,725.25 207,185.98 1,256,911.23 34,841,236.28
134. Apr 15, 10 973,572.80 204,916.82 1,178,489.62 33,867,663.48
135. May 15, 10 1,006,254.47 195,459.33 1,201,713.79 32,861,409.02
136. Jun 15, 10 1,538,119.67 193,268.99 1,731,388.66 31,323,289.35
137. Jul 15, 10 1,017,371.06 180,778.33 1,198,149.39 30,305,918.29
138. Aug 15, 10 996,248.37 178,249.80 1,174,498.17 29,309,669.92
139. Sep 15, 10 1,001,929.09 172,388.89 1,174,317.98 28,307,740.83
140. Oct 15, 10 1,034,245.92 163,370.56 1,197,616.48 27,273,494.91
141. Nov 15, 10 1,013,572.13 160,410.05 1,173,982.19 26,259,922.78
142. Dec 15, 10 1,386,921.23 151,549.73 1,538,470.96 24,873,001.55
143. Jan 15, 11 1,025,370.87 143,547.62 1,168,918.49 23,847,630.68
144. Feb 15, 11 1,031,247.43 137,629.00 1,168,876.43 22,816,383.25
145. Mar 15, 11 1,115,235.14 131,709.64 1,246,944.78 21,701,148.11
146. Apr 15, 11 1,043,607.40 127,636.44 1,171,243.84 20,657,540.71
147. May 15, 11 1,075,383.65 119,215.60 1,194,599.25 19,582,157.06
148. Jun 15, 11 1,663,821.11 115,171.59 1,778,992.69 17,918,335.95
149. Jul 15, 11 1,087,424.65 103,410.25 1,190,834.90 16,830,911.29
150. Aug 15, 11 1,068,165.46 98,997.54 1,167,163.00 15,762,745.83
151. Sep 15, 11 1,074,327.44 92,714.11 1,167,041.56 14,688,418.39
152. Oct 15, 11 1,105,708.89 84,768.07 1,190,476.96 13,582,709.50
153. Nov 15, 11 1,086,932.03 79,890.24 1,166,822.27 12,495,777.47
154. Dec 15, 11 1,451,471.60 72,113.20 1,523,584.80 11,044,305.87
155. Jan 15, 12 1,099,702.65 64,962.26 1,164,664.90 9,944,603.23
156. Feb 15, 12 1,106,073.58 57,390.95 1,163,464.53 8,838,529.65
157. Mar 15, 12 1,161,607.88 51,012.34 1,212,620.22 7,676,921.77
158. Apr 15, 12 1,119,249.43 45,154.35 1,164,403.78 6,557,672.34
159. May 15, 12 1,150,051.45 37,844.03 1,187,895.48 5,407,620.89
160. Jun 15, 12 1,984,825.00 31,806.24 2,016,631.24 3,422,795.89
161. Jul 15, 12 1,497,196.99 19,753.99 1,516,950.98 1,925,598.90
162. Aug 15, 12 1,475,629.91 11,327.61 1,486,957.52 449,969.00
163. Sep 15, 12 449,969.00 2,647.12 452,616.11 0
Total 61,186,000.00 48,819,647.08 110,005,647.08
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---- --------- -------- --------- -------------
<S> <C> <C> <C> <C>
112. Jun 15, 08 0.00 354,005.65 354,005.65 61,186,000.00
113. Jul 15, 08 0.00 343,182.90 343,182.90 61,186,000.00
114. Aug 15, 08 0.00 352,684.17 352,684.17 61,186,000.00
115. Sep 15, 08 0.00 352,033.51 352,033.51 61,186,000.00
116. Oct 15, 08 27,248,480.85 354,148.84 27,602,629.69 33,937,519.15
117. Nov 15, 08 9,243,477.79 256,230.91 9,499,708.70 24,694,041.36
118. Dec 15, 08 1,283,471.41 196,213.08 1,479,684.48 23,410,569.95
119. Jan 15, 09 1,140,314.69 187,694.81 1,328,009.50 22,270,255.26
120. Feb 15, 09 1,138,045.00 180,014.83 1,318,059.83 21,132,210.26
121. Mar 15, 09 1,213,232.30 172,442.89 1,385,675.19 19,918,977.95
122. Apr 15, 09 1,134,056.70 168,631.90 1,302,688.60 18,784,921.25
123. May 15, 09 1,157,528.63 156,710.20 1,314,238.83 17,627,392.62
124. Jun 15, 09 1,337,569.14 152,712.50 1,490,281.64 16,289,823.48
125. Jul 15, 09 1,151,669.35 140,016.09 1,291,685.44 15,138,154.13
126. Aug 15, 09 1,218,747.98 135,964.97 1,354,712.96 13,919,406.15
127. Sep 15, 09 1,215,908.31 127,763.78 1,343,672.09 12,703,497.83
128. Oct 15, 09 11,688,908.48 116,355.25 11,805,263.73 1,014,589.35
129. Nov 15, 09 1,014,589.35 46,576.91 1,061,166.26 0
Total 61,186,000.00 42,544,866.78 103,730,866.78
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
0 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 67,014,000.00
1. Mar 15, 99 0.00 389,469.66 389,469.66 67,014,000.00
2. Apr 15, 99 0.00 400,188.65 400,188.65 67,014,000.00
3. May 15, 99 0.00 389,438.67 389,438.67 67,014,000.00
4. Jun 15, 99 0.00 400,184.53 400,184.53 67,014,000.00
5. Jul 15, 99 0.00 389,433.21 389,433.21 67,014,000.00
6. Aug 15, 99 0.00 400,356.45 400,356.45 67,014,000.00
7. Sep 15, 99 0.00 400,354.80 400,354.80 67,014,000.00
8. Oct 15, 99 0.00 389,427.89 389,427.89 67,014,000.00
9. Nov 15, 99 0.00 400,351.44 400,351.44 67,014,000.00
10. Dec 15, 99 0.00 389,425.28 389,425.28 67,014,000.00
11. Jan 15, 00 0.00 400,351.03 400,351.03 67,014,000.00
12. Feb 15, 00 0.00 389,421.58 389,421.58 67,014,000.00
13. Mar 15, 00 0.00 389,430.65 389,430.65 67,014,000.00
14. Apr 15, 00 0.00 400,346.16 400,346.16 67,014,000.00
15. May 15, 00 0.00 389,417.41 389,417.41 67,014,000.00
16. Jun 15, 00 0.00 400,342.93 400,342.93 67,014,000.00
17. Jul 15, 00 0.00 389,413.73 389,413.73 67,014,000.00
18. Aug 15, 00 0.00 400,341.72 400,341.72 67,014,000.00
19. Sep 15, 00 0.00 400,340.23 400,340.23 67,014,000.00
20. Oct 15, 00 0.00 389,409.31 389,409.31 67,014,000.00
21. Nov 15, 00 0.00 400,336.80 400,336.80 67,014,000.00
22. Dec 15, 00 0.00 389,406.25 389,406.25 67,014,000.00
23. Jan 15, 01 0.00 389,403.53 389,403.53 67,014,000.00
24. Feb 15, 01 0.00 389,401.97 389,401.97 67,014,000.00
25. Mar 15, 01 0.00 389,434.65 389,434.65 67,014,000.00
26. Apr 15, 01 0.00 400,330.23 400,330.23 67,014,000.00
27. May 15, 01 0.00 389,397.06 389,397.06 67,014,000.00
28. Jun 15, 01 0.00 400,326.50 400,326.50 67,014,000.00
29. Jul 15, 01 0.00 389,392.84 389,392.84 67,014,000.00
30. Aug 15, 01 0.00 400,324.88 400,324.88 67,014,000.00
31. Sep 15, 01 0.00 400,323.12 400,323.12 67,014,000.00
32. Oct 15, 01 0.00 389,387.67 389,387.67 67,014,000.00
33. Nov 15, 01 0.00 400,319.16 400,319.16 67,014,000.00
34. Dec 15, 01 0.00 389,384.28 389,384.28 67,014,000.00
35. Jan 15, 02 0.00 389,381.43 389,381.43 67,014,000.00
36. Feb 15, 02 0.00 389,379.79 389,379.79 67,014,000.00
37. Mar 15, 02 0.00 389,416.10 389,416.10 67,014,000.00
38. Apr 15, 02 0.00 400,313.18 400,313.18 67,014,000.00
39. May 15, 02 0.00 389,374.73 389,374.73 67,014,000.00
40. Jun 15, 02 0.00 400,309.60 400,309.60 67,014,000.00
41. Jul 15, 02 0.00 389,370.28 389,370.28 67,014,000.00
42. Aug 15, 02 0.00 400,308.36 400,308.36 67,014,000.00
43. Sep 15, 02 0.00 400,306.67 400,306.67 67,014,000.00
44. Oct 15, 02 0.00 389,364.87 389,364.87 67,014,000.00
45. Nov 15, 02 0.00 400,302.87 400,302.87 67,014,000.00
46. Dec 15, 02 0.00 389,361.14 389,361.14 67,014,000.00
47. Jan 15, 03 0.00 389,357.78 389,357.78 67,014,000.00
48. Feb 15, 03 0.00 389,355.85 389,355.85 67,014,000.00
49. Mar 15, 03 0.00 389,395.70 389,395.70 67,014,000.00
50. Apr 15, 03 0.00 400,296.03 400,296.03 67,014,000.00
51. May 15, 03 0.00 389,349.89 389,349.89 67,014,000.00
52. Jun 15, 03 0.00 400,291.87 400,291.87 67,014,000.00
53. Jul 15, 03 0.00 389,344.79 389,344.79 67,014,000.00
<CAPTION>
10 CPR
after YM
Per Date Principal Interest Cash Flow Balance
- --- ---------- ------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 67,014,000.00
1. Mar 15, 99 0.00 389,469.66 389,469.66 67,014,000.00
2. Apr 15, 99 0.00 400,188.65 400,188.65 67,014,000.00
3. May 15, 99 0.00 389,438.67 389,438.67 67,014,000.00
4. Jun 15, 99 0.00 400,184.53 400,184.53 67,014,000.00
5. Jul 15, 99 0.00 389,433.21 389,433.21 67,014,000.00
6. Aug 15, 99 0.00 400,356.45 400,356.45 67,014,000.00
7. Sep 15, 99 0.00 400,354.80 400,354.80 67,014,000.00
8. Oct 15, 99 0.00 389,427.89 389,427.89 67,014,000.00
9. Nov 15, 99 0.00 400,351.44 400,351.44 67,014,000.00
10. Dec 15, 99 0.00 389,425.28 389,425.28 67,014,000.00
11. Jan 15, 00 0.00 400,351.03 400,351.03 67,014,000.00
12. Feb 15, 00 0.00 389,421.58 389,421.58 67,014,000.00
13. Mar 15, 00 0.00 389,430.65 389,430.65 67,014,000.00
14. Apr 15, 00 0.00 400,346.16 400,346.16 67,014,000.00
15. May 15, 00 0.00 389,417.41 389,417.41 67,014,000.00
16. Jun 15, 00 0.00 400,342.93 400,342.93 67,014,000.00
17. Jul 15, 00 0.00 389,413.73 389,413.73 67,014,000.00
18. Aug 15, 00 0.00 400,341.72 400,341.72 67,014,000.00
19. Sep 15, 00 0.00 400,340.23 400,340.23 67,014,000.00
20. Oct 15, 00 0.00 389,409.31 389,409.31 67,014,000.00
21. Nov 15, 00 0.00 400,336.80 400,336.80 67,014,000.00
22. Dec 15, 00 0.00 389,406.25 389,406.25 67,014,000.00
23. Jan 15, 01 0.00 389,403.53 389,403.53 67,014,000.00
24. Feb 15, 01 0.00 389,401.97 389,401.97 67,014,000.00
25. Mar 15, 01 0.00 389,434.65 389,434.65 67,014,000.00
26. Apr 15, 01 0.00 400,330.23 400,330.23 67,014,000.00
27. May 15, 01 0.00 389,397.06 389,397.06 67,014,000.00
28. Jun 15, 01 0.00 400,326.50 400,326.50 67,014,000.00
29. Jul 15, 01 0.00 389,392.84 389,392.84 67,014,000.00
30. Aug 15, 01 0.00 400,324.88 400,324.88 67,014,000.00
31. Sep 15, 01 0.00 400,323.12 400,323.12 67,014,000.00
32. Oct 15, 01 0.00 389,387.67 389,387.67 67,014,000.00
33. Nov 15, 01 0.00 400,319.16 400,319.16 67,014,000.00
34. Dec 15, 01 0.00 389,384.28 389,384.28 67,014,000.00
35. Jan 15, 02 0.00 389,381.43 389,381.43 67,014,000.00
36. Feb 15, 02 0.00 389,379.79 389,379.79 67,014,000.00
37. Mar 15, 02 0.00 389,416.10 389,416.10 67,014,000.00
38. Apr 15, 02 0.00 400,313.18 400,313.18 67,014,000.00
39. May 15, 02 0.00 389,374.73 389,374.73 67,014,000.00
40. Jun 15, 02 0.00 400,309.60 400,309.60 67,014,000.00
41. Jul 15, 02 0.00 389,370.28 389,370.28 67,014,000.00
42. Aug 15, 02 0.00 400,308.36 400,308.36 67,014,000.00
43. Sep 15, 02 0.00 400,306.67 400,306.67 67,014,000.00
44. Oct 15, 02 0.00 389,364.87 389,364.87 67,014,000.00
45. Nov 15, 02 0.00 400,302.87 400,302.87 67,014,000.00
46. Dec 15, 02 0.00 389,361.14 389,361.14 67,014,000.00
47. Jan 15, 03 0.00 389,357.78 389,357.78 67,014,000.00
48. Feb 15, 03 0.00 389,355.85 389,355.85 67,014,000.00
49. Mar 15, 03 0.00 389,395.70 389,395.70 67,014,000.00
50. Apr 15, 03 0.00 400,296.03 400,296.03 67,014,000.00
51. May 15, 03 0.00 389,349.89 389,349.89 67,014,000.00
52. Jun 15, 03 0.00 400,291.87 400,291.87 67,014,000.00
53. Jul 15, 03 0.00 389,344.63 389,344.63 67,014,000.00
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 67,014,000.00
1. Mar 15, 99 0.00 389,469.66 389,469.66 67,014,000.00
2. Apr 15, 99 0.00 400,189.30 400,189.30 67,014,000.00
3. May 15, 99 0.00 389,438.91 389,438.91 67,014,000.00
4. Jun 15, 99 0.00 400,186.44 400,186.44 67,014,000.00
5. Jul 15, 99 0.00 389,433.69 389,433.69 67,014,000.00
6. Aug 15, 99 0.00 400,359.65 400,359.65 67,014,000.00
7. Sep 15, 99 0.00 400,358.61 400,358.61 67,014,000.00
8. Oct 15, 99 0.00 389,428.72 389,428.72 67,014,000.00
9. Nov 15, 99 0.00 400,356.47 400,356.47 67,014,000.00
10. Dec 15, 99 0.00 389,426.34 389,426.34 67,014,000.00
11. Jan 15, 00 0.00 400,357.24 400,357.24 67,014,000.00
12. Feb 15, 00 0.00 389,422.85 389,422.85 67,014,000.00
13. Mar 15, 00 0.00 389,432.04 389,432.04 67,014,000.00
14. Apr 15, 00 0.00 400,354.09 400,354.09 67,014,000.00
15. May 15, 00 0.00 389,419.00 389,419.00 67,014,000.00
16. Jun 15, 00 0.00 400,351.98 400,351.98 67,014,000.00
17. Jul 15, 00 0.00 389,415.53 389,415.53 67,014,000.00
18. Aug 15, 00 0.00 400,353.21 400,353.21 67,014,000.00
19. Sep 15, 00 0.00 400,353.60 400,353.60 67,014,000.00
20. Oct 15, 00 0.00 389,409.72 389,409.72 67,014,000.00
21. Nov 15, 00 0.00 400,352.84 400,352.84 67,014,000.00
22. Dec 15, 00 0.00 389,406.07 389,406.07 67,014,000.00
23. Jan 15, 01 0.00 389,403.11 389,403.11 67,014,000.00
24. Feb 15, 01 0.00 389,401.25 389,401.25 67,014,000.00
25. Mar 15, 01 0.00 389,437.09 389,437.09 67,014,000.00
26. Apr 15, 01 0.00 400,352.67 400,352.67 67,014,000.00
27. May 15, 01 0.00 389,395.48 389,395.48 67,014,000.00
28. Jun 15, 01 0.00 400,351.47 400,351.47 67,014,000.00
29. Jul 15, 01 0.00 389,389.51 389,389.51 67,014,000.00
30. Aug 15, 01 0.00 400,343.50 400,343.50 67,014,000.00
31. Sep 15, 01 0.00 400,335.63 400,335.63 67,014,000.00
32. Oct 15, 01 0.00 389,362.39 389,362.39 67,014,000.00
33. Nov 15, 01 0.00 400,319.56 400,319.56 67,014,000.00
34. Dec 15, 01 0.00 389,344.64 389,344.64 67,014,000.00
35. Jan 15, 02 0.00 389,334.84 389,334.84 67,014,000.00
36. Feb 15, 02 0.00 389,326.16 389,326.16 67,014,000.00
37. Mar 15, 02 0.00 389,363.81 389,363.81 67,014,000.00
38. Apr 15, 02 0.00 400,283.62 400,283.62 67,014,000.00
39. May 15, 02 0.00 389,300.26 389,300.26 67,014,000.00
40. Jun 15, 02 0.00 400,268.52 400,268.52 67,014,000.00
41. Jul 15, 02 0.00 389,285.90 389,285.90 67,014,000.00
42. Aug 15, 02 0.00 400,260.72 400,260.72 67,014,000.00
43. Sep 15, 02 0.00 400,255.03 400,255.03 67,014,000.00
44. Oct 15, 02 0.00 389,267.31 389,267.31 67,014,000.00
45. Nov 15, 02 0.00 400,243.28 400,243.28 67,014,000.00
46. Dec 15, 02 0.00 389,254.85 389,254.85 67,014,000.00
47. Jan 15, 03 0.00 389,249.74 389,249.74 67,014,000.00
48. Feb 15, 03 0.00 389,245.77 389,245.77 67,014,000.00
49. Mar 15, 03 0.00 389,306.83 389,306.83 67,014,000.00
50. Apr 15, 03 0.00 400,224.71 400,224.71 67,014,000.00
51. May 15, 03 0.00 389,233.67 389,233.67 67,014,000.00
52. Jun 15, 03 0.00 400,217.01 400,217.01 67,014,000.00
53. Jul 15, 03 0.00 389,224.85 389,224.85 67,014,000.00
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
0 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C>
54. Aug 15, 03 0.00 400,290.42 400,290.42 67,014,000.00
55. Sep 15, 03 0.00 400,288.71 400,288.71 67,014,000.00
56. Oct 15, 03 0.00 389,338.61 389,338.61 67,014,000.00
57. Nov 15, 03 0.00 400,284.87 400,284.87 67,014,000.00
58. Dec 15, 03 0.00 389,334.35 389,334.35 67,014,000.00
59. Jan 15, 04 0.00 400,284.75 400,284.75 67,014,000.00
60. Feb 15, 04 0.00 389,328.44 389,328.44 67,014,000.00
61. Mar 15, 04 0.00 389,341.60 389,341.60 67,014,000.00
62. Apr 15, 04 0.00 400,278.49 400,278.49 67,014,000.00
63. May 15, 04 0.00 389,321.65 389,321.65 67,014,000.00
64. Jun 15, 04 0.00 400,274.28 400,274.28 67,014,000.00
65. Jul 15, 04 0.00 389,315.77 389,315.77 67,014,000.00
66. Aug 15, 04 0.00 400,272.91 400,272.91 67,014,000.00
67. Sep 15, 04 0.00 400,270.88 400,270.88 67,014,000.00
68. Oct 15, 04 0.00 389,308.50 389,308.50 67,014,000.00
69. Nov 15, 04 0.00 400,266.39 400,266.39 67,014,000.00
70. Dec 15, 04 0.00 389,303.49 389,303.49 67,014,000.00
71. Jan 15, 05 0.00 389,299.51 389,299.51 67,014,000.00
72. Feb 15, 05 0.00 389,296.91 389,296.91 67,014,000.00
73. Mar 15, 05 0.00 389,345.10 389,345.10 67,014,000.00
74. Apr 15, 05 0.00 400,257.54 400,257.54 67,014,000.00
75. May 15, 05 0.00 389,288.90 389,288.90 67,014,000.00
76. Jun 15, 05 0.00 400,252.58 400,252.58 67,014,000.00
77. Jul 15, 05 0.00 389,281.74 389,281.74 67,014,000.00
78. Aug 15, 05 0.00 400,251.50 400,251.50 67,014,000.00
79. Sep 15, 05 0.00 400,249.08 400,249.08 67,014,000.00
80. Oct 15, 05 0.00 389,273.17 389,273.17 67,014,000.00
81. Nov 15, 05 0.00 400,832.21 400,832.21 67,014,000.00
82. Dec 15, 05 0.00 389,796.15 389,796.15 67,014,000.00
83. Jan 15, 06 0.00 389,792.62 389,792.62 67,014,000.00
84. Feb 15, 06 0.00 389,789.90 389,789.90 67,014,000.00
85. Mar 15, 06 0.00 389,843.90 389,843.90 67,014,000.00
86. Apr 15, 06 0.00 400,823.22 400,823.22 67,014,000.00
87. May 15, 06 0.00 389,781.56 389,781.56 67,014,000.00
88. Jun 15, 06 0.00 400,818.48 400,818.48 67,014,000.00
89. Jul 15, 06 0.00 389,773.75 389,773.75 67,014,000.00
90. Aug 15, 06 0.00 400,819.88 400,819.88 67,014,000.00
91. Sep 15, 06 0.00 400,817.56 400,817.56 67,014,000.00
92. Oct 15, 06 0.00 389,764.73 389,764.73 67,014,000.00
93. Nov 15, 06 0.00 400,812.47 400,812.47 67,014,000.00
94. Dec 15, 06 0.00 389,758.51 389,758.51 67,014,000.00
95. Jan 15, 07 0.00 389,754.58 389,754.58 67,014,000.00
96. Feb 15, 07 0.00 389,751.34 389,751.34 67,014,000.00
97. Mar 15, 07 0.00 389,810.93 389,810.93 67,014,000.00
98. Apr 15, 07 0.00 400,800.96 400,800.96 67,014,000.00
99. May 15, 07 0.00 389,741.42 389,741.42 67,014,000.00
100. Jun 15, 07 0.00 400,795.32 400,795.32 67,014,000.00
101. Jul 15, 07 0.00 389,020.42 389,020.42 67,014,000.00
102. Aug 15, 07 0.00 400,041.54 400,041.54 67,014,000.00
103. Sep 15, 07 0.00 400,038.40 400,038.40 67,014,000.00
104. Oct 15, 07 0.00 389,008.72 389,008.72 67,014,000.00
105. Nov 15, 07 0.00 400,031.70 400,031.70 67,014,000.00
106. Dec 15, 07 0.00 389,000.68 389,000.68 67,014,000.00
107. Jan 15, 08 0.00 400,026.70 400,026.70 67,014,000.00
108. Feb 15, 08 0.00 388,991.54 388,991.54 67,014,000.00
109. Mar 15, 08 0.00 389,010.55 389,010.55 67,014,000.00
110. Apr 15, 08 0.00 400,015.88 400,015.88 67,014,000.00
111. May 15, 08 0.00 388,978.74 388,978.74 67,014,000.00
112. Jun 15, 08 0.00 399,631.12 399,631.12 67,014,000.00
113. Jul 15, 08 0.00 387,824.51 387,824.51 67,014,000.00
114. Aug 15, 08 0.00 398,216.10 398,216.10 67,014,000.00
115. Sep 15, 08 0.00 397,562.31 397,562.31 67,014,000.00
116. Oct 15, 08 0.00 389,327.83 389,327.83 67,014,000.00
117. Nov 15, 08 0.00 404,026.04 404,026.04 67,014,000.00
<CAPTION>
10 CPR
after YM
Per Date Principal Interest Cash Flow Balance
- --- ---------- ------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C>
54. Aug 15, 03 0.00 400,287.61 400,287.61 67,014,000.00
55. Sep 15, 03 0.00 400,283.69 400,283.69 67,014,000.00
56. Oct 15, 03 0.00 389,333.86 389,333.86 67,014,000.00
57. Nov 15, 03 0.00 400,275.49 400,275.49 67,014,000.00
58. Dec 15, 03 0.00 389,326.61 389,326.61 67,014,000.00
59. Jan 15, 04 0.00 400,271.07 400,271.07 67,014,000.00
60. Feb 15, 04 0.00 389,317.74 389,317.74 67,014,000.00
61. Mar 15, 04 0.00 389,333.14 389,333.14 67,014,000.00
62. Apr 15, 04 0.00 400,258.48 400,258.48 67,014,000.00
63. May 15, 04 0.00 389,306.61 389,306.61 67,014,000.00
64. Jun 15, 04 0.00 400,250.15 400,250.15 67,014,000.00
65. Jul 15, 04 0.00 389,297.89 389,297.89 67,014,000.00
66. Aug 15, 04 0.00 400,244.71 400,244.71 67,014,000.00
67. Sep 15, 04 0.00 400,240.68 400,240.68 67,014,000.00
68. Oct 15, 04 0.00 389,286.45 389,286.45 67,014,000.00
69. Nov 15, 04 0.00 400,232.23 400,232.23 67,014,000.00
70. Dec 15, 04 0.00 389,278.72 389,278.72 67,014,000.00
71. Jan 15, 05 0.00 389,273.37 389,273.37 67,014,000.00
72. Feb 15, 05 0.00 389,269.44 389,269.44 67,014,000.00
73. Mar 15, 05 0.00 389,326.34 389,326.34 67,014,000.00
74. Apr 15, 05 0.00 400,213.75 400,213.75 67,014,000.00
75. May 15, 05 0.00 389,257.49 389,257.49 67,014,000.00
76. Jun 15, 05 0.00 400,209.23 400,209.23 67,014,000.00
77. Jul 15, 05 0.00 389,256.99 389,256.99 67,014,000.00
78. Aug 15, 05 0.00 400,212.76 400,212.76 67,014,000.00
79. Sep 15, 05 0.00 400,212.84 400,212.84 67,014,000.00
80. Oct 15, 05 0.00 389,258.81 389,258.81 67,014,000.00
81. Nov 15, 05 0.00 400,778.12 400,778.12 67,014,000.00
82. Dec 15, 05 0.00 389,758.67 389,758.67 67,014,000.00
83. Jan 15, 06 0.00 389,753.99 389,753.99 67,014,000.00
84. Feb 15, 06 0.00 389,750.13 389,750.13 67,014,000.00
85. Mar 15, 06 0.00 389,812.39 389,812.39 67,014,000.00
86. Apr 15, 06 0.00 400,760.79 400,760.79 67,014,000.00
87. May 15, 06 0.00 389,738.46 389,738.46 67,014,000.00
88. Jun 15, 06 0.00 400,752.81 400,752.81 67,014,000.00
89. Jul 15, 06 0.00 389,728.41 389,728.41 67,014,000.00
90. Aug 15, 06 0.00 400,751.03 400,751.03 67,014,000.00
91. Sep 15, 06 0.00 400,747.14 400,747.14 67,014,000.00
92. Oct 15, 06 0.00 389,716.18 389,716.18 67,014,000.00
93. Nov 15, 06 0.00 400,738.94 400,738.94 67,014,000.00
94. Dec 15, 06 0.00 389,707.86 389,707.86 67,014,000.00
95. Jan 15, 07 0.00 389,702.86 389,702.86 67,014,000.00
96. Feb 15, 07 0.00 389,698.60 389,698.60 67,014,000.00
97. Mar 15, 07 0.00 389,765.61 389,765.61 67,014,000.00
98. Apr 15, 07 0.00 400,719.88 400,719.88 67,014,000.00
99. May 15, 07 0.00 389,679.38 389,679.38 67,014,000.00
100. Jun 15, 07 0.00 400,698.14 400,698.14 67,014,000.00
101. Jul 15, 07 0.00 388,953.14 388,953.14 67,014,000.00
102. Aug 15, 07 0.00 399,944.29 399,944.29 67,014,000.00
103. Sep 15, 07 0.00 399,939.16 399,939.16 67,014,000.00
104. Oct 15, 07 0.00 388,938.34 388,938.34 67,014,000.00
105. Nov 15, 07 0.00 399,929.66 399,929.66 67,014,000.00
106. Dec 15, 07 0.00 388,929.32 388,929.32 67,014,000.00
107. Jan 15, 08 0.00 399,921.80 399,921.80 67,014,000.00
108. Feb 15, 08 0.00 388,919.71 388,919.71 67,014,000.00
109. Mar 15, 08 0.00 388,948.35 388,948.35 67,014,000.00
110. Apr 15, 08 0.00 399,906.43 399,906.43 67,014,000.00
111. May 15, 08 0.00 388,905.69 388,905.69 67,014,000.00
112. Jun 15, 08 0.00 399,531.46 399,531.46 67,014,000.00
113. Jul 15, 08 0.00 387,831.65 387,831.65 67,014,000.00
114. Aug 15, 08 0.00 398,213.28 398,213.28 67,014,000.00
115. Sep 15, 08 0.00 397,593.27 397,593.27 67,014,000.00
116. Oct 15, 08 0.00 389,396.21 389,396.21 67,014,000.00
117. Nov 15, 08 0.00 404,015.08 404,015.08 67,014,000.00
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C>
54. Aug 15, 03 0.00 400,209.23 400,209.23 67,014,000.00
55. Sep 15, 03 0.00 400,203.76 400,203.76 67,014,000.00
56. Oct 15, 03 0.00 389,208.81 389,208.81 67,014,000.00
57. Nov 15, 03 0.00 400,187.24 400,187.24 67,014,000.00
58. Dec 15, 03 0.00 389,188.56 389,188.56 67,014,000.00
59. Jan 15, 04 0.00 400,168.25 400,168.25 67,014,000.00
60. Feb 15, 04 0.00 389,167.21 389,167.21 67,014,000.00
61. Mar 15, 04 0.00 389,185.75 389,185.75 67,014,000.00
62. Apr 15, 04 0.00 400,135.73 400,135.73 67,014,000.00
63. May 15, 04 0.00 389,136.95 389,136.95 67,014,000.00
64. Jun 15, 04 0.00 400,114.26 400,114.26 67,014,000.00
65. Jul 15, 04 0.00 389,115.96 389,115.96 67,014,000.00
66. Aug 15, 04 0.00 400,094.92 400,094.92 67,014,000.00
67. Sep 15, 04 0.00 400,084.52 400,084.52 67,014,000.00
68. Oct 15, 04 0.00 389,085.54 389,085.54 67,014,000.00
69. Nov 15, 04 0.00 400,063.44 400,063.44 67,014,000.00
70. Dec 15, 04 0.00 389,065.28 389,065.28 67,014,000.00
71. Jan 15, 05 0.00 389,054.18 389,054.18 67,014,000.00
72. Feb 15, 05 0.00 389,044.06 389,044.06 67,014,000.00
73. Mar 15, 05 0.00 389,120.61 389,120.61 67,014,000.00
74. Apr 15, 05 0.00 400,012.62 400,012.62 67,014,000.00
75. May 15, 05 0.00 389,013.71 389,013.71 67,014,000.00
76. Jun 15, 05 0.00 399,995.97 399,995.97 67,014,000.00
77. Jul 15, 05 0.00 389,001.81 389,001.81 67,014,000.00
78. Aug 15, 05 0.00 399,985.91 399,985.91 67,014,000.00
79. Sep 15, 05 0.00 399,980.03 399,980.03 67,014,000.00
80. Oct 15, 05 0.00 388,985.89 388,985.89 67,014,000.00
81. Nov 15, 05 0.00 400,546.91 400,546.91 67,014,000.00
82. Dec 15, 05 0.00 389,483.78 389,483.78 67,014,000.00
83. Jan 15, 06 0.00 389,473.69 389,473.69 67,014,000.00
84. Feb 15, 06 0.00 389,464.12 389,464.12 67,014,000.00
85. Mar 15, 06 0.00 389,544.64 389,544.64 67,014,000.00
86. Apr 15, 06 0.00 400,496.35 400,496.35 67,014,000.00
87. May 15, 06 0.00 389,426.18 389,426.18 67,014,000.00
88. Jun 15, 06 0.00 400,469.74 400,469.74 67,014,000.00
89. Jul 15, 06 0.00 389,396.59 389,396.59 67,014,000.00
90. Aug 15, 06 0.00 400,446.04 400,446.04 67,014,000.00
91. Sep 15, 06 0.00 400,432.40 400,432.40 67,014,000.00
92. Oct 15, 06 0.00 389,352.42 389,352.42 67,014,000.00
93. Nov 15, 06 0.00 400,405.09 400,405.09 67,014,000.00
94. Dec 15, 06 0.00 389,323.24 389,323.24 67,014,000.00
95. Jan 15, 07 0.00 389,308.26 389,308.26 67,014,000.00
96. Feb 15, 07 0.00 389,293.75 389,293.75 67,014,000.00
97. Mar 15, 07 0.00 389,372.68 389,372.68 67,014,000.00
98. Apr 15, 07 0.00 400,338.61 400,338.61 67,014,000.00
99. May 15, 07 0.00 389,250.60 389,250.60 67,014,000.00
100. Jun 15, 07 0.00 400,312.02 400,312.02 67,014,000.00
101. Jul 15, 07 0.00 388,815.85 388,815.85 67,014,000.00
102. Aug 15, 07 0.00 399,863.35 399,863.35 67,014,000.00
103. Sep 15, 07 0.00 399,853.05 399,853.05 67,014,000.00
104. Oct 15, 07 0.00 388,782.27 388,782.27 67,014,000.00
105. Nov 15, 07 0.00 399,833.38 399,833.38 67,014,000.00
106. Dec 15, 07 0.00 388,761.03 388,761.03 67,014,000.00
107. Jan 15, 08 0.00 399,814.53 399,814.53 67,014,000.00
108. Feb 15, 08 0.00 388,739.81 388,739.81 67,014,000.00
109. Mar 15, 08 0.00 388,768.53 388,768.53 67,014,000.00
110. Apr 15, 08 0.00 399,784.45 399,784.45 67,014,000.00
111. May 15, 08 0.00 388,707.86 388,707.86 67,014,000.00
112. Jun 15, 08 0.00 399,452.34 399,452.34 67,014,000.00
113. Jul 15, 08 0.00 387,598.70 387,598.70 67,014,000.00
114. Aug 15, 08 0.00 398,004.98 398,004.98 67,014,000.00
115. Sep 15, 08 0.00 397,292.34 397,292.34 67,014,000.00
116. Oct 15, 08 0.00 389,096.85 389,096.85 67,014,000.00
117. Nov 15, 08 0.00 404,458.51 404,458.51 67,014,000.00
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
0 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C>
118. Dec 15, 08 0.00 397,591.08 397,591.08 67,014,000.00
119. Jan 15, 09 0.00 397,597.56 397,597.56 67,014,000.00
120. Feb 15, 09 0.00 397,599.07 397,599.07 67,014,000.00
121. Mar 15, 09 0.00 397,674.72 397,674.72 67,014,000.00
122. Apr 15, 09 0.00 405,162.72 405,162.72 67,014,000.00
123. May 15, 09 0.00 397,602.84 397,602.84 67,014,000.00
124. Jun 15, 09 0.00 405,164.48 405,164.48 67,014,000.00
125. Jul 15, 09 0.00 397,615.75 397,615.75 67,014,000.00
126. Aug 15, 09 0.00 405,191.62 405,191.62 67,014,000.00
127. Sep 15, 09 0.00 405,192.96 405,192.96 67,014,000.00
128. Oct 15, 09 0.00 397,619.84 397,619.84 67,014,000.00
129. Nov 15, 09 0.00 405,980.51 405,980.51 67,014,000.00
130. Dec 15, 09 0.00 398,623.69 398,623.69 67,014,000.00
131. Jan 15, 10 0.00 398,635.13 398,635.13 67,014,000.00
132. Feb 15, 10 0.00 398,638.92 398,638.92 67,014,000.00
133. Mar 15, 10 0.00 398,727.82 398,727.82 67,014,000.00
134. Apr 15, 10 0.00 406,009.92 406,009.92 67,014,000.00
135. May 15, 10 0.00 398,649.38 398,649.38 67,014,000.00
136. Jun 15, 10 0.00 406,015.24 406,015.24 67,014,000.00
137. Jul 15, 10 0.00 398,670.71 398,670.71 67,014,000.00
138. Aug 15, 10 0.00 406,051.31 406,051.31 67,014,000.00
139. Sep 15, 10 0.00 406,054.59 406,054.59 67,014,000.00
140. Oct 15, 10 0.00 398,682.21 398,682.21 67,014,000.00
141. Nov 15, 10 0.00 406,060.16 406,060.16 67,014,000.00
142. Dec 15, 10 0.00 398,689.84 398,689.84 67,014,000.00
143. Jan 15, 11 0.00 398,702.41 398,702.41 67,014,000.00
144. Feb 15, 11 0.00 398,706.47 398,706.47 67,014,000.00
145. Mar 15, 11 0.00 398,807.41 398,807.41 67,014,000.00
146. Apr 15, 11 0.00 406,092.27 406,092.27 67,014,000.00
147. May 15, 11 0.00 398,717.76 398,717.76 67,014,000.00
148. Jun 15, 11 0.00 406,097.95 406,097.95 67,014,000.00
149. Jul 15, 11 0.00 398,742.10 398,742.10 67,014,000.00
150. Aug 15, 11 0.00 406,139.59 406,139.59 67,014,000.00
151. Sep 15, 11 0.00 406,143.11 406,143.11 67,014,000.00
152. Oct 15, 11 0.00 398,754.55 398,754.55 67,014,000.00
153. Nov 15, 11 0.00 406,149.14 406,149.14 67,014,000.00
154. Dec 15, 11 0.00 398,762.83 398,762.83 67,014,000.00
155. Jan 15, 12 0.00 406,175.46 406,175.46 67,014,000.00
156. Feb 15, 12 0.00 398,780.57 398,780.57 67,014,000.00
157. Mar 15, 12 0.00 398,822.08 398,822.08 67,014,000.00
158. Apr 15, 12 0.00 406,184.29 406,184.29 67,014,000.00
159. May 15, 12 0.00 398,793.24 398,793.24 67,014,000.00
160. Jun 15, 12 0.00 406,190.51 406,190.51 67,014,000.00
161. Jul 15, 12 0.00 398,821.78 398,821.78 67,014,000.00
162. Aug 15, 12 0.00 406,240.12 406,240.12 67,014,000.00
163. Sep 15, 12 0.00 406,244.01 406,244.01 67,014,000.00
164. Oct 15, 12 0.00 398,835.49 398,835.49 67,014,000.00
165. Nov 15, 12 1,141,933.38 406,250.79 1,548,184.17 65,872,066.62
166. Dec 15, 12 1,520,753.21 392,048.24 1,912,801.45 64,351,313.42
167. Jan 15, 13 1,168,102.64 383,011.29 1,551,113.93 63,183,210.78
168. Feb 15, 13 1,175,241.87 376,063.49 1,551,305.36 62,007,968.91
169. Mar 15, 13 1,251,813.68 369,191.73 1,621,005.41 60,756,155.23
170. Apr 15, 13 1,190,499.21 368,349.02 1,558,848.24 59,565,656.01
171. May 15, 13 24,363,504.72 354,544.23 24,718,048.94 35,202,151.30
172. Jun 15, 13 35,202,151.30 213,761.61 35,415,912.91 0
Total 67,014,000.00 67,877,353.21 134,891,353.21
<CAPTION>
10 CPR
after YM
Per Date Principal Interest Cash Flow Balance
- --- ---------- ------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C>
118. Dec 15, 08 0.00 397,549.79 397,549.79 67,014,000.00
119. Jan 15, 09 0.00 397,548.91 397,548.91 67,014,000.00
120. Feb 15, 09 0.00 397,543.14 397,543.14 67,014,000.00
121. Mar 15, 09 0.00 397,611.61 397,611.61 67,014,000.00
122. Apr 15, 09 0.00 405,099.51 405,099.51 67,014,000.00
123. May 15, 09 0.00 397,525.26 397,525.26 67,014,000.00
124. Jun 15, 09 0.00 405,088.40 405,088.40 67,014,000.00
125. Jul 15, 09 0.00 397,523.77 397,523.77 67,014,000.00
126. Aug 15, 09 0.00 405,102.65 405,102.65 67,014,000.00
127. Sep 15, 09 0.00 405,104.20 405,104.20 67,014,000.00
128. Oct 15, 09 0.00 397,523.33 397,523.33 67,014,000.00
129. Nov 15, 09 0.00 405,869.36 405,869.36 67,014,000.00
130. Dec 15, 09 0.00 398,493.01 398,493.01 67,014,000.00
131. Jan 15, 10 0.00 398,497.16 398,497.16 67,014,000.00
132. Feb 15, 10 0.00 398,493.84 398,493.84 67,014,000.00
133. Mar 15, 10 0.00 398,575.85 398,575.85 67,014,000.00
134. Apr 15, 10 0.00 405,866.62 405,866.62 67,014,000.00
135. May 15, 10 0.00 398,483.13 398,483.13 67,014,000.00
136. Jun 15, 10 0.00 405,859.31 405,859.31 67,014,000.00
137. Jul 15, 10 0.00 398,490.12 398,490.12 67,014,000.00
138. Aug 15, 10 0.00 405,882.54 405,882.54 67,014,000.00
139. Sep 15, 10 0.00 405,879.59 405,879.59 67,014,000.00
140. Oct 15, 10 0.00 398,480.83 398,480.83 67,014,000.00
141. Nov 15, 10 0.00 405,872.73 405,872.73 67,014,000.00
142. Dec 15, 10 0.00 398,474.72 398,474.72 67,014,000.00
143. Jan 15, 11 0.00 398,480.14 398,480.14 67,014,000.00
144. Feb 15, 11 0.00 398,477.39 398,477.39 67,014,000.00
145. Mar 15, 11 0.00 398,571.84 398,571.84 67,014,000.00
146. Apr 15, 11 0.00 405,873.81 405,873.81 67,014,000.00
147. May 15, 11 0.00 398,468.25 398,468.25 67,014,000.00
148. Jun 15, 11 0.00 405,867.31 405,867.31 67,014,000.00
149. Jul 15, 11 0.00 398,478.46 398,478.46 67,014,000.00
150. Aug 15, 11 0.00 405,896.31 405,896.31 67,014,000.00
151. Sep 15, 11 0.00 405,893.78 405,893.78 67,014,000.00
152. Oct 15, 11 0.00 398,470.73 398,470.73 67,014,000.00
153. Nov 15, 11 0.00 405,887.72 405,887.72 67,014,000.00
154. Dec 15, 11 0.00 398,465.62 398,465.62 67,014,000.00
155. Jan 15, 12 0.00 405,901.67 405,901.67 67,014,000.00
156. Feb 15, 12 0.00 398,469.58 398,469.58 67,014,000.00
157. Mar 15, 12 0.00 398,504.60 398,504.60 67,014,000.00
158. Apr 15, 12 0.00 405,892.46 405,892.46 67,014,000.00
159. May 15, 12 0.00 398,462.24 398,462.24 67,014,000.00
160. Jun 15, 12 0.00 405,886.68 405,886.68 67,014,000.00
161. Jul 15, 12 0.00 398,485.52 398,485.52 67,014,000.00
162. Aug 15, 12 0.00 405,946.80 405,946.80 67,014,000.00
163. Sep 15, 12 1,028,032.16 405,963.31 1,433,995.48 65,985,967.84
164. Oct 15, 12 1,503,930.60 392,420.30 1,896,350.90 64,482,037.23
165. Nov 15, 12 1,483,080.71 390,655.79 1,873,736.50 62,998,956.52
166. Dec 15, 12 1,845,327.81 374,686.92 2,220,014.73 61,153,628.72
167. Jan 15, 13 1,488,459.80 363,735.54 1,852,195.34 59,665,168.92
168. Feb 15, 13 1,491,206.67 354,897.12 1,846,103.78 58,173,962.25
169. Mar 15, 13 1,600,965.22 346,183.07 1,947,148.29 56,572,997.03
170. Apr 15, 13 1,638,448.51 342,825.51 1,981,274.03 54,934,548.51
171. May 15, 13 22,859,188.50 326,800.35 23,185,988.85 32,075,360.01
172. Jun 15, 13 32,075,360.01 194,654.73 32,270,014.75 0
Total 67,014,000.00 67,690,730.35 134,704,730.35
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ------------- ------------ -------------- ---------------
<S> <C> <C> <C> <C>
118. Dec 15, 08 0.00 397,829.99 397,829.99 67,014,000.00
119. Jan 15, 09 0.00 397,818.52 397,818.52 67,014,000.00
120. Feb 15, 09 0.00 397,804.85 397,804.85 67,014,000.00
121. Mar 15, 09 0.00 397,900.54 397,900.54 67,014,000.00
122. Apr 15, 09 0.00 405,181.11 405,181.11 67,014,000.00
123. May 15, 09 0.00 397,763.48 397,763.48 67,014,000.00
124. Jun 15, 09 0.00 405,152.90 405,152.90 67,014,000.00
125. Jul 15, 09 0.00 397,741.42 397,741.42 67,014,000.00
126. Aug 15, 09 0.00 405,136.60 405,136.60 67,014,000.00
127. Sep 15, 09 0.00 405,131.04 405,131.04 67,014,000.00
128. Oct 15, 09 0.00 397,721.57 397,721.57 67,014,000.00
129. Nov 15, 09 90,282.75 409,839.97 500,122.71 66,923,717.25
130. Dec 15, 09 1,246,306.21 442,451.34 1,688,757.55 65,677,411.05
131. Jan 15, 10 1,100,698.28 434,011.12 1,534,709.40 64,576,712.77
132. Feb 15, 10 1,099,198.01 426,448.16 1,525,646.17 63,477,514.76
133. Mar 15, 10 1,164,554.43 419,057.23 1,583,611.66 62,312,960.34
134. Apr 15, 10 1,096,694.37 418,909.47 1,515,603.84 61,216,265.97
135. May 15, 10 1,117,405.94 403,516.88 1,520,922.82 60,098,860.03
136. Jun 15, 10 1,287,177.76 403,285.74 1,690,463.50 58,811,682.27
137. Jul 15, 10 1,113,174.04 387,104.41 1,500,278.44 57,698,508.24
138. Aug 15, 10 1,090,414.78 386,841.72 1,477,256.50 56,608,093.46
139. Sep 15, 10 1,089,391.80 379,297.33 1,468,689.13 55,518,701.66
140. Oct 15, 10 1,109,843.88 364,781.85 1,474,625.73 54,408,857.78
141. Nov 15, 10 1,087,636.94 364,143.05 1,451,779.99 53,321,220.84
142. Dec 15, 10 1,220,836.68 349,835.86 1,570,672.54 52,100,384.16
143. Jan 15, 11 1,085,152.50 341,719.42 1,426,871.91 51,015,231.67
144. Feb 15, 11 1,084,459.54 334,420.41 1,418,879.95 49,930,772.12
145. Mar 15, 11 1,146,277.22 327,261.45 1,473,538.67 48,784,494.90
146. Apr 15, 11 1,083,553.79 325,629.60 1,409,183.39 47,700,941.11
147. May 15, 11 1,103,622.10 312,269.46 1,415,891.56 46,597,319.02
148. Jun 15, 11 1,273,511.01 310,546.79 1,584,057.80 45,323,808.01
149. Jul 15, 11 1,100,998.83 296,385.62 1,397,384.45 44,222,809.18
150. Aug 15, 11 1,080,462.10 294,602.98 1,375,065.08 43,142,347.08
151. Sep 15, 11 1,080,225.52 287,288.87 1,367,514.39 42,062,121.56
152. Oct 15, 11 1,100,032.47 274,743.48 1,374,775.95 40,962,089.09
153. Nov 15, 11 1,080,032.47 272,583.89 1,352,616.36 39,882,056.62
154. Dec 15, 11 1,198,959.78 260,251.91 1,459,211.69 38,683,096.84
155. Jan 15, 12 1,079,218.22 257,242.33 1,336,460.55 37,603,878.62
156. Feb 15, 12 1,079,297.36 245,312.04 1,324,609.40 36,524,581.26
157. Mar 15, 12 1,118,231.86 238,250.72 1,356,482.59 35,406,349.39
158. Apr 15, 12 1,079,825.39 235,311.00 1,315,136.39 34,326,524.00
159. May 15, 12 1,099,247.28 223,828.05 1,323,075.34 33,227,276.72
160. Jun 15, 12 1,442,905.01 220,616.22 1,663,521.23 31,784,371.71
161. Jul 15, 12 1,432,247.97 207,284.70 1,639,532.67 30,352,123.75
162. Aug 15, 12 1,409,570.42 201,936.56 1,611,506.98 28,942,553.33
163. Sep 15, 12 1,405,785.67 192,780.41 1,598,566.09 27,536,767.65
164. Oct 15, 12 1,420,496.52 180,217.05 1,600,713.57 26,116,271.13
165. Nov 15, 12 1,398,543.85 174,460.30 1,573,004.14 24,717,727.28
166. Dec 15, 12 1,503,295.47 162,234.17 1,665,529.64 23,214,431.81
167. Jan 15, 13 1,390,873.93 152,730.67 1,543,604.60 21,823,557.88
168. Feb 15, 13 1,387,546.20 143,940.90 1,531,487.10 20,436,011.68
169. Mar 15, 13 1,476,266.17 135,285.91 1,611,552.08 18,959,745.51
170. Apr 15, 13 1,419,768.14 128,085.24 1,547,853.39 17,539,977.37
171. May 15, 13 17,539,977.37 113,976.46 17,653,953.83 0
Total 67,014,000.00 62,966,137.08 129,980,137.08
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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.
- --------------------------------------------------------------------------------
0 CPR
Per Date Principal Interest Cash Flow Balance
--- ---- --------- -------- --------- -------
0. Feb 04, 99 0 0 0 17,482,000.00
1. Mar 15, 99 0.00 101,601.29 101,601.29 17,482,000.00
2. Apr 15, 99 0.00 104,397.56 104,397.56 17,482,000.00
3. May 15, 99 0.00 101,593.20 101,593.20 17,482,000.00
4. Jun 15, 99 0.00 104,396.48 104,396.48 17,482,000.00
5. Jul 15, 99 0.00 101,591.78 101,591.78 17,482,000.00
6. Aug 15, 99 0.00 104,441.33 104,441.33 17,482,000.00
7. Sep 15, 99 0.00 104,440.90 104,440.90 17,482,000.00
8. Oct 15, 99 0.00 101,590.39 101,590.39 17,482,000.00
9. Nov 15, 99 0.00 104,440.03 104,440.03 17,482,000.00
10. Dec 15, 99 0.00 101,589.71 101,589.71 17,482,000.00
11. Jan 15, 00 0.00 104,439.92 104,439.92 17,482,000.00
12. Feb 15, 00 0.00 101,588.74 101,588.74 17,482,000.00
13. Mar 15, 00 0.00 101,591.11 101,591.11 17,482,000.00
14. Apr 15, 00 0.00 104,438.65 104,438.65 17,482,000.00
15. May 15, 00 0.00 101,587.65 101,587.65 17,482,000.00
16. Jun 15, 00 0.00 104,437.81 104,437.81 17,482,000.00
17. Jul 15, 00 0.00 101,586.70 101,586.70 17,482,000.00
18. Aug 15, 00 0.00 104,437.49 104,437.49 17,482,000.00
19. Sep 15, 00 0.00 104,437.10 104,437.10 17,482,000.00
20. Oct 15, 00 0.00 101,585.54 101,585.54 17,482,000.00
21. Nov 15, 00 0.00 104,436.21 104,436.21 17,482,000.00
22. Dec 15, 00 0.00 101,584.74 101,584.74 17,482,000.00
23. Jan 15, 01 0.00 101,584.04 101,584.04 17,482,000.00
24. Feb 15, 01 0.00 101,583.63 101,583.63 17,482,000.00
25. Mar 15, 01 0.00 101,592.15 101,592.15 17,482,000.00
26. Apr 15, 01 0.00 104,434.49 104,434.49 17,482,000.00
27. May 15, 01 0.00 101,582.35 101,582.35 17,482,000.00
28. Jun 15, 01 0.00 104,433.52 104,433.52 17,482,000.00
29. Jul 15, 01 0.00 101,581.25 101,581.25 17,482,000.00
30. Aug 15, 01 0.00 104,433.10 104,433.10 17,482,000.00
31. Sep 15, 01 0.00 104,432.64 104,432.64 17,482,000.00
32. Oct 15, 01 0.00 101,579.90 101,579.90 17,482,000.00
33. Nov 15, 01 0.00 104,431.60 104,431.60 17,482,000.00
34. Dec 15, 01 0.00 101,579.01 101,579.01 17,482,000.00
35. Jan 15, 02 0.00 101,578.27 101,578.27 17,482,000.00
36. Feb 15, 02 0.00 101,577.84 101,577.84 17,482,000.00
37. Mar 15, 02 0.00 101,587.31 101,587.31 17,482,000.00
38. Apr 15, 02 0.00 104,430.04 104,430.04 17,482,000.00
39. May 15, 02 0.00 101,576.52 101,576.52 17,482,000.00
40. Jun 15, 02 0.00 104,429.11 104,429.11 17,482,000.00
41. Jul 15, 02 0.00 101,575.36 101,575.36 17,482,000.00
42. Aug 15, 02 0.00 104,428.79 104,428.79 17,482,000.00
43. Sep 15, 02 0.00 104,428.35 104,428.35 17,482,000.00
44. Oct 15, 02 0.00 101,573.95 101,573.95 17,482,000.00
45. Nov 15, 02 0.00 104,427.35 104,427.35 17,482,000.00
46. Dec 15, 02 0.00 101,572.98 101,572.98 17,482,000.00
47. Jan 15, 03 0.00 101,572.10 101,572.10 17,482,000.00
48. Feb 15, 03 0.00 101,571.60 101,571.60 17,482,000.00
49. Mar 15, 03 0.00 101,581.99 101,581.99 17,482,000.00
50. Apr 15, 03 0.00 104,425.57 104,425.57 17,482,000.00
51. May 15, 03 0.00 101,570.04 101,570.04 17,482,000.00
52. Jun 15, 03 0.00 104,424.48 104,424.48 17,482,000.00
10 CPR after YM
Per Date Principal Interest Cash Flow Balance
--- ---- --------- -------- --------- -------
0. Feb 04, 99 0 0 0 17,482,000.00
1. Mar 15, 99 0.00 101,601.29 101,601.29 17,482,000.00
2. Apr 15, 99 0.00 104,397.56 104,397.56 17,482,000.00
3. May 15, 99 0.00 101,593.20 101,593.20 17,482,000.00
4. Jun 15, 99 0.00 104,396.48 104,396.48 17,482,000.00
5. Jul 15, 99 0.00 101,591.78 101,591.78 17,482,000.00
6. Aug 15, 99 0.00 104,441.33 104,441.33 17,482,000.00
7. Sep 15, 99 0.00 104,440.90 104,440.90 17,482,000.00
8. Oct 15, 99 0.00 101,590.39 101,590.39 17,482,000.00
9. Nov 15, 99 0.00 104,440.03 104,440.03 17,482,000.00
10. Dec 15, 99 0.00 101,589.71 101,589.71 17,482,000.00
11. Jan 15, 00 0.00 104,439.92 104,439.92 17,482,000.00
12. Feb 15, 00 0.00 101,588.74 101,588.74 17,482,000.00
13. Mar 15, 00 0.00 101,591.11 101,591.11 17,482,000.00
14. Apr 15, 00 0.00 104,438.65 104,438.65 17,482,000.00
15. May 15, 00 0.00 101,587.65 101,587.65 17,482,000.00
16. Jun 15, 00 0.00 104,437.81 104,437.81 17,482,000.00
17. Jul 15, 00 0.00 101,586.70 101,586.70 17,482,000.00
18. Aug 15, 00 0.00 104,437.49 104,437.49 17,482,000.00
19. Sep 15, 00 0.00 104,437.10 104,437.10 17,482,000.00
20. Oct 15, 00 0.00 101,585.54 101,585.54 17,482,000.00
21. Nov 15, 00 0.00 104,436.21 104,436.21 17,482,000.00
22. Dec 15, 00 0.00 101,584.74 101,584.74 17,482,000.00
23. Jan 15, 01 0.00 101,584.04 101,584.04 17,482,000.00
24. Feb 15, 01 0.00 101,583.63 101,583.63 17,482,000.00
25. Mar 15, 01 0.00 101,592.15 101,592.15 17,482,000.00
26. Apr 15, 01 0.00 104,434.49 104,434.49 17,482,000.00
27. May 15, 01 0.00 101,582.35 101,582.35 17,482,000.00
28. Jun 15, 01 0.00 104,433.52 104,433.52 17,482,000.00
29. Jul 15, 01 0.00 101,581.25 101,581.25 17,482,000.00
30. Aug 15, 01 0.00 104,433.10 104,433.10 17,482,000.00
31. Sep 15, 01 0.00 104,432.64 104,432.64 17,482,000.00
32. Oct 15, 01 0.00 101,579.90 101,579.90 17,482,000.00
33. Nov 15, 01 0.00 104,431.60 104,431.60 17,482,000.00
34. Dec 15, 01 0.00 101,579.01 101,579.01 17,482,000.00
35. Jan 15, 02 0.00 101,578.27 101,578.27 17,482,000.00
36. Feb 15, 02 0.00 101,577.84 101,577.84 17,482,000.00
37. Mar 15, 02 0.00 101,587.31 101,587.31 17,482,000.00
38. Apr 15, 02 0.00 104,430.04 104,430.04 17,482,000.00
39. May 15, 02 0.00 101,576.52 101,576.52 17,482,000.00
40. Jun 15, 02 0.00 104,429.11 104,429.11 17,482,000.00
41. Jul 15, 02 0.00 101,575.36 101,575.36 17,482,000.00
42. Aug 15, 02 0.00 104,428.79 104,428.79 17,482,000.00
43. Sep 15, 02 0.00 104,428.35 104,428.35 17,482,000.00
44. Oct 15, 02 0.00 101,573.95 101,573.95 17,482,000.00
45. Nov 15, 02 0.00 104,427.35 104,427.35 17,482,000.00
46. Dec 15, 02 0.00 101,572.98 101,572.98 17,482,000.00
47. Jan 15, 03 0.00 101,572.10 101,572.10 17,482,000.00
48. Feb 15, 03 0.00 101,571.60 101,571.60 17,482,000.00
49. Mar 15, 03 0.00 101,581.99 101,581.99 17,482,000.00
50. Apr 15, 03 0.00 104,425.57 104,425.57 17,482,000.00
51. May 15, 03 0.00 101,570.04 101,570.04 17,482,000.00
52. Jun 15, 03 0.00 104,424.48 104,424.48 17,482,000.00
10 CPR
Per Date Principal Interest Cash Flow Balance
--- ---- --------- -------- --------- -------
0. Feb 04, 99 0 0 0 17,482,000.00
1. Mar 15, 99 0.00 101,601.29 101,601.29 17,482,000.00
2. Apr 15, 99 0.00 104,397.73 104,397.73 17,482,000.00
3. May 15, 99 0.00 101,593.27 101,593.27 17,482,000.00
4. Jun 15, 99 0.00 104,396.98 104,396.98 17,482,000.00
5. Jul 15, 99 0.00 101,591.90 101,591.90 17,482,000.00
6. Aug 15, 99 0.00 104,442.17 104,442.17 17,482,000.00
7. Sep 15, 99 0.00 104,441.90 104,441.90 17,482,000.00
8. Oct 15, 99 0.00 101,590.61 101,590.61 17,482,000.00
9. Nov 15, 99 0.00 104,441.34 104,441.34 17,482,000.00
10. Dec 15, 99 0.00 101,589.98 101,589.98 17,482,000.00
11. Jan 15, 00 0.00 104,441.54 104,441.54 17,482,000.00
12. Feb 15, 00 0.00 101,589.08 101,589.08 17,482,000.00
13. Mar 15, 00 0.00 101,591.47 101,591.47 17,482,000.00
14. Apr 15, 00 0.00 104,440.72 104,440.72 17,482,000.00
15. May 15, 00 0.00 101,588.07 101,588.07 17,482,000.00
16. Jun 15, 00 0.00 104,440.17 104,440.17 17,482,000.00
17. Jul 15, 00 0.00 101,587.16 101,587.16 17,482,000.00
18. Aug 15, 00 0.00 104,440.49 104,440.49 17,482,000.00
19. Sep 15, 00 0.00 104,440.59 104,440.59 17,482,000.00
20. Oct 15, 00 0.00 101,585.65 101,585.65 17,482,000.00
21. Nov 15, 00 0.00 104,440.39 104,440.39 17,482,000.00
22. Dec 15, 00 0.00 101,584.70 101,584.70 17,482,000.00
23. Jan 15, 01 0.00 101,583.92 101,583.92 17,482,000.00
24. Feb 15, 01 0.00 101,583.44 101,583.44 17,482,000.00
25. Mar 15, 01 0.00 101,592.79 101,592.79 17,482,000.00
26. Apr 15, 01 0.00 104,440.35 104,440.35 17,482,000.00
27. May 15, 01 0.00 101,581.93 101,581.93 17,482,000.00
28. Jun 15, 01 0.00 104,440.03 104,440.03 17,482,000.00
29. Jul 15, 01 0.00 101,580.38 101,580.38 17,482,000.00
30. Aug 15, 01 0.00 104,437.96 104,437.96 17,482,000.00
31. Sep 15, 01 0.00 104,435.90 104,435.90 17,482,000.00
32. Oct 15, 01 0.00 101,573.30 101,573.30 17,482,000.00
33. Nov 15, 01 0.00 104,431.71 104,431.71 17,482,000.00
34. Dec 15, 01 0.00 101,568.67 101,568.67 17,482,000.00
35. Jan 15, 02 0.00 101,566.12 101,566.12 17,482,000.00
36. Feb 15, 02 0.00 101,563.85 101,563.85 17,482,000.00
37. Mar 15, 02 0.00 101,573.67 101,573.67 17,482,000.00
38. Apr 15, 02 0.00 104,422.33 104,422.33 17,482,000.00
39. May 15, 02 0.00 101,557.09 101,557.09 17,482,000.00
40. Jun 15, 02 0.00 104,418.39 104,418.39 17,482,000.00
41. Jul 15, 02 0.00 101,553.35 101,553.35 17,482,000.00
42. Aug 15, 02 0.00 104,416.36 104,416.36 17,482,000.00
43. Sep 15, 02 0.00 104,414.87 104,414.87 17,482,000.00
44. Oct 15, 02 0.00 101,548.50 101,548.50 17,482,000.00
45. Nov 15, 02 0.00 104,411.81 104,411.81 17,482,000.00
46. Dec 15, 02 0.00 101,545.25 101,545.25 17,482,000.00
47. Jan 15, 03 0.00 101,543.92 101,543.92 17,482,000.00
48. Feb 15, 03 0.00 101,542.88 101,542.88 17,482,000.00
49. Mar 15, 03 0.00 101,558.81 101,558.81 17,482,000.00
50. Apr 15, 03 0.00 104,406.97 104,406.97 17,482,000.00
51. May 15, 03 0.00 101,539.72 101,539.72 17,482,000.00
52. Jun 15, 03 0.00 104,404.96 104,404.96 17,482,000.00
<PAGE>
0 CPR
Per Date Principal Interest Cash Flow Balance
--- ---- --------- -------- --------- -------
53. Jul 15, 03 0.00 101,568.71 101,568.71 17,482,000.00
54. Aug 15, 03 0.00 104,424.11 104,424.11 17,482,000.00
55. Sep 15, 03 0.00 104,423.66 104,423.66 17,482,000.00
56. Oct 15, 03 0.00 101,567.10 101,567.10 17,482,000.00
57. Nov 15, 03 0.00 104,422.66 104,422.66 17,482,000.00
58. Dec 15, 03 0.00 101,565.99 101,565.99 17,482,000.00
59. Jan 15, 04 0.00 104,422.63 104,422.63 17,482,000.00
60. Feb 15, 04 0.00 101,564.45 101,564.45 17,482,000.00
61. Mar 15, 04 0.00 101,567.88 101,567.88 17,482,000.00
62. Apr 15, 04 0.00 104,420.99 104,420.99 17,482,000.00
63. May 15, 04 0.00 101,562.67 101,562.67 17,482,000.00
64. Jun 15, 04 0.00 104,419.90 104,419.90 17,482,000.00
65. Jul 15, 04 0.00 101,561.14 101,561.14 17,482,000.00
66. Aug 15, 04 0.00 104,419.54 104,419.54 17,482,000.00
67. Sep 15, 04 0.00 104,419.01 104,419.01 17,482,000.00
68. Oct 15, 04 0.00 101,559.24 101,559.24 17,482,000.00
69. Nov 15, 04 0.00 104,417.84 104,417.84 17,482,000.00
70. Dec 15, 04 0.00 101,557.94 101,557.94 17,482,000.00
71. Jan 15, 05 0.00 101,556.90 101,556.90 17,482,000.00
72. Feb 15, 05 0.00 101,556.22 101,556.22 17,482,000.00
73. Mar 15, 05 0.00 101,568.79 101,568.79 17,482,000.00
74. Apr 15, 05 0.00 104,415.53 104,415.53 17,482,000.00
75. May 15, 05 0.00 101,554.13 101,554.13 17,482,000.00
76. Jun 15, 05 0.00 104,414.24 104,414.24 17,482,000.00
77. Jul 15, 05 0.00 101,552.26 101,552.26 17,482,000.00
78. Aug 15, 05 0.00 104,413.95 104,413.95 17,482,000.00
79. Sep 15, 05 0.00 104,413.32 104,413.32 17,482,000.00
80. Oct 15, 05 0.00 101,550.03 101,550.03 17,482,000.00
81. Nov 15, 05 0.00 104,565.45 104,565.45 17,482,000.00
82. Dec 15, 05 0.00 101,686.46 101,686.46 17,482,000.00
83. Jan 15, 06 0.00 101,685.54 101,685.54 17,482,000.00
84. Feb 15, 06 0.00 101,684.83 101,684.83 17,482,000.00
85. Mar 15, 06 0.00 101,698.91 101,698.91 17,482,000.00
86. Apr 15, 06 0.00 104,563.10 104,563.10 17,482,000.00
87. May 15, 06 0.00 101,682.65 101,682.65 17,482,000.00
88. Jun 15, 06 0.00 104,561.86 104,561.86 17,482,000.00
89. Jul 15, 06 0.00 101,680.61 101,680.61 17,482,000.00
90. Aug 15, 06 0.00 104,562.23 104,562.23 17,482,000.00
91. Sep 15, 06 0.00 104,561.62 104,561.62 17,482,000.00
92. Oct 15, 06 0.00 101,678.26 101,678.26 17,482,000.00
93. Nov 15, 06 0.00 104,560.30 104,560.30 17,482,000.00
94. Dec 15, 06 0.00 101,676.64 101,676.64 17,482,000.00
95. Jan 15, 07 0.00 101,675.61 101,675.61 17,482,000.00
96. Feb 15, 07 0.00 101,674.77 101,674.77 17,482,000.00
97. Mar 15, 07 0.00 101,690.31 101,690.31 17,482,000.00
98. Apr 15, 07 0.00 104,557.29 104,557.29 17,482,000.00
99. May 15, 07 0.00 101,672.18 101,672.18 17,482,000.00
100. Jun 15, 07 0.00 104,555.82 104,555.82 17,482,000.00
101. Jul 15, 07 0.00 101,484.09 101,484.09 17,482,000.00
102. Aug 15, 07 0.00 104,359.18 104,359.18 17,482,000.00
103. Sep 15, 07 0.00 104,358.36 104,358.36 17,482,000.00
104. Oct 15, 07 0.00 101,481.04 101,481.04 17,482,000.00
105. Nov 15, 07 0.00 104,356.61 104,356.61 17,482,000.00
106. Dec 15, 07 0.00 101,478.94 101,478.94 17,482,000.00
107. Jan 15, 08 0.00 104,355.31 104,355.31 17,482,000.00
108. Feb 15, 08 0.00 101,476.56 101,476.56 17,482,000.00
109. Mar 15, 08 0.00 101,481.52 101,481.52 17,482,000.00
110. Apr 15, 08 0.00 104,352.49 104,352.49 17,482,000.00
111. May 15, 08 0.00 101,473.22 101,473.22 17,482,000.00
112. Jun 15, 08 0.00 104,252.11 104,252.11 17,482,000.00
113. Jul 15, 08 0.00 101,172.11 101,172.11 17,482,000.00
114. Aug 15, 08 0.00 103,882.98 103,882.98 17,482,000.00
115. Sep 15, 08 0.00 103,712.42 103,712.42 17,482,000.00
10 CPR after YM
Per Date Principal Interest Cash Flow Balance
--- ---- --------- -------- --------- -------
53. Jul 15, 03 0.00 101,568.67 101,568.67 17,482,000.00
54. Aug 15, 03 0.00 104,423.37 104,423.37 17,482,000.00
55. Sep 15, 03 0.00 104,422.35 104,422.35 17,482,000.00
56. Oct 15, 03 0.00 101,565.86 101,565.86 17,482,000.00
57. Nov 15, 03 0.00 104,420.21 104,420.21 17,482,000.00
58. Dec 15, 03 0.00 101,563.97 101,563.97 17,482,000.00
59. Jan 15, 04 0.00 104,419.06 104,419.06 17,482,000.00
60. Feb 15, 04 0.00 101,561.66 101,561.66 17,482,000.00
61. Mar 15, 04 0.00 101,565.67 101,565.67 17,482,000.00
62. Apr 15, 04 0.00 104,415.78 104,415.78 17,482,000.00
63. May 15, 04 0.00 101,558.75 101,558.75 17,482,000.00
64. Jun 15, 04 0.00 104,413.60 104,413.60 17,482,000.00
65. Jul 15, 04 0.00 101,556.48 101,556.48 17,482,000.00
66. Aug 15, 04 0.00 104,412.18 104,412.18 17,482,000.00
67. Sep 15, 04 0.00 104,411.13 104,411.13 17,482,000.00
68. Oct 15, 04 0.00 101,553.49 101,553.49 17,482,000.00
69. Nov 15, 04 0.00 104,408.93 104,408.93 17,482,000.00
70. Dec 15, 04 0.00 101,551.47 101,551.47 17,482,000.00
71. Jan 15, 05 0.00 101,550.08 101,550.08 17,482,000.00
72. Feb 15, 05 0.00 101,549.06 101,549.06 17,482,000.00
73. Mar 15, 05 0.00 101,563.90 101,563.90 17,482,000.00
74. Apr 15, 05 0.00 104,404.11 104,404.11 17,482,000.00
75. May 15, 05 0.00 101,545.94 101,545.94 17,482,000.00
76. Jun 15, 05 0.00 104,402.93 104,402.93 17,482,000.00
77. Jul 15, 05 0.00 101,545.81 101,545.81 17,482,000.00
78. Aug 15, 05 0.00 104,403.85 104,403.85 17,482,000.00
79. Sep 15, 05 0.00 104,403.87 104,403.87 17,482,000.00
80. Oct 15, 05 0.00 101,546.28 101,546.28 17,482,000.00
81. Nov 15, 05 0.00 104,551.33 104,551.33 17,482,000.00
82. Dec 15, 05 0.00 101,676.68 101,676.68 17,482,000.00
83. Jan 15, 06 0.00 101,675.46 101,675.46 17,482,000.00
84. Feb 15, 06 0.00 101,674.45 101,674.45 17,482,000.00
85. Mar 15, 06 0.00 101,690.69 101,690.69 17,482,000.00
86. Apr 15, 06 0.00 104,546.81 104,546.81 17,482,000.00
87. May 15, 06 0.00 101,671.41 101,671.41 17,482,000.00
88. Jun 15, 06 0.00 104,544.73 104,544.73 17,482,000.00
89. Jul 15, 06 0.00 101,668.79 101,668.79 17,482,000.00
90. Aug 15, 06 0.00 104,544.27 104,544.27 17,482,000.00
91. Sep 15, 06 0.00 104,543.25 104,543.25 17,482,000.00
92. Oct 15, 06 0.00 101,665.60 101,665.60 17,482,000.00
93. Nov 15, 06 0.00 104,541.11 104,541.11 17,482,000.00
94. Dec 15, 06 0.00 101,663.43 101,663.43 17,482,000.00
95. Jan 15, 07 0.00 101,662.12 101,662.12 17,482,000.00
96. Feb 15, 07 0.00 101,661.01 101,661.01 17,482,000.00
97. Mar 15, 07 0.00 101,678.49 101,678.49 17,482,000.00
98. Apr 15, 07 0.00 104,536.14 104,536.14 17,482,000.00
99. May 15, 07 0.00 101,656.00 101,656.00 17,482,000.00
100. Jun 15, 07 0.00 104,530.47 104,530.47 17,482,000.00
101. Jul 15, 07 0.00 101,466.54 101,466.54 17,482,000.00
102. Aug 15, 07 0.00 104,333.81 104,333.81 17,482,000.00
103. Sep 15, 07 0.00 104,332.47 104,332.47 17,482,000.00
104. Oct 15, 07 0.00 101,462.68 101,462.68 17,482,000.00
105. Nov 15, 07 0.00 104,330.00 104,330.00 17,482,000.00
106. Dec 15, 07 0.00 101,460.33 101,460.33 17,482,000.00
107. Jan 15, 08 0.00 104,327.94 104,327.94 17,482,000.00
108. Feb 15, 08 0.00 101,457.82 101,457.82 17,482,000.00
109. Mar 15, 08 0.00 101,465.29 101,465.29 17,482,000.00
110. Apr 15, 08 0.00 104,323.94 104,323.94 17,482,000.00
111. May 15, 08 0.00 101,454.16 101,454.16 17,482,000.00
112. Jun 15, 08 0.00 104,226.12 104,226.12 17,482,000.00
113. Jul 15, 08 0.00 101,173.98 101,173.98 17,482,000.00
114. Aug 15, 08 0.00 103,882.24 103,882.24 17,482,000.00
115. Sep 15, 08 0.00 103,720.50 103,720.50 17,482,000.00
10 CPR
Per Date Principal Interest Cash Flow Balance
--- ---- --------- -------- --------- -------
53. Jul 15, 03 0.00 101,537.42 101,537.42 17,482,000.00
54. Aug 15, 03 0.00 104,402.93 104,402.93 17,482,000.00
55. Sep 15, 03 0.00 104,401.50 104,401.50 17,482,000.00
56. Oct 15, 03 0.00 101,533.24 101,533.24 17,482,000.00
57. Nov 15, 03 0.00 104,397.19 104,397.19 17,482,000.00
58. Dec 15, 03 0.00 101,527.96 101,527.96 17,482,000.00
59. Jan 15, 04 0.00 104,392.24 104,392.24 17,482,000.00
60. Feb 15, 04 0.00 101,522.38 101,522.38 17,482,000.00
61. Mar 15, 04 0.00 101,527.22 101,527.22 17,482,000.00
62. Apr 15, 04 0.00 104,383.75 104,383.75 17,482,000.00
63. May 15, 04 0.00 101,514.49 101,514.49 17,482,000.00
64. Jun 15, 04 0.00 104,378.15 104,378.15 17,482,000.00
65. Jul 15, 04 0.00 101,509.02 101,509.02 17,482,000.00
66. Aug 15, 04 0.00 104,373.11 104,373.11 17,482,000.00
67. Sep 15, 04 0.00 104,370.39 104,370.39 17,482,000.00
68. Oct 15, 04 0.00 101,501.08 101,501.08 17,482,000.00
69. Nov 15, 04 0.00 104,364.89 104,364.89 17,482,000.00
70. Dec 15, 04 0.00 101,495.80 101,495.80 17,482,000.00
71. Jan 15, 05 0.00 101,492.90 101,492.90 17,482,000.00
72. Feb 15, 05 0.00 101,490.26 101,490.26 17,482,000.00
73. Mar 15, 05 0.00 101,510.23 101,510.23 17,482,000.00
74. Apr 15, 05 0.00 104,351.64 104,351.64 17,482,000.00
75. May 15, 05 0.00 101,482.34 101,482.34 17,482,000.00
76. Jun 15, 05 0.00 104,347.29 104,347.29 17,482,000.00
77. Jul 15, 05 0.00 101,479.24 101,479.24 17,482,000.00
78. Aug 15, 05 0.00 104,344.67 104,344.67 17,482,000.00
79. Sep 15, 05 0.00 104,343.14 104,343.14 17,482,000.00
80. Oct 15, 05 0.00 101,475.09 101,475.09 17,482,000.00
81. Nov 15, 05 0.00 104,491.02 104,491.02 17,482,000.00
82. Dec 15, 05 0.00 101,604.97 101,604.97 17,482,000.00
83. Jan 15, 06 0.00 101,602.34 101,602.34 17,482,000.00
84. Feb 15, 06 0.00 101,599.84 101,599.84 17,482,000.00
85. Mar 15, 06 0.00 101,620.85 101,620.85 17,482,000.00
86. Apr 15, 06 0.00 104,477.83 104,477.83 17,482,000.00
87. May 15, 06 0.00 101,589.94 101,589.94 17,482,000.00
88. Jun 15, 06 0.00 104,470.89 104,470.89 17,482,000.00
89. Jul 15, 06 0.00 101,582.23 101,582.23 17,482,000.00
90. Aug 15, 06 0.00 104,464.70 104,464.70 17,482,000.00
91. Sep 15, 06 0.00 104,461.15 104,461.15 17,482,000.00
92. Oct 15, 06 0.00 101,570.70 101,570.70 17,482,000.00
93. Nov 15, 06 0.00 104,454.02 104,454.02 17,482,000.00
94. Dec 15, 06 0.00 101,563.09 101,563.09 17,482,000.00
95. Jan 15, 07 0.00 101,559.18 101,559.18 17,482,000.00
96. Feb 15, 07 0.00 101,555.40 101,555.40 17,482,000.00
97. Mar 15, 07 0.00 101,575.99 101,575.99 17,482,000.00
98. Apr 15, 07 0.00 104,436.68 104,436.68 17,482,000.00
99. May 15, 07 0.00 101,544.14 101,544.14 17,482,000.00
100. Jun 15, 07 0.00 104,429.74 104,429.74 17,482,000.00
101. Jul 15, 07 0.00 101,430.73 101,430.73 17,482,000.00
102. Aug 15, 07 0.00 104,312.70 104,312.70 17,482,000.00
103. Sep 15, 07 0.00 104,310.01 104,310.01 17,482,000.00
104. Oct 15, 07 0.00 101,421.97 101,421.97 17,482,000.00
105. Nov 15, 07 0.00 104,304.88 104,304.88 17,482,000.00
106. Dec 15, 07 0.00 101,416.43 101,416.43 17,482,000.00
107. Jan 15, 08 0.00 104,299.96 104,299.96 17,482,000.00
108. Feb 15, 08 0.00 101,410.89 101,410.89 17,482,000.00
109. Mar 15, 08 0.00 101,418.38 101,418.38 17,482,000.00
110. Apr 15, 08 0.00 104,292.12 104,292.12 17,482,000.00
111. May 15, 08 0.00 101,402.56 101,402.56 17,482,000.00
112. Jun 15, 08 0.00 104,205.48 104,205.48 17,482,000.00
113. Jul 15, 08 0.00 101,113.21 101,113.21 17,482,000.00
114. Aug 15, 08 0.00 103,827.90 103,827.90 17,482,000.00
115. Sep 15, 08 0.00 103,642.00 103,642.00 17,482,000.00
<PAGE>
0 CPR
Per Date Principal Interest Cash Flow Balance
--- ---- --------- -------- --------- -------
116. Oct 15, 08 0.00 101,564.29 101,564.29 17,482,000.00
117. Nov 15, 08 0.00 105,398.62 105,398.62 17,482,000.00
118. Dec 15, 08 0.00 103,719.93 103,719.93 17,482,000.00
119. Jan 15, 09 0.00 103,721.62 103,721.62 17,482,000.00
120. Feb 15, 09 0.00 103,722.01 103,722.01 17,482,000.00
121. Mar 15, 09 0.00 103,741.75 103,741.75 17,482,000.00
122. Apr 15, 09 0.00 105,695.15 105,695.15 17,482,000.00
123. May 15, 09 0.00 103,722.99 103,722.99 17,482,000.00
124. Jun 15, 09 0.00 105,695.61 105,695.61 17,482,000.00
125. Jul 15, 09 0.00 103,726.36 103,726.36 17,482,000.00
126. Aug 15, 09 0.00 105,702.69 105,702.69 17,482,000.00
127. Sep 15, 09 0.00 105,703.04 105,703.04 17,482,000.00
128. Oct 15, 09 0.00 103,727.43 103,727.43 17,482,000.00
129. Nov 15, 09 0.00 105,908.49 105,908.49 17,482,000.00
130. Dec 15, 09 0.00 103,989.31 103,989.31 17,482,000.00
131. Jan 15, 10 0.00 103,992.29 103,992.29 17,482,000.00
132. Feb 15, 10 0.00 103,993.28 103,993.28 17,482,000.00
133. Mar 15, 10 0.00 104,016.47 104,016.47 17,482,000.00
134. Apr 15, 10 0.00 105,916.16 105,916.16 17,482,000.00
135. May 15, 10 0.00 103,996.01 103,996.01 17,482,000.00
136. Jun 15, 10 0.00 105,917.55 105,917.55 17,482,000.00
137. Jul 15, 10 0.00 104,001.57 104,001.57 17,482,000.00
138. Aug 15, 10 0.00 105,926.96 105,926.96 17,482,000.00
139. Sep 15, 10 0.00 105,927.81 105,927.81 17,482,000.00
140. Oct 15, 10 0.00 104,004.57 104,004.57 17,482,000.00
141. Nov 15, 10 0.00 105,929.27 105,929.27 17,482,000.00
142. Dec 15, 10 0.00 104,006.56 104,006.56 17,482,000.00
143. Jan 15, 11 0.00 104,009.84 104,009.84 17,482,000.00
144. Feb 15, 11 0.00 104,010.90 104,010.90 17,482,000.00
145. Mar 15, 11 0.00 104,037.23 104,037.23 17,482,000.00
146. Apr 15, 11 0.00 105,937.64 105,937.64 17,482,000.00
147. May 15, 11 0.00 104,013.85 104,013.85 17,482,000.00
148. Jun 15, 11 0.00 105,939.12 105,939.12 17,482,000.00
149. Jul 15, 11 0.00 104,020.20 104,020.20 17,482,000.00
150. Aug 15, 11 0.00 105,949.99 105,949.99 17,482,000.00
151. Sep 15, 11 0.00 105,950.90 105,950.90 17,482,000.00
152. Oct 15, 11 0.00 104,023.44 104,023.44 17,482,000.00
153. Nov 15, 11 0.00 105,952.48 105,952.48 17,482,000.00
154. Dec 15, 11 0.00 104,025.60 104,025.60 17,482,000.00
155. Jan 15, 12 0.00 105,959.34 105,959.34 17,482,000.00
156. Feb 15, 12 0.00 104,030.23 104,030.23 17,482,000.00
157. Mar 15, 12 0.00 104,041.06 104,041.06 17,482,000.00
158. Apr 15, 12 0.00 105,961.65 105,961.65 17,482,000.00
159. May 15, 12 0.00 104,033.54 104,033.54 17,482,000.00
160. Jun 15, 12 0.00 105,963.27 105,963.27 17,482,000.00
161. Jul 15, 12 0.00 104,040.98 104,040.98 17,482,000.00
162. Aug 15, 12 0.00 105,976.21 105,976.21 17,482,000.00
163. Sep 15, 12 0.00 105,977.23 105,977.23 17,482,000.00
164. Oct 15, 12 0.00 104,044.56 104,044.56 17,482,000.00
165. Nov 15, 12 0.00 105,978.99 105,978.99 17,482,000.00
166. Dec 15, 12 0.00 104,046.95 104,046.95 17,482,000.00
167. Jan 15, 13 0.00 104,050.77 104,050.77 17,482,000.00
168. Feb 15, 13 0.00 104,052.04 104,052.04 17,482,000.00
169. Mar 15, 13 0.00 104,086.78 104,086.78 17,482,000.00
170. Apr 15, 13 0.00 105,988.89 105,988.89 17,482,000.00
171. May 15, 13 0.00 104,055.64 104,055.64 17,482,000.00
172. Jun 15, 13 3,064,881.63 106,157.73 3,171,039.36 14,417,118.37
173. Jul 15, 13 4,973,174.82 86,538.05 5,059,712.87 9,443,943.55
174. Aug 15, 13 9,443,943.55 57,681.53 9,501,625.09 0
Total 17,482,000.00 17,942,930.29 35,424,930.29
10 CPR after YM
Per Date Principal Interest Cash Flow Balance
--- ---- --------- -------- --------- -------
116. Oct 15, 08 0.00 101,582.12 101,582.12 17,482,000.00
117. Nov 15, 08 0.00 105,395.76 105,395.76 17,482,000.00
118. Dec 15, 08 0.00 103,709.16 103,709.16 17,482,000.00
119. Jan 15, 09 0.00 103,708.93 103,708.93 17,482,000.00
120. Feb 15, 09 0.00 103,707.42 103,707.42 17,482,000.00
121. Mar 15, 09 0.00 103,725.28 103,725.28 17,482,000.00
122. Apr 15, 09 0.00 105,678.66 105,678.66 17,482,000.00
123. May 15, 09 0.00 103,702.76 103,702.76 17,482,000.00
124. Jun 15, 09 0.00 105,675.76 105,675.76 17,482,000.00
125. Jul 15, 09 0.00 103,702.37 103,702.37 17,482,000.00
126. Aug 15, 09 0.00 105,679.48 105,679.48 17,482,000.00
127. Sep 15, 09 0.00 105,679.88 105,679.88 17,482,000.00
128. Oct 15, 09 0.00 103,702.25 103,702.25 17,482,000.00
129. Nov 15, 09 0.00 105,879.49 105,879.49 17,482,000.00
130. Dec 15, 09 0.00 103,955.22 103,955.22 17,482,000.00
131. Jan 15, 10 0.00 103,956.30 103,956.30 17,482,000.00
132. Feb 15, 10 0.00 103,955.43 103,955.43 17,482,000.00
133. Mar 15, 10 0.00 103,976.83 103,976.83 17,482,000.00
134. Apr 15, 10 0.00 105,878.78 105,878.78 17,482,000.00
135. May 15, 10 0.00 103,952.64 103,952.64 17,482,000.00
136. Jun 15, 10 0.00 105,876.87 105,876.87 17,482,000.00
137. Jul 15, 10 0.00 103,954.46 103,954.46 17,482,000.00
138. Aug 15, 10 0.00 105,882.93 105,882.93 17,482,000.00
139. Sep 15, 10 0.00 105,882.16 105,882.16 17,482,000.00
140. Oct 15, 10 0.00 103,952.04 103,952.04 17,482,000.00
141. Nov 15, 10 0.00 105,880.37 105,880.37 17,482,000.00
142. Dec 15, 10 0.00 103,950.44 103,950.44 17,482,000.00
143. Jan 15, 11 0.00 103,951.86 103,951.86 17,482,000.00
144. Feb 15, 11 0.00 103,951.14 103,951.14 17,482,000.00
145. Mar 15, 11 0.00 103,975.78 103,975.78 17,482,000.00
146. Apr 15, 11 0.00 105,880.65 105,880.65 17,482,000.00
147. May 15, 11 0.00 103,948.76 103,948.76 17,482,000.00
148. Jun 15, 11 0.00 105,878.96 105,878.96 17,482,000.00
149. Jul 15, 11 0.00 103,951.42 103,951.42 17,482,000.00
150. Aug 15, 11 0.00 105,886.52 105,886.52 17,482,000.00
151. Sep 15, 11 0.00 105,885.86 105,885.86 17,482,000.00
152. Oct 15, 11 0.00 103,949.40 103,949.40 17,482,000.00
153. Nov 15, 11 0.00 105,884.28 105,884.28 17,482,000.00
154. Dec 15, 11 0.00 103,948.07 103,948.07 17,482,000.00
155. Jan 15, 12 0.00 105,887.92 105,887.92 17,482,000.00
156. Feb 15, 12 0.00 103,949.10 103,949.10 17,482,000.00
157. Mar 15, 12 0.00 103,958.24 103,958.24 17,482,000.00
158. Apr 15, 12 0.00 105,885.52 105,885.52 17,482,000.00
159. May 15, 12 0.00 103,947.19 103,947.19 17,482,000.00
160. Jun 15, 12 0.00 105,884.01 105,884.01 17,482,000.00
161. Jul 15, 12 0.00 103,953.26 103,953.26 17,482,000.00
162. Aug 15, 12 0.00 105,899.69 105,899.69 17,482,000.00
163. Sep 15, 12 0.00 105,904.00 105,904.00 17,482,000.00
164. Oct 15, 12 0.00 103,965.92 103,965.92 17,482,000.00
165. Nov 15, 12 0.00 105,912.36 105,912.36 17,482,000.00
166. Dec 15, 12 0.00 103,974.37 103,974.37 17,482,000.00
167. Jan 15, 13 0.00 103,981.15 103,981.15 17,482,000.00
168. Feb 15, 13 0.00 103,985.48 103,985.48 17,482,000.00
169. Mar 15, 13 0.00 104,032.32 104,032.32 17,482,000.00
170. Apr 15, 13 0.00 105,938.80 105,938.80 17,482,000.00
171. May 15, 13 0.00 103,998.74 103,998.74 17,482,000.00
172. Jun 15, 13 4,475,508.82 106,092.47 4,581,601.28 13,006,491.18
173. Jul 15, 13 5,203,737.08 78,823.32 5,282,560.39 7,802,754.10
174. Aug 15, 13 7,802,754.10 48,075.95 7,850,830.06 0
Total 17,482,000.00 17,922,048.45 35,404,048.45
10 CPR
Per Date Principal Interest Cash Flow Balance
--- ---- --------- -------- --------- -------
116. Oct 15, 08 0.00 101,504.03 101,504.03 17,482,000.00
117. Nov 15, 08 0.00 105,511.44 105,511.44 17,482,000.00
118. Dec 15, 08 0.00 103,782.25 103,782.25 17,482,000.00
119. Jan 15, 09 0.00 103,779.26 103,779.26 17,482,000.00
120. Feb 15, 09 0.00 103,775.69 103,775.69 17,482,000.00
121. Mar 15, 09 0.00 103,800.66 103,800.66 17,482,000.00
122. Apr 15, 09 0.00 105,699.95 105,699.95 17,482,000.00
123. May 15, 09 0.00 103,764.90 103,764.90 17,482,000.00
124. Jun 15, 09 0.00 105,692.59 105,692.59 17,482,000.00
125. Jul 15, 09 0.00 103,759.15 103,759.15 17,482,000.00
126. Aug 15, 09 0.00 105,688.34 105,688.34 17,482,000.00
127. Sep 15, 09 0.00 105,686.88 105,686.88 17,482,000.00
128. Oct 15, 09 0.00 103,753.97 103,753.97 17,482,000.00
129. Nov 15, 09 0.00 105,919.41 105,919.41 17,482,000.00
130. Dec 15, 09 0.00 104,052.70 104,052.70 17,482,000.00
131. Jan 15, 10 0.00 104,051.25 104,051.25 17,482,000.00
132. Feb 15, 10 0.00 104,048.99 104,048.99 17,482,000.00
133. Mar 15, 10 0.00 104,076.94 104,076.94 17,482,000.00
134. Apr 15, 10 0.00 105,907.65 105,907.65 17,482,000.00
135. May 15, 10 0.00 104,042.05 104,042.05 17,482,000.00
136. Jun 15, 10 0.00 105,902.58 105,902.58 17,482,000.00
137. Jul 15, 10 0.00 104,039.26 104,039.26 17,482,000.00
138. Aug 15, 10 0.00 105,900.98 105,900.98 17,482,000.00
139. Sep 15, 10 0.00 105,898.73 105,898.73 17,482,000.00
140. Oct 15, 10 0.00 104,033.02 104,033.02 17,482,000.00
141. Nov 15, 10 0.00 105,894.07 105,894.07 17,482,000.00
142. Dec 15, 10 0.00 104,028.99 104,028.99 17,482,000.00
143. Jan 15, 11 0.00 104,027.90 104,027.90 17,482,000.00
144. Feb 15, 11 0.00 104,026.03 104,026.03 17,482,000.00
145. Mar 15, 11 0.00 104,055.67 104,055.67 17,482,000.00
146. Apr 15, 11 0.00 105,884.68 105,884.68 17,482,000.00
147. May 15, 11 0.00 104,020.25 104,020.25 17,482,000.00
148. Jun 15, 11 0.00 105,880.61 105,880.61 17,482,000.00
149. Jul 15, 11 0.00 104,018.32 104,018.32 17,482,000.00
150. Aug 15, 11 0.00 105,880.19 105,880.19 17,482,000.00
151. Sep 15, 11 0.00 105,878.45 105,878.45 17,482,000.00
152. Oct 15, 11 0.00 104,013.30 104,013.30 17,482,000.00
153. Nov 15, 11 0.00 105,874.81 105,874.81 17,482,000.00
154. Dec 15, 11 0.00 104,010.09 104,010.09 17,482,000.00
155. Jan 15, 12 0.00 105,873.25 105,873.25 17,482,000.00
156. Feb 15, 12 0.00 104,007.91 104,007.91 17,482,000.00
157. Mar 15, 12 0.00 104,017.59 104,017.59 17,482,000.00
158. Apr 15, 12 0.00 105,868.27 105,868.27 17,482,000.00
159. May 15, 12 0.00 104,003.54 104,003.54 17,482,000.00
160. Jun 15, 12 0.00 105,865.31 105,865.31 17,482,000.00
161. Jul 15, 12 0.00 104,005.54 104,005.54 17,482,000.00
162. Aug 15, 12 0.00 105,873.66 105,873.66 17,482,000.00
163. Sep 15, 12 0.00 105,878.39 105,878.39 17,482,000.00
164. Oct 15, 12 0.00 104,019.65 104,019.65 17,482,000.00
165. Nov 15, 12 0.00 105,887.75 105,887.75 17,482,000.00
166. Dec 15, 12 0.00 104,029.28 104,029.28 17,482,000.00
167. Jan 15, 13 0.00 104,035.00 104,035.00 17,482,000.00
168. Feb 15, 13 0.00 104,040.04 104,040.04 17,482,000.00
169. Mar 15, 13 0.00 104,091.68 104,091.68 17,482,000.00
170. Apr 15, 13 0.00 105,913.81 105,913.81 17,482,000.00
171. May 15, 13 5,081,727.84 106,830.02 5,188,557.86 12,400,272.16
172. Jun 15, 13 12,400,272.16 80,711.66 12,480,983.82 0
Total 17,482,000.00 17,770,928.24 35,252,928.24
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
0 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ----------- ----------- ------------ -----------------
<S> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 1,163,518,250.32
1. Mar 15, 99 0.00 790,415.45 790,415.45 1,162,014,225.64
2. Apr 15, 99 0.00 951,633.06 951,633.06 1,161,028,384.85
3. May 15, 99 0.00 787,717.15 787,717.15 1,159,861,216.11
4. Jun 15, 99 0.00 949,299.03 949,299.03 1,158,157,225.85
5. Jul 15, 99 0.00 785,066.01 785,066.01 1,156,977,275.85
6. Aug 15, 99 0.00 948,851.01 948,851.01 1,155,955,097.95
7. Sep 15, 99 0.00 947,745.05 947,745.05 1,154,926,722.87
8. Oct 15, 99 0.00 782,096.07 782,096.07 1,153,675,085.35
9. Nov 15, 99 0.00 945,283.42 945,283.42 1,152,601,913.07
10. Dec 15, 99 0.00 779,977.33 779,977.33 1,150,952,976.35
11. Jan 15, 00 0.00 942,398.71 942,398.71 1,149,865,639.77
12. Feb 15, 00 0.00 777,474.46 777,474.46 1,148,771,718.28
13. Mar 15, 00 0.00 776,631.84 776,631.84 1,147,300,985.89
14. Apr 15, 00 0.00 938,463.98 938,463.98 1,146,191,527.21
15. May 15, 00 0.00 774,126.10 774,126.10 1,144,890,689.74
16. Jun 15, 00 0.00 935,867.25 935,867.25 1,143,463,438.00
17. Jul 15, 00 0.00 771,631.58 771,631.58 1,142,148,313.77
18. Aug 15, 00 0.00 932,949.47 932,949.47 1,141,009,478.98
19. Sep 15, 00 0.00 931,723.21 931,723.21 1,139,863,746.45
20. Oct 15, 00 0.00 768,346.88 768,346.88 1,138,527,411.43
21. Nov 15, 00 0.00 929,048.20 929,048.20 1,137,366,642.63
22. Dec 15, 00 0.00 766,068.77 766,068.77 1,135,591,846.21
23. Jan 15, 01 0.00 764,441.65 764,441.65 1,134,415,860.44
24. Feb 15, 01 0.00 763,367.12 763,367.12 1,133,232,751.27
25. Mar 15, 01 0.00 762,790.87 762,790.87 1,131,494,567.48
26. Apr 15, 01 0.00 921,515.98 921,515.98 1,130,293,755.55
27. May 15, 01 0.00 759,609.45 759,609.45 1,128,903,531.88
28. Jun 15, 01 0.00 918,722.01 918,722.01 1,127,369,452.73
29. Jul 15, 01 0.00 756,933.28 756,933.28 1,125,963,867.93
30. Aug 15, 01 0.00 915,590.80 915,590.80 1,124,731,470.78
31. Sep 15, 01 0.00 914,262.40 914,262.40 1,123,491,607.48
32. Oct 15, 01 0.00 753,391.17 753,391.17 1,122,063,168.42
33. Nov 15, 01 0.00 911,384.08 911,384.08 1,120,782,608.75
34. Dec 15, 01 0.00 750,920.42 750,920.42 1,118,865,847.49
35. Jan 15, 02 0.00 749,165.77 749,165.77 1,117,568,627.16
36. Feb 15, 02 0.00 747,982.58 747,982.58 1,116,263,553.60
37. Mar 15, 02 0.00 747,341.97 747,341.97 1,114,404,005.68
38. Apr 15, 02 0.00 903,201.95 903,201.95 1,113,079,766.24
39. May 15, 02 0.00 743,897.58 743,897.58 1,111,564,910.83
40. Jun 15, 02 0.00 900,149.63 900,149.63 1,109,878,868.76
41. Jul 15, 02 0.00 740,973.01 740,973.01 1,108,346,491.72
42. Aug 15, 02 0.00 896,730.40 896,730.40 1,106,986,023.40
43. Sep 15, 02 0.00 895,268.42 895,268.42 1,105,617,318.10
44. Oct 15, 02 0.00 737,087.23 737,087.23 1,104,059,832.85
45. Nov 15, 02 0.00 892,121.62 892,121.62 1,102,673,408.20
46. Dec 15, 02 0.00 734,403.44 734,403.44 1,100,586,449.51
47. Jan 15, 03 0.00 732,490.94 732,490.94 1,099,182,092.61
48. Feb 15, 03 0.00 731,208.79 731,208.79 1,097,769,232.22
49. Mar 15, 03 0.00 730,512.71 730,512.71 1,095,809,523.99
50. Apr 15, 03 0.00 883,306.16 883,306.16 1,094,375,823.01
51. May 15, 03 0.00 726,830.53 726,830.53 1,092,754,503.90
52. Jun 15, 03 0.00 880,019.20 880,019.20 1,090,951,313.17
<CAPTION>
10 CPR
after YM
Per Date Principal Interest Cash Flow Balance
- --- ---------- ----------- ----------- ------------ -----------------
<S> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 1,163,518,250.32
1. Mar 15, 99 0.00 790,415.45 790,415.45 1,162,014,225.64
2. Apr 15, 99 0.00 951,633.06 951,633.06 1,161,028,384.85
3. May 15, 99 0.00 787,717.15 787,717.15 1,159,861,216.11
4. Jun 15, 99 0.00 949,299.03 949,299.03 1,158,157,225.85
5. Jul 15, 99 0.00 785,066.01 785,066.01 1,156,977,275.85
6. Aug 15, 99 0.00 948,851.01 948,851.01 1,155,955,097.95
7. Sep 15, 99 0.00 947,745.05 947,745.05 1,154,926,722.87
8. Oct 15, 99 0.00 782,096.07 782,096.07 1,153,675,085.35
9. Nov 15, 99 0.00 945,283.42 945,283.42 1,152,601,913.07
10. Dec 15, 99 0.00 779,977.33 779,977.33 1,150,952,976.35
11. Jan 15, 00 0.00 942,398.71 942,398.71 1,149,865,639.77
12. Feb 15, 00 0.00 777,474.46 777,474.46 1,148,771,718.28
13. Mar 15, 00 0.00 776,631.84 776,631.84 1,147,300,985.89
14. Apr 15, 00 0.00 938,463.98 938,463.98 1,146,191,527.21
15. May 15, 00 0.00 774,126.10 774,126.10 1,144,890,689.74
16. Jun 15, 00 0.00 935,867.25 935,867.25 1,143,463,438.00
17. Jul 15, 00 0.00 771,631.58 771,631.58 1,142,148,313.77
18. Aug 15, 00 0.00 932,949.47 932,949.47 1,141,009,478.98
19. Sep 15, 00 0.00 931,723.21 931,723.21 1,139,863,746.45
20. Oct 15, 00 0.00 768,346.88 768,346.88 1,138,527,411.43
21. Nov 15, 00 0.00 929,048.20 929,048.20 1,137,366,642.63
22. Dec 15, 00 0.00 766,068.77 766,068.77 1,135,591,846.21
23. Jan 15, 01 0.00 764,441.65 764,441.65 1,134,415,860.44
24. Feb 15, 01 0.00 763,367.12 763,367.12 1,133,232,751.27
25. Mar 15, 01 0.00 762,790.87 762,790.87 1,131,494,567.48
26. Apr 15, 01 0.00 921,515.98 921,515.98 1,130,293,755.55
27. May 15, 01 0.00 759,609.45 759,609.45 1,128,903,531.88
28. Jun 15, 01 0.00 918,722.01 918,722.01 1,127,369,452.73
29. Jul 15, 01 0.00 756,933.28 756,933.28 1,125,963,867.93
30. Aug 15, 01 0.00 915,590.80 915,590.80 1,124,731,470.78
31. Sep 15, 01 0.00 914,262.40 914,262.40 1,123,491,607.48
32. Oct 15, 01 0.00 753,391.17 753,391.17 1,122,063,168.42
33. Nov 15, 01 0.00 911,384.08 911,384.08 1,120,782,608.75
34. Dec 15, 01 0.00 750,920.42 750,920.42 1,118,865,847.49
35. Jan 15, 02 0.00 749,165.77 749,165.77 1,117,568,627.16
36. Feb 15, 02 0.00 747,982.58 747,982.58 1,116,263,553.60
37. Mar 15, 02 0.00 747,341.97 747,341.97 1,114,404,005.68
38. Apr 15, 02 0.00 903,201.95 903,201.95 1,113,079,766.24
39. May 15, 02 0.00 743,897.58 743,897.58 1,111,564,910.83
40. Jun 15, 02 0.00 900,149.63 900,149.63 1,109,878,868.76
41. Jul 15, 02 0.00 740,973.01 740,973.01 1,108,346,491.72
42. Aug 15, 02 0.00 896,730.40 896,730.40 1,106,986,023.40
43. Sep 15, 02 0.00 895,268.42 895,268.42 1,105,617,318.10
44. Oct 15, 02 0.00 737,087.23 737,087.23 1,104,059,832.85
45. Nov 15, 02 0.00 892,121.62 892,121.62 1,102,673,408.20
46. Dec 15, 02 0.00 734,403.44 734,403.44 1,100,586,449.51
47. Jan 15, 03 0.00 732,490.94 732,490.94 1,099,182,092.61
48. Feb 15, 03 0.00 731,208.79 731,208.79 1,097,769,232.22
49. Mar 15, 03 0.00 730,512.71 730,512.71 1,095,809,523.99
50. Apr 15, 03 0.00 883,306.16 883,306.16 1,094,375,823.01
51. May 15, 03 0.00 726,830.53 726,830.53 1,092,754,503.90
52. Jun 15, 03 0.00 884,760.71 884,760.71 1,090,747,258.10
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ----------- ----------- ------------ -----------------
<S> <C> <C> <C> <C>
0. Feb 04, 99 0 0 0 1,163,518,250.32
1. Mar 15, 99 0.00 795,110.89 795,110.89 1,161,957,814.73
2. Apr 15, 99 0.00 956,207.08 956,207.08 1,160,916,315.38
3. May 15, 99 0.00 792,173.55 792,173.55 1,159,694,234.98
4. Jun 15, 99 0.00 953,634.82 953,634.82 1,157,936,074.56
5. Jul 15, 99 0.00 789,289.41 789,289.41 1,156,702,690.56
6. Aug 15, 99 0.00 952,954.50 952,954.50 1,155,627,809.55
7. Sep 15, 99 0.00 951,734.65 951,734.65 1,154,547,457.02
8. Oct 15, 99 0.00 785,981.05 785,981.05 1,153,244,562.54
9. Nov 15, 99 0.00 949,049.64 949,049.64 1,152,120,848.66
10. Dec 15, 99 0.00 783,643.94 783,643.94 1,150,422,080.63
11. Jan 15, 00 0.00 945,947.30 945,947.30 1,149,285,618.03
12. Feb 15, 00 0.00 780,928.37 780,928.37 1,148,143,270.82
13. Mar 15, 00 0.00 779,981.47 779,981.47 1,146,624,808.13
14. Apr 15, 00 0.00 941,696.74 941,696.74 1,145,468,309.68
15. May 15, 00 0.00 777,271.36 777,271.36 1,144,121,118.18
16. Jun 15, 00 0.00 938,896.37 938,896.37 1,142,648,193.37
17. Jul 15, 00 0.00 802,902.80 802,902.80 1,141,091,636.07
18. Aug 15, 00 0.00 963,575.80 963,575.80 1,139,713,756.97
19. Sep 15, 00 0.00 958,196.04 958,196.04 1,138,377,410.73
20. Oct 15, 00 0.00 801,455.72 801,455.72 1,136,751,262.07
21. Nov 15, 00 0.00 961,378.90 961,378.90 1,135,303,400.84
22. Dec 15, 00 0.00 797,233.18 797,233.18 1,133,266,013.96
23. Jan 15, 01 0.00 794,923.11 794,923.11 1,131,811,843.46
24. Feb 15, 01 0.00 793,155.62 793,155.62 1,130,353,172.11
25. Mar 15, 01 0.00 791,938.75 791,938.75 1,128,342,371.09
26. Apr 15, 01 0.00 949,769.72 949,769.72 1,126,871,234.36
27. May 15, 01 0.00 787,356.06 787,356.06 1,125,213,394.67
28. Jun 15, 01 0.00 953,059.95 953,059.95 1,123,367,050.99
29. Jul 15, 01 0.00 800,920.21 800,920.21 1,121,548,635.04
30. Aug 15, 01 0.00 958,031.71 958,031.71 1,119,907,373.97
31. Sep 15, 01 0.00 955,414.04 955,414.04 1,118,262,761.19
32. Oct 15, 01 0.00 793,670.23 793,670.23 1,116,434,024.92
33. Nov 15, 01 0.00 950,009.23 950,009.23 1,114,756,894.71
34. Dec 15, 01 0.00 788,343.02 788,343.02 1,112,513,180.66
35. Jan 15, 02 0.00 785,469.71 785,469.71 1,110,830,764.76
36. Feb 15, 02 0.00 783,122.55 783,122.55 1,109,144,419.00
37. Mar 15, 02 0.00 781,474.53 781,474.53 1,106,909,279.21
38. Apr 15, 02 0.00 935,404.60 935,404.60 1,105,211,665.75
39. May 15, 02 0.00 775,661.53 775,661.53 1,103,327,949.74
40. Jun 15, 02 0.00 945,870.34 945,870.34 1,101,146,344.09
41. Jul 15, 02 0.00 800,277.62 800,277.62 1,098,920,929.35
42. Aug 15, 02 0.00 955,068.76 955,068.76 1,096,855,148.51
43. Sep 15, 02 0.00 951,654.23 951,654.23 1,094,789,234.00
44. Oct 15, 02 0.00 794,542.22 794,542.22 1,092,511,085.79
45. Nov 15, 02 0.00 946,421.58 946,421.58 1,090,411,288.66
46. Dec 15, 02 0.00 790,152.63 790,152.63 1,087,656,395.35
47. Jan 15, 03 0.00 786,436.04 786,436.04 1,085,476,894.15
48. Feb 15, 03 0.00 783,262.96 783,262.96 1,083,298,029.88
49. Mar 15, 03 0.00 781,069.24 781,069.24 1,080,586,786.01
50. Apr 15, 03 0.00 929,817.01 929,817.01 1,078,405,557.52
51. May 15, 03 0.00 773,423.00 773,423.00 1,076,047,682.49
52. Jun 15, 03 0.00 925,728.40 925,728.40 1,073,430,265.44
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
0 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ----------- ----------- ------------ -----------------
<S> <C> <C> <C> <C>
53. Jul 15, 03 0.00 723,699.44 723,699.44 1,089,289,502.53
54. Aug 15, 03 0.00 876,337.67 876,337.67 1,087,795,853.67
55. Sep 15, 03 0.00 874,735.53 874,735.53 1,086,293,164.76
56. Oct 15, 03 0.00 719,451.85 719,451.85 1,084,602,758.23
57. Nov 15, 03 0.00 871,308.17 871,308.17 1,083,079,590.64
58. Dec 15, 03 0.00 716,522.12 716,522.12 1,080,843,169.76
59. Jan 15, 04 0.00 867,334.51 867,334.51 1,079,300,434.81
60. Feb 15, 04 0.00 713,064.69 713,064.69 1,077,748,362.13
61. Mar 15, 04 0.00 711,861.78 711,861.78 1,075,834,533.03
62. Apr 15, 04 0.00 861,956.02 861,956.02 1,074,261,476.94
63. May 15, 04 0.00 708,470.77 708,470.77 1,072,503,287.05
64. Jun 15, 04 0.00 858,378.77 858,378.77 1,070,505,651.81
65. Jul 15, 04 0.00 705,036.11 705,036.11 1,068,727,713.95
66. Aug 15, 04 0.00 854,371.58 854,371.58 1,067,114,082.15
67. Sep 15, 04 0.00 852,639.26 852,639.26 1,065,490,682.25
68. Oct 15, 04 0.00 700,458.96 700,458.96 1,063,683,190.87
69. Nov 15, 04 0.00 848,953.71 848,953.71 1,062,039,019.38
70. Dec 15, 04 0.00 697,309.14 697,309.14 1,059,737,839.06
71. Jan 15, 05 0.00 695,200.77 695,200.77 1,058,072,646.38
72. Feb 15, 05 0.00 693,679.20 693,679.20 1,056,397,372.58
73. Mar 15, 05 0.00 692,838.85 692,838.85 1,054,193,330.88
74. Apr 15, 05 0.00 838,810.45 838,810.45 1,052,494,564.76
75. May 15, 05 0.00 688,592.23 688,592.23 1,050,613,280.54
76. Jun 15, 05 0.00 834,962.69 834,962.69 1,048,352,487.46
77. Jul 15, 05 0.00 684,799.33 684,799.33 1,046,449,976.14
78. Aug 15, 05 0.00 830,551.62 830,551.62 1,044,707,595.12
79. Sep 15, 05 0.00 828,679.26 828,679.26 1,042,954,664.29
80. Oct 15, 05 0.00 679,868.17 679,868.17 1,003,891,444.69
81. Nov 15, 05 0.00 793,047.22 793,047.22 1,002,154,431.45
82. Dec 15, 05 0.00 650,151.45 650,151.45 999,919,827.69
83. Jan 15, 06 0.00 648,095.44 648,095.44 998,160,698.82
84. Feb 15, 06 0.00 646,477.75 646,477.75 996,390,910.62
85. Mar 15, 06 0.00 645,570.62 645,570.62 994,117,993.02
86. Apr 15, 06 0.00 782,527.97 782,527.97 992,323,701.99
87. May 15, 06 0.00 641,119.82 641,119.82 990,355,068.73
88. Jun 15, 06 0.00 778,462.60 778,462.60 987,795,679.51
89. Jul 15, 06 0.00 636,947.52 636,947.52 985,804,712.28
90. Aug 15, 06 0.00 773,636.49 773,636.49 983,964,537.77
91. Sep 15, 06 0.00 771,648.60 771,648.60 982,113,211.35
92. Oct 15, 06 0.00 631,722.84 631,722.84 980,088,716.93
93. Nov 15, 06 0.00 767,459.78 767,459.78 978,213,899.82
94. Dec 15, 06 0.00 628,138.14 628,138.14 975,890,510.41
95. Jan 15, 07 0.00 625,999.69 625,999.69 973,991,920.00
96. Feb 15, 07 0.00 624,252.22 624,252.22 972,081,822.63
97. Mar 15, 07 0.00 623,269.27 623,269.27 969,679,004.82
98. Apr 15, 07 0.00 756,238.54 756,238.54 967,742,762.46
99. May 15, 07 0.00 618,510.56 618,510.56 965,634,095.88
100. Jun 15, 07 0.00 751,864.99 751,864.99 955,245,136.16
101. Jul 15, 07 0.00 598,563.25 598,563.25 953,126,252.32
102. Aug 15, 07 0.00 729,473.13 729,473.13 951,151,691.05
103. Sep 15, 07 0.00 727,356.40 727,356.40 949,165,178.38
104. Oct 15, 07 0.00 593,021.60 593,021.60 947,010,466.14
105. Nov 15, 07 0.00 722,916.43 722,916.43 944,998,887.13
<CAPTION>
10 CPR
after YM
Per Date Principal Interest Cash Flow Balance
- --- ---------- ----------- ----------- ------------ -----------------
<S> <C> <C> <C> <C>
53. Jul 15, 03 0.00 731,230.73 731,230.73 1,088,764,768.02
54. Aug 15, 03 0.00 883,381.19 883,381.19 1,086,954,025.48
55. Sep 15, 03 0.00 881,335.31 881,335.31 1,085,137,840.72
56. Oct 15, 03 0.00 725,834.58 725,834.58 1,083,137,799.17
57. Nov 15, 03 0.00 877,034.02 877,034.02 1,081,308,312.82
58. Dec 15, 03 0.00 722,159.93 722,159.93 1,078,769,501.09
59. Jan 15, 04 0.00 872,206.07 872,206.07 1,076,927,516.89
60. Feb 15, 04 0.00 717,975.73 717,975.73 1,075,079,658.82
61. Mar 15, 04 0.00 716,463.13 716,463.13 1,072,874,656.84
62. Apr 15, 04 0.00 865,582.00 865,582.00 1,071,012,789.39
63. May 15, 04 0.00 712,318.47 712,318.47 1,068,969,876.08
64. Jun 15, 04 0.00 860,358.87 860,358.87 1,066,690,239.38
65. Jul 15, 04 0.00 706,833.87 706,833.87 1,064,634,448.98
66. Aug 15, 04 0.00 855,054.98 855,054.98 1,062,745,525.27
67. Sep 15, 04 0.00 852,949.74 852,949.74 1,060,850,120.84
68. Oct 15, 04 0.00 701,297.29 701,297.29 1,058,774,862.20
69. Nov 15, 04 0.00 848,531.43 848,531.43 1,056,865,248.69
70. Dec 15, 04 0.00 697,526.48 697,526.48 1,054,302,920.47
71. Jan 15, 05 0.00 695,114.22 695,114.22 1,052,378,752.87
72. Feb 15, 05 0.00 693,291.33 693,291.33 1,050,447,672.70
73. Mar 15, 05 0.00 692,281.16 692,281.16 1,047,994,662.90
74. Apr 15, 05 0.00 836,632.57 836,632.57 1,046,046,536.37
75. May 15, 05 0.00 687,321.48 687,321.48 1,043,623,032.18
76. Jun 15, 05 0.00 831,112.46 831,112.46 1,040,825,147.75
77. Jul 15, 05 0.00 681,354.25 681,354.25 1,038,393,485.47
78. Aug 15, 05 0.00 825,092.52 825,092.52 1,036,097,480.77
79. Sep 15, 05 0.00 822,633.05 822,633.05 1,033,797,509.30
80. Oct 15, 05 0.00 674,997.70 674,997.70 996,016,376.13
81. Nov 15, 05 0.00 787,429.61 787,429.61 994,051,419.60
82. Dec 15, 05 0.00 645,800.61 645,800.61 991,593,474.44
83. Jan 15, 06 0.00 643,494.87 643,494.87 989,612,336.37
84. Feb 15, 06 0.00 641,629.06 641,629.06 987,623,446.49
85. Mar 15, 06 0.00 640,585.42 640,585.42 985,139,664.12
86. Apr 15, 06 0.00 775,460.81 775,460.81 983,132,195.21
87. May 15, 06 0.00 635,548.32 635,548.32 980,955,097.89
88. Jun 15, 06 0.00 770,181.42 770,181.42 978,188,262.12
89. Jul 15, 06 0.00 629,840.70 629,840.70 975,994,604.46
90. Aug 15, 06 0.00 764,410.66 764,410.66 973,952,636.34
91. Sep 15, 06 0.00 762,161.51 762,161.51 971,902,286.26
92. Oct 15, 06 0.00 623,950.32 623,950.32 969,683,585.13
93. Nov 15, 06 0.00 757,463.10 757,463.10 967,615,282.54
94. Dec 15, 06 0.00 619,938.00 619,938.00 965,103,263.38
95. Jan 15, 07 0.00 617,591.66 617,591.66 963,016,651.36
96. Feb 15, 07 0.00 615,637.24 615,637.24 960,921,209.81
97. Mar 15, 07 0.00 614,541.53 614,541.53 958,342,463.15
98. Apr 15, 07 0.00 745,034.71 745,034.71 956,157,786.05
99. May 15, 07 0.00 609,160.69 609,160.69 953,806,479.76
100. Jun 15, 07 0.00 739,350.69 739,350.69 943,379,183.30
101. Jul 15, 07 0.00 588,107.52 588,107.52 941,090,684.27
102. Aug 15, 07 0.00 716,323.45 716,323.45 938,922,144.84
103. Sep 15, 07 0.00 714,481.59 714,481.59 936,564,370.69
104. Oct 15, 07 0.00 582,716.71 582,716.71 934,045,907.70
105. Nov 15, 07 0.00 710,366.77 710,366.77 931,647,336.46
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ----------- ----------- ------------ -----------------
<S> <C> <C> <C> <C>
53. Jul 15, 03 0.00 781,277.59 781,277.59 1,070,684,018.55
54. Aug 15, 03 0.00 929,183.64 929,183.64 1,068,116,867.78
55. Sep 15, 03 0.00 925,149.50 925,149.50 1,065,553,681.70
56. Oct 15, 03 0.00 797,828.98 797,828.98 1,062,665,732.15
57. Nov 15, 03 0.00 943,841.49 943,841.49 1,059,957,285.67
58. Dec 15, 03 0.00 788,926.15 788,926.15 1,056,716,385.14
59. Jan 15, 04 0.00 933,711.12 933,711.12 1,054,021,429.31
60. Feb 15, 04 0.00 780,180.99 780,180.99 1,051,331,767.39
61. Mar 15, 04 0.00 776,497.50 776,497.50 1,048,302,824.84
62. Apr 15, 04 0.00 919,748.70 919,748.70 1,045,621,587.61
63. May 15, 04 0.00 767,707.62 767,707.62 1,042,773,901.09
64. Jun 15, 04 0.00 909,526.17 909,526.17 1,039,835,928.72
65. Jul 15, 04 0.00 759,850.54 759,850.54 1,036,981,475.27
66. Aug 15, 04 0.00 901,849.44 901,849.44 1,034,301,101.87
67. Sep 15, 04 0.00 897,421.68 897,421.68 1,031,625,152.07
68. Oct 15, 04 0.00 747,753.74 747,753.74 1,028,784,497.09
69. Nov 15, 04 0.00 888,462.32 888,462.32 1,026,116,083.92
70. Dec 15, 04 0.00 739,453.82 739,453.82 1,022,988,928.37
71. Jan 15, 05 0.00 735,136.47 735,136.47 1,020,329,986.67
72. Feb 15, 05 0.00 731,266.04 731,266.04 1,017,674,646.07
73. Mar 15, 05 0.00 728,569.97 728,569.97 1,014,522,609.93
74. Apr 15, 05 0.00 865,639.37 865,639.37 1,011,871,514.44
75. May 15, 05 0.00 719,366.66 719,366.66 1,008,760,504.86
76. Jun 15, 05 0.00 855,700.21 855,700.21 1,005,501,626.47
77. Jul 15, 05 0.00 709,473.21 709,473.21 1,002,406,031.51
78. Aug 15, 05 0.00 845,888.07 845,888.07 999,450,942.02
79. Sep 15, 05 0.00 841,460.67 841,460.67 996,501,895.01
80. Oct 15, 05 0.00 697,555.56 697,555.56 958,087,336.33
81. Nov 15, 05 0.00 802,388.58 802,388.58 955,493,279.90
82. Dec 15, 05 0.00 664,588.43 664,588.43 952,563,607.25
83. Jan 15, 06 0.00 660,664.03 660,664.03 949,974,664.12
84. Feb 15, 06 0.00 657,066.59 657,066.59 947,387,643.62
85. Mar 15, 06 0.00 669,010.48 669,010.48 944,260,698.78
86. Apr 15, 06 0.00 795,318.60 795,318.60 941,602,700.85
87. May 15, 06 0.00 647,892.52 647,892.52 938,792,218.31
88. Jun 15, 06 0.00 772,238.27 772,238.27 935,744,236.59
89. Jul 15, 06 0.00 641,022.74 641,022.74 932,913,174.88
90. Aug 15, 06 0.00 767,851.43 767,851.43 930,238,382.03
91. Sep 15, 06 0.00 764,396.30 764,396.30 927,566,151.23
92. Oct 15, 06 0.00 632,159.39 632,159.39 924,736,645.87
93. Nov 15, 06 0.00 757,714.68 757,714.68 922,061,808.95
94. Dec 15, 06 0.00 625,978.74 625,978.74 919,097,993.44
95. Jan 15, 07 0.00 622,813.21 622,813.21 916,427,969.46
96. Feb 15, 07 0.00 619,861.93 619,861.93 913,759,886.91
97. Mar 15, 07 0.00 618,017.49 618,017.49 910,641,048.22
98. Apr 15, 07 0.00 739,982.61 739,982.61 907,974,072.81
99. May 15, 07 0.00 610,755.92 610,755.92 905,157,637.00
100. Jun 15, 07 0.00 732,777.06 732,777.06 898,045,250.31
101. Jul 15, 07 0.00 596,716.56 596,716.56 895,277,181.99
102. Aug 15, 07 0.00 717,632.61 717,632.61 892,632,398.27
103. Sep 15, 07 0.00 714,516.25 714,516.25 889,808,221.68
104. Oct 15, 07 0.00 588,451.23 588,451.23 886,840,037.73
105. Nov 15, 07 0.00 707,921.41 707,921.41 883,994,706.30
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
0 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ----------- ----------- ------------ -----------------
<S> <C> <C> <C> <C>
106. Dec 15, 07 0.00 589,225.10 589,225.10 942,583,488.95
107. Jan 15, 08 0.00 718,196.68 718,196.68 940,546,542.53
108. Feb 15, 08 0.00 585,292.65 585,292.65 938,497,266.12
109. Mar 15, 08 0.00 584,176.02 584,176.02 936,126,160.01
110. Apr 15, 08 0.00 712,433.30 712,433.30 934,049,712.76
111. May 15, 08 0.00 580,889.08 580,889.08 856,263,738.88
112. Jun 15, 08 0.00 642,935.10 642,935.10 777,508,217.19
113. Jul 15, 08 0.00 467,559.60 467,559.60 652,604,938.02
114. Aug 15, 08 0.00 466,575.76 466,575.76 576,625,332.48
115. Sep 15, 08 0.00 402,174.17 402,174.17 441,198,463.50
116. Oct 15, 08 0.00 259,886.92 259,886.92 287,654,600.70
117. Nov 15, 08 0.00 200,865.85 200,865.85 274,883,373.99
118. Dec 15, 08 0.00 180,426.56 180,426.56 273,697,874.37
119. Jan 15, 09 0.00 179,868.46 179,868.46 272,816,365.40
120. Feb 15, 09 0.00 179,695.05 179,695.05 271,929,479.76
121. Mar 15, 09 0.00 179,662.38 179,662.38 270,945,111.64
122. Apr 15, 09 0.00 193,790.30 193,790.30 270,046,800.63
123. May 15, 09 0.00 179,148.33 179,148.33 269,112,540.47
124. Jun 15, 09 0.00 193,427.16 193,427.16 267,667,600.91
125. Jul 15, 09 0.00 178,697.19 178,697.19 266,722,301.52
126. Aug 15, 09 0.00 193,001.03 193,001.03 265,801,489.37
127. Sep 15, 09 0.00 192,819.43 192,819.43 264,875,059.71
128. Oct 15, 09 0.00 178,146.51 178,146.51 253,183,183.07
129. Nov 15, 09 0.00 191,802.39 191,802.39 252,260,063.45
130. Dec 15, 09 0.00 177,543.91 177,543.91 250,975,882.71
131. Jan 15, 10 0.00 177,308.96 177,308.96 250,041,283.16
132. Feb 15, 10 0.00 177,129.28 177,129.28 249,100,977.15
133. Mar 15, 10 0.00 177,111.29 177,111.29 248,072,776.65
134. Apr 15, 10 0.00 190,836.57 190,836.57 247,120,438.72
135. May 15, 10 0.00 176,565.13 176,565.13 246,135,131.11
136. Jun 15, 10 0.00 190,459.22 190,459.22 244,617,672.17
137. Jul 15, 10 0.00 176,105.38 176,105.38 243,620,677.54
138. Aug 15, 10 0.00 190,025.32 190,025.32 242,644,523.12
139. Sep 15, 10 0.00 189,836.37 189,836.37 241,662,407.30
140. Oct 15, 10 0.00 175,536.32 175,536.32 240,647,695.75
141. Nov 15, 10 0.00 189,447.66 189,447.66 239,653,380.85
142. Dec 15, 10 0.00 175,149.12 175,149.12 238,285,441.45
143. Jan 15, 11 0.00 174,899.58 174,899.58 237,278,778.73
144. Feb 15, 11 0.00 174,706.02 174,706.02 236,265,967.46
145. Mar 15, 11 0.00 174,696.55 174,696.55 235,168,898.17
146. Apr 15, 11 0.00 188,413.31 188,413.31 234,143,187.98
147. May 15, 11 0.00 174,100.49 174,100.49 233,085,434.52
148. Jun 15, 11 0.00 188,007.50 188,007.50 231,438,978.21
149. Jul 15, 11 0.00 173,606.22 173,606.22 230,368,654.56
150. Aug 15, 11 0.00 187,543.80 187,543.80 229,317,327.90
151. Sep 15, 11 0.00 187,340.27 187,340.27 228,259,578.61
152. Oct 15, 11 0.00 172,994.15 172,994.15 227,170,188.76
153. Nov 15, 11 0.00 186,922.37 186,922.37 226,099,318.19
154. Dec 15, 11 0.00 172,577.94 172,577.94 224,663,651.97
155. Jan 15, 12 0.00 186,471.41 186,471.41 223,579,500.11
156. Feb 15, 12 0.00 172,107.91 172,107.91 222,488,724.19
157. Mar 15, 12 0.00 171,969.17 171,969.17 221,342,162.30
158. Apr 15, 12 0.00 185,824.02 185,824.02 220,237,708.62
<CAPTION>
10 CPR
after YM
Per Date Principal Interest Cash Flow Balance
- --- ---------- ----------- ----------- ------------ -----------------
<S> <C> <C> <C> <C>
106. Dec 15, 07 0.00 579,381.85 579,381.85 928,744,381.74
107. Jan 15, 08 0.00 705,924.92 705,924.92 926,092,107.88
108. Feb 15, 08 0.00 575,624.66 575,624.66 923,408,907.66
109. Mar 15, 08 0.00 573,819.39 573,819.39 920,298,198.77
110. Apr 15, 08 0.00 698,202.96 698,202.96 917,162,404.38
111. May 15, 08 0.00 568,996.38 568,996.38 848,034,053.03
112. Jun 15, 08 0.00 635,196.64 635,196.64 773,129,377.52
113. Jul 15, 08 0.00 464,836.27 464,836.27 648,734,938.12
114. Aug 15, 08 0.00 463,488.41 463,488.41 572,004,444.38
115. Sep 15, 08 0.00 398,755.15 398,755.15 438,156,547.07
116. Oct 15, 08 0.00 258,178.73 258,178.73 287,318,922.12
117. Nov 15, 08 0.00 200,631.54 200,631.54 274,728,409.18
118. Dec 15, 08 0.00 180,264.45 180,264.45 273,516,795.58
119. Jan 15, 09 0.00 179,739.17 179,739.17 272,609,493.42
120. Feb 15, 09 0.00 179,546.67 179,546.67 271,697,133.17
121. Mar 15, 09 0.00 179,495.17 179,495.17 270,687,606.81
122. Apr 15, 09 0.00 193,617.87 193,617.87 269,764,451.76
123. May 15, 09 0.00 178,943.46 178,943.46 268,805,659.63
124. Jun 15, 09 0.00 193,220.23 193,220.23 267,336,498.00
125. Jul 15, 09 0.00 178,455.00 178,455.00 266,367,284.36
126. Aug 15, 09 0.00 192,759.82 192,759.82 265,328,792.90
127. Sep 15, 09 0.00 192,555.08 192,555.08 264,286,064.98
128. Oct 15, 09 0.00 177,844.08 177,844.08 252,758,249.40
129. Nov 15, 09 0.00 191,504.76 191,504.76 251,812,426.21
130. Dec 15, 09 0.00 177,204.39 177,204.39 250,505,839.55
131. Jan 15, 10 0.00 176,951.00 176,951.00 249,549,129.75
132. Feb 15, 10 0.00 176,753.32 176,753.32 248,587,007.19
133. Mar 15, 10 0.00 176,717.78 176,717.78 247,537,281.94
134. Apr 15, 10 0.00 190,455.33 190,455.33 246,563,709.14
135. May 15, 10 0.00 176,135.75 176,135.75 245,557,454.68
136. Jun 15, 10 0.00 190,045.38 190,045.38 244,019,335.01
137. Jul 15, 10 0.00 175,640.25 175,640.25 243,001,963.95
138. Aug 15, 10 0.00 189,578.71 189,578.71 242,005,715.58
139. Sep 15, 10 0.00 189,373.82 189,373.82 241,003,786.49
140. Oct 15, 10 0.00 175,019.36 175,019.36 239,969,540.57
141. Nov 15, 10 0.00 188,953.47 188,953.47 238,955,968.44
142. Dec 15, 10 0.00 174,598.10 174,598.10 237,569,047.21
143. Jan 15, 11 0.00 174,331.10 174,331.10 236,543,676.34
144. Feb 15, 11 0.00 174,120.75 174,120.75 235,512,428.91
145. Mar 15, 11 0.00 174,095.18 174,095.18 234,397,193.77
146. Apr 15, 11 0.00 187,841.07 187,841.07 233,353,586.37
147. May 15, 11 0.00 173,465.26 173,465.26 232,278,202.72
148. Jun 15, 11 0.00 187,404.83 187,404.83 230,614,381.61
149. Jul 15, 11 0.00 172,936.94 172,936.94 229,526,956.95
150. Aug 15, 11 0.00 186,910.05 186,910.05 228,458,791.49
151. Sep 15, 11 0.00 186,691.57 186,691.57 227,384,464.05
152. Oct 15, 11 0.00 172,276.18 172,276.18 226,278,755.16
153. Nov 15, 11 0.00 186,243.98 186,243.98 225,191,823.13
154. Dec 15, 11 0.00 171,827.87 171,827.87 223,740,351.53
155. Jan 15, 12 0.00 185,762.98 185,762.98 222,640,648.89
156. Feb 15, 12 0.00 171,325.21 171,325.21 221,534,575.31
157. Mar 15, 12 0.00 171,170.98 171,170.98 220,372,967.43
158. Apr 15, 12 0.00 185,071.89 185,071.89 219,253,718.00
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ----------- ----------- ------------ -----------------
<S> <C> <C> <C> <C>
106. Dec 15, 07 0.00 582,737.82 582,737.82 880,790,673.35
107. Jan 15, 08 0.00 701,081.41 701,081.41 877,725,839.84
108. Feb 15, 08 0.00 576,839.51 576,839.51 874,639,477.34
109. Mar 15, 08 0.00 574,029.06 574,029.06 871,149,316.87
110. Apr 15, 08 0.00 690,032.73 690,032.73 867,629,242.19
111. May 15, 08 0.00 567,081.53 567,081.53 800,194,115.51
112. Jun 15, 08 0.00 627,361.44 627,361.44 725,884,572.52
113. Jul 15, 08 0.00 463,647.58 463,647.58 601,631,724.12
114. Aug 15, 08 0.00 455,050.66 455,050.66 524,676,498.14
115. Sep 15, 08 0.00 389,603.52 389,603.52 397,679,803.94
116. Oct 15, 08 0.00 253,681.35 253,681.35 246,633,564.81
117. Nov 15, 08 0.00 196,937.24 196,937.24 237,390,087.02
118. Dec 15, 08 0.00 184,279.17 184,279.17 236,106,615.61
119. Jan 15, 09 0.00 183,763.24 183,763.24 234,966,300.92
120. Feb 15, 09 0.00 183,275.64 183,275.64 233,828,255.92
121. Mar 15, 09 0.00 182,969.21 182,969.21 232,615,023.61
122. Apr 15, 09 0.00 194,334.34 194,334.34 231,480,966.91
123. May 15, 09 0.00 181,819.58 181,819.58 230,323,438.28
124. Jun 15, 09 0.00 193,450.68 193,450.68 228,985,869.14
125. Jul 15, 09 0.00 180,804.27 180,804.27 227,834,199.79
126. Aug 15, 09 0.00 192,578.42 192,578.42 226,615,451.81
127. Sep 15, 09 0.00 192,155.50 192,155.50 225,399,543.49
128. Oct 15, 09 0.00 179,411.20 179,411.20 213,710,635.01
129. Nov 15, 09 0.00 190,531.72 190,531.72 212,605,762.91
130. Dec 15, 09 0.00 175,628.45 175,628.45 211,359,456.71
131. Jan 15, 10 0.00 175,457.85 175,457.85 210,258,758.43
132. Feb 15, 10 0.00 175,287.56 175,287.56 209,159,560.42
133. Mar 15, 10 0.00 175,316.03 175,316.03 207,995,006.00
134. Apr 15, 10 0.00 187,354.17 187,354.17 206,898,311.63
135. May 15, 10 0.00 174,784.41 174,784.41 205,780,905.69
136. Jun 15, 10 0.00 187,081.64 187,081.64 204,493,727.93
137. Jul 15, 10 0.00 174,458.55 174,458.55 203,380,553.90
138. Aug 15, 10 0.00 186,833.92 186,833.92 202,290,139.12
139. Sep 15, 10 0.00 186,705.10 186,705.10 201,200,747.32
140. Oct 15, 10 0.00 173,990.47 173,990.47 200,090,903.44
141. Nov 15, 10 0.00 186,449.58 186,449.58 199,003,266.50
142. Dec 15, 10 0.00 173,683.47 173,683.47 197,782,429.82
143. Jan 15, 11 0.00 173,538.22 173,538.22 196,697,277.33
144. Feb 15, 11 0.00 173,392.81 173,392.81 195,612,817.78
145. Mar 15, 11 0.00 173,461.78 173,461.78 194,466,540.56
146. Apr 15, 11 0.00 185,846.40 185,846.40 193,382,986.77
147. May 15, 11 0.00 172,963.55 172,963.55 192,279,364.68
148. Jun 15, 11 0.00 185,613.74 185,613.74 191,005,853.67
149. Jul 15, 11 0.00 172,687.98 172,687.98 189,904,854.84
150. Aug 15, 11 0.00 185,407.09 185,407.09 188,824,392.74
151. Sep 15, 11 0.00 185,297.76 185,297.76 187,744,167.22
152. Oct 15, 11 0.00 172,290.94 172,290.94 186,644,134.75
153. Nov 15, 11 0.00 185,080.92 185,080.92 185,564,102.28
154. Dec 15, 11 0.00 172,031.64 172,031.64 184,365,142.50
155. Jan 15, 12 0.00 184,881.04 184,881.04 183,285,924.28
156. Feb 15, 12 0.00 171,786.86 171,786.86 182,206,626.92
157. Mar 15, 12 0.00 171,742.90 171,742.90 181,088,395.05
158. Apr 15, 12 0.00 184,575.14 184,575.14 180,008,569.66
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
0 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ----------- ----------- ------------ -----------------
<S> <C> <C> <C> <C>
159. May 15, 12 0.00 171,463.79 171,463.79 219,102,204.09
160. Jun 15, 12 0.00 185,387.92 185,387.92 217,300,472.88
161. Jul 15, 12 0.00 170,930.94 170,930.94 216,150,689.98
162. Aug 15, 12 0.00 184,892.53 184,892.53 215,017,922.90
163. Sep 15, 12 0.00 184,673.42 184,673.42 213,878,233.50
164. Oct 15, 12 0.00 170,272.73 170,272.73 212,707,922.18
165. Nov 15, 12 0.00 184,224.38 184,224.38 211,554,112.28
166. Dec 15, 12 0.00 170,025.25 170,025.25 210,033,359.08
167. Jan 15, 13 0.00 170,015.24 170,015.24 208,865,256.44
168. Feb 15, 13 0.00 169,995.37 169,995.37 207,690,014.57
169. Mar 15, 13 0.00 170,220.75 170,220.75 206,438,200.89
170. Apr 15, 13 0.00 184,138.15 184,138.15 205,247,701.67
171. May 15, 13 0.00 169,931.31 169,931.31 180,884,196.96
172. Jun 15, 13 0.00 184,737.44 184,737.44 142,617,164.03
173. Jul 15, 13 0.00 174,813.08 174,813.08 137,643,989.21
174. Aug 15, 13 0.00 188,191.94 188,191.94 123,392,795.24
175. Sep 15, 13 0 177,921.27 177,921.27 110,572,043.85
176. Oct 15, 13 0.00 153,192.52 153,192.52 109,754,136.52
177. Nov 15, 13 0 160,757.79 160,757.79 106,786,499.15
178. Dec 15, 13 0 148,359.71 148,359.71 105,196,181.03
179. Jan 15, 14 0 146,326.39 146,326.39 104,377,612.94
180. Feb 15, 14 0 145,232.59 145,232.59 103,554,025.93
181. Mar 15, 14 0 144,362.32 144,362.32 102,701,613.95
182. Apr 15, 14 0 150,830.32 150,830.32 101,867,742.69
183. May 15, 14 0 141,872.89 141,872.89 101,019,895.33
184. Jun 15, 14 0 148,422.50 148,422.50 99,869,633.36
185. Jul 15, 14 0 139,237.16 139,237.16 99,011,560.29
186. Aug 15, 14 0 145,612.80 145,612.80 98,155,828.49
187. Sep 15, 14 0 144,388.40 144,388.40 97,294,848.92
188. Oct 15, 14 0 135,792.01 135,792.01 96,421,224.92
189. Nov 15, 14 0 141,903.48 141,903.48 95,549,604.90
190. Dec 15, 14 0 133,455.42 133,455.42 93,258,668.60
191. Jan 15, 15 0 130,561.38 130,561.38 92,376,277.48
192. Feb 15, 15 0 129,380.38 129,380.38 91,488,474.17
193. Mar 15, 15 0 128,440.44 128,440.44 90,574,371.04
194. Apr 15, 15 0 133,826.85 133,826.85 89,675,507.82
195. May 15, 15 0 125,759.70 125,759.70 88,764,351.30
196. Jun 15, 15 0 131,231.29 131,231.29 87,854,382.42
197. Jul 15, 15 0 123,318.98 123,318.98 86,932,222.85
198. Aug 15, 15 0 128,603.29 128,603.29 86,011,011.91
199. Sep 15, 15 0 127,282.79 127,282.79 85,084,149.24
200. Oct 15, 15 0 119,605.69 119,605.69 84,145,251.67
201. Nov 15, 15 0 124,605.44 124,605.44 83,206,939.46
202. Dec 15, 15 0 117,087.97 117,087.97 81,594,125.39
203. Jan 15, 16 0 121,089.59 121,089.59 80,644,223.02
204. Feb 15, 16 0 113,733.73 113,733.73 79,688,491.89
205. Mar 15, 16 0 112,541.54 112,541.54 78,715,088.60
206. Apr 15, 16 0 116,954.45 116,954.45 77,747,514.82
207. May 15, 16 0 109,845.30 109,845.30 76,768,282.68
208. Jun 15, 16 0 114,158.02 114,158.02 68,180,820.49
209. Jul 15, 16 0 97,971.86 97,971.86 64,108,941.85
210. Aug 15, 16 0 94,018.11 94,018.11 62,221,825.45
211. Sep 15, 16 0 90,366.79 90,366.79 61,236,368.91
<CAPTION>
10 CPR
after YM
Per Date Principal Interest Cash Flow Balance
- --- ---------- ----------- ----------- ------------ -----------------
<S> <C> <C> <C> <C>
159. May 15, 12 0.00 170,633.77 170,633.77 218,103,666.55
160. Jun 15, 12 0.00 184,606.98 184,606.98 216,118,841.55
161. Jul 15, 12 0.00 170,051.35 170,051.35 214,621,644.56
162. Aug 15, 12 0.00 184,025.58 184,025.58 213,146,014.66
163. Sep 15, 12 0.00 183,762.04 183,762.04 211,668,013.50
164. Oct 15, 12 0.00 169,433.88 169,433.88 210,164,082.89
165. Nov 15, 12 0.00 183,670.03 183,670.03 208,681,002.18
166. Dec 15, 12 0.00 169,421.19 169,421.19 206,835,674.38
167. Jan 15, 13 0.00 169,424.79 169,424.79 205,347,214.58
168. Feb 15, 13 0.00 169,419.35 169,419.35 203,856,007.91
169. Mar 15, 13 0.00 169,725.56 169,725.56 202,255,042.69
170. Apr 15, 13 0.00 183,666.25 183,666.25 200,616,594.17
171. May 15, 13 0.00 169,398.29 169,398.29 177,757,405.67
172. Jun 15, 13 0.00 184,180.65 184,180.65 141,206,536.84
173. Jul 15, 13 0.00 173,790.40 173,790.40 136,002,799.76
174. Aug 15, 13 0.00 187,542.26 187,542.26 121,703,926.29
175. Sep 15, 13 0 175,186.37 175,186.37 108,936,877.10
176. Oct 15, 13 0.00 150,433.30 150,433.30 107,966,676.18
177. Nov 15, 13 0 157,607.76 157,607.76 104,905,538.41
178. Dec 15, 13 0 145,052.41 145,052.41 103,153,492.12
179. Jan 15, 14 0 142,663.91 142,663.91 102,176,119.28
180. Feb 15, 14 0 141,220.92 141,220.92 101,196,723.76
181. Mar 15, 14 0 140,081.76 140,081.76 100,192,057.25
182. Apr 15, 14 0 145,948.71 145,948.71 99,208,399.27
183. May 15, 14 0 136,850.65 136,850.65 98,213,950.64
184. Jun 15, 14 0 142,838.45 142,838.45 96,919,805.21
185. Jul 15, 14 0 133,418.15 133,418.15 95,921,047.46
186. Aug 15, 14 0 139,202.63 139,202.63 94,927,271.24
187. Sep 15, 14 0 137,653.14 137,653.14 93,931,130.45
188. Oct 15, 14 0 129,063.89 129,063.89 92,925,562.07
189. Nov 15, 14 0 134,537.50 134,537.50 91,924,526.54
190. Dec 15, 14 0 126,150.63 126,150.63 89,507,402.36
191. Jan 15, 15 0 122,977.38 122,977.38 88,501,281.35
192. Feb 15, 15 0 121,522.17 121,522.17 87,492,556.60
193. Mar 15, 15 0 120,371.51 120,371.51 86,461,669.85
194. Apr 15, 15 0 124,994.51 124,994.51 85,447,532.44
195. May 15, 15 0 117,115.14 117,115.14 84,424,352.10
196. Jun 15, 15 0 121,855.03 121,855.03 83,404,651.80
197. Jul 15, 15 0 114,067.67 114,067.67 82,376,018.55
198. Aug 15, 15 0 118,600.49 118,600.49 81,350,564.44
199. Sep 15, 15 0 117,031.90 117,031.90 80,322,171.08
200. Oct 15, 15 0 109,660.70 109,660.70 79,285,009.77
201. Nov 15, 15 0 113,877.10 113,877.10 78,250,576.09
202. Dec 15, 15 0 106,708.16 106,708.16 76,544,912.47
203. Jan 15, 16 0 109,907.24 109,907.24 75,504,247.14
204. Feb 15, 16 0 102,940.76 102,940.76 74,460,402.51
205. Mar 15, 16 0 101,563.35 101,563.35 73,402,803.60
206. Apr 15, 16 0 105,135.20 105,135.20 72,352,423.75
207. May 15, 16 0 98,473.16 98,473.16 71,293,665.77
208. Jun 15, 16 0 101,942.42 101,942.42 62,628,635.89
209. Jul 15, 16 0 86,167.73 86,167.73 59,317,370.25
210. Aug 15, 16 0 83,545.40 83,545.40 57,620,131.75
211. Sep 15, 16 0 80,372.71 80,372.71 56,586,580.67
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ----------- ----------- ------------ -----------------
<S> <C> <C> <C> <C>
159. May 15, 12 0.00 171,426.87 171,426.87 178,909,322.38
160. Jun 15, 12 0.00 184,379.70 184,379.70 177,466,417.37
161. Jul 15, 12 0.00 171,214.16 171,214.16 176,034,169.41
162. Aug 15, 12 0.00 184,251.80 184,251.80 174,624,598.99
163. Sep 15, 12 0.00 184,194.40 184,194.40 173,218,813.31
164. Oct 15, 12 0.00 170,982.87 170,982.87 171,798,316.79
165. Nov 15, 12 0.00 184,082.12 184,082.12 170,399,772.94
166. Dec 15, 12 0.00 170,836.07 170,836.07 168,896,477.47
167. Jan 15, 13 0.00 170,770.24 170,770.24 167,505,603.54
168. Feb 15, 13 0.00 170,704.92 170,704.92 166,118,057.34
169. Mar 15, 13 0.00 170,972.00 170,972.00 164,641,791.17
170. Apr 15, 13 0.00 183,838.02 183,838.02 163,222,023.03
171. May 15, 13 0.00 170,513.05 170,513.05 140,600,317.82
172. Jun 15, 13 0.00 191,283.19 191,283.19 112,821,529.19
173. Jul 15, 13 0.00 166,421.59 166,421.59 108,488,153.12
174. Aug 15, 13 0.00 171,328.73 171,328.73 94,356,187.96
175. Sep 15, 13 0 147,151.27 147,151.27 81,760,680.88
176. Oct 15, 13 0 125,295.67 125,295.67 80,963,381.01
177. Nov 15, 13 0 129,295.12 129,295.12 78,076,606.39
178. Dec 15, 13 0 119,497.77 119,497.77 77,089,678.35
179. Jan 15, 14 0 117,688.30 117,688.30 76,297,275.39
180. Feb 15, 14 0 116,128.48 116,128.48 75,507,308.55
181. Mar 15, 14 0 114,785.19 114,785.19 74,705,196.76
182. Apr 15, 14 0 117,827.57 117,827.57 73,919,951.91
183. May 15, 14 0 111,501.65 111,501.65 73,131,184.60
184. Jun 15, 14 0 114,626.35 114,626.35 72,279,579.19
185. Jul 15, 14 0 108,317.45 108,317.45 71,495,953.37
186. Aug 15, 14 0 111,372.73 111,372.73 70,719,018.69
187. Sep 15, 14 0 109,845.46 109,845.46 69,944,151.07
188. Oct 15, 14 0 103,922.53 103,922.53 69,166,923.12
189. Nov 15, 14 0 106,819.69 106,819.69 68,396,041.15
190. Dec 15, 14 0 100,946.46 100,946.46 67,317,518.52
191. Jan 15, 15 0 99,160.15 99,160.15 66,553,093.20
192. Feb 15, 15 0 97,766.86 97,766.86 65,790,464.47
193. Mar 15, 15 0 96,569.78 96,569.78 65,017,396.48
194. Apr 15, 15 0 99,017.25 99,017.25 64,258,217.64
195. May 15, 15 0 93,631.22 93,631.22 63,496,752.47
196. Jun 15, 15 0 96,179.12 96,179.12 62,740,829.91
197. Jul 15, 15 0 90,898.56 90,898.56 61,982,646.37
198. Aug 15, 15 0 93,379.98 93,379.98 61,229,789.77
199. Sep 15, 15 0 92,036.40 92,036.40 60,478,395.24
200. Oct 15, 15 0 87,038.21 87,038.21 59,724,775.47
201. Nov 15, 15 0 89,373.48 89,373.48 58,976,164.85
202. Dec 15, 15 0 84,484.45 84,484.45 58,095,934.47
203. Jan 15, 16 0 86,567.75 86,567.75 57,351,053.19
204. Feb 15, 16 0 81,845.57 81,845.57 56,607,391.90
205. Mar 15, 16 0 80,678.32 80,678.32 55,858,196.03
206. Apr 15, 16 0 82,715.49 82,715.49 55,116,837.39
207. May 15, 16 0 78,191.29 78,191.29 54,373,319.86
208. Jun 15, 16 0 79,888.51 79,888.51 52,224,316.15
209. Jul 15, 16 0 73,755.45 73,755.45 49,249,354.70
210. Aug 15, 16 0 69,810.85 69,810.85 47,891,031.06
211. Sep 15, 16 0 67,034.57 67,034.57 47,200,709.14
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
0 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ----------- ----------- ------------ -----------------
<S> <C> <C> <C> <C>
212. Oct 15, 16 0 84,641.44 84,641.44 60,240,553.74
213. Nov 15, 16 0 87,548.23 87,548.23 55,772,815.38
214. Dec 15, 16 0 73,926.81 73,926.81 54,776,503.79
215. Jan 15, 17 0 72,611.98 72,611.98 53,777,430.20
216. Feb 15, 17 0 71,293.26 71,293.26 52,772,250.16
217. Mar 15, 17 0 70,238.63 70,238.63 51,751,758.88
218. Apr 15, 17 0 71,581.58 71,581.58 50,734,196.40
219. May 15, 17 0 67,275.51 67,275.51 49,707,543.60
220. Jun 15, 17 0 68,696.79 68,696.79 48,677,485.12
221. Jul 15, 17 0 64,559.21 64,559.21 47,638,446.06
222. Aug 15, 17 0 65,776.16 65,776.16 46,595,738.73
223. Sep 15, 17 0 64,304.15 64,304.15 45,546,656.93
224. Oct 15, 17 0 60,422.91 60,422.91 44,488,761.46
225. Nov 15, 17 0 61,328.92 61,328.92 43,426,798.13
226. Dec 15, 17 0 57,621.34 57,621.34 42,356,135.88
227. Jan 15, 18 0 56,206.10 56,206.10 41,395,408.33
228. Feb 15, 18 0 55,003.17 55,003.17 39,821,557.46
229. Mar 15, 18 0 53,437.44 53,437.44 38,908,686.96
230. Apr 15, 18 0 53,811.76 53,811.76 37,996,024.11
231. May 15, 18 0 50,848.75 50,848.75 33,448,617.46
232. Jun 15, 18 0 47,212.72 47,212.72 31,552,988.36
233. Jul 15, 18 0 43,677.20 43,677.20 30,922,327.69
234. Aug 15, 18 0 43,994.50 43,994.50 26,722,754.67
235. Sep 15, 18 0 38,632.48 38,632.48 24,766,069.38
236. Oct 15, 18 0 34,761.02 34,761.02 24,528,239.84
237. Nov 15, 18 0 35,422.82 35,422.82 24,289,953.89
238. Dec 15, 18 0 34,116.09 34,116.09 24,049,240.88
239. Jan 15, 19 0 33,789.99 33,789.99 23,808,038.36
240. Feb 15, 19 0 33,463.06 33,463.06 23,595,625.16
241. Mar 15, 19 0 33,199.97 33,199.97 23,379,066.00
242. Apr 15, 19 0 33,821.84 33,821.84 23,164,036.10
243. May 15, 19 0 32,588.69 32,588.69 22,946,762.05
244. Jun 15, 19 0 33,217.21 33,217.21 22,729,094.98
245. Jul 15, 19 0 31,997.73 31,997.73 22,509,185.03
246. Aug 15, 19 0 32,604.96 32,604.96 22,288,848.37
247. Sep 15, 19 0 32,296.59 32,296.59 22,067,167.38
248. Oct 15, 19 0 31,097.83 31,097.83 21,843,245.36
249. Nov 15, 19 0 31,672.71 31,672.71 21,618,845.42
250. Dec 15, 19 0 30,488.03 30,488.03 21,392,205.74
251. Jan 15, 20 0 31,040.95 31,040.95 21,165,053.40
252. Feb 15, 20 0 29,870.51 29,870.51 20,936,514.82
253. Mar 15, 20 0 29,568.49 29,568.49 20,704,895.32
254. Apr 15, 20 0 30,077.72 30,077.72 20,473,548.25
255. May 15, 20 0 28,929.05 28,929.05 20,239,964.79
256. Jun 15, 20 0 29,425.82 29,425.82 14,207,790.72
257. Jul 15, 20 0 22,080.26 22,080.26 13,093,840.01
258. Aug 15, 20 0 21,696.02 21,696.02 12,962,377.02
259. Sep 15, 20 0 21,475.36 21,475.36 12,830,075.26
260. Oct 15, 20 0 20,476.22 20,476.22 12,696,152.33
261. Nov 15, 20 0 21,028.54 21,028.54 12,562,152.06
262. Dec 15, 20 0 20,045.81 20,045.81 12,426,539.02
263. Jan 15, 21 0 19,827.99 19,827.99 12,290,818.40
264. Feb 15, 21 0 19,609.69 19,609.69 12,154,231.61
<CAPTION>
10 CPR
after YM
Per Date Principal Interest Cash Flow Balance
- --- ---------- ----------- ----------- ------------ -----------------
<S> <C> <C> <C> <C>
212. Oct 15, 16 0 74,978.05 74,978.05 55,545,285.24
213. Nov 15, 16 0 77,330.48 77,330.48 51,974,184.83
214. Dec 15, 16 0 66,244.61 66,244.61 50,955,625.50
215. Jan 15, 17 0 64,878.54 64,878.54 49,935,852.51
216. Feb 15, 17 0 63,511.56 63,511.56 48,911,749.76
217. Mar 15, 17 0 62,412.65 62,412.65 47,874,830.80
218. Apr 15, 17 0 63,477.03 63,477.03 46,841,897.94
219. May 15, 17 0 59,369.53 59,369.53 45,801,874.22
220. Jun 15, 17 0 60,519.73 60,519.73 44,759,962.36
221. Jul 15, 17 0 56,528.70 56,528.70 43,711,056.43
222. Aug 15, 17 0 57,486.62 57,486.62 42,659,989.78
223. Sep 15, 17 0 55,994.15 55,994.15 41,604,284.83
224. Oct 15, 17 0 52,327.82 52,327.82 40,540,132.29
225. Nov 15, 17 0 52,985.12 52,985.12 39,475,008.80
226. Dec 15, 17 0 49,495.77 49,495.77 38,404,735.85
227. Jan 15, 18 0 48,075.11 48,075.11 37,440,187.09
228. Feb 15, 18 0 46,862.17 46,862.17 35,865,133.75
229. Mar 15, 18 0 45,285.31 45,285.31 34,944,594.02
230. Apr 15, 18 0 45,424.74 45,424.74 34,029,462.03
231. May 15, 18 0 42,682.04 42,682.04 29,503,948.72
232. Jun 15, 18 0 38,850.02 38,850.02 27,714,769.43
233. Jul 15, 18 0 35,694.97 35,694.97 27,070,101.25
234. Aug 15, 18 0 35,792.43 35,792.43 22,860,090.84
235. Sep 15, 18 0 30,408.74 30,408.74 20,915,658.10
236. Oct 15, 18 0 26,749.12 26,749.12 20,675,170.31
237. Nov 15, 18 0 27,213.26 27,213.26 20,435,143.45
238. Dec 15, 18 0 26,091.84 26,091.84 20,193,985.74
239. Jan 15, 19 0 25,762.83 25,762.83 19,953,250.36
240. Feb 15, 19 0 25,434.86 25,434.86 19,742,402.23
241. Mar 15, 19 0 25,171.05 25,171.05 19,529,074.78
242. Apr 15, 19 0 25,610.74 25,610.74 19,317,806.58
243. May 15, 19 0 24,570.55 24,570.55 19,105,572.56
244. Jun 15, 19 0 25,020.59 25,020.59 18,893,846.57
245. Jul 15, 19 0 23,996.49 23,996.49 18,681,148.78
246. Aug 15, 19 0 24,431.44 24,431.44 18,468,922.08
247. Sep 15, 19 0 24,137.74 24,137.74 18,256,430.33
248. Oct 15, 19 0 23,137.32 23,137.32 18,042,957.65
249. Nov 15, 19 0 23,549.86 23,549.86 17,829,901.16
250. Dec 15, 19 0 22,565.02 22,565.02 17,615,857.60
251. Jan 15, 20 0 22,962.65 22,962.65 17,402,193.85
252. Feb 15, 20 0 21,993.19 21,993.19 17,188,211.91
253. Mar 15, 20 0 21,715.29 21,715.29 16,972,565.86
254. Apr 15, 20 0 22,082.32 22,082.32 16,757,910.48
255. May 15, 20 0 21,135.64 21,135.64 16,542,252.50
256. Jun 15, 20 0 21,496.22 21,496.22 10,528,894.98
257. Jul 15, 20 0 14,352.88 14,352.88 9,434,986.95
258. Aug 15, 20 0 13,840.66 13,840.66 9,324,458.21
259. Sep 15, 20 0 13,660.18 13,660.18 9,214,145.93
260. Oct 15, 20 0 12,862.97 12,862.97 9,103,426.96
261. Nov 15, 20 0 13,300.23 13,300.23 8,993,524.11
262. Dec 15, 20 0 12,518.77 12,518.77 8,883,215.16
263. Jan 15, 21 0 12,347.18 12,347.18 8,773,694.10
264. Feb 15, 21 0 12,176.93 12,176.93 8,664,354.95
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ----------- ----------- ------------ -----------------
<S> <C> <C> <C> <C>
212. Oct 15, 16 0 63,606.73 63,606.73 46,508,522.54
213. Nov 15, 16 0 64,825.59 64,825.59 43,289,307.83
214. Dec 15, 16 0 55,625.11 55,625.11 42,628,419.76
215. Jan 15, 17 0 54,652.04 54,652.04 41,969,209.90
216. Feb 15, 17 0 53,687.22 53,687.22 41,310,011.78
217. Mar 15, 17 0 52,839.29 52,839.29 40,646,227.67
218. Apr 15, 17 0 53,258.67 53,258.67 39,986,932.58
219. May 15, 17 0 50,822.50 50,822.50 39,326,090.33
220. Jun 15, 17 0 51,295.52 51,295.52 38,666,553.93
221. Jul 15, 17 0 48,918.49 48,918.49 38,005,468.00
222. Aug 15, 17 0 49,333.04 49,333.04 37,345,541.71
223. Sep 15, 17 0 48,376.37 48,376.37 36,685,366.37
224. Oct 15, 17 0 46,147.35 46,147.35 36,023,636.84
225. Nov 15, 17 0 46,474.95 46,474.95 35,362,850.36
226. Dec 15, 17 0 44,334.96 44,334.96 34,700,508.42
227. Jan 15, 18 0 43,428.30 43,428.30 34,087,119.09
228. Feb 15, 18 0 42,618.64 42,618.64 32,850,475.89
229. Mar 15, 18 0 41,226.92 41,226.92 32,282,329.26
230. Apr 15, 18 0 41,437.49 41,437.49 31,717,019.51
231. May 15, 18 0 39,629.19 39,629.19 28,116,774.70
232. Jun 15, 18 0 36,416.46 36,416.46 26,735,420.63
233. Jul 15, 18 0 34,072.51 34,072.51 26,220,336.28
234. Aug 15, 18 0 34,204.55 34,204.55 22,138,303.25
235. Sep 15, 18 0 29,060.00 29,060.00 20,915,658.10
236. Oct 15, 18 0 26,749.12 26,749.12 20,675,170.31
237. Nov 15, 18 0 27,213.26 27,213.26 20,435,143.45
238. Dec 15, 18 0 26,091.84 26,091.84 20,193,985.74
239. Jan 15, 19 0 25,762.83 25,762.83 19,953,250.36
240. Feb 15, 19 0 25,434.86 25,434.86 19,742,402.23
241. Mar 15, 19 0 25,171.05 25,171.05 19,529,074.78
242. Apr 15, 19 0 25,610.74 25,610.74 19,317,806.58
243. May 15, 19 0 24,570.55 24,570.55 19,105,572.56
244. Jun 15, 19 0 25,020.59 25,020.59 18,893,846.57
245. Jul 15, 19 0 23,996.49 23,996.49 18,681,148.78
246. Aug 15, 19 0 24,431.44 24,431.44 18,468,922.08
247. Sep 15, 19 0 24,137.74 24,137.74 18,256,430.33
248. Oct 15, 19 0 23,137.32 23,137.32 18,042,957.65
249. Nov 15, 19 0 23,549.86 23,549.86 17,829,901.16
250. Dec 15, 19 0 22,565.02 22,565.02 17,615,857.60
251. Jan 15, 20 0 22,962.65 22,962.65 17,402,193.85
252. Feb 15, 20 0 21,993.19 21,993.19 17,188,211.91
253. Mar 15, 20 0 21,715.29 21,715.29 16,972,565.86
254. Apr 15, 20 0 22,082.32 22,082.32 16,757,910.48
255. May 15, 20 0 21,135.64 21,135.64 16,542,252.50
256. Jun 15, 20 0 21,496.22 21,496.22 10,528,894.98
257. Jul 15, 20 0 14,352.88 14,352.88 9,434,986.95
258. Aug 15, 20 0 13,840.66 13,840.66 9,324,458.21
259. Sep 15, 20 0 13,660.18 13,660.18 9,214,145.93
260. Oct 15, 20 0 12,862.97 12,862.97 9,103,426.96
261. Nov 15, 20 0 13,300.23 13,300.23 8,993,524.11
262. Dec 15, 20 0 12,518.77 12,518.77 8,883,215.16
263. Jan 15, 21 0 12,347.18 12,347.18 8,773,694.10
264. Feb 15, 21 0 12,176.93 12,176.93 8,664,354.95
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
0 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ----------- ----------- ------------ -----------------
<S> <C> <C> <C> <C>
265. Mar 15, 21 0 19,419.32 19,419.32 12,014,588.28
266. Apr 15, 21 0 19,883.94 19,883.94 11,876,238.92
267. May 15, 21 0 18,943.30 18,943.30 11,736,298.44
268. Jun 15, 21 0 19,416.14 19,416.14 11,596,172.85
269. Jul 15, 21 0 18,492.59 18,492.59 11,454,464.89
270. Aug 15, 21 0 18,942.16 18,942.16 11,312,540.24
271. Sep 15, 21 0 18,703.33 18,703.33 11,169,709.47
272. Oct 15, 21 0 17,805.74 17,805.74 11,025,309.57
273. Nov 15, 21 0 18,219.95 18,219.95 10,880,644.96
274. Dec 15, 21 0 17,339.97 17,339.97 10,734,420.20
275. Jan 15, 22 0 17,104.38 17,104.38 10,587,898.17
276. Feb 15, 22 0 16,868.03 16,868.03 10,440,440.39
277. Mar 15, 22 0 16,661.73 16,661.73 10,290,226.57
278. Apr 15, 22 0 16,982.09 16,982.09 10,140,867.98
279. May 15, 22 0 16,147.22 16,147.22 9,989,972.28
280. Jun 15, 22 0 16,476.00 16,476.00 9,838,695.91
281. Jul 15, 22 0 15,659.47 15,659.47 9,685,891.76
282. Aug 15, 22 0 15,963.23 15,963.23 9,532,672.93
283. Sep 15, 22 0 15,704.71 15,704.71 9,378,475.20
284. Oct 15, 22 0 14,916.06 14,916.06 9,222,763.84
285. Nov 15, 22 0 15,181.76 15,181.76 9,066,586.07
286. Dec 15, 22 0 14,412.01 14,412.01 8,908,904.25
287. Jan 15, 23 0 14,157.15 14,157.15 8,750,720.96
288. Feb 15, 23 0 13,901.26 13,901.26 8,591,526.77
289. Mar 15, 23 0 13,677.69 13,677.69 8,429,898.86
290. Apr 15, 23 0 13,842.92 13,842.92 7,312,660.22
291. May 15, 23 0 10,993.15 10,993.15 6,840,967.72
292. Jun 15, 23 0 10,773.65 10,773.65 6,756,526.37
293. Jul 15, 23 0 10,271.56 10,271.56 6,671,185.91
294. Aug 15, 23 0 10,505.65 10,505.65 3,757,283.56
295. Sep 15, 23 0 7,464.45 7,464.45 3,710,873.51
296. Oct 15, 23 0 7,011.70 7,011.70 3,663,792.50
297. Nov 15, 23 0 7,272.89 7,272.89 3,616,751.33
298. Dec 15, 23 0 6,826.47 6,826.47 3,569,042.56
299. Jan 15, 24 0 7,078.71 7,078.71 3,521,361.72
300. Feb 15, 24 0 6,638.69 6,638.69 3,473,358.88
301. Mar 15, 24 0 6,547.94 6,547.94 3,424,355.19
302. Apr 15, 24 0 6,782.20 6,782.20 3,375,697.57
303. May 15, 24 0 6,351.96 6,351.96 3,326,380.94
304. Jun 15, 24 0 6,581.32 6,581.32 3,277,061.79
305. Jul 15, 24 0 6,157.67 6,157.67 3,227,087.11
306. Aug 15, 24 0 6,377.69 6,377.69 3,177,097.49
307. Sep 15, 24 0 6,275.07 6,275.07 3,126,770.21
308. Oct 15, 24 0 5,861.44 5,861.44 3,075,792.68
309. Nov 15, 24 0 6,067.25 6,067.25 3,024,781.29
310. Dec 15, 24 0 5,660.41 5,660.41 2,973,123.22
311. Jan 15, 25 0 5,558.67 5,558.67 2,921,418.45
312. Feb 15, 25 0 5,456.63 5,456.63 2,869,364.39
313. Mar 15, 25 0 5,366.37 5,366.37 2,816,089.86
314. Apr 15, 25 0 5,534.53 5,534.53 2,763,324.70
315. May 15, 25 0 5,145.12 5,145.12 2,709,922.05
316. Jun 15, 25 0 5,316.58 5,316.58 2,656,439.79
317. Jul 15, 25 0 4,934.26 4,934.26 2,602,323.74
<CAPTION>
10 CPR
after YM
Per Date Principal Interest Cash Flow Balance
- --- ---------- ----------- ----------- ------------ -----------------
<S> <C> <C> <C> <C>
265. Mar 15, 21 0 12,028.59 12,028.59 8,553,449.86
266. Apr 15, 21 0 12,409.77 12,409.77 8,444,446.35
267. May 15, 21 0 11,667.24 11,667.24 8,335,038.40
268. Jun 15, 21 0 12,058.14 12,058.14 8,226,348.58
269. Jul 15, 21 0 11,330.86 11,330.86 8,117,254.99
270. Aug 15, 21 0 11,708.67 11,708.67 8,008,852.04
271. Sep 15, 21 0 11,535.12 11,535.12 7,900,583.82
272. Oct 15, 21 0 10,830.41 10,830.41 7,791,912.81
273. Nov 15, 21 0 11,188.73 11,188.73 7,683,891.68
274. Dec 15, 21 0 10,498.93 10,498.93 7,575,468.48
275. Jan 15, 22 0 10,333.54 10,333.54 7,467,668.19
276. Feb 15, 22 0 10,169.26 10,169.26 7,359,969.76
277. Mar 15, 22 0 10,025.99 10,025.99 7,250,877.56
278. Apr 15, 22 0 10,329.90 10,329.90 7,143,356.03
279. May 15, 22 0 9,676.99 9,676.99 7,035,434.44
280. Jun 15, 22 0 9,989.86 9,989.86 6,928,068.91
281. Jul 15, 22 0 9,351.45 9,351.45 6,820,304.11
282. Aug 15, 22 0 9,651.45 9,651.45 6,713,068.99
283. Sep 15, 22 0 9,483.17 9,483.17 6,605,890.73
284. Oct 15, 22 0 8,866.25 8,866.25 6,498,314.42
285. Nov 15, 22 0 9,147.02 9,147.02 6,391,228.56
286. Dec 15, 22 0 8,544.33 8,544.33 6,283,745.52
287. Jan 15, 23 0 8,383.57 8,383.57 6,176,726.93
288. Feb 15, 23 0 8,223.70 8,223.70 6,069,733.75
289. Mar 15, 23 0 8,084.17 8,084.17 5,961,514.58
290. Apr 15, 23 0 8,311.64 8,311.64 5,588,271.39
291. May 15, 23 0 7,147.84 7,147.84 5,381,732.19
292. Jun 15, 23 0 7,262.23 7,262.23 5,311,629.66
293. Jul 15, 23 0 6,794.83 6,794.83 5,240,947.28
294. Aug 15, 23 0 7,064.38 7,064.38 2,342,022.49
295. Sep 15, 23 0 4,059.39 4,059.39 2,310,909.76
296. Oct 15, 23 0 3,643.61 3,643.61 2,279,446.11
297. Nov 15, 23 0 3,942.54 3,942.54 2,248,342.63
298. Dec 15, 23 0 3,534.62 3,534.62 2,216,892.22
299. Jan 15, 24 0 3,826.12 3,826.12 2,185,790.75
300. Feb 15, 24 0 3,426.13 3,426.13 2,154,688.65
301. Mar 15, 24 0 3,376.16 3,376.16 2,122,907.43
302. Apr 15, 24 0 3,651.99 3,651.99 2,091,794.44
303. May 15, 24 0 3,264.07 3,264.07 2,060,344.99
304. Jun 15, 24 0 3,536.53 3,536.53 2,029,216.04
305. Jul 15, 24 0 3,156.74 3,156.74 1,997,755.03
306. Aug 15, 24 0 3,421.39 3,421.39 1,966,603.01
307. Sep 15, 24 0 3,364.19 3,364.19 1,935,437.79
308. Oct 15, 24 0 2,996.73 2,996.73 1,903,947.26
309. Nov 15, 24 0 3,249.50 3,249.50 1,872,748.37
310. Dec 15, 24 0 2,890.39 2,890.39 1,841,228.85
311. Jan 15, 25 0 2,837.15 2,837.15 1,809,989.26
312. Feb 15, 25 0 2,784.40 2,784.40 1,778,727.61
313. Mar 15, 25 0 2,744.20 2,744.20 1,746,573.32
314. Apr 15, 25 0 2,963.20 2,963.20 1,715,256.88
315. May 15, 25 0 2,625.42 2,625.42 1,683,632.07
316. Jun 15, 25 0 2,849.30 2,849.30 1,652,257.44
317. Jul 15, 25 0 2,520.18 2,520.18 1,620,579.52
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ----------- ----------- ------------ -----------------
<S> <C> <C> <C> <C>
265. Mar 15, 21 0 12,028.59 12,028.59 8,553,449.86
266. Apr 15, 21 0 12,409.77 12,409.77 8,444,446.35
267. May 15, 21 0 11,667.24 11,667.24 8,335,038.40
268. Jun 15, 21 0 12,058.14 12,058.14 8,226,348.58
269. Jul 15, 21 0 11,330.86 11,330.86 8,117,254.99
270. Aug 15, 21 0 11,708.67 11,708.67 8,008,852.04
271. Sep 15, 21 0 11,535.12 11,535.12 7,900,583.82
272. Oct 15, 21 0 10,830.41 10,830.41 7,791,912.81
273. Nov 15, 21 0 11,188.73 11,188.73 7,683,891.68
274. Dec 15, 21 0 10,498.93 10,498.93 7,575,468.48
275. Jan 15, 22 0 10,333.54 10,333.54 7,467,668.19
276. Feb 15, 22 0 10,169.26 10,169.26 7,359,969.76
277. Mar 15, 22 0 10,025.99 10,025.99 7,250,877.56
278. Apr 15, 22 0 10,329.90 10,329.90 7,143,356.03
279. May 15, 22 0 9,676.99 9,676.99 7,035,434.44
280. Jun 15, 22 0 9,989.86 9,989.86 6,928,068.91
281. Jul 15, 22 0 9,351.45 9,351.45 6,820,304.11
282. Aug 15, 22 0 9,651.45 9,651.45 6,713,068.99
283. Sep 15, 22 0 9,483.17 9,483.17 6,605,890.73
284. Oct 15, 22 0 8,866.25 8,866.25 6,498,314.42
285. Nov 15, 22 0 9,147.02 9,147.02 6,391,228.56
286. Dec 15, 22 0 8,544.33 8,544.33 6,283,745.52
287. Jan 15, 23 0 8,383.57 8,383.57 6,176,726.93
288. Feb 15, 23 0 8,223.70 8,223.70 6,069,733.75
289. Mar 15, 23 0 8,084.17 8,084.17 5,961,514.58
290. Apr 15, 23 0 8,311.64 8,311.64 5,588,271.39
291. May 15, 23 0 7,147.84 7,147.84 5,381,732.19
292. Jun 15, 23 0 7,262.23 7,262.23 5,311,629.66
293. Jul 15, 23 0 6,794.83 6,794.83 5,240,947.28
294. Aug 15, 23 0 7,064.38 7,064.38 2,342,022.49
295. Sep 15, 23 0 4,059.39 4,059.39 2,310,909.76
296. Oct 15, 23 0 3,643.61 3,643.61 2,279,446.11
297. Nov 15, 23 0 3,942.54 3,942.54 2,248,342.63
298. Dec 15, 23 0 3,534.62 3,534.62 2,216,892.22
299. Jan 15, 24 0 3,826.12 3,826.12 2,185,790.75
300. Feb 15, 24 0 3,426.13 3,426.13 2,154,688.65
301. Mar 15, 24 0 3,376.16 3,376.16 2,122,907.43
302. Apr 15, 24 0 3,651.99 3,651.99 2,091,794.44
303. May 15, 24 0 3,264.07 3,264.07 2,060,344.99
304. Jun 15, 24 0 3,536.53 3,536.53 2,029,216.04
305. Jul 15, 24 0 3,156.74 3,156.74 1,997,755.03
306. Aug 15, 24 0 3,421.39 3,421.39 1,966,603.01
307. Sep 15, 24 0 3,364.19 3,364.19 1,935,437.79
308. Oct 15, 24 0 2,996.73 2,996.73 1,903,947.26
309. Nov 15, 24 0 3,249.50 3,249.50 1,872,748.37
310. Dec 15, 24 0 2,890.39 2,890.39 1,841,228.85
311. Jan 15, 25 0 2,837.15 2,837.15 1,809,989.26
312. Feb 15, 25 0 2,784.40 2,784.40 1,778,727.61
313. Mar 15, 25 0 2,744.20 2,744.20 1,746,573.32
314. Apr 15, 25 0 2,963.20 2,963.20 1,715,256.88
315. May 15, 25 0 2,625.42 2,625.42 1,683,632.07
316. Jun 15, 25 0 2,849.30 2,849.30 1,652,257.44
317. Jul 15, 25 0 2,520.18 2,520.18 1,620,579.52
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
0 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ----------- ----------- ------------ -----------------
<S> <C> <C> <C> <C>
318. Aug 15, 25 0 5,095.66 5,095.66 2,548,114.66
319. Sep 15, 25 0 4,984.27 4,984.27 2,493,539.32
320. Oct 15, 25 0 4,612.72 4,612.72 2,438,335.83
321. Nov 15, 25 0 4,758.80 4,758.80 2,383,018.87
322. Dec 15, 25 0 4,394.55 4,394.55 2,327,077.58
323. Jan 15, 26 0 4,284.18 4,284.18 2,271,008.97
324. Feb 15, 26 0 4,173.39 4,173.39 2,214,561.49
325. Mar 15, 26 0 4,075.29 4,075.29 2,157,021.23
326. Apr 15, 26 0 4,181.00 4,181.00 2,099,803.83
327. May 15, 26 0 3,835.46 3,835.46 2,041,971.87
328. Jun 15, 26 0 3,944.55 3,944.55 1,983,977.08
329. Jul 15, 26 0 3,606.62 3,606.62 1,925,371.70
330. Aug 15, 26 0 3,704.85 3,704.85 1,866,589.01
331. Sep 15, 26 0 3,583.94 3,583.94 1,807,409.03
332. Oct 15, 26 0 3,257.59 3,257.59 1,747,624.46
333. Nov 15, 26 0 3,339.32 3,339.32 1,687,640.53
334. Dec 15, 26 0 3,020.81 3,020.81 1,627,056.06
335. Jan 15, 27 0 2,901.08 2,901.08 1,566,257.28
336. Feb 15, 27 0 2,780.78 2,780.78 1,505,047.54
337. Mar 15, 27 0 2,674.16 2,674.16 1,442,882.20
338. Apr 15, 27 0 2,712.60 2,712.60 1,380,838.76
339. May 15, 27 0 2,414.18 2,414.18 1,318,205.18
340. Jun 15, 27 0 2,456.06 2,456.06 1,255,318.99
341. Jul 15, 27 0 2,165.81 2,165.81 1,191,846.89
342. Aug 15, 27 0 2,196.00 2,196.00 1,128,106.56
343. Sep 15, 27 0 2,064.75 2,064.75 1,063,935.29
344. Oct 15, 27 0 1,786.95 1,786.95 999,184.51
345. Nov 15, 27 0 1,799.34 1,799.34 934,141.69
346. Dec 15, 27 0 1,529.97 1,529.97 868,523.68
347. Jan 15, 28 0 1,530.29 1,530.29 802,597.48
348. Feb 15, 28 0 1,269.45 1,269.45 736,225.52
349. Mar 15, 28 0 1,143.16 1,143.16 669,165.12
350. Apr 15, 28 0 1,119.72 1,119.72 601,891.03
351. May 15, 28 0 871.87 871.87 534,052.88
352. Jun 15, 28 0 841.37 841.37 489,275.31
353. Jul 15, 28 0 655.63 655.63 462,427.07
354. Aug 15, 28 0 712.78 712.78 435,509.75
355. Sep 15, 28 0 671.29 671.29 0
Total 0 106,371,802.20 106,371,802.20
<CAPTION>
10 CPR
after YM
Per Date Principal Interest Cash Flow Balance
- --- ---------- ----------- ----------- ------------ -----------------
<S> <C> <C> <C> <C>
318. Aug 15, 25 0 2,735.56 2,735.56 1,589,139.77
319. Sep 15, 25 0 2,678.95 2,678.95 1,557,665.70
320. Oct 15, 25 0 2,362.96 2,362.96 1,525,896.16
321. Nov 15, 25 0 2,565.41 2,565.41 1,494,346.62
322. Dec 15, 25 0 2,258.31 2,258.31 1,462,506.99
323. Jan 15, 26 0 2,205.90 2,205.90 1,430,875.10
324. Feb 15, 26 0 2,153.86 2,153.86 1,399,200.22
325. Mar 15, 26 0 2,115.31 2,115.31 1,366,769.31
326. Apr 15, 26 0 2,281.38 2,281.38 1,334,998.86
327. May 15, 26 0 1,997.00 1,997.00 1,302,952.34
328. Jun 15, 26 0 2,168.06 2,168.06 1,271,082.41
329. Jul 15, 26 0 1,892.91 1,892.91 1,238,942.21
330. Aug 15, 26 0 2,054.74 2,054.74 1,206,965.97
331. Sep 15, 26 0 1,998.23 1,998.23 1,174,934.70
332. Oct 15, 26 0 1,737.10 1,737.10 1,142,642.07
333. Nov 15, 26 0 1,884.87 1,884.87 1,110,494.32
334. Dec 15, 26 0 1,633.22 1,633.22 1,078,091.30
335. Jan 15, 27 0 1,581.17 1,581.17 1,045,820.29
336. Feb 15, 27 0 1,529.39 1,529.39 1,013,485.69
337. Mar 15, 27 0 1,492.11 1,492.11 980,543.96
338. Apr 15, 27 0 1,600.72 1,600.72 948,073.70
339. May 15, 27 0 1,373.30 1,373.30 915,364.01
340. Jun 15, 27 0 1,487.03 1,487.03 882,753.56
341. Jul 15, 27 0 1,269.46 1,269.46 849,910.21
342. Aug 15, 27 0 1,373.18 1,373.18 817,152.83
343. Sep 15, 27 0 1,316.31 1,316.31 784,319.92
344. Oct 15, 27 0 1,113.72 1,113.72 751,264.13
345. Nov 15, 27 0 1,202.18 1,202.18 718,274.18
346. Dec 15, 27 0 1,009.73 1,009.73 685,068.20
347. Jan 15, 28 0 1,087.85 1,087.85 651,914.46
348. Feb 15, 28 0 905.64 905.64 618,676.71
349. Mar 15, 28 0 858.86 858.86 585,113.60
350. Apr 15, 28 0 915.8 915.8 551,701.22
351. May 15, 28 0 749.19 749.19 518,090.50
352. Jun 15, 28 0 800.81 800.81 489,275.31
353. Jul 15, 28 0 655.63 655.63 458,384.71
354. Aug 15, 28 0 706.55 706.55 427,928.91
355. Sep 15, 28 0 659.6 659.6 0
Total 0 105,065,343.39 105,065,343.39
<CAPTION>
10 CPR
Per Date Principal Interest Cash Flow Balance
- --- ---------- ----------- ----------- ------------ -----------------
<S> <C> <C> <C> <C>
318. Aug 15, 25 0 2,735.56 2,735.56 1,589,139.77
319. Sep 15, 25 0 2,678.95 2,678.95 1,557,665.70
320. Oct 15, 25 0 2,362.96 2,362.96 1,525,896.16
321. Nov 15, 25 0 2,565.41 2,565.41 1,494,346.62
322. Dec 15, 25 0 2,258.31 2,258.31 1,462,506.99
323. Jan 15, 26 0 2,205.90 2,205.90 1,430,875.10
324. Feb 15, 26 0 2,153.86 2,153.86 1,399,200.22
325. Mar 15, 26 0 2,115.31 2,115.31 1,366,769.31
326. Apr 15, 26 0 2,281.38 2,281.38 1,334,998.86
327. May 15, 26 0 1,997.00 1,997.00 1,302,952.34
328. Jun 15, 26 0 2,168.06 2,168.06 1,271,082.41
329. Jul 15, 26 0 1,892.91 1,892.91 1,238,942.21
330. Aug 15, 26 0 2,054.74 2,054.74 1,206,965.97
331. Sep 15, 26 0 1,998.23 1,998.23 1,174,934.70
332. Oct 15, 26 0 1,737.10 1,737.10 1,142,642.07
333. Nov 15, 26 0 1,884.87 1,884.87 1,110,494.32
334. Dec 15, 26 0 1,633.22 1,633.22 1,078,091.30
335. Jan 15, 27 0 1,581.17 1,581.17 1,045,820.29
336. Feb 15, 27 0 1,529.39 1,529.39 1,013,485.69
337. Mar 15, 27 0 1,492.11 1,492.11 980,543.96
338. Apr 15, 27 0 1,600.72 1,600.72 948,073.70
339. May 15, 27 0 1,373.30 1,373.30 915,364.01
340. Jun 15, 27 0 1,487.03 1,487.03 882,753.56
341. Jul 15, 27 0 1,269.46 1,269.46 849,910.21
342. Aug 15, 27 0 1,373.18 1,373.18 817,152.83
343. Sep 15, 27 0 1,316.31 1,316.31 784,319.92
344. Oct 15, 27 0 1,113.72 1,113.72 751,264.13
345. Nov 15, 27 0 1,202.18 1,202.18 718,274.18
346. Dec 15, 27 0 1,009.73 1,009.73 685,068.20
347. Jan 15, 28 0 1,087.85 1,087.85 651,914.46
348. Feb 15, 28 0 905.64 905.64 618,676.71
349. Mar 15, 28 0 858.86 858.86 585,113.60
350. Apr 15, 28 0 915.8 915.8 551,701.22
351. May 15, 28 0 749.19 749.19 518,090.50
352. Jun 15, 28 0 800.81 800.81 489,275.31
353. Jul 15, 28 0 655.63 655.63 458,384.71
354. Aug 15, 28 0 706.55 706.55 427,928.91
355. Sep 15, 28 0 659.6 659.6 0
Total 0 106,903,541.68 106,903,541.68
</TABLE>
- --------------------------------------------------------------------------------
UNDERWRITERS' STATEMENT
COMPUTATIONAL MATERIALS
FIRST UNION COMMERCIAL MORTGAGE TRUST-
COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES
FUNB SERIES 1999-Cl
The attached tables and statistical analysis (the "Computational Materials") are
privileged and confidential and are intended for use by the addressee only.
These Computational Materials are furnished to you solely by First Union Capital
Markets (the "Underwriter") and not by the issuer of the certificates identified
above (the "Offered Certificates") or any other party. The issuer of the Offered
Certificates has not prepared or taken part in the preparation of these
materials. None of the Underwriters, the issuer of the Offered Certificates, or
any other party makes any representation as to the accuracy or completeness of
the information herein. The information herein is preliminary, and will be
superseded by the applicable prospectus supplement and by any other information
subsequently filed with the Securities and Exchange Commission. The information
herein may not be provided to any third party other than the addressee's legal,
tax, financial and/or accounting advisors for the purposes of evaluating such
information.
Numerous assumptions were used in preparing the Computational Materials which
may or may not be stated herein. As such, no assurance can be given as to the
accuracy, appropriateness or completeness of the Computational Materials in any
particular context; or as to whether the Computational Materials reflect future
performance. These Computational Materials should not be construed as either a
prediction or as legal, tax, financial or accounting advice.
Any yields or weighted average lives shown in the Computational Materials are
based on prepayment and other assumptions and actual experience may dramatically
affect such yields or weighted average lives. In addition, it is possible that
prepayments on the underlying assets will occur at rates slower or faster than
the rates assumed in the attached Computational Materials. Furthermore, unless
otherwise provided, the Computational Materials assume no losses on the
underlying assets and no interest shortfall. The specific characteristics of the
Offered Certificates may differ from those shown in the Computational Materials
due to difference between the actual underlying assets and the hypothetical
assets used in preparing the Computational Materials. The principal amount and
designation of any security described in the Computational Materials are subject
to change prior to issuance.
Although a registration statement (including the prospectus) relating to the
Offered Certificates has been filed with the Securities and Exchange Commission
and is effective, the final prospectus supplement relating to the Offered
Certificates has not been filed with the Securities and Exchange Commission.
This communication shall not constitute an offer to sell or the solicitation of
an offer to buy nor shall there be any sale of the Offered Certificates in any
state in which such offer, solicitation or sale would be unlawful prior to
registration or qualification under the securities laws of any such state.
Prospective purchasers are referred to the final prospectus and prospectus
supplement relating to the Offered Certificates for definitive terms of the
Offered Certificates and the collateral.
Please be advised that mortgage-backed and/or asset-backed securities may not be
appropriate for all investors. Potential investors must be willing to assume,
among other things, market price volatility, prepayments, yield curve and
interest rate risks. Investors should fully consider the risk of an investment
in these Offered Certificates.
If you have received this communication in error, please notify the sending
party immediately by telephone and return the original to such party by mail.
- --------------------------------------------------------------------------------
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
0. Feb 15, 99 0.00 0.00 0 5,866,628.32 0.00 0.00 0 0.00
1. Mar 15, 99 0.00 35,370.88 35,370.88 5,866,628.32 0.00 0.00 0.00 0.00
2. Apr 15, 99 0.00 35,370.88 35,370.88 5,866,628.32 0.00 0.00 0.00 0.00
3. May 15, 99 0.00 35,370.88 35,370.88 5,866,628.32 0.00 0.00 0.00 0.00
4. Jun 15, 99 173,341.70 35,370.88 208,712.58 5,693,286.62 173,341.70 0.00 0.00 0.00
5. Jul 15, 99 0.00 34,325.77 34,325.77 5,693,286.62 0.00 0.00 0.00 0.00
6. Aug 15, 99 0.00 34,325.77 34,325.77 5,693,286.63 0.00 0.00 0.00 0.00
7. Sep 15, 99 0.00 34,325.77 34,325.77 5,693,286.63 0.00 0.00 0.00 0.00
8. Oct 15, 99 0.00 34,325.77 34,325.77 5,693,286.64 0.00 0.00 0.00 0.00
9. Nov 15, 99 0.00 34,325.77 34,325.77 5,693,286.64 0.00 0.00 0.00 0.00
10. Dec 15, 99 94,306.37 34,325.77 128,632.14 5,598,980.27 94,306.37 0.00 0.00 0.00
11. Jan 15, 00 0.00 33,757.19 33,757.19 5,598,980.27 0.00 0.00 0.00 0.00
12. Feb 15, 00 0.00 33,757.19 33,757.19 5,598,980.26 0.00 0.00 0.00 0.00
13. Mar 15, 00 0.00 33,757.19 33,757.19 5,598,980.26 0.00 0.00 0.00 0.00
14. Apr 15, 00 0.00 33,757.19 33,757.19 5,598,980.25 0.00 0.00 0.00 0.00
15. May 15, 00 0.00 33,757.19 33,757.19 5,598,980.25 0.00 0.00 0.00 0.00
16. Jun 15, 00 74,537.88 33,757.19 108,295.07 5,524,442.36 74,537.88 0.00 0.00 0.00
17. Jul 15, 00 48,292.52 45,851.21 94,143.73 5,476,149.84 0.00 48,292.53 0.00 0.00
18. Aug 15, 00 47,870.37 45,417.27 93,287.64 5,428,279.47 0.00 47,870.37 0.00 0.00
19. Sep 15, 00 47,451.90 44,987.16 92,439.06 5,380,827.57 0.00 47,451.91 0.00 0.00
20. Oct 15, 00 47,037.10 44,560.84 91,597.94 5,333,790.47 0.00 47,037.10 0.00 0.00
21. Nov 15, 00 46,625.92 44,138.29 90,764.20 5,287,164.56 0.00 46,625.92 0.00 0.00
22. Dec 15, 00 145,047.96 43,496.15 188,544.12 5,142,116.59 99,701.18 45,346.79 0.00 0.00
23. Jan 15, 01 44,950.38 42,487.75 87,438.13 5,097,166.21 0.00 44,950.38 0.00 0.00
24. Feb 15, 01 44,557.44 42,084.05 86,641.49 5,052,608.77 0.00 44,557.44 0.00 0.00
25. Mar 15, 01 44,167.94 41,683.93 85,851.87 5,008,440.83 0.00 44,167.94 0.00 0.00
26. Apr 15, 01 43,781.84 41,287.34 85,069.18 4,964,658.99 0.00 43,781.84 0.00 0.00
27. May 15, 01 43,399.12 40,894.26 84,293.38 4,921,259.87 0.00 43,399.12 0.00 0.00
28. Jun 15, 01 113,284.70 40,348.62 153,633.32 4,807,975.18 70,884.61 42,400.09 0.00 0.00
29. Jul 15, 01 42,029.45 39,540.65 81,570.10 4,765,945.73 0.00 42,029.45 0.00 0.00
30. Aug 15, 01 41,662.04 39,163.43 80,825.47 4,724,283.69 0.00 41,662.04 0.00 0.00
31. Sep 15, 01 41,297.85 38,789.55 80,087.40 4,682,985.84 0.00 41,297.85 0.00 0.00
32. Oct 15, 01 40,936.84 38,418.98 79,355.82 4,642,049.00 0.00 40,936.84 0.00 0.00
33. Nov 15, 01 40,578.98 38,051.70 78,630.68 4,601,470.01 0.00 40,578.99 0.00 0.00
34. Dec 15, 01 133,756.28 37,483.75 171,240.03 4,467,713.73 94,356.85 39,399.43 0.00 0.00
35. Jan 15, 02 39,055.01 36,561.45 75,616.47 4,428,658.72 0.00 39,055.02 0.00 0.00
36. Feb 15, 02 38,713.61 36,211.19 74,924.80 4,389,945.11 0.00 38,713.61 0.00 0.00
37. Mar 15, 02 38,375.19 35,864.03 74,239.22 4,351,569.92 0.00 38,375.19 0.00 0.00
38. Apr 15, 02 38,039.73 35,519.95 73,559.68 4,313,530.19 0.00 38,039.73 0.00 0.00
39. May 15, 02 37,707.20 35,178.93 72,886.13 4,275,822.98 0.00 37,707.20 0.00 0.00
40. Jun 15, 02 105,677.21 34,694.92 140,372.13 4,170,145.77 68,901.94 36,775.27 0.00 0.00
41. Jul 15, 02 36,453.79 33,949.91 70,403.71 4,133,691.98 0.00 36,453.79 0.00 0.00
42. Aug 15, 02 36,135.13 33,623.25 69,758.38 4,097,556.85 0.00 36,135.13 0.00 0.00
43. Sep 15, 02 35,819.25 33,299.49 69,118.74 4,061,737.60 0.00 35,819.25 0.00 0.00
44. Oct 15, 02 35,506.13 32,978.62 68,484.75 4,026,231.47 0.00 35,506.13 0.00 0.00
45. Nov 15, 02 35,195.75 32,660.60 67,856.35 3,991,035.72 0.00 35,195.75 0.00 0.00
46. Dec 15, 02 131,636.52 32,142.85 163,779.36 3,859,399.20 97,601.63 34,034.89 0.00 0.00
47. Jan 15, 03 33,737.37 31,249.65 64,987.02 3,825,661.83 0.00 33,737.37 0.00 0.00
48. Feb 15, 03 33,442.45 30,947.62 64,390.07 3,792,219.38 0.00 33,442.45 0.00 0.00
49. Mar 15, 03 33,150.11 30,648.28 63,798.39 3,759,069.27 0.00 33,150.11 0.00 0.00
50. Apr 15, 03 18,467.39 17,057.51 35,524.90 2,094,117.48 0.00 18,467.40 0.00 0.00
51. May 15, 03 18,305.96 16,892.26 35,198.22 2,075,811.52 0.00 18,305.96 0.00 0.00
52. Jun 15, 03 52,886.54 16,657.36 69,543.91 2,022,924.98 35,046.98 17,839.57 0.00 0.00
53. Jul 15, 03 17,683.62 16,286.49 33,970.11 2,005,241.36 0.00 17,683.62 0.00 0.00
54. Aug 15, 03 17,529.04 16,128.35 33,657.39 1,987,712.32 0.00 17,529.04 0.00 0.00
55. Sep 15, 03 17,375.81 15,971.62 33,347.43 1,970,336.52 0.00 17,375.81 0.00 0.00
56. Oct 15, 03 17,223.91 15,816.29 33,040.21 1,953,112.60 0.00 17,223.92 0.00 0.00
57. Nov 15, 03 17,073.35 15,662.35 32,735.70 1,936,039.26 0.00 17,073.35 0.00 0.00
58. Dec 15, 03 67,287.84 15,409.09 82,696.93 1,868,751.41 50,807.88 16,479.96 0.00 0.00
59. Jan 15, 04 16,335.90 14,955.52 31,291.42 1,852,415.52 0.00 16,335.90 0.00 0.00
60. Feb 15, 04 16,193.09 14,809.61 31,002.70 1,836,222.42 0.00 16,193.10 0.00 0.00
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
0. Feb 15, 99 0.00 0.00 0 0 0 0 0 0 0
1. Mar 15, 99 0.00 0.00 0 0 865.33 34,505.55 34,505.55 0 865.33
2. Apr 15, 99 0.00 0.00 0 0 865.33 34,505.55 34,505.55 0 865.33
3. May 15, 99 0.00 0.00 0 0 865.33 34,505.55 34,505.55 0 865.33
4. Jun 15, 99 0.00 0.00 0 0 865.33 34,505.55 207,847.25 0 865.33
5. Jul 15, 99 0.00 0.00 0 0 839.76 33,486.01 33,486.01 0 839.76
6. Aug 15, 99 0.00 0.00 0 0 839.76 33,486.01 33,486.01 0 839.76
7. Sep 15, 99 0.00 0.00 0 0 839.76 33,486.01 33,486.01 0 839.76
8. Oct 15, 99 0.00 0.00 0 0 839.76 33,486.01 33,486.01 0 839.76
9. Nov 15, 99 0.00 0.00 0 0 839.76 33,486.01 33,486.01 0 839.76
10. Dec 15, 99 0.00 0.00 0 0 839.76 33,486.01 127,792.38 0 839.76
11. Jan 15, 00 0.00 0.00 0 0 825.85 32,931.34 32,931.34 0 825.85
12. Feb 15, 00 0.00 0.00 0 0 825.85 32,931.34 32,931.34 0 825.85
13. Mar 15, 00 0.00 0.00 0 0 825.85 32,931.34 32,931.34 0 825.85
14. Apr 15, 00 0.00 0.00 0 0 825.85 32,931.34 32,931.34 0 825.85
15. May 15, 00 0.00 0.00 0 0 825.85 32,931.34 32,931.34 0 825.85
16. Jun 15, 00 0.00 0.00 0 0 825.85 32,931.34 107,469.22 0 825.85
17. Jul 15, 00 0.00 0.00 12,543.43 12,543.43 814.86 45,036.35 93,328.88 12,543.43 814.86
18. Aug 15, 00 0.00 0.00 12,400.65 12,400.65 807.73 44,609.54 92,479.90 12,400.65 807.73
19. Sep 15, 00 0.00 0.00 12,259.15 12,259.15 800.67 44,186.48 91,638.39 12,259.15 800.67
20. Oct 15, 00 0.00 0.00 12,118.93 12,118.93 793.67 43,767.17 90,804.26 12,118.93 793.67
21. Nov 15, 00 0.00 0.00 11,979.97 11,979.97 786.73 43,351.55 89,977.47 11,979.97 786.73
22. Dec 15, 00 0.00 0.00 11,618.96 11,618.96 779.86 42,716.30 187,764.26 11,618.96 779.86
23. Jan 15, 01 0.00 0.00 11,485.07 11,485.07 758.46 41,729.28 86,679.66 11,485.07 758.46
24. Feb 15, 01 0.00 0.00 11,352.39 11,352.39 751.83 41,332.22 85,889.66 11,352.39 751.83
25. Mar 15, 01 0.00 0.00 11,220.91 11,220.91 745.26 40,938.67 85,106.61 11,220.91 745.26
26. Apr 15, 01 0.00 0.00 11,090.62 11,090.62 738.75 40,548.60 84,330.43 11,090.62 738.75
27. May 15, 01 0.00 0.00 10,961.50 10,961.50 732.29 40,161.97 83,561.09 10,961.50 732.29
28. Jun 15, 01 0.00 0.00 10,677.52 10,677.52 725.89 39,622.73 152,907.43 10,677.52 725.89
29. Jul 15, 01 0.00 0.00 10,552.57 10,552.57 709.18 38,831.47 80,860.92 10,552.57 709.18
30. Aug 15, 01 0.00 0.00 10,428.75 10,428.75 702.98 38,460.45 80,122.49 10,428.75 702.98
31. Sep 15, 01 0.00 0.00 10,306.06 10,306.06 696.83 38,092.72 79,390.57 10,306.06 696.83
32. Oct 15, 01 0.00 0.00 10,184.48 10,184.48 690.74 37,728.24 78,665.08 10,184.48 690.74
33. Nov 15, 01 0.00 0.00 10,064.01 10,064.01 684.7 37,367.00 77,945.98 10,064.01 684.7
34. Dec 15, 01 0.00 0.00 9,740.72 9,740.72 678.72 36,805.03 170,561.31 9,740.72 678.72
35. Jan 15, 02 0.00 0.00 9,624.86 9,624.86 658.99 35,902.47 74,957.48 9,624.86 658.99
36. Feb 15, 02 0.00 0.00 9,510.07 9,510.07 653.23 35,557.96 74,271.57 9,510.07 653.23
37. Mar 15, 02 0.00 0.00 9,396.32 9,396.32 647.52 35,216.51 73,591.70 9,396.32 647.52
38. Apr 15, 02 0.00 0.00 9,283.61 9,283.61 641.86 34,878.10 72,917.83 9,283.61 641.86
39. May 15, 02 0.00 0.00 9,171.94 9,171.94 636.25 34,542.69 72,249.89 9,171.94 636.25
40. Jun 15, 02 0.00 0.00 8,915.27 8,915.27 630.68 34,064.24 139,741.45 8,915.27 630.68
41. Jul 15, 02 0.00 0.00 8,807.41 8,807.41 615.1 33,334.82 69,788.61 8,807.41 615.1
42. Aug 15, 02 0.00 0.00 8,700.53 8,700.53 609.72 33,013.53 69,148.66 8,700.53 609.72
43. Sep 15, 02 0.00 0.00 8,594.64 8,594.64 604.39 32,695.11 68,514.35 8,594.64 604.39
44. Oct 15, 02 0.00 0.00 8,489.73 8,489.73 599.11 32,379.51 67,885.64 8,489.73 599.11
45. Nov 15, 02 0.00 0.00 8,385.78 8,385.78 593.87 32,066.73 67,262.48 8,385.78 593.87
46. Dec 15, 02 0.00 0.00 8,080.23 8,080.23 588.68 31,554.17 163,190.69 8,080.23 588.68
47. Jan 15, 03 0.00 0.00 7,980.69 7,980.69 569.26 30,680.39 64,417.76 7,980.69 569.26
48. Feb 15, 03 0.00 0.00 7,882.06 7,882.06 564.29 30,383.33 63,825.78 7,882.06 564.29
49. Mar 15, 03 0.00 0.00 7,784.35 7,784.35 559.35 30,088.93 63,239.04 7,784.35 559.35
50. Apr 15, 03 0.00 0.00 4,320.38 4,320.38 311.61 16,745.90 35,213.29 7,687.55 554.46
51. May 15, 03 0.00 0.00 4,266.48 4,266.48 308.88 16,583.38 34,889.34 7,591.65 549.62
52. Jun 15, 03 0.00 0.00 4,141.95 4,141.95 306.18 16,351.18 69,237.73 7,370.06 544.81
53. Jul 15, 03 0.00 0.00 4,089.94 4,089.94 298.38 15,988.11 33,671.73 7,277.52 530.93
54. Aug 15, 03 0.00 0.00 4,038.42 4,038.42 295.77 15,832.58 33,361.62 7,185.84 526.29
55. Sep 15, 03 0.00 0.00 3,987.37 3,987.37 293.19 15,678.43 33,054.24 7,095.01 521.69
56. Oct 15, 03 0.00 0.00 3,936.81 3,936.81 290.62 15,525.67 32,749.58 7,005.03 517.13
57. Nov 15, 03 0.00 0.00 3,886.71 3,886.71 288.08 15,374.27 32,447.61 6,915.89 512.61
58. Dec 15, 03 0.00 0.00 3,736.38 3,736.38 285.57 15,123.52 82,411.36 6,648.41 508.13
59. Jan 15, 04 0.00 0.00 3,688.51 3,688.51 275.64 14,679.88 31,015.78 6,563.22 490.47
60. Feb 15, 04 0.00 0.00 3,641.09 3,641.09 273.23 14,536.38 30,729.47 6,478.84 486.18
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
0. Feb 15, 99 0 0
1. Mar 15, 99 34,505.55 34,505.55
2. Apr 15, 99 34,505.55 34,505.55
3. May 15, 99 34,505.55 34,505.55
4. Jun 15, 99 34,505.55 207,847.25
5. Jul 15, 99 33,486.01 33,486.01
6. Aug 15, 99 33,486.01 33,486.01
7. Sep 15, 99 33,486.01 33,486.01
8. Oct 15, 99 33,486.01 33,486.01
9. Nov 15, 99 33,486.01 33,486.01
10. Dec 15, 99 33,486.01 127,792.38
11. Jan 15, 00 32,931.34 32,931.34
12. Feb 15, 00 32,931.34 32,931.34
13. Mar 15, 00 32,931.34 32,931.34
14. Apr 15, 00 32,931.34 32,931.34
15. May 15, 00 32,931.34 32,931.34
16. Jun 15, 00 32,931.34 107,469.22
17. Jul 15, 00 45,036.35 93,328.88
18. Aug 15, 00 44,609.54 92,479.90
19. Sep 15, 00 44,186.48 91,638.39
20. Oct 15, 00 43,767.17 90,804.26
21. Nov 15, 00 43,351.55 89,977.47
22. Dec 15, 00 42,716.30 187,764.26
23. Jan 15, 01 41,729.28 86,679.66
24. Feb 15, 01 41,332.22 85,889.66
25. Mar 15, 01 40,938.67 85,106.61
26. Apr 15, 01 40,548.60 84,330.43
27. May 15, 01 40,161.97 83,561.09
28. Jun 15, 01 39,622.73 152,907.43
29. Jul 15, 01 38,831.47 80,860.92
30. Aug 15, 01 38,460.45 80,122.49
31. Sep 15, 01 38,092.72 79,390.57
32. Oct 15, 01 37,728.24 78,665.08
33. Nov 15, 01 37,367.00 77,945.98
34. Dec 15, 01 36,805.03 170,561.31
35. Jan 15, 02 35,902.47 74,957.48
36. Feb 15, 02 35,557.96 74,271.57
37. Mar 15, 02 35,216.51 73,591.70
38. Apr 15, 02 34,878.10 72,917.83
39. May 15, 02 34,542.69 72,249.89
40. Jun 15, 02 34,064.24 139,741.45
41. Jul 15, 02 33,334.82 69,788.61
42. Aug 15, 02 33,013.53 69,148.66
43. Sep 15, 02 32,695.11 68,514.35
44. Oct 15, 02 32,379.51 67,885.64
45. Nov 15, 02 32,066.73 67,262.48
46. Dec 15, 02 31,554.17 163,190.69
47. Jan 15, 03 30,680.39 64,417.76
48. Feb 15, 03 30,383.33 63,825.78
49. Mar 15, 03 30,088.93 63,239.04
50. Apr 15, 03 29,797.14 62,657.47
51. May 15, 03 29,507.96 62,081.04
52. Jun 15, 03 29,094.80 123,199.52
53. Jul 15, 03 28,448.76 59,914.46
54. Aug 15, 03 28,172.01 59,362.65
55. Sep 15, 03 27,897.73 58,815.71
56. Oct 15, 03 27,625.90 58,273.61
57. Nov 15, 03 27,356.50 57,736.30
58. Dec 15, 03 26,910.33 146,640.28
59. Jan 15, 04 26,120.94 55,188.54
60. Feb 15, 04 25,865.59 54,679.09
</TABLE>
1 of 4 loan level CF
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
61. Mar 15, 04 28,561.63 26,094.45 54,656.08 3,238,756.66 0.00 28,561.63 0.00 0.00
62. Apr 15, 04 28,311.95 25,839.44 54,151.39 3,210,444.71 0.00 28,311.95 0.00 0.00
63. May 15, 04 28,064.46 25,586.71 53,651.17 3,182,380.25 0.00 28,064.46 0.00 0.00
64. Jun 15, 04 93,049.94 25,209.09 118,259.04 3,089,330.31 65,806.06 27,243.88 0.00 0.00
65. Jul 15, 04 27,005.72 24,569.25 51,574.98 3,062,324.59 0.00 27,005.72 0.00 0.00
66. Aug 15, 04 26,769.65 24,328.34 51,098.00 3,035,554.94 0.00 26,769.65 0.00 0.00
67. Sep 15, 04 26,535.64 24,089.60 50,625.24 3,009,019.29 0.00 26,535.64 0.00 0.00
68. Oct 15, 04 26,303.68 23,852.99 50,156.67 2,982,715.62 0.00 26,303.68 0.00 0.00
69. Nov 15, 04 26,073.74 23,618.51 49,692.26 2,956,641.88 0.00 26,073.74 0.00 0.00
70. Dec 15, 04 98,277.84 23,248.73 121,526.57 2,858,364.04 73,070.78 25,207.06 0.00 0.00
71. Jan 15, 05 24,986.71 22,583.58 47,570.29 2,833,377.33 0.00 24,986.71 0.00 0.00
72. Feb 15, 05 24,768.28 22,361.00 47,129.28 2,808,609.05 0.00 24,768.28 0.00 0.00
73. Mar 15, 05 24,551.77 22,140.42 46,692.19 2,784,057.28 0.00 24,551.77 0.00 0.00
74. Apr 15, 05 24,337.15 21,921.83 46,258.98 2,759,720.13 0.00 24,337.15 0.00 0.00
75. May 15, 05 24,124.40 21,705.21 45,829.61 2,735,595.73 0.00 24,124.40 0.00 0.00
76. Jun 15, 05 102,354.99 21,345.98 123,700.97 2,633,240.74 79,133.23 23,221.76 0.00 0.00
77. Jul 15, 05 23,018.76 20,662.28 43,681.05 2,610,221.97 0.00 23,018.77 0.00 0.00
78. Aug 15, 05 22,817.54 20,457.56 43,275.10 2,587,404.43 0.00 22,817.55 0.00 0.00
79. Sep 15, 05 22,618.08 20,254.67 42,872.75 2,564,786.35 0.00 22,618.08 0.00 0.00
80. Oct 15, 05 22,420.36 20,053.62 42,473.98 2,542,365.99 0.00 22,420.36 0.00 0.00
81. Nov 15, 05 22,224.37 19,854.38 42,078.75 2,520,141.61 0.00 22,224.37 0.00 0.00
82. Dec 15, 05 66,383.41 19,577.71 85,961.11 2,453,758.21 44,744.45 21,638.96 0.00 0.00
83. Jan 15, 06 21,449.80 19,115.75 40,565.55 2,432,308.41 0.00 21,449.80 0.00 0.00
84. Feb 15, 06 21,262.29 18,925.30 40,187.60 2,411,046.12 0.00 21,262.29 0.00 0.00
85. Mar 15, 06 21,076.43 18,736.57 39,813.00 2,389,969.69 0.00 21,076.43 0.00 0.00
86. Apr 15, 06 20,892.18 18,549.55 39,441.74 2,369,077.50 0.00 20,892.19 0.00 0.00
87. May 15, 06 20,709.55 18,364.22 39,073.77 2,348,367.95 0.00 20,709.55 0.00 0.00
88. Jun 15, 06 117,510.05 18,013.01 135,523.06 2,230,857.90 97,836.78 19,673.27 0.00 0.00
89. Jul 15, 06 19,501.29 17,249.74 36,751.03 2,211,356.61 0.00 19,501.29 0.00 0.00
90. Aug 15, 06 19,330.82 17,077.89 36,408.71 2,192,025.79 0.00 19,330.82 0.00 0.00
91. Sep 15, 06 19,161.84 16,907.57 36,069.41 2,172,863.95 0.00 19,161.84 0.00 0.00
92. Oct 15, 06 18,994.33 16,738.78 35,733.11 2,153,869.62 0.00 18,994.33 0.00 0.00
93. Nov 15, 06 18,828.29 16,571.49 35,399.78 2,135,041.33 0.00 18,828.29 0.00 0.00
94. Dec 15, 06 52,859.20 16,348.61 69,207.81 2,082,182.13 34,497.06 18,362.14 0.00 0.00
95. Jan 15, 07 18,201.63 15,978.97 34,180.60 2,063,980.50 0.00 18,201.63 0.00 0.00
96. Feb 15, 07 18,042.51 15,818.76 33,861.28 2,045,937.99 0.00 18,042.51 0.00 0.00
97. Mar 15, 07 17,884.79 15,659.99 33,544.78 2,028,053.20 0.00 17,884.79 0.00 0.00
98. Apr 15, 07 17,728.45 15,502.64 33,231.09 2,010,324.74 0.00 17,728.45 0.00 0.00
99. May 15, 07 17,573.48 15,346.70 32,920.18 1,992,751.27 0.00 17,573.48 0.00 0.00
100. Jun 15, 07 89,279.95 15,076.56 104,356.51 1,903,471.32 72,493.80 16,786.14 0.00 0.00
101. Jul 15, 07 16,639.41 14,491.90 31,131.31 1,886,831.91 0.00 16,639.41 0.00 0.00
102. Aug 15, 07 16,493.95 14,345.64 30,839.59 1,870,337.96 0.00 16,493.95 0.00 0.00
103. Sep 15, 07 16,349.77 14,200.69 30,550.46 1,853,988.19 0.00 16,349.77 0.00 0.00
104. Oct 15, 07 16,206.84 14,057.05 30,263.89 1,837,781.35 0.00 16,206.84 0.00 0.00
105. Nov 15, 07 16,065.17 13,914.69 29,979.86 1,821,716.18 0.00 16,065.17 0.00 0.00
106. Dec 15, 07 42,266.09 13,732.92 55,999.01 1,779,450.09 26,573.65 15,692.44 0.00 0.00
107. Jan 15, 08 15,555.26 13,434.94 28,990.20 1,763,894.83 0.00 15,555.26 0.00 0.00
108. Feb 15, 08 15,419.28 13,298.41 28,717.70 1,748,475.55 0.00 15,419.28 0.00 0.00
109. Mar 15, 08 15,284.49 13,163.12 28,447.61 1,733,191.05 0.00 15,284.49 0.00 0.00
110. Apr 15, 08 15,150.88 13,029.04 28,179.93 1,718,040.17 0.00 15,150.88 0.00 0.00
111. May 15, 08 15,018.44 12,896.18 27,914.62 1,703,021.74 0.00 15,018.44 0.00 0.00
112. Jun 15, 08 70,154.05 12,682.77 82,836.82 1,632,867.69 55,754.27 14,399.77 0.00 0.00
113. Jul 15, 08 14,273.90 12,220.41 26,494.31 1,618,593.79 0.00 14,273.89 0.00 0.00
114. Aug 15, 08 14,149.12 12,095.34 26,244.46 1,604,444.68 0.00 14,149.12 0.00 0.00
115. Sep 15, 08 14,025.43 11,971.41 25,996.84 1,590,419.24 0.00 14,025.43 0.00 0.00
116. Oct 15, 08 13,902.83 11,848.59 25,751.42 1,576,516.42 0.00 13,902.83 0.00 0.00
117. Nov 15, 08 13,781.29 11,726.88 25,508.18 1,562,735.12 0.00 13,781.29 0.00 0.00
118. Dec 15, 08 41,624.27 11,566.85 53,191.12 1,521,110.85 28,210.05 13,414.22 0.00 0.00
119. Jan 15, 09 13,296.96 11,279.41 24,576.37 1,507,813.89 0.00 13,296.96 0.00 0.00
120. Feb 15, 09 13,180.72 11,163.12 24,343.84 1,494,633.17 0.00 13,180.72 0.00 0.00
121. Mar 15, 09 13,065.50 11,047.88 24,113.38 1,481,567.67 0.00 13,065.50 0.00 0.00
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
61. Mar 15, 04 0.00 0.00 6,395.24 6,395.24 481.93 25,612.52 54,174.15 6,395.24 481.93
62. Apr 15, 04 0.00 0.00 6,312.44 6,312.44 477.72 25,361.72 53,673.67 6,312.44 477.72
63. May 15, 04 0.00 0.00 6,230.40 6,230.40 473.54 25,113.17 53,177.63 6,230.40 473.54
64. Jun 15, 04 0.00 0.00 6,021.99 6,021.99 469.4 24,739.69 117,789.64 6,021.99 469.4
65. Jul 15, 04 0.00 0.00 5,943.16 5,943.16 455.68 24,113.58 51,119.30 5,943.16 455.68
66. Aug 15, 04 0.00 0.00 5,865.08 5,865.08 451.69 23,876.65 50,646.30 5,865.08 451.69
67. Sep 15, 04 0.00 0.00 5,787.73 5,787.73 447.74 23,641.85 50,177.50 5,787.73 447.74
68. Oct 15, 04 0.00 0.00 5,711.12 5,711.12 443.83 23,409.16 49,712.84 5,711.12 443.83
69. Nov 15, 04 0.00 0.00 5,635.23 5,635.23 439.95 23,178.56 49,252.30 5,635.23 439.95
70. Dec 15, 04 0.00 0.00 5,422.64 5,422.64 436.1 22,812.62 121,090.46 5,422.64 436.1
71. Jan 15, 05 0.00 0.00 5,350.02 5,350.02 421.61 22,161.97 47,148.68 5,350.02 421.61
72. Feb 15, 05 0.00 0.00 5,278.10 5,278.10 417.92 21,943.08 46,711.36 5,278.10 417.92
73. Mar 15, 05 0.00 0.00 5,206.85 5,206.85 414.27 21,726.15 46,277.92 5,206.85 414.27
74. Apr 15, 05 0.00 0.00 5,136.29 5,136.29 410.65 21,511.18 45,848.33 5,136.29 410.65
75. May 15, 05 0.00 0.00 5,066.39 5,066.39 407.06 21,298.15 45,422.55 5,066.39 407.06
76. Jun 15, 05 0.00 0.00 4,852.61 4,852.61 403.5 20,942.48 123,297.47 4,852.61 403.5
77. Jul 15, 05 0.00 0.00 4,786.03 4,786.03 388.4 20,273.88 43,292.64 4,786.03 388.4
78. Aug 15, 05 0.00 0.00 4,720.09 4,720.09 385.01 20,072.55 42,890.09 4,720.09 385.01
79. Sep 15, 05 0.00 0.00 4,654.78 4,654.78 381.64 19,873.03 42,491.11 4,654.78 381.64
80. Oct 15, 05 0.00 0.00 4,590.10 4,590.10 378.31 19,675.31 42,095.68 4,590.10 378.31
81. Nov 15, 05 0.00 0.00 4,526.03 4,526.03 375 19,479.38 41,703.75 4,526.03 375
82. Dec 15, 05 0.00 0.00 4,383.35 4,383.35 371.72 19,205.99 85,589.39 4,383.35 371.72
83. Jan 15, 06 0.00 0.00 4,321.63 4,321.63 361.93 18,753.82 40,203.62 4,321.63 361.93
84. Feb 15, 06 0.00 0.00 4,260.51 4,260.51 358.77 18,566.54 39,828.83 4,260.51 358.77
85. Mar 15, 06 0.00 0.00 4,199.97 4,199.97 355.63 18,380.94 39,457.37 4,199.97 355.63
86. Apr 15, 06 0.00 0.00 4,140.03 4,140.03 352.52 18,197.03 39,089.22 4,140.03 352.52
87. May 15, 06 0.00 0.00 4,080.66 4,080.66 349.44 18,014.78 38,724.33 4,080.66 349.44
88. Jun 15, 06 0.00 0.00 3,854.31 3,854.31 346.38 17,666.62 135,176.67 3,854.31 346.38
89. Jul 15, 06 0.00 0.00 3,799.52 3,799.52 329.05 16,920.68 36,421.98 3,799.52 329.05
90. Aug 15, 06 0.00 0.00 3,745.25 3,745.25 326.18 16,751.71 36,082.53 3,745.25 326.18
91. Sep 15, 06 0.00 0.00 3,691.48 3,691.48 323.32 16,584.25 35,746.08 3,691.48 323.32
92. Oct 15, 06 0.00 0.00 3,638.22 3,638.22 320.5 16,418.28 35,412.61 3,638.22 320.5
93. Nov 15, 06 0.00 0.00 3,585.45 3,585.45 317.7 16,253.79 35,082.08 3,585.45 317.7
94. Dec 15, 06 0.00 0.00 3,476.09 3,476.09 314.92 16,033.69 68,892.90 3,476.09 314.92
95. Jan 15, 07 0.00 0.00 3,425.15 3,425.15 307.12 15,671.85 33,873.47 3,425.15 307.12
96. Feb 15, 07 0.00 0.00 3,374.68 3,374.68 304.44 15,514.33 33,556.84 3,374.68 304.44
97. Mar 15, 07 0.00 0.00 3,324.69 3,324.69 301.78 15,358.21 33,243.01 3,324.69 301.78
98. Apr 15, 07 0.00 0.00 3,275.17 3,275.17 299.14 15,203.50 32,931.95 3,275.17 299.14
99. May 15, 07 0.00 0.00 3,226.12 3,226.12 296.52 15,050.18 32,623.65 3,226.12 296.52
100. Jun 15, 07 0.00 0.00 3,061.93 3,061.93 293.93 14,782.63 104,062.58 3,061.93 293.93
101. Jul 15, 07 0.00 0.00 3,015.55 3,015.55 280.76 14,211.14 30,850.54 3,015.55 280.76
102. Aug 15, 07 0.00 0.00 2,969.62 2,969.62 278.31 14,067.33 30,561.28 2,969.62 278.31
103. Sep 15, 07 0.00 0.00 2,924.11 2,924.11 275.87 13,924.82 30,274.59 2,924.11 275.87
104. Oct 15, 07 0.00 0.00 2,879.04 2,879.04 273.46 13,783.58 29,990.43 2,879.04 273.46
105. Nov 15, 07 0.00 0.00 2,834.40 2,834.40 271.07 13,643.62 29,708.79 2,834.40 271.07
106. Dec 15, 07 0.00 0.00 2,749.49 2,749.49 268.7 13,464.22 55,730.31 2,749.49 268.7
107. Jan 15, 08 0.00 0.00 2,706.34 2,706.34 262.47 13,172.47 28,727.73 2,706.34 262.47
108. Feb 15, 08 0.00 0.00 2,663.60 2,663.60 260.17 13,038.24 28,457.52 2,663.60 260.17
109. Mar 15, 08 0.00 0.00 2,621.27 2,621.27 257.9 12,905.22 28,189.71 2,621.27 257.9
110. Apr 15, 08 0.00 0.00 2,579.35 2,579.35 255.65 12,773.40 27,924.28 2,579.35 255.65
111. May 15, 08 0.00 0.00 2,537.83 2,537.83 253.41 12,642.77 27,661.21 2,537.83 253.41
112. Jun 15, 08 0.00 0.00 2,414.97 2,414.97 251.2 12,431.58 82,585.62 2,414.97 251.2
113. Jul 15, 08 0.00 0.00 2,375.58 2,375.58 240.85 11,979.56 26,253.46 2,375.58 240.85
114. Aug 15, 08 0.00 0.00 2,336.57 2,336.57 238.74 11,856.60 26,005.72 2,336.57 238.74
115. Sep 15, 08 0.00 0.00 2,297.94 2,297.94 236.66 11,734.75 25,760.18 2,297.94 236.66
116. Oct 15, 08 0.00 0.00 2,259.69 2,259.69 234.59 11,614.00 25,516.83 2,259.69 234.59
117. Nov 15, 08 0.00 0.00 2,221.80 2,221.80 232.54 11,494.35 25,275.64 2,221.80 232.54
118. Dec 15, 08 0.00 0.00 2,144.86 2,144.86 230.5 11,336.35 52,960.62 2,144.86 230.5
119. Jan 15, 09 0.00 0.00 2,108.38 2,108.38 224.36 11,055.05 24,352.01 2,108.38 224.36
120. Feb 15, 09 0.00 0.00 2,072.26 2,072.26 222.4 10,940.72 24,121.44 2,072.26 222.4
121. Mar 15, 09 0.00 0.00 2,036.49 2,036.49 220.46 10,827.42 23,892.93 2,036.49 220.46
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
61. Mar 15, 04 25,612.52 54,174.15
62. Apr 15, 04 25,361.72 53,673.67
63. May 15, 04 25,113.17 53,177.63
64. Jun 15, 04 24,739.69 117,789.64
65. Jul 15, 04 24,113.58 51,119.30
66. Aug 15, 04 23,876.65 50,646.30
67. Sep 15, 04 23,641.85 50,177.50
68. Oct 15, 04 23,409.16 49,712.84
69. Nov 15, 04 23,178.56 49,252.30
70. Dec 15, 04 22,812.62 121,090.46
71. Jan 15, 05 22,161.97 47,148.68
72. Feb 15, 05 21,943.08 46,711.36
73. Mar 15, 05 21,726.15 46,277.92
74. Apr 15, 05 21,511.18 45,848.33
75. May 15, 05 21,298.15 45,422.55
76. Jun 15, 05 20,942.48 123,297.47
77. Jul 15, 05 20,273.88 43,292.64
78. Aug 15, 05 20,072.55 42,890.09
79. Sep 15, 05 19,873.03 42,491.11
80. Oct 15, 05 19,675.31 42,095.68
81. Nov 15, 05 19,479.38 41,703.75
82. Dec 15, 05 19,205.99 85,589.39
83. Jan 15, 06 18,753.82 40,203.62
84. Feb 15, 06 18,566.54 39,828.83
85. Mar 15, 06 18,380.94 39,457.37
86. Apr 15, 06 18,197.03 39,089.22
87. May 15, 06 18,014.78 38,724.33
88. Jun 15, 06 17,666.62 135,176.67
89. Jul 15, 06 16,920.68 36,421.98
90. Aug 15, 06 16,751.71 36,082.53
91. Sep 15, 06 16,584.25 35,746.08
92. Oct 15, 06 16,418.28 35,412.61
93. Nov 15, 06 16,253.79 35,082.08
94. Dec 15, 06 16,033.69 68,892.90
95. Jan 15, 07 15,671.85 33,873.47
96. Feb 15, 07 15,514.33 33,556.84
97. Mar 15, 07 15,358.21 33,243.01
98. Apr 15, 07 15,203.50 32,931.95
99. May 15, 07 15,050.18 32,623.65
100. Jun 15, 07 14,782.63 104,062.58
101. Jul 15, 07 14,211.14 30,850.54
102. Aug 15, 07 14,067.33 30,561.28
103. Sep 15, 07 13,924.82 30,274.59
104. Oct 15, 07 13,783.58 29,990.43
105. Nov 15, 07 13,643.62 29,708.79
106. Dec 15, 07 13,464.22 55,730.31
107. Jan 15, 08 13,172.47 28,727.73
108. Feb 15, 08 13,038.24 28,457.52
109. Mar 15, 08 12,905.22 28,189.71
110. Apr 15, 08 12,773.40 27,924.28
111. May 15, 08 12,642.77 27,661.21
112. Jun 15, 08 12,431.58 82,585.62
113. Jul 15, 08 11,979.56 26,253.46
114. Aug 15, 08 11,856.60 26,005.72
115. Sep 15, 08 11,734.75 25,760.18
116. Oct 15, 08 11,614.00 25,516.83
117. Nov 15, 08 11,494.35 25,275.64
118. Dec 15, 08 11,336.35 52,960.62
119. Jan 15, 09 11,055.05 24,352.01
120. Feb 15, 09 10,940.72 24,121.44
121. Mar 15, 09 10,827.42 23,892.93
</TABLE>
2 of 4 loan level CF
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
122. Apr 15, 09 12,951.29 10,933.69 23,884.98 1,468,616.38 0.00 12,951.29 0.00 0.00
123. May 15, 09 12,838.07 10,820.54 23,658.61 1,455,778.31 0.00 12,838.07 0.00 0.00
124. Jun 15, 09 63,724.25 10,640.16 74,364.40 1,392,054.06 51,448.14 12,276.11 0.00 0.00
125. Jul 15, 09 12,168.80 10,222.78 22,391.58 1,379,885.26 0.00 12,168.80 0.00 0.00
126. Aug 15, 09 12,062.42 10,116.58 22,179.00 1,367,822.84 0.00 12,062.42 0.00 0.00
127. Sep 15, 09 11,956.98 10,011.34 21,968.31 1,355,865.87 0.00 11,956.98 0.00 0.00
128. Oct 15, 09 11,852.45 9,907.05 21,759.51 1,344,013.42 0.00 11,852.45 0.00 0.00
129. Nov 15, 09 11,748.84 9,803.72 21,552.56 1,332,264.57 0.00 11,748.84 0.00 0.00
130. Dec 15, 09 41,257.96 9,663.91 50,921.87 1,291,006.61 29,872.96 11,385.00 0.00 0.00
131. Jan 15, 10 11,285.48 9,384.61 20,670.09 1,279,721.13 0.00 11,285.48 0.00 0.00
132. Feb 15, 10 11,186.82 9,286.34 20,473.16 1,268,534.31 0.00 11,186.82 0.00 0.00
133. Mar 15, 10 11,089.03 9,188.96 20,277.99 1,257,445.28 0.00 11,089.03 0.00 0.00
134. Apr 15, 10 10,992.10 9,092.46 20,084.56 1,246,453.18 0.00 10,992.10 0.00 0.00
135. May 15, 10 10,896.01 8,996.86 19,892.86 1,235,557.17 0.00 10,896.01 0.00 0.00
136. Jun 15, 10 58,228.47 8,845.86 67,074.34 1,177,328.70 47,845.96 10,382.51 0.00 0.00
137. Jul 15, 10 10,291.75 8,467.16 18,758.91 1,167,036.95 0.00 10,291.75 0.00 0.00
138. Aug 15, 10 10,201.78 8,377.75 18,579.54 1,156,835.17 0.00 10,201.78 0.00 0.00
139. Sep 15, 10 10,112.60 8,289.17 18,401.77 1,146,722.56 0.00 10,112.60 0.00 0.00
140. Oct 15, 10 10,024.20 8,201.39 18,225.60 1,136,698.36 0.00 10,024.20 0.00 0.00
141. Nov 15, 10 9,936.58 8,114.42 18,051.00 1,126,761.78 0.00 9,936.57 0.00 0.00
142. Dec 15, 10 37,595.13 7,997.58 45,592.71 1,089,166.65 27,990.10 9,605.03 0.00 0.00
143. Jan 15, 11 9,521.07 7,745.56 17,266.63 1,079,645.58 0.00 9,521.07 0.00 0.00
144. Feb 15, 11 9,437.84 7,663.07 17,100.91 1,070,207.74 0.00 9,437.84 0.00 0.00
145. Mar 15, 11 9,355.34 7,581.33 16,936.67 1,060,852.39 0.00 9,355.34 0.00 0.00
146. Apr 15, 11 9,273.56 7,500.35 16,773.91 1,051,578.83 0.00 9,273.56 0.00 0.00
147. May 15, 11 9,192.49 7,420.12 16,612.61 1,042,386.34 0.00 9,192.49 0.00 0.00
148. Jun 15, 11 56,019.44 7,292.68 63,312.13 986,366.90 47,320.97 8,698.47 0.00 0.00
149. Jul 15, 11 8,622.44 6,931.43 15,553.87 977,744.46 0.00 8,622.44 0.00 0.00
150. Aug 15, 11 8,547.06 6,856.22 15,403.29 969,197.40 0.00 8,547.06 0.00 0.00
151. Sep 15, 11 8,472.35 6,781.73 15,254.08 960,725.05 0.00 8,472.35 0.00 0.00
152. Oct 15, 11 8,398.29 6,707.96 15,106.25 952,326.76 0.00 8,398.28 0.00 0.00
153. Nov 15, 11 8,324.87 6,634.91 14,959.78 944,001.89 0.00 8,324.87 0.00 0.00
154. Dec 15, 11 32,647.56 6,539.84 39,187.41 911,354.33 24,610.60 8,036.96 0.00 0.00
155. Jan 15, 12 7,966.71 6,321.67 14,288.38 903,387.63 0.00 7,966.71 0.00 0.00
156. Feb 15, 12 7,897.06 6,252.56 14,149.62 895,490.56 0.00 7,897.06 0.00 0.00
157. Mar 15, 12 7,828.03 6,184.11 14,012.14 887,662.53 0.00 7,828.03 0.00 0.00
158. Apr 15, 12 7,759.60 6,116.33 13,875.93 879,902.93 0.00 7,759.60 0.00 0.00
159. May 15, 12 7,691.77 6,049.20 13,740.97 872,211.16 0.00 7,691.77 0.00 0.00
160. Jun 15, 12 55,035.80 5,943.02 60,978.82 817,175.36 47,829.38 7,206.42 0.00 0.00
161. Jul 15, 12 7,143.43 5,592.42 12,735.85 810,031.93 0.00 7,143.43 0.00 0.00
162. Aug 15, 12 7,080.98 5,530.79 12,611.78 802,950.94 0.00 7,080.98 0.00 0.00
163. Sep 15, 12 7,019.09 5,469.77 12,488.85 795,931.86 0.00 7,019.08 0.00 0.00
164. Oct 15, 12 6,957.73 5,409.33 12,367.06 788,974.13 0.00 6,957.73 0.00 0.00
165. Nov 15, 12 6,896.91 5,349.48 12,246.39 782,077.22 0.00 6,896.90 0.00 0.00
166. Dec 15, 12 29,001.92 5,273.78 34,275.70 753,075.30 22,360.78 6,641.15 0.00 0.00
167. Jan 15, 13 6,583.09 5,081.95 11,665.04 746,492.21 0.00 6,583.09 0.00 0.00
168. Feb 15, 13 6,525.55 5,025.49 11,551.03 739,966.66 0.00 6,525.54 0.00 0.00
169. Mar 15, 13 6,468.50 4,969.58 11,438.08 733,498.16 0.00 6,468.50 0.00 0.00
170. Apr 15, 13 6,411.96 4,914.21 11,326.16 727,086.21 0.00 6,411.96 0.00 0.00
171. May 15, 13 6,355.91 4,859.38 11,215.28 720,730.30 0.00 6,355.90 0.00 0.00
172. Jun 15, 13 48,906.44 4,777.67 53,684.11 671,823.86 42,981.83 5,924.61 0.00 0.00
173. Jul 15, 13 5,872.82 4,467.97 10,340.79 665,951.04 0.00 5,872.82 0.00 0.00
174. Aug 15, 13 5,821.48 4,417.90 10,239.39 660,129.56 0.00 5,821.48 0.00 0.00
175. Sep 15, 13 5,770.59 4,368.32 10,138.92 654,358.96 0.00 5,770.60 0.00 0.00
176. Oct 15, 13 5,720.15 4,319.23 10,039.38 648,638.81 0.00 5,720.15 0.00 0.00
177. Nov 15, 13 5,670.15 4,270.62 9,940.76 642,968.66 0.00 5,670.15 0.00 0.00
178. Dec 15, 13 51,187.73 4,197.75 55,385.48 591,780.93 45,968.99 5,218.74 0.00 0.00
179. Jan 15, 14 5,173.12 3,876.33 9,049.45 586,607.81 0.00 5,173.12 0.00 0.00
180. Feb 15, 14 5,127.90 3,832.50 8,960.40 581,479.91 0.00 5,127.90 0.00 0.00
181. Mar 15, 14 5,083.07 3,789.10 8,872.18 576,396.84 0.00 5,083.07 0.00 0.00
182. Apr 15, 14 5,038.64 3,746.13 8,784.77 571,358.21 0.00 5,038.64 0.00 0.00
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
122. Apr 15, 09 0.00 0.00 2,001.07 2,001.07 218.53 10,715.16 23,666.45 2,001.07 218.53
123. May 15, 09 0.00 0.00 1,966.00 1,966.00 216.62 10,603.92 23,441.99 1,966.00 216.62
124. Jun 15, 09 0.00 0.00 1,863.03 1,863.03 214.73 10,425.43 74,149.68 1,863.03 214.73
125. Jul 15, 09 0.00 0.00 1,829.86 1,829.86 205.33 10,017.46 22,186.25 1,829.86 205.33
126. Aug 15, 09 0.00 0.00 1,797.02 1,797.02 203.53 9,913.04 21,975.46 1,797.02 203.53
127. Sep 15, 09 0.00 0.00 1,764.50 1,764.50 201.75 9,809.58 21,766.56 1,764.50 201.75
128. Oct 15, 09 0.00 0.00 1,732.31 1,732.31 199.99 9,707.06 21,559.51 1,732.31 199.99
129. Nov 15, 09 0.00 0.00 1,700.44 1,700.44 198.24 9,605.48 21,354.32 1,700.44 198.24
130. Dec 15, 09 0.00 0.00 1,631.46 1,631.46 196.51 9,467.40 50,725.36 1,631.46 196.51
131. Jan 15, 10 0.00 0.00 1,600.92 1,600.92 190.42 9,194.19 20,479.67 1,600.92 190.42
132. Feb 15, 10 0.00 0.00 1,570.68 1,570.68 188.76 9,097.58 20,284.40 1,570.68 188.76
133. Mar 15, 10 0.00 0.00 1,540.75 1,540.75 187.11 9,001.85 20,090.88 1,540.75 187.11
134. Apr 15, 10 0.00 0.00 1,511.12 1,511.12 185.47 8,906.99 19,899.09 1,511.12 185.47
135. May 15, 10 0.00 0.00 1,481.78 1,481.78 183.85 8,813.00 19,709.01 1,481.78 183.85
136. Jun 15, 10 0.00 0.00 1,396.48 1,396.48 182.24 8,663.62 66,892.09 1,396.48 182.24
137. Jul 15, 10 0.00 0.00 1,368.85 1,368.85 173.66 8,293.50 18,585.26 1,368.85 173.66
138. Aug 15, 10 0.00 0.00 1,341.49 1,341.49 172.14 8,205.62 18,407.40 1,341.49 172.14
139. Sep 15, 10 0.00 0.00 1,314.41 1,314.41 170.63 8,118.53 18,231.14 1,314.41 170.63
140. Oct 15, 10 0.00 0.00 1,287.61 1,287.61 169.14 8,032.25 18,056.45 1,287.61 169.14
141. Nov 15, 10 0.00 0.00 1,261.08 1,261.08 167.66 7,946.76 17,883.34 1,261.08 167.66
142. Dec 15, 10 0.00 0.00 1,204.14 1,204.14 166.2 7,831.38 45,426.51 1,204.14 166.2
143. Jan 15, 11 0.00 0.00 1,178.79 1,178.79 160.65 7,584.91 17,105.98 1,178.79 160.65
144. Feb 15, 11 0.00 0.00 1,153.71 1,153.71 159.25 7,503.82 16,941.66 1,153.71 159.25
145. Mar 15, 11 0.00 0.00 1,128.87 1,128.87 157.86 7,423.48 16,778.82 1,128.87 157.86
146. Apr 15, 11 0.00 0.00 1,104.30 1,104.30 156.48 7,343.88 16,617.44 1,104.30 156.48
147. May 15, 11 0.00 0.00 1,079.97 1,079.97 155.11 7,265.01 16,457.50 1,079.97 155.11
148. Jun 15, 11 0.00 0.00 1,007.96 1,007.96 153.75 7,138.93 63,158.38 1,007.96 153.75
149. Jul 15, 11 0.00 0.00 984.46 984.46 145.49 6,785.95 15,408.38 984.46 145.49
150. Aug 15, 11 0.00 0.00 961.24 961.24 144.22 6,712.01 15,259.07 961.24 144.22
151. Sep 15, 11 0.00 0.00 938.28 938.28 142.96 6,638.78 15,111.13 938.28 142.96
152. Oct 15, 11 0.00 0.00 915.59 915.59 141.71 6,566.26 14,964.54 915.59 141.71
153. Nov 15, 11 0.00 0.00 893.17 893.17 140.47 6,494.44 14,819.31 893.17 140.47
154. Dec 15, 11 0.00 0.00 848.3 848.3 139.24 6,400.60 39,048.17 848.3 139.24
155. Jan 15, 12 0.00 0.00 826.97 826.97 134.42 6,187.25 14,153.95 826.97 134.42
156. Feb 15, 12 0.00 0.00 805.89 805.89 133.25 6,119.31 14,016.37 805.89 133.25
157. Mar 15, 12 0.00 0.00 785.05 785.05 132.08 6,052.03 13,880.06 785.05 132.08
158. Apr 15, 12 0.00 0.00 764.46 764.46 130.93 5,985.40 13,745.00 764.46 130.93
159. May 15, 12 0.00 0.00 744.12 744.12 129.79 5,919.41 13,611.18 744.12 129.79
160. Jun 15, 12 0.00 0.00 684.31 684.31 128.65 5,814.36 60,850.17 684.31 128.65
161. Jul 15, 12 0.00 0.00 665.53 665.53 120.53 5,471.88 12,615.31 665.53 120.53
162. Aug 15, 12 0.00 0.00 646.98 646.98 119.48 5,411.31 12,492.30 646.98 119.48
163. Sep 15, 12 0.00 0.00 628.64 628.64 118.44 5,351.33 12,370.42 628.64 118.44
164. Oct 15, 12 0.00 0.00 610.53 610.53 117.4 5,291.93 12,249.66 610.53 117.4
165. Nov 15, 12 0.00 0.00 592.63 592.63 116.37 5,233.11 12,130.02 592.63 116.37
166. Dec 15, 12 0.00 0.00 558.5 558.5 115.36 5,158.42 34,160.34 558.5 115.36
167. Jan 15, 13 0.00 0.00 541.53 541.53 111.08 4,970.87 11,553.96 541.53 111.08
168. Feb 15, 13 0.00 0.00 524.76 524.76 110.11 4,915.38 11,440.92 524.76 110.11
169. Mar 15, 13 0.00 0.00 508.19 508.19 109.15 4,860.43 11,328.93 508.19 109.15
170. Apr 15, 13 0.00 0.00 491.83 491.83 108.19 4,806.02 11,217.97 491.83 108.19
171. May 15, 13 0.00 0.00 475.66 475.66 107.25 4,752.13 11,108.04 475.66 107.25
172. Jun 15, 13 0.00 0.00 432.27 432.27 106.31 4,671.36 53,577.80 432.27 106.31
173. Jul 15, 13 0.00 0.00 417.43 417.43 99.09 4,368.87 10,241.70 417.43 99.09
174. Aug 15, 13 0.00 0.00 402.77 402.77 98.23 4,319.67 10,141.16 402.77 98.23
175. Sep 15, 13 0.00 0.00 388.29 388.29 97.37 4,270.95 10,041.55 388.29 97.37
176. Oct 15, 13 0.00 0.00 373.99 373.99 96.52 4,222.71 9,942.86 373.99 96.52
177. Nov 15, 13 0.00 0.00 359.86 359.86 95.67 4,174.94 9,845.09 359.86 95.67
178. Dec 15, 13 0.00 0.00 321.18 321.18 94.84 4,102.91 55,290.64 321.18 94.84
179. Jan 15, 14 0.00 0.00 308.38 308.38 87.29 3,789.04 8,962.16 308.38 87.29
180. Feb 15, 14 0.00 0.00 295.75 295.75 86.52 3,745.98 8,873.88 295.75 86.52
181. Mar 15, 14 0.00 0.00 283.27 283.27 85.77 3,703.34 8,786.41 283.27 85.77
182. Apr 15, 14 0.00 0.00 270.94 270.94 85.02 3,661.11 8,699.75 270.94 85.02
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
122. Apr 15, 09 10,715.16 23,666.45
123. May 15, 09 10,603.92 23,441.99
124. Jun 15, 09 10,425.43 74,149.68
125. Jul 15, 09 10,017.46 22,186.25
126. Aug 15, 09 9,913.04 21,975.46
127. Sep 15, 09 9,809.58 21,766.56
128. Oct 15, 09 9,707.06 21,559.51
129. Nov 15, 09 9,605.48 21,354.32
130. Dec 15, 09 9,467.40 50,725.36
131. Jan 15, 10 9,194.19 20,479.67
132. Feb 15, 10 9,097.58 20,284.40
133. Mar 15, 10 9,001.85 20,090.88
134. Apr 15, 10 8,906.99 19,899.09
135. May 15, 10 8,813.00 19,709.01
136. Jun 15, 10 8,663.62 66,892.09
137. Jul 15, 10 8,293.50 18,585.26
138. Aug 15, 10 8,205.62 18,407.40
139. Sep 15, 10 8,118.53 18,231.14
140. Oct 15, 10 8,032.25 18,056.45
141. Nov 15, 10 7,946.76 17,883.34
142. Dec 15, 10 7,831.38 45,426.51
143. Jan 15, 11 7,584.91 17,105.98
144. Feb 15, 11 7,503.82 16,941.66
145. Mar 15, 11 7,423.48 16,778.82
146. Apr 15, 11 7,343.88 16,617.44
147. May 15, 11 7,265.01 16,457.50
148. Jun 15, 11 7,138.93 63,158.38
149. Jul 15, 11 6,785.95 15,408.38
150. Aug 15, 11 6,712.01 15,259.07
151. Sep 15, 11 6,638.78 15,111.13
152. Oct 15, 11 6,566.26 14,964.54
153. Nov 15, 11 6,494.44 14,819.31
154. Dec 15, 11 6,400.60 39,048.17
155. Jan 15, 12 6,187.25 14,153.95
156. Feb 15, 12 6,119.31 14,016.37
157. Mar 15, 12 6,052.03 13,880.06
158. Apr 15, 12 5,985.40 13,745.00
159. May 15, 12 5,919.41 13,611.18
160. Jun 15, 12 5,814.36 60,850.17
161. Jul 15, 12 5,471.88 12,615.31
162. Aug 15, 12 5,411.31 12,492.30
163. Sep 15, 12 5,351.33 12,370.42
164. Oct 15, 12 5,291.93 12,249.66
165. Nov 15, 12 5,233.11 12,130.02
166. Dec 15, 12 5,158.42 34,160.34
167. Jan 15, 13 4,970.87 11,553.96
168. Feb 15, 13 4,915.38 11,440.92
169. Mar 15, 13 4,860.43 11,328.93
170. Apr 15, 13 4,806.02 11,217.97
171. May 15, 13 4,752.13 11,108.04
172. Jun 15, 13 4,671.36 53,577.80
173. Jul 15, 13 4,368.87 10,241.70
174. Aug 15, 13 4,319.67 10,141.16
175. Sep 15, 13 4,270.95 10,041.55
176. Oct 15, 13 4,222.71 9,942.86
177. Nov 15, 13 4,174.94 9,845.09
178. Dec 15, 13 4,102.91 55,290.64
179. Jan 15, 14 3,789.04 8,962.16
180. Feb 15, 14 3,745.98 8,873.88
181. Mar 15, 14 3,703.34 8,786.41
182. Apr 15, 14 3,661.11 8,699.75
</TABLE>
3 of 4 loan level CF
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
183. May 15, 14 4,994.59 3,703.58 8,698.17 566,363.62 0.00 4,994.59 0.00 0.00
184. Jun 15, 14 22,103.21 3,653.91 25,757.11 544,260.41 17,303.54 4,799.67 0.00 0.00
185. Jul 15, 14 4,757.71 3,509.96 8,267.68 539,502.70 0.00 4,757.71 0.00 0.00
186. Aug 15, 14 4,716.12 3,470.66 8,186.78 534,786.58 0.00 4,716.12 0.00 0.00
187. Sep 15, 14 4,674.90 3,431.67 8,106.56 530,111.68 0.00 4,674.90 0.00 0.00
188. Oct 15, 14 4,634.03 3,392.98 8,027.01 525,477.65 0.00 4,634.03 0.00 0.00
189. Nov 15, 14 4,593.52 3,354.61 7,948.13 520,884.13 0.00 4,593.52 0.00 0.00
190. Dec 15, 14 79,611.50 3,290.94 82,902.45 441,272.63 75,720.05 3,891.45 0.00 0.00
191. Jan 15, 15 3,857.43 2,802.14 6,659.57 437,415.19 0.00 3,857.43 0.00 0.00
192. Feb 15, 15 3,823.71 2,770.12 6,593.83 433,591.48 0.00 3,823.71 0.00 0.00
193. Mar 15, 15 3,790.29 2,738.35 6,528.64 429,801.19 0.00 3,790.29 0.00 0.00
194. Apr 15, 15 3,757.16 2,706.84 6,464.00 426,044.04 0.00 3,757.15 0.00 0.00
195. May 15, 15 3,724.31 2,675.59 6,399.90 422,319.72 0.00 3,724.31 0.00 0.00
196. Jun 15, 15 3,691.76 2,644.58 6,336.34 418,627.97 0.00 3,691.75 0.00 0.00
197. Jul 15, 15 3,659.48 2,615.46 6,274.95 414,968.49 0.00 3,659.48 0.00 0.00
198. Aug 15, 15 3,627.49 2,592.60 6,220.09 411,340.99 0.00 3,627.49 0.00 0.00
199. Sep 15, 15 3,595.78 2,569.94 6,165.72 407,745.21 0.00 3,595.78 0.00 0.00
200. Oct 15, 15 3,564.35 2,547.47 6,111.82 404,180.86 0.00 3,564.35 0.00 0.00
201. Nov 15, 15 3,533.19 2,525.20 6,058.40 400,647.67 0.00 3,533.19 0.00 0.00
202. Dec 15, 15 35,318.68 2,496.11 37,814.80 365,328.98 32,096.96 3,221.73 0.00 0.00
203. Jan 15, 16 3,193.56 2,282.47 5,476.03 362,135.42 0.00 3,193.56 0.00 0.00
204. Feb 15, 16 3,165.65 2,262.52 5,428.16 358,969.77 0.00 3,165.65 0.00 0.00
205. Mar 15, 16 3,137.97 2,242.74 5,380.71 355,831.80 0.00 3,137.97 0.00 0.00
206. Apr 15, 16 3,110.54 2,223.13 5,333.68 352,721.26 0.00 3,110.54 0.00 0.00
207. May 15, 16 3,083.35 2,203.70 5,287.05 349,637.91 0.00 3,083.35 0.00 0.00
208. Jun 15, 16 349,637.91 2,108.03 351,745.93 0 349,637.91 0.00 0.00 0
Total 5,866,628.32 3,685,481.07 9,552,109.39 2,367,508.00 3,499,120.32 0.00 0
9823012 2,340,129.51 2,508,634.89 9823012 2,340,129.51 2,508,634.89 9823012
9823026 5,120,866.04 5,593,968.12 9823026 5,120,866.04 5,593,968.12 9823026
9823028 2,265,426.08 2,534,765.40 9823028 2,265,426.08 2,534,765.40 9823028
9823030 2,357,764.11 1,931,097.27 9823030 2,357,764.11 1,931,097.27 9823030
9823031 2,506,522.81 2,063,998.88 9823031 2,506,522.81 2,063,998.88 9823031
9823032 2,709,583.17 2,219,772.43 9823032 2,709,583.17 2,219,772.43 9823032
9823033 1,623,091.15 1,313,861.20 9823033 1,623,091.15 1,313,861.20 9823033
9823035 8,505,273.14 9,003,073.56 9823035 8,505,273.14 9,003,073.56 9823035
9823042 5,866,628.32 4,978,524.11 9823042 5,866,628.32 4,978,524.11 9823042
9823054 3,429,285.15 2,910,151.98 9823054 3,429,285.15 2,910,151.98 9823054
9823069 4,610,168.48 3,912,270.11 9823069 4,610,168.48 3,912,270.11 9823069
9823072 4,043,344.48 3,431,253.25 9823072 4,043,344.48 3,431,253.25 9823072
9823074 2,616,837.43 2,220,694.42 9823074 2,616,837.43 2,220,694.42 9823074
9823076 3,297,026.22 2,797,914.67 9823076 3,297,026.22 2,797,914.67 9823076
9823082 2,735,910.74 3,016,614.63 9823082 2,735,910.74 3,016,614.63 9823082
9823094 2,416,142.08 2,314,576.94 9823094 2,416,142.08 2,314,576.94 9823094
9823097 1,253,787.12 1,626,301.89 9823097 1,253,787.12 1,626,301.89 9823097
9823098 6,467,952.90 4,672,026.44 9823098 6,467,952.90 4,672,026.44 9823098
9823099 1,783,025.22 1,544,270.58 9823099 1,783,025.22 1,544,270.58 9823099
9823101 1,600,575.96 1,372,525.67 9823101 1,600,575.96 1,372,525.67 9823101
9823102 10,684,277.65 10,212,167.04 9823102 10,684,277.65 10,212,145.38 9823102
9823109 2,560,917.25 2,865,387.72 9823109 2,560,917.25 2,865,387.72 9823109
9823113 2,324,301.41 1,866,940.81 9823113 2,324,301.41 1,866,940.81 9823113
9823114 1,954,384.81 1,660,263.93 9823114 1,954,384.81 1,660,263.93 9823114
9823115 2,639,019.66 2,301,142.84 9823115 2,639,019.66 2,301,142.84 9823115
9823118 1,154,723.89 738,109.11 9823118 1,154,723.89 738,109.11 9823118
9823121 2,401,280.67 2,381,952.80 9823121 2,401,280.67 2,381,952.80 9823121
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
183. May 15, 14 0.00 0.00 258.77 258.77 84.28 3,619.30 8,613.90 258.77 84.28
184. Jun 15, 14 0.00 0.00 239.21 239.21 83.54 3,570.37 25,673.58 239.21 83.54
185. Jul 15, 14 0.00 0.00 228.53 228.53 80.28 3,429.69 8,187.40 228.53 80.28
186. Aug 15, 14 0.00 0.00 217.91 217.91 79.58 3,391.08 8,107.21 217.91 79.58
187. Sep 15, 14 0.00 0.00 207.35 207.35 78.88 3,352.79 8,027.68 207.35 78.88
188. Oct 15, 14 0.00 0.00 196.85 196.85 78.19 3,314.79 7,948.82 196.85 78.19
189. Nov 15, 14 0.00 0.00 186.41 186.41 77.51 3,277.10 7,870.62 186.41 77.51
190. Dec 15, 14 0.00 0.00 150.45 150.45 76.83 3,214.11 82,825.62 150.45 76.83
191. Jan 15, 15 0.00 0.00 141.63 141.63 65.09 2,737.05 6,594.48 141.63 65.09
192. Feb 15, 15 0.00 0.00 132.87 132.87 64.52 2,705.60 6,529.31 132.87 64.52
193. Mar 15, 15 0.00 0.00 124.16 124.16 63.95 2,674.40 6,464.69 124.16 63.95
194. Apr 15, 15 0.00 0.00 115.5 115.5 63.4 2,643.45 6,400.60 115.5 63.4
195. May 15, 15 0.00 0.00 106.9 106.9 62.84 2,612.75 6,337.06 106.9 62.84
196. Jun 15, 15 0.00 0.00 98.35 98.35 62.29 2,582.29 6,274.05 98.35 62.29
197. Jul 15, 15 0.00 91.49 0 91.49 61.75 2,553.72 6,213.20 91.49 61.75
198. Aug 15, 15 0.00 90.69 0 90.69 61.21 2,531.39 6,158.89 90.69 61.21
199. Sep 15, 15 0.00 89.89 0 89.89 60.67 2,509.27 6,105.05 89.89 60.67
200. Oct 15, 15 0.00 89.11 0 89.11 60.14 2,487.33 6,051.68 89.11 60.14
201. Nov 15, 15 0.00 88.33 0 88.33 59.62 2,465.59 5,998.78 88.33 59.62
202. Dec 15, 15 0.00 80.54 0 80.54 59.1 2,437.02 37,755.70 80.54 59.1
203. Jan 15, 16 0.00 79.84 0 79.84 53.89 2,228.58 5,422.15 79.84 53.89
204. Feb 15, 16 0.00 79.14 0 79.14 53.41 2,209.10 5,374.75 79.14 53.41
205. Mar 15, 16 0.00 78.45 0 78.45 52.95 2,189.79 5,327.76 78.45 52.95
206. Apr 15, 16 0.00 77.76 0 77.76 52.49 2,170.65 5,281.19 77.76 52.49
207. May 15, 16 0.00 77.08 0 77.08 52.03 2,151.67 5,235.02 77.08 52.03
208. Jun 15, 16 0.00 0.00 0 0 51.57 2,056.45 351,694.36 0 51.57
Total 0.00 922.33 708,992.12 709,914.45 72,795.48 3,612,685.59 9,479,313.91 709,914.45 72,795.48
9823012 2,340,129.51 2,508,634.89
9823026 5,120,866.04 5,593,968.12
9823028 2,265,426.08 2,534,765.40
9823030 2,357,764.11 1,524,912.52
9823031 2,506,522.81 1,830,029.92
9823032 2,709,583.17 2,219,772.43
9823033 1,623,091.15 1,209,376.09
9823035 8,505,273.14 9,003,073.56
9823042 5,866,628.32 3,685,481.07
9823054 3,429,285.15 2,154,315.10
9823069 4,610,168.48 2,896,159.03
9823072 4,043,344.48 2,540,073.88
9823074 2,616,837.43 1,643,926.38
9823076 3,297,026.22 2,071,228.56
9823082 2,735,910.74 3,016,614.63
9823094 2,416,142.08 2,314,576.94
9823097 1,253,787.12 1,626,301.89
9823098 6,467,952.90 4,189,451.87
9823099 1,783,025.22 1,544,270.58
9823101 1,600,575.96 1,372,525.67
9823102 10,684,277.65 9,584,164.54
9823109 2,560,917.25 2,865,387.72
9823113 2,324,301.41 1,866,940.81
9823114 1,954,384.81 1,660,263.93
9823115 2,639,019.66 2,301,142.84
9823118 1,154,723.89 717,604.59
9823121 2,401,280.67 2,381,952.80
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
183. May 15, 14 3,619.30 8,613.90
184. Jun 15, 14 3,570.37 25,673.58
185. Jul 15, 14 3,429.69 8,187.40
186. Aug 15, 14 3,391.08 8,107.21
187. Sep 15, 14 3,352.79 8,027.68
188. Oct 15, 14 3,314.79 7,948.82
189. Nov 15, 14 3,277.10 7,870.62
190. Dec 15, 14 3,214.11 82,825.62
191. Jan 15, 15 2,737.05 6,594.48
192. Feb 15, 15 2,705.60 6,529.31
193. Mar 15, 15 2,674.40 6,464.69
194. Apr 15, 15 2,643.45 6,400.60
195. May 15, 15 2,612.75 6,337.06
196. Jun 15, 15 2,582.29 6,274.05
197. Jul 15, 15 2,553.72 6,213.20
198. Aug 15, 15 2,531.39 6,158.89
199. Sep 15, 15 2,509.27 6,105.05
200. Oct 15, 15 2,487.33 6,051.68
201. Nov 15, 15 2,465.59 5,998.78
202. Dec 15, 15 2,437.02 37,755.70
203. Jan 15, 16 2,228.58 5,422.15
204. Feb 15, 16 2,209.10 5,374.75
205. Mar 15, 16 2,189.79 5,327.76
206. Apr 15, 16 2,170.65 5,281.19
207. May 15, 16 2,151.67 5,235.02
208. Jun 15, 16 2,056.45 351,694.36
Total 3,612,685.59 9,479,313.91
9823012
9823026
9823028
9823030
9823031
9823032
9823033
9823035
9823042
9823054
9823069
9823072
9823074
9823076
9823082
9823094
9823097
9823098
9823099
9823101
9823102
9823109
9823113
9823114
9823115
9823118
9823121
</TABLE>
4 of 4 loan level CF
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
0. Feb 15, 99 0.00 0.00 0 3,429,285.15 0.00 0.00 0 0.00
1. Mar 15, 99 0.00 20,675.73 20,675.73 3,429,285.15 0.00 0.00 0.00 0.00
2. Apr 15, 99 0.00 20,675.73 20,675.73 3,429,285.15 0.00 0.00 0.00 0.00
3. May 15, 99 0.00 20,675.73 20,675.73 3,429,285.16 0.00 0.00 0.00 0.00
4. Jun 15, 99 101,325.34 20,675.73 122,001.07 3,327,959.82 101,325.34 0.00 0.00 0.00
5. Jul 15, 99 0.00 20,064.82 20,064.82 3,327,959.82 0.00 0.00 0.00 0.00
6. Aug 15, 99 0.00 20,064.82 20,064.82 3,327,959.83 0.00 0.00 0.00 0.00
7. Sep 15, 99 0.00 20,064.82 20,064.82 3,327,959.83 0.00 0.00 0.00 0.00
8. Oct 15, 99 0.00 20,064.82 20,064.82 3,327,959.83 0.00 0.00 0.00 0.00
9. Nov 15, 99 0.00 20,064.82 20,064.82 3,327,959.84 0.00 0.00 0.00 0.00
10. Dec 15, 99 55,125.95 20,064.82 75,190.77 3,272,833.89 55,125.95 0.00 0.00 0.00
11. Jan 15, 00 0.00 19,732.46 19,732.46 3,272,833.89 0.00 0.00 0.00 0.00
12. Feb 15, 00 0.00 19,732.46 19,732.46 3,272,833.90 0.00 0.00 0.00 0.00
13. Mar 15, 00 0.00 19,732.46 19,732.46 3,272,833.90 0.00 0.00 0.00 0.00
14. Apr 15, 00 0.00 19,732.46 19,732.46 3,272,833.90 0.00 0.00 0.00 0.00
15. May 15, 00 0.00 19,732.46 19,732.46 3,272,833.90 0.00 0.00 0.00 0.00
16. Jun 15, 00 43,570.45 19,732.46 63,302.91 3,229,263.45 43,570.45 0.00 0.00 0.00
17. Jul 15, 00 28,228.97 26,801.92 55,030.88 3,201,034.48 0.00 28,228.96 0.00 0.00
18. Aug 15, 00 27,982.20 26,548.26 54,530.46 3,173,052.28 0.00 27,982.20 0.00 0.00
19. Sep 15, 00 27,737.59 26,296.84 54,034.43 3,145,314.69 0.00 27,737.59 0.00 0.00
20. Oct 15, 00 27,495.12 26,047.64 53,542.76 3,117,819.57 0.00 27,495.12 0.00 0.00
21. Nov 15, 00 27,254.77 25,800.64 53,055.41 3,090,564.80 0.00 27,254.77 0.00 0.00
22. Dec 15, 00 84,786.49 25,425.29 110,211.78 3,005,778.31 58,279.43 26,507.06 0.00 0.00
23. Jan 15, 01 26,275.34 24,835.83 51,111.17 2,979,502.97 0.00 26,275.34 0.00 0.00
24. Feb 15, 01 26,045.65 24,599.86 50,645.51 2,953,457.31 0.00 26,045.66 0.00 0.00
25. Mar 15, 01 25,817.97 24,365.97 50,183.94 2,927,639.34 0.00 25,817.97 0.00 0.00
26. Apr 15, 01 25,592.28 24,134.15 49,726.43 2,902,047.06 0.00 25,592.28 0.00 0.00
27. May 15, 01 25,368.56 23,904.38 49,272.94 2,876,678.49 0.00 25,368.57 0.00 0.00
28. Jun 15, 01 66,219.55 23,585.42 89,804.98 2,810,458.94 41,434.96 24,784.60 0.00 0.00
29. Jul 15, 01 24,567.94 23,113.13 47,681.07 2,785,891.00 0.00 24,567.94 0.00 0.00
30. Aug 15, 01 24,353.17 22,892.63 47,245.81 2,761,537.83 0.00 24,353.18 0.00 0.00
31. Sep 15, 01 24,140.29 22,674.08 46,814.37 2,737,397.54 0.00 24,140.29 0.00 0.00
32. Oct 15, 01 23,929.26 22,457.47 46,386.73 2,713,468.28 0.00 23,929.26 0.00 0.00
33. Nov 15, 01 23,720.08 22,242.78 45,962.86 2,689,748.20 0.00 23,720.08 0.00 0.00
34. Dec 15, 01 78,186.04 21,910.79 100,096.83 2,611,562.16 55,155.45 23,030.58 0.00 0.00
35. Jan 15, 02 22,829.26 21,371.67 44,200.93 2,588,732.90 0.00 22,829.26 0.00 0.00
36. Feb 15, 02 22,629.70 21,166.93 43,796.62 2,566,103.21 0.00 22,629.70 0.00 0.00
37. Mar 15, 02 22,431.88 20,964.00 43,395.87 2,543,671.33 0.00 22,431.88 0.00 0.00
38. Apr 15, 02 22,235.78 20,762.87 42,998.66 2,521,435.55 0.00 22,235.79 0.00 0.00
39. May 15, 02 22,041.41 20,563.53 42,604.94 2,499,394.14 0.00 22,041.41 0.00 0.00
40. Jun 15, 02 61,772.67 20,280.61 82,053.27 2,437,621.47 40,276.01 21,496.65 0.00 0.00
41. Jul 15, 02 21,308.74 19,845.12 41,153.86 2,416,312.73 0.00 21,308.74 0.00 0.00
42. Aug 15, 02 21,122.47 19,654.17 40,776.64 2,395,190.27 0.00 21,122.47 0.00 0.00
43. Sep 15, 02 20,937.82 19,464.92 40,402.74 2,374,252.45 0.00 20,937.82 0.00 0.00
44. Oct 15, 02 20,754.79 19,277.36 40,032.15 2,353,497.65 0.00 20,754.79 0.00 0.00
45. Nov 15, 02 20,573.36 19,091.46 39,664.82 2,332,924.29 0.00 20,573.36 0.00 0.00
46. Dec 15, 02 76,946.95 18,788.82 95,735.76 2,255,977.35 57,052.16 19,894.79 0.00 0.00
47. Jan 15, 03 19,720.88 18,266.70 37,987.58 2,236,256.47 0.00 19,720.88 0.00 0.00
48. Feb 15, 03 19,548.48 18,090.15 37,638.64 2,216,707.98 0.00 19,548.48 0.00 0.00
49. Mar 15, 03 19,377.60 17,915.18 37,292.78 2,197,330.38 0.00 19,377.60 0.00 0.00
50. Apr 15, 03 19,208.21 17,741.76 36,949.97 2,178,122.18 0.00 19,208.21 0.00 0.00
51. May 15, 03 19,040.30 17,569.89 36,610.19 2,159,081.88 0.00 19,040.30 0.00 0.00
52. Jun 15, 03 55,008.07 17,325.57 72,333.64 2,104,073.80 36,452.88 18,555.20 0.00 0.00
53. Jul 15, 03 18,392.99 16,939.82 35,332.81 2,085,680.81 0.00 18,392.99 0.00 0.00
54. Aug 15, 03 18,232.21 16,775.33 35,007.54 2,067,448.60 0.00 18,232.21 0.00 0.00
55. Sep 15, 03 18,072.83 16,612.32 34,685.15 2,049,375.77 0.00 18,072.83 0.00 0.00
56. Oct 15, 03 17,914.84 16,450.76 34,365.60 2,031,460.93 0.00 17,914.85 0.00 0.00
57. Nov 15, 03 17,758.24 16,290.64 34,048.88 2,013,702.69 0.00 17,758.24 0.00 0.00
58. Dec 15, 03 69,987.07 16,027.22 86,014.29 1,943,715.62 52,846.02 17,141.05 0.00 0.00
59. Jan 15, 04 16,991.21 15,555.46 32,546.67 1,926,724.41 0.00 16,991.21 0.00 0.00
60. Feb 15, 04 16,842.68 15,403.69 32,246.37 1,909,881.73 0.00 16,842.68 0.00 0.00
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
0. Feb 15, 99 0.00 0.00 0 0 0 0 0 0 0
1. Mar 15, 99 0.00 0.00 0 0 505.82 20,169.91 20,169.91 0 865.33
2. Apr 15, 99 0.00 0.00 0 0 505.82 20,169.91 20,169.91 0 865.33
3. May 15, 99 0.00 0.00 0 0 505.82 20,169.91 20,169.91 0 865.33
4. Jun 15, 99 0.00 0.00 0 0 505.82 20,169.91 121,495.25 0 865.33
5. Jul 15, 99 0.00 0.00 0 0 490.87 19,573.95 19,573.95 0 839.76
6. Aug 15, 99 0.00 0.00 0 0 490.87 19,573.95 19,573.95 0 839.76
7. Sep 15, 99 0.00 0.00 0 0 490.87 19,573.95 19,573.95 0 839.76
8. Oct 15, 99 0.00 0.00 0 0 490.87 19,573.95 19,573.95 0 839.76
9. Nov 15, 99 0.00 0.00 0 0 490.87 19,573.95 19,573.95 0 839.76
10. Dec 15, 99 0.00 0.00 0 0 490.87 19,573.95 74,699.90 0 839.76
11. Jan 15, 00 0.00 0.00 0 0 482.74 19,249.72 19,249.72 0 825.85
12. Feb 15, 00 0.00 0.00 0 0 482.74 19,249.72 19,249.72 0 825.85
13. Mar 15, 00 0.00 0.00 0 0 482.74 19,249.72 19,249.72 0 825.85
14. Apr 15, 00 0.00 0.00 0 0 482.74 19,249.72 19,249.72 0 825.85
15. May 15, 00 0.00 0.00 0 0 482.74 19,249.72 19,249.72 0 825.85
16. Jun 15, 00 0.00 0.00 0 0 482.74 19,249.72 62,820.17 0 825.85
17. Jul 15, 00 0.00 0.00 7,332.15 7,332.15 476.32 26,325.60 54,554.57 12,543.43 814.86
18. Aug 15, 00 0.00 0.00 7,248.69 7,248.69 472.15 26,076.11 54,058.31 12,400.65 807.73
19. Sep 15, 00 0.00 0.00 7,165.98 7,165.98 468.03 25,828.81 53,566.41 12,259.15 800.67
20. Oct 15, 00 0.00 0.00 7,084.01 7,084.01 463.93 25,583.71 53,078.83 12,118.93 793.67
21. Nov 15, 00 0.00 0.00 7,002.79 7,002.79 459.88 25,340.76 52,595.53 11,979.97 786.73
22. Dec 15, 00 0.00 0.00 6,791.76 6,791.76 455.86 24,969.43 109,755.92 11,618.96 779.86
23. Jan 15, 01 0.00 0.00 6,713.49 6,713.49 443.35 24,392.48 50,667.82 11,485.07 758.46
24. Feb 15, 01 0.00 0.00 6,635.94 6,635.94 439.48 24,160.38 50,206.03 11,352.39 751.83
25. Mar 15, 01 0.00 0.00 6,559.08 6,559.08 435.63 23,930.33 49,748.31 11,220.91 745.26
26. Apr 15, 01 0.00 0.00 6,482.92 6,482.92 431.83 23,702.32 49,294.60 11,090.62 738.75
27. May 15, 01 0.00 0.00 6,407.45 6,407.45 428.05 23,476.32 48,844.89 10,961.50 732.29
28. Jun 15, 01 0.00 0.00 6,241.45 6,241.45 424.31 23,161.11 89,380.67 10,677.52 725.89
29. Jul 15, 01 0.00 0.00 6,168.41 6,168.41 414.54 22,698.59 47,266.53 10,552.57 709.18
30. Aug 15, 01 0.00 0.00 6,096.03 6,096.03 410.92 22,481.71 46,834.89 10,428.75 702.98
31. Sep 15, 01 0.00 0.00 6,024.31 6,024.31 407.33 22,266.76 46,407.04 10,306.06 696.83
32. Oct 15, 01 0.00 0.00 5,953.25 5,953.25 403.77 22,053.71 45,982.97 10,184.48 690.74
33. Nov 15, 01 0.00 0.00 5,882.83 5,882.83 400.24 21,842.54 45,562.63 10,064.01 684.7
34. Dec 15, 01 0.00 0.00 5,693.85 5,693.85 396.74 21,514.05 99,700.09 9,740.72 678.72
35. Jan 15, 02 0.00 0.00 5,626.13 5,626.13 385.21 20,986.47 43,815.73 9,624.86 658.99
36. Feb 15, 02 0.00 0.00 5,559.02 5,559.02 381.84 20,785.09 43,414.78 9,510.07 653.23
37. Mar 15, 02 0.00 0.00 5,492.53 5,492.53 378.5 20,585.50 43,017.37 9,396.32 647.52
38. Apr 15, 02 0.00 0.00 5,426.65 5,426.65 375.19 20,387.68 42,623.46 9,283.61 641.86
39. May 15, 02 0.00 0.00 5,361.38 5,361.38 371.91 20,191.62 42,233.03 9,171.94 636.25
40. Jun 15, 02 0.00 0.00 5,211.34 5,211.34 368.66 19,911.95 81,684.61 8,915.27 630.68
41. Jul 15, 02 0.00 0.00 5,148.29 5,148.29 359.55 19,485.57 40,794.31 8,807.41 615.1
42. Aug 15, 02 0.00 0.00 5,085.82 5,085.82 356.41 19,297.77 40,420.23 8,700.53 609.72
43. Sep 15, 02 0.00 0.00 5,023.92 5,023.92 353.29 19,111.63 40,049.45 8,594.64 604.39
44. Oct 15, 02 0.00 0.00 4,962.59 4,962.59 350.2 18,927.15 39,681.95 8,489.73 599.11
45. Nov 15, 02 0.00 0.00 4,901.83 4,901.83 347.14 18,744.32 39,317.68 8,385.78 593.87
46. Dec 15, 02 0.00 0.00 4,723.23 4,723.23 344.11 18,444.71 95,391.66 8,080.23 588.68
47. Jan 15, 03 0.00 0.00 4,665.04 4,665.04 332.76 17,933.95 37,654.82 7,980.69 569.26
48. Feb 15, 03 0.00 0.00 4,607.39 4,607.39 329.85 17,760.31 37,308.79 7,882.06 564.29
49. Mar 15, 03 0.00 0.00 4,550.28 4,550.28 326.96 17,588.21 36,965.81 7,784.35 559.35
50. Apr 15, 03 0.00 0.00 4,493.69 4,493.69 324.11 17,417.65 36,625.86 7,687.55 554.46
51. May 15, 03 0.00 0.00 4,437.63 4,437.63 321.27 17,248.62 36,288.91 7,591.65 549.62
52. Jun 15, 03 0.00 0.00 4,308.10 4,308.10 318.46 17,007.10 72,015.18 7,370.06 544.81
53. Jul 15, 03 0.00 0.00 4,254.01 4,254.01 310.35 16,629.47 35,022.46 7,277.52 530.93
54. Aug 15, 03 0.00 0.00 4,200.42 4,200.42 307.64 16,467.70 34,699.91 7,185.84 526.29
55. Sep 15, 03 0.00 0.00 4,147.33 4,147.33 304.95 16,307.37 34,380.20 7,095.01 521.69
56. Oct 15, 03 0.00 0.00 4,094.73 4,094.73 302.28 16,148.47 34,063.32 7,005.03 517.13
57. Nov 15, 03 0.00 0.00 4,042.62 4,042.62 299.64 15,991.00 33,749.24 6,915.89 512.61
58. Dec 15, 03 0.00 0.00 3,886.27 3,886.27 297.02 15,730.20 85,717.27 6,648.41 508.13
59. Jan 15, 04 0.00 0.00 3,836.47 3,836.47 286.7 15,268.76 32,259.97 6,563.22 490.47
60. Feb 15, 04 0.00 0.00 3,787.15 3,787.15 284.19 15,119.50 31,962.18 6,478.84 486.18
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
0. Feb 15, 99 0 0
1. Mar 15, 99 34,505.55 34,505.55
2. Apr 15, 99 34,505.55 34,505.55
3. May 15, 99 34,505.55 34,505.55
4. Jun 15, 99 34,505.55 207,847.25
5. Jul 15, 99 33,486.01 33,486.01
6. Aug 15, 99 33,486.01 33,486.01
7. Sep 15, 99 33,486.01 33,486.01
8. Oct 15, 99 33,486.01 33,486.01
9. Nov 15, 99 33,486.01 33,486.01
10. Dec 15, 99 33,486.01 127,792.38
11. Jan 15, 00 32,931.34 32,931.34
12. Feb 15, 00 32,931.34 32,931.34
13. Mar 15, 00 32,931.34 32,931.34
14. Apr 15, 00 32,931.34 32,931.34
15. May 15, 00 32,931.34 32,931.34
16. Jun 15, 00 32,931.34 107,469.22
17. Jul 15, 00 45,036.35 93,328.88
18. Aug 15, 00 44,609.54 92,479.90
19. Sep 15, 00 44,186.48 91,638.39
20. Oct 15, 00 43,767.17 90,804.26
21. Nov 15, 00 43,351.55 89,977.47
22. Dec 15, 00 42,716.30 187,764.26
23. Jan 15, 01 41,729.28 86,679.66
24. Feb 15, 01 41,332.22 85,889.66
25. Mar 15, 01 40,938.67 85,106.61
26. Apr 15, 01 40,548.60 84,330.43
27. May 15, 01 40,161.97 83,561.09
28. Jun 15, 01 39,622.73 152,907.43
29. Jul 15, 01 38,831.47 80,860.92
30. Aug 15, 01 38,460.45 80,122.49
31. Sep 15, 01 38,092.72 79,390.57
32. Oct 15, 01 37,728.24 78,665.08
33. Nov 15, 01 37,367.00 77,945.98
34. Dec 15, 01 36,805.03 170,561.31
35. Jan 15, 02 35,902.47 74,957.48
36. Feb 15, 02 35,557.96 74,271.57
37. Mar 15, 02 35,216.51 73,591.70
38. Apr 15, 02 34,878.10 72,917.83
39. May 15, 02 34,542.69 72,249.89
40. Jun 15, 02 34,064.24 139,741.45
41. Jul 15, 02 33,334.82 69,788.61
42. Aug 15, 02 33,013.53 69,148.66
43. Sep 15, 02 32,695.11 68,514.35
44. Oct 15, 02 32,379.51 67,885.64
45. Nov 15, 02 32,066.73 67,262.48
46. Dec 15, 02 31,554.17 163,190.69
47. Jan 15, 03 30,680.39 64,417.76
48. Feb 15, 03 30,383.33 63,825.78
49. Mar 15, 03 30,088.93 63,239.04
50. Apr 15, 03 29,797.14 62,657.47
51. May 15, 03 29,507.96 62,081.04
52. Jun 15, 03 29,094.80 123,199.52
53. Jul 15, 03 28,448.76 59,914.46
54. Aug 15, 03 28,172.01 59,362.65
55. Sep 15, 03 27,897.73 58,815.71
56. Oct 15, 03 27,625.90 58,273.61
57. Nov 15, 03 27,356.50 57,736.30
58. Dec 15, 03 26,910.33 146,640.28
59. Jan 15, 04 26,120.94 55,188.54
60. Feb 15, 04 25,865.59 54,679.09
</TABLE>
1 of 4 loan level CF (2)
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
61. Mar 15, 04 16,695.45 15,253.28 31,948.72 1,893,186.29 0.00 16,695.44 0.00 0.00
62. Apr 15, 04 16,549.50 15,104.21 31,653.71 1,876,636.79 0.00 16,549.50 0.00 0.00
63. May 15, 04 16,404.83 14,956.48 31,361.31 1,860,231.96 0.00 16,404.83 0.00 0.00
64. Jun 15, 04 54,391.52 14,735.75 69,127.27 1,805,840.44 38,466.35 15,925.17 0.00 0.00
65. Jul 15, 04 15,785.95 14,361.74 30,147.69 1,790,054.49 0.00 15,785.95 0.00 0.00
66. Aug 15, 04 15,647.96 14,220.92 29,868.87 1,774,406.53 0.00 15,647.96 0.00 0.00
67. Sep 15, 04 15,511.17 14,081.36 29,592.53 1,758,895.36 0.00 15,511.17 0.00 0.00
68. Oct 15, 04 15,375.58 13,943.06 29,318.63 1,743,519.78 0.00 15,375.58 0.00 0.00
69. Nov 15, 04 15,241.17 13,805.99 29,047.16 1,728,278.62 0.00 15,241.17 0.00 0.00
70. Dec 15, 04 57,447.43 13,589.84 71,037.26 1,670,831.19 42,712.87 14,734.56 0.00 0.00
71. Jan 15, 05 14,605.75 13,201.03 27,806.78 1,656,225.44 0.00 14,605.76 0.00 0.00
72. Feb 15, 05 14,478.08 13,070.92 27,549.00 1,641,747.36 0.00 14,478.08 0.00 0.00
73. Mar 15, 05 14,351.51 12,941.99 27,293.50 1,627,395.85 0.00 14,351.52 0.00 0.00
74. Apr 15, 05 14,226.06 12,814.21 27,040.27 1,613,169.79 0.00 14,226.06 0.00 0.00
75. May 15, 05 14,101.70 12,687.59 26,789.29 1,599,068.09 0.00 14,101.70 0.00 0.00
76. Jun 15, 05 59,830.69 12,477.60 72,308.29 1,539,237.39 46,256.62 13,574.07 0.00 0.00
77. Jul 15, 05 13,455.41 12,077.95 25,533.37 1,525,781.98 0.00 13,455.41 0.00 0.00
78. Aug 15, 05 13,337.79 11,958.28 25,296.07 1,512,444.19 0.00 13,337.79 0.00 0.00
79. Sep 15, 05 13,221.20 11,839.69 25,060.89 1,499,222.99 0.00 13,221.20 0.00 0.00
80. Oct 15, 05 13,105.62 11,722.17 24,827.79 1,486,117.37 0.00 13,105.62 0.00 0.00
81. Nov 15, 05 12,991.06 11,605.70 24,596.76 1,473,126.31 0.00 12,991.06 0.00 0.00
82. Dec 15, 05 38,803.83 11,443.97 50,247.80 1,434,322.48 26,154.97 12,648.86 0.00 0.00
83. Jan 15, 06 12,538.29 11,173.94 23,712.23 1,421,784.19 0.00 12,538.29 0.00 0.00
84. Feb 15, 06 12,428.68 11,062.62 23,491.30 1,409,355.51 0.00 12,428.68 0.00 0.00
85. Mar 15, 06 12,320.04 10,952.30 23,272.33 1,397,035.47 0.00 12,320.04 0.00 0.00
86. Apr 15, 06 12,212.34 10,842.97 23,055.31 1,384,823.14 0.00 12,212.34 0.00 0.00
87. May 15, 06 12,105.58 10,734.64 22,840.22 1,372,717.55 0.00 12,105.59 0.00 0.00
88. Jun 15, 06 68,689.45 10,529.34 79,218.79 1,304,028.10 57,189.62 11,499.83 0.00 0.00
89. Jul 15, 06 11,399.31 10,083.18 21,482.49 1,292,628.80 0.00 11,399.31 0.00 0.00
90. Aug 15, 06 11,299.66 9,982.73 21,282.38 1,281,329.14 0.00 11,299.66 0.00 0.00
91. Sep 15, 06 11,200.88 9,883.17 21,084.05 1,270,128.26 0.00 11,200.88 0.00 0.00
92. Oct 15, 06 11,102.97 9,784.50 20,887.47 1,259,025.29 0.00 11,102.97 0.00 0.00
93. Nov 15, 06 11,005.91 9,686.72 20,692.63 1,248,019.38 0.00 11,005.91 0.00 0.00
94. Dec 15, 06 30,898.37 9,556.44 40,454.81 1,217,121.01 20,164.95 10,733.43 0.00 0.00
95. Jan 15, 07 10,639.60 9,340.36 19,979.96 1,206,481.41 0.00 10,639.60 0.00 0.00
96. Feb 15, 07 10,546.59 9,246.72 19,793.31 1,195,934.83 0.00 10,546.59 0.00 0.00
97. Mar 15, 07 10,454.39 9,153.91 19,608.30 1,185,480.43 0.00 10,454.40 0.00 0.00
98. Apr 15, 07 10,363.01 9,061.93 19,424.94 1,175,117.42 0.00 10,363.01 0.00 0.00
99. May 15, 07 10,272.42 8,970.78 19,243.19 1,164,845.01 0.00 10,272.42 0.00 0.00
100. Jun 15, 07 52,187.79 8,812.87 61,000.66 1,112,657.22 42,375.60 9,812.19 0.00 0.00
101. Jul 15, 07 9,726.42 8,471.11 18,197.53 1,102,930.80 0.00 9,726.42 0.00 0.00
102. Aug 15, 07 9,641.39 8,385.62 18,027.01 1,093,289.41 0.00 9,641.39 0.00 0.00
103. Sep 15, 07 9,557.11 8,300.89 17,858.00 1,083,732.30 0.00 9,557.11 0.00 0.00
104. Oct 15, 07 9,473.57 8,216.92 17,690.49 1,074,258.73 0.00 9,473.57 0.00 0.00
105. Nov 15, 07 9,390.75 8,133.71 17,524.46 1,064,867.98 0.00 9,390.75 0.00 0.00
106. Dec 15, 07 24,706.26 8,027.46 32,733.72 1,040,161.71 15,533.39 9,172.87 0.00 0.00
107. Jan 15, 08 9,092.69 7,853.27 16,945.96 1,031,069.03 0.00 9,092.69 0.00 0.00
108. Feb 15, 08 9,013.20 7,773.47 16,786.67 1,022,055.82 0.00 9,013.20 0.00 0.00
109. Mar 15, 08 8,934.41 7,694.38 16,628.80 1,013,121.41 0.00 8,934.41 0.00 0.00
110. Apr 15, 08 8,856.31 7,616.01 16,472.32 1,004,265.10 0.00 8,856.31 0.00 0.00
111. May 15, 08 8,778.89 7,538.35 16,317.24 995,486.21 0.00 8,778.89 0.00 0.00
112. Jun 15, 08 41,007.92 7,413.60 48,421.52 954,478.29 32,590.66 8,417.26 0.00 0.00
113. Jul 15, 08 8,343.68 7,143.33 15,487.01 946,134.61 0.00 8,343.68 0.00 0.00
114. Aug 15, 08 8,270.74 7,070.23 15,340.97 937,863.87 0.00 8,270.74 0.00 0.00
115. Sep 15, 08 8,198.44 6,997.78 15,196.22 929,665.43 0.00 8,198.44 0.00 0.00
116. Oct 15, 08 8,126.77 6,925.99 15,052.76 921,538.65 0.00 8,126.77 0.00 0.00
117. Nov 15, 08 8,055.73 6,854.85 14,910.58 913,482.92 0.00 8,055.73 0.00 0.00
118. Dec 15, 08 24,331.10 6,761.30 31,092.40 889,151.82 16,489.94 7,841.16 0.00 0.00
119. Jan 15, 09 7,772.62 6,593.28 14,365.90 881,379.20 0.00 7,772.62 0.00 0.00
120. Feb 15, 09 7,704.67 6,525.30 14,229.98 873,674.53 0.00 7,704.67 0.00 0.00
121. Mar 15, 09 7,637.32 6,457.94 14,095.26 866,037.21 0.00 7,637.32 0.00 0.00
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
61. Mar 15, 04 0.00 0.00 3,738.28 3,738.28 281.71 14,971.57 31,667.02 6,395.24 481.93
62. Apr 15, 04 0.00 0.00 3,689.88 3,689.88 279.24 14,824.97 31,374.47 6,312.44 477.72
63. May 15, 04 0.00 0.00 3,641.93 3,641.93 276.8 14,679.68 31,084.51 6,230.40 473.54
64. Jun 15, 04 0.00 0.00 3,520.10 3,520.10 274.38 14,461.37 68,852.88 6,021.99 469.4
65. Jul 15, 04 0.00 0.00 3,474.02 3,474.02 266.36 14,095.38 29,881.33 5,943.16 455.68
66. Aug 15, 04 0.00 0.00 3,428.38 3,428.38 264.03 13,956.88 29,604.84 5,865.08 451.69
67. Sep 15, 04 0.00 0.00 3,383.17 3,383.17 261.72 13,819.63 29,330.80 5,787.73 447.74
68. Oct 15, 04 0.00 0.00 3,338.38 3,338.38 259.44 13,683.62 29,059.19 5,711.12 443.83
69. Nov 15, 04 0.00 0.00 3,294.02 3,294.02 257.17 13,548.82 28,789.99 5,635.23 439.95
70. Dec 15, 04 0.00 0.00 3,169.76 3,169.76 254.92 13,334.92 70,782.34 5,422.64 436.1
71. Jan 15, 05 0.00 0.00 3,127.31 3,127.31 246.45 12,954.58 27,560.34 5,350.02 421.61
72. Feb 15, 05 0.00 0.00 3,085.26 3,085.26 244.29 12,826.63 27,304.71 5,278.10 417.92
73. Mar 15, 05 0.00 0.00 3,043.62 3,043.62 242.16 12,699.83 27,051.34 5,206.85 414.27
74. Apr 15, 05 0.00 0.00 3,002.37 3,002.37 240.04 12,574.17 26,800.23 5,136.29 410.65
75. May 15, 05 0.00 0.00 2,961.52 2,961.52 237.94 12,449.64 26,551.34 5,066.39 407.06
76. Jun 15, 05 0.00 0.00 2,836.55 2,836.55 235.86 12,241.74 72,072.43 4,852.61 403.5
77. Jul 15, 05 0.00 0.00 2,797.63 2,797.63 227.04 11,850.92 25,306.33 4,786.03 388.4
78. Aug 15, 05 0.00 0.00 2,759.09 2,759.09 225.05 11,733.23 25,071.02 4,720.09 385.01
79. Sep 15, 05 0.00 0.00 2,720.91 2,720.91 223.09 11,616.60 24,837.80 4,654.78 381.64
80. Oct 15, 05 0.00 0.00 2,683.10 2,683.10 221.14 11,501.03 24,606.65 4,590.10 378.31
81. Nov 15, 05 0.00 0.00 2,645.65 2,645.65 219.2 11,386.50 24,377.56 4,526.03 375
82. Dec 15, 05 0.00 0.00 2,562.25 2,562.25 217.29 11,226.69 50,030.51 4,383.35 371.72
83. Jan 15, 06 0.00 0.00 2,526.17 2,526.17 211.56 10,962.38 23,500.67 4,321.63 361.93
84. Feb 15, 06 0.00 0.00 2,490.44 2,490.44 209.71 10,852.90 23,281.59 4,260.51 358.77
85. Mar 15, 06 0.00 0.00 2,455.06 2,455.06 207.88 10,744.42 23,064.45 4,199.97 355.63
86. Apr 15, 06 0.00 0.00 2,420.01 2,420.01 206.06 10,636.91 22,849.25 4,140.03 352.52
87. May 15, 06 0.00 0.00 2,385.31 2,385.31 204.26 10,530.38 22,635.96 4,080.66 349.44
88. Jun 15, 06 0.00 0.00 2,253.00 2,253.00 202.48 10,326.87 79,016.32 3,854.31 346.38
89. Jul 15, 06 0.00 0.00 2,220.98 2,220.98 192.34 9,890.84 21,290.14 3,799.52 329.05
90. Aug 15, 06 0.00 0.00 2,189.25 2,189.25 190.66 9,792.06 21,091.72 3,745.25 326.18
91. Sep 15, 06 0.00 0.00 2,157.82 2,157.82 189 9,694.17 20,895.05 3,691.48 323.32
92. Oct 15, 06 0.00 0.00 2,126.69 2,126.69 187.34 9,597.16 20,700.13 3,638.22 320.5
93. Nov 15, 06 0.00 0.00 2,095.84 2,095.84 185.71 9,501.01 20,506.92 3,585.45 317.7
94. Dec 15, 06 0.00 0.00 2,031.92 2,031.92 184.08 9,372.35 40,270.73 3,476.09 314.92
95. Jan 15, 07 0.00 0.00 2,002.14 2,002.14 179.53 9,160.84 19,800.43 3,425.15 307.12
96. Feb 15, 07 0.00 0.00 1,972.64 1,972.64 177.96 9,068.76 19,615.35 3,374.68 304.44
97. Mar 15, 07 0.00 0.00 1,943.42 1,943.42 176.4 8,977.51 19,431.90 3,324.69 301.78
98. Apr 15, 07 0.00 0.00 1,914.47 1,914.47 174.86 8,887.07 19,250.08 3,275.17 299.14
99. May 15, 07 0.00 0.00 1,885.80 1,885.80 173.33 8,797.45 19,069.86 3,226.12 296.52
100. Jun 15, 07 0.00 0.00 1,789.83 1,789.83 171.81 8,641.06 60,828.85 3,061.93 293.93
101. Jul 15, 07 0.00 0.00 1,762.72 1,762.72 164.12 8,306.99 18,033.41 3,015.55 280.76
102. Aug 15, 07 0.00 0.00 1,735.86 1,735.86 162.68 8,222.93 17,864.33 2,969.62 278.31
103. Sep 15, 07 0.00 0.00 1,709.26 1,709.26 161.26 8,139.63 17,696.74 2,924.11 275.87
104. Oct 15, 07 0.00 0.00 1,682.92 1,682.92 159.85 8,057.07 17,530.64 2,879.04 273.46
105. Nov 15, 07 0.00 0.00 1,656.83 1,656.83 158.45 7,975.26 17,366.01 2,834.40 271.07
106. Dec 15, 07 0.00 0.00 1,607.19 1,607.19 157.07 7,870.39 32,576.65 2,749.49 268.7
107. Jan 15, 08 0.00 0.00 1,581.97 1,581.97 153.42 7,699.85 16,792.54 2,706.34 262.47
108. Feb 15, 08 0.00 0.00 1,556.98 1,556.98 152.08 7,621.39 16,634.59 2,663.60 260.17
109. Mar 15, 08 0.00 0.00 1,532.24 1,532.24 150.75 7,543.63 16,478.04 2,621.27 257.9
110. Apr 15, 08 0.00 0.00 1,507.73 1,507.73 149.44 7,466.58 16,322.89 2,579.35 255.65
111. May 15, 08 0.00 0.00 1,483.46 1,483.46 148.13 7,390.22 16,169.11 2,537.83 253.41
112. Jun 15, 08 0.00 0.00 1,411.65 1,411.65 146.83 7,266.77 48,274.69 2,414.97 251.2
113. Jul 15, 08 0.00 0.00 1,388.62 1,388.62 140.79 7,002.55 15,346.23 2,375.58 240.85
114. Aug 15, 08 0.00 0.00 1,365.82 1,365.82 139.55 6,930.67 15,201.41 2,336.57 238.74
115. Sep 15, 08 0.00 0.00 1,343.24 1,343.24 138.33 6,859.44 15,057.89 2,297.94 236.66
116. Oct 15, 08 0.00 0.00 1,320.88 1,320.88 137.13 6,788.86 14,915.64 2,259.69 234.59
117. Nov 15, 08 0.00 0.00 1,298.74 1,298.74 135.93 6,718.92 14,774.65 2,221.80 232.54
118. Dec 15, 08 0.00 0.00 1,253.76 1,253.76 134.74 6,626.56 30,957.66 2,144.86 230.5
119. Jan 15, 09 0.00 0.00 1,232.44 1,232.44 131.15 6,462.13 14,234.75 2,108.38 224.36
120. Feb 15, 09 0.00 0.00 1,211.32 1,211.32 130 6,395.30 14,099.97 2,072.26 222.4
121. Mar 15, 09 0.00 0.00 1,190.41 1,190.41 128.87 6,329.07 13,966.40 2,036.49 220.46
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
61. Mar 15, 04 25,612.52 54,174.15
62. Apr 15, 04 25,361.72 53,673.67
63. May 15, 04 25,113.17 53,177.63
64. Jun 15, 04 24,739.69 117,789.64
65. Jul 15, 04 24,113.58 51,119.30
66. Aug 15, 04 23,876.65 50,646.30
67. Sep 15, 04 23,641.85 50,177.50
68. Oct 15, 04 23,409.16 49,712.84
69. Nov 15, 04 23,178.56 49,252.30
70. Dec 15, 04 22,812.62 121,090.46
71. Jan 15, 05 22,161.97 47,148.68
72. Feb 15, 05 21,943.08 46,711.36
73. Mar 15, 05 21,726.15 46,277.92
74. Apr 15, 05 21,511.18 45,848.33
75. May 15, 05 21,298.15 45,422.55
76. Jun 15, 05 20,942.48 123,297.47
77. Jul 15, 05 20,273.88 43,292.64
78. Aug 15, 05 20,072.55 42,890.09
79. Sep 15, 05 19,873.03 42,491.11
80. Oct 15, 05 19,675.31 42,095.68
81. Nov 15, 05 19,479.38 41,703.75
82. Dec 15, 05 19,205.99 85,589.39
83. Jan 15, 06 18,753.82 40,203.62
84. Feb 15, 06 18,566.54 39,828.83
85. Mar 15, 06 18,380.94 39,457.37
86. Apr 15, 06 18,197.03 39,089.22
87. May 15, 06 18,014.78 38,724.33
88. Jun 15, 06 17,666.62 135,176.67
89. Jul 15, 06 16,920.68 36,421.98
90. Aug 15, 06 16,751.71 36,082.53
91. Sep 15, 06 16,584.25 35,746.08
92. Oct 15, 06 16,418.28 35,412.61
93. Nov 15, 06 16,253.79 35,082.08
94. Dec 15, 06 16,033.69 68,892.90
95. Jan 15, 07 15,671.85 33,873.47
96. Feb 15, 07 15,514.33 33,556.84
97. Mar 15, 07 15,358.21 33,243.01
98. Apr 15, 07 15,203.50 32,931.95
99. May 15, 07 15,050.18 32,623.65
100. Jun 15, 07 14,782.63 104,062.58
101. Jul 15, 07 14,211.14 30,850.54
102. Aug 15, 07 14,067.33 30,561.28
103. Sep 15, 07 13,924.82 30,274.59
104. Oct 15, 07 13,783.58 29,990.43
105. Nov 15, 07 13,643.62 29,708.79
106. Dec 15, 07 13,464.22 55,730.31
107. Jan 15, 08 13,172.47 28,727.73
108. Feb 15, 08 13,038.24 28,457.52
109. Mar 15, 08 12,905.22 28,189.71
110. Apr 15, 08 12,773.40 27,924.28
111. May 15, 08 12,642.77 27,661.21
112. Jun 15, 08 12,431.58 82,585.62
113. Jul 15, 08 11,979.56 26,253.46
114. Aug 15, 08 11,856.60 26,005.72
115. Sep 15, 08 11,734.75 25,760.18
116. Oct 15, 08 11,614.00 25,516.83
117. Nov 15, 08 11,494.35 25,275.64
118. Dec 15, 08 11,336.35 52,960.62
119. Jan 15, 09 11,055.05 24,352.01
120. Feb 15, 09 10,940.72 24,121.44
121. Mar 15, 09 10,827.42 23,892.93
</TABLE>
2 of 4 loan level CF (2)
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
122. Apr 15, 09 7,570.56 6,391.19 13,961.75 858,466.65 0.00 7,570.56 0.00 0.00
123. May 15, 09 7,504.38 6,325.05 13,829.43 850,962.27 0.00 7,504.38 0.00 0.00
124. Jun 15, 09 37,249.44 6,219.61 43,469.05 813,712.83 30,073.55 7,175.89 0.00 0.00
125. Jul 15, 09 7,113.16 5,975.64 13,088.80 806,599.67 0.00 7,113.16 0.00 0.00
126. Aug 15, 09 7,050.98 5,913.56 12,964.54 799,548.69 0.00 7,050.98 0.00 0.00
127. Sep 15, 09 6,989.34 5,852.04 12,841.38 792,559.35 0.00 6,989.34 0.00 0.00
128. Oct 15, 09 6,928.25 5,791.08 12,719.33 785,631.10 0.00 6,928.25 0.00 0.00
129. Nov 15, 09 6,867.68 5,730.68 12,598.36 778,763.42 0.00 6,867.68 0.00 0.00
130. Dec 15, 09 24,116.97 5,648.95 29,765.93 754,646.45 17,461.97 6,655.00 0.00 0.00
131. Jan 15, 10 6,596.82 5,485.69 12,082.52 748,049.62 0.00 6,596.83 0.00 0.00
132. Feb 15, 10 6,539.16 5,428.25 11,967.40 741,510.47 0.00 6,539.16 0.00 0.00
133. Mar 15, 10 6,481.99 5,371.32 11,853.32 735,028.47 0.00 6,482.00 0.00 0.00
134. Apr 15, 10 6,425.33 5,314.92 11,740.25 728,603.14 0.00 6,425.33 0.00 0.00
135. May 15, 10 6,369.16 5,259.03 11,628.20 722,233.98 0.00 6,369.17 0.00 0.00
136. Jun 15, 10 34,036.93 5,170.77 39,207.70 688,197.05 27,967.93 6,069.00 0.00 0.00
137. Jul 15, 10 6,015.95 4,949.40 10,965.35 682,181.10 0.00 6,015.95 0.00 0.00
138. Aug 15, 10 5,963.36 4,897.14 10,860.50 676,217.74 0.00 5,963.36 0.00 0.00
139. Sep 15, 10 5,911.23 4,845.36 10,756.59 670,306.51 0.00 5,911.23 0.00 0.00
140. Oct 15, 10 5,859.56 4,794.05 10,653.61 664,446.95 0.00 5,859.56 0.00 0.00
141. Nov 15, 10 5,808.33 4,743.21 10,551.55 658,638.62 0.00 5,808.34 0.00 0.00
142. Dec 15, 10 21,975.90 4,674.91 26,650.81 636,662.72 16,361.36 5,614.54 0.00 0.00
143. Jan 15, 11 5,565.46 4,527.60 10,093.06 631,097.26 0.00 5,565.46 0.00 0.00
144. Feb 15, 11 5,516.81 4,479.38 9,996.19 625,580.46 0.00 5,516.81 0.00 0.00
145. Mar 15, 11 5,468.58 4,431.60 9,900.18 620,111.87 0.00 5,468.58 0.00 0.00
146. Apr 15, 11 5,420.78 4,384.26 9,805.04 614,691.10 0.00 5,420.78 0.00 0.00
147. May 15, 11 5,373.39 4,337.36 9,710.75 609,317.70 0.00 5,373.39 0.00 0.00
148. Jun 15, 11 32,745.67 4,262.87 37,008.54 576,572.04 27,661.05 5,084.62 0.00 0.00
149. Jul 15, 11 5,040.17 4,051.71 9,091.88 571,531.87 0.00 5,040.17 0.00 0.00
150. Aug 15, 11 4,996.11 4,007.74 9,003.85 566,535.76 0.00 4,996.11 0.00 0.00
151. Sep 15, 11 4,952.44 3,964.20 8,916.64 561,583.32 0.00 4,952.44 0.00 0.00
152. Oct 15, 11 4,909.14 3,921.08 8,830.22 556,674.18 0.00 4,909.14 0.00 0.00
153. Nov 15, 11 4,866.23 3,878.38 8,744.60 551,807.95 0.00 4,866.23 0.00 0.00
154. Dec 15, 11 19,083.84 3,822.81 22,906.65 532,724.11 14,385.91 4,697.93 0.00 0.00
155. Jan 15, 12 4,656.87 3,695.28 8,352.15 528,067.24 0.00 4,656.87 0.00 0.00
156. Feb 15, 12 4,616.16 3,654.88 8,271.04 523,451.08 0.00 4,616.16 0.00 0.00
157. Mar 15, 12 4,575.81 3,614.87 8,190.67 518,875.28 0.00 4,575.81 0.00 0.00
158. Apr 15, 12 4,535.81 3,575.25 8,111.05 514,339.47 0.00 4,535.81 0.00 0.00
159. May 15, 12 4,496.16 3,536.01 8,032.16 509,843.32 0.00 4,496.16 0.00 0.00
160. Jun 15, 12 32,170.69 3,473.94 35,644.62 477,672.63 27,958.24 4,212.45 0.00 0.00
161. Jul 15, 12 4,175.63 3,269.00 7,444.63 473,497.00 0.00 4,175.63 0.00 0.00
162. Aug 15, 12 4,139.13 3,232.98 7,372.10 469,357.88 0.00 4,139.13 0.00 0.00
163. Sep 15, 12 4,102.94 3,197.30 7,300.25 465,254.93 0.00 4,102.94 0.00 0.00
164. Oct 15, 12 4,067.08 3,161.98 7,229.06 461,187.85 0.00 4,067.08 0.00 0.00
165. Nov 15, 12 4,031.52 3,126.99 7,158.52 457,156.33 0.00 4,031.52 0.00 0.00
166. Dec 15, 12 16,952.81 3,082.74 20,035.55 440,203.52 13,070.79 3,882.02 0.00 0.00
167. Jan 15, 13 3,848.09 2,970.61 6,818.70 436,355.43 0.00 3,848.09 0.00 0.00
168. Feb 15, 13 3,814.45 2,937.60 6,752.05 432,540.98 0.00 3,814.45 0.00 0.00
169. Mar 15, 13 3,781.11 2,904.92 6,686.03 428,759.87 0.00 3,781.10 0.00 0.00
170. Apr 15, 13 3,748.05 2,872.56 6,620.61 425,011.82 0.00 3,748.05 0.00 0.00
171. May 15, 13 3,715.29 2,840.51 6,555.80 421,296.53 0.00 3,715.29 0.00 0.00
172. Jun 15, 13 28,587.82 2,792.75 31,380.57 392,708.71 25,124.64 3,463.18 0.00 0.00
173. Jul 15, 13 3,432.91 2,611.71 6,044.62 389,275.80 0.00 3,432.91 0.00 0.00
174. Aug 15, 13 3,402.90 2,582.45 5,985.34 385,872.91 0.00 3,402.90 0.00 0.00
175. Sep 15, 13 3,373.15 2,553.47 5,926.61 382,499.76 0.00 3,373.15 0.00 0.00
176. Oct 15, 13 3,343.66 2,524.77 5,868.43 379,156.10 0.00 3,343.66 0.00 0.00
177. Nov 15, 13 3,314.43 2,496.35 5,810.78 375,841.66 0.00 3,314.44 0.00 0.00
178. Dec 15, 13 29,921.33 2,453.76 32,375.09 345,920.33 26,870.76 3,050.57 0.00 0.00
179. Jan 15, 14 3,023.90 2,265.87 5,289.78 342,896.43 0.00 3,023.90 0.00 0.00
180. Feb 15, 14 2,997.47 2,240.26 5,237.72 339,898.96 0.00 2,997.47 0.00 0.00
181. Mar 15, 14 2,971.26 2,214.89 5,186.15 336,927.70 0.00 2,971.26 0.00 0.00
182. Apr 15, 14 2,945.29 2,189.77 5,135.06 333,982.41 0.00 2,945.29 0.00 0.00
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
122. Apr 15, 09 0.00 0.00 1,169.71 1,169.71 127.74 6,263.45 13,834.01 2,001.07 218.53
123. May 15, 09 0.00 0.00 1,149.21 1,149.21 126.62 6,198.42 13,702.80 1,966.00 216.62
124. Jun 15, 09 0.00 0.00 1,089.02 1,089.02 125.52 6,094.09 43,343.53 1,863.03 214.73
125. Jul 15, 09 0.00 0.00 1,069.63 1,069.63 120.02 5,855.62 12,968.78 1,829.86 205.33
126. Aug 15, 09 0.00 0.00 1,050.43 1,050.43 118.97 5,794.58 12,845.56 1,797.02 203.53
127. Sep 15, 09 0.00 0.00 1,031.43 1,031.43 117.93 5,734.10 12,723.45 1,764.50 201.75
128. Oct 15, 09 0.00 0.00 1,012.61 1,012.61 116.9 5,674.18 12,602.42 1,732.31 199.99
129. Nov 15, 09 0.00 0.00 993.98 993.98 115.88 5,614.80 12,482.48 1,700.44 198.24
130. Dec 15, 09 0.00 0.00 953.66 953.66 114.87 5,534.08 29,651.06 1,631.46 196.51
131. Jan 15, 10 0.00 0.00 935.80 935.80 111.31 5,374.38 11,971.21 1,600.92 190.42
132. Feb 15, 10 0.00 0.00 918.13 918.13 110.34 5,317.91 11,857.07 1,570.68 188.76
133. Mar 15, 10 0.00 0.00 900.63 900.63 109.37 5,261.95 11,743.94 1,540.75 187.11
134. Apr 15, 10 0.00 0.00 883.31 883.31 108.42 5,206.50 11,631.83 1,511.12 185.47
135. May 15, 10 0.00 0.00 866.16 866.16 107.47 5,151.56 11,520.73 1,481.78 183.85
136. Jun 15, 10 0.00 0.00 816.30 816.30 106.53 5,064.24 39,101.17 1,396.48 182.24
137. Jul 15, 10 0.00 0.00 800.15 800.15 101.51 4,847.89 10,863.84 1,368.85 173.66
138. Aug 15, 10 0.00 0.00 784.16 784.16 100.62 4,796.52 10,759.88 1,341.49 172.14
139. Sep 15, 10 0.00 0.00 768.33 768.33 99.74 4,745.62 10,656.85 1,314.41 170.63
140. Oct 15, 10 0.00 0.00 752.66 752.66 98.87 4,695.18 10,554.74 1,287.61 169.14
141. Nov 15, 10 0.00 0.00 737.15 737.15 98.01 4,645.21 10,453.54 1,261.08 167.66
142. Dec 15, 10 0.00 0.00 703.87 703.87 97.15 4,577.76 26,553.66 1,204.14 166.2
143. Jan 15, 11 0.00 0.00 689.05 689.05 93.91 4,433.69 9,999.15 1,178.79 160.65
144. Feb 15, 11 0.00 0.00 674.39 674.39 93.09 4,386.29 9,903.10 1,153.71 159.25
145. Mar 15, 11 0.00 0.00 659.87 659.87 92.27 4,339.33 9,807.91 1,128.87 157.86
146. Apr 15, 11 0.00 0.00 645.51 645.51 91.47 4,292.80 9,713.57 1,104.30 156.48
147. May 15, 11 0.00 0.00 631.29 631.29 90.67 4,246.70 9,620.09 1,079.97 155.11
148. Jun 15, 11 0.00 0.00 589.20 589.20 89.87 4,173.00 36,918.67 1,007.96 153.75
149. Jul 15, 11 0.00 0.00 575.46 575.46 85.04 3,966.66 9,006.83 984.46 145.49
150. Aug 15, 11 0.00 0.00 561.88 561.88 84.3 3,923.44 8,919.55 961.24 144.22
151. Sep 15, 11 0.00 0.00 548.46 548.46 83.56 3,880.64 8,833.07 938.28 142.96
152. Oct 15, 11 0.00 0.00 535.2 535.2 82.83 3,838.25 8,747.39 915.59 141.71
153. Nov 15, 11 0.00 0.00 522.09 522.09 82.11 3,796.27 8,662.50 893.17 140.47
154. Dec 15, 11 0.00 0.00 495.87 495.87 81.39 3,741.42 22,825.26 848.3 139.24
155. Jan 15, 12 0.00 0.00 483.4 483.4 78.58 3,616.70 8,273.57 826.97 134.42
156. Feb 15, 12 0.00 0.00 471.07 471.07 77.89 3,576.99 8,193.15 805.89 133.25
157. Mar 15, 12 0.00 0.00 458.89 458.89 77.21 3,537.66 8,113.46 785.05 132.08
158. Apr 15, 12 0.00 0.00 446.86 446.86 76.53 3,498.71 8,034.52 764.46 130.93
159. May 15, 12 0.00 0.00 434.97 434.97 75.87 3,460.14 7,956.30 744.12 129.79
160. Jun 15, 12 0.00 0.00 400.01 400.01 75.2 3,398.74 35,569.42 684.31 128.65
161. Jul 15, 12 0.00 0.00 389.03 389.03 70.46 3,198.54 7,374.17 665.53 120.53
162. Aug 15, 12 0.00 0.00 378.18 378.18 69.84 3,163.14 7,302.26 646.98 119.48
163. Sep 15, 12 0.00 0.00 367.47 367.47 69.23 3,128.07 7,231.02 628.64 118.44
164. Oct 15, 12 0.00 0.00 356.88 356.88 68.63 3,093.35 7,160.43 610.53 117.4
165. Nov 15, 12 0.00 0.00 346.41 346.41 68.03 3,058.97 7,090.49 592.63 116.37
166. Dec 15, 12 0.00 0.00 326.47 326.47 67.43 3,015.31 19,968.12 558.5 115.36
167. Jan 15, 13 0.00 0.00 316.55 316.55 64.93 2,905.68 6,753.77 541.53 111.08
168. Feb 15, 13 0.00 0.00 306.74 306.74 64.36 2,873.24 6,687.69 524.76 110.11
169. Mar 15, 13 0.00 0.00 297.06 297.06 63.8 2,841.12 6,622.23 508.19 109.15
170. Apr 15, 13 0.00 0.00 287.49 287.49 63.24 2,809.31 6,557.37 491.83 108.19
171. May 15, 13 0.00 0.00 278.04 278.04 62.69 2,777.82 6,493.11 475.66 107.25
172. Jun 15, 13 0.00 0.00 252.68 252.68 62.14 2,730.60 31,318.43 432.27 106.31
173. Jul 15, 13 0.00 0.00 244 244 57.92 2,553.79 5,986.69 417.43 99.09
174. Aug 15, 13 0.00 0.00 235.44 235.44 57.42 2,525.03 5,927.92 402.77 98.23
175. Sep 15, 13 0.00 0.00 226.97 226.97 56.92 2,496.55 5,869.70 388.29 97.37
176. Oct 15, 13 0.00 0.00 218.61 218.61 56.42 2,468.35 5,812.01 373.99 96.52
177. Nov 15, 13 0.00 0.00 210.36 210.36 55.93 2,440.43 5,754.86 359.86 95.67
178. Dec 15, 13 0.00 0.00 187.74 187.74 55.44 2,398.32 32,319.65 321.18 94.84
179. Jan 15, 14 0.00 0.00 180.26 180.26 51.02 2,214.85 5,238.75 308.38 87.29
180. Feb 15, 14 0.00 0.00 172.88 172.88 50.58 2,189.68 5,187.15 295.75 86.52
181. Mar 15, 14 0.00 0.00 165.58 165.58 50.14 2,164.75 5,136.02 283.27 85.77
182. Apr 15, 14 0.00 0.00 158.38 158.38 49.7 2,140.07 5,085.36 270.94 85.02
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
122. Apr 15, 09 10,715.16 23,666.45
123. May 15, 09 10,603.92 23,441.99
124. Jun 15, 09 10,425.43 74,149.68
125. Jul 15, 09 10,017.46 22,186.25
126. Aug 15, 09 9,913.04 21,975.46
127. Sep 15, 09 9,809.58 21,766.56
128. Oct 15, 09 9,707.06 21,559.51
129. Nov 15, 09 9,605.48 21,354.32
130. Dec 15, 09 9,467.40 50,725.36
131. Jan 15, 10 9,194.19 20,479.67
132. Feb 15, 10 9,097.58 20,284.40
133. Mar 15, 10 9,001.85 20,090.88
134. Apr 15, 10 8,906.99 19,899.09
135. May 15, 10 8,813.00 19,709.01
136. Jun 15, 10 8,663.62 66,892.09
137. Jul 15, 10 8,293.50 18,585.26
138. Aug 15, 10 8,205.62 18,407.40
139. Sep 15, 10 8,118.53 18,231.14
140. Oct 15, 10 8,032.25 18,056.45
141. Nov 15, 10 7,946.76 17,883.34
142. Dec 15, 10 7,831.38 45,426.51
143. Jan 15, 11 7,584.91 17,105.98
144. Feb 15, 11 7,503.82 16,941.66
145. Mar 15, 11 7,423.48 16,778.82
146. Apr 15, 11 7,343.88 16,617.44
147. May 15, 11 7,265.01 16,457.50
148. Jun 15, 11 7,138.93 63,158.38
149. Jul 15, 11 6,785.95 15,408.38
150. Aug 15, 11 6,712.01 15,259.07
151. Sep 15, 11 6,638.78 15,111.13
152. Oct 15, 11 6,566.26 14,964.54
153. Nov 15, 11 6,494.44 14,819.31
154. Dec 15, 11 6,400.60 39,048.17
155. Jan 15, 12 6,187.25 14,153.95
156. Feb 15, 12 6,119.31 14,016.37
157. Mar 15, 12 6,052.03 13,880.06
158. Apr 15, 12 5,985.40 13,745.00
159. May 15, 12 5,919.41 13,611.18
160. Jun 15, 12 5,814.36 60,850.17
161. Jul 15, 12 5,471.88 12,615.31
162. Aug 15, 12 5,411.31 12,492.30
163. Sep 15, 12 5,351.33 12,370.42
164. Oct 15, 12 5,291.93 12,249.66
165. Nov 15, 12 5,233.11 12,130.02
166. Dec 15, 12 5,158.42 34,160.34
167. Jan 15, 13 4,970.87 11,553.96
168. Feb 15, 13 4,915.38 11,440.92
169. Mar 15, 13 4,860.43 11,328.93
170. Apr 15, 13 4,806.02 11,217.97
171. May 15, 13 4,752.13 11,108.04
172. Jun 15, 13 4,671.36 53,577.80
173. Jul 15, 13 4,368.87 10,241.70
174. Aug 15, 13 4,319.67 10,141.16
175. Sep 15, 13 4,270.95 10,041.55
176. Oct 15, 13 4,222.71 9,942.86
177. Nov 15, 13 4,174.94 9,845.09
178. Dec 15, 13 4,102.91 55,290.64
179. Jan 15, 14 3,789.04 8,962.16
180. Feb 15, 14 3,745.98 8,873.88
181. Mar 15, 14 3,703.34 8,786.41
182. Apr 15, 14 3,661.11 8,699.75
</TABLE>
3 of 4 loan level CF (2)
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
183. May 15, 14 2,919.54 2,164.89 5,084.44 331,062.86 0.00 2,919.54 0.00 0.00
184. Jun 15, 14 12,920.23 2,135.86 15,056.09 318,142.63 10,114.63 2,805.60 0.00 0.00
185. Jul 15, 14 2,781.08 2,051.72 4,832.80 315,361.55 0.00 2,781.08 0.00 0.00
186. Aug 15, 14 2,756.77 2,028.74 4,785.51 312,604.79 0.00 2,756.77 0.00 0.00
187. Sep 15, 14 2,732.67 2,005.95 4,738.62 309,872.12 0.00 2,732.67 0.00 0.00
188. Oct 15, 14 2,708.78 1,983.34 4,692.12 307,163.34 0.00 2,708.78 0.00 0.00
189. Nov 15, 14 2,685.10 1,960.91 4,646.01 304,478.24 0.00 2,685.10 0.00 0.00
190. Dec 15, 14 46,536.19 1,923.69 48,459.89 257,942.04 44,261.48 2,274.71 0.00 0.00
191. Jan 15, 15 2,254.83 1,637.96 3,892.79 255,687.21 0.00 2,254.83 0.00 0.00
192. Feb 15, 15 2,235.12 1,619.25 3,854.37 253,452.09 0.00 2,235.12 0.00 0.00
193. Mar 15, 15 2,215.58 1,600.68 3,816.26 251,236.52 0.00 2,215.58 0.00 0.00
194. Apr 15, 15 2,196.21 1,582.26 3,778.47 249,040.30 0.00 2,196.21 0.00 0.00
195. May 15, 15 2,177.01 1,563.99 3,741.00 246,863.29 0.00 2,177.01 0.00 0.00
196. Jun 15, 15 2,157.98 1,545.87 3,703.85 244,705.31 0.00 2,157.98 0.00 0.00
197. Jul 15, 15 2,139.12 1,528.85 3,667.97 242,566.19 0.00 2,139.12 0.00 0.00
198. Aug 15, 15 2,120.42 1,515.48 3,635.90 240,445.77 0.00 2,120.42 0.00 0.00
199. Sep 15, 15 2,101.88 1,502.23 3,604.12 238,343.89 0.00 2,101.88 0.00 0.00
200. Oct 15, 15 2,083.51 1,489.10 3,572.61 236,260.38 0.00 2,083.51 0.00 0.00
201. Nov 15, 15 2,065.30 1,476.09 3,541.38 234,195.09 0.00 2,065.30 0.00 0.00
202. Dec 15, 15 20,645.22 1,459.08 22,104.30 213,549.86 18,761.99 1,883.23 0.00 0.00
203. Jan 15, 16 1,866.77 1,334.20 3,200.97 211,683.09 0.00 1,866.77 0.00 0.00
204. Feb 15, 16 1,850.45 1,322.53 3,172.98 209,832.64 0.00 1,850.45 0.00 0.00
205. Mar 15, 16 1,834.27 1,310.97 3,145.25 207,998.37 0.00 1,834.28 0.00 0.00
206. Apr 15, 16 1,818.24 1,299.51 3,117.75 206,180.13 0.00 1,818.24 0.00 0.00
207. May 15, 16 1,802.35 1,288.15 3,090.50 204,377.78 0.00 1,802.35 0.00 0.00
208. Jun 15, 16 204,377.78 1,232.23 205,610.01 0 204,377.78 0.00 0.00 0
Total 3,429,285.15 2,154,315.10 5,583,600.25 1,383,905.54 2,045,379.61 0.00 0
9823012 2,340,129.51 2,508,634.89 9823012 2,340,129.51 2,508,634.89 9823012
9823026 5,120,866.04 5,593,968.12 9823026 5,120,866.04 5,593,968.12 9823026
9823028 2,265,426.08 2,534,765.40 9823028 2,265,426.08 2,534,765.40 9823028
9823030 2,357,764.11 1,931,097.27 9823030 2,357,764.11 1,931,097.27 9823030
9823031 2,506,522.81 2,063,998.88 9823031 2,506,522.81 2,063,998.88 9823031
9823032 2,709,583.17 2,219,772.43 9823032 2,709,583.17 2,219,772.43 9823032
9823033 1,623,091.15 1,313,861.20 9823033 1,623,091.15 1,313,861.20 9823033
9823035 8,505,273.14 9,003,073.56 9823035 8,505,273.14 9,003,073.56 9823035
9823042 5,866,628.32 4,978,524.11 9823042 5,866,628.32 4,978,524.11 9823042
9823054 3,429,285.15 2,910,151.98 9823054 3,429,285.15 2,910,151.98 9823054
9823069 4,610,168.48 3,912,270.11 9823069 4,610,168.48 3,912,270.11 9823069
9823072 4,043,344.48 3,431,253.25 9823072 4,043,344.48 3,431,253.25 9823072
9823074 2,616,837.43 2,220,694.42 9823074 2,616,837.43 2,220,694.42 9823074
9823076 3,297,026.22 2,797,914.67 9823076 3,297,026.22 2,797,914.67 9823076
9823082 2,735,910.74 3,016,614.63 9823082 2,735,910.74 3,016,614.63 9823082
9823094 2,416,142.08 2,314,576.94 9823094 2,416,142.08 2,314,576.94 9823094
9823097 1,253,787.12 1,626,301.89 9823097 1,253,787.12 1,626,301.89 9823097
9823098 6,467,952.90 4,672,026.44 9823098 6,467,952.90 4,672,026.44 9823098
9823099 1,783,025.22 1,544,270.58 9823099 1,783,025.22 1,544,270.58 9823099
9823101 1,600,575.96 1,372,525.67 9823101 1,600,575.96 1,372,525.67 9823101
9823102 10,684,277.65 10,212,167.04 9823102 10,684,277.65 10,212,145.38 9823102
9823109 2,560,917.25 2,865,387.72 9823109 2,560,917.25 2,865,387.72 9823109
9823113 2,324,301.41 1,866,940.81 9823113 2,324,301.41 1,866,940.81 9823113
9823114 1,954,384.81 1,660,263.93 9823114 1,954,384.81 1,660,263.93 9823114
9823115 2,639,019.66 2,301,142.84 9823115 2,639,019.66 2,301,142.84 9823115
9823118 1,154,723.89 738,109.11 9823118 1,154,723.89 738,109.11 9823118
9823121 2,401,280.67 2,381,952.80 9823121 2,401,280.67 2,381,952.80 9823121
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
183. May 15, 14 0.00 0.00 151.26 151.26 49.26 2,115.63 5,035.18 258.77 84.28
184. Jun 15, 14 0.00 0.00 139.83 139.83 48.83 2,087.03 15,007.26 239.21 83.54
185. Jul 15, 14 0.00 0.00 133.58 133.58 46.93 2,004.79 4,785.87 228.53 80.28
186. Aug 15, 14 0.00 0.00 127.38 127.38 46.52 1,982.23 4,739.00 217.91 79.58
187. Sep 15, 14 0.00 0.00 121.2 121.2 46.11 1,959.84 4,692.51 207.35 78.88
188. Oct 15, 14 0.00 0.00 115.07 115.07 45.71 1,937.63 4,646.41 196.85 78.19
189. Nov 15, 14 0.00 0.00 108.97 108.97 45.31 1,915.60 4,600.70 186.41 77.51
190. Dec 15, 14 0.00 0.00 87.94 87.94 44.91 1,878.78 48,414.98 150.45 76.83
191. Jan 15, 15 0.00 0.00 82.79 82.79 38.05 1,599.92 3,854.75 141.63 65.09
192. Feb 15, 15 0.00 0.00 77.67 77.67 37.71 1,581.53 3,816.65 132.87 64.52
193. Mar 15, 15 0.00 0.00 72.58 72.58 37.38 1,563.30 3,778.87 124.16 63.95
194. Apr 15, 15 0.00 0.00 67.51 67.51 37.06 1,545.20 3,741.42 115.5 63.4
195. May 15, 15 0.00 0.00 62.49 62.49 36.73 1,527.26 3,704.27 106.9 62.84
196. Jun 15, 15 0.00 0.00 57.49 57.49 36.41 1,509.46 3,667.44 98.35 62.29
197. Jul 15, 15 0.00 53.48 0 53.48 36.09 1,492.75 3,631.87 91.49 61.75
198. Aug 15, 15 0.00 53.01 0 53.01 35.78 1,479.70 3,600.12 90.69 61.21
199. Sep 15, 15 0.00 52.55 0 52.55 35.47 1,466.77 3,568.65 89.89 60.67
200. Oct 15, 15 0.00 52.09 0 52.09 35.16 1,453.95 3,537.46 89.11 60.14
201. Nov 15, 15 0.00 51.63 0 51.63 34.85 1,441.24 3,506.53 88.33 59.62
202. Dec 15, 15 0.00 47.08 0 47.08 34.54 1,424.54 22,069.76 80.54 59.1
203. Jan 15, 16 0.00 46.67 0 46.67 31.5 1,302.70 3,169.47 79.84 53.89
204. Feb 15, 16 0.00 46.26 0 46.26 31.22 1,291.31 3,141.76 79.14 53.41
205. Mar 15, 16 0.00 45.86 0 45.86 30.95 1,280.02 3,114.30 78.45 52.95
206. Apr 15, 16 0.00 45.46 0 45.46 30.68 1,268.83 3,087.07 77.76 52.49
207. May 15, 16 0.00 45.06 0 45.06 30.41 1,257.74 3,060.09 77.08 52.03
208. Jun 15, 16 0.00 0.00 0 0 30.15 1,202.08 205,579.87 0 51.57
Total 0.00 539.14 414,435.02 414,974.16 42,551.95 2,111,763.16 5,541,048.31 709,914.45 72,795.48
9823012 2,340,129.51 2,508,634.89
9823026 5,120,866.04 5,593,968.12
9823028 2,265,426.08 2,534,765.40
9823030 2,357,764.11 1,524,912.52
9823031 2,506,522.81 1,830,029.92
9823032 2,709,583.17 2,219,772.43
9823033 1,623,091.15 1,209,376.09
9823035 8,505,273.14 9,003,073.56
9823042 5,866,628.32 3,685,481.07
9823054 3,429,285.15 2,154,315.10
9823069 4,610,168.48 2,896,159.03
9823072 4,043,344.48 2,540,073.88
9823074 2,616,837.43 1,643,926.38
9823076 3,297,026.22 2,071,228.56
9823082 2,735,910.74 3,016,614.63
9823094 2,416,142.08 2,314,576.94
9823097 1,253,787.12 1,626,301.89
9823098 6,467,952.90 4,189,451.87
9823099 1,783,025.22 1,544,270.58
9823101 1,600,575.96 1,372,525.67
9823102 10,684,277.65 9,584,164.54
9823109 2,560,917.25 2,865,387.72
9823113 2,324,301.41 1,866,940.81
9823114 1,954,384.81 1,660,263.93
9823115 2,639,019.66 2,301,142.84
9823118 1,154,723.89 717,604.59
9823121 2,401,280.67 2,381,952.80
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
183. May 15, 14 3,619.30 8,613.90
184. Jun 15, 14 3,570.37 25,673.58
185. Jul 15, 14 3,429.69 8,187.40
186. Aug 15, 14 3,391.08 8,107.21
187. Sep 15, 14 3,352.79 8,027.68
188. Oct 15, 14 3,314.79 7,948.82
189. Nov 15, 14 3,277.10 7,870.62
190. Dec 15, 14 3,214.11 82,825.62
191. Jan 15, 15 2,737.05 6,594.48
192. Feb 15, 15 2,705.60 6,529.31
193. Mar 15, 15 2,674.40 6,464.69
194. Apr 15, 15 2,643.45 6,400.60
195. May 15, 15 2,612.75 6,337.06
196. Jun 15, 15 2,582.29 6,274.05
197. Jul 15, 15 2,553.72 6,213.20
198. Aug 15, 15 2,531.39 6,158.89
199. Sep 15, 15 2,509.27 6,105.05
200. Oct 15, 15 2,487.33 6,051.68
201. Nov 15, 15 2,465.59 5,998.78
202. Dec 15, 15 2,437.02 37,755.70
203. Jan 15, 16 2,228.58 5,422.15
204. Feb 15, 16 2,209.10 5,374.75
205. Mar 15, 16 2,189.79 5,327.76
206. Apr 15, 16 2,170.65 5,281.19
207. May 15, 16 2,151.67 5,235.02
208. Jun 15, 16 2,056.45 351,694.36
Total 3,612,685.59 9,479,313.91
9823012
9823026
9823028
9823030
9823031
9823032
9823033
9823035
9823042
9823054
9823069
9823072
9823074
9823076
9823082
9823094
9823097
9823098
9823099
9823101
9823102
9823109
9823113
9823114
9823115
9823118
9823121
</TABLE>
4 of 4 loan level CF (2)
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
0. Feb 15, 99 0.00 0.00 0 4,610,168.48 0.00 0.00 0 0.00
1. Mar 15, 99 0.00 27,795.47 27,795.47 4,610,168.48 0.00 0.00 0.00 0.00
2. Apr 15, 99 0.00 27,795.47 27,795.47 4,610,168.49 0.00 0.00 0.00 0.00
3. May 15, 99 0.00 27,795.47 27,795.47 4,610,168.49 0.00 0.00 0.00 0.00
4. Jun 15, 99 136,216.99 27,795.47 164,012.46 4,473,951.51 136,216.99 0.00 0.00 0.00
5. Jul 15, 99 0.00 26,974.20 26,974.20 4,473,951.51 0.00 0.00 0.00 0.00
6. Aug 15, 99 0.00 26,974.20 26,974.20 4,473,951.51 0.00 0.00 0.00 0.00
7. Sep 15, 99 0.00 26,974.20 26,974.20 4,473,951.50 0.00 0.00 0.00 0.00
8. Oct 15, 99 0.00 26,974.20 26,974.20 4,473,951.50 0.00 0.00 0.00 0.00
9. Nov 15, 99 0.00 26,974.20 26,974.20 4,473,951.50 0.00 0.00 0.00 0.00
10. Dec 15, 99 74,108.71 26,974.20 101,082.91 4,399,842.79 74,108.71 0.00 0.00 0.00
11. Jan 15, 00 0.00 26,527.39 26,527.39 4,399,842.79 0.00 0.00 0.00 0.00
12. Feb 15, 00 0.00 26,527.39 26,527.39 4,399,842.78 0.00 0.00 0.00 0.00
13. Mar 15, 00 0.00 26,527.39 26,527.39 4,399,842.78 0.00 0.00 0.00 0.00
14. Apr 15, 00 0.00 26,527.39 26,527.39 4,399,842.77 0.00 0.00 0.00 0.00
15. May 15, 00 0.00 26,527.39 26,527.39 4,399,842.77 0.00 0.00 0.00 0.00
16. Jun 15, 00 58,574.05 26,527.39 85,101.44 4,341,268.71 58,574.05 0.00 0.00 0.00
17. Jul 15, 00 37,949.68 36,031.22 73,980.90 4,303,319.04 0.00 37,949.68 0.00 0.00
18. Aug 15, 00 37,617.94 35,690.22 73,308.16 4,265,701.10 0.00 37,617.94 0.00 0.00
19. Sep 15, 00 37,289.10 35,352.23 72,641.32 4,228,412.00 0.00 37,289.10 0.00 0.00
20. Oct 15, 00 36,963.13 35,017.21 71,980.34 4,191,448.87 0.00 36,963.13 0.00 0.00
21. Nov 15, 00 36,640.01 34,685.16 71,325.17 4,154,808.86 0.00 36,640.02 0.00 0.00
22. Dec 15, 00 113,982.94 34,180.55 148,163.49 4,040,825.92 78,348.10 35,634.83 0.00 0.00
23. Jan 15, 01 35,323.33 33,388.12 68,711.44 4,005,502.59 0.00 35,323.33 0.00 0.00
24. Feb 15, 01 35,014.55 33,070.88 68,085.43 3,970,488.05 0.00 35,014.55 0.00 0.00
25. Mar 15, 01 34,708.46 32,756.45 67,464.91 3,935,779.58 0.00 34,708.46 0.00 0.00
26. Apr 15, 01 34,405.05 32,444.80 66,849.86 3,901,374.53 0.00 34,405.05 0.00 0.00
27. May 15, 01 34,104.30 32,135.91 66,240.21 3,867,270.23 0.00 34,104.30 0.00 0.00
28. Jun 15, 01 89,022.44 31,707.13 120,729.57 3,778,247.79 55,703.21 33,319.24 0.00 0.00
29. Jul 15, 01 33,027.97 31,072.20 64,100.17 3,745,219.82 0.00 33,027.97 0.00 0.00
30. Aug 15, 01 32,739.25 30,775.77 63,515.02 3,712,480.57 0.00 32,739.25 0.00 0.00
31. Sep 15, 01 32,453.06 30,481.96 62,935.02 3,680,027.51 0.00 32,453.06 0.00 0.00
32. Oct 15, 01 32,169.37 30,190.76 62,360.13 3,647,858.14 0.00 32,169.37 0.00 0.00
33. Nov 15, 01 31,888.16 29,902.14 61,790.29 3,615,969.98 0.00 31,888.16 0.00 0.00
34. Dec 15, 01 105,109.61 29,455.83 134,565.44 3,510,860.37 74,148.38 30,961.23 0.00 0.00
35. Jan 15, 02 30,690.57 28,731.06 59,421.63 3,480,169.80 0.00 30,690.58 0.00 0.00
36. Feb 15, 02 30,422.29 28,455.81 58,878.10 3,449,747.52 0.00 30,422.29 0.00 0.00
37. Mar 15, 02 30,156.35 28,183.01 58,339.35 3,419,591.17 0.00 30,156.35 0.00 0.00
38. Apr 15, 02 29,892.73 27,912.62 57,805.35 3,389,698.44 0.00 29,892.74 0.00 0.00
39. May 15, 02 29,631.42 27,644.64 57,276.06 3,360,067.01 0.00 29,631.43 0.00 0.00
40. Jun 15, 02 83,044.24 27,264.29 110,308.53 3,277,022.77 54,145.16 28,899.08 0.00 0.00
41. Jul 15, 02 28,646.46 26,678.84 55,325.29 3,248,376.32 0.00 28,646.46 0.00 0.00
42. Aug 15, 02 28,396.04 26,422.14 54,818.18 3,219,980.28 0.00 28,396.04 0.00 0.00
43. Sep 15, 02 28,147.81 26,167.72 54,315.53 3,191,832.46 0.00 28,147.81 0.00 0.00
44. Oct 15, 02 27,901.76 25,915.57 53,817.32 3,163,930.71 0.00 27,901.76 0.00 0.00
45. Nov 15, 02 27,657.85 25,665.65 53,323.50 3,136,272.86 0.00 27,657.85 0.00 0.00
46. Dec 15, 02 103,443.83 25,258.79 128,702.62 3,032,829.03 76,698.22 26,745.61 0.00 0.00
47. Jan 15, 03 26,511.81 24,556.89 51,068.70 3,006,317.22 0.00 26,511.81 0.00 0.00
48. Feb 15, 03 26,280.05 24,319.54 50,599.60 2,980,037.17 0.00 26,280.06 0.00 0.00
49. Mar 15, 03 26,050.32 24,084.32 50,134.64 2,953,986.85 0.00 26,050.33 0.00 0.00
50. Apr 15, 03 25,822.60 23,851.18 49,673.78 2,928,164.25 0.00 25,822.60 0.00 0.00
51. May 15, 03 25,596.87 23,620.13 49,217.00 2,902,567.38 0.00 25,596.87 0.00 0.00
52. Jun 15, 03 73,950.24 23,291.67 97,241.92 2,828,617.13 49,005.52 24,944.73 0.00 0.00
53. Jul 15, 03 24,726.67 22,773.09 47,499.76 2,803,890.46 0.00 24,726.67 0.00 0.00
54. Aug 15, 03 24,510.52 22,551.96 47,062.48 2,779,379.94 0.00 24,510.52 0.00 0.00
55. Sep 15, 03 24,296.26 22,332.81 46,629.07 2,755,083.69 0.00 24,296.26 0.00 0.00
56. Oct 15, 03 24,083.87 22,115.62 46,199.49 2,730,999.82 0.00 24,083.87 0.00 0.00
57. Nov 15, 03 23,873.34 21,900.36 45,773.70 2,707,126.48 0.00 23,873.34 0.00 0.00
58. Dec 15, 03 94,087.30 21,546.23 115,633.54 2,613,039.17 71,043.69 23,043.61 0.00 0.00
59. Jan 15, 04 22,842.17 20,912.02 43,754.20 2,590,197.00 0.00 22,842.17 0.00 0.00
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
0. Feb 15, 99 0.00 0.00 0 0 0 0 0 0 0
1. Mar 15, 99 0.00 0.00 0 0 680 27,115.47 27,115.47 0 865.33
2. Apr 15, 99 0.00 0.00 0 0 680 27,115.47 27,115.47 0 865.33
3. May 15, 99 0.00 0.00 0 0 680 27,115.47 27,115.47 0 865.33
4. Jun 15, 99 0.00 0.00 0 0 680 27,115.47 163,332.46 0 865.33
5. Jul 15, 99 0.00 0.00 0 0 659.91 26,314.29 26,314.29 0 839.76
6. Aug 15, 99 0.00 0.00 0 0 659.91 26,314.29 26,314.29 0 839.76
7. Sep 15, 99 0.00 0.00 0 0 659.91 26,314.29 26,314.29 0 839.76
8. Oct 15, 99 0.00 0.00 0 0 659.91 26,314.29 26,314.29 0 839.76
9. Nov 15, 99 0.00 0.00 0 0 659.91 26,314.29 26,314.29 0 839.76
10. Dec 15, 99 0.00 0.00 0 0 659.91 26,314.29 100,423.00 0 839.76
11. Jan 15, 00 0.00 0.00 0 0 648.98 25,878.41 25,878.41 0 825.85
12. Feb 15, 00 0.00 0.00 0 0 648.98 25,878.41 25,878.41 0 825.85
13. Mar 15, 00 0.00 0.00 0 0 648.98 25,878.41 25,878.41 0 825.85
14. Apr 15, 00 0.00 0.00 0 0 648.98 25,878.41 25,878.41 0 825.85
15. May 15, 00 0.00 0.00 0 0 648.98 25,878.41 25,878.41 0 825.85
16. Jun 15, 00 0.00 0.00 0 0 648.98 25,878.41 84,452.46 0 825.85
17. Jul 15, 00 0.00 0.00 9,856.99 9,856.99 640.34 35,390.89 73,340.57 12,543.43 814.86
18. Aug 15, 00 0.00 0.00 9,744.79 9,744.79 634.74 35,055.48 72,673.42 12,400.65 807.73
19. Sep 15, 00 0.00 0.00 9,633.60 9,633.60 629.19 34,723.03 72,012.13 12,259.15 800.67
20. Oct 15, 00 0.00 0.00 9,523.41 9,523.41 623.69 34,393.52 71,356.65 12,118.93 793.67
21. Nov 15, 00 0.00 0.00 9,414.22 9,414.22 618.24 34,066.92 70,706.93 11,979.97 786.73
22. Dec 15, 00 0.00 0.00 9,130.52 9,130.52 612.83 33,567.72 147,550.66 11,618.96 779.86
23. Jan 15, 01 0.00 0.00 9,025.30 9,025.30 596.02 32,792.09 68,115.42 11,485.07 758.46
24. Feb 15, 01 0.00 0.00 8,921.04 8,921.04 590.81 32,480.07 67,494.62 11,352.39 751.83
25. Mar 15, 01 0.00 0.00 8,817.72 8,817.72 585.65 32,170.80 66,879.27 11,220.91 745.26
26. Apr 15, 01 0.00 0.00 8,715.33 8,715.33 580.53 31,864.27 66,269.33 11,090.62 738.75
27. May 15, 01 0.00 0.00 8,613.87 8,613.87 575.45 31,560.46 65,664.75 10,961.50 732.29
28. Jun 15, 01 0.00 0.00 8,390.71 8,390.71 570.42 31,136.70 120,159.14 10,677.52 725.89
29. Jul 15, 01 0.00 0.00 8,292.52 8,292.52 557.29 30,514.91 63,542.88 10,552.57 709.18
30. Aug 15, 01 0.00 0.00 8,195.22 8,195.22 552.42 30,223.35 62,962.60 10,428.75 702.98
31. Sep 15, 01 0.00 0.00 8,098.80 8,098.80 547.59 29,934.37 62,387.43 10,306.06 696.83
32. Oct 15, 01 0.00 0.00 8,003.26 8,003.26 542.8 29,647.96 61,817.32 10,184.48 690.74
33. Nov 15, 01 0.00 0.00 7,908.59 7,908.59 538.06 29,364.08 61,252.24 10,064.01 684.7
34. Dec 15, 01 0.00 0.00 7,654.54 7,654.54 533.36 28,922.47 134,032.08 9,740.72 678.72
35. Jan 15, 02 0.00 0.00 7,563.50 7,563.50 517.85 28,213.21 58,903.78 9,624.86 658.99
36. Feb 15, 02 0.00 0.00 7,473.29 7,473.29 513.33 27,942.49 58,364.77 9,510.07 653.23
37. Mar 15, 02 0.00 0.00 7,383.90 7,383.90 508.84 27,674.17 57,830.51 9,396.32 647.52
38. Apr 15, 02 0.00 0.00 7,295.33 7,295.33 504.39 27,408.23 57,300.96 9,283.61 641.86
39. May 15, 02 0.00 0.00 7,207.58 7,207.58 499.98 27,144.66 56,776.08 9,171.94 636.25
40. Jun 15, 02 0.00 0.00 7,005.88 7,005.88 495.61 26,768.68 109,812.92 8,915.27 630.68
41. Jul 15, 02 0.00 0.00 6,921.12 6,921.12 483.36 26,195.48 54,841.93 8,807.41 615.1
42. Aug 15, 02 0.00 0.00 6,837.13 6,837.13 479.14 25,943.00 54,339.04 8,700.53 609.72
43. Sep 15, 02 0.00 0.00 6,753.92 6,753.92 474.95 25,692.77 53,840.58 8,594.64 604.39
44. Oct 15, 02 0.00 0.00 6,671.48 6,671.48 470.8 25,444.77 53,346.53 8,489.73 599.11
45. Nov 15, 02 0.00 0.00 6,589.79 6,589.79 466.68 25,198.97 52,856.82 8,385.78 593.87
46. Dec 15, 02 0.00 0.00 6,349.68 6,349.68 462.6 24,796.19 128,240.02 8,080.23 588.68
47. Jan 15, 03 0.00 0.00 6,271.46 6,271.46 447.34 24,109.55 50,621.35 7,980.69 569.26
48. Feb 15, 03 0.00 0.00 6,193.96 6,193.96 443.43 23,876.11 50,156.16 7,882.06 564.29
49. Mar 15, 03 0.00 0.00 6,117.17 6,117.17 439.56 23,644.76 49,695.08 7,784.35 559.35
50. Apr 15, 03 0.00 0.00 6,041.10 6,041.10 435.71 23,415.47 49,238.07 7,687.55 554.46
51. May 15, 03 0.00 0.00 5,965.74 5,965.74 431.9 23,188.22 48,785.09 7,591.65 549.62
52. Jun 15, 03 0.00 0.00 5,791.61 5,791.61 428.13 22,863.54 96,813.79 7,370.06 544.81
53. Jul 15, 03 0.00 0.00 5,718.89 5,718.89 417.22 22,355.87 47,082.54 7,277.52 530.93
54. Aug 15, 03 0.00 0.00 5,646.84 5,646.84 413.57 22,138.39 46,648.91 7,185.84 526.29
55. Sep 15, 03 0.00 0.00 5,575.47 5,575.47 409.96 21,922.85 46,219.11 7,095.01 521.69
56. Oct 15, 03 0.00 0.00 5,504.76 5,504.76 406.37 21,709.24 45,793.11 7,005.03 517.13
57. Nov 15, 03 0.00 0.00 5,434.71 5,434.71 402.82 21,497.54 45,370.88 6,915.89 512.61
58. Dec 15, 03 0.00 0.00 5,224.51 5,224.51 399.3 21,146.93 115,234.23 6,648.41 508.13
59. Jan 15, 04 0.00 0.00 5,157.57 5,157.57 385.42 20,526.60 43,368.77 6,563.22 490.47
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
0. Feb 15, 99 0 0
1. Mar 15, 99 34,505.55 34,505.55
2. Apr 15, 99 34,505.55 34,505.55
3. May 15, 99 34,505.55 34,505.55
4. Jun 15, 99 34,505.55 207,847.25
5. Jul 15, 99 33,486.01 33,486.01
6. Aug 15, 99 33,486.01 33,486.01
7. Sep 15, 99 33,486.01 33,486.01
8. Oct 15, 99 33,486.01 33,486.01
9. Nov 15, 99 33,486.01 33,486.01
10. Dec 15, 99 33,486.01 127,792.38
11. Jan 15, 00 32,931.34 32,931.34
12. Feb 15, 00 32,931.34 32,931.34
13. Mar 15, 00 32,931.34 32,931.34
14. Apr 15, 00 32,931.34 32,931.34
15. May 15, 00 32,931.34 32,931.34
16. Jun 15, 00 32,931.34 107,469.22
17. Jul 15, 00 45,036.35 93,328.88
18. Aug 15, 00 44,609.54 92,479.90
19. Sep 15, 00 44,186.48 91,638.39
20. Oct 15, 00 43,767.17 90,804.26
21. Nov 15, 00 43,351.55 89,977.47
22. Dec 15, 00 42,716.30 187,764.26
23. Jan 15, 01 41,729.28 86,679.66
24. Feb 15, 01 41,332.22 85,889.66
25. Mar 15, 01 40,938.67 85,106.61
26. Apr 15, 01 40,548.60 84,330.43
27. May 15, 01 40,161.97 83,561.09
28. Jun 15, 01 39,622.73 152,907.43
29. Jul 15, 01 38,831.47 80,860.92
30. Aug 15, 01 38,460.45 80,122.49
31. Sep 15, 01 38,092.72 79,390.57
32. Oct 15, 01 37,728.24 78,665.08
33. Nov 15, 01 37,367.00 77,945.98
34. Dec 15, 01 36,805.03 170,561.31
35. Jan 15, 02 35,902.47 74,957.48
36. Feb 15, 02 35,557.96 74,271.57
37. Mar 15, 02 35,216.51 73,591.70
38. Apr 15, 02 34,878.10 72,917.83
39. May 15, 02 34,542.69 72,249.89
40. Jun 15, 02 34,064.24 139,741.45
41. Jul 15, 02 33,334.82 69,788.61
42. Aug 15, 02 33,013.53 69,148.66
43. Sep 15, 02 32,695.11 68,514.35
44. Oct 15, 02 32,379.51 67,885.64
45. Nov 15, 02 32,066.73 67,262.48
46. Dec 15, 02 31,554.17 163,190.69
47. Jan 15, 03 30,680.39 64,417.76
48. Feb 15, 03 30,383.33 63,825.78
49. Mar 15, 03 30,088.93 63,239.04
50. Apr 15, 03 29,797.14 62,657.47
51. May 15, 03 29,507.96 62,081.04
52. Jun 15, 03 29,094.80 123,199.52
53. Jul 15, 03 28,448.76 59,914.46
54. Aug 15, 03 28,172.01 59,362.65
55. Sep 15, 03 27,897.73 58,815.71
56. Oct 15, 03 27,625.90 58,273.61
57. Nov 15, 03 27,356.50 57,736.30
58. Dec 15, 03 26,910.33 146,640.28
59. Jan 15, 04 26,120.94 55,188.54
</TABLE>
1 of 4 loan level CF (3)
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
60. Feb 15, 04 22,642.50 20,707.99 43,350.49 2,567,554.50 0.00 22,642.49 0.00 0.00
61. Mar 15, 04 22,444.56 20,505.78 42,950.35 2,545,109.94 0.00 22,444.56 0.00 0.00
62. Apr 15, 04 22,248.36 20,305.39 42,553.75 2,522,861.58 0.00 22,248.36 0.00 0.00
63. May 15, 04 22,053.88 20,106.79 42,160.66 2,500,807.70 0.00 22,053.87 0.00 0.00
64. Jun 15, 04 73,121.38 19,810.04 92,931.42 2,427,686.32 51,712.34 21,409.04 0.00 0.00
65. Jul 15, 04 21,221.89 19,307.24 40,529.13 2,406,464.43 0.00 21,221.89 0.00 0.00
66. Aug 15, 04 21,036.38 19,117.93 40,154.31 2,385,428.05 0.00 21,036.38 0.00 0.00
67. Sep 15, 04 20,852.49 18,930.31 39,782.80 2,364,575.57 0.00 20,852.48 0.00 0.00
68. Oct 15, 04 20,670.20 18,744.38 39,414.59 2,343,905.36 0.00 20,670.20 0.00 0.00
69. Nov 15, 04 20,489.51 18,560.12 39,049.63 2,323,415.85 0.00 20,489.51 0.00 0.00
70. Dec 15, 04 77,229.61 18,269.53 95,499.14 2,246,186.24 57,421.17 19,808.44 0.00 0.00
71. Jan 15, 05 19,635.29 17,746.84 37,382.12 2,226,550.96 0.00 19,635.29 0.00 0.00
72. Feb 15, 05 19,463.64 17,571.93 37,035.57 2,207,087.31 0.00 19,463.64 0.00 0.00
73. Mar 15, 05 19,293.50 17,398.59 36,692.09 2,187,793.81 0.00 19,293.50 0.00 0.00
74. Apr 15, 05 19,124.84 17,226.82 36,351.66 2,168,668.97 0.00 19,124.84 0.00 0.00
75. May 15, 05 18,957.66 17,056.59 36,014.25 2,149,711.31 0.00 18,957.66 0.00 0.00
76. Jun 15, 05 80,433.55 16,774.29 97,207.85 2,069,277.76 62,185.21 18,248.34 0.00 0.00
77. Jul 15, 05 18,088.82 16,237.03 34,325.85 2,051,188.94 0.00 18,088.82 0.00 0.00
78. Aug 15, 05 17,930.70 16,076.15 34,006.84 2,033,258.24 0.00 17,930.70 0.00 0.00
79. Sep 15, 05 17,773.95 15,916.72 33,690.67 2,015,484.29 0.00 17,773.95 0.00 0.00
80. Oct 15, 05 17,618.58 15,758.72 33,377.30 1,997,865.71 0.00 17,618.58 0.00 0.00
81. Nov 15, 05 17,464.56 15,602.15 33,066.72 1,980,401.14 0.00 17,464.56 0.00 0.00
82. Dec 15, 05 52,166.03 15,384.74 67,550.76 1,928,235.12 35,161.50 17,004.53 0.00 0.00
83. Jan 15, 06 16,855.88 15,021.72 31,877.60 1,911,379.24 0.00 16,855.88 0.00 0.00
84. Feb 15, 06 16,708.53 14,872.06 31,580.59 1,894,670.71 0.00 16,708.53 0.00 0.00
85. Mar 15, 06 16,562.47 14,723.75 31,286.22 1,878,108.23 0.00 16,562.47 0.00 0.00
86. Apr 15, 06 16,417.69 14,576.78 30,994.47 1,861,690.54 0.00 16,417.69 0.00 0.00
87. May 15, 06 16,274.17 14,431.14 30,705.31 1,845,416.37 0.00 16,274.17 0.00 0.00
88. Jun 15, 06 92,342.84 14,155.15 106,497.99 1,753,073.53 76,883.01 15,459.83 0.00 0.00
89. Jul 15, 06 15,324.69 13,555.35 28,880.04 1,737,748.84 0.00 15,324.69 0.00 0.00
90. Aug 15, 06 15,190.73 13,420.30 28,611.03 1,722,558.12 0.00 15,190.72 0.00 0.00
91. Sep 15, 06 15,057.94 13,286.47 28,344.40 1,707,500.18 0.00 15,057.93 0.00 0.00
92. Oct 15, 06 14,926.30 13,153.82 28,080.13 1,692,573.88 0.00 14,926.30 0.00 0.00
93. Nov 15, 06 14,795.82 13,022.36 27,818.19 1,677,778.05 0.00 14,795.82 0.00 0.00
94. Dec 15, 06 41,538.32 12,847.22 54,385.53 1,636,239.74 27,108.81 14,429.51 0.00 0.00
95. Jan 15, 07 14,303.37 12,556.74 26,860.12 1,621,936.36 0.00 14,303.37 0.00 0.00
96. Feb 15, 07 14,178.34 12,430.85 26,609.19 1,607,758.02 0.00 14,178.34 0.00 0.00
97. Mar 15, 07 14,054.40 12,306.08 26,360.48 1,593,703.63 0.00 14,054.40 0.00 0.00
98. Apr 15, 07 13,931.54 12,182.43 26,113.97 1,579,772.09 0.00 13,931.54 0.00 0.00
99. May 15, 07 13,809.76 12,059.89 25,869.64 1,565,962.33 0.00 13,809.75 0.00 0.00
100. Jun 15, 07 70,158.80 11,847.60 82,006.40 1,495,803.53 56,967.76 13,191.04 0.00 0.00
101. Jul 15, 07 13,075.73 11,388.16 24,463.89 1,482,727.80 0.00 13,075.73 0.00 0.00
102. Aug 15, 07 12,961.43 11,273.22 24,234.66 1,469,766.37 0.00 12,961.43 0.00 0.00
103. Sep 15, 07 12,848.13 11,159.32 24,007.45 1,456,918.24 0.00 12,848.13 0.00 0.00
104. Oct 15, 07 12,735.81 11,046.44 23,782.25 1,444,182.42 0.00 12,735.81 0.00 0.00
105. Nov 15, 07 12,624.48 10,934.57 23,559.06 1,431,557.94 0.00 12,624.48 0.00 0.00
106. Dec 15, 07 33,213.93 10,791.73 44,005.66 1,398,344.01 20,882.35 12,331.58 0.00 0.00
107. Jan 15, 08 12,223.78 10,557.57 22,781.35 1,386,120.23 0.00 12,223.78 0.00 0.00
108. Feb 15, 08 12,116.92 10,450.28 22,567.21 1,374,003.31 0.00 12,116.92 0.00 0.00
109. Mar 15, 08 12,011.00 10,343.97 22,354.97 1,361,992.30 0.00 12,011.00 0.00 0.00
110. Apr 15, 08 11,906.01 10,238.60 22,144.61 1,350,086.30 0.00 11,906.01 0.00 0.00
111. May 15, 08 11,801.93 10,134.19 21,936.12 1,338,284.37 0.00 11,801.93 0.00 0.00
112. Jun 15, 08 55,129.11 9,966.49 65,095.60 1,283,155.26 43,813.34 11,315.76 0.00 0.00
113. Jul 15, 08 11,216.84 9,603.16 20,820.00 1,271,938.42 0.00 11,216.84 0.00 0.00
114. Aug 15, 08 11,118.79 9,504.88 20,623.67 1,260,819.63 0.00 11,118.79 0.00 0.00
115. Sep 15, 08 11,021.59 9,407.48 20,429.08 1,249,798.03 0.00 11,021.59 0.00 0.00
116. Oct 15, 08 10,925.25 9,310.97 20,236.22 1,238,872.79 0.00 10,925.25 0.00 0.00
117. Nov 15, 08 10,829.74 9,215.33 20,045.07 1,228,043.04 0.00 10,829.74 0.00 0.00
118. Dec 15, 08 32,709.57 9,089.57 41,799.14 1,195,333.47 22,168.29 10,541.29 0.00 0.00
119. Jan 15, 09 10,449.14 8,863.69 19,312.83 1,184,884.33 0.00 10,449.14 0.00 0.00
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
60. Feb 15, 04 0.00 0.00 5,091.26 5,091.26 382.05 20,325.94 42,968.43 6,478.84 486.18
61. Mar 15, 04 0.00 0.00 5,025.57 5,025.57 378.71 20,127.07 42,571.64 6,395.24 481.93
62. Apr 15, 04 0.00 0.00 4,960.50 4,960.50 375.4 19,929.99 42,178.35 6,312.44 477.72
63. May 15, 04 0.00 0.00 4,896.03 4,896.03 372.12 19,734.67 41,788.54 6,230.40 473.54
64. Jun 15, 04 0.00 0.00 4,732.26 4,732.26 368.87 19,441.18 92,562.55 6,021.99 469.4
65. Jul 15, 04 0.00 0.00 4,670.31 4,670.31 358.08 18,949.15 40,171.05 5,943.16 455.68
66. Aug 15, 04 0.00 0.00 4,608.95 4,608.95 354.95 18,762.97 39,799.35 5,865.08 451.69
67. Sep 15, 04 0.00 0.00 4,548.17 4,548.17 351.85 18,578.46 39,430.95 5,787.73 447.74
68. Oct 15, 04 0.00 0.00 4,487.96 4,487.96 348.77 18,395.61 39,065.81 5,711.12 443.83
69. Nov 15, 04 0.00 0.00 4,428.33 4,428.33 345.73 18,214.40 38,703.91 5,635.23 439.95
70. Dec 15, 04 0.00 0.00 4,261.27 4,261.27 342.7 17,926.83 95,156.44 5,422.64 436.1
71. Jan 15, 05 0.00 0.00 4,204.21 4,204.21 331.31 17,415.52 37,050.81 5,350.02 421.61
72. Feb 15, 05 0.00 0.00 4,147.68 4,147.68 328.42 17,243.51 36,707.16 5,278.10 417.92
73. Mar 15, 05 0.00 0.00 4,091.70 4,091.70 325.55 17,073.05 36,366.55 5,206.85 414.27
74. Apr 15, 05 0.00 0.00 4,036.24 4,036.24 322.7 16,904.12 36,028.96 5,136.29 410.65
75. May 15, 05 0.00 0.00 3,981.32 3,981.32 319.88 16,736.71 35,694.37 5,066.39 407.06
76. Jun 15, 05 0.00 0.00 3,813.33 3,813.33 317.08 16,457.21 96,890.76 4,852.61 403.5
77. Jul 15, 05 0.00 0.00 3,761.01 3,761.01 305.22 15,931.81 34,020.63 4,786.03 388.4
78. Aug 15, 05 0.00 0.00 3,709.19 3,709.19 302.55 15,773.60 33,704.29 4,720.09 385.01
79. Sep 15, 05 0.00 0.00 3,657.86 3,657.86 299.91 15,616.81 33,390.76 4,654.78 381.64
80. Oct 15, 05 0.00 0.00 3,607.03 3,607.03 297.28 15,461.44 33,080.02 4,590.10 378.31
81. Nov 15, 05 0.00 0.00 3,556.69 3,556.69 294.69 15,307.47 32,772.03 4,526.03 375
82. Dec 15, 05 0.00 0.00 3,444.57 3,444.57 292.11 15,092.63 67,258.65 4,383.35 371.72
83. Jan 15, 06 0.00 0.00 3,396.07 3,396.07 284.41 14,737.30 31,593.18 4,321.63 361.93
84. Feb 15, 06 0.00 0.00 3,348.03 3,348.03 281.93 14,590.13 31,298.66 4,260.51 358.77
85. Mar 15, 06 0.00 0.00 3,300.46 3,300.46 279.46 14,444.28 31,006.76 4,199.97 355.63
86. Apr 15, 06 0.00 0.00 3,253.35 3,253.35 277.02 14,299.76 30,717.45 4,140.03 352.52
87. May 15, 06 0.00 0.00 3,206.70 3,206.70 274.6 14,156.54 30,430.71 4,080.66 349.44
88. Jun 15, 06 0.00 0.00 3,028.83 3,028.83 272.2 13,882.95 106,225.79 3,854.31 346.38
89. Jul 15, 06 0.00 0.00 2,985.78 2,985.78 258.58 13,296.77 28,621.46 3,799.52 329.05
90. Aug 15, 06 0.00 0.00 2,943.13 2,943.13 256.32 13,163.99 28,354.71 3,745.25 326.18
91. Sep 15, 06 0.00 0.00 2,900.88 2,900.88 254.08 13,032.39 28,090.32 3,691.48 323.32
92. Oct 15, 06 0.00 0.00 2,859.02 2,859.02 251.86 12,901.96 27,828.27 3,638.22 320.5
93. Nov 15, 06 0.00 0.00 2,817.55 2,817.55 249.65 12,772.71 27,568.53 3,585.45 317.7
94. Dec 15, 06 0.00 0.00 2,731.61 2,731.61 247.47 12,599.75 54,138.06 3,476.09 314.92
95. Jan 15, 07 0.00 0.00 2,691.58 2,691.58 241.35 12,315.40 26,618.77 3,425.15 307.12
96. Feb 15, 07 0.00 0.00 2,651.92 2,651.92 239.24 12,191.61 26,369.95 3,374.68 304.44
97. Mar 15, 07 0.00 0.00 2,612.64 2,612.64 237.14 12,068.93 26,123.33 3,324.69 301.78
98. Apr 15, 07 0.00 0.00 2,573.72 2,573.72 235.07 11,947.36 25,878.90 3,275.17 299.14
99. May 15, 07 0.00 0.00 2,535.18 2,535.18 233.02 11,826.87 25,636.62 3,226.12 296.52
100. Jun 15, 07 0.00 0.00 2,406.16 2,406.16 230.98 11,616.62 81,775.42 3,061.93 293.93
101. Jul 15, 07 0.00 0.00 2,369.71 2,369.71 220.63 11,167.53 24,243.26 3,015.55 280.76
102. Aug 15, 07 0.00 0.00 2,333.61 2,333.61 218.7 11,054.52 24,015.95 2,969.62 278.31
103. Sep 15, 07 0.00 0.00 2,297.85 2,297.85 216.79 10,942.53 23,790.66 2,924.11 275.87
104. Oct 15, 07 0.00 0.00 2,262.44 2,262.44 214.9 10,831.54 23,567.36 2,879.04 273.46
105. Nov 15, 07 0.00 0.00 2,227.36 2,227.36 213.02 10,721.56 23,346.04 2,834.40 271.07
106. Dec 15, 07 0.00 0.00 2,160.63 2,160.63 211.15 10,580.58 43,794.51 2,749.49 268.7
107. Jan 15, 08 0.00 0.00 2,126.72 2,126.72 206.26 10,351.31 22,575.09 2,706.34 262.47
108. Feb 15, 08 0.00 0.00 2,093.13 2,093.13 204.45 10,245.83 22,362.75 2,663.60 260.17
109. Mar 15, 08 0.00 0.00 2,059.87 2,059.87 202.67 10,141.30 22,152.30 2,621.27 257.9
110. Apr 15, 08 0.00 0.00 2,026.93 2,026.93 200.89 10,037.71 21,943.72 2,579.35 255.65
111. May 15, 08 0.00 0.00 1,994.30 1,994.30 199.14 9,935.06 21,736.99 2,537.83 253.41
112. Jun 15, 08 0.00 0.00 1,897.75 1,897.75 197.4 9,769.10 64,898.20 2,414.97 251.2
113. Jul 15, 08 0.00 0.00 1,866.80 1,866.80 189.27 9,413.89 20,630.74 2,375.58 240.85
114. Aug 15, 08 0.00 0.00 1,836.15 1,836.15 187.61 9,317.27 20,436.06 2,336.57 238.74
115. Sep 15, 08 0.00 0.00 1,805.79 1,805.79 185.97 9,221.51 20,243.11 2,297.94 236.66
116. Oct 15, 08 0.00 0.00 1,775.73 1,775.73 184.35 9,126.62 20,051.87 2,259.69 234.59
117. Nov 15, 08 0.00 0.00 1,745.96 1,745.96 182.73 9,032.60 19,862.34 2,221.80 232.54
118. Dec 15, 08 0.00 0.00 1,685.49 1,685.49 181.14 8,908.43 41,618.01 2,144.86 230.5
119. Jan 15, 09 0.00 0.00 1,656.83 1,656.83 176.31 8,687.38 19,136.52 2,108.38 224.36
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
60. Feb 15, 04 25,865.59 54,679.09
61. Mar 15, 04 25,612.52 54,174.15
62. Apr 15, 04 25,361.72 53,673.67
63. May 15, 04 25,113.17 53,177.63
64. Jun 15, 04 24,739.69 117,789.64
65. Jul 15, 04 24,113.58 51,119.30
66. Aug 15, 04 23,876.65 50,646.30
67. Sep 15, 04 23,641.85 50,177.50
68. Oct 15, 04 23,409.16 49,712.84
69. Nov 15, 04 23,178.56 49,252.30
70. Dec 15, 04 22,812.62 121,090.46
71. Jan 15, 05 22,161.97 47,148.68
72. Feb 15, 05 21,943.08 46,711.36
73. Mar 15, 05 21,726.15 46,277.92
74. Apr 15, 05 21,511.18 45,848.33
75. May 15, 05 21,298.15 45,422.55
76. Jun 15, 05 20,942.48 123,297.47
77. Jul 15, 05 20,273.88 43,292.64
78. Aug 15, 05 20,072.55 42,890.09
79. Sep 15, 05 19,873.03 42,491.11
80. Oct 15, 05 19,675.31 42,095.68
81. Nov 15, 05 19,479.38 41,703.75
82. Dec 15, 05 19,205.99 85,589.39
83. Jan 15, 06 18,753.82 40,203.62
84. Feb 15, 06 18,566.54 39,828.83
85. Mar 15, 06 18,380.94 39,457.37
86. Apr 15, 06 18,197.03 39,089.22
87. May 15, 06 18,014.78 38,724.33
88. Jun 15, 06 17,666.62 135,176.67
89. Jul 15, 06 16,920.68 36,421.98
90. Aug 15, 06 16,751.71 36,082.53
91. Sep 15, 06 16,584.25 35,746.08
92. Oct 15, 06 16,418.28 35,412.61
93. Nov 15, 06 16,253.79 35,082.08
94. Dec 15, 06 16,033.69 68,892.90
95. Jan 15, 07 15,671.85 33,873.47
96. Feb 15, 07 15,514.33 33,556.84
97. Mar 15, 07 15,358.21 33,243.01
98. Apr 15, 07 15,203.50 32,931.95
99. May 15, 07 15,050.18 32,623.65
100. Jun 15, 07 14,782.63 104,062.58
101. Jul 15, 07 14,211.14 30,850.54
102. Aug 15, 07 14,067.33 30,561.28
103. Sep 15, 07 13,924.82 30,274.59
104. Oct 15, 07 13,783.58 29,990.43
105. Nov 15, 07 13,643.62 29,708.79
106. Dec 15, 07 13,464.22 55,730.31
107. Jan 15, 08 13,172.47 28,727.73
108. Feb 15, 08 13,038.24 28,457.52
109. Mar 15, 08 12,905.22 28,189.71
110. Apr 15, 08 12,773.40 27,924.28
111. May 15, 08 12,642.77 27,661.21
112. Jun 15, 08 12,431.58 82,585.62
113. Jul 15, 08 11,979.56 26,253.46
114. Aug 15, 08 11,856.60 26,005.72
115. Sep 15, 08 11,734.75 25,760.18
116. Oct 15, 08 11,614.00 25,516.83
117. Nov 15, 08 11,494.35 25,275.64
118. Dec 15, 08 11,336.35 52,960.62
119. Jan 15, 09 11,055.05 24,352.01
</TABLE>
2 of 4 loan level CF (3)
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
120. Feb 15, 09 10,357.80 8,772.31 19,130.11 1,174,526.53 0.00 10,357.80 0.00 0.00
121. Mar 15, 09 10,267.26 8,681.75 18,949.01 1,164,259.27 0.00 10,267.25 0.00 0.00
122. Apr 15, 09 10,177.50 8,592.02 18,769.52 1,154,081.77 0.00 10,177.50 0.00 0.00
123. May 15, 09 10,088.54 8,503.09 18,591.63 1,143,993.23 0.00 10,088.53 0.00 0.00
124. Jun 15, 09 50,076.38 8,361.35 58,437.73 1,093,916.85 40,429.46 9,646.93 0.00 0.00
125. Jul 15, 09 9,562.60 8,033.36 17,595.96 1,084,354.25 0.00 9,562.60 0.00 0.00
126. Aug 15, 09 9,479.00 7,949.90 17,428.91 1,074,875.25 0.00 9,479.00 0.00 0.00
127. Sep 15, 09 9,396.14 7,867.20 17,263.34 1,065,479.10 0.00 9,396.14 0.00 0.00
128. Oct 15, 09 9,314.00 7,785.25 17,099.26 1,056,165.10 0.00 9,314.00 0.00 0.00
129. Nov 15, 09 9,232.59 7,704.05 16,936.63 1,046,932.52 0.00 9,232.58 0.00 0.00
130. Dec 15, 09 32,421.72 7,594.18 40,015.90 1,014,510.80 23,475.05 8,946.67 0.00 0.00
131. Jan 15, 10 8,868.46 7,374.70 16,243.16 1,005,642.34 0.00 8,868.46 0.00 0.00
132. Feb 15, 10 8,790.94 7,297.48 16,088.41 996,851.40 0.00 8,790.93 0.00 0.00
133. Mar 15, 10 8,714.09 7,220.95 15,935.04 988,137.32 0.00 8,714.09 0.00 0.00
134. Apr 15, 10 8,637.91 7,145.12 15,783.04 979,499.40 0.00 8,637.91 0.00 0.00
135. May 15, 10 8,562.40 7,069.99 15,632.40 970,937.00 0.00 8,562.40 0.00 0.00
136. Jun 15, 10 45,757.64 6,951.34 52,708.98 925,179.36 37,598.76 8,158.88 0.00 0.00
137. Jul 15, 10 8,087.56 6,653.74 14,741.30 917,091.80 0.00 8,087.56 0.00 0.00
138. Aug 15, 10 8,016.86 6,583.48 14,600.34 909,074.94 0.00 8,016.86 0.00 0.00
139. Sep 15, 10 7,946.78 6,513.87 14,460.65 901,128.16 0.00 7,946.78 0.00 0.00
140. Oct 15, 10 7,877.31 6,444.89 14,322.21 893,250.85 0.00 7,877.31 0.00 0.00
141. Nov 15, 10 7,808.45 6,376.55 14,185.00 885,442.40 0.00 7,808.45 0.00 0.00
142. Dec 15, 10 29,543.35 6,284.73 35,828.08 855,899.05 21,995.44 7,547.92 0.00 0.00
143. Jan 15, 11 7,481.94 6,086.69 13,568.63 848,417.11 0.00 7,481.94 0.00 0.00
144. Feb 15, 11 7,416.53 6,021.86 13,438.40 841,000.58 0.00 7,416.53 0.00 0.00
145. Mar 15, 11 7,351.70 5,957.63 13,309.33 833,648.88 0.00 7,351.70 0.00 0.00
146. Apr 15, 11 7,287.43 5,894.00 13,181.43 826,361.44 0.00 7,287.43 0.00 0.00
147. May 15, 11 7,223.73 5,830.94 13,054.67 819,137.71 0.00 7,223.73 0.00 0.00
148. Jun 15, 11 44,021.72 5,730.80 49,752.53 775,115.99 37,186.20 6,835.52 0.00 0.00
149. Jul 15, 11 6,775.76 5,446.92 12,222.69 768,340.23 0.00 6,775.76 0.00 0.00
150. Aug 15, 11 6,716.53 5,387.82 12,104.35 761,623.69 0.00 6,716.53 0.00 0.00
151. Sep 15, 11 6,657.82 5,329.29 11,987.11 754,965.88 0.00 6,657.82 0.00 0.00
152. Oct 15, 11 6,599.62 5,271.32 11,870.93 748,366.26 0.00 6,599.62 0.00 0.00
153. Nov 15, 11 6,541.93 5,213.90 11,755.83 741,824.33 0.00 6,541.93 0.00 0.00
154. Dec 15, 11 25,655.41 5,139.20 30,794.61 716,168.92 19,339.73 6,315.68 0.00 0.00
155. Jan 15, 12 6,260.47 4,967.76 11,228.23 709,908.45 0.00 6,260.47 0.00 0.00
156. Feb 15, 12 6,205.74 4,913.44 11,119.19 703,702.70 0.00 6,205.74 0.00 0.00
157. Mar 15, 12 6,151.50 4,859.66 11,011.15 697,551.21 0.00 6,151.50 0.00 0.00
158. Apr 15, 12 6,097.72 4,806.39 10,904.11 691,453.49 0.00 6,097.72 0.00 0.00
159. May 15, 12 6,044.42 4,753.64 10,798.05 685,409.07 0.00 6,044.42 0.00 0.00
160. Jun 15, 12 43,248.75 4,670.20 47,918.94 642,160.32 37,585.73 5,663.02 0.00 0.00
161. Jul 15, 12 5,613.52 4,394.69 10,008.20 636,546.80 0.00 5,613.52 0.00 0.00
162. Aug 15, 12 5,564.44 4,346.26 9,910.70 630,982.36 0.00 5,564.44 0.00 0.00
163. Sep 15, 12 5,515.80 4,298.30 9,814.10 625,466.56 0.00 5,515.80 0.00 0.00
164. Oct 15, 12 5,467.58 4,250.81 9,718.40 619,998.97 0.00 5,467.59 0.00 0.00
165. Nov 15, 12 5,419.79 4,203.78 9,623.57 614,579.19 0.00 5,419.79 0.00 0.00
166. Dec 15, 12 22,790.56 4,144.29 26,934.85 591,788.63 17,571.75 5,218.81 0.00 0.00
167. Jan 15, 13 5,173.19 3,993.54 9,166.73 586,615.44 0.00 5,173.19 0.00 0.00
168. Feb 15, 13 5,127.97 3,949.17 9,077.14 581,487.47 0.00 5,127.96 0.00 0.00
169. Mar 15, 13 5,083.14 3,905.24 8,988.38 576,404.33 0.00 5,083.14 0.00 0.00
170. Apr 15, 13 5,038.70 3,861.73 8,900.43 571,365.63 0.00 5,038.70 0.00 0.00
171. May 15, 13 4,994.66 3,818.64 8,813.30 566,370.97 0.00 4,994.66 0.00 0.00
172. Jun 15, 13 38,432.11 3,754.43 42,186.55 527,938.86 33,776.38 4,655.73 0.00 0.00
173. Jul 15, 13 4,615.04 3,511.06 8,126.10 523,323.82 0.00 4,615.04 0.00 0.00
174. Aug 15, 13 4,574.69 3,471.72 8,046.41 518,749.13 0.00 4,574.69 0.00 0.00
175. Sep 15, 13 4,534.70 3,432.76 7,967.46 514,214.43 0.00 4,534.70 0.00 0.00
176. Oct 15, 13 4,495.06 3,394.18 7,889.24 509,719.36 0.00 4,495.06 0.00 0.00
177. Nov 15, 13 4,455.77 3,355.98 7,811.74 505,263.60 0.00 4,455.77 0.00 0.00
178. Dec 15, 13 40,224.82 3,298.71 43,523.53 465,038.77 36,123.78 4,101.04 0.00 0.00
179. Jan 15, 14 4,065.19 3,046.13 7,111.32 460,973.59 0.00 4,065.19 0.00 0.00
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
120. Feb 15, 09 0.00 0.00 1,628.44 1,628.44 174.77 8,597.54 18,955.34 2,072.26 222.4
121. Mar 15, 09 0.00 0.00 1,600.33 1,600.33 173.24 8,508.51 18,775.76 2,036.49 220.46
122. Apr 15, 09 0.00 0.00 1,572.50 1,572.50 171.73 8,420.29 18,597.79 2,001.07 218.53
123. May 15, 09 0.00 0.00 1,544.94 1,544.94 170.23 8,332.87 18,421.40 1,966.00 216.62
124. Jun 15, 09 0.00 0.00 1,464.02 1,464.02 168.74 8,192.61 58,268.99 1,863.03 214.73
125. Jul 15, 09 0.00 0.00 1,437.96 1,437.96 161.35 7,872.01 17,434.61 1,829.86 205.33
126. Aug 15, 09 0.00 0.00 1,412.15 1,412.15 159.94 7,789.96 17,268.96 1,797.02 203.53
127. Sep 15, 09 0.00 0.00 1,386.60 1,386.60 158.54 7,708.66 17,104.80 1,764.50 201.75
128. Oct 15, 09 0.00 0.00 1,361.30 1,361.30 157.16 7,628.09 16,942.10 1,732.31 199.99
129. Nov 15, 09 0.00 0.00 1,336.25 1,336.25 155.78 7,548.27 16,780.85 1,700.44 198.24
130. Dec 15, 09 0.00 0.00 1,282.05 1,282.05 154.42 7,439.76 39,861.47 1,631.46 196.51
131. Jan 15, 10 0.00 0.00 1,258.05 1,258.05 149.64 7,225.06 16,093.52 1,600.92 190.42
132. Feb 15, 10 0.00 0.00 1,234.29 1,234.29 148.33 7,149.14 15,940.08 1,570.68 188.76
133. Mar 15, 10 0.00 0.00 1,210.77 1,210.77 147.04 7,073.91 15,788.00 1,540.75 187.11
134. Apr 15, 10 0.00 0.00 1,187.48 1,187.48 145.75 6,999.37 15,637.29 1,511.12 185.47
135. May 15, 10 0.00 0.00 1,164.43 1,164.43 144.48 6,925.52 15,487.92 1,481.78 183.85
136. Jun 15, 10 0.00 0.00 1,097.40 1,097.40 143.21 6,808.13 52,565.77 1,396.48 182.24
137. Jul 15, 10 0.00 0.00 1,075.68 1,075.68 136.46 6,517.28 14,604.84 1,368.85 173.66
138. Aug 15, 10 0.00 0.00 1,054.19 1,054.19 135.27 6,448.21 14,465.07 1,341.49 172.14
139. Sep 15, 10 0.00 0.00 1,032.91 1,032.91 134.09 6,379.78 14,326.56 1,314.41 170.63
140. Oct 15, 10 0.00 0.00 1,011.84 1,011.84 132.92 6,311.98 14,189.29 1,287.61 169.14
141. Nov 15, 10 0.00 0.00 990.99 990.99 131.75 6,244.80 14,053.25 1,261.08 167.66
142. Dec 15, 10 0.00 0.00 946.25 946.25 130.6 6,154.13 35,697.48 1,204.14 166.2
143. Jan 15, 11 0.00 0.00 926.33 926.33 126.25 5,960.44 13,442.38 1,178.79 160.65
144. Feb 15, 11 0.00 0.00 906.62 906.62 125.14 5,896.72 13,313.25 1,153.71 159.25
145. Mar 15, 11 0.00 0.00 887.10 887.10 124.05 5,833.59 13,185.29 1,128.87 157.86
146. Apr 15, 11 0.00 0.00 867.79 867.79 122.96 5,771.03 13,058.47 1,104.30 156.48
147. May 15, 11 0.00 0.00 848.67 848.67 121.89 5,709.06 12,932.79 1,079.97 155.11
148. Jun 15, 11 0.00 0.00 792.09 792.09 120.82 5,609.98 49,631.70 1,007.96 153.75
149. Jul 15, 11 0.00 0.00 773.62 773.62 114.33 5,332.59 12,108.36 984.46 145.49
150. Aug 15, 11 0.00 0.00 755.37 755.37 113.33 5,274.49 11,991.02 961.24 144.22
151. Sep 15, 11 0.00 0.00 737.33 737.33 112.34 5,216.95 11,874.77 938.28 142.96
152. Oct 15, 11 0.00 0.00 719.5 719.5 111.36 5,159.96 11,759.58 915.59 141.71
153. Nov 15, 11 0.00 0.00 701.88 701.88 110.38 5,103.52 11,645.45 893.17 140.47
154. Dec 15, 11 0.00 0.00 666.62 666.62 109.42 5,029.78 30,685.19 848.3 139.24
155. Jan 15, 12 0.00 0.00 649.85 649.85 105.63 4,862.12 11,122.59 826.97 134.42
156. Feb 15, 12 0.00 0.00 633.29 633.29 104.71 4,808.73 11,014.48 805.89 133.25
157. Mar 15, 12 0.00 0.00 616.92 616.92 103.8 4,755.86 10,907.36 785.05 132.08
158. Apr 15, 12 0.00 0.00 600.74 600.74 102.89 4,703.50 10,801.22 764.46 130.93
159. May 15, 12 0.00 0.00 584.75 584.75 101.99 4,651.65 10,696.07 744.12 129.79
160. Jun 15, 12 0.00 0.00 537.75 537.75 101.1 4,569.10 47,817.85 684.31 128.65
161. Jul 15, 12 0.00 0.00 522.99 522.99 94.72 4,299.97 9,913.48 665.53 120.53
162. Aug 15, 12 0.00 0.00 508.41 508.41 93.89 4,252.37 9,816.81 646.98 119.48
163. Sep 15, 12 0.00 0.00 494.01 494.01 93.07 4,205.23 9,721.04 628.64 118.44
164. Oct 15, 12 0.00 0.00 479.77 479.77 92.26 4,158.56 9,626.14 610.53 117.4
165. Nov 15, 12 0.00 0.00 465.7 465.7 91.45 4,112.33 9,532.12 592.63 116.37
166. Dec 15, 12 0.00 0.00 438.89 438.89 90.65 4,053.64 26,844.20 558.5 115.36
167. Jan 15, 13 0.00 0.00 425.55 425.55 87.29 3,906.25 9,079.44 541.53 111.08
168. Feb 15, 13 0.00 0.00 412.37 412.37 86.53 3,862.65 8,990.61 524.76 110.11
169. Mar 15, 13 0.00 0.00 399.35 399.35 85.77 3,819.47 8,902.61 508.19 109.15
170. Apr 15, 13 0.00 0.00 386.49 386.49 85.02 3,776.71 8,815.41 491.83 108.19
171. May 15, 13 0.00 0.00 373.78 373.78 84.28 3,734.37 8,729.02 475.66 107.25
172. Jun 15, 13 0.00 0.00 339.69 339.69 83.54 3,670.89 42,103.01 432.27 106.31
173. Jul 15, 13 0.00 0.00 328.03 328.03 77.87 3,433.19 8,048.22 417.43 99.09
174. Aug 15, 13 0.00 0.00 316.51 316.51 77.19 3,394.53 7,969.22 402.77 98.23
175. Sep 15, 13 0.00 0.00 305.13 305.13 76.52 3,356.24 7,890.94 388.29 97.37
176. Oct 15, 13 0.00 0.00 293.89 293.89 75.85 3,318.33 7,813.39 373.99 96.52
177. Nov 15, 13 0.00 0.00 282.79 282.79 75.18 3,280.79 7,736.56 359.86 95.67
178. Dec 15, 13 0.00 0.00 252.39 252.39 74.53 3,224.19 43,449.01 321.18 94.84
179. Jan 15, 14 0.00 0.00 242.34 242.34 68.59 2,977.54 7,042.73 308.38 87.29
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
120. Feb 15, 09 10,940.72 24,121.44
121. Mar 15, 09 10,827.42 23,892.93
122. Apr 15, 09 10,715.16 23,666.45
123. May 15, 09 10,603.92 23,441.99
124. Jun 15, 09 10,425.43 74,149.68
125. Jul 15, 09 10,017.46 22,186.25
126. Aug 15, 09 9,913.04 21,975.46
127. Sep 15, 09 9,809.58 21,766.56
128. Oct 15, 09 9,707.06 21,559.51
129. Nov 15, 09 9,605.48 21,354.32
130. Dec 15, 09 9,467.40 50,725.36
131. Jan 15, 10 9,194.19 20,479.67
132. Feb 15, 10 9,097.58 20,284.40
133. Mar 15, 10 9,001.85 20,090.88
134. Apr 15, 10 8,906.99 19,899.09
135. May 15, 10 8,813.00 19,709.01
136. Jun 15, 10 8,663.62 66,892.09
137. Jul 15, 10 8,293.50 18,585.26
138. Aug 15, 10 8,205.62 18,407.40
139. Sep 15, 10 8,118.53 18,231.14
140. Oct 15, 10 8,032.25 18,056.45
141. Nov 15, 10 7,946.76 17,883.34
142. Dec 15, 10 7,831.38 45,426.51
143. Jan 15, 11 7,584.91 17,105.98
144. Feb 15, 11 7,503.82 16,941.66
145. Mar 15, 11 7,423.48 16,778.82
146. Apr 15, 11 7,343.88 16,617.44
147. May 15, 11 7,265.01 16,457.50
148. Jun 15, 11 7,138.93 63,158.38
149. Jul 15, 11 6,785.95 15,408.38
150. Aug 15, 11 6,712.01 15,259.07
151. Sep 15, 11 6,638.78 15,111.13
152. Oct 15, 11 6,566.26 14,964.54
153. Nov 15, 11 6,494.44 14,819.31
154. Dec 15, 11 6,400.60 39,048.17
155. Jan 15, 12 6,187.25 14,153.95
156. Feb 15, 12 6,119.31 14,016.37
157. Mar 15, 12 6,052.03 13,880.06
158. Apr 15, 12 5,985.40 13,745.00
159. May 15, 12 5,919.41 13,611.18
160. Jun 15, 12 5,814.36 60,850.17
161. Jul 15, 12 5,471.88 12,615.31
162. Aug 15, 12 5,411.31 12,492.30
163. Sep 15, 12 5,351.33 12,370.42
164. Oct 15, 12 5,291.93 12,249.66
165. Nov 15, 12 5,233.11 12,130.02
166. Dec 15, 12 5,158.42 34,160.34
167. Jan 15, 13 4,970.87 11,553.96
168. Feb 15, 13 4,915.38 11,440.92
169. Mar 15, 13 4,860.43 11,328.93
170. Apr 15, 13 4,806.02 11,217.97
171. May 15, 13 4,752.13 11,108.04
172. Jun 15, 13 4,671.36 53,577.80
173. Jul 15, 13 4,368.87 10,241.70
174. Aug 15, 13 4,319.67 10,141.16
175. Sep 15, 13 4,270.95 10,041.55
176. Oct 15, 13 4,222.71 9,942.86
177. Nov 15, 13 4,174.94 9,845.09
178. Dec 15, 13 4,102.91 55,290.64
179. Jan 15, 14 3,789.04 8,962.16
</TABLE>
3 of 4 loan level CF (3)
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
180. Feb 15, 14 4,029.65 3,011.69 7,041.34 456,943.93 0.00 4,029.65 0.00 0.00
181. Mar 15, 14 3,994.43 2,977.59 6,972.02 452,949.51 0.00 3,994.43 0.00 0.00
182. Apr 15, 14 3,959.51 2,943.82 6,903.33 448,990.00 0.00 3,959.51 0.00 0.00
183. May 15, 14 3,924.90 2,910.38 6,835.28 445,065.11 0.00 3,924.90 0.00 0.00
184. Jun 15, 14 17,369.35 2,871.35 20,240.70 427,695.76 13,597.63 3,771.72 0.00 0.00
185. Jul 15, 14 3,738.75 2,758.23 6,496.98 423,957.01 0.00 3,738.75 0.00 0.00
186. Aug 15, 14 3,706.07 2,727.35 6,433.41 420,250.94 0.00 3,706.07 0.00 0.00
187. Sep 15, 14 3,673.67 2,696.70 6,370.37 416,577.27 0.00 3,673.67 0.00 0.00
188. Oct 15, 14 3,641.56 2,666.31 6,307.86 412,935.71 0.00 3,641.56 0.00 0.00
189. Nov 15, 14 3,609.72 2,636.15 6,245.87 409,325.99 0.00 3,609.72 0.00 0.00
190. Dec 15, 14 62,561.05 2,586.12 65,147.17 346,764.94 59,503.04 3,058.02 0.00 0.00
191. Jan 15, 15 3,031.28 2,202.00 5,233.29 343,733.65 0.00 3,031.28 0.00 0.00
192. Feb 15, 15 3,004.79 2,176.84 5,181.62 340,728.87 0.00 3,004.79 0.00 0.00
193. Mar 15, 15 2,978.52 2,151.88 5,130.40 337,750.35 0.00 2,978.52 0.00 0.00
194. Apr 15, 15 2,952.48 2,127.12 5,079.60 334,797.87 0.00 2,952.48 0.00 0.00
195. May 15, 15 2,926.67 2,102.55 5,029.23 331,871.19 0.00 2,926.67 0.00 0.00
196. Jun 15, 15 2,901.09 2,078.19 4,979.28 328,970.11 0.00 2,901.09 0.00 0.00
197. Jul 15, 15 2,875.73 2,055.31 4,931.04 326,094.38 0.00 2,875.73 0.00 0.00
198. Aug 15, 15 2,850.59 2,037.34 4,887.93 323,243.79 0.00 2,850.59 0.00 0.00
199. Sep 15, 15 2,825.67 2,019.53 4,845.20 320,418.12 0.00 2,825.67 0.00 0.00
200. Oct 15, 15 2,800.97 2,001.88 4,802.85 317,617.15 0.00 2,800.97 0.00 0.00
201. Nov 15, 15 2,776.49 1,984.38 4,760.86 314,840.66 0.00 2,776.49 0.00 0.00
202. Dec 15, 15 27,754.46 1,961.52 29,715.98 287,086.21 25,222.73 2,531.73 0.00 0.00
203. Jan 15, 16 2,509.60 1,793.63 4,303.23 284,576.61 0.00 2,509.60 0.00 0.00
204. Feb 15, 16 2,487.66 1,777.95 4,265.61 282,088.95 0.00 2,487.66 0.00 0.00
205. Mar 15, 16 2,465.91 1,762.41 4,228.32 279,623.04 0.00 2,465.91 0.00 0.00
206. Apr 15, 16 2,444.36 1,747.00 4,191.36 277,178.68 0.00 2,444.36 0.00 0.00
207. May 15, 16 2,422.99 1,731.73 4,154.72 274,755.70 0.00 2,422.99 0.00 0.00
208. Jun 15, 16 274,755.70 1,656.55 276,412.24 0 274,755.70 0.00 0.00 0
Total 4,610,168.48 2,896,159.03 7,506,327.51 1,860,457.20 2,749,711.28 0.00 0
9823012 2,340,129.51 2,508,634.89 9823012 2,340,129.51 2,508,634.89 9823012
9823026 5,120,866.04 5,593,968.12 9823026 5,120,866.04 5,593,968.12 9823026
9823028 2,265,426.08 2,534,765.40 9823028 2,265,426.08 2,534,765.40 9823028
9823030 2,357,764.11 1,931,097.27 9823030 2,357,764.11 1,931,097.27 9823030
9823031 2,506,522.81 2,063,998.88 9823031 2,506,522.81 2,063,998.88 9823031
9823032 2,709,583.17 2,219,772.43 9823032 2,709,583.17 2,219,772.43 9823032
9823033 1,623,091.15 1,313,861.20 9823033 1,623,091.15 1,313,861.20 9823033
9823035 8,505,273.14 9,003,073.56 9823035 8,505,273.14 9,003,073.56 9823035
9823042 5,866,628.32 4,978,524.11 9823042 5,866,628.32 4,978,524.11 9823042
9823054 3,429,285.15 2,910,151.98 9823054 3,429,285.15 2,910,151.98 9823054
9823069 4,610,168.48 3,912,270.11 9823069 4,610,168.48 3,912,270.11 9823069
9823072 4,043,344.48 3,431,253.25 9823072 4,043,344.48 3,431,253.25 9823072
9823074 2,616,837.43 2,220,694.42 9823074 2,616,837.43 2,220,694.42 9823074
9823076 3,297,026.22 2,797,914.67 9823076 3,297,026.22 2,797,914.67 9823076
9823082 2,735,910.74 3,016,614.63 9823082 2,735,910.74 3,016,614.63 9823082
9823094 2,416,142.08 2,314,576.94 9823094 2,416,142.08 2,314,576.94 9823094
9823097 1,253,787.12 1,626,301.89 9823097 1,253,787.12 1,626,301.89 9823097
9823098 6,467,952.90 4,672,026.44 9823098 6,467,952.90 4,672,026.44 9823098
9823099 1,783,025.22 1,544,270.58 9823099 1,783,025.22 1,544,270.58 9823099
9823101 1,600,575.96 1,372,525.67 9823101 1,600,575.96 1,372,525.67 9823101
9823102 10,684,277.65 10,212,167.04 9823102 10,684,277.65 10,212,145.38 9823102
9823109 2,560,917.25 2,865,387.72 9823109 2,560,917.25 2,865,387.72 9823109
9823113 2,324,301.41 1,866,940.81 9823113 2,324,301.41 1,866,940.81 9823113
9823114 1,954,384.81 1,660,263.93 9823114 1,954,384.81 1,660,263.93 9823114
9823115 2,639,019.66 2,301,142.84 9823115 2,639,019.66 2,301,142.84 9823115
9823118 1,154,723.89 738,109.11 9823118 1,154,723.89 738,109.11 9823118
9823121 2,401,280.67 2,381,952.80 9823121 2,401,280.67 2,381,952.80 9823121
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
180. Feb 15, 14 0.00 0.00 232.41 232.41 67.99 2,943.70 6,973.35 295.75 86.52
181. Mar 15, 14 0.00 0.00 222.6 222.6 67.4 2,910.19 6,904.62 283.27 85.77
182. Apr 15, 14 0.00 0.00 212.91 212.91 66.81 2,877.01 6,836.52 270.94 85.02
183. May 15, 14 0.00 0.00 203.35 203.35 66.23 2,844.16 6,769.05 258.77 84.28
184. Jun 15, 14 0.00 0.00 187.97 187.97 65.65 2,805.70 20,175.05 239.21 83.54
185. Jul 15, 14 0.00 0.00 179.58 179.58 63.09 2,695.15 6,433.90 228.53 80.28
186. Aug 15, 14 0.00 0.00 171.24 171.24 62.53 2,664.81 6,370.88 217.91 79.58
187. Sep 15, 14 0.00 0.00 162.94 162.94 61.99 2,634.72 6,308.39 207.35 78.88
188. Oct 15, 14 0.00 0.00 154.69 154.69 61.45 2,604.86 6,246.42 196.85 78.19
189. Nov 15, 14 0.00 0.00 146.49 146.49 60.91 2,575.24 6,184.96 186.41 77.51
190. Dec 15, 14 0.00 0.00 118.23 118.23 60.38 2,525.74 65,086.80 150.45 76.83
191. Jan 15, 15 0.00 0.00 111.3 111.3 51.15 2,150.85 5,182.14 141.63 65.09
192. Feb 15, 15 0.00 0.00 104.41 104.41 50.7 2,126.14 5,130.92 132.87 64.52
193. Mar 15, 15 0.00 0.00 97.57 97.57 50.26 2,101.62 5,080.14 124.16 63.95
194. Apr 15, 15 0.00 0.00 90.76 90.76 49.82 2,077.30 5,029.78 115.5 63.4
195. May 15, 15 0.00 0.00 84 84 49.38 2,053.17 4,979.84 106.9 62.84
196. Jun 15, 15 0.00 0.00 77.28 77.28 48.95 2,029.24 4,930.33 98.35 62.29
197. Jul 15, 15 0.00 71.89 0 71.89 48.52 2,006.79 4,882.51 91.49 61.75
198. Aug 15, 15 0.00 71.26 0 71.26 48.1 1,989.24 4,839.83 90.69 61.21
199. Sep 15, 15 0.00 70.64 0 70.64 47.68 1,971.85 4,797.52 89.89 60.67
200. Oct 15, 15 0.00 70.02 0 70.02 47.26 1,954.62 4,755.59 89.11 60.14
201. Nov 15, 15 0.00 69.41 0 69.41 46.85 1,937.53 4,714.02 88.33 59.62
202. Dec 15, 15 0.00 63.29 0 63.29 46.44 1,915.08 29,669.54 80.54 59.1
203. Jan 15, 16 0.00 62.74 0 62.74 42.35 1,751.29 4,260.88 79.84 53.89
204. Feb 15, 16 0.00 62.19 0 62.19 41.98 1,735.98 4,223.63 79.14 53.41
205. Mar 15, 16 0.00 61.65 0 61.65 41.61 1,720.80 4,186.71 78.45 52.95
206. Apr 15, 16 0.00 61.11 0 61.11 41.24 1,705.76 4,150.11 77.76 52.49
207. May 15, 16 0.00 60.57 0 60.57 40.88 1,690.85 4,113.84 77.08 52.03
208. Jun 15, 16 0.00 0.00 0 0 40.53 1,616.02 276,371.72 0 51.57
Total 0.00 724.79 557,146.79 557,871.58 57,204.82 2,838,954.21 7,449,122.69 709,914.45 72,795.48
9823012 2,340,129.51 2,508,634.89
9823026 5,120,866.04 5,593,968.12
9823028 2,265,426.08 2,534,765.40
9823030 2,357,764.11 1,524,912.52
9823031 2,506,522.81 1,830,029.92
9823032 2,709,583.17 2,219,772.43
9823033 1,623,091.15 1,209,376.09
9823035 8,505,273.14 9,003,073.56
9823042 5,866,628.32 3,685,481.07
9823054 3,429,285.15 2,154,315.10
9823069 4,610,168.48 2,896,159.03
9823072 4,043,344.48 2,540,073.88
9823074 2,616,837.43 1,643,926.38
9823076 3,297,026.22 2,071,228.56
9823082 2,735,910.74 3,016,614.63
9823094 2,416,142.08 2,314,576.94
9823097 1,253,787.12 1,626,301.89
9823098 6,467,952.90 4,189,451.87
9823099 1,783,025.22 1,544,270.58
9823101 1,600,575.96 1,372,525.67
9823102 10,684,277.65 9,584,164.54
9823109 2,560,917.25 2,865,387.72
9823113 2,324,301.41 1,866,940.81
9823114 1,954,384.81 1,660,263.93
9823115 2,639,019.66 2,301,142.84
9823118 1,154,723.89 717,604.59
9823121 2,401,280.67 2,381,952.80
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
180. Feb 15, 14 3,745.98 8,873.88
181. Mar 15, 14 3,703.34 8,786.41
182. Apr 15, 14 3,661.11 8,699.75
183. May 15, 14 3,619.30 8,613.90
184. Jun 15, 14 3,570.37 25,673.58
185. Jul 15, 14 3,429.69 8,187.40
186. Aug 15, 14 3,391.08 8,107.21
187. Sep 15, 14 3,352.79 8,027.68
188. Oct 15, 14 3,314.79 7,948.82
189. Nov 15, 14 3,277.10 7,870.62
190. Dec 15, 14 3,214.11 82,825.62
191. Jan 15, 15 2,737.05 6,594.48
192. Feb 15, 15 2,705.60 6,529.31
193. Mar 15, 15 2,674.40 6,464.69
194. Apr 15, 15 2,643.45 6,400.60
195. May 15, 15 2,612.75 6,337.06
196. Jun 15, 15 2,582.29 6,274.05
197. Jul 15, 15 2,553.72 6,213.20
198. Aug 15, 15 2,531.39 6,158.89
199. Sep 15, 15 2,509.27 6,105.05
200. Oct 15, 15 2,487.33 6,051.68
201. Nov 15, 15 2,465.59 5,998.78
202. Dec 15, 15 2,437.02 37,755.70
203. Jan 15, 16 2,228.58 5,422.15
204. Feb 15, 16 2,209.10 5,374.75
205. Mar 15, 16 2,189.79 5,327.76
206. Apr 15, 16 2,170.65 5,281.19
207. May 15, 16 2,151.67 5,235.02
208. Jun 15, 16 2,056.45 351,694.36
Total 3,612,685.59 9,479,313.91
9823012
9823026
9823028
9823030
9823031
9823032
9823033
9823035
9823042
9823054
9823069
9823072
9823074
9823076
9823082
9823094
9823097
9823098
9823099
9823101
9823102
9823109
9823113
9823114
9823115
9823118
9823121
</TABLE>
4 of 4 loan level CF (3)
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
0. Feb 15, 99 0.00 0.00 0 4,043,344.48 0.00 0.00 0 0.00
1. Mar 15, 99 0.00 24,378.00 24,378.00 4,043,344.48 0.00 0.00 0.00 0.00
2. Apr 15, 99 0.00 24,378.00 24,378.00 4,043,344.48 0.00 0.00 0.00 0.00
3. May 15, 99 0.00 24,378.00 24,378.00 4,043,344.47 0.00 0.00 0.00 0.00
4. Jun 15, 99 119,469.00 24,378.00 143,847.00 3,923,875.47 119,469.00 0.00 0.00 0.00
5. Jul 15, 99 0.00 23,657.70 23,657.70 3,923,875.47 0.00 0.00 0.00 0.00
6. Aug 15, 99 0.00 23,657.70 23,657.70 3,923,875.47 0.00 0.00 0.00 0.00
7. Sep 15, 99 0.00 23,657.70 23,657.70 3,923,875.47 0.00 0.00 0.00 0.00
8. Oct 15, 99 0.00 23,657.70 23,657.70 3,923,875.47 0.00 0.00 0.00 0.00
9. Nov 15, 99 0.00 23,657.70 23,657.70 3,923,875.47 0.00 0.00 0.00 0.00
10. Dec 15, 99 64,996.98 23,657.70 88,654.68 3,858,878.49 64,996.98 0.00 0.00 0.00
11. Jan 15, 00 0.00 23,265.82 23,265.82 3,858,878.49 0.00 0.00 0.00 0.00
12. Feb 15, 00 0.00 23,265.82 23,265.82 3,858,878.49 0.00 0.00 0.00 0.00
13. Mar 15, 00 0.00 23,265.82 23,265.82 3,858,878.49 0.00 0.00 0.00 0.00
14. Apr 15, 00 0.00 23,265.82 23,265.82 3,858,878.49 0.00 0.00 0.00 0.00
15. May 15, 00 0.00 23,265.82 23,265.82 3,858,878.49 0.00 0.00 0.00 0.00
16. Jun 15, 00 51,372.32 23,265.82 74,638.14 3,807,506.18 51,372.32 0.00 0.00 0.00
17. Jul 15, 00 33,283.74 31,601.16 64,884.89 3,774,222.44 0.00 33,283.74 0.00 0.00
18. Aug 15, 00 32,992.78 31,302.08 64,294.86 3,741,229.65 0.00 32,992.78 0.00 0.00
19. Sep 15, 00 32,704.37 31,005.64 63,710.01 3,708,525.28 0.00 32,704.37 0.00 0.00
20. Oct 15, 00 32,418.49 30,711.82 63,130.30 3,676,106.79 0.00 32,418.49 0.00 0.00
21. Nov 15, 00 32,135.10 30,420.59 62,555.69 3,643,971.70 0.00 32,135.10 0.00 0.00
22. Dec 15, 00 99,968.65 29,978.03 129,946.67 3,544,003.05 68,715.15 31,253.50 0.00 0.00
23. Jan 15, 01 30,980.29 29,283.02 60,263.31 3,513,022.75 0.00 30,980.30 0.00 0.00
24. Feb 15, 01 30,709.48 29,004.79 59,714.27 3,482,313.28 0.00 30,709.48 0.00 0.00
25. Mar 15, 01 30,441.03 28,729.02 59,170.05 3,451,872.25 0.00 30,441.03 0.00 0.00
26. Apr 15, 01 30,174.92 28,455.69 58,630.61 3,421,697.33 0.00 30,174.92 0.00 0.00
27. May 15, 01 29,911.15 28,184.77 58,095.92 3,391,786.18 0.00 29,911.15 0.00 0.00
28. Jun 15, 01 78,077.05 27,808.71 105,885.76 3,313,709.13 48,854.45 29,222.61 0.00 0.00
29. Jul 15, 01 28,967.15 27,251.85 56,219.00 3,284,741.97 0.00 28,967.16 0.00 0.00
30. Aug 15, 01 28,713.93 26,991.86 55,705.80 3,256,028.04 0.00 28,713.94 0.00 0.00
31. Sep 15, 01 28,462.93 26,734.18 55,197.11 3,227,565.11 0.00 28,462.93 0.00 0.00
32. Oct 15, 01 28,214.12 26,478.78 54,692.90 3,199,351.00 0.00 28,214.12 0.00 0.00
33. Nov 15, 01 27,967.48 26,225.65 54,193.13 3,171,383.52 0.00 27,967.48 0.00 0.00
34. Dec 15, 01 92,186.29 25,834.21 118,020.50 3,079,197.22 65,031.77 27,154.52 0.00 0.00
35. Jan 15, 02 26,917.14 25,198.55 52,115.70 3,052,280.08 0.00 26,917.14 0.00 0.00
36. Feb 15, 02 26,681.85 24,957.15 51,638.99 3,025,598.23 0.00 26,681.84 0.00 0.00
37. Mar 15, 02 26,448.60 24,717.88 51,166.49 2,999,149.63 0.00 26,448.60 0.00 0.00
38. Apr 15, 02 26,217.40 24,480.74 50,698.14 2,972,932.23 0.00 26,217.40 0.00 0.00
39. May 15, 02 25,988.22 24,245.71 50,233.92 2,946,944.01 0.00 25,988.22 0.00 0.00
40. Jun 15, 02 72,833.89 23,912.12 96,746.01 2,874,110.12 47,487.97 25,345.92 0.00 0.00
41. Jul 15, 02 25,124.36 23,398.65 48,523.01 2,848,985.77 0.00 25,124.35 0.00 0.00
42. Aug 15, 02 24,904.73 23,173.51 48,078.24 2,824,081.04 0.00 24,904.73 0.00 0.00
43. Sep 15, 02 24,687.02 22,950.38 47,637.40 2,799,394.02 0.00 24,687.02 0.00 0.00
44. Oct 15, 02 24,471.22 22,729.22 47,200.44 2,774,922.80 0.00 24,471.21 0.00 0.00
45. Nov 15, 02 24,257.30 22,510.04 46,767.34 2,750,665.50 0.00 24,257.30 0.00 0.00
46. Dec 15, 02 90,725.33 22,153.20 112,878.53 2,659,940.18 67,268.11 23,457.22 0.00 0.00
47. Jan 15, 03 23,252.16 21,537.60 44,789.76 2,636,688.01 0.00 23,252.16 0.00 0.00
48. Feb 15, 03 23,048.90 21,329.44 44,378.34 2,613,639.11 0.00 23,048.90 0.00 0.00
49. Mar 15, 03 22,847.42 21,123.13 43,970.54 2,590,791.70 0.00 22,847.42 0.00 0.00
50. Apr 15, 03 22,647.69 20,918.66 43,566.35 2,568,144.01 0.00 22,647.69 0.00 0.00
51. May 15, 03 22,449.72 20,716.01 43,165.73 2,545,694.29 0.00 22,449.72 0.00 0.00
52. Jun 15, 03 64,858.01 20,427.94 85,285.95 2,480,836.28 42,980.25 21,877.75 0.00 0.00
53. Jul 15, 03 21,686.50 19,973.12 41,659.63 2,459,149.78 0.00 21,686.51 0.00 0.00
54. Aug 15, 03 21,496.93 19,779.18 41,276.11 2,437,652.85 0.00 21,496.93 0.00 0.00
55. Sep 15, 03 21,309.01 19,586.97 40,895.99 2,416,343.84 0.00 21,309.01 0.00 0.00
56. Oct 15, 03 21,122.74 19,396.48 40,519.22 2,395,221.10 0.00 21,122.74 0.00 0.00
57. Nov 15, 03 20,938.09 19,207.70 40,145.79 2,374,283.01 0.00 20,938.09 0.00 0.00
58. Dec 15, 03 82,519.19 18,897.10 101,416.29 2,291,763.83 62,308.81 20,210.38 0.00 0.00
59. Jan 15, 04 20,033.71 18,340.87 38,374.58 2,271,730.12 0.00 20,033.71 0.00 0.00
60. Feb 15, 04 19,858.58 18,161.93 38,020.51 2,251,871.54 0.00 19,858.58 0.00 0.00
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
0. Feb 15, 99 0.00 0.00 0 0 0 0 0 0 0
1. Mar 15, 99 0.00 0.00 0 0 596.39 23,781.60 23,781.61 0 865.33
2. Apr 15, 99 0.00 0.00 0 0 596.39 23,781.60 23,781.61 0 865.33
3. May 15, 99 0.00 0.00 0 0 596.39 23,781.60 23,781.61 0 865.33
4. Jun 15, 99 0.00 0.00 0 0 596.39 23,781.60 143,250.61 0 865.33
5. Jul 15, 99 0.00 0.00 0 0 578.77 23,078.93 23,078.93 0 839.76
6. Aug 15, 99 0.00 0.00 0 0 578.77 23,078.93 23,078.93 0 839.76
7. Sep 15, 99 0.00 0.00 0 0 578.77 23,078.93 23,078.93 0 839.76
8. Oct 15, 99 0.00 0.00 0 0 578.77 23,078.93 23,078.93 0 839.76
9. Nov 15, 99 0.00 0.00 0 0 578.77 23,078.93 23,078.93 0 839.76
10. Dec 15, 99 0.00 0.00 0 0 578.77 23,078.93 88,075.91 0 839.76
11. Jan 15, 00 0.00 0.00 0 0 569.18 22,696.64 22,696.64 0 825.85
12. Feb 15, 00 0.00 0.00 0 0 569.18 22,696.64 22,696.64 0 825.85
13. Mar 15, 00 0.00 0.00 0 0 569.18 22,696.64 22,696.64 0 825.85
14. Apr 15, 00 0.00 0.00 0 0 569.18 22,696.64 22,696.64 0 825.85
15. May 15, 00 0.00 0.00 0 0 569.18 22,696.64 22,696.64 0 825.85
16. Jun 15, 00 0.00 0.00 0 0 569.18 22,696.64 74,068.96 0 825.85
17. Jul 15, 00 0.00 0.00 8,645.07 8,645.07 561.61 31,039.55 64,323.29 12,543.43 814.86
18. Aug 15, 00 0.00 0.00 8,546.66 8,546.66 556.7 30,745.38 63,738.17 12,400.65 807.73
19. Sep 15, 00 0.00 0.00 8,449.14 8,449.14 551.83 30,453.81 63,158.18 12,259.15 800.67
20. Oct 15, 00 0.00 0.00 8,352.50 8,352.50 547.01 30,164.81 62,583.30 12,118.93 793.67
21. Nov 15, 00 0.00 0.00 8,256.73 8,256.73 542.23 29,878.36 62,013.46 11,979.97 786.73
22. Dec 15, 00 0.00 0.00 8,007.91 8,007.91 537.49 29,440.54 129,409.19 11,618.96 779.86
23. Jan 15, 01 0.00 0.00 7,915.63 7,915.63 522.74 28,760.28 59,740.57 11,485.07 758.46
24. Feb 15, 01 0.00 0.00 7,824.19 7,824.19 518.17 28,486.62 59,196.10 11,352.39 751.83
25. Mar 15, 01 0.00 0.00 7,733.57 7,733.57 513.64 28,215.38 58,656.40 11,220.91 745.26
26. Apr 15, 01 0.00 0.00 7,643.77 7,643.77 509.15 27,946.54 58,121.46 11,090.62 738.75
27. May 15, 01 0.00 0.00 7,554.79 7,554.79 504.7 27,680.07 57,591.22 10,961.50 732.29
28. Jun 15, 01 0.00 0.00 7,359.06 7,359.06 500.29 27,308.42 105,385.47 10,677.52 725.89
29. Jul 15, 01 0.00 0.00 7,272.94 7,272.94 488.77 26,763.08 55,730.23 10,552.57 709.18
30. Aug 15, 01 0.00 0.00 7,187.61 7,187.61 484.5 26,507.36 55,221.30 10,428.75 702.98
31. Sep 15, 01 0.00 0.00 7,103.05 7,103.05 480.26 26,253.92 54,716.85 10,306.06 696.83
32. Oct 15, 01 0.00 0.00 7,019.25 7,019.25 476.07 26,002.72 54,216.83 10,184.48 690.74
33. Nov 15, 01 0.00 0.00 6,936.23 6,936.23 471.9 25,753.74 53,721.22 10,064.01 684.7
34. Dec 15, 01 0.00 0.00 6,713.41 6,713.41 467.78 25,366.43 117,552.72 9,740.72 678.72
35. Jan 15, 02 0.00 0.00 6,633.56 6,633.56 454.18 24,744.37 51,661.52 9,624.86 658.99
36. Feb 15, 02 0.00 0.00 6,554.44 6,554.44 450.21 24,506.94 51,188.78 9,510.07 653.23
37. Mar 15, 02 0.00 0.00 6,476.05 6,476.05 446.28 24,271.61 50,720.21 9,396.32 647.52
38. Apr 15, 02 0.00 0.00 6,398.37 6,398.37 442.37 24,038.37 50,255.77 9,283.61 641.86
39. May 15, 02 0.00 0.00 6,321.40 6,321.40 438.51 23,807.20 49,795.42 9,171.94 636.25
40. Jun 15, 02 0.00 0.00 6,144.50 6,144.50 434.67 23,477.45 96,311.34 8,915.27 630.68
41. Jul 15, 02 0.00 0.00 6,070.16 6,070.16 423.93 22,974.72 48,099.08 8,807.41 615.1
42. Aug 15, 02 0.00 0.00 5,996.50 5,996.50 420.23 22,753.29 47,658.02 8,700.53 609.72
43. Sep 15, 02 0.00 0.00 5,923.52 5,923.52 416.55 22,533.82 47,220.85 8,594.64 604.39
44. Oct 15, 02 0.00 0.00 5,851.21 5,851.21 412.91 22,316.31 46,787.53 8,489.73 599.11
45. Nov 15, 02 0.00 0.00 5,779.57 5,779.57 409.3 22,100.74 46,358.04 8,385.78 593.87
46. Dec 15, 02 0.00 0.00 5,568.98 5,568.98 405.72 21,747.48 112,472.81 8,080.23 588.68
47. Jan 15, 03 0.00 0.00 5,500.38 5,500.38 392.34 21,145.26 44,397.42 7,980.69 569.26
48. Feb 15, 03 0.00 0.00 5,432.40 5,432.40 388.91 20,940.52 43,989.43 7,882.06 564.29
49. Mar 15, 03 0.00 0.00 5,365.06 5,365.06 385.51 20,737.62 43,585.03 7,784.35 559.35
50. Apr 15, 03 0.00 0.00 5,298.34 5,298.34 382.14 20,536.52 43,184.21 7,687.55 554.46
51. May 15, 03 0.00 0.00 5,232.25 5,232.25 378.8 20,337.21 42,786.93 7,591.65 549.62
52. Jun 15, 03 0.00 0.00 5,079.53 5,079.53 375.49 20,052.45 84,910.46 7,370.06 544.81
53. Jul 15, 03 0.00 0.00 5,015.75 5,015.75 365.92 19,607.20 41,293.70 7,277.52 530.93
54. Aug 15, 03 0.00 0.00 4,952.56 4,952.56 362.72 19,416.46 40,913.39 7,185.84 526.29
55. Sep 15, 03 0.00 0.00 4,889.96 4,889.96 359.55 19,227.42 40,536.43 7,095.01 521.69
56. Oct 15, 03 0.00 0.00 4,827.94 4,827.94 356.41 19,040.07 40,162.81 7,005.03 517.13
57. Nov 15, 03 0.00 0.00 4,766.51 4,766.51 353.3 18,854.40 39,792.49 6,915.89 512.61
58. Dec 15, 03 0.00 0.00 4,582.16 4,582.16 350.21 18,546.90 101,066.08 6,648.41 508.13
59. Jan 15, 04 0.00 0.00 4,523.45 4,523.45 338.04 18,002.84 38,036.54 6,563.22 490.47
60. Feb 15, 04 0.00 0.00 4,465.29 4,465.29 335.08 17,826.85 37,685.43 6,478.84 486.18
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
0. Feb 15, 99 0 0
1. Mar 15, 99 34,505.55 34,505.55
2. Apr 15, 99 34,505.55 34,505.55
3. May 15, 99 34,505.55 34,505.55
4. Jun 15, 99 34,505.55 207,847.25
5. Jul 15, 99 33,486.01 33,486.01
6. Aug 15, 99 33,486.01 33,486.01
7. Sep 15, 99 33,486.01 33,486.01
8. Oct 15, 99 33,486.01 33,486.01
9. Nov 15, 99 33,486.01 33,486.01
10. Dec 15, 99 33,486.01 127,792.38
11. Jan 15, 00 32,931.34 32,931.34
12. Feb 15, 00 32,931.34 32,931.34
13. Mar 15, 00 32,931.34 32,931.34
14. Apr 15, 00 32,931.34 32,931.34
15. May 15, 00 32,931.34 32,931.34
16. Jun 15, 00 32,931.34 107,469.22
17. Jul 15, 00 45,036.35 93,328.88
18. Aug 15, 00 44,609.54 92,479.90
19. Sep 15, 00 44,186.48 91,638.39
20. Oct 15, 00 43,767.17 90,804.26
21. Nov 15, 00 43,351.55 89,977.47
22. Dec 15, 00 42,716.30 187,764.26
23. Jan 15, 01 41,729.28 86,679.66
24. Feb 15, 01 41,332.22 85,889.66
25. Mar 15, 01 40,938.67 85,106.61
26. Apr 15, 01 40,548.60 84,330.43
27. May 15, 01 40,161.97 83,561.09
28. Jun 15, 01 39,622.73 152,907.43
29. Jul 15, 01 38,831.47 80,860.92
30. Aug 15, 01 38,460.45 80,122.49
31. Sep 15, 01 38,092.72 79,390.57
32. Oct 15, 01 37,728.24 78,665.08
33. Nov 15, 01 37,367.00 77,945.98
34. Dec 15, 01 36,805.03 170,561.31
35. Jan 15, 02 35,902.47 74,957.48
36. Feb 15, 02 35,557.96 74,271.57
37. Mar 15, 02 35,216.51 73,591.70
38. Apr 15, 02 34,878.10 72,917.83
39. May 15, 02 34,542.69 72,249.89
40. Jun 15, 02 34,064.24 139,741.45
41. Jul 15, 02 33,334.82 69,788.61
42. Aug 15, 02 33,013.53 69,148.66
43. Sep 15, 02 32,695.11 68,514.35
44. Oct 15, 02 32,379.51 67,885.64
45. Nov 15, 02 32,066.73 67,262.48
46. Dec 15, 02 31,554.17 163,190.69
47. Jan 15, 03 30,680.39 64,417.76
48. Feb 15, 03 30,383.33 63,825.78
49. Mar 15, 03 30,088.93 63,239.04
50. Apr 15, 03 29,797.14 62,657.47
51. May 15, 03 29,507.96 62,081.04
52. Jun 15, 03 29,094.80 123,199.52
53. Jul 15, 03 28,448.76 59,914.46
54. Aug 15, 03 28,172.01 59,362.65
55. Sep 15, 03 27,897.73 58,815.71
56. Oct 15, 03 27,625.90 58,273.61
57. Nov 15, 03 27,356.50 57,736.30
58. Dec 15, 03 26,910.33 146,640.28
59. Jan 15, 04 26,120.94 55,188.54
60. Feb 15, 04 25,865.59 54,679.09
</TABLE>
1 of 4 loan level CF (4)
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
61. Mar 15, 04 19,684.98 17,984.58 37,669.56 2,232,186.56 0.00 19,684.98 0.00 0.00
62. Apr 15, 04 19,512.90 17,808.82 37,321.73 2,212,673.65 0.00 19,512.91 0.00 0.00
63. May 15, 04 19,342.33 17,634.64 36,976.97 2,193,331.32 0.00 19,342.33 0.00 0.00
64. Jun 15, 04 64,131.04 17,374.38 81,505.42 2,129,200.28 45,354.26 18,776.78 0.00 0.00
65. Jul 15, 04 18,612.64 16,933.40 35,546.04 2,110,587.64 0.00 18,612.64 0.00 0.00
66. Aug 15, 04 18,449.94 16,767.36 35,217.30 2,092,137.71 0.00 18,449.94 0.00 0.00
67. Sep 15, 04 18,288.66 16,602.82 34,891.47 2,073,849.05 0.00 18,288.65 0.00 0.00
68. Oct 15, 04 18,128.78 16,439.75 34,568.53 2,055,720.27 0.00 18,128.78 0.00 0.00
69. Nov 15, 04 17,970.31 16,278.14 34,248.45 2,037,749.96 0.00 17,970.31 0.00 0.00
70. Dec 15, 04 67,734.16 16,023.28 83,757.44 1,970,015.80 50,361.18 17,372.98 0.00 0.00
71. Jan 15, 05 17,221.11 15,564.85 32,785.96 1,952,794.68 0.00 17,221.11 0.00 0.00
72. Feb 15, 05 17,070.57 15,411.45 32,482.02 1,935,724.11 0.00 17,070.57 0.00 0.00
73. Mar 15, 05 16,921.35 15,259.42 32,180.77 1,918,802.76 0.00 16,921.35 0.00 0.00
74. Apr 15, 05 16,773.43 15,108.77 31,882.19 1,902,029.34 0.00 16,773.43 0.00 0.00
75. May 15, 05 16,626.80 14,959.47 31,586.27 1,885,402.54 0.00 16,626.80 0.00 0.00
76. Jun 15, 05 70,544.18 14,711.88 85,256.06 1,814,858.35 54,539.49 16,004.69 0.00 0.00
77. Jul 15, 05 15,864.78 14,240.67 30,105.45 1,798,993.57 0.00 15,864.79 0.00 0.00
78. Aug 15, 05 15,726.10 14,099.57 29,825.67 1,783,267.47 0.00 15,726.10 0.00 0.00
79. Sep 15, 05 15,588.63 13,959.74 29,548.37 1,767,678.84 0.00 15,588.63 0.00 0.00
80. Oct 15, 05 15,452.36 13,821.18 29,273.53 1,752,226.49 0.00 15,452.36 0.00 0.00
81. Nov 15, 05 15,317.28 13,683.86 29,001.14 1,736,909.21 0.00 15,317.28 0.00 0.00
82. Dec 15, 05 45,752.17 13,493.17 59,245.34 1,691,157.04 30,838.36 14,913.81 0.00 0.00
83. Jan 15, 06 14,783.44 13,174.79 27,958.22 1,676,373.60 0.00 14,783.44 0.00 0.00
84. Feb 15, 06 14,654.21 13,043.53 27,697.73 1,661,719.40 0.00 14,654.21 0.00 0.00
85. Mar 15, 06 14,526.10 12,913.45 27,439.56 1,647,193.29 0.00 14,526.10 0.00 0.00
86. Apr 15, 06 14,399.12 12,784.55 27,183.68 1,632,794.17 0.00 14,399.12 0.00 0.00
87. May 15, 06 14,273.25 12,656.82 26,930.07 1,618,520.92 0.00 14,273.25 0.00 0.00
88. Jun 15, 06 80,989.21 12,414.76 93,403.97 1,537,531.70 67,430.18 13,559.03 0.00 0.00
89. Jul 15, 06 13,440.51 11,888.71 25,329.21 1,524,091.20 0.00 13,440.50 0.00 0.00
90. Aug 15, 06 13,323.01 11,770.27 25,093.28 1,510,768.18 0.00 13,323.01 0.00 0.00
91. Sep 15, 06 13,206.55 11,652.88 24,859.43 1,497,561.63 0.00 13,206.55 0.00 0.00
92. Oct 15, 06 13,091.10 11,536.55 24,627.65 1,484,470.53 0.00 13,091.10 0.00 0.00
93. Nov 15, 06 12,976.67 11,421.25 24,397.92 1,471,493.87 0.00 12,976.66 0.00 0.00
94. Dec 15, 06 36,431.14 11,267.64 47,698.78 1,435,062.72 23,775.75 12,655.39 0.00 0.00
95. Jan 15, 07 12,544.76 11,012.88 23,557.64 1,422,517.96 0.00 12,544.76 0.00 0.00
96. Feb 15, 07 12,435.10 10,902.46 23,337.56 1,410,082.86 0.00 12,435.10 0.00 0.00
97. Mar 15, 07 12,326.40 10,793.04 23,119.43 1,397,756.46 0.00 12,326.40 0.00 0.00
98. Apr 15, 07 12,218.65 10,684.59 22,903.23 1,385,537.82 0.00 12,218.64 0.00 0.00
99. May 15, 07 12,111.83 10,577.11 22,688.95 1,373,425.98 0.00 12,111.83 0.00 0.00
100. Jun 15, 07 61,532.72 10,390.93 71,923.65 1,311,893.26 49,963.53 11,569.19 0.00 0.00
101. Jul 15, 07 11,468.06 9,987.98 21,456.04 1,300,425.20 0.00 11,468.06 0.00 0.00
102. Aug 15, 07 11,367.81 9,887.17 21,254.98 1,289,057.39 0.00 11,367.81 0.00 0.00
103. Sep 15, 07 11,268.44 9,787.27 21,055.71 1,277,788.95 0.00 11,268.44 0.00 0.00
104. Oct 15, 07 11,169.94 9,688.27 20,858.21 1,266,619.01 0.00 11,169.93 0.00 0.00
105. Nov 15, 07 11,072.29 9,590.16 20,662.45 1,255,546.72 0.00 11,072.29 0.00 0.00
106. Dec 15, 07 29,130.25 9,464.88 38,595.13 1,226,416.47 18,314.85 10,815.40 0.00 0.00
107. Jan 15, 08 10,720.86 9,259.51 19,980.36 1,215,695.61 0.00 10,720.86 0.00 0.00
108. Feb 15, 08 10,627.14 9,165.41 19,792.55 1,205,068.47 0.00 10,627.14 0.00 0.00
109. Mar 15, 08 10,534.24 9,072.17 19,606.41 1,194,534.23 0.00 10,534.24 0.00 0.00
110. Apr 15, 08 10,442.15 8,979.76 19,421.91 1,184,092.08 0.00 10,442.15 0.00 0.00
111. May 15, 08 10,350.87 8,888.19 19,239.06 1,173,741.20 0.00 10,350.87 0.00 0.00
112. Jun 15, 08 48,350.94 8,741.11 57,092.04 1,125,390.26 38,426.46 9,924.48 0.00 0.00
113. Jul 15, 08 9,837.72 8,422.44 18,260.17 1,115,552.54 0.00 9,837.72 0.00 0.00
114. Aug 15, 08 9,751.73 8,336.24 18,087.97 1,105,800.81 0.00 9,751.73 0.00 0.00
115. Sep 15, 08 9,666.48 8,250.82 17,917.31 1,096,134.33 0.00 9,666.48 0.00 0.00
116. Oct 15, 08 9,581.98 8,166.18 17,748.16 1,086,552.35 0.00 9,581.98 0.00 0.00
117. Nov 15, 08 9,498.22 8,082.30 17,580.52 1,077,054.13 0.00 9,498.22 0.00 0.00
118. Dec 15, 08 28,687.91 7,972.00 36,659.91 1,048,366.23 19,442.68 9,245.23 0.00 0.00
119. Jan 15, 09 9,164.41 7,773.89 16,938.30 1,039,201.82 0.00 9,164.41 0.00 0.00
120. Feb 15, 09 9,084.30 7,693.74 16,778.04 1,030,117.52 0.00 9,084.30 0.00 0.00
121. Mar 15, 09 9,004.89 7,614.32 16,619.21 1,021,112.63 0.00 9,004.89 0.00 0.00
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
61. Mar 15, 04 0.00 0.00 4,407.67 4,407.67 332.15 17,652.43 37,337.41 6,395.24 481.93
62. Apr 15, 04 0.00 0.00 4,350.60 4,350.60 329.25 17,479.58 36,992.48 6,312.44 477.72
63. May 15, 04 0.00 0.00 4,294.06 4,294.06 326.37 17,308.27 36,650.60 6,230.40 473.54
64. Jun 15, 04 0.00 0.00 4,150.42 4,150.42 323.52 17,050.87 81,181.90 6,021.99 469.4
65. Jul 15, 04 0.00 0.00 4,096.09 4,096.09 314.06 16,619.34 35,231.98 5,943.16 455.68
66. Aug 15, 04 0.00 0.00 4,042.28 4,042.28 311.31 16,456.05 34,905.99 5,865.08 451.69
67. Sep 15, 04 0.00 0.00 3,988.97 3,988.97 308.59 16,294.22 34,582.88 5,787.73 447.74
68. Oct 15, 04 0.00 0.00 3,936.16 3,936.16 305.89 16,133.85 34,262.64 5,711.12 443.83
69. Nov 15, 04 0.00 0.00 3,883.86 3,883.86 303.22 15,974.92 33,945.23 5,635.23 439.95
70. Dec 15, 04 0.00 0.00 3,737.34 3,737.34 300.57 15,722.71 83,456.87 5,422.64 436.1
71. Jan 15, 05 0.00 0.00 3,687.30 3,687.30 290.58 15,274.27 32,495.38 5,350.02 421.61
72. Feb 15, 05 0.00 0.00 3,637.72 3,637.72 288.04 15,123.41 32,193.98 5,278.10 417.92
73. Mar 15, 05 0.00 0.00 3,588.62 3,588.62 285.52 14,973.90 31,895.25 5,206.85 414.27
74. Apr 15, 05 0.00 0.00 3,539.99 3,539.99 283.02 14,825.74 31,599.17 5,136.29 410.65
75. May 15, 05 0.00 0.00 3,491.81 3,491.81 280.55 14,678.92 31,305.72 5,066.39 407.06
76. Jun 15, 05 0.00 0.00 3,344.48 3,344.48 278.1 14,433.78 84,977.97 4,852.61 403.5
77. Jul 15, 05 0.00 0.00 3,298.59 3,298.59 267.69 13,972.98 29,837.76 4,786.03 388.4
78. Aug 15, 05 0.00 0.00 3,253.14 3,253.14 265.35 13,834.22 29,560.32 4,720.09 385.01
79. Sep 15, 05 0.00 0.00 3,208.13 3,208.13 263.03 13,696.71 29,285.34 4,654.78 381.64
80. Oct 15, 05 0.00 0.00 3,163.54 3,163.54 260.73 13,560.44 29,012.80 4,590.10 378.31
81. Nov 15, 05 0.00 0.00 3,119.39 3,119.39 258.45 13,425.40 28,742.68 4,526.03 375
82. Dec 15, 05 0.00 0.00 3,021.06 3,021.06 256.19 13,236.98 58,989.15 4,383.35 371.72
83. Jan 15, 06 0.00 0.00 2,978.52 2,978.52 249.45 12,925.34 27,708.78 4,321.63 361.93
84. Feb 15, 06 0.00 0.00 2,936.39 2,936.39 247.27 12,796.26 27,450.47 4,260.51 358.77
85. Mar 15, 06 0.00 0.00 2,894.67 2,894.67 245.1 12,668.35 27,194.45 4,199.97 355.63
86. Apr 15, 06 0.00 0.00 2,853.35 2,853.35 242.96 12,541.59 26,940.72 4,140.03 352.52
87. May 15, 06 0.00 0.00 2,812.43 2,812.43 240.84 12,415.98 26,689.24 4,080.66 349.44
88. Jun 15, 06 0.00 0.00 2,656.43 2,656.43 238.73 12,176.03 93,165.24 3,854.31 346.38
89. Jul 15, 06 0.00 0.00 2,618.67 2,618.67 226.79 11,661.92 25,102.43 3,799.52 329.05
90. Aug 15, 06 0.00 0.00 2,581.27 2,581.27 224.8 11,545.46 24,868.48 3,745.25 326.18
91. Sep 15, 06 0.00 0.00 2,544.21 2,544.21 222.84 11,430.04 24,636.59 3,691.48 323.32
92. Oct 15, 06 0.00 0.00 2,507.50 2,507.50 220.89 11,315.66 24,406.76 3,638.22 320.5
93. Nov 15, 06 0.00 0.00 2,471.13 2,471.13 218.96 11,202.29 24,178.96 3,585.45 317.7
94. Dec 15, 06 0.00 0.00 2,395.76 2,395.76 217.05 11,050.60 47,481.74 3,476.09 314.92
95. Jan 15, 07 0.00 0.00 2,360.65 2,360.65 211.67 10,801.21 23,345.97 3,425.15 307.12
96. Feb 15, 07 0.00 0.00 2,325.87 2,325.87 209.82 10,692.64 23,127.74 3,374.68 304.44
97. Mar 15, 07 0.00 0.00 2,291.41 2,291.41 207.99 10,585.05 22,911.45 3,324.69 301.78
98. Apr 15, 07 0.00 0.00 2,257.28 2,257.28 206.17 10,478.42 22,697.06 3,275.17 299.14
99. May 15, 07 0.00 0.00 2,223.47 2,223.47 204.37 10,372.75 22,484.58 3,226.12 296.52
100. Jun 15, 07 0.00 0.00 2,110.32 2,110.32 202.58 10,188.35 71,721.07 3,061.93 293.93
101. Jul 15, 07 0.00 0.00 2,078.35 2,078.35 193.5 9,794.47 21,262.53 3,015.55 280.76
102. Aug 15, 07 0.00 0.00 2,046.69 2,046.69 191.81 9,695.36 21,063.17 2,969.62 278.31
103. Sep 15, 07 0.00 0.00 2,015.33 2,015.33 190.14 9,597.14 20,865.58 2,924.11 275.87
104. Oct 15, 07 0.00 0.00 1,984.27 1,984.27 188.47 9,499.80 20,669.73 2,879.04 273.46
105. Nov 15, 07 0.00 0.00 1,953.50 1,953.50 186.83 9,403.33 20,475.63 2,834.40 271.07
106. Dec 15, 07 0.00 0.00 1,894.98 1,894.98 185.19 9,279.69 38,409.94 2,749.49 268.7
107. Jan 15, 08 0.00 0.00 1,865.24 1,865.24 180.9 9,078.61 19,799.47 2,706.34 262.47
108. Feb 15, 08 0.00 0.00 1,835.78 1,835.78 179.32 8,986.10 19,613.24 2,663.60 260.17
109. Mar 15, 08 0.00 0.00 1,806.61 1,806.61 177.75 8,894.42 19,428.66 2,621.27 257.9
110. Apr 15, 08 0.00 0.00 1,777.71 1,777.71 176.19 8,803.57 19,245.72 2,579.35 255.65
111. May 15, 08 0.00 0.00 1,749.10 1,749.10 174.65 8,713.53 19,064.41 2,537.83 253.41
112. Jun 15, 08 0.00 0.00 1,664.42 1,664.42 173.13 8,567.98 56,918.92 2,414.97 251.2
113. Jul 15, 08 0.00 0.00 1,637.28 1,637.28 166 8,256.45 18,094.17 2,375.58 240.85
114. Aug 15, 08 0.00 0.00 1,610.39 1,610.39 164.54 8,171.70 17,923.43 2,336.57 238.74
115. Sep 15, 08 0.00 0.00 1,583.77 1,583.77 163.11 8,087.72 17,754.20 2,297.94 236.66
116. Oct 15, 08 0.00 0.00 1,557.40 1,557.40 161.68 8,004.50 17,586.48 2,259.69 234.59
117. Nov 15, 08 0.00 0.00 1,531.29 1,531.29 160.27 7,922.03 17,420.25 2,221.80 232.54
118. Dec 15, 08 0.00 0.00 1,478.26 1,478.26 158.87 7,813.13 36,501.04 2,144.86 230.5
119. Jan 15, 09 0.00 0.00 1,453.12 1,453.12 154.63 7,619.26 16,783.67 2,108.38 224.36
120. Feb 15, 09 0.00 0.00 1,428.22 1,428.22 153.28 7,540.46 16,624.76 2,072.26 222.4
121. Mar 15, 09 0.00 0.00 1,403.57 1,403.57 151.94 7,462.38 16,467.27 2,036.49 220.46
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
61. Mar 15, 04 25,612.52 54,174.15
62. Apr 15, 04 25,361.72 53,673.67
63. May 15, 04 25,113.17 53,177.63
64. Jun 15, 04 24,739.69 117,789.64
65. Jul 15, 04 24,113.58 51,119.30
66. Aug 15, 04 23,876.65 50,646.30
67. Sep 15, 04 23,641.85 50,177.50
68. Oct 15, 04 23,409.16 49,712.84
69. Nov 15, 04 23,178.56 49,252.30
70. Dec 15, 04 22,812.62 121,090.46
71. Jan 15, 05 22,161.97 47,148.68
72. Feb 15, 05 21,943.08 46,711.36
73. Mar 15, 05 21,726.15 46,277.92
74. Apr 15, 05 21,511.18 45,848.33
75. May 15, 05 21,298.15 45,422.55
76. Jun 15, 05 20,942.48 123,297.47
77. Jul 15, 05 20,273.88 43,292.64
78. Aug 15, 05 20,072.55 42,890.09
79. Sep 15, 05 19,873.03 42,491.11
80. Oct 15, 05 19,675.31 42,095.68
81. Nov 15, 05 19,479.38 41,703.75
82. Dec 15, 05 19,205.99 85,589.39
83. Jan 15, 06 18,753.82 40,203.62
84. Feb 15, 06 18,566.54 39,828.83
85. Mar 15, 06 18,380.94 39,457.37
86. Apr 15, 06 18,197.03 39,089.22
87. May 15, 06 18,014.78 38,724.33
88. Jun 15, 06 17,666.62 135,176.67
89. Jul 15, 06 16,920.68 36,421.98
90. Aug 15, 06 16,751.71 36,082.53
91. Sep 15, 06 16,584.25 35,746.08
92. Oct 15, 06 16,418.28 35,412.61
93. Nov 15, 06 16,253.79 35,082.08
94. Dec 15, 06 16,033.69 68,892.90
95. Jan 15, 07 15,671.85 33,873.47
96. Feb 15, 07 15,514.33 33,556.84
97. Mar 15, 07 15,358.21 33,243.01
98. Apr 15, 07 15,203.50 32,931.95
99. May 15, 07 15,050.18 32,623.65
100. Jun 15, 07 14,782.63 104,062.58
101. Jul 15, 07 14,211.14 30,850.54
102. Aug 15, 07 14,067.33 30,561.28
103. Sep 15, 07 13,924.82 30,274.59
104. Oct 15, 07 13,783.58 29,990.43
105. Nov 15, 07 13,643.62 29,708.79
106. Dec 15, 07 13,464.22 55,730.31
107. Jan 15, 08 13,172.47 28,727.73
108. Feb 15, 08 13,038.24 28,457.52
109. Mar 15, 08 12,905.22 28,189.71
110. Apr 15, 08 12,773.40 27,924.28
111. May 15, 08 12,642.77 27,661.21
112. Jun 15, 08 12,431.58 82,585.62
113. Jul 15, 08 11,979.56 26,253.46
114. Aug 15, 08 11,856.60 26,005.72
115. Sep 15, 08 11,734.75 25,760.18
116. Oct 15, 08 11,614.00 25,516.83
117. Nov 15, 08 11,494.35 25,275.64
118. Dec 15, 08 11,336.35 52,960.62
119. Jan 15, 09 11,055.05 24,352.01
120. Feb 15, 09 10,940.72 24,121.44
121. Mar 15, 09 10,827.42 23,892.93
</TABLE>
2 of 4 loan level CF (4)
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
122. Apr 15, 09 8,926.17 7,535.62 16,461.79 1,012,186.46 0.00 8,926.17 0.00 0.00
123. May 15, 09 8,848.14 7,457.63 16,305.77 1,003,338.32 0.00 8,848.14 0.00 0.00
124. Jun 15, 09 43,919.45 7,333.31 51,252.76 959,418.87 35,458.62 8,460.83 0.00 0.00
125. Jul 15, 09 8,386.87 7,045.65 15,432.52 951,032.01 0.00 8,386.87 0.00 0.00
126. Aug 15, 09 8,313.55 6,972.46 15,286.01 942,718.45 0.00 8,313.55 0.00 0.00
127. Sep 15, 09 8,240.88 6,899.92 15,140.80 934,477.57 0.00 8,240.88 0.00 0.00
128. Oct 15, 09 8,168.84 6,828.05 14,996.89 926,308.73 0.00 8,168.84 0.00 0.00
129. Nov 15, 09 8,097.43 6,756.83 14,854.26 918,211.30 0.00 8,097.43 0.00 0.00
130. Dec 15, 09 28,435.44 6,660.47 35,095.91 889,775.86 20,588.78 7,846.67 0.00 0.00
131. Jan 15, 10 7,778.08 6,467.98 14,246.05 881,997.78 0.00 7,778.07 0.00 0.00
132. Feb 15, 10 7,710.08 6,400.24 14,110.33 874,287.70 0.00 7,710.08 0.00 0.00
133. Mar 15, 10 7,642.68 6,333.13 13,975.81 866,645.02 0.00 7,642.68 0.00 0.00
134. Apr 15, 10 7,575.87 6,266.63 13,842.50 859,069.14 0.00 7,575.87 0.00 0.00
135. May 15, 10 7,509.65 6,200.73 13,710.38 851,559.49 0.00 7,509.65 0.00 0.00
136. Jun 15, 10 40,131.70 6,096.67 46,228.37 811,427.79 32,975.96 7,155.74 0.00 0.00
137. Jul 15, 10 7,093.19 5,835.66 12,928.85 804,334.60 0.00 7,093.19 0.00 0.00
138. Aug 15, 10 7,031.18 5,774.04 12,805.22 797,303.42 0.00 7,031.18 0.00 0.00
139. Sep 15, 10 6,969.72 5,712.98 12,682.70 790,333.71 0.00 6,969.72 0.00 0.00
140. Oct 15, 10 6,908.79 5,652.49 12,561.28 783,424.92 0.00 6,908.79 0.00 0.00
141. Nov 15, 10 6,848.40 5,592.55 12,440.94 776,576.52 0.00 6,848.40 0.00 0.00
142. Dec 15, 10 25,910.98 5,512.02 31,422.99 750,665.54 19,291.08 6,619.89 0.00 0.00
143. Jan 15, 11 6,562.03 5,338.33 11,900.35 744,103.52 0.00 6,562.03 0.00 0.00
144. Feb 15, 11 6,504.66 5,281.47 11,786.13 737,598.85 0.00 6,504.66 0.00 0.00
145. Mar 15, 11 6,447.80 5,225.14 11,672.94 731,151.05 0.00 6,447.80 0.00 0.00
146. Apr 15, 11 6,391.44 5,169.32 11,560.76 724,759.61 0.00 6,391.44 0.00 0.00
147. May 15, 11 6,335.57 5,114.02 11,449.59 718,424.04 0.00 6,335.57 0.00 0.00
148. Jun 15, 11 38,609.21 5,026.20 43,635.41 679,814.83 32,614.13 5,995.08 0.00 0.00
149. Jul 15, 11 5,942.68 4,777.22 10,719.90 673,872.15 0.00 5,942.68 0.00 0.00
150. Aug 15, 11 5,890.73 4,725.38 10,616.11 667,981.42 0.00 5,890.73 0.00 0.00
151. Sep 15, 11 5,839.23 4,674.05 10,513.28 662,142.19 0.00 5,839.23 0.00 0.00
152. Oct 15, 11 5,788.19 4,623.20 10,411.39 656,354.00 0.00 5,788.19 0.00 0.00
153. Nov 15, 11 5,737.59 4,572.85 10,310.44 650,616.41 0.00 5,737.59 0.00 0.00
154. Dec 15, 11 22,501.06 4,507.33 27,008.39 628,115.35 16,961.90 5,539.16 0.00 0.00
155. Jan 15, 12 5,490.74 4,356.97 9,847.71 622,624.61 0.00 5,490.74 0.00 0.00
156. Feb 15, 12 5,442.74 4,309.33 9,752.08 617,181.86 0.00 5,442.74 0.00 0.00
157. Mar 15, 12 5,395.16 4,262.16 9,657.32 611,786.70 0.00 5,395.16 0.00 0.00
158. Apr 15, 12 5,348.00 4,215.44 9,563.44 606,438.70 0.00 5,348.00 0.00 0.00
159. May 15, 12 5,301.25 4,169.17 9,470.43 601,137.45 0.00 5,301.25 0.00 0.00
160. Jun 15, 12 37,931.28 4,095.99 42,027.27 563,206.17 32,964.53 4,966.75 0.00 0.00
161. Jul 15, 12 4,923.33 3,854.36 8,777.69 558,282.84 0.00 4,923.33 0.00 0.00
162. Aug 15, 12 4,880.29 3,811.88 8,692.18 553,402.54 0.00 4,880.29 0.00 0.00
163. Sep 15, 12 4,837.63 3,769.82 8,607.45 548,564.91 0.00 4,837.63 0.00 0.00
164. Oct 15, 12 4,795.34 3,728.17 8,523.51 543,769.57 0.00 4,795.34 0.00 0.00
165. Nov 15, 12 4,753.42 3,686.92 8,440.35 539,016.15 0.00 4,753.42 0.00 0.00
166. Dec 15, 12 19,988.44 3,634.74 23,623.19 519,027.71 15,411.29 4,577.15 0.00 0.00
167. Jan 15, 13 4,537.14 3,502.53 8,039.67 514,490.57 0.00 4,537.14 0.00 0.00
168. Feb 15, 13 4,497.48 3,463.62 7,961.10 509,993.09 0.00 4,497.48 0.00 0.00
169. Mar 15, 13 4,458.16 3,425.09 7,883.25 505,534.93 0.00 4,458.16 0.00 0.00
170. Apr 15, 13 4,419.19 3,386.93 7,806.12 501,115.74 0.00 4,419.19 0.00 0.00
171. May 15, 13 4,380.56 3,349.14 7,729.70 496,735.18 0.00 4,380.56 0.00 0.00
172. Jun 15, 13 33,706.85 3,292.82 36,999.68 463,028.33 29,623.54 4,083.31 0.00 0.00
173. Jul 15, 13 4,047.61 3,079.37 7,126.99 458,980.72 0.00 4,047.61 0.00 0.00
174. Aug 15, 13 4,012.23 3,044.87 7,057.10 454,968.49 0.00 4,012.23 0.00 0.00
175. Sep 15, 13 3,977.16 3,010.70 6,987.85 450,991.33 0.00 3,977.16 0.00 0.00
176. Oct 15, 13 3,942.39 2,976.86 6,919.25 447,048.94 0.00 3,942.39 0.00 0.00
177. Nov 15, 13 3,907.93 2,943.36 6,851.28 443,141.01 0.00 3,907.93 0.00 0.00
178. Dec 15, 13 35,279.15 2,893.13 38,172.28 407,861.86 31,682.34 3,596.81 0.00 0.00
179. Jan 15, 14 3,565.37 2,671.61 6,236.98 404,296.49 0.00 3,565.37 0.00 0.00
180. Feb 15, 14 3,534.20 2,641.40 6,175.61 400,762.29 0.00 3,534.20 0.00 0.00
181. Mar 15, 14 3,503.31 2,611.49 6,114.80 397,258.98 0.00 3,503.31 0.00 0.00
182. Apr 15, 14 3,472.68 2,581.87 6,054.56 393,786.29 0.00 3,472.68 0.00 0.00
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
122. Apr 15, 09 0.00 0.00 1,379.16 1,379.16 150.61 7,385.01 16,311.17 2,001.07 218.53
123. May 15, 09 0.00 0.00 1,354.99 1,354.99 149.3 7,308.33 16,156.47 1,966.00 216.62
124. Jun 15, 09 0.00 0.00 1,284.02 1,284.02 147.99 7,185.32 51,104.77 1,863.03 214.73
125. Jul 15, 09 0.00 0.00 1,261.16 1,261.16 141.51 6,904.14 15,291.01 1,829.86 205.33
126. Aug 15, 09 0.00 0.00 1,238.53 1,238.53 140.28 6,832.18 15,145.73 1,797.02 203.53
127. Sep 15, 09 0.00 0.00 1,216.12 1,216.12 139.05 6,760.87 15,001.75 1,764.50 201.75
128. Oct 15, 09 0.00 0.00 1,193.93 1,193.93 137.84 6,690.21 14,859.05 1,732.31 199.99
129. Nov 15, 09 0.00 0.00 1,171.96 1,171.96 136.63 6,620.20 14,717.63 1,700.44 198.24
130. Dec 15, 09 0.00 0.00 1,124.42 1,124.42 135.44 6,525.03 34,960.48 1,631.46 196.51
131. Jan 15, 10 0.00 0.00 1,103.37 1,103.37 131.24 6,336.74 14,114.81 1,600.92 190.42
132. Feb 15, 10 0.00 0.00 1,082.53 1,082.53 130.09 6,270.15 13,980.23 1,570.68 188.76
133. Mar 15, 10 0.00 0.00 1,061.90 1,061.90 128.96 6,204.17 13,846.86 1,540.75 187.11
134. Apr 15, 10 0.00 0.00 1,041.48 1,041.48 127.83 6,138.80 13,714.67 1,511.12 185.47
135. May 15, 10 0.00 0.00 1,021.26 1,021.26 126.71 6,074.02 13,583.67 1,481.78 183.85
136. Jun 15, 10 0.00 0.00 962.47 962.47 125.61 5,971.06 46,102.76 1,396.48 182.24
137. Jul 15, 10 0.00 0.00 943.43 943.43 119.69 5,715.97 12,809.16 1,368.85 173.66
138. Aug 15, 10 0.00 0.00 924.57 924.57 118.64 5,655.40 12,686.58 1,341.49 172.14
139. Sep 15, 10 0.00 0.00 905.91 905.91 117.6 5,595.38 12,565.10 1,314.41 170.63
140. Oct 15, 10 0.00 0.00 887.44 887.44 116.57 5,535.91 12,444.71 1,287.61 169.14
141. Nov 15, 10 0.00 0.00 869.15 869.15 115.56 5,476.99 12,325.39 1,261.08 167.66
142. Dec 15, 10 0.00 0.00 829.91 829.91 114.55 5,397.47 31,308.45 1,204.14 166.2
143. Jan 15, 11 0.00 0.00 812.44 812.44 110.72 5,227.60 11,789.63 1,178.79 160.65
144. Feb 15, 11 0.00 0.00 795.15 795.15 109.76 5,171.71 11,676.38 1,153.71 159.25
145. Mar 15, 11 0.00 0.00 778.03 778.03 108.8 5,116.34 11,564.15 1,128.87 157.86
146. Apr 15, 11 0.00 0.00 761.09 761.09 107.84 5,061.48 11,452.92 1,104.30 156.48
147. May 15, 11 0.00 0.00 744.33 744.33 106.9 5,007.12 11,342.69 1,079.97 155.11
148. Jun 15, 11 0.00 0.00 694.70 694.70 105.97 4,920.23 43,529.44 1,007.96 153.75
149. Jul 15, 11 0.00 0.00 678.5 678.5 100.27 4,676.95 10,619.63 984.46 145.49
150. Aug 15, 11 0.00 0.00 662.5 662.5 99.4 4,625.99 10,516.72 961.24 144.22
151. Sep 15, 11 0.00 0.00 646.67 646.67 98.53 4,575.52 10,414.75 938.28 142.96
152. Oct 15, 11 0.00 0.00 631.04 631.04 97.67 4,525.54 10,313.73 915.59 141.71
153. Nov 15, 11 0.00 0.00 615.58 615.58 96.81 4,476.04 10,213.63 893.17 140.47
154. Dec 15, 11 0.00 0.00 584.66 584.66 95.97 4,411.37 26,912.42 848.3 139.24
155. Jan 15, 12 0.00 0.00 569.95 569.95 92.65 4,264.32 9,755.06 826.97 134.42
156. Feb 15, 12 0.00 0.00 555.42 555.42 91.84 4,217.50 9,660.24 805.89 133.25
157. Mar 15, 12 0.00 0.00 541.07 541.07 91.03 4,171.12 9,566.29 785.05 132.08
158. Apr 15, 12 0.00 0.00 526.88 526.88 90.24 4,125.20 9,473.20 764.46 130.93
159. May 15, 12 0.00 0.00 512.85 512.85 89.45 4,079.72 9,380.98 744.12 129.79
160. Jun 15, 12 0.00 0.00 471.63 471.63 88.67 4,007.32 41,938.60 684.31 128.65
161. Jul 15, 12 0.00 0.00 458.69 458.69 83.07 3,771.28 8,694.61 665.53 120.53
162. Aug 15, 12 0.00 0.00 445.9 445.9 82.35 3,729.54 8,609.83 646.98 119.48
163. Sep 15, 12 0.00 0.00 433.27 433.27 81.63 3,688.20 8,525.83 628.64 118.44
164. Oct 15, 12 0.00 0.00 420.78 420.78 80.91 3,647.26 8,442.60 610.53 117.4
165. Nov 15, 12 0.00 0.00 408.45 408.45 80.21 3,606.72 8,360.14 592.63 116.37
166. Dec 15, 12 0.00 0.00 384.93 384.93 79.5 3,555.24 23,543.68 558.5 115.36
167. Jan 15, 13 0.00 0.00 373.23 373.23 76.56 3,425.98 7,963.11 541.53 111.08
168. Feb 15, 13 0.00 0.00 361.67 361.67 75.89 3,387.73 7,885.21 524.76 110.11
169. Mar 15, 13 0.00 0.00 350.25 350.25 75.22 3,349.86 7,808.02 508.19 109.15
170. Apr 15, 13 0.00 0.00 338.97 338.97 74.57 3,312.36 7,731.55 491.83 108.19
171. May 15, 13 0.00 0.00 327.83 327.83 73.91 3,275.22 7,655.78 475.66 107.25
172. Jun 15, 13 0.00 0.00 297.92 297.92 73.27 3,219.55 36,926.41 432.27 106.31
173. Jul 15, 13 0.00 0.00 287.7 287.7 68.3 3,011.08 7,058.69 417.43 99.09
174. Aug 15, 13 0.00 0.00 277.59 277.59 67.7 2,977.17 6,989.40 402.77 98.23
175. Sep 15, 13 0.00 0.00 267.62 267.62 67.11 2,943.59 6,920.75 388.29 97.37
176. Oct 15, 13 0.00 0.00 257.76 257.76 66.52 2,910.34 6,852.73 373.99 96.52
177. Nov 15, 13 0.00 0.00 248.02 248.02 65.94 2,877.42 6,785.34 359.86 95.67
178. Dec 15, 13 0.00 0.00 221.36 221.36 65.36 2,827.77 38,106.92 321.18 94.84
179. Jan 15, 14 0.00 0.00 212.54 212.54 60.16 2,611.45 6,176.82 308.38 87.29
180. Feb 15, 14 0.00 0.00 203.83 203.83 59.63 2,581.77 6,115.97 295.75 86.52
181. Mar 15, 14 0.00 0.00 195.23 195.23 59.11 2,552.38 6,055.69 283.27 85.77
182. Apr 15, 14 0.00 0.00 186.73 186.73 58.6 2,523.28 5,995.96 270.94 85.02
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
122. Apr 15, 09 10,715.16 23,666.45
123. May 15, 09 10,603.92 23,441.99
124. Jun 15, 09 10,425.43 74,149.68
125. Jul 15, 09 10,017.46 22,186.25
126. Aug 15, 09 9,913.04 21,975.46
127. Sep 15, 09 9,809.58 21,766.56
128. Oct 15, 09 9,707.06 21,559.51
129. Nov 15, 09 9,605.48 21,354.32
130. Dec 15, 09 9,467.40 50,725.36
131. Jan 15, 10 9,194.19 20,479.67
132. Feb 15, 10 9,097.58 20,284.40
133. Mar 15, 10 9,001.85 20,090.88
134. Apr 15, 10 8,906.99 19,899.09
135. May 15, 10 8,813.00 19,709.01
136. Jun 15, 10 8,663.62 66,892.09
137. Jul 15, 10 8,293.50 18,585.26
138. Aug 15, 10 8,205.62 18,407.40
139. Sep 15, 10 8,118.53 18,231.14
140. Oct 15, 10 8,032.25 18,056.45
141. Nov 15, 10 7,946.76 17,883.34
142. Dec 15, 10 7,831.38 45,426.51
143. Jan 15, 11 7,584.91 17,105.98
144. Feb 15, 11 7,503.82 16,941.66
145. Mar 15, 11 7,423.48 16,778.82
146. Apr 15, 11 7,343.88 16,617.44
147. May 15, 11 7,265.01 16,457.50
148. Jun 15, 11 7,138.93 63,158.38
149. Jul 15, 11 6,785.95 15,408.38
150. Aug 15, 11 6,712.01 15,259.07
151. Sep 15, 11 6,638.78 15,111.13
152. Oct 15, 11 6,566.26 14,964.54
153. Nov 15, 11 6,494.44 14,819.31
154. Dec 15, 11 6,400.60 39,048.17
155. Jan 15, 12 6,187.25 14,153.95
156. Feb 15, 12 6,119.31 14,016.37
157. Mar 15, 12 6,052.03 13,880.06
158. Apr 15, 12 5,985.40 13,745.00
159. May 15, 12 5,919.41 13,611.18
160. Jun 15, 12 5,814.36 60,850.17
161. Jul 15, 12 5,471.88 12,615.31
162. Aug 15, 12 5,411.31 12,492.30
163. Sep 15, 12 5,351.33 12,370.42
164. Oct 15, 12 5,291.93 12,249.66
165. Nov 15, 12 5,233.11 12,130.02
166. Dec 15, 12 5,158.42 34,160.34
167. Jan 15, 13 4,970.87 11,553.96
168. Feb 15, 13 4,915.38 11,440.92
169. Mar 15, 13 4,860.43 11,328.93
170. Apr 15, 13 4,806.02 11,217.97
171. May 15, 13 4,752.13 11,108.04
172. Jun 15, 13 4,671.36 53,577.80
173. Jul 15, 13 4,368.87 10,241.70
174. Aug 15, 13 4,319.67 10,141.16
175. Sep 15, 13 4,270.95 10,041.55
176. Oct 15, 13 4,222.71 9,942.86
177. Nov 15, 13 4,174.94 9,845.09
178. Dec 15, 13 4,102.91 55,290.64
179. Jan 15, 14 3,789.04 8,962.16
180. Feb 15, 14 3,745.98 8,873.88
181. Mar 15, 14 3,703.34 8,786.41
182. Apr 15, 14 3,661.11 8,699.75
</TABLE>
3 of 4 loan level CF (4)
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
183. May 15, 14 3,442.33 2,552.55 5,994.87 390,343.97 0.00 3,442.33 0.00 0.00
184. Jun 15, 14 15,233.77 2,518.31 17,752.08 375,110.19 11,925.79 3,307.98 0.00 0.00
185. Jul 15, 14 3,279.07 2,419.11 5,698.17 371,831.13 0.00 3,279.07 0.00 0.00
186. Aug 15, 14 3,250.40 2,392.02 5,642.42 368,580.72 0.00 3,250.40 0.00 0.00
187. Sep 15, 14 3,221.99 2,365.14 5,587.13 365,358.73 0.00 3,221.99 0.00 0.00
188. Oct 15, 14 3,193.82 2,338.48 5,532.30 362,164.91 0.00 3,193.82 0.00 0.00
189. Nov 15, 14 3,165.90 2,312.03 5,477.94 358,999.00 0.00 3,165.90 0.00 0.00
190. Dec 15, 14 54,869.12 2,268.15 57,137.28 304,129.88 52,187.09 2,682.03 0.00 0.00
191. Jan 15, 15 2,658.59 1,931.26 4,589.85 301,471.30 0.00 2,658.59 0.00 0.00
192. Feb 15, 15 2,635.35 1,909.19 4,544.54 298,835.95 0.00 2,635.34 0.00 0.00
193. Mar 15, 15 2,612.31 1,887.30 4,499.61 296,223.64 0.00 2,612.31 0.00 0.00
194. Apr 15, 15 2,589.47 1,865.59 4,455.06 293,634.17 0.00 2,589.47 0.00 0.00
195. May 15, 15 2,566.84 1,844.04 4,410.88 291,067.33 0.00 2,566.84 0.00 0.00
196. Jun 15, 15 2,544.40 1,822.67 4,367.07 288,522.94 0.00 2,544.40 0.00 0.00
197. Jul 15, 15 2,522.16 1,802.61 4,324.76 286,000.78 0.00 2,522.16 0.00 0.00
198. Aug 15, 15 2,500.11 1,786.85 4,286.96 283,500.67 0.00 2,500.11 0.00 0.00
199. Sep 15, 15 2,478.25 1,771.23 4,249.48 281,022.42 0.00 2,478.25 0.00 0.00
200. Oct 15, 15 2,456.59 1,755.75 4,212.34 278,565.83 0.00 2,456.59 0.00 0.00
201. Nov 15, 15 2,435.11 1,740.40 4,175.51 276,130.72 0.00 2,435.11 0.00 0.00
202. Dec 15, 15 24,342.02 1,720.35 26,062.37 251,788.69 22,121.57 2,220.45 0.00 0.00
203. Jan 15, 16 2,201.04 1,573.10 3,774.14 249,587.65 0.00 2,201.04 0.00 0.00
204. Feb 15, 16 2,181.80 1,559.35 3,741.15 247,405.86 0.00 2,181.80 0.00 0.00
205. Mar 15, 16 2,162.73 1,545.72 3,708.44 245,243.13 0.00 2,162.73 0.00 0.00
206. Apr 15, 16 2,143.82 1,532.21 3,676.03 243,099.31 0.00 2,143.82 0.00 0.00
207. May 15, 16 2,125.08 1,518.81 3,643.89 240,974.23 0.00 2,125.08 0.00 0.00
208. Jun 15, 16 240,974.23 1,452.87 242,427.11 0 240,974.23 0.00 0.00 0
Total 4,043,344.48 2,540,073.88 6,583,418.36 1,631,712.48 2,411,632.00 0.00 0
9823012 2,340,129.51 2,508,634.89 9823012 2,340,129.51 2,508,634.89 9823012
9823026 5,120,866.04 5,593,968.12 9823026 5,120,866.04 5,593,968.12 9823026
9823028 2,265,426.08 2,534,765.40 9823028 2,265,426.08 2,534,765.40 9823028
9823030 2,357,764.11 1,931,097.27 9823030 2,357,764.11 1,931,097.27 9823030
9823031 2,506,522.81 2,063,998.88 9823031 2,506,522.81 2,063,998.88 9823031
9823032 2,709,583.17 2,219,772.43 9823032 2,709,583.17 2,219,772.43 9823032
9823033 1,623,091.15 1,313,861.20 9823033 1,623,091.15 1,313,861.20 9823033
9823035 8,505,273.14 9,003,073.56 9823035 8,505,273.14 9,003,073.56 9823035
9823042 5,866,628.32 4,978,524.11 9823042 5,866,628.32 4,978,524.11 9823042
9823054 3,429,285.15 2,910,151.98 9823054 3,429,285.15 2,910,151.98 9823054
9823069 4,610,168.48 3,912,270.11 9823069 4,610,168.48 3,912,270.11 9823069
9823072 4,043,344.48 3,431,253.25 9823072 4,043,344.48 3,431,253.25 9823072
9823074 2,616,837.43 2,220,694.42 9823074 2,616,837.43 2,220,694.42 9823074
9823076 3,297,026.22 2,797,914.67 9823076 3,297,026.22 2,797,914.67 9823076
9823082 2,735,910.74 3,016,614.63 9823082 2,735,910.74 3,016,614.63 9823082
9823094 2,416,142.08 2,314,576.94 9823094 2,416,142.08 2,314,576.94 9823094
9823097 1,253,787.12 1,626,301.89 9823097 1,253,787.12 1,626,301.89 9823097
9823098 6,467,952.90 4,672,026.44 9823098 6,467,952.90 4,672,026.44 9823098
9823099 1,783,025.22 1,544,270.58 9823099 1,783,025.22 1,544,270.58 9823099
9823101 1,600,575.96 1,372,525.67 9823101 1,600,575.96 1,372,525.67 9823101
9823102 10,684,277.65 10,212,167.04 9823102 10,684,277.65 10,212,145.38 9823102
9823109 2,560,917.25 2,865,387.72 9823109 2,560,917.25 2,865,387.72 9823109
9823113 2,324,301.41 1,866,940.81 9823113 2,324,301.41 1,866,940.81 9823113
9823114 1,954,384.81 1,660,263.93 9823114 1,954,384.81 1,660,263.93 9823114
9823115 2,639,019.66 2,301,142.84 9823115 2,639,019.66 2,301,142.84 9823115
9823118 1,154,723.89 738,109.11 9823118 1,154,723.89 738,109.11 9823118
9823121 2,401,280.67 2,381,952.80 9823121 2,401,280.67 2,381,952.80 9823121
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
183. May 15, 14 0.00 0.00 178.34 178.34 58.08 2,494.46 5,936.79 258.77 84.28
184. Jun 15, 14 0.00 0.00 164.86 164.86 57.58 2,460.74 17,694.51 239.21 83.54
185. Jul 15, 14 0.00 0.00 157.5 157.5 55.33 2,363.78 5,642.84 228.53 80.28
186. Aug 15, 14 0.00 0.00 150.18 150.18 54.85 2,337.17 5,587.57 217.91 79.58
187. Sep 15, 14 0.00 0.00 142.91 142.91 54.37 2,310.78 5,532.77 207.35 78.88
188. Oct 15, 14 0.00 0.00 135.67 135.67 53.89 2,284.59 5,478.41 196.85 78.19
189. Nov 15, 14 0.00 0.00 128.48 128.48 53.42 2,258.61 5,424.52 186.41 77.51
190. Dec 15, 14 0.00 0.00 103.69 103.69 52.95 2,215.20 57,084.32 150.45 76.83
191. Jan 15, 15 0.00 0.00 97.61 97.61 44.86 1,886.40 4,544.99 141.63 65.09
192. Feb 15, 15 0.00 0.00 91.57 91.57 44.47 1,864.73 4,500.07 132.87 64.52
193. Mar 15, 15 0.00 0.00 85.57 85.57 44.08 1,843.22 4,455.53 124.16 63.95
194. Apr 15, 15 0.00 0.00 79.6 79.6 43.69 1,821.89 4,411.37 115.5 63.4
195. May 15, 15 0.00 0.00 73.67 73.67 43.31 1,800.73 4,367.57 106.9 62.84
196. Jun 15, 15 0.00 0.00 67.78 67.78 42.93 1,779.74 4,324.14 98.35 62.29
197. Jul 15, 15 0.00 63.05 0 63.05 42.56 1,760.05 4,282.21 91.49 61.75
198. Aug 15, 15 0.00 62.50 0 62.5 42.19 1,744.66 4,244.77 90.69 61.21
199. Sep 15, 15 0.00 61.96 0 61.96 41.82 1,729.41 4,207.67 89.89 60.67
200. Oct 15, 15 0.00 61.41 0 61.41 41.45 1,714.29 4,170.88 89.11 60.14
201. Nov 15, 15 0.00 60.88 0 60.88 41.09 1,699.31 4,134.42 88.33 59.62
202. Dec 15, 15 0.00 55.51 0 55.51 40.73 1,679.62 26,021.64 80.54 59.1
203. Jan 15, 16 0.00 55.03 0 55.03 37.14 1,535.96 3,737.00 79.84 53.89
204. Feb 15, 16 0.00 54.54 0 54.54 36.81 1,522.54 3,704.33 79.14 53.41
205. Mar 15, 16 0.00 54.07 0 54.07 36.49 1,509.23 3,671.95 78.45 52.95
206. Apr 15, 16 0.00 53.60 0 53.6 36.17 1,496.03 3,639.85 77.76 52.49
207. May 15, 16 0.00 53.13 0 53.13 35.86 1,482.96 3,608.04 77.08 52.03
208. Jun 15, 16 0.00 0.00 0 0 35.54 1,417.33 242,391.56 0 51.57
Total 0.00 635.68 488,645.13 489,280.81 50,171.44 2,489,902.44 6,533,246.92 709,914.45 72,795.48
9823012 2,340,129.51 2,508,634.89
9823026 5,120,866.04 5,593,968.12
9823028 2,265,426.08 2,534,765.40
9823030 2,357,764.11 1,524,912.52
9823031 2,506,522.81 1,830,029.92
9823032 2,709,583.17 2,219,772.43
9823033 1,623,091.15 1,209,376.09
9823035 8,505,273.14 9,003,073.56
9823042 5,866,628.32 3,685,481.07
9823054 3,429,285.15 2,154,315.10
9823069 4,610,168.48 2,896,159.03
9823072 4,043,344.48 2,540,073.88
9823074 2,616,837.43 1,643,926.38
9823076 3,297,026.22 2,071,228.56
9823082 2,735,910.74 3,016,614.63
9823094 2,416,142.08 2,314,576.94
9823097 1,253,787.12 1,626,301.89
9823098 6,467,952.90 4,189,451.87
9823099 1,783,025.22 1,544,270.58
9823101 1,600,575.96 1,372,525.67
9823102 10,684,277.65 9,584,164.54
9823109 2,560,917.25 2,865,387.72
9823113 2,324,301.41 1,866,940.81
9823114 1,954,384.81 1,660,263.93
9823115 2,639,019.66 2,301,142.84
9823118 1,154,723.89 717,604.59
9823121 2,401,280.67 2,381,952.80
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
183. May 15, 14 3,619.30 8,613.90
184. Jun 15, 14 3,570.37 25,673.58
185. Jul 15, 14 3,429.69 8,187.40
186. Aug 15, 14 3,391.08 8,107.21
187. Sep 15, 14 3,352.79 8,027.68
188. Oct 15, 14 3,314.79 7,948.82
189. Nov 15, 14 3,277.10 7,870.62
190. Dec 15, 14 3,214.11 82,825.62
191. Jan 15, 15 2,737.05 6,594.48
192. Feb 15, 15 2,705.60 6,529.31
193. Mar 15, 15 2,674.40 6,464.69
194. Apr 15, 15 2,643.45 6,400.60
195. May 15, 15 2,612.75 6,337.06
196. Jun 15, 15 2,582.29 6,274.05
197. Jul 15, 15 2,553.72 6,213.20
198. Aug 15, 15 2,531.39 6,158.89
199. Sep 15, 15 2,509.27 6,105.05
200. Oct 15, 15 2,487.33 6,051.68
201. Nov 15, 15 2,465.59 5,998.78
202. Dec 15, 15 2,437.02 37,755.70
203. Jan 15, 16 2,228.58 5,422.15
204. Feb 15, 16 2,209.10 5,374.75
205. Mar 15, 16 2,189.79 5,327.76
206. Apr 15, 16 2,170.65 5,281.19
207. May 15, 16 2,151.67 5,235.02
208. Jun 15, 16 2,056.45 351,694.36
Total 3,612,685.59 9,479,313.91
9823012
9823026
9823028
9823030
9823031
9823032
9823033
9823035
9823042
9823054
9823069
9823072
9823074
9823076
9823082
9823094
9823097
9823098
9823099
9823101
9823102
9823109
9823113
9823114
9823115
9823118
9823121
</TABLE>
4 of 4 loan level CF (4)
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
0. Feb 15, 99 0.00 0.00 0 2,616,837.43 0.00 0.00 0 0.00
1. Mar 15, 99 0.00 15,777.35 15,777.35 2,616,837.43 0.00 0.00 0.00 0.00
2. Apr 15, 99 0.00 15,777.35 15,777.35 2,616,837.43 0.00 0.00 0.00 0.00
3. May 15, 99 0.00 15,777.35 15,777.35 2,616,837.43 0.00 0.00 0.00 0.00
4. Jun 15, 99 77,319.89 15,777.35 93,097.24 2,539,517.54 77,319.89 0.00 0.00 0.00
5. Jul 15, 99 0.00 15,311.17 15,311.17 2,539,517.54 0.00 0.00 0.00 0.00
6. Aug 15, 99 0.00 15,311.17 15,311.17 2,539,517.54 0.00 0.00 0.00 0.00
7. Sep 15, 99 0.00 15,311.17 15,311.17 2,539,517.55 0.00 0.00 0.00 0.00
8. Oct 15, 99 0.00 15,311.17 15,311.17 2,539,517.55 0.00 0.00 0.00 0.00
9. Nov 15, 99 0.00 15,311.17 15,311.17 2,539,517.56 0.00 0.00 0.00 0.00
10. Dec 15, 99 42,065.80 15,311.17 57,376.97 2,497,451.76 42,065.80 0.00 0.00 0.00
11. Jan 15, 00 0.00 15,057.55 15,057.55 2,497,451.77 0.00 0.00 0.00 0.00
12. Feb 15, 00 0.00 15,057.55 15,057.55 2,497,451.77 0.00 0.00 0.00 0.00
13. Mar 15, 00 0.00 15,057.55 15,057.55 2,497,451.77 0.00 0.00 0.00 0.00
14. Apr 15, 00 0.00 15,057.55 15,057.55 2,497,451.78 0.00 0.00 0.00 0.00
15. May 15, 00 0.00 15,057.55 15,057.55 2,497,451.78 0.00 0.00 0.00 0.00
16. Jun 15, 00 33,247.98 15,057.55 48,305.53 2,464,203.80 33,247.98 0.00 0.00 0.00
17. Jul 15, 00 21,541.12 20,452.15 41,993.27 2,442,662.69 0.00 21,541.11 0.00 0.00
18. Aug 15, 00 21,352.81 20,258.59 41,611.40 2,421,309.87 0.00 21,352.81 0.00 0.00
19. Sep 15, 00 21,166.15 20,066.73 41,232.89 2,400,143.72 0.00 21,166.15 0.00 0.00
20. Oct 15, 00 20,981.13 19,876.57 40,857.70 2,379,162.59 0.00 20,981.12 0.00 0.00
21. Nov 15, 00 20,797.72 19,688.09 40,485.81 2,358,364.88 0.00 20,797.71 0.00 0.00
22. Dec 15, 00 64,699.34 19,401.67 84,101.00 2,293,665.54 44,472.19 20,227.15 0.00 0.00
23. Jan 15, 01 20,050.33 18,951.86 39,002.19 2,273,615.21 0.00 20,050.33 0.00 0.00
24. Feb 15, 01 19,875.06 18,771.79 38,646.85 2,253,740.15 0.00 19,875.06 0.00 0.00
25. Mar 15, 01 19,701.32 18,593.31 38,294.63 2,234,038.83 0.00 19,701.32 0.00 0.00
26. Apr 15, 01 19,529.10 18,416.41 37,945.51 2,214,509.74 0.00 19,529.10 0.00 0.00
27. May 15, 01 19,358.38 18,241.08 37,599.46 2,195,151.35 0.00 19,358.38 0.00 0.00
28. Jun 15, 01 50,531.18 17,997.69 68,528.87 2,144,620.17 31,618.42 18,912.76 0.00 0.00
29. Jul 15, 01 18,747.44 17,637.30 36,384.73 2,125,872.74 0.00 18,747.44 0.00 0.00
30. Aug 15, 01 18,583.55 17,469.03 36,052.59 2,107,289.19 0.00 18,583.55 0.00 0.00
31. Sep 15, 01 18,421.10 17,302.26 35,723.37 2,088,868.08 0.00 18,421.10 0.00 0.00
32. Oct 15, 01 18,260.07 17,136.97 35,397.04 2,070,608.01 0.00 18,260.07 0.00 0.00
33. Nov 15, 01 18,100.45 16,973.14 35,073.59 2,052,507.56 0.00 18,100.45 0.00 0.00
34. Dec 15, 01 59,662.63 16,719.80 76,382.43 1,992,844.93 42,088.33 17,574.30 0.00 0.00
35. Jan 15, 02 17,420.67 16,308.41 33,729.08 1,975,424.26 0.00 17,420.68 0.00 0.00
36. Feb 15, 02 17,268.39 16,152.17 33,420.56 1,958,155.87 0.00 17,268.39 0.00 0.00
37. Mar 15, 02 17,117.43 15,997.32 33,114.75 1,941,038.44 0.00 17,117.44 0.00 0.00
38. Apr 15, 02 16,967.80 15,843.84 32,811.64 1,924,070.64 0.00 16,967.80 0.00 0.00
39. May 15, 02 16,819.47 15,691.73 32,511.20 1,907,251.16 0.00 16,819.48 0.00 0.00
40. Jun 15, 02 47,137.82 15,475.84 62,613.65 1,860,113.35 30,734.03 16,403.78 0.00 0.00
41. Jul 15, 02 16,260.39 15,143.52 31,403.91 1,843,852.96 0.00 16,260.39 0.00 0.00
42. Aug 15, 02 16,118.25 14,997.81 31,116.06 1,827,734.71 0.00 16,118.25 0.00 0.00
43. Sep 15, 02 15,977.35 14,853.40 30,830.75 1,811,757.36 0.00 15,977.35 0.00 0.00
44. Oct 15, 02 15,837.68 14,710.27 30,547.95 1,795,919.68 0.00 15,837.68 0.00 0.00
45. Nov 15, 02 15,699.23 14,568.41 30,267.65 1,780,220.45 0.00 15,699.23 0.00 0.00
46. Dec 15, 02 58,717.10 14,337.47 73,054.57 1,721,503.35 43,535.68 15,181.42 0.00 0.00
47. Jan 15, 03 15,048.71 13,939.05 28,987.77 1,706,454.64 0.00 15,048.71 0.00 0.00
48. Feb 15, 03 14,917.16 13,804.33 28,721.49 1,691,537.47 0.00 14,917.16 0.00 0.00
49. Mar 15, 03 14,786.76 13,670.81 28,457.57 1,676,750.71 0.00 14,786.76 0.00 0.00
50. Apr 15, 03 14,657.50 13,538.48 28,195.98 1,662,093.21 0.00 14,657.50 0.00 0.00
51. May 15, 03 14,529.37 13,407.33 27,936.70 1,647,563.83 0.00 14,529.37 0.00 0.00
52. Jun 15, 03 41,975.86 13,220.89 55,196.75 1,605,587.97 27,816.66 14,159.20 0.00 0.00
53. Jul 15, 03 14,035.42 12,926.53 26,961.95 1,591,552.55 0.00 14,035.43 0.00 0.00
54. Aug 15, 03 13,912.73 12,801.01 26,713.74 1,577,639.82 0.00 13,912.73 0.00 0.00
55. Sep 15, 03 13,791.11 12,676.62 26,467.73 1,563,848.71 0.00 13,791.11 0.00 0.00
56. Oct 15, 03 13,670.55 12,553.33 26,223.89 1,550,178.16 0.00 13,670.56 0.00 0.00
57. Nov 15, 03 13,551.05 12,431.15 25,982.20 1,536,627.10 0.00 13,551.05 0.00 0.00
58. Dec 15, 03 53,406.11 12,230.14 65,636.24 1,483,221.00 40,326.03 13,080.08 0.00 0.00
59. Jan 15, 04 12,965.74 11,870.14 24,835.88 1,470,255.26 0.00 12,965.74 0.00 0.00
60. Feb 15, 04 12,852.40 11,754.33 24,606.73 1,457,402.86 0.00 12,852.40 0.00 0.00
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
0. Feb 15, 99 0.00 0.00 0 0 0 0 0 0 0
1. Mar 15, 99 0.00 0.00 0 0 385.98 15,391.37 15,391.37 0 865.33
2. Apr 15, 99 0.00 0.00 0 0 385.98 15,391.37 15,391.37 0 865.33
3. May 15, 99 0.00 0.00 0 0 385.98 15,391.37 15,391.37 0 865.33
4. Jun 15, 99 0.00 0.00 0 0 385.98 15,391.37 92,711.26 0 865.33
5. Jul 15, 99 0.00 0.00 0 0 374.58 14,936.60 14,936.59 0 839.76
6. Aug 15, 99 0.00 0.00 0 0 374.58 14,936.60 14,936.59 0 839.76
7. Sep 15, 99 0.00 0.00 0 0 374.58 14,936.60 14,936.59 0 839.76
8. Oct 15, 99 0.00 0.00 0 0 374.58 14,936.60 14,936.59 0 839.76
9. Nov 15, 99 0.00 0.00 0 0 374.58 14,936.60 14,936.59 0 839.76
10. Dec 15, 99 0.00 0.00 0 0 374.58 14,936.60 57,002.39 0 839.76
11. Jan 15, 00 0.00 0.00 0 0 368.37 14,689.18 14,689.18 0 825.85
12. Feb 15, 00 0.00 0.00 0 0 368.37 14,689.18 14,689.18 0 825.85
13. Mar 15, 00 0.00 0.00 0 0 368.37 14,689.18 14,689.18 0 825.85
14. Apr 15, 00 0.00 0.00 0 0 368.37 14,689.18 14,689.18 0 825.85
15. May 15, 00 0.00 0.00 0 0 368.37 14,689.18 14,689.18 0 825.85
16. Jun 15, 00 0.00 0.00 0 0 368.37 14,689.18 47,937.16 0 825.85
17. Jul 15, 00 0.00 0.00 5,595.06 5,595.06 363.47 20,088.68 41,629.80 12,543.43 814.86
18. Aug 15, 00 0.00 0.00 5,531.37 5,531.37 360.29 19,898.30 41,251.11 12,400.65 807.73
19. Sep 15, 00 0.00 0.00 5,468.25 5,468.25 357.14 19,709.59 40,875.74 12,259.15 800.67
20. Oct 15, 00 0.00 0.00 5,405.71 5,405.71 354.02 19,522.55 40,503.68 12,118.93 793.67
21. Nov 15, 00 0.00 0.00 5,343.72 5,343.72 350.93 19,337.17 40,134.88 11,979.97 786.73
22. Dec 15, 00 0.00 0.00 5,182.69 5,182.69 347.86 19,053.81 83,753.14 11,618.96 779.86
23. Jan 15, 01 0.00 0.00 5,122.97 5,122.97 338.32 18,613.55 38,663.88 11,485.07 758.46
24. Feb 15, 01 0.00 0.00 5,063.79 5,063.79 335.36 18,436.43 38,311.49 11,352.39 751.83
25. Mar 15, 01 0.00 0.00 5,005.14 5,005.14 332.43 18,260.89 37,962.20 11,220.91 745.26
26. Apr 15, 01 0.00 0.00 4,947.02 4,947.02 329.52 18,086.89 37,615.99 11,090.62 738.75
27. May 15, 01 0.00 0.00 4,889.43 4,889.43 326.64 17,914.44 37,272.82 10,961.50 732.29
28. Jun 15, 01 0.00 0.00 4,762.76 4,762.76 323.78 17,673.91 68,205.09 10,677.52 725.89
29. Jul 15, 01 0.00 0.00 4,707.02 4,707.02 316.33 17,320.96 36,068.40 10,552.57 709.18
30. Aug 15, 01 0.00 0.00 4,651.79 4,651.79 313.57 17,155.47 35,739.02 10,428.75 702.98
31. Sep 15, 01 0.00 0.00 4,597.07 4,597.07 310.83 16,991.44 35,412.54 10,306.06 696.83
32. Oct 15, 01 0.00 0.00 4,542.84 4,542.84 308.11 16,828.86 35,088.93 10,184.48 690.74
33. Nov 15, 01 0.00 0.00 4,489.10 4,489.10 305.41 16,667.73 34,768.18 10,064.01 684.7
34. Dec 15, 01 0.00 0.00 4,344.89 4,344.89 302.74 16,417.06 76,079.69 9,740.72 678.72
35. Jan 15, 02 0.00 0.00 4,293.22 4,293.22 293.94 16,014.47 33,435.14 9,624.86 658.99
36. Feb 15, 02 0.00 0.00 4,242.01 4,242.01 291.38 15,860.80 33,129.18 9,510.07 653.23
37. Mar 15, 02 0.00 0.00 4,191.27 4,191.27 288.83 15,708.49 32,825.93 9,396.32 647.52
38. Apr 15, 02 0.00 0.00 4,141.00 4,141.00 286.3 15,557.54 32,525.34 9,283.61 641.86
39. May 15, 02 0.00 0.00 4,091.19 4,091.19 283.8 15,407.93 32,227.40 9,171.94 636.25
40. Jun 15, 02 0.00 0.00 3,976.70 3,976.70 281.32 15,194.52 62,332.33 8,915.27 630.68
41. Jul 15, 02 0.00 0.00 3,928.59 3,928.59 274.37 14,869.15 31,129.54 8,807.41 615.1
42. Aug 15, 02 0.00 0.00 3,880.91 3,880.91 271.97 14,725.84 30,844.09 8,700.53 609.72
43. Sep 15, 02 0.00 0.00 3,833.68 3,833.68 269.59 14,583.81 30,561.16 8,594.64 604.39
44. Oct 15, 02 0.00 0.00 3,786.88 3,786.88 267.23 14,443.04 30,280.72 8,489.73 599.11
45. Nov 15, 02 0.00 0.00 3,740.52 3,740.52 264.9 14,303.52 30,002.75 8,385.78 593.87
46. Dec 15, 02 0.00 0.00 3,604.22 3,604.22 262.58 14,074.89 72,791.99 8,080.23 588.68
47. Jan 15, 03 0.00 0.00 3,559.82 3,559.82 253.92 13,685.13 28,733.84 7,980.69 569.26
48. Feb 15, 03 0.00 0.00 3,515.83 3,515.83 251.7 13,552.63 28,469.79 7,882.06 564.29
49. Mar 15, 03 0.00 0.00 3,472.25 3,472.25 249.5 13,421.31 28,208.07 7,784.35 559.35
50. Apr 15, 03 0.00 0.00 3,429.07 3,429.07 247.32 13,291.16 27,948.66 7,687.55 554.46
51. May 15, 03 0.00 0.00 3,386.29 3,386.29 245.16 13,162.17 27,691.54 7,591.65 549.62
52. Jun 15, 03 0.00 0.00 3,287.45 3,287.45 243.02 12,977.87 54,953.73 7,370.06 544.81
53. Jul 15, 03 0.00 0.00 3,246.17 3,246.17 236.82 12,689.71 26,725.13 7,277.52 530.93
54. Aug 15, 03 0.00 0.00 3,205.28 3,205.28 234.75 12,566.26 26,478.99 7,185.84 526.29
55. Sep 15, 03 0.00 0.00 3,164.76 3,164.76 232.7 12,443.91 26,235.03 7,095.01 521.69
56. Oct 15, 03 0.00 0.00 3,124.63 3,124.63 230.67 12,322.66 25,993.22 7,005.03 517.13
57. Nov 15, 03 0.00 0.00 3,084.87 3,084.87 228.65 12,202.50 25,753.55 6,915.89 512.61
58. Dec 15, 03 0.00 0.00 2,965.55 2,965.55 226.65 12,003.48 65,409.59 6,648.41 508.13
59. Jan 15, 04 0.00 0.00 2,927.56 2,927.56 218.78 11,651.37 24,617.11 6,563.22 490.47
60. Feb 15, 04 0.00 0.00 2,889.92 2,889.92 216.86 11,537.47 24,389.87 6,478.84 486.18
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
0. Feb 15, 99 0 0
1. Mar 15, 99 34,505.55 34,505.55
2. Apr 15, 99 34,505.55 34,505.55
3. May 15, 99 34,505.55 34,505.55
4. Jun 15, 99 34,505.55 207,847.25
5. Jul 15, 99 33,486.01 33,486.01
6. Aug 15, 99 33,486.01 33,486.01
7. Sep 15, 99 33,486.01 33,486.01
8. Oct 15, 99 33,486.01 33,486.01
9. Nov 15, 99 33,486.01 33,486.01
10. Dec 15, 99 33,486.01 127,792.38
11. Jan 15, 00 32,931.34 32,931.34
12. Feb 15, 00 32,931.34 32,931.34
13. Mar 15, 00 32,931.34 32,931.34
14. Apr 15, 00 32,931.34 32,931.34
15. May 15, 00 32,931.34 32,931.34
16. Jun 15, 00 32,931.34 107,469.22
17. Jul 15, 00 45,036.35 93,328.88
18. Aug 15, 00 44,609.54 92,479.90
19. Sep 15, 00 44,186.48 91,638.39
20. Oct 15, 00 43,767.17 90,804.26
21. Nov 15, 00 43,351.55 89,977.47
22. Dec 15, 00 42,716.30 187,764.26
23. Jan 15, 01 41,729.28 86,679.66
24. Feb 15, 01 41,332.22 85,889.66
25. Mar 15, 01 40,938.67 85,106.61
26. Apr 15, 01 40,548.60 84,330.43
27. May 15, 01 40,161.97 83,561.09
28. Jun 15, 01 39,622.73 152,907.43
29. Jul 15, 01 38,831.47 80,860.92
30. Aug 15, 01 38,460.45 80,122.49
31. Sep 15, 01 38,092.72 79,390.57
32. Oct 15, 01 37,728.24 78,665.08
33. Nov 15, 01 37,367.00 77,945.98
34. Dec 15, 01 36,805.03 170,561.31
35. Jan 15, 02 35,902.47 74,957.48
36. Feb 15, 02 35,557.96 74,271.57
37. Mar 15, 02 35,216.51 73,591.70
38. Apr 15, 02 34,878.10 72,917.83
39. May 15, 02 34,542.69 72,249.89
40. Jun 15, 02 34,064.24 139,741.45
41. Jul 15, 02 33,334.82 69,788.61
42. Aug 15, 02 33,013.53 69,148.66
43. Sep 15, 02 32,695.11 68,514.35
44. Oct 15, 02 32,379.51 67,885.64
45. Nov 15, 02 32,066.73 67,262.48
46. Dec 15, 02 31,554.17 163,190.69
47. Jan 15, 03 30,680.39 64,417.76
48. Feb 15, 03 30,383.33 63,825.78
49. Mar 15, 03 30,088.93 63,239.04
50. Apr 15, 03 29,797.14 62,657.47
51. May 15, 03 29,507.96 62,081.04
52. Jun 15, 03 29,094.80 123,199.52
53. Jul 15, 03 28,448.76 59,914.46
54. Aug 15, 03 28,172.01 59,362.65
55. Sep 15, 03 27,897.73 58,815.71
56. Oct 15, 03 27,625.90 58,273.61
57. Nov 15, 03 27,356.50 57,736.30
58. Dec 15, 03 26,910.33 146,640.28
59. Jan 15, 04 26,120.94 55,188.54
60. Feb 15, 04 25,865.59 54,679.09
</TABLE>
1 of 4 loan level CF (5)
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
61. Mar 15, 04 12,740.05 11,639.55 24,379.60 1,444,662.81 0.00 12,740.05 0.00 0.00
62. Apr 15, 04 12,628.68 11,525.80 24,154.48 1,432,034.13 0.00 12,628.68 0.00 0.00
63. May 15, 04 12,518.28 11,413.07 23,931.36 1,419,515.85 0.00 12,518.29 0.00 0.00
64. Jun 15, 04 41,505.37 11,244.64 52,750.00 1,378,010.48 29,353.11 12,152.26 0.00 0.00
65. Jul 15, 04 12,046.03 10,959.23 23,005.26 1,365,964.45 0.00 12,046.03 0.00 0.00
66. Aug 15, 04 11,940.73 10,851.77 22,792.50 1,354,023.72 0.00 11,940.73 0.00 0.00
67. Sep 15, 04 11,836.35 10,745.28 22,581.63 1,342,187.37 0.00 11,836.35 0.00 0.00
68. Oct 15, 04 11,732.88 10,639.74 22,372.62 1,330,454.50 0.00 11,732.88 0.00 0.00
69. Nov 15, 04 11,630.31 10,535.15 22,165.47 1,318,824.18 0.00 11,630.32 0.00 0.00
70. Dec 15, 04 43,837.30 10,370.21 54,207.50 1,274,986.89 32,593.57 11,243.73 0.00 0.00
71. Jan 15, 05 11,145.44 10,073.51 21,218.95 1,263,841.45 0.00 11,145.44 0.00 0.00
72. Feb 15, 05 11,048.01 9,974.23 21,022.24 1,252,793.44 0.00 11,048.01 0.00 0.00
73. Mar 15, 05 10,951.43 9,875.84 20,827.27 1,241,842.01 0.00 10,951.43 0.00 0.00
74. Apr 15, 05 10,855.70 9,778.34 20,634.03 1,230,986.32 0.00 10,855.70 0.00 0.00
75. May 15, 05 10,760.80 9,681.71 20,442.51 1,220,225.52 0.00 10,760.80 0.00 0.00
76. Jun 15, 05 45,655.93 9,521.48 55,177.40 1,174,569.59 35,297.75 10,358.18 0.00 0.00
77. Jul 15, 05 10,267.63 9,216.51 19,484.14 1,164,301.96 0.00 10,267.63 0.00 0.00
78. Aug 15, 05 10,177.87 9,125.19 19,303.06 1,154,124.08 0.00 10,177.87 0.00 0.00
79. Sep 15, 05 10,088.90 9,034.69 19,123.60 1,144,035.18 0.00 10,088.90 0.00 0.00
80. Oct 15, 05 10,000.71 8,945.01 18,945.72 1,134,034.47 0.00 10,000.71 0.00 0.00
81. Nov 15, 05 9,913.29 8,856.14 18,769.43 1,124,121.18 0.00 9,913.29 0.00 0.00
82. Dec 15, 05 29,610.63 8,732.73 38,343.36 1,094,510.55 19,958.47 9,652.16 0.00 0.00
83. Jan 15, 06 9,567.79 8,526.67 18,094.46 1,084,942.76 0.00 9,567.79 0.00 0.00
84. Feb 15, 06 9,484.15 8,441.72 17,925.87 1,075,458.61 0.00 9,484.15 0.00 0.00
85. Mar 15, 06 9,401.24 8,357.54 17,758.78 1,066,057.37 0.00 9,401.24 0.00 0.00
86. Apr 15, 06 9,319.06 8,274.12 17,593.17 1,056,738.31 0.00 9,319.06 0.00 0.00
87. May 15, 06 9,237.60 8,191.45 17,429.04 1,047,500.72 0.00 9,237.60 0.00 0.00
88. Jun 15, 06 52,415.92 8,034.79 60,450.71 995,084.80 43,640.56 8,775.35 0.00 0.00
89. Jul 15, 06 8,698.65 7,694.33 16,392.97 986,386.16 0.00 8,698.64 0.00 0.00
90. Aug 15, 06 8,622.61 7,617.67 16,240.28 977,763.55 0.00 8,622.60 0.00 0.00
91. Sep 15, 06 8,547.23 7,541.70 16,088.93 969,216.32 0.00 8,547.23 0.00 0.00
92. Oct 15, 06 8,472.51 7,466.41 15,938.92 960,743.81 0.00 8,472.51 0.00 0.00
93. Nov 15, 06 8,398.45 7,391.79 15,790.24 952,345.36 0.00 8,398.45 0.00 0.00
94. Dec 15, 06 23,578.10 7,292.38 30,870.47 928,767.26 15,387.58 8,190.52 0.00 0.00
95. Jan 15, 07 8,118.92 7,127.50 15,246.42 920,648.34 0.00 8,118.92 0.00 0.00
96. Feb 15, 07 8,047.95 7,056.03 15,103.98 912,600.39 0.00 8,047.95 0.00 0.00
97. Mar 15, 07 7,977.60 6,985.21 14,962.81 904,622.79 0.00 7,977.60 0.00 0.00
98. Apr 15, 07 7,907.86 6,915.03 14,822.89 896,714.94 0.00 7,907.86 0.00 0.00
99. May 15, 07 7,838.73 6,845.47 14,684.20 888,876.20 0.00 7,838.73 0.00 0.00
100. Jun 15, 07 39,823.74 6,724.97 46,548.72 849,052.46 32,336.20 7,487.54 0.00 0.00
101. Jul 15, 07 7,422.09 6,464.18 13,886.27 841,630.37 0.00 7,422.09 0.00 0.00
102. Aug 15, 07 7,357.20 6,398.94 13,756.15 834,273.17 0.00 7,357.21 0.00 0.00
103. Sep 15, 07 7,292.89 6,334.29 13,627.18 826,980.28 0.00 7,292.89 0.00 0.00
104. Oct 15, 07 7,229.14 6,270.21 13,499.35 819,751.14 0.00 7,229.14 0.00 0.00
105. Nov 15, 07 7,165.94 6,206.72 13,372.66 812,585.20 0.00 7,165.95 0.00 0.00
106. Dec 15, 07 18,852.99 6,125.63 24,978.63 793,732.20 11,853.30 6,999.69 0.00 0.00
107. Jan 15, 08 6,938.50 5,992.72 12,931.22 786,793.71 0.00 6,938.50 0.00 0.00
108. Feb 15, 08 6,877.84 5,931.82 12,809.67 779,915.86 0.00 6,877.84 0.00 0.00
109. Mar 15, 08 6,817.72 5,871.47 12,689.19 773,098.14 0.00 6,817.72 0.00 0.00
110. Apr 15, 08 6,758.12 5,811.67 12,569.79 766,340.02 0.00 6,758.12 0.00 0.00
111. May 15, 08 6,699.05 5,752.40 12,451.45 759,640.97 0.00 6,699.05 0.00 0.00
112. Jun 15, 08 31,292.55 5,657.21 36,949.76 728,348.42 24,869.46 6,423.09 0.00 0.00
113. Jul 15, 08 6,366.94 5,450.97 11,817.91 721,981.49 0.00 6,366.94 0.00 0.00
114. Aug 15, 08 6,311.28 5,395.19 11,706.47 715,670.21 0.00 6,311.28 0.00 0.00
115. Sep 15, 08 6,256.11 5,339.90 11,596.01 709,414.10 0.00 6,256.11 0.00 0.00
116. Oct 15, 08 6,201.42 5,285.12 11,486.54 703,212.67 0.00 6,201.42 0.00 0.00
117. Nov 15, 08 6,147.21 5,230.83 11,378.04 697,065.46 0.00 6,147.21 0.00 0.00
118. Dec 15, 08 18,566.71 5,159.45 23,726.16 678,498.76 12,583.23 5,983.48 0.00 0.00
119. Jan 15, 09 5,931.17 5,031.24 10,962.41 672,567.58 0.00 5,931.17 0.00 0.00
120. Feb 15, 09 5,879.32 4,979.36 10,858.69 666,688.26 0.00 5,879.32 0.00 0.00
121. Mar 15, 09 5,827.93 4,927.96 10,755.89 660,860.33 0.00 5,827.93 0.00 0.00
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
61. Mar 15, 04 0.00 0.00 2,852.63 2,852.63 214.97 11,424.59 24,164.63 6,395.24 481.93
62. Apr 15, 04 0.00 0.00 2,815.69 2,815.69 213.09 11,312.72 23,941.40 6,312.44 477.72
63. May 15, 04 0.00 0.00 2,779.10 2,779.10 211.23 11,201.85 23,720.13 6,230.40 473.54
64. Jun 15, 04 0.00 0.00 2,686.14 2,686.14 209.38 11,035.26 52,540.62 6,021.99 469.4
65. Jul 15, 04 0.00 0.00 2,650.98 2,650.98 203.26 10,755.97 22,802.01 5,943.16 455.68
66. Aug 15, 04 0.00 0.00 2,616.15 2,616.15 201.48 10,650.29 22,591.02 5,865.08 451.69
67. Sep 15, 04 0.00 0.00 2,581.65 2,581.65 199.72 10,545.56 22,381.91 5,787.73 447.74
68. Oct 15, 04 0.00 0.00 2,547.47 2,547.47 197.97 10,441.77 22,174.65 5,711.12 443.83
69. Nov 15, 04 0.00 0.00 2,513.62 2,513.62 196.24 10,338.91 21,969.22 5,635.23 439.95
70. Dec 15, 04 0.00 0.00 2,418.80 2,418.80 194.53 10,175.68 54,012.98 5,422.64 436.1
71. Jan 15, 05 0.00 0.00 2,386.40 2,386.40 188.06 9,885.45 21,030.89 5,350.02 421.61
72. Feb 15, 05 0.00 0.00 2,354.32 2,354.32 186.42 9,787.81 20,835.82 5,278.10 417.92
73. Mar 15, 05 0.00 0.00 2,322.54 2,322.54 184.79 9,691.05 20,642.48 5,206.85 414.27
74. Apr 15, 05 0.00 0.00 2,291.07 2,291.07 183.17 9,595.17 20,450.86 5,136.29 410.65
75. May 15, 05 0.00 0.00 2,259.89 2,259.89 181.57 9,500.14 20,260.94 5,066.39 407.06
76. Jun 15, 05 0.00 0.00 2,164.53 2,164.53 179.98 9,341.49 54,997.42 4,852.61 403.5
77. Jul 15, 05 0.00 0.00 2,134.83 2,134.83 173.25 9,043.26 19,310.89 4,786.03 388.4
78. Aug 15, 05 0.00 0.00 2,105.42 2,105.42 171.73 8,953.46 19,131.33 4,720.09 385.01
79. Sep 15, 05 0.00 0.00 2,076.29 2,076.29 170.23 8,864.46 18,953.36 4,654.78 381.64
80. Oct 15, 05 0.00 0.00 2,047.43 2,047.43 168.75 8,776.27 18,776.98 4,590.10 378.31
81. Nov 15, 05 0.00 0.00 2,018.86 2,018.86 167.27 8,688.87 18,602.16 4,526.03 375
82. Dec 15, 05 0.00 0.00 1,955.22 1,955.22 165.81 8,566.92 38,177.55 4,383.35 371.72
83. Jan 15, 06 0.00 0.00 1,927.69 1,927.69 161.44 8,365.23 17,933.02 4,321.63 361.93
84. Feb 15, 06 0.00 0.00 1,900.42 1,900.42 160.03 8,281.69 17,765.84 4,260.51 358.77
85. Mar 15, 06 0.00 0.00 1,873.42 1,873.42 158.63 8,198.91 17,600.15 4,199.97 355.63
86. Apr 15, 06 0.00 0.00 1,846.68 1,846.68 157.24 8,116.87 17,435.93 4,140.03 352.52
87. May 15, 06 0.00 0.00 1,820.20 1,820.20 155.87 8,035.58 17,273.17 4,080.66 349.44
88. Jun 15, 06 0.00 0.00 1,719.23 1,719.23 154.51 7,880.28 60,296.20 3,854.31 346.38
89. Jul 15, 06 0.00 0.00 1,694.79 1,694.79 146.78 7,547.55 16,246.20 3,799.52 329.05
90. Aug 15, 06 0.00 0.00 1,670.59 1,670.59 145.49 7,472.18 16,094.79 3,745.25 326.18
91. Sep 15, 06 0.00 0.00 1,646.60 1,646.60 144.22 7,397.48 15,944.71 3,691.48 323.32
92. Oct 15, 06 0.00 0.00 1,622.84 1,622.84 142.96 7,323.45 15,795.96 3,638.22 320.5
93. Nov 15, 06 0.00 0.00 1,599.31 1,599.31 141.71 7,250.08 15,648.53 3,585.45 317.7
94. Dec 15, 06 0.00 0.00 1,550.53 1,550.53 140.47 7,151.91 30,730.00 3,476.09 314.92
95. Jan 15, 07 0.00 0.00 1,527.80 1,527.80 136.99 6,990.50 15,109.42 3,425.15 307.12
96. Feb 15, 07 0.00 0.00 1,505.29 1,505.29 135.8 6,920.24 14,968.19 3,374.68 304.44
97. Mar 15, 07 0.00 0.00 1,482.99 1,482.99 134.61 6,850.60 14,828.20 3,324.69 301.78
98. Apr 15, 07 0.00 0.00 1,460.90 1,460.90 133.43 6,781.59 14,689.45 3,275.17 299.14
99. May 15, 07 0.00 0.00 1,439.02 1,439.02 132.27 6,713.20 14,551.93 3,226.12 296.52
100. Jun 15, 07 0.00 0.00 1,365.79 1,365.79 131.11 6,593.86 46,417.61 3,061.93 293.93
101. Jul 15, 07 0.00 0.00 1,345.10 1,345.10 125.24 6,338.95 13,761.03 3,015.55 280.76
102. Aug 15, 07 0.00 0.00 1,324.61 1,324.61 124.14 6,274.80 13,632.00 2,969.62 278.31
103. Sep 15, 07 0.00 0.00 1,304.31 1,304.31 123.06 6,211.23 13,504.12 2,924.11 275.87
104. Oct 15, 07 0.00 0.00 1,284.21 1,284.21 121.98 6,148.23 13,377.37 2,879.04 273.46
105. Nov 15, 07 0.00 0.00 1,264.30 1,264.30 120.91 6,085.80 13,251.75 2,834.40 271.07
106. Dec 15, 07 0.00 0.00 1,226.42 1,226.42 119.86 6,005.78 24,858.77 2,749.49 268.7
107. Jan 15, 08 0.00 0.00 1,207.17 1,207.17 117.08 5,875.64 12,814.14 2,706.34 262.47
108. Feb 15, 08 0.00 0.00 1,188.11 1,188.11 116.05 5,815.77 12,693.61 2,663.60 260.17
109. Mar 15, 08 0.00 0.00 1,169.23 1,169.23 115.04 5,756.43 12,574.16 2,621.27 257.9
110. Apr 15, 08 0.00 0.00 1,150.53 1,150.53 114.03 5,697.64 12,455.76 2,579.35 255.65
111. May 15, 08 0.00 0.00 1,132.01 1,132.01 113.04 5,639.37 12,338.41 2,537.83 253.41
112. Jun 15, 08 0.00 0.00 1,077.21 1,077.21 112.05 5,545.16 36,837.71 2,414.97 251.2
113. Jul 15, 08 0.00 0.00 1,059.64 1,059.64 107.43 5,343.54 11,710.48 2,375.58 240.85
114. Aug 15, 08 0.00 0.00 1,042.24 1,042.24 106.49 5,288.69 11,599.97 2,336.57 238.74
115. Sep 15, 08 0.00 0.00 1,025.01 1,025.01 105.56 5,234.34 11,490.45 2,297.94 236.66
116. Oct 15, 08 0.00 0.00 1,007.94 1,007.94 104.64 5,180.48 11,381.90 2,259.69 234.59
117. Nov 15, 08 0.00 0.00 991.05 991.05 103.72 5,127.11 11,274.32 2,221.80 232.54
118. Dec 15, 08 0.00 0.00 956.72 956.72 102.82 5,056.63 23,623.34 2,144.86 230.5
119. Jan 15, 09 0.00 0.00 940.45 940.45 100.08 4,931.16 10,862.33 2,108.38 224.36
120. Feb 15, 09 0.00 0.00 924.34 924.34 99.2 4,880.16 10,759.48 2,072.26 222.4
121. Mar 15, 09 0.00 0.00 908.39 908.39 98.34 4,829.62 10,657.55 2,036.49 220.46
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
61. Mar 15, 04 25,612.52 54,174.15
62. Apr 15, 04 25,361.72 53,673.67
63. May 15, 04 25,113.17 53,177.63
64. Jun 15, 04 24,739.69 117,789.64
65. Jul 15, 04 24,113.58 51,119.30
66. Aug 15, 04 23,876.65 50,646.30
67. Sep 15, 04 23,641.85 50,177.50
68. Oct 15, 04 23,409.16 49,712.84
69. Nov 15, 04 23,178.56 49,252.30
70. Dec 15, 04 22,812.62 121,090.46
71. Jan 15, 05 22,161.97 47,148.68
72. Feb 15, 05 21,943.08 46,711.36
73. Mar 15, 05 21,726.15 46,277.92
74. Apr 15, 05 21,511.18 45,848.33
75. May 15, 05 21,298.15 45,422.55
76. Jun 15, 05 20,942.48 123,297.47
77. Jul 15, 05 20,273.88 43,292.64
78. Aug 15, 05 20,072.55 42,890.09
79. Sep 15, 05 19,873.03 42,491.11
80. Oct 15, 05 19,675.31 42,095.68
81. Nov 15, 05 19,479.38 41,703.75
82. Dec 15, 05 19,205.99 85,589.39
83. Jan 15, 06 18,753.82 40,203.62
84. Feb 15, 06 18,566.54 39,828.83
85. Mar 15, 06 18,380.94 39,457.37
86. Apr 15, 06 18,197.03 39,089.22
87. May 15, 06 18,014.78 38,724.33
88. Jun 15, 06 17,666.62 135,176.67
89. Jul 15, 06 16,920.68 36,421.98
90. Aug 15, 06 16,751.71 36,082.53
91. Sep 15, 06 16,584.25 35,746.08
92. Oct 15, 06 16,418.28 35,412.61
93. Nov 15, 06 16,253.79 35,082.08
94. Dec 15, 06 16,033.69 68,892.90
95. Jan 15, 07 15,671.85 33,873.47
96. Feb 15, 07 15,514.33 33,556.84
97. Mar 15, 07 15,358.21 33,243.01
98. Apr 15, 07 15,203.50 32,931.95
99. May 15, 07 15,050.18 32,623.65
100. Jun 15, 07 14,782.63 104,062.58
101. Jul 15, 07 14,211.14 30,850.54
102. Aug 15, 07 14,067.33 30,561.28
103. Sep 15, 07 13,924.82 30,274.59
104. Oct 15, 07 13,783.58 29,990.43
105. Nov 15, 07 13,643.62 29,708.79
106. Dec 15, 07 13,464.22 55,730.31
107. Jan 15, 08 13,172.47 28,727.73
108. Feb 15, 08 13,038.24 28,457.52
109. Mar 15, 08 12,905.22 28,189.71
110. Apr 15, 08 12,773.40 27,924.28
111. May 15, 08 12,642.77 27,661.21
112. Jun 15, 08 12,431.58 82,585.62
113. Jul 15, 08 11,979.56 26,253.46
114. Aug 15, 08 11,856.60 26,005.72
115. Sep 15, 08 11,734.75 25,760.18
116. Oct 15, 08 11,614.00 25,516.83
117. Nov 15, 08 11,494.35 25,275.64
118. Dec 15, 08 11,336.35 52,960.62
119. Jan 15, 09 11,055.05 24,352.01
120. Feb 15, 09 10,940.72 24,121.44
121. Mar 15, 09 10,827.42 23,892.93
</TABLE>
2 of 4 loan level CF (5)
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
122. Apr 15, 09 5,776.98 4,877.03 10,654.01 655,083.34 0.00 5,776.98 0.00 0.00
123. May 15, 09 5,726.48 4,826.55 10,553.04 649,356.86 0.00 5,726.48 0.00 0.00
124. Jun 15, 09 28,424.51 4,746.09 33,170.60 620,932.36 22,948.69 5,475.82 0.00 0.00
125. Jul 15, 09 5,427.95 4,559.92 9,987.87 615,504.41 0.00 5,427.95 0.00 0.00
126. Aug 15, 09 5,380.50 4,512.55 9,893.05 610,123.90 0.00 5,380.50 0.00 0.00
127. Sep 15, 09 5,333.47 4,465.60 9,799.07 604,790.44 0.00 5,333.47 0.00 0.00
128. Oct 15, 09 5,286.84 4,419.09 9,705.93 599,503.59 0.00 5,286.84 0.00 0.00
129. Nov 15, 09 5,240.63 4,373.00 9,613.62 594,262.96 0.00 5,240.63 0.00 0.00
130. Dec 15, 09 18,403.31 4,310.63 22,713.95 575,859.65 13,324.98 5,078.33 0.00 0.00
131. Jan 15, 10 5,033.94 4,186.05 9,219.99 570,825.71 0.00 5,033.94 0.00 0.00
132. Feb 15, 10 4,989.94 4,142.21 9,132.15 565,835.77 0.00 4,989.94 0.00 0.00
133. Mar 15, 10 4,946.32 4,098.78 9,045.09 560,889.46 0.00 4,946.32 0.00 0.00
134. Apr 15, 10 4,903.08 4,055.74 8,958.81 555,986.38 0.00 4,903.08 0.00 0.00
135. May 15, 10 4,860.22 4,013.09 8,873.31 551,126.17 0.00 4,860.22 0.00 0.00
136. Jun 15, 10 25,973.09 3,945.74 29,918.83 525,153.08 21,341.92 4,631.17 0.00 0.00
137. Jul 15, 10 4,590.68 3,776.82 8,367.50 520,562.40 0.00 4,590.68 0.00 0.00
138. Aug 15, 10 4,550.55 3,736.94 8,287.49 516,011.84 0.00 4,550.55 0.00 0.00
139. Sep 15, 10 4,510.77 3,697.42 8,208.20 511,501.07 0.00 4,510.77 0.00 0.00
140. Oct 15, 10 4,471.34 3,658.27 8,129.61 507,029.73 0.00 4,471.34 0.00 0.00
141. Nov 15, 10 4,432.26 3,619.48 8,051.73 502,597.47 0.00 4,432.26 0.00 0.00
142. Dec 15, 10 16,769.49 3,567.36 20,336.84 485,827.99 12,485.11 4,284.37 0.00 0.00
143. Jan 15, 11 4,246.92 3,454.94 7,701.86 481,581.07 0.00 4,246.92 0.00 0.00
144. Feb 15, 11 4,209.79 3,418.15 7,627.94 477,371.28 0.00 4,209.79 0.00 0.00
145. Mar 15, 11 4,172.99 3,381.69 7,554.68 473,198.28 0.00 4,172.99 0.00 0.00
146. Apr 15, 11 4,136.52 3,345.57 7,482.08 469,061.77 0.00 4,136.52 0.00 0.00
147. May 15, 11 4,100.36 3,309.78 7,410.13 464,961.41 0.00 4,100.36 0.00 0.00
148. Jun 15, 11 24,987.74 3,252.94 28,240.68 439,973.67 21,107.74 3,880.00 0.00 0.00
149. Jul 15, 11 3,846.08 3,091.80 6,937.88 436,127.59 0.00 3,846.08 0.00 0.00
150. Aug 15, 11 3,812.46 3,058.25 6,870.71 432,315.13 0.00 3,812.46 0.00 0.00
151. Sep 15, 11 3,779.13 3,025.03 6,804.16 428,536.00 0.00 3,779.13 0.00 0.00
152. Oct 15, 11 3,746.10 2,992.12 6,738.22 424,789.91 0.00 3,746.09 0.00 0.00
153. Nov 15, 11 3,713.35 2,959.53 6,672.88 421,076.56 0.00 3,713.35 0.00 0.00
154. Dec 15, 11 14,562.60 2,917.13 17,479.73 406,513.96 10,977.68 3,584.92 0.00 0.00
155. Jan 15, 12 3,553.59 2,819.81 6,373.40 402,960.37 0.00 3,553.59 0.00 0.00
156. Feb 15, 12 3,522.52 2,788.98 6,311.51 399,437.85 0.00 3,522.52 0.00 0.00
157. Mar 15, 12 3,491.73 2,758.45 6,250.18 395,946.12 0.00 3,491.73 0.00 0.00
158. Apr 15, 12 3,461.21 2,728.22 6,189.42 392,484.91 0.00 3,461.21 0.00 0.00
159. May 15, 12 3,430.95 2,698.27 6,129.22 389,053.96 0.00 3,430.95 0.00 0.00
160. Jun 15, 12 24,548.98 2,650.91 27,199.89 364,504.98 21,334.52 3,214.46 0.00 0.00
161. Jul 15, 12 3,186.36 2,494.52 5,680.88 361,318.62 0.00 3,186.36 0.00 0.00
162. Aug 15, 12 3,158.51 2,467.04 5,625.54 358,160.11 0.00 3,158.51 0.00 0.00
163. Sep 15, 12 3,130.90 2,439.82 5,570.71 355,029.21 0.00 3,130.90 0.00 0.00
164. Oct 15, 12 3,103.53 2,412.86 5,516.39 351,925.69 0.00 3,103.53 0.00 0.00
165. Nov 15, 12 3,076.40 2,386.16 5,462.56 348,849.29 0.00 3,076.40 0.00 0.00
166. Dec 15, 12 12,936.45 2,352.39 15,288.84 335,912.85 9,974.13 2,962.31 0.00 0.00
167. Jan 15, 13 2,936.42 2,266.83 5,203.24 332,976.43 0.00 2,936.42 0.00 0.00
168. Feb 15, 13 2,910.75 2,241.64 5,152.39 330,065.68 0.00 2,910.75 0.00 0.00
169. Mar 15, 13 2,885.30 2,216.70 5,102.01 327,180.37 0.00 2,885.31 0.00 0.00
170. Apr 15, 13 2,860.08 2,192.01 5,052.09 324,320.29 0.00 2,860.08 0.00 0.00
171. May 15, 13 2,835.08 2,167.55 5,002.63 321,485.21 0.00 2,835.08 0.00 0.00
172. Jun 15, 13 21,814.95 2,131.10 23,946.05 299,670.26 19,172.25 2,642.70 0.00 0.00
173. Jul 15, 13 2,619.60 1,992.96 4,612.56 297,050.66 0.00 2,619.60 0.00 0.00
174. Aug 15, 13 2,596.70 1,970.63 4,567.33 294,453.96 0.00 2,596.70 0.00 0.00
175. Sep 15, 13 2,574.00 1,948.51 4,522.51 291,879.96 0.00 2,574.00 0.00 0.00
176. Oct 15, 13 2,551.50 1,926.61 4,478.11 289,328.46 0.00 2,551.50 0.00 0.00
177. Nov 15, 13 2,529.20 1,904.93 4,434.12 286,799.27 0.00 2,529.20 0.00 0.00
178. Dec 15, 13 22,832.53 1,872.42 24,704.96 263,966.74 20,504.69 2,327.84 0.00 0.00
179. Jan 15, 14 2,307.49 1,729.06 4,036.55 261,659.24 0.00 2,307.49 0.00 0.00
180. Feb 15, 14 2,287.32 1,709.51 3,996.83 259,371.92 0.00 2,287.32 0.00 0.00
181. Mar 15, 14 2,267.33 1,690.15 3,957.48 257,104.59 0.00 2,267.33 0.00 0.00
182. Apr 15, 14 2,247.51 1,670.98 3,918.49 254,857.08 0.00 2,247.51 0.00 0.00
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
122. Apr 15, 09 0.00 0.00 892.59 892.59 97.48 4,779.55 10,556.53 2,001.07 218.53
123. May 15, 09 0.00 0.00 876.95 876.95 96.62 4,729.93 10,456.41 1,966.00 216.62
124. Jun 15, 09 0.00 0.00 831.01 831.01 95.78 4,650.31 33,074.82 1,863.03 214.73
125. Jul 15, 09 0.00 0.00 816.22 816.22 91.59 4,468.33 9,896.28 1,829.86 205.33
126. Aug 15, 09 0.00 0.00 801.57 801.57 90.79 4,421.76 9,802.26 1,797.02 203.53
127. Sep 15, 09 0.00 0.00 787.07 787.07 89.99 4,375.61 9,709.08 1,764.50 201.75
128. Oct 15, 09 0.00 0.00 772.71 772.71 89.21 4,329.88 9,616.73 1,732.31 199.99
129. Nov 15, 09 0.00 0.00 758.49 758.49 88.43 4,284.57 9,525.20 1,700.44 198.24
130. Dec 15, 09 0.00 0.00 727.72 727.72 87.65 4,222.98 22,626.29 1,631.46 196.51
131. Jan 15, 10 0.00 0.00 714.10 714.10 84.94 4,101.11 9,135.05 1,600.92 190.42
132. Feb 15, 10 0.00 0.00 700.61 700.61 84.2 4,058.02 9,047.95 1,570.68 188.76
133. Mar 15, 10 0.00 0.00 687.26 687.26 83.46 4,015.32 8,961.63 1,540.75 187.11
134. Apr 15, 10 0.00 0.00 674.04 674.04 82.73 3,973.01 8,876.08 1,511.12 185.47
135. May 15, 10 0.00 0.00 660.96 660.96 82.01 3,931.08 8,791.30 1,481.78 183.85
136. Jun 15, 10 0.00 0.00 622.91 622.91 81.29 3,864.45 29,837.54 1,396.48 182.24
137. Jul 15, 10 0.00 0.00 610.58 610.58 77.46 3,699.36 8,290.04 1,368.85 173.66
138. Aug 15, 10 0.00 0.00 598.38 598.38 76.78 3,660.15 8,210.71 1,341.49 172.14
139. Sep 15, 10 0.00 0.00 586.30 586.30 76.11 3,621.31 8,132.08 1,314.41 170.63
140. Oct 15, 10 0.00 0.00 574.34 574.34 75.45 3,582.82 8,054.17 1,287.61 169.14
141. Nov 15, 10 0.00 0.00 562.51 562.51 74.79 3,544.69 7,976.95 1,261.08 167.66
142. Dec 15, 10 0.00 0.00 537.11 537.11 74.13 3,493.22 20,262.71 1,204.14 166.2
143. Jan 15, 11 0.00 0.00 525.81 525.81 71.66 3,383.29 7,630.20 1,178.79 160.65
144. Feb 15, 11 0.00 0.00 514.62 514.62 71.03 3,347.11 7,556.91 1,153.71 159.25
145. Mar 15, 11 0.00 0.00 503.54 503.54 70.41 3,311.28 7,484.27 1,128.87 157.86
146. Apr 15, 11 0.00 0.00 492.58 492.58 69.8 3,275.77 7,412.29 1,104.30 156.48
147. May 15, 11 0.00 0.00 481.73 481.73 69.19 3,240.59 7,340.95 1,079.97 155.11
148. Jun 15, 11 0.00 0.00 449.61 449.61 68.58 3,184.35 28,172.09 1,007.96 153.75
149. Jul 15, 11 0.00 0.00 439.12 439.12 64.9 3,026.90 6,872.98 984.46 145.49
150. Aug 15, 11 0.00 0.00 428.76 428.76 64.33 2,993.92 6,806.38 961.24 144.22
151. Sep 15, 11 0.00 0.00 418.53 418.53 63.77 2,961.26 6,740.39 938.28 142.96
152. Oct 15, 11 0.00 0.00 408.4 408.4 63.21 2,928.91 6,675.01 915.59 141.71
153. Nov 15, 11 0.00 0.00 398.4 398.4 62.66 2,896.87 6,610.22 893.17 140.47
154. Dec 15, 11 0.00 0.00 378.39 378.39 62.11 2,855.02 17,417.62 848.3 139.24
155. Jan 15, 12 0.00 0.00 368.87 368.87 59.96 2,759.85 6,313.44 826.97 134.42
156. Feb 15, 12 0.00 0.00 359.47 359.47 59.44 2,729.55 6,252.07 805.89 133.25
157. Mar 15, 12 0.00 0.00 350.18 350.18 58.92 2,699.54 6,191.27 785.05 132.08
158. Apr 15, 12 0.00 0.00 340.99 340.99 58.4 2,669.82 6,131.02 764.46 130.93
159. May 15, 12 0.00 0.00 331.92 331.92 57.89 2,640.38 6,071.33 744.12 129.79
160. Jun 15, 12 0.00 0.00 305.24 305.24 57.39 2,593.52 27,142.51 684.31 128.65
161. Jul 15, 12 0.00 0.00 296.86 296.86 53.76 2,440.76 5,627.12 665.53 120.53
162. Aug 15, 12 0.00 0.00 288.59 288.59 53.29 2,413.74 5,572.25 646.98 119.48
163. Sep 15, 12 0.00 0.00 280.41 280.41 52.83 2,386.99 5,517.88 628.64 118.44
164. Oct 15, 12 0.00 0.00 272.33 272.33 52.37 2,360.49 5,464.02 610.53 117.4
165. Nov 15, 12 0.00 0.00 264.34 264.34 51.91 2,334.25 5,410.65 592.63 116.37
166. Dec 15, 12 0.00 0.00 249.12 249.12 51.46 2,300.94 15,237.38 558.5 115.36
167. Jan 15, 13 0.00 0.00 241.55 241.55 49.55 2,217.28 5,153.70 541.53 111.08
168. Feb 15, 13 0.00 0.00 234.07 234.07 49.11 2,192.53 5,103.28 524.76 110.11
169. Mar 15, 13 0.00 0.00 226.68 226.68 48.68 2,168.02 5,053.32 508.19 109.15
170. Apr 15, 13 0.00 0.00 219.38 219.38 48.26 2,143.75 5,003.83 491.83 108.19
171. May 15, 13 0.00 0.00 212.17 212.17 47.84 2,119.71 4,954.79 475.66 107.25
172. Jun 15, 13 0.00 0.00 192.82 192.82 47.42 2,083.68 23,898.63 432.27 106.31
173. Jul 15, 13 0.00 0.00 186.2 186.2 44.2 1,948.76 4,568.36 417.43 99.09
174. Aug 15, 13 0.00 0.00 179.66 179.66 43.81 1,926.81 4,523.51 402.77 98.23
175. Sep 15, 13 0.00 0.00 173.2 173.2 43.43 1,905.08 4,479.08 388.29 97.37
176. Oct 15, 13 0.00 0.00 166.82 166.82 43.05 1,883.56 4,435.06 373.99 96.52
177. Nov 15, 13 0.00 0.00 160.52 160.52 42.68 1,862.25 4,391.45 359.86 95.67
178. Dec 15, 13 0.00 0.00 143.26 143.26 42.3 1,830.12 24,662.65 321.18 94.84
179. Jan 15, 14 0.00 0.00 137.56 137.56 38.94 1,690.12 3,997.62 308.38 87.29
180. Feb 15, 14 0.00 0.00 131.92 131.92 38.59 1,670.91 3,958.24 295.75 86.52
181. Mar 15, 14 0.00 0.00 126.35 126.35 38.26 1,651.89 3,919.22 283.27 85.77
182. Apr 15, 14 0.00 0.00 120.85 120.85 37.92 1,633.06 3,880.57 270.94 85.02
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
122. Apr 15, 09 10,715.16 23,666.45
123. May 15, 09 10,603.92 23,441.99
124. Jun 15, 09 10,425.43 74,149.68
125. Jul 15, 09 10,017.46 22,186.25
126. Aug 15, 09 9,913.04 21,975.46
127. Sep 15, 09 9,809.58 21,766.56
128. Oct 15, 09 9,707.06 21,559.51
129. Nov 15, 09 9,605.48 21,354.32
130. Dec 15, 09 9,467.40 50,725.36
131. Jan 15, 10 9,194.19 20,479.67
132. Feb 15, 10 9,097.58 20,284.40
133. Mar 15, 10 9,001.85 20,090.88
134. Apr 15, 10 8,906.99 19,899.09
135. May 15, 10 8,813.00 19,709.01
136. Jun 15, 10 8,663.62 66,892.09
137. Jul 15, 10 8,293.50 18,585.26
138. Aug 15, 10 8,205.62 18,407.40
139. Sep 15, 10 8,118.53 18,231.14
140. Oct 15, 10 8,032.25 18,056.45
141. Nov 15, 10 7,946.76 17,883.34
142. Dec 15, 10 7,831.38 45,426.51
143. Jan 15, 11 7,584.91 17,105.98
144. Feb 15, 11 7,503.82 16,941.66
145. Mar 15, 11 7,423.48 16,778.82
146. Apr 15, 11 7,343.88 16,617.44
147. May 15, 11 7,265.01 16,457.50
148. Jun 15, 11 7,138.93 63,158.38
149. Jul 15, 11 6,785.95 15,408.38
150. Aug 15, 11 6,712.01 15,259.07
151. Sep 15, 11 6,638.78 15,111.13
152. Oct 15, 11 6,566.26 14,964.54
153. Nov 15, 11 6,494.44 14,819.31
154. Dec 15, 11 6,400.60 39,048.17
155. Jan 15, 12 6,187.25 14,153.95
156. Feb 15, 12 6,119.31 14,016.37
157. Mar 15, 12 6,052.03 13,880.06
158. Apr 15, 12 5,985.40 13,745.00
159. May 15, 12 5,919.41 13,611.18
160. Jun 15, 12 5,814.36 60,850.17
161. Jul 15, 12 5,471.88 12,615.31
162. Aug 15, 12 5,411.31 12,492.30
163. Sep 15, 12 5,351.33 12,370.42
164. Oct 15, 12 5,291.93 12,249.66
165. Nov 15, 12 5,233.11 12,130.02
166. Dec 15, 12 5,158.42 34,160.34
167. Jan 15, 13 4,970.87 11,553.96
168. Feb 15, 13 4,915.38 11,440.92
169. Mar 15, 13 4,860.43 11,328.93
170. Apr 15, 13 4,806.02 11,217.97
171. May 15, 13 4,752.13 11,108.04
172. Jun 15, 13 4,671.36 53,577.80
173. Jul 15, 13 4,368.87 10,241.70
174. Aug 15, 13 4,319.67 10,141.16
175. Sep 15, 13 4,270.95 10,041.55
176. Oct 15, 13 4,222.71 9,942.86
177. Nov 15, 13 4,174.94 9,845.09
178. Dec 15, 13 4,102.91 55,290.64
179. Jan 15, 14 3,789.04 8,962.16
180. Feb 15, 14 3,745.98 8,873.88
181. Mar 15, 14 3,703.34 8,786.41
182. Apr 15, 14 3,661.11 8,699.75
</TABLE>
3 of 4 loan level CF (5)
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
183. May 15, 14 2,227.86 1,652.00 3,879.86 252,629.22 0.00 2,227.86 0.00 0.00
184. Jun 15, 14 9,859.24 1,629.84 11,489.08 242,769.98 7,718.33 2,140.92 0.00 0.00
185. Jul 15, 14 2,122.20 1,565.64 3,687.84 240,647.77 0.00 2,122.20 0.00 0.00
186. Aug 15, 14 2,103.65 1,548.10 3,651.75 238,544.13 0.00 2,103.65 0.00 0.00
187. Sep 15, 14 2,085.26 1,530.71 3,615.97 236,458.87 0.00 2,085.26 0.00 0.00
188. Oct 15, 14 2,067.03 1,513.46 3,580.49 234,391.83 0.00 2,067.03 0.00 0.00
189. Nov 15, 14 2,048.96 1,496.34 3,545.30 232,342.87 0.00 2,048.96 0.00 0.00
190. Dec 15, 14 35,511.09 1,467.94 36,979.03 196,831.78 33,775.29 1,735.80 0.00 0.00
191. Jan 15, 15 1,720.63 1,249.91 2,970.53 195,111.16 0.00 1,720.63 0.00 0.00
192. Feb 15, 15 1,705.58 1,235.62 2,941.21 193,405.57 0.00 1,705.59 0.00 0.00
193. Mar 15, 15 1,690.67 1,221.46 2,912.13 191,714.90 0.00 1,690.68 0.00 0.00
194. Apr 15, 15 1,675.90 1,207.40 2,883.30 190,039.00 0.00 1,675.90 0.00 0.00
195. May 15, 15 1,661.25 1,193.46 2,854.70 188,377.75 0.00 1,661.25 0.00 0.00
196. Jun 15, 15 1,646.72 1,179.63 2,826.35 186,731.03 0.00 1,646.73 0.00 0.00
197. Jul 15, 15 1,632.33 1,166.64 2,798.97 185,098.70 0.00 1,632.33 0.00 0.00
198. Aug 15, 15 1,618.06 1,156.44 2,774.50 183,480.64 0.00 1,618.06 0.00 0.00
199. Sep 15, 15 1,603.92 1,146.33 2,750.25 181,876.73 0.00 1,603.92 0.00 0.00
200. Oct 15, 15 1,589.89 1,136.31 2,726.21 180,286.83 0.00 1,589.90 0.00 0.00
201. Nov 15, 15 1,576.00 1,126.38 2,702.38 178,710.84 0.00 1,576.00 0.00 0.00
202. Dec 15, 15 15,754.07 1,113.40 16,867.47 162,956.77 14,317.00 1,437.07 0.00 0.00
203. Jan 15, 16 1,424.50 1,018.11 2,442.61 161,532.27 0.00 1,424.50 0.00 0.00
204. Feb 15, 16 1,412.05 1,009.21 2,421.26 160,120.21 0.00 1,412.05 0.00 0.00
205. Mar 15, 16 1,399.71 1,000.38 2,400.09 158,720.51 0.00 1,399.71 0.00 0.00
206. Apr 15, 16 1,387.47 991.64 2,379.11 157,333.03 0.00 1,387.47 0.00 0.00
207. May 15, 16 1,375.34 982.97 2,358.31 155,957.69 0.00 1,375.34 0.00 0.00
208. Jun 15, 16 155,957.69 940.29 156,897.99 0 155,957.69 0.00 0.00 0
Total 2,616,837.43 1,643,926.38 4,260,763.81 1,056,038.14 1,560,799.29 0.00 0
9823012 2,340,129.51 2,508,634.89 9823012 2,340,129.51 2,508,634.89 9823012
9823026 5,120,866.04 5,593,968.12 9823026 5,120,866.04 5,593,968.12 9823026
9823028 2,265,426.08 2,534,765.40 9823028 2,265,426.08 2,534,765.40 9823028
9823030 2,357,764.11 1,931,097.27 9823030 2,357,764.11 1,931,097.27 9823030
9823031 2,506,522.81 2,063,998.88 9823031 2,506,522.81 2,063,998.88 9823031
9823032 2,709,583.17 2,219,772.43 9823032 2,709,583.17 2,219,772.43 9823032
9823033 1,623,091.15 1,313,861.20 9823033 1,623,091.15 1,313,861.20 9823033
9823035 8,505,273.14 9,003,073.56 9823035 8,505,273.14 9,003,073.56 9823035
9823042 5,866,628.32 4,978,524.11 9823042 5,866,628.32 4,978,524.11 9823042
9823054 3,429,285.15 2,910,151.98 9823054 3,429,285.15 2,910,151.98 9823054
9823069 4,610,168.48 3,912,270.11 9823069 4,610,168.48 3,912,270.11 9823069
9823072 4,043,344.48 3,431,253.25 9823072 4,043,344.48 3,431,253.25 9823072
9823074 2,616,837.43 2,220,694.42 9823074 2,616,837.43 2,220,694.42 9823074
9823076 3,297,026.22 2,797,914.67 9823076 3,297,026.22 2,797,914.67 9823076
9823082 2,735,910.74 3,016,614.63 9823082 2,735,910.74 3,016,614.63 9823082
9823094 2,416,142.08 2,314,576.94 9823094 2,416,142.08 2,314,576.94 9823094
9823097 1,253,787.12 1,626,301.89 9823097 1,253,787.12 1,626,301.89 9823097
9823098 6,467,952.90 4,672,026.44 9823098 6,467,952.90 4,672,026.44 9823098
9823099 1,783,025.22 1,544,270.58 9823099 1,783,025.22 1,544,270.58 9823099
9823101 1,600,575.96 1,372,525.67 9823101 1,600,575.96 1,372,525.67 9823101
9823102 10,684,277.65 10,212,167.04 9823102 10,684,277.65 10,212,145.38 9823102
9823109 2,560,917.25 2,865,387.72 9823109 2,560,917.25 2,865,387.72 9823109
9823113 2,324,301.41 1,866,940.81 9823113 2,324,301.41 1,866,940.81 9823113
9823114 1,954,384.81 1,660,263.93 9823114 1,954,384.81 1,660,263.93 9823114
9823115 2,639,019.66 2,301,142.84 9823115 2,639,019.66 2,301,142.84 9823115
9823118 1,154,723.89 738,109.11 9823118 1,154,723.89 738,109.11 9823118
9823121 2,401,280.67 2,381,952.80 9823121 2,401,280.67 2,381,952.80 9823121
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
183. May 15, 14 0.00 0.00 115.42 115.42 37.59 1,614.41 3,842.27 258.77 84.28
184. Jun 15, 14 0.00 0.00 106.7 106.7 37.26 1,592.58 11,451.82 239.21 83.54
185. Jul 15, 14 0.00 0.00 101.94 101.94 35.81 1,529.83 3,652.03 228.53 80.28
186. Aug 15, 14 0.00 0.00 97.2 97.2 35.5 1,512.61 3,616.26 217.91 79.58
187. Sep 15, 14 0.00 0.00 92.49 92.49 35.19 1,495.53 3,580.79 207.35 78.88
188. Oct 15, 14 0.00 0.00 87.81 87.81 34.88 1,478.58 3,545.61 196.85 78.19
189. Nov 15, 14 0.00 0.00 83.15 83.15 34.57 1,461.77 3,510.73 186.41 77.51
190. Dec 15, 14 0.00 0.00 67.11 67.11 34.27 1,433.67 36,944.76 150.45 76.83
191. Jan 15, 15 0.00 0.00 63.18 63.18 29.03 1,220.87 2,941.50 141.63 65.09
192. Feb 15, 15 0.00 0.00 59.27 59.27 28.78 1,206.85 2,912.43 132.87 64.52
193. Mar 15, 15 0.00 0.00 55.38 55.38 28.53 1,192.93 2,883.60 124.16 63.95
194. Apr 15, 15 0.00 0.00 51.52 51.52 28.28 1,179.12 2,855.02 115.5 63.4
195. May 15, 15 0.00 0.00 47.68 47.68 28.03 1,165.43 2,826.67 106.9 62.84
196. Jun 15, 15 0.00 0.00 43.87 43.87 27.79 1,151.84 2,798.57 98.35 62.29
197. Jul 15, 15 0.00 40.81 0 40.81 27.54 1,139.10 2,771.43 91.49 61.75
198. Aug 15, 15 0.00 40.45 0 40.45 27.3 1,129.14 2,747.20 90.69 61.21
199. Sep 15, 15 0.00 40.10 0 40.1 27.06 1,119.27 2,723.19 89.89 60.67
200. Oct 15, 15 0.00 39.75 0 39.75 26.83 1,109.49 2,699.38 89.11 60.14
201. Nov 15, 15 0.00 39.40 0 39.4 26.59 1,099.79 2,675.78 88.33 59.62
202. Dec 15, 15 0.00 35.93 0 35.93 26.36 1,087.04 16,841.11 80.54 59.1
203. Jan 15, 16 0.00 35.61 0 35.61 24.04 994.07 2,418.57 79.84 53.89
204. Feb 15, 16 0.00 35.30 0 35.3 23.83 985.38 2,397.43 79.14 53.41
205. Mar 15, 16 0.00 34.99 0 34.99 23.62 976.77 2,376.47 78.45 52.95
206. Apr 15, 16 0.00 34.69 0 34.69 23.41 968.23 2,355.70 77.76 52.49
207. May 15, 16 0.00 34.38 0 34.38 23.21 959.76 2,335.11 77.08 52.03
208. Jun 15, 16 0.00 0.00 0 0 23 917.29 156,874.98 0 51.57
Total 0.00 411.41 316,249.31 316,660.72 32,470.77 1,611,455.61 4,228,293.04 709,914.45 72,795.48
9823012 2,340,129.51 2,508,634.89
9823026 5,120,866.04 5,593,968.12
9823028 2,265,426.08 2,534,765.40
9823030 2,357,764.11 1,524,912.52
9823031 2,506,522.81 1,830,029.92
9823032 2,709,583.17 2,219,772.43
9823033 1,623,091.15 1,209,376.09
9823035 8,505,273.14 9,003,073.56
9823042 5,866,628.32 3,685,481.07
9823054 3,429,285.15 2,154,315.10
9823069 4,610,168.48 2,896,159.03
9823072 4,043,344.48 2,540,073.88
9823074 2,616,837.43 1,643,926.38
9823076 3,297,026.22 2,071,228.56
9823082 2,735,910.74 3,016,614.63
9823094 2,416,142.08 2,314,576.94
9823097 1,253,787.12 1,626,301.89
9823098 6,467,952.90 4,189,451.87
9823099 1,783,025.22 1,544,270.58
9823101 1,600,575.96 1,372,525.67
9823102 10,684,277.65 9,584,164.54
9823109 2,560,917.25 2,865,387.72
9823113 2,324,301.41 1,866,940.81
9823114 1,954,384.81 1,660,263.93
9823115 2,639,019.66 2,301,142.84
9823118 1,154,723.89 717,604.59
9823121 2,401,280.67 2,381,952.80
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
183. May 15, 14 3,619.30 8,613.90
184. Jun 15, 14 3,570.37 25,673.58
185. Jul 15, 14 3,429.69 8,187.40
186. Aug 15, 14 3,391.08 8,107.21
187. Sep 15, 14 3,352.79 8,027.68
188. Oct 15, 14 3,314.79 7,948.82
189. Nov 15, 14 3,277.10 7,870.62
190. Dec 15, 14 3,214.11 82,825.62
191. Jan 15, 15 2,737.05 6,594.48
192. Feb 15, 15 2,705.60 6,529.31
193. Mar 15, 15 2,674.40 6,464.69
194. Apr 15, 15 2,643.45 6,400.60
195. May 15, 15 2,612.75 6,337.06
196. Jun 15, 15 2,582.29 6,274.05
197. Jul 15, 15 2,553.72 6,213.20
198. Aug 15, 15 2,531.39 6,158.89
199. Sep 15, 15 2,509.27 6,105.05
200. Oct 15, 15 2,487.33 6,051.68
201. Nov 15, 15 2,465.59 5,998.78
202. Dec 15, 15 2,437.02 37,755.70
203. Jan 15, 16 2,228.58 5,422.15
204. Feb 15, 16 2,209.10 5,374.75
205. Mar 15, 16 2,189.79 5,327.76
206. Apr 15, 16 2,170.65 5,281.19
207. May 15, 16 2,151.67 5,235.02
208. Jun 15, 16 2,056.45 351,694.36
Total 3,612,685.59 9,479,313.91
9823012
9823026
9823028
9823030
9823031
9823032
9823033
9823035
9823042
9823054
9823069
9823072
9823074
9823076
9823082
9823094
9823097
9823098
9823099
9823101
9823102
9823109
9823113
9823114
9823115
9823118
9823121
</TABLE>
4 of 4 loan level CF (5)
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
0. Feb 15, 99 0.00 0.00 0 3,297,026.22 0.00 0.00 0 0.00
1. Mar 15, 99 0.00 19,878.32 19,878.32 3,297,026.22 0.00 0.00 0.00 0.00
2. Apr 15, 99 0.00 19,878.32 19,878.32 3,297,026.22 0.00 0.00 0.00 0.00
3. May 15, 99 0.00 19,878.32 19,878.32 3,297,026.22 0.00 0.00 0.00 0.00
4. Jun 15, 99 97,417.48 19,878.32 117,295.80 3,199,608.74 97,417.48 0.00 0.00 0.00
5. Jul 15, 99 0.00 19,290.97 19,290.97 3,199,608.75 0.00 0.00 0.00 0.00
6. Aug 15, 99 0.00 19,290.97 19,290.97 3,199,608.75 0.00 0.00 0.00 0.00
7. Sep 15, 99 0.00 19,290.97 19,290.97 3,199,608.76 0.00 0.00 0.00 0.00
8. Oct 15, 99 0.00 19,290.97 19,290.97 3,199,608.76 0.00 0.00 0.00 0.00
9. Nov 15, 99 0.00 19,290.97 19,290.97 3,199,608.76 0.00 0.00 0.00 0.00
10. Dec 15, 99 52,999.88 19,290.97 72,290.85 3,146,608.89 52,999.88 0.00 0.00 0.00
11. Jan 15, 00 0.00 18,971.43 18,971.43 3,146,608.89 0.00 0.00 0.00 0.00
12. Feb 15, 00 0.00 18,971.43 18,971.43 3,146,608.89 0.00 0.00 0.00 0.00
13. Mar 15, 00 0.00 18,971.43 18,971.43 3,146,608.89 0.00 0.00 0.00 0.00
14. Apr 15, 00 0.00 18,971.43 18,971.43 3,146,608.89 0.00 0.00 0.00 0.00
15. May 15, 00 0.00 18,971.43 18,971.43 3,146,608.89 0.00 0.00 0.00 0.00
16. Jun 15, 00 41,890.05 18,971.43 60,861.48 3,104,718.84 41,890.05 0.00 0.00 0.00
17. Jul 15, 00 27,140.25 25,768.23 52,908.48 3,077,578.59 0.00 27,140.24 0.00 0.00
18. Aug 15, 00 26,903.00 25,524.36 52,427.36 3,050,675.59 0.00 26,902.99 0.00 0.00
19. Sep 15, 00 26,667.82 25,282.64 51,950.46 3,024,007.77 0.00 26,667.82 0.00 0.00
20. Oct 15, 00 26,434.70 25,043.05 51,477.75 2,997,573.07 0.00 26,434.70 0.00 0.00
21. Nov 15, 00 26,203.62 24,805.57 51,009.19 2,971,369.45 0.00 26,203.62 0.00 0.00
22. Dec 15, 00 81,516.49 24,444.70 105,961.19 2,889,852.95 56,031.75 25,484.75 0.00 0.00
23. Jan 15, 01 25,261.97 23,877.98 49,139.94 2,864,590.99 0.00 25,261.97 0.00 0.00
24. Feb 15, 01 25,041.14 23,651.10 48,692.24 2,839,549.85 0.00 25,041.14 0.00 0.00
25. Mar 15, 01 24,822.24 23,426.23 48,248.47 2,814,727.61 0.00 24,822.24 0.00 0.00
26. Apr 15, 01 24,605.25 23,203.35 47,808.60 2,790,122.36 0.00 24,605.25 0.00 0.00
27. May 15, 01 24,390.16 22,982.44 47,372.61 2,765,732.19 0.00 24,390.16 0.00 0.00
28. Jun 15, 01 63,665.63 22,675.79 86,341.42 2,702,066.56 39,836.92 23,828.72 0.00 0.00
29. Jul 15, 01 23,620.41 22,221.72 45,842.13 2,678,446.15 0.00 23,620.41 0.00 0.00
30. Aug 15, 01 23,413.93 22,009.72 45,423.65 2,655,032.22 0.00 23,413.93 0.00 0.00
31. Sep 15, 01 23,209.26 21,799.60 45,008.86 2,631,822.96 0.00 23,209.26 0.00 0.00
32. Oct 15, 01 23,006.37 21,591.34 44,597.71 2,608,816.60 0.00 23,006.37 0.00 0.00
33. Nov 15, 01 22,805.26 21,384.93 44,190.19 2,586,011.34 0.00 22,805.26 0.00 0.00
34. Dec 15, 01 75,170.59 21,065.75 96,236.34 2,510,840.75 53,028.24 22,142.35 0.00 0.00
35. Jan 15, 02 21,948.79 20,547.42 42,496.21 2,488,891.95 0.00 21,948.79 0.00 0.00
36. Feb 15, 02 21,756.92 20,350.57 42,107.49 2,467,135.03 0.00 21,756.93 0.00 0.00
37. Mar 15, 02 21,566.73 20,155.47 41,722.20 2,445,568.30 0.00 21,566.73 0.00 0.00
38. Apr 15, 02 21,378.21 19,962.10 41,340.30 2,424,190.09 0.00 21,378.21 0.00 0.00
39. May 15, 02 21,191.33 19,770.45 40,961.77 2,402,998.77 0.00 21,191.33 0.00 0.00
40. Jun 15, 02 59,390.25 19,498.44 78,888.69 2,343,608.51 38,722.67 20,667.58 0.00 0.00
41. Jul 15, 02 20,486.91 19,079.74 39,566.65 2,323,121.60 0.00 20,486.91 0.00 0.00
42. Aug 15, 02 20,307.82 18,896.16 39,203.98 2,302,813.78 0.00 20,307.83 0.00 0.00
43. Sep 15, 02 20,130.30 18,714.21 38,844.51 2,282,683.48 0.00 20,130.30 0.00 0.00
44. Oct 15, 02 19,954.33 18,533.88 38,488.21 2,262,729.15 0.00 19,954.33 0.00 0.00
45. Nov 15, 02 19,779.90 18,355.15 38,135.05 2,242,949.25 0.00 19,779.90 0.00 0.00
46. Dec 15, 02 73,979.30 18,064.18 92,043.47 2,168,969.96 54,851.80 19,127.50 0.00 0.00
47. Jan 15, 03 18,960.29 17,562.20 36,522.49 2,150,009.67 0.00 18,960.29 0.00 0.00
48. Feb 15, 03 18,794.54 17,392.46 36,187.01 2,131,215.12 0.00 18,794.55 0.00 0.00
49. Mar 15, 03 18,630.25 17,224.23 35,854.48 2,112,584.87 0.00 18,630.25 0.00 0.00
50. Apr 15, 03 18,467.39 17,057.51 35,524.90 2,094,117.48 0.00 18,467.40 0.00 0.00
51. May 15, 03 18,305.96 16,892.26 35,198.22 2,075,811.52 0.00 18,305.96 0.00 0.00
52. Jun 15, 03 52,886.54 16,657.36 69,543.91 2,022,924.98 35,046.98 17,839.57 0.00 0.00
53. Jul 15, 03 17,683.62 16,286.49 33,970.11 2,005,241.36 0.00 17,683.62 0.00 0.00
54. Aug 15, 03 17,529.04 16,128.35 33,657.39 1,987,712.32 0.00 17,529.04 0.00 0.00
55. Sep 15, 03 17,375.81 15,971.62 33,347.43 1,970,336.52 0.00 17,375.81 0.00 0.00
56. Oct 15, 03 17,223.91 15,816.29 33,040.21 1,953,112.60 0.00 17,223.92 0.00 0.00
57. Nov 15, 03 17,073.35 15,662.35 32,735.70 1,936,039.26 0.00 17,073.35 0.00 0.00
58. Dec 15, 03 67,287.84 15,409.09 82,696.93 1,868,751.41 50,807.88 16,479.96 0.00 0.00
59. Jan 15, 04 16,335.90 14,955.52 31,291.42 1,852,415.52 0.00 16,335.90 0.00 0.00
60. Feb 15, 04 16,193.09 14,809.61 31,002.70 1,836,222.42 0.00 16,193.10 0.00 0.00
61. Mar 15, 04 16,051.54 14,665.00 30,716.54 1,820,170.88 0.00 16,051.54 0.00 0.00
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
0. Feb 15, 99 0.00 0.00 0 0 0 0 0 0 0
1. Mar 15, 99 0.00 0.00 0 0 486.31 19,392.01 19,392.01 0 865.33
2. Apr 15, 99 0.00 0.00 0 0 486.31 19,392.01 19,392.01 0 865.33
3. May 15, 99 0.00 0.00 0 0 486.31 19,392.01 19,392.01 0 865.33
4. Jun 15, 99 0.00 0.00 0 0 486.31 19,392.01 116,809.49 0 865.33
5. Jul 15, 99 0.00 0.00 0 0 471.94 18,819.03 18,819.03 0 839.76
6. Aug 15, 99 0.00 0.00 0 0 471.94 18,819.03 18,819.03 0 839.76
7. Sep 15, 99 0.00 0.00 0 0 471.94 18,819.03 18,819.03 0 839.76
8. Oct 15, 99 0.00 0.00 0 0 471.94 18,819.03 18,819.03 0 839.76
9. Nov 15, 99 0.00 0.00 0 0 471.94 18,819.03 18,819.03 0 839.76
10. Dec 15, 99 0.00 0.00 0 0 471.94 18,819.03 71,818.91 0 839.76
11. Jan 15, 00 0.00 0.00 0 0 464.12 18,507.30 18,507.31 0 825.85
12. Feb 15, 00 0.00 0.00 0 0 464.12 18,507.30 18,507.31 0 825.85
13. Mar 15, 00 0.00 0.00 0 0 464.12 18,507.30 18,507.31 0 825.85
14. Apr 15, 00 0.00 0.00 0 0 464.12 18,507.30 18,507.31 0 825.85
15. May 15, 00 0.00 0.00 0 0 464.12 18,507.30 18,507.31 0 825.85
16. Jun 15, 00 0.00 0.00 0 0 464.12 18,507.30 60,397.36 0 825.85
17. Jul 15, 00 0.00 0.00 7,049.37 7,049.37 457.95 25,310.29 52,450.53 12,543.43 814.86
18. Aug 15, 00 0.00 0.00 6,969.12 6,969.12 453.94 25,070.42 51,973.41 12,400.65 807.73
19. Sep 15, 00 0.00 0.00 6,889.61 6,889.61 449.97 24,832.66 51,500.48 12,259.15 800.67
20. Oct 15, 00 0.00 0.00 6,810.80 6,810.80 446.04 24,597.01 51,031.71 12,118.93 793.67
21. Nov 15, 00 0.00 0.00 6,732.71 6,732.71 442.14 24,363.43 50,567.05 11,979.97 786.73
22. Dec 15, 00 0.00 0.00 6,529.82 6,529.82 438.28 24,006.42 105,522.91 11,618.96 779.86
23. Jan 15, 01 0.00 0.00 6,454.57 6,454.57 426.25 23,451.72 48,713.69 11,485.07 758.46
24. Feb 15, 01 0.00 0.00 6,380.01 6,380.01 422.53 23,228.57 48,269.71 11,352.39 751.83
25. Mar 15, 01 0.00 0.00 6,306.11 6,306.11 418.83 23,007.40 47,829.64 11,220.91 745.26
26. Apr 15, 01 0.00 0.00 6,232.89 6,232.89 415.17 22,788.18 47,393.43 11,090.62 738.75
27. May 15, 01 0.00 0.00 6,160.33 6,160.33 411.54 22,570.90 46,961.06 10,961.50 732.29
28. Jun 15, 01 0.00 0.00 6,000.73 6,000.73 407.95 22,267.85 85,933.48 10,677.52 725.89
29. Jul 15, 01 0.00 0.00 5,930.51 5,930.51 398.55 21,823.16 45,443.57 10,552.57 709.18
30. Aug 15, 01 0.00 0.00 5,860.92 5,860.92 395.07 21,614.65 45,028.58 10,428.75 702.98
31. Sep 15, 01 0.00 0.00 5,791.97 5,791.97 391.62 21,407.98 44,617.24 10,306.06 696.83
32. Oct 15, 01 0.00 0.00 5,723.64 5,723.64 388.19 21,203.15 44,209.52 10,184.48 690.74
33. Nov 15, 01 0.00 0.00 5,655.94 5,655.94 384.8 21,000.13 43,805.39 10,064.01 684.7
34. Dec 15, 01 0.00 0.00 5,474.25 5,474.25 381.44 20,684.31 95,854.90 9,740.72 678.72
35. Jan 15, 02 0.00 0.00 5,409.14 5,409.14 370.35 20,177.07 42,125.86 9,624.86 658.99
36. Feb 15, 02 0.00 0.00 5,344.63 5,344.63 367.11 19,983.46 41,740.38 9,510.07 653.23
37. Mar 15, 02 0.00 0.00 5,280.70 5,280.70 363.9 19,791.57 41,358.30 9,396.32 647.52
38. Apr 15, 02 0.00 0.00 5,217.36 5,217.36 360.72 19,601.38 40,979.58 9,283.61 641.86
39. May 15, 02 0.00 0.00 5,154.60 5,154.60 357.57 19,412.88 40,604.20 9,171.94 636.25
40. Jun 15, 02 0.00 0.00 5,010.36 5,010.36 354.44 19,143.99 78,534.25 8,915.27 630.68
41. Jul 15, 02 0.00 0.00 4,949.74 4,949.74 345.68 18,734.06 39,220.97 8,807.41 615.1
42. Aug 15, 02 0.00 0.00 4,889.67 4,889.67 342.66 18,553.50 38,861.32 8,700.53 609.72
43. Sep 15, 02 0.00 0.00 4,830.16 4,830.16 339.67 18,374.54 38,504.84 8,594.64 604.39
44. Oct 15, 02 0.00 0.00 4,771.20 4,771.20 336.7 18,197.18 38,151.51 8,489.73 599.11
45. Nov 15, 02 0.00 0.00 4,712.78 4,712.78 333.75 18,021.40 37,801.29 8,385.78 593.87
46. Dec 15, 02 0.00 0.00 4,541.06 4,541.06 330.84 17,733.34 91,712.64 8,080.23 588.68
47. Jan 15, 03 0.00 0.00 4,485.12 4,485.12 319.92 17,242.28 36,202.57 7,980.69 569.26
48. Feb 15, 03 0.00 0.00 4,429.69 4,429.69 317.13 17,075.33 35,869.88 7,882.06 564.29
49. Mar 15, 03 0.00 0.00 4,374.78 4,374.78 314.35 16,909.88 35,540.13 7,784.35 559.35
50. Apr 15, 03 0.00 0.00 4,320.38 4,320.38 311.61 16,745.90 35,213.29 7,687.55 554.46
51. May 15, 03 0.00 0.00 4,266.48 4,266.48 308.88 16,583.38 34,889.34 7,591.65 549.62
52. Jun 15, 03 0.00 0.00 4,141.95 4,141.95 306.18 16,351.18 69,237.73 7,370.06 544.81
53. Jul 15, 03 0.00 0.00 4,089.94 4,089.94 298.38 15,988.11 33,671.73 7,277.52 530.93
54. Aug 15, 03 0.00 0.00 4,038.42 4,038.42 295.77 15,832.58 33,361.62 7,185.84 526.29
55. Sep 15, 03 0.00 0.00 3,987.37 3,987.37 293.19 15,678.43 33,054.24 7,095.01 521.69
56. Oct 15, 03 0.00 0.00 3,936.81 3,936.81 290.62 15,525.67 32,749.58 7,005.03 517.13
57. Nov 15, 03 0.00 0.00 3,886.71 3,886.71 288.08 15,374.27 32,447.61 6,915.89 512.61
58. Dec 15, 03 0.00 0.00 3,736.38 3,736.38 285.57 15,123.52 82,411.36 6,648.41 508.13
59. Jan 15, 04 0.00 0.00 3,688.51 3,688.51 275.64 14,679.88 31,015.78 6,563.22 490.47
60. Feb 15, 04 0.00 0.00 3,641.09 3,641.09 273.23 14,536.38 30,729.47 6,478.84 486.18
61. Mar 15, 04 0.00 0.00 3,594.11 3,594.11 270.84 14,394.16 30,445.70 6,395.24 481.93
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
0. Feb 15, 99 0 0
1. Mar 15, 99 34,505.55 34,505.55
2. Apr 15, 99 34,505.55 34,505.55
3. May 15, 99 34,505.55 34,505.55
4. Jun 15, 99 34,505.55 207,847.25
5. Jul 15, 99 33,486.01 33,486.01
6. Aug 15, 99 33,486.01 33,486.01
7. Sep 15, 99 33,486.01 33,486.01
8. Oct 15, 99 33,486.01 33,486.01
9. Nov 15, 99 33,486.01 33,486.01
10. Dec 15, 99 33,486.01 127,792.38
11. Jan 15, 00 32,931.34 32,931.34
12. Feb 15, 00 32,931.34 32,931.34
13. Mar 15, 00 32,931.34 32,931.34
14. Apr 15, 00 32,931.34 32,931.34
15. May 15, 00 32,931.34 32,931.34
16. Jun 15, 00 32,931.34 107,469.22
17. Jul 15, 00 45,036.35 93,328.88
18. Aug 15, 00 44,609.54 92,479.90
19. Sep 15, 00 44,186.48 91,638.39
20. Oct 15, 00 43,767.17 90,804.26
21. Nov 15, 00 43,351.55 89,977.47
22. Dec 15, 00 42,716.30 187,764.26
23. Jan 15, 01 41,729.28 86,679.66
24. Feb 15, 01 41,332.22 85,889.66
25. Mar 15, 01 40,938.67 85,106.61
26. Apr 15, 01 40,548.60 84,330.43
27. May 15, 01 40,161.97 83,561.09
28. Jun 15, 01 39,622.73 152,907.43
29. Jul 15, 01 38,831.47 80,860.92
30. Aug 15, 01 38,460.45 80,122.49
31. Sep 15, 01 38,092.72 79,390.57
32. Oct 15, 01 37,728.24 78,665.08
33. Nov 15, 01 37,367.00 77,945.98
34. Dec 15, 01 36,805.03 170,561.31
35. Jan 15, 02 35,902.47 74,957.48
36. Feb 15, 02 35,557.96 74,271.57
37. Mar 15, 02 35,216.51 73,591.70
38. Apr 15, 02 34,878.10 72,917.83
39. May 15, 02 34,542.69 72,249.89
40. Jun 15, 02 34,064.24 139,741.45
41. Jul 15, 02 33,334.82 69,788.61
42. Aug 15, 02 33,013.53 69,148.66
43. Sep 15, 02 32,695.11 68,514.35
44. Oct 15, 02 32,379.51 67,885.64
45. Nov 15, 02 32,066.73 67,262.48
46. Dec 15, 02 31,554.17 163,190.69
47. Jan 15, 03 30,680.39 64,417.76
48. Feb 15, 03 30,383.33 63,825.78
49. Mar 15, 03 30,088.93 63,239.04
50. Apr 15, 03 29,797.14 62,657.47
51. May 15, 03 29,507.96 62,081.04
52. Jun 15, 03 29,094.80 123,199.52
53. Jul 15, 03 28,448.76 59,914.46
54. Aug 15, 03 28,172.01 59,362.65
55. Sep 15, 03 27,897.73 58,815.71
56. Oct 15, 03 27,625.90 58,273.61
57. Nov 15, 03 27,356.50 57,736.30
58. Dec 15, 03 26,910.33 146,640.28
59. Jan 15, 04 26,120.94 55,188.54
60. Feb 15, 04 25,865.59 54,679.09
61. Mar 15, 04 25,612.52 54,174.15
</TABLE>
1 of 4 loan level CF (6)
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
62. Apr 15, 04 15,911.22 14,521.68 30,432.91 1,804,259.66 0.00 15,911.23 0.00 0.00
63. May 15, 04 15,772.14 14,379.65 30,151.78 1,788,487.52 0.00 15,772.14 0.00 0.00
64. Jun 15, 04 52,293.77 14,167.43 66,461.20 1,736,193.75 36,982.80 15,310.97 0.00 0.00
65. Jul 15, 04 15,177.13 13,807.84 28,984.97 1,721,016.62 0.00 15,177.13 0.00 0.00
66. Aug 15, 04 15,044.46 13,672.45 28,716.91 1,705,972.17 0.00 15,044.46 0.00 0.00
67. Sep 15, 04 14,912.94 13,538.28 28,451.22 1,691,059.22 0.00 14,912.94 0.00 0.00
68. Oct 15, 04 14,782.58 13,405.31 28,187.89 1,676,276.64 0.00 14,782.58 0.00 0.00
69. Nov 15, 04 14,653.36 13,273.53 27,926.89 1,661,623.28 0.00 14,653.36 0.00 0.00
70. Dec 15, 04 55,231.83 13,065.71 68,297.54 1,606,391.46 41,065.54 14,166.29 0.00 0.00
71. Jan 15, 05 14,042.45 12,691.90 26,734.35 1,592,349.01 0.00 14,042.45 0.00 0.00
72. Feb 15, 05 13,919.70 12,566.81 26,486.51 1,578,429.31 0.00 13,919.70 0.00 0.00
73. Mar 15, 05 13,798.02 12,442.85 26,240.86 1,564,631.30 0.00 13,798.01 0.00 0.00
74. Apr 15, 05 13,677.40 12,320.00 25,997.40 1,550,953.90 0.00 13,677.40 0.00 0.00
75. May 15, 05 13,557.84 12,198.26 25,756.09 1,537,396.06 0.00 13,557.84 0.00 0.00
76. Jun 15, 05 57,523.18 11,996.37 69,519.55 1,479,872.88 44,472.62 13,050.56 0.00 0.00
77. Jul 15, 05 12,936.47 11,612.14 24,548.61 1,466,936.41 0.00 12,936.47 0.00 0.00
78. Aug 15, 05 12,823.39 11,497.08 24,320.47 1,454,113.03 0.00 12,823.39 0.00 0.00
79. Sep 15, 05 12,711.29 11,383.06 24,094.35 1,441,401.74 0.00 12,711.29 0.00 0.00
80. Oct 15, 05 12,600.17 11,270.07 23,870.24 1,428,801.57 0.00 12,600.17 0.00 0.00
81. Nov 15, 05 12,490.03 11,158.10 23,648.12 1,416,311.54 0.00 12,490.03 0.00 0.00
82. Dec 15, 05 37,307.26 11,002.61 48,309.87 1,379,004.28 25,146.23 12,161.03 0.00 0.00
83. Jan 15, 06 12,054.72 10,742.99 22,797.71 1,366,949.56 0.00 12,054.72 0.00 0.00
84. Feb 15, 06 11,949.34 10,635.96 22,585.30 1,355,000.22 0.00 11,949.34 0.00 0.00
85. Mar 15, 06 11,844.89 10,529.89 22,374.78 1,343,155.33 0.00 11,844.88 0.00 0.00
86. Apr 15, 06 11,741.34 10,424.79 22,166.13 1,331,413.99 0.00 11,741.34 0.00 0.00
87. May 15, 06 11,638.71 10,320.63 21,959.34 1,319,775.28 0.00 11,638.70 0.00 0.00
88. Jun 15, 06 66,040.27 10,123.25 76,163.52 1,253,735.01 54,983.96 11,056.31 0.00 0.00
89. Jul 15, 06 10,959.66 9,694.30 20,653.96 1,242,775.35 0.00 10,959.66 0.00 0.00
90. Aug 15, 06 10,863.86 9,597.72 20,461.58 1,231,911.49 0.00 10,863.86 0.00 0.00
91. Sep 15, 06 10,768.89 9,502.00 20,270.89 1,221,142.60 0.00 10,768.89 0.00 0.00
92. Oct 15, 06 10,674.75 9,407.14 20,081.89 1,210,467.84 0.00 10,674.75 0.00 0.00
93. Nov 15, 06 10,581.44 9,313.12 19,894.56 1,199,886.40 0.00 10,581.44 0.00 0.00
94. Dec 15, 06 29,706.70 9,187.87 38,894.57 1,170,179.70 19,387.24 10,319.46 0.00 0.00
95. Jan 15, 07 10,229.25 8,980.13 19,209.38 1,159,950.45 0.00 10,229.26 0.00 0.00
96. Feb 15, 07 10,139.83 8,890.09 19,029.93 1,149,810.61 0.00 10,139.84 0.00 0.00
97. Mar 15, 07 10,051.20 8,800.86 18,852.06 1,139,759.42 0.00 10,051.20 0.00 0.00
98. Apr 15, 07 9,963.33 8,712.43 18,675.77 1,129,796.08 0.00 9,963.33 0.00 0.00
99. May 15, 07 9,876.24 8,624.80 18,501.03 1,119,919.85 0.00 9,876.24 0.00 0.00
100. Jun 15, 07 50,175.05 8,472.98 58,648.02 1,069,744.80 40,741.29 9,433.76 0.00 0.00
101. Jul 15, 07 9,351.29 8,144.40 17,495.70 1,060,393.51 0.00 9,351.29 0.00 0.00
102. Aug 15, 07 9,269.55 8,062.20 17,331.75 1,051,123.96 0.00 9,269.55 0.00 0.00
103. Sep 15, 07 9,188.52 7,980.74 17,169.26 1,041,935.44 0.00 9,188.52 0.00 0.00
104. Oct 15, 07 9,108.20 7,900.02 17,008.21 1,032,827.25 0.00 9,108.19 0.00 0.00
105. Nov 15, 07 9,028.58 7,820.01 16,848.59 1,023,798.67 0.00 9,028.57 0.00 0.00
106. Dec 15, 07 23,753.41 7,717.86 31,471.26 1,000,045.27 14,934.31 8,819.10 0.00 0.00
107. Jan 15, 08 8,742.00 7,550.39 16,292.40 991,303.26 0.00 8,742.01 0.00 0.00
108. Feb 15, 08 8,665.59 7,473.67 16,139.25 982,637.67 0.00 8,665.59 0.00 0.00
109. Mar 15, 08 8,589.83 7,397.63 15,987.47 974,047.84 0.00 8,589.84 0.00 0.00
110. Apr 15, 08 8,514.75 7,322.28 15,837.03 965,533.10 0.00 8,514.75 0.00 0.00
111. May 15, 08 8,440.31 7,247.61 15,687.92 957,092.78 0.00 8,440.31 0.00 0.00
112. Jun 15, 08 39,426.35 7,127.68 46,554.02 917,666.44 31,333.72 8,092.63 0.00 0.00
113. Jul 15, 08 8,021.88 6,867.83 14,889.72 909,644.55 0.00 8,021.88 0.00 0.00
114. Aug 15, 08 7,951.76 6,797.55 14,749.31 901,692.79 0.00 7,951.76 0.00 0.00
115. Sep 15, 08 7,882.25 6,727.89 14,610.14 893,810.54 0.00 7,882.25 0.00 0.00
116. Oct 15, 08 7,813.35 6,658.87 14,472.21 885,997.20 0.00 7,813.34 0.00 0.00
117. Nov 15, 08 7,745.04 6,590.47 14,335.52 878,252.16 0.00 7,745.04 0.00 0.00
118. Dec 15, 08 23,392.71 6,500.53 29,893.24 854,859.45 15,853.96 7,538.75 0.00 0.00
119. Jan 15, 09 7,472.85 6,338.99 13,811.84 847,386.60 0.00 7,472.85 0.00 0.00
120. Feb 15, 09 7,407.52 6,273.64 13,681.16 839,979.07 0.00 7,407.52 0.00 0.00
121. Mar 15, 09 7,342.77 6,208.88 13,551.65 832,636.30 0.00 7,342.77 0.00 0.00
122. Apr 15, 09 7,278.58 6,144.70 13,423.28 825,357.72 0.00 7,278.58 0.00 0.00
123. May 15, 09 7,214.96 6,081.11 13,296.06 818,142.76 0.00 7,214.96 0.00 0.00
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
62. Apr 15, 04 0.00 0.00 3,547.57 3,547.57 268.48 14,253.21 30,164.43 6,312.44 477.72
63. May 15, 04 0.00 0.00 3,501.47 3,501.47 266.13 14,113.52 29,885.66 6,230.40 473.54
64. Jun 15, 04 0.00 0.00 3,384.34 3,384.34 263.8 13,903.63 66,197.40 6,021.99 469.4
65. Jul 15, 04 0.00 0.00 3,340.04 3,340.04 256.09 13,551.75 28,728.88 5,943.16 455.68
66. Aug 15, 04 0.00 0.00 3,296.16 3,296.16 253.85 13,418.60 28,463.06 5,865.08 451.69
67. Sep 15, 04 0.00 0.00 3,252.69 3,252.69 251.63 13,286.65 28,199.59 5,787.73 447.74
68. Oct 15, 04 0.00 0.00 3,209.63 3,209.63 249.43 13,155.88 27,938.46 5,711.12 443.83
69. Nov 15, 04 0.00 0.00 3,166.98 3,166.98 247.25 13,026.28 27,679.64 5,635.23 439.95
70. Dec 15, 04 0.00 0.00 3,047.51 3,047.51 245.09 12,820.62 68,052.45 5,422.64 436.1
71. Jan 15, 05 0.00 0.00 3,006.70 3,006.70 236.94 12,454.96 26,497.41 5,350.02 421.61
72. Feb 15, 05 0.00 0.00 2,966.27 2,966.27 234.87 12,331.94 26,251.64 5,278.10 417.92
73. Mar 15, 05 0.00 0.00 2,926.23 2,926.23 232.82 12,210.03 26,008.04 5,206.85 414.27
74. Apr 15, 05 0.00 0.00 2,886.58 2,886.58 230.78 12,089.22 25,766.62 5,136.29 410.65
75. May 15, 05 0.00 0.00 2,847.30 2,847.30 228.77 11,969.49 25,527.33 5,066.39 407.06
76. Jun 15, 05 0.00 0.00 2,727.15 2,727.15 226.77 11,769.61 69,292.78 4,852.61 403.5
77. Jul 15, 05 0.00 0.00 2,689.74 2,689.74 218.28 11,393.86 24,330.33 4,786.03 388.4
78. Aug 15, 05 0.00 0.00 2,652.68 2,652.68 216.37 11,280.71 24,104.09 4,720.09 385.01
79. Sep 15, 05 0.00 0.00 2,615.97 2,615.97 214.48 11,168.58 23,879.87 4,654.78 381.64
80. Oct 15, 05 0.00 0.00 2,579.62 2,579.62 212.61 11,057.46 23,657.64 4,590.10 378.31
81. Nov 15, 05 0.00 0.00 2,543.62 2,543.62 210.75 10,947.35 23,437.38 4,526.03 375
82. Dec 15, 05 0.00 0.00 2,463.43 2,463.43 208.91 10,793.70 48,100.96 4,383.35 371.72
83. Jan 15, 06 0.00 0.00 2,428.74 2,428.74 203.4 10,539.59 22,594.31 4,321.63 361.93
84. Feb 15, 06 0.00 0.00 2,394.39 2,394.39 201.63 10,434.33 22,383.68 4,260.51 358.77
85. Mar 15, 06 0.00 0.00 2,360.37 2,360.37 199.86 10,330.03 22,174.92 4,199.97 355.63
86. Apr 15, 06 0.00 0.00 2,326.68 2,326.68 198.12 10,226.67 21,968.02 4,140.03 352.52
87. May 15, 06 0.00 0.00 2,293.32 2,293.32 196.38 10,124.25 21,762.95 4,080.66 349.44
88. Jun 15, 06 0.00 0.00 2,166.11 2,166.11 194.67 9,928.59 75,968.86 3,854.31 346.38
89. Jul 15, 06 0.00 0.00 2,135.32 2,135.32 184.93 9,509.37 20,469.03 3,799.52 329.05
90. Aug 15, 06 0.00 0.00 2,104.82 2,104.82 183.31 9,414.41 20,278.27 3,745.25 326.18
91. Sep 15, 06 0.00 0.00 2,074.60 2,074.60 181.71 9,320.29 20,089.19 3,691.48 323.32
92. Oct 15, 06 0.00 0.00 2,044.67 2,044.67 180.12 9,227.02 19,901.77 3,638.22 320.5
93. Nov 15, 06 0.00 0.00 2,015.01 2,015.01 178.54 9,134.58 19,716.02 3,585.45 317.7
94. Dec 15, 06 0.00 0.00 1,953.55 1,953.55 176.98 9,010.88 38,717.58 3,476.09 314.92
95. Jan 15, 07 0.00 0.00 1,924.92 1,924.92 172.6 8,807.53 19,036.78 3,425.15 307.12
96. Feb 15, 07 0.00 0.00 1,896.56 1,896.56 171.09 8,719.00 18,858.84 3,374.68 304.44
97. Mar 15, 07 0.00 0.00 1,868.46 1,868.46 169.6 8,631.27 18,682.46 3,324.69 301.78
98. Apr 15, 07 0.00 0.00 1,840.63 1,840.63 168.11 8,544.32 18,507.65 3,275.17 299.14
99. May 15, 07 0.00 0.00 1,813.07 1,813.07 166.64 8,458.15 18,334.39 3,226.12 296.52
100. Jun 15, 07 0.00 0.00 1,720.80 1,720.80 165.19 8,307.79 58,482.84 3,061.93 293.93
101. Jul 15, 07 0.00 0.00 1,694.73 1,694.73 157.79 7,986.61 17,337.91 3,015.55 280.76
102. Aug 15, 07 0.00 0.00 1,668.91 1,668.91 156.41 7,905.80 17,175.34 2,969.62 278.31
103. Sep 15, 07 0.00 0.00 1,643.34 1,643.34 155.04 7,825.70 17,014.22 2,924.11 275.87
104. Oct 15, 07 0.00 0.00 1,618.01 1,618.01 153.69 7,746.33 16,854.53 2,879.04 273.46
105. Nov 15, 07 0.00 0.00 1,592.93 1,592.93 152.34 7,667.67 16,696.25 2,834.40 271.07
106. Dec 15, 07 0.00 0.00 1,545.20 1,545.20 151.01 7,566.85 31,320.25 2,749.49 268.7
107. Jan 15, 08 0.00 0.00 1,520.95 1,520.95 147.51 7,402.89 16,144.89 2,706.34 262.47
108. Feb 15, 08 0.00 0.00 1,496.93 1,496.93 146.22 7,327.45 15,993.03 2,663.60 260.17
109. Mar 15, 08 0.00 0.00 1,473.14 1,473.14 144.94 7,252.69 15,842.53 2,621.27 257.9
110. Apr 15, 08 0.00 0.00 1,449.58 1,449.58 143.67 7,178.61 15,693.35 2,579.35 255.65
111. May 15, 08 0.00 0.00 1,426.25 1,426.25 142.42 7,105.19 15,545.51 2,537.83 253.41
112. Jun 15, 08 0.00 0.00 1,357.21 1,357.21 141.17 6,986.51 46,412.85 2,414.97 251.2
113. Jul 15, 08 0.00 0.00 1,335.07 1,335.07 135.36 6,732.48 14,754.36 2,375.58 240.85
114. Aug 15, 08 0.00 0.00 1,313.15 1,313.15 134.17 6,663.37 14,615.13 2,336.57 238.74
115. Sep 15, 08 0.00 0.00 1,291.44 1,291.44 133 6,594.89 14,477.14 2,297.94 236.66
116. Oct 15, 08 0.00 0.00 1,269.94 1,269.94 131.84 6,527.03 14,340.38 2,259.69 234.59
117. Nov 15, 08 0.00 0.00 1,248.65 1,248.65 130.68 6,459.79 14,204.83 2,221.80 232.54
118. Dec 15, 08 0.00 0.00 1,205.40 1,205.40 129.54 6,370.99 29,763.70 2,144.86 230.5
119. Jan 15, 09 0.00 0.00 1,184.90 1,184.90 126.09 6,212.90 13,685.75 2,108.38 224.36
120. Feb 15, 09 0.00 0.00 1,164.60 1,164.60 124.99 6,148.65 13,556.17 2,072.26 222.4
121. Mar 15, 09 0.00 0.00 1,144.50 1,144.50 123.9 6,084.98 13,427.75 2,036.49 220.46
122. Apr 15, 09 0.00 0.00 1,124.60 1,124.60 122.81 6,021.89 13,300.47 2,001.07 218.53
123. May 15, 09 0.00 0.00 1,104.89 1,104.89 121.74 5,959.37 13,174.32 1,966.00 216.62
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
62. Apr 15, 04 25,361.72 53,673.67
63. May 15, 04 25,113.17 53,177.63
64. Jun 15, 04 24,739.69 117,789.64
65. Jul 15, 04 24,113.58 51,119.30
66. Aug 15, 04 23,876.65 50,646.30
67. Sep 15, 04 23,641.85 50,177.50
68. Oct 15, 04 23,409.16 49,712.84
69. Nov 15, 04 23,178.56 49,252.30
70. Dec 15, 04 22,812.62 121,090.46
71. Jan 15, 05 22,161.97 47,148.68
72. Feb 15, 05 21,943.08 46,711.36
73. Mar 15, 05 21,726.15 46,277.92
74. Apr 15, 05 21,511.18 45,848.33
75. May 15, 05 21,298.15 45,422.55
76. Jun 15, 05 20,942.48 123,297.47
77. Jul 15, 05 20,273.88 43,292.64
78. Aug 15, 05 20,072.55 42,890.09
79. Sep 15, 05 19,873.03 42,491.11
80. Oct 15, 05 19,675.31 42,095.68
81. Nov 15, 05 19,479.38 41,703.75
82. Dec 15, 05 19,205.99 85,589.39
83. Jan 15, 06 18,753.82 40,203.62
84. Feb 15, 06 18,566.54 39,828.83
85. Mar 15, 06 18,380.94 39,457.37
86. Apr 15, 06 18,197.03 39,089.22
87. May 15, 06 18,014.78 38,724.33
88. Jun 15, 06 17,666.62 135,176.67
89. Jul 15, 06 16,920.68 36,421.98
90. Aug 15, 06 16,751.71 36,082.53
91. Sep 15, 06 16,584.25 35,746.08
92. Oct 15, 06 16,418.28 35,412.61
93. Nov 15, 06 16,253.79 35,082.08
94. Dec 15, 06 16,033.69 68,892.90
95. Jan 15, 07 15,671.85 33,873.47
96. Feb 15, 07 15,514.33 33,556.84
97. Mar 15, 07 15,358.21 33,243.01
98. Apr 15, 07 15,203.50 32,931.95
99. May 15, 07 15,050.18 32,623.65
100. Jun 15, 07 14,782.63 104,062.58
101. Jul 15, 07 14,211.14 30,850.54
102. Aug 15, 07 14,067.33 30,561.28
103. Sep 15, 07 13,924.82 30,274.59
104. Oct 15, 07 13,783.58 29,990.43
105. Nov 15, 07 13,643.62 29,708.79
106. Dec 15, 07 13,464.22 55,730.31
107. Jan 15, 08 13,172.47 28,727.73
108. Feb 15, 08 13,038.24 28,457.52
109. Mar 15, 08 12,905.22 28,189.71
110. Apr 15, 08 12,773.40 27,924.28
111. May 15, 08 12,642.77 27,661.21
112. Jun 15, 08 12,431.58 82,585.62
113. Jul 15, 08 11,979.56 26,253.46
114. Aug 15, 08 11,856.60 26,005.72
115. Sep 15, 08 11,734.75 25,760.18
116. Oct 15, 08 11,614.00 25,516.83
117. Nov 15, 08 11,494.35 25,275.64
118. Dec 15, 08 11,336.35 52,960.62
119. Jan 15, 09 11,055.05 24,352.01
120. Feb 15, 09 10,940.72 24,121.44
121. Mar 15, 09 10,827.42 23,892.93
122. Apr 15, 09 10,715.16 23,666.45
123. May 15, 09 10,603.92 23,441.99
</TABLE>
2 of 4 loan level CF (5)
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
124. Jun 15, 09 35,812.82 5,979.73 41,792.56 782,329.94 28,913.69 6,899.13 0.00 0.00
125. Jul 15, 09 6,838.82 5,745.17 12,584.00 775,491.12 0.00 6,838.82 0.00 0.00
126. Aug 15, 09 6,779.04 5,685.48 12,464.53 768,712.07 0.00 6,779.04 0.00 0.00
127. Sep 15, 09 6,719.78 5,626.34 12,346.12 761,992.29 0.00 6,719.78 0.00 0.00
128. Oct 15, 09 6,661.04 5,567.73 12,228.77 755,331.25 0.00 6,661.04 0.00 0.00
129. Nov 15, 09 6,602.81 5,509.66 12,112.47 748,728.44 0.00 6,602.81 0.00 0.00
130. Dec 15, 09 23,186.84 5,431.08 28,617.93 725,541.60 16,788.51 6,398.33 0.00 0.00
131. Jan 15, 10 6,342.40 5,274.12 11,616.52 719,199.19 0.00 6,342.40 0.00 0.00
132. Feb 15, 10 6,286.96 5,218.89 11,505.85 712,912.24 0.00 6,286.96 0.00 0.00
133. Mar 15, 10 6,232.00 5,164.16 11,396.16 706,680.24 0.00 6,232.00 0.00 0.00
134. Apr 15, 10 6,177.52 5,109.94 11,287.46 700,502.72 0.00 6,177.52 0.00 0.00
135. May 15, 10 6,123.52 5,056.20 11,179.72 694,379.20 0.00 6,123.52 0.00 0.00
136. Jun 15, 10 32,724.21 4,971.35 37,695.56 661,654.98 26,889.27 5,834.94 0.00 0.00
137. Jul 15, 10 5,783.93 4,758.52 10,542.45 655,871.05 0.00 5,783.93 0.00 0.00
138. Aug 15, 10 5,733.37 4,708.27 10,441.64 650,137.69 0.00 5,733.37 0.00 0.00
139. Sep 15, 10 5,683.25 4,658.49 10,341.73 644,454.44 0.00 5,683.25 0.00 0.00
140. Oct 15, 10 5,633.57 4,609.16 10,242.72 638,820.87 0.00 5,633.57 0.00 0.00
141. Nov 15, 10 5,584.32 4,560.28 10,144.60 633,236.55 0.00 5,584.32 0.00 0.00
142. Dec 15, 10 21,128.34 4,494.61 25,622.95 612,108.21 15,730.34 5,398.00 0.00 0.00
143. Jan 15, 11 5,350.81 4,352.98 9,703.79 606,757.39 0.00 5,350.81 0.00 0.00
144. Feb 15, 11 5,304.04 4,306.62 9,610.66 601,453.36 0.00 5,304.04 0.00 0.00
145. Mar 15, 11 5,257.67 4,260.69 9,518.36 596,195.68 0.00 5,257.67 0.00 0.00
146. Apr 15, 11 5,211.71 4,215.17 9,426.89 590,983.97 0.00 5,211.71 0.00 0.00
147. May 15, 11 5,166.15 4,170.08 9,336.23 585,817.82 0.00 5,166.15 0.00 0.00
148. Jun 15, 11 31,482.75 4,098.47 35,581.21 554,335.07 26,594.23 4,888.52 0.00 0.00
149. Jul 15, 11 4,845.78 3,895.44 8,741.22 549,489.29 0.00 4,845.78 0.00 0.00
150. Aug 15, 11 4,803.42 3,853.18 8,656.60 544,685.87 0.00 4,803.42 0.00 0.00
151. Sep 15, 11 4,761.43 3,811.31 8,572.74 539,924.44 0.00 4,761.43 0.00 0.00
152. Oct 15, 11 4,719.81 3,769.85 8,489.66 535,204.63 0.00 4,719.81 0.00 0.00
153. Nov 15, 11 4,678.55 3,728.80 8,407.35 530,526.08 0.00 4,678.55 0.00 0.00
154. Dec 15, 11 18,347.82 3,675.37 22,023.20 512,178.26 13,831.08 4,516.75 0.00 0.00
155. Jan 15, 12 4,477.26 3,552.76 8,030.03 507,701.00 0.00 4,477.26 0.00 0.00
156. Feb 15, 12 4,438.13 3,513.92 7,952.04 503,262.87 0.00 4,438.12 0.00 0.00
157. Mar 15, 12 4,399.33 3,475.45 7,874.78 498,863.54 0.00 4,399.33 0.00 0.00
158. Apr 15, 12 4,360.87 3,437.36 7,798.23 494,502.67 0.00 4,360.87 0.00 0.00
159. May 15, 12 4,322.75 3,399.63 7,722.38 490,179.92 0.00 4,322.75 0.00 0.00
160. Jun 15, 12 30,929.95 3,339.96 34,269.90 459,249.97 26,879.96 4,049.99 0.00 0.00
161. Jul 15, 12 4,014.58 3,142.92 7,157.51 455,235.39 0.00 4,014.58 0.00 0.00
162. Aug 15, 12 3,979.49 3,108.29 7,087.78 451,255.90 0.00 3,979.49 0.00 0.00
163. Sep 15, 12 3,944.70 3,073.99 7,018.69 447,311.19 0.00 3,944.70 0.00 0.00
164. Oct 15, 12 3,910.22 3,040.03 6,950.25 443,400.97 0.00 3,910.22 0.00 0.00
165. Nov 15, 12 3,876.04 3,006.39 6,882.43 439,524.94 0.00 3,876.04 0.00 0.00
166. Dec 15, 12 16,298.99 2,963.85 19,262.83 423,225.95 12,566.68 3,732.30 0.00 0.00
167. Jan 15, 13 3,699.68 2,856.04 6,555.71 419,526.27 0.00 3,699.68 0.00 0.00
168. Feb 15, 13 3,667.33 2,824.31 6,491.64 415,858.94 0.00 3,667.34 0.00 0.00
169. Mar 15, 13 3,635.28 2,792.89 6,428.16 412,223.66 0.00 3,635.28 0.00 0.00
170. Apr 15, 13 3,603.50 2,761.77 6,365.27 408,620.17 0.00 3,603.50 0.00 0.00
171. May 15, 13 3,572.00 2,730.96 6,302.95 405,048.17 0.00 3,572.00 0.00 0.00
172. Jun 15, 13 27,485.26 2,685.04 30,170.30 377,562.91 24,155.65 3,329.61 0.00 0.00
173. Jul 15, 13 3,300.51 2,510.98 5,811.49 374,262.40 0.00 3,300.51 0.00 0.00
174. Aug 15, 13 3,271.65 2,482.85 5,754.50 370,990.75 0.00 3,271.66 0.00 0.00
175. Sep 15, 13 3,243.06 2,454.98 5,698.04 367,747.69 0.00 3,243.06 0.00 0.00
176. Oct 15, 13 3,214.71 2,427.39 5,642.10 364,532.99 0.00 3,214.71 0.00 0.00
177. Nov 15, 13 3,186.60 2,400.07 5,586.68 361,346.38 0.00 3,186.61 0.00 0.00
178. Dec 15, 13 28,767.34 2,359.12 31,126.46 332,579.04 25,834.43 2,932.92 0.00 0.00
179. Jan 15, 14 2,907.28 2,178.49 5,085.76 329,671.77 0.00 2,907.28 0.00 0.00
180. Feb 15, 14 2,881.86 2,153.85 5,035.72 326,789.90 0.00 2,881.86 0.00 0.00
181. Mar 15, 14 2,856.67 2,129.47 4,986.14 323,933.23 0.00 2,856.67 0.00 0.00
182. Apr 15, 14 2,831.70 2,105.31 4,937.01 321,101.53 0.00 2,831.70 0.00 0.00
183. May 15, 14 2,806.95 2,081.40 4,888.35 318,294.59 0.00 2,806.94 0.00 0.00
184. Jun 15, 14 12,421.93 2,053.48 14,475.42 305,872.65 9,724.53 2,697.40 0.00 0.00
185. Jul 15, 14 2,673.82 1,972.59 4,646.41 303,198.83 0.00 2,673.82 0.00 0.00
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
124. Jun 15, 09 0.00 0.00 1,047.01 1,047.01 120.68 5,859.06 41,671.88 1,863.03 214.73
125. Jul 15, 09 0.00 0.00 1,028.37 1,028.37 115.39 5,629.78 12,468.60 1,829.86 205.33
126. Aug 15, 09 0.00 0.00 1,009.92 1,009.92 114.38 5,571.10 12,350.14 1,797.02 203.53
127. Sep 15, 09 0.00 0.00 991.65 991.65 113.39 5,512.95 12,232.74 1,764.50 201.75
128. Oct 15, 09 0.00 0.00 973.55 973.55 112.39 5,455.34 12,116.38 1,732.31 199.99
129. Nov 15, 09 0.00 0.00 955.64 955.64 111.41 5,398.25 12,001.06 1,700.44 198.24
130. Dec 15, 09 0.00 0.00 916.88 916.88 110.44 5,320.65 28,507.49 1,631.46 196.51
131. Jan 15, 10 0.00 0.00 899.71 899.71 107.02 5,167.11 11,509.51 1,600.92 190.42
132. Feb 15, 10 0.00 0.00 882.72 882.72 106.08 5,112.81 11,399.77 1,570.68 188.76
133. Mar 15, 10 0.00 0.00 865.90 865.90 105.15 5,059.01 11,291.01 1,540.75 187.11
134. Apr 15, 10 0.00 0.00 849.24 849.24 104.24 5,005.70 11,183.22 1,511.12 185.47
135. May 15, 10 0.00 0.00 832.76 832.76 103.32 4,952.88 11,076.40 1,481.78 183.85
136. Jun 15, 10 0.00 0.00 784.82 784.82 102.42 4,868.93 37,593.14 1,396.48 182.24
137. Jul 15, 10 0.00 0.00 769.29 769.29 97.59 4,660.92 10,444.85 1,368.85 173.66
138. Aug 15, 10 0.00 0.00 753.92 753.92 96.74 4,611.53 10,344.90 1,341.49 172.14
139. Sep 15, 10 0.00 0.00 738.70 738.70 95.9 4,562.59 10,245.84 1,314.41 170.63
140. Oct 15, 10 0.00 0.00 723.63 723.63 95.06 4,514.10 10,147.67 1,287.61 169.14
141. Nov 15, 10 0.00 0.00 708.72 708.72 94.23 4,466.05 10,050.38 1,261.08 167.66
142. Dec 15, 10 0.00 0.00 676.72 676.72 93.4 4,401.21 25,529.55 1,204.14 166.2
143. Jan 15, 11 0.00 0.00 662.48 662.48 90.29 4,262.70 9,613.51 1,178.79 160.65
144. Feb 15, 11 0.00 0.00 648.38 648.38 89.5 4,217.12 9,521.16 1,153.71 159.25
145. Mar 15, 11 0.00 0.00 634.42 634.42 88.71 4,171.97 9,429.64 1,128.87 157.86
146. Apr 15, 11 0.00 0.00 620.61 620.61 87.94 4,127.23 9,338.95 1,104.30 156.48
147. May 15, 11 0.00 0.00 606.94 606.94 87.17 4,082.91 9,249.06 1,079.97 155.11
148. Jun 15, 11 0.00 0.00 566.47 566.47 86.41 4,012.06 35,494.81 1,007.96 153.75
149. Jul 15, 11 0.00 0.00 553.27 553.27 81.76 3,813.68 8,659.46 984.46 145.49
150. Aug 15, 11 0.00 0.00 540.21 540.21 81.05 3,772.13 8,575.55 961.24 144.22
151. Sep 15, 11 0.00 0.00 527.31 527.31 80.34 3,730.97 8,492.40 938.28 142.96
152. Oct 15, 11 0.00 0.00 514.56 514.56 79.64 3,690.22 8,410.02 915.59 141.71
153. Nov 15, 11 0.00 0.00 501.96 501.96 78.94 3,649.85 8,328.40 893.17 140.47
154. Dec 15, 11 0.00 0.00 476.74 476.74 78.25 3,597.12 21,944.94 848.3 139.24
155. Jan 15, 12 0.00 0.00 464.75 464.75 75.55 3,477.21 7,954.48 826.97 134.42
156. Feb 15, 12 0.00 0.00 452.9 452.9 74.89 3,439.03 7,877.16 805.89 133.25
157. Mar 15, 12 0.00 0.00 441.2 441.2 74.23 3,401.22 7,800.55 785.05 132.08
158. Apr 15, 12 0.00 0.00 429.63 429.63 73.58 3,363.77 7,724.65 764.46 130.93
159. May 15, 12 0.00 0.00 418.19 418.19 72.94 3,326.69 7,649.44 744.12 129.79
160. Jun 15, 12 0.00 0.00 384.58 384.58 72.3 3,267.65 34,197.60 684.31 128.65
161. Jul 15, 12 0.00 0.00 374.03 374.03 67.74 3,075.18 7,089.77 665.53 120.53
162. Aug 15, 12 0.00 0.00 363.6 363.6 67.15 3,041.14 7,020.63 646.98 119.48
163. Sep 15, 12 0.00 0.00 353.29 353.29 66.56 3,007.43 6,952.13 628.64 118.44
164. Oct 15, 12 0.00 0.00 343.11 343.11 65.98 2,974.05 6,884.27 610.53 117.4
165. Nov 15, 12 0.00 0.00 333.05 333.05 65.4 2,940.99 6,817.03 592.63 116.37
166. Dec 15, 12 0.00 0.00 313.88 313.88 64.83 2,899.02 19,198.00 558.5 115.36
167. Jan 15, 13 0.00 0.00 304.34 304.34 62.43 2,793.61 6,493.29 541.53 111.08
168. Feb 15, 13 0.00 0.00 294.91 294.91 61.88 2,762.43 6,429.76 524.76 110.11
169. Mar 15, 13 0.00 0.00 285.6 285.6 61.34 2,731.55 6,366.82 508.19 109.15
170. Apr 15, 13 0.00 0.00 276.4 276.4 60.8 2,700.97 6,304.46 491.83 108.19
171. May 15, 13 0.00 0.00 267.32 267.32 60.27 2,670.68 6,242.68 475.66 107.25
172. Jun 15, 13 0.00 0.00 242.93 242.93 59.74 2,625.29 30,110.55 432.27 106.31
173. Jul 15, 13 0.00 0.00 234.59 234.59 55.69 2,455.29 5,755.80 417.43 99.09
174. Aug 15, 13 0.00 0.00 226.36 226.36 55.2 2,427.64 5,699.30 402.77 98.23
175. Sep 15, 13 0.00 0.00 218.22 218.22 54.72 2,400.26 5,643.32 388.29 97.37
176. Oct 15, 13 0.00 0.00 210.18 210.18 54.24 2,373.15 5,587.86 373.99 96.52
177. Nov 15, 13 0.00 0.00 202.24 202.24 53.77 2,346.30 5,532.91 359.86 95.67
178. Dec 15, 13 0.00 0.00 180.5 180.5 53.3 2,305.82 31,073.16 321.18 94.84
179. Jan 15, 14 0.00 0.00 173.31 173.31 49.06 2,129.43 5,036.71 308.38 87.29
180. Feb 15, 14 0.00 0.00 166.21 166.21 48.63 2,105.23 4,987.09 295.75 86.52
181. Mar 15, 14 0.00 0.00 159.19 159.19 48.2 2,081.26 4,937.93 283.27 85.77
182. Apr 15, 14 0.00 0.00 152.27 152.27 47.78 2,057.53 4,889.23 270.94 85.02
183. May 15, 14 0.00 0.00 145.43 145.43 47.36 2,034.04 4,840.98 258.77 84.28
184. Jun 15, 14 0.00 0.00 134.43 134.43 46.95 2,006.54 14,428.47 239.21 83.54
185. Jul 15, 14 0.00 0.00 128.43 128.43 45.12 1,927.47 4,601.29 228.53 80.28
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
124. Jun 15, 09 10,425.43 74,149.68
125. Jul 15, 09 10,017.46 22,186.25
126. Aug 15, 09 9,913.04 21,975.46
127. Sep 15, 09 9,809.58 21,766.56
128. Oct 15, 09 9,707.06 21,559.51
129. Nov 15, 09 9,605.48 21,354.32
130. Dec 15, 09 9,467.40 50,725.36
131. Jan 15, 10 9,194.19 20,479.67
132. Feb 15, 10 9,097.58 20,284.40
133. Mar 15, 10 9,001.85 20,090.88
134. Apr 15, 10 8,906.99 19,899.09
135. May 15, 10 8,813.00 19,709.01
136. Jun 15, 10 8,663.62 66,892.09
137. Jul 15, 10 8,293.50 18,585.26
138. Aug 15, 10 8,205.62 18,407.40
139. Sep 15, 10 8,118.53 18,231.14
140. Oct 15, 10 8,032.25 18,056.45
141. Nov 15, 10 7,946.76 17,883.34
142. Dec 15, 10 7,831.38 45,426.51
143. Jan 15, 11 7,584.91 17,105.98
144. Feb 15, 11 7,503.82 16,941.66
145. Mar 15, 11 7,423.48 16,778.82
146. Apr 15, 11 7,343.88 16,617.44
147. May 15, 11 7,265.01 16,457.50
148. Jun 15, 11 7,138.93 63,158.38
149. Jul 15, 11 6,785.95 15,408.38
150. Aug 15, 11 6,712.01 15,259.07
151. Sep 15, 11 6,638.78 15,111.13
152. Oct 15, 11 6,566.26 14,964.54
153. Nov 15, 11 6,494.44 14,819.31
154. Dec 15, 11 6,400.60 39,048.17
155. Jan 15, 12 6,187.25 14,153.95
156. Feb 15, 12 6,119.31 14,016.37
157. Mar 15, 12 6,052.03 13,880.06
158. Apr 15, 12 5,985.40 13,745.00
159. May 15, 12 5,919.41 13,611.18
160. Jun 15, 12 5,814.36 60,850.17
161. Jul 15, 12 5,471.88 12,615.31
162. Aug 15, 12 5,411.31 12,492.30
163. Sep 15, 12 5,351.33 12,370.42
164. Oct 15, 12 5,291.93 12,249.66
165. Nov 15, 12 5,233.11 12,130.02
166. Dec 15, 12 5,158.42 34,160.34
167. Jan 15, 13 4,970.87 11,553.96
168. Feb 15, 13 4,915.38 11,440.92
169. Mar 15, 13 4,860.43 11,328.93
170. Apr 15, 13 4,806.02 11,217.97
171. May 15, 13 4,752.13 11,108.04
172. Jun 15, 13 4,671.36 53,577.80
173. Jul 15, 13 4,368.87 10,241.70
174. Aug 15, 13 4,319.67 10,141.16
175. Sep 15, 13 4,270.95 10,041.55
176. Oct 15, 13 4,222.71 9,942.86
177. Nov 15, 13 4,174.94 9,845.09
178. Dec 15, 13 4,102.91 55,290.64
179. Jan 15, 14 3,789.04 8,962.16
180. Feb 15, 14 3,745.98 8,873.88
181. Mar 15, 14 3,703.34 8,786.41
182. Apr 15, 14 3,661.11 8,699.75
183. May 15, 14 3,619.30 8,613.90
184. Jun 15, 14 3,570.37 25,673.58
185. Jul 15, 14 3,429.69 8,187.40
</TABLE>
3 of 4 loan level CF (6)
<PAGE>
- --------------------------------------------------------------------------------
Investors should read the Underwriters' Statement which accompanies these
Computational Materials.
Prospective investors are advised to carefully read, and should rely soley on,
the final prospectus and prospectus supplement (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>
10 CPR 9823054
Gross Gross Recover
PerDate Principal Interest Debt Srvc Balance Sched Princ Prepay Princ Princ Liquidation
<S> <C> <C> <C> <C> <C> <C> <C> <C>
186. Aug 15, 14 2,650.45 1,950.50 4,600.95 300,548.39 0.00 2,650.45 0.00 0.00
187. Sep 15, 14 2,627.28 1,928.59 4,555.86 297,921.11 0.00 2,627.28 0.00 0.00
188. Oct 15, 14 2,604.31 1,906.85 4,511.16 295,316.80 0.00 2,604.31 0.00 0.00
189. Nov 15, 14 2,581.55 1,885.28 4,466.82 292,735.25 0.00 2,581.54 0.00 0.00
190. Dec 15, 14 44,741.41 1,849.50 46,590.91 247,993.84 42,554.43 2,186.98 0.00 0.00
191. Jan 15, 15 2,167.87 1,574.79 3,742.66 245,825.98 0.00 2,167.87 0.00 0.00
192. Feb 15, 15 2,148.92 1,556.80 3,705.71 243,677.06 0.00 2,148.92 0.00 0.00
193. Mar 15, 15 2,130.13 1,538.95 3,669.08 241,546.93 0.00 2,130.13 0.00 0.00
194. Apr 15, 15 2,111.51 1,521.24 3,632.75 239,435.42 0.00 2,111.51 0.00 0.00
195. May 15, 15 2,093.05 1,503.67 3,596.72 237,342.37 0.00 2,093.05 0.00 0.00
196. Jun 15, 15 2,074.76 1,486.25 3,561.00 235,267.61 0.00 2,074.75 0.00 0.00
197. Jul 15, 15 2,056.62 1,469.88 3,526.50 233,210.99 0.00 2,056.62 0.00 0.00
198. Aug 15, 15 2,038.64 1,457.03 3,495.67 231,172.35 0.00 2,038.64 0.00 0.00
199. Sep 15, 15 2,020.82 1,444.30 3,465.12 229,151.53 0.00 2,020.82 0.00 0.00
200. Oct 15, 15 2,003.15 1,431.67 3,434.83 227,148.38 0.00 2,003.15 0.00 0.00
201. Nov 15, 15 1,985.64 1,419.16 3,404.80 225,162.74 0.00 1,985.64 0.00 0.00
202. Dec 15, 15 19,848.99 1,402.81 21,251.80 205,313.75 18,038.39 1,810.60 0.00 0.00
203. Jan 15, 16 1,794.77 1,282.74 3,077.51 203,518.97 0.00 1,794.77 0.00 0.00
204. Feb 15, 16 1,779.08 1,271.53 3,050.61 201,739.89 0.00 1,779.08 0.00 0.00
205. Mar 15, 16 1,763.53 1,260.41 3,023.94 199,976.36 0.00 1,763.53 0.00 0.00
206. Apr 15, 16 1,748.12 1,249.39 2,997.51 198,228.24 0.00 1,748.12 0.00 0.00
207. May 15, 16 1,732.83 1,238.47 2,971.31 196,495.41 0.00 1,732.83 0.00 0.00
208. Jun 15, 16 196,495.41 1,184.70 197,680.11 0 196,495.41 0.00 0.00 0
Total 3,297,026.22 2,071,228.56 5,368,254.78 1,330,531.79 1,966,494.43 0.00 0
9823012 2,340,129.51 2,508,634.89 9823012 2,340,129.51 2,508,634.89 9823012
9823026 5,120,866.04 5,593,968.12 9823026 5,120,866.04 5,593,968.12 9823026
9823028 2,265,426.08 2,534,765.40 9823028 2,265,426.08 2,534,765.40 9823028
9823030 2,357,764.11 1,931,097.27 9823030 2,357,764.11 1,931,097.27 9823030
9823031 2,506,522.81 2,063,998.88 9823031 2,506,522.81 2,063,998.88 9823031
9823032 2,709,583.17 2,219,772.43 9823032 2,709,583.17 2,219,772.43 9823032
9823033 1,623,091.15 1,313,861.20 9823033 1,623,091.15 1,313,861.20 9823033
9823035 8,505,273.14 9,003,073.56 9823035 8,505,273.14 9,003,073.56 9823035
9823042 5,866,628.32 4,978,524.11 9823042 5,866,628.32 4,978,524.11 9823042
9823054 3,429,285.15 2,910,151.98 9823054 3,429,285.15 2,910,151.98 9823054
9823069 4,610,168.48 3,912,270.11 9823069 4,610,168.48 3,912,270.11 9823069
9823072 4,043,344.48 3,431,253.25 9823072 4,043,344.48 3,431,253.25 9823072
9823074 2,616,837.43 2,220,694.42 9823074 2,616,837.43 2,220,694.42 9823074
9823076 3,297,026.22 2,797,914.67 9823076 3,297,026.22 2,797,914.67 9823076
9823082 2,735,910.74 3,016,614.63 9823082 2,735,910.74 3,016,614.63 9823082
9823094 2,416,142.08 2,314,576.94 9823094 2,416,142.08 2,314,576.94 9823094
9823097 1,253,787.12 1,626,301.89 9823097 1,253,787.12 1,626,301.89 9823097
9823098 6,467,952.90 4,672,026.44 9823098 6,467,952.90 4,672,026.44 9823098
9823099 1,783,025.22 1,544,270.58 9823099 1,783,025.22 1,544,270.58 9823099
9823101 1,600,575.96 1,372,525.67 9823101 1,600,575.96 1,372,525.67 9823101
9823102 10,684,277.65 10,212,167.04 9823102 10,684,277.65 10,212,145.38 9823102
9823109 2,560,917.25 2,865,387.72 9823109 2,560,917.25 2,865,387.72 9823109
9823113 2,324,301.41 1,866,940.81 9823113 2,324,301.41 1,866,940.81 9823113
9823114 1,954,384.81 1,660,263.93 9823114 1,954,384.81 1,660,263.93 9823114
9823115 2,639,019.66 2,301,142.84 9823115 2,639,019.66 2,301,142.84 9823115
9823118 1,154,723.89 738,109.11 9823118 1,154,723.89 738,109.11 9823118
9823121 2,401,280.67 2,381,952.80 9823121 2,401,280.67 2,381,952.80 9823121
<CAPTION>
Prepay Prepay Servcng Net Net Prepay Servcng
PerDate Net Loss Points Yield Maint Penalty Fees Interest Debt Srvc Penalty Fees
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
186. Aug 15, 14 0.00 0.00 122.46 122.46 44.72 1,905.78 4,556.23 217.91 79.58
187. Sep 15, 14 0.00 0.00 116.53 116.53 44.33 1,884.26 4,511.53 207.35 78.88
188. Oct 15, 14 0.00 0.00 110.63 110.63 43.94 1,862.90 4,467.21 196.85 78.19
189. Nov 15, 14 0.00 0.00 104.76 104.76 43.56 1,841.72 4,423.26 186.41 77.51
190. Dec 15, 14 0.00 0.00 84.55 84.55 43.18 1,806.32 46,547.73 150.45 76.83
191. Jan 15, 15 0.00 0.00 79.6 79.6 36.58 1,538.21 3,706.08 141.63 65.09
192. Feb 15, 15 0.00 0.00 74.67 74.67 36.26 1,520.54 3,669.45 132.87 64.52
193. Mar 15, 15 0.00 0.00 69.78 69.78 35.94 1,503.00 3,633.13 124.16 63.95
194. Apr 15, 15 0.00 0.00 64.91 64.91 35.63 1,485.61 3,597.12 115.5 63.4
195. May 15, 15 0.00 0.00 60.08 60.08 35.32 1,468.35 3,561.41 106.9 62.84
196. Jun 15, 15 0.00 0.00 55.27 55.27 35.01 1,451.24 3,525.99 98.35 62.29
197. Jul 15, 15 0.00 51.42 0 51.42 34.7 1,435.18 3,491.80 91.49 61.75
198. Aug 15, 15 0.00 50.97 0 50.97 34.4 1,422.64 3,461.28 90.69 61.21
199. Sep 15, 15 0.00 50.52 0 50.52 34.1 1,410.20 3,431.02 89.89 60.67
200. Oct 15, 15 0.00 50.08 0 50.08 33.8 1,397.87 3,401.03 89.11 60.14
201. Nov 15, 15 0.00 49.64 0 49.64 33.5 1,385.65 3,371.30 88.33 59.62
202. Dec 15, 15 0.00 45.27 0 45.27 33.21 1,369.60 21,218.58 80.54 59.1
203. Jan 15, 16 0.00 44.87 0 44.87 30.28 1,252.46 3,047.23 79.84 53.89
204. Feb 15, 16 0.00 44.48 0 44.48 30.02 1,241.51 3,020.59 79.14 53.41
205. Mar 15, 16 0.00 44.09 0 44.09 29.76 1,230.66 2,994.19 78.45 52.95
206. Apr 15, 16 0.00 43.70 0 43.7 29.5 1,219.90 2,968.01 77.76 52.49
207. May 15, 16 0.00 43.32 0 43.32 29.24 1,209.23 2,942.07 77.08 52.03
208. Jun 15, 16 0.00 0.00 0 0 28.98 1,155.72 197,651.13 0 51.57
Total 0.00 518.35 398,451.30 398,969.65 40,910.83 2,030,317.73 5,327,343.95 709,914.45 72,795.48
9823012 2,340,129.51 2,508,634.89
9823026 5,120,866.04 5,593,968.12
9823028 2,265,426.08 2,534,765.40
9823030 2,357,764.11 1,524,912.52
9823031 2,506,522.81 1,830,029.92
9823032 2,709,583.17 2,219,772.43
9823033 1,623,091.15 1,209,376.09
9823035 8,505,273.14 9,003,073.56
9823042 5,866,628.32 3,685,481.07
9823054 3,429,285.15 2,154,315.10
9823069 4,610,168.48 2,896,159.03
9823072 4,043,344.48 2,540,073.88
9823074 2,616,837.43 1,643,926.38
9823076 3,297,026.22 2,071,228.56
9823082 2,735,910.74 3,016,614.63
9823094 2,416,142.08 2,314,576.94
9823097 1,253,787.12 1,626,301.89
9823098 6,467,952.90 4,189,451.87
9823099 1,783,025.22 1,544,270.58
9823101 1,600,575.96 1,372,525.67
9823102 10,684,277.65 9,584,164.54
9823109 2,560,917.25 2,865,387.72
9823113 2,324,301.41 1,866,940.81
9823114 1,954,384.81 1,660,263.93
9823115 2,639,019.66 2,301,142.84
9823118 1,154,723.89 717,604.59
9823121 2,401,280.67 2,381,952.80
<CAPTION>
Net
PerDate Net Interest Debt Srvc
<S> <C> <C>
186. Aug 15, 14 3,391.08 8,107.21
187. Sep 15, 14 3,352.79 8,027.68
188. Oct 15, 14 3,314.79 7,948.82
189. Nov 15, 14 3,277.10 7,870.62
190. Dec 15, 14 3,214.11 82,825.62
191. Jan 15, 15 2,737.05 6,594.48
192. Feb 15, 15 2,705.60 6,529.31
193. Mar 15, 15 2,674.40 6,464.69
194. Apr 15, 15 2,643.45 6,400.60
195. May 15, 15 2,612.75 6,337.06
196. Jun 15, 15 2,582.29 6,274.05
197. Jul 15, 15 2,553.72 6,213.20
198. Aug 15, 15 2,531.39 6,158.89
199. Sep 15, 15 2,509.27 6,105.05
200. Oct 15, 15 2,487.33 6,051.68
201. Nov 15, 15 2,465.59 5,998.78
202. Dec 15, 15 2,437.02 37,755.70
203. Jan 15, 16 2,228.58 5,422.15
204. Feb 15, 16 2,209.10 5,374.75
205. Mar 15, 16 2,189.79 5,327.76
206. Apr 15, 16 2,170.65 5,281.19
207. May 15, 16 2,151.67 5,235.02
208. Jun 15, 16 2,056.45 351,694.36
Total 3,612,685.59 9,479,313.91
9823012
9823026
9823028
9823030
9823031
9823032
9823033
9823035
9823042
9823054
9823069
9823072
9823074
9823076
9823082
9823094
9823097
9823098
9823099
9823101
9823102
9823109
9823113
9823114
9823115
9823118
9823121
</TABLE>
4 of 4 loan level CF (6)
UNDERWRITERS' STATEMENT
COMPUTATIONAL MATERIALS
FIRST UNION COMMERCIAL MORTGAGE TRUST-
COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES
FUNB SERIES 1999-Cl
The attached tables and statistical analysis (the "Computational Materials") are
privileged and confidential and are intended for use by the addressee only.
These Computational Materials are furnished to you solely by First Union Capital
Markets (the "Underwriter") and not by the issuer of the certificates identified
above (the "Offered Certificates") or any other party. The issuer of the Offered
Certificates has not prepared or taken part in the preparation of these
materials. None of the Underwriters, the issuer of the Offered Certificates, or
any other party makes any representation as to the accuracy or completeness of
the information herein. The information herein is preliminary, and will be
superseded by the applicable prospectus supplement and by any other information
subsequently filed with the Securities and Exchange Commission. The information
herein may not be provided to any third party other than the addressee's legal,
tax, financial and/or accounting advisors for the purposes of evaluating such
information.
Numerous assumptions were used in preparing the Computational Materials which
may or may not be stated herein. As such, no assurance can be given as to the
accuracy, appropriateness or completeness of the Computational Materials in any
particular context; or as to whether the Computational Materials reflect future
performance. These Computational Materials should not be construed as either a
prediction or as legal, tax, financial or accounting advice.
Any yields or weighted average lives shown in the Computational Materials are
based on prepayment and other assumptions and actual experience may dramatically
affect such yields or weighted average lives. In addition, it is possible that
prepayments on the underlying assets will occur at rates slower or faster than
the rates assumed in the attached Computational Materials. Furthermore, unless
otherwise provided, the Computational Materials assume no losses on the
underlying assets and no interest shortfall. The specific characteristics of the
Offered Certificates may differ from those shown in the Computational Materials
due to difference between the actual underlying assets and the hypothetical
assets used in preparing the Computational Materials. The principal amount and
designation of any security described in the Computational Materials are subject
to change prior to issuance.
Although a registration statement (including the prospectus) relating to the
Offered Certificates has been filed with the Securities and Exchange Commission
and is effective, the final prospectus supplement relating to the Offered
Certificates has not been filed with the Securities and Exchange Commission.
This communication shall not constitute an offer to sell or the solicitation of
an offer to buy nor shall there be any sale of the Offered Certificates in any
state in which such offer, solicitation or sale would be unlawful prior to
registration or qualification under the securities laws of any such state.
Prospective purchasers are referred to the final prospectus and prospectus
supplement relating to the Offered Certificates for definitive terms of the
Offered Certificates and the collateral.
Please be advised that mortgage-backed and/or asset-backed securities may not be
appropriate for all investors. Potential investors must be willing to assume,
among other things, market price volatility, prepayments, yield curve and
interest rate risks. Investors should fully consider the risk of an investment
in these Offered Certificates.
If you have received this communication in error, please notify the sending
party immediately by telephone and return the original to such party by mail.
<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 (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.
- --------------------------------------------------------------------------------
Control Yield Maintenance
Number Calculation Method:
9821021 PV
9821023 PV
9821024 PV
9821025 PV
9821026 PV
9821027 PV
9822032 PV
9822041 PV
9823098 PV
20022 Interest Differential
20042 Interest Differential
9821022 Interest Differential
9822012 Interest Differential
9822015 Interest Differential
9822016 Interest Differential
9822029 Interest Differential
9822035 Interest Differential
9822038 Interest Differential
9822046 Interest Differential
9822087 Interest Differential
9822123 Interest Differential
9823030 Interest Differential
9823031 Interest Differential
9823033 Interest Differential
9823042 Interest Differential
9823054 Interest Differential
9823069 Interest Differential
9823072 Interest Differential
9823074 Interest Differential
9823076 Interest Differential
9823102 Interest Differential
9823118 Interest Differential
