<PAGE>
SECURITIES AND EXCHANGE COMMISSION
450 Fifth Street, NW
Washington, DC 20549
FORM 8-K
CURRENT REPORT
Pursuant to Section 13 or 15(d) of the
Securities Exchange Act of 1934
March __, 1998
(date of earliest event reported)
ABN AMRO MORTGAGE CORPORATION
as Depositor under a
Pooling and Servicing Agreement
dated as of March 1, 1998
providing for the issuance of
$285,096,943.82
MORTGAGE PASS-THROUGH CERTIFICATES
SERIES 1998-1
Delaware 333-42127 363886007
(State or other (IRS Employer
jurisdiction of (Commission Identification
incorporation) File Number) Number)
181 WEST MADISON STREET
CHICAGO, ILLINOIS 60602
(Address of principal executive offices)
Registrant's telephone number, including area code:
(248) 643-2530
<PAGE>
<TABLE>
<CAPTION>
AMAC98-1-30.GEN A3
Yield Table (Flat File Coll, No Lookback)
- ------------------------------------------------------------------------------------------------------------------------------------
Current Balance :$67,083,847 Current WAM :359
Pass-Thru Rate :7.0000 Settlement: :03/31/98
Accrued Days/Delay Days :30/24
- ------------------------------------------------------------------------------------------------------------------------------------
Prepayments
- -----------------------------------------------------------------------------------------------------------------------------------
Prc 6.594 Yield 100.0% PSA 150.0% PSA 200.0% PSA 250.0% PSA 300.0% PSA 400.0% PSA 500.0% PSA
- -----------------------------------------------------------------------------------------------------------------------------------
Yield ModDur Yield ModDur Yield ModDur Yield ModDur Yield ModDur Yield ModDur Yield ModDur
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
98.50000 98-16 7.369 3.82 7.477 2.72 7.589 2.09 7.684 1.75 7.684 1.75 7.749 1.57 7.828 1.40
98.62500 98-20 7.336 7.430 7.529 7.612 7.612 7.669 7.738
98.75000 98-24 7.303 7.384 7.469 7.540 7.540 7.589 7.648
98.87500 98-28 7.270 7.338 7.409 7.468 7.468 7.509 7.558
99.00000 99-00 7.237 7.291 7.348 7.396 7.396 7.429 7.469
99.12500 99-04 7.204 7.245 7.289 7.325 7.325 7.349 7.380
99.25000 99-08 7.172 7.199 7.229 7.253 7.253 7.270 7.290
99.37500 99-12 7.139 7.154 7.169 7.182 7.182 7.191 7.201
99.50000 99-16 7.106 3.84 7.108 2.73 7.109 2.10 7.111 1.76 7.111 1.76 7.112 1.58 7.113 1.41
99.62500 99-20 7.074 7.062 7.050 7.040 7.040 7.033 7.024
99.75000 99-24 7.042 7.017 6.991 6.969 6.969 6.954 6.935
99.87500 99-28 7.009 6.971 6.931 6.898 6.898 6.875 6.847
100.00000 100-00 6.977 6.926 6.872 6.827 6.827 6.797 6.759
100.12500 100-04 6.945 6.880 6.813 6.757 6.757 6.718 6.671
100.25000 100-08 6.912 6.835 6.754 6.687 6.687 6.640 6.583
100.37500 100-12 6.880 6.790 6.695 6.616 6.616 6.562 6.496
100.41503 100-13+ 6.870 3.86 6.776 2.75 6.677 2.11 6.594 1.77 6.594 1.77 6.537 1.59 6.468 1.41
100.50000 100-16 6.848 6.745 6.637 6.546 6.546 6.484 6.408
100.62500 100-20 6.816 6.700 6.578 6.476 6.476 6.406 6.321
100.75000 100-24 6.784 6.655 6.520 6.407 6.407 6.329 6.234
100.87500 100-28 6.753 6.610 6.462 6.337 6.337 6.251 6.147
101.00000 101-00 6.721 6.566 6.403 6.268 6.268 6.174 6.060
101.12500 101-04 6.689 6.521 6.345 6.198 6.198 6.097 5.973
101.25000 101-08 6.657 6.477 6.287 6.129 6.129 6.020 5.887
101.37500 101-12 6.626 3.88 6.432 2.76 6.229 2.12 6.060 1.78 6.060 1.78 5.943 1.60 5.801 1.42
101.50000 101-16 6.594 6.388 6.172 5.991 5.991 5.866 5.714
101.62500 101-20 6.563 6.344 6.114 5.922 5.922 5.789 5.628
101.75000 101-24 6.531 6.299 6.056 5.853 5.853 5.713 5.543
101.87500 101-28 6.500 6.255 5.999 5.785 5.785 5.637 5.457
102.00000 102-00 6.469 6.211 5.942 5.716 5.716 5.561 5.372
102.12500 102-04 6.437 6.168 5.884 5.648 5.648 5.485 5.286
102.25000 102-08 6.406 6.124 5.827 5.580 5.580 5.409 5.201
- -----------------------------------------------------------------------------------------------------------------------------------
Avg Life 4.90 3.27 2.41 1.98 1.98 1.76 1.55
- -----------------------------------------------------------------------------------------------------------------------------------
First Pay 04/25/98 04/25/98 04/25/98 04/25/98 04/25/98 04/25/98 04/25/98
Last Pay 08/25/06 10/25/04 12/25/02 11/25/01 11/25/01 03/25/01 09/25/00
Prin. Window 101 79 57 44 44 36 30
- -----------------------------------------------------------------------------------------------------------------------------------
Pricing Prepay Scenario: 250.0% PSA
</TABLE>
The analyses, calculations, and valuations herein are based on certain
assumptions and data provided by third parties which may vary from the actual
characteristics of the pool. Donaldson, Lufkin and Jenrette Securities
Corporation makes no representation that such analyses or calculations are
accurate or that such valuations represent levels where actual trades may occur.
Investors should rely on the information contained in or filed in connection
with the prospectus / prospectus supplement.
Page 1
<PAGE>
1
DONALDSON, LUFKIN & JENRETTE
STRUCTURED FINANCE DEPARTMENT
<TABLE>
<CAPTION>
Settlement Date: 03/31/1998 Amac98-1 30yrgen Next Payment Date:
D1 04/25/1998
==================== Interest Accures
From:03/01/1998
Class : Par Balance: Coupon:7.000000%
A-3 $67,083,847
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
0% 100% 150% 200% 250% 400% 500% 600% 800% 10
00%
PSA PSA PSA PSA PSA PSA PSA PSA PSA P
SA
------- ------- ------- ------- ------- ------- ------- ------- ------- -----
- --
Price Yield Yield Yield Yield Yield Yield Yield Yield Yield Yie
ld
- ------------------------------------------------------------------------------------------------------------------------------------
- ---
99.500000 99-16 7.106 7.106 7.108 7.109 7.111 7.112 7.113 7.114 7.115 7.1
17
99.625000 99-20 7.077 7.074 7.062 7.050 7.040 7.033 7.024 7.016 7.001 6.9
88
99.750000 99-24 7.049 7.042 7.017 6.991 6.969 6.954 6.935 6.918 6.888 6.8
60
99.875000 99-28 7.020 7.009 6.971 6.931 6.898 6.875 6.847 6.821 6.774 6.7
31
100.000000 100-00 6.992 6.977 6.926 6.872 6.827 6.797 6.759 6.724 6.661 6.6
03
100.125000 100-04 6.963 6.945 6.880 6.813 6.757 6.718 6.671 6.627 6.547 6.4
75
100.250000 100-08 6.935 6.912 6.835 6.754 6.687 6.640 6.583 6.530 6.435 6.3
48
100.375000 100-12 6.906 6.880 6.790 6.695 6.616 6.562 6.496 6.434 6.322 6.2
21
100.500000 100-16 6.878 6.848 6.745 6.637 6.546 6.484 6.408 6.337 6.209 6.0
94
100.625000 100-20 6.850 6.816 6.700 6.578 6.476 6.406 6.321 6.241 6.097 5.9
67
100.750000 100-24 6.822 6.784 6.655 6.520 6.407 6.329 6.234 6.145 5.985 5.8
40
100.875000 100-28 6.794 6.753 6.610 6.462 6.337 6.251 6.147 6.049 5.873 5.7
14
101.000000 101-00 6.765 6.721 6.566 6.403 6.268 6.174 6.060 5.954 5.762 5.5
88
101.125000 101-04 6.737 6.689 6.521 6.345 6.198 6.097 5.973 5.858 5.651 5.4
63
101.250000 101-08 6.709 6.657 6.477 6.287 6.129 6.020 5.887 5.763 5.539 5.3
37
101.375000 101-12 6.682 6.626 6.432 6.229 6.060 5.943 5.801 5.668 5.429 5.2
12
101.500000 101-16 6.654 6.594 6.338 6.172 5.991 5.866 5.714 5.573 5.318 5.0
87
Average Life: 5.726 4.902 3.271 2.410 1.997 1.756 1.549 1.396 1.185 1.0
42
Mod Dur (100-16): 4.375 3.863 2.748 2.110 1.767 1.589 1.415 1.285 1.101 0.9
75
Start Date: 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/19
98
End Date: 09/2008 08/2006 10/2004 12/2002 11/2001 03/2001 09/2000 06/2000 01/2000 10/19
99
</TABLE>
Collateral Assumptions: Pass-Thru=7.260%, Wac=7.520%, Wam=359, Wala=1; #0 Days
Interest on Prepayments
================================================================================
The computational materials contained herin and the data on which they are based
are preliminary and subject to change.
Actual sales of the securities described herin will be made only pursuant to the
terms set forth in a final prospectus.
3
<PAGE>
Feb 18, 1998 15:47:52 DONALDSON, LUFKIN & JENRETTE
STRUCTURED FINANCE DEPARTMENT
<TABLE>
<CAPTION>
2
Settlement Date: 03/31/1998 ABNmar250 D1 Next Payment Date: 04/25/1998
============ Interest Accrues From: 03/01/1998
Class: A-3 Par Balance: $67,083,847 Coupon: 7.000000%
100% 150% 175% 200% 250% 300% 350% 400% 450% 500%
PSA PSA PSA PSA PSA PSA PSA PSA PSA PSA
------- ------- ------- ------- ------- ------- ------- ------- ------- -------
Price Yield Yield Yield Yield Yield Yield Yield Yield Yield Yield
- ------------------- ------- ------- ------- ------- ------- ------- ------- ------- ------- -------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
100.000000 100-00 6.977 6.926 6.898 6.872 6.827 6.827 6.815 6.797 6.777 6.759
100.125000 100-04 6.945 6.880 6.846 6.813 6.757 6.757 6.742 6.718 6.694 6.671
100.250000 100-08 6.912 6.835 6.793 6.754 6.687 6.687 6.668 6.640 6.611 6.583
100.375000 100-12 6.880 6.790 6.741 6.695 6.616 6.616 6.595 6.562 6.528 6.496
100.500000 100-16 6.848 6.745 6.689 6.637 6.546 6.546 6.522 6.484 6.445 6.408
100.625000 100-20 6.816 6.700 6.637 6.578 6.476 6.476 6.449 6.406 6.363 6.321
100.750000 100-24 6.784 6.655 6.585 6.520 6.407 6.407 6.376 6.329 6.280 6.234
100.875000 100-28 6.753 6.610 6.533 6.462 6.337 6.337 6.303 6.251 6.198 6.147
101.000000 101-00 6.721 6.566 6.481 6.403 6.268 6.268 6.231 6.174 6.116 6.060
101.125000 101-04 6.689 6.521 6.430 6.345 6.198 6.198 6.158 6.097 6.034 5.973
101.250000 101-08 6.657 6.477 6.378 6.287 6.129 6.129 6.086 6.020 5.952 5.887
101.375000 101-12 6.626 6.432 6.327 6.229 6.060 6.060 6.014 5.943 5.870 5.801
101.500000 101-16 6.594 6.388 6.276 6.172 5.991 5.991 5.942 5.866 5.789 5.714
101.625000 101-20 6.563 6.344 6.224 6.114 5.922 5.922 5.870 5.789 5.707 5.628
101.750000 101-24 6.531 6.299 6.173 6.056 5.853 5.853 5.798 5.713 5.626 5.543
101.875000 101-28 6.500 6.255 6.122 5.999 5.785 5.785 5.726 5.637 5.545 5.457
102.000000 102-00 6.469 6.211 6.071 5.942 5.716 5.716 5.655 5.561 5.464 5.372
Average Life: 4.902 3.271 2.759 2.410 1.977 1.977 1.882 1.756 1.644 1.549
Mod Dur (101-00 ): 3.874 2.756 2.382 2.116 1.772 1.772 1.697 1.593 1.499 1.419
Start Date: 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998
End Date: 08/2006 10/2004 10/2003 12/2002 11/2001 11/2001 07/2001 03/2001 12/2000 09/2000
</TABLE>
Collateral Assumptions: Pass-Thru = 7.260%, Wac = 7.520%, Wam = 359, Wala = 1;
30 Days Interest on Prepayments
================================================================================
The computational materials contained herein and the data on which they are
based are preliminary and subject to change. Actual sales of the securities
described herein will be made only pursuant to the terms set forth in a final
prospectus.
THE ANALYSES, CALCULATIONS AND VALUATIONS USED HEREIN ARE BASED ON
CERTAIN ASSUMPTIONS AND DATA PROVIDED BY THIRD PARTIES WHICH MAY
VARY FROM THE ACTUAL CHARACTERISTICS OF THE POOL. DONALDSON, LUFKIN &
JENRETTE SECURITIES CORPORATION OR PNC MORTGAGE SECURITIES CORP.
MAKES NO REPRESENTATION THAT SUCH ANALYSES OR CALCULATIONS ARE
ACCURATE OR THAT SUCH VALUATIONS REPRESENT LEVELS WHERE ACTUAL TRADES
MAY OCCUR. INVESTORS SHOULD RELY ON THE INFORMATION CONTAINED IN OR
FILED WITH THE PROSPECTUS/PROSPECTUS SUPPLEMENT.
<PAGE>
<TABLE>
<CAPTION>
1
DONALDSON, LUFKIN & JENRETTE
Feb. 20, 1998 09:30:52
STRUCTURED FINANCE DEPARTMENT
Settlement Date: 03/31/1998 AMAC98-1_3Oyrgen D1 Next Payment Date: 04/25/1998
=================== Interest Accrues From: 03/01/1998
Class: A-3 Par Balance: $67,083,847 Coupon: 7.000000%
0% 250%
PSA PSA
----- -----
Price Yield Yield
- ------------------ ----- -----
<S> <C> <C>
99.500000 99-16 7.106 7.111
99.625000 99-20 7.077 7.040
99.750000 99-24 7.049 6.969
99.875000 99-28 7.020 6.898
100.000000 100-00 6.992 6.827
100.125000 100-04 6.963 6.757
100.250000 100-08 6.935 6.687
100.375000 100-12 6.906 6.616
100.500000 100-16 6.878 6.546
100.625000 100-20 6.850 6.476
100.750000 100-24 6.822 6.407
100.875000 100-28 6.794 6.337
101.000000 101-00 6.765 6.268
101.125000 101-04 6.737 6.198
101.250000 101-08 6.709 6.129
101.375000 101-12 6.682 6.060
101.500000 101-16 6.654 5.991
Average Life: 5.726 1.977
Mod Dur (100-16 ): 4.375 1.767
Start Date: 04/1998 04/1998
End Date: 09/2008 11/2001
</TABLE>
Collateral Assumptions: Pass-Thru = 7.260%, Wac = 7.520%, Wam = 359,
Wala = 1; 30 Days Interest on Prepayments
================================================================================
The computational materials contained herein and the data on which they are
based are preliminary and subject to change. Actual sales of the securities
described herein will be made only pursuant to the terms set forth in a final
prospectus.
<PAGE>
DONALDSON, LUFKIN & JENRETTE
Feb 20, 1998 08:36:33 STRUCTURED FINANCE DEPARTMENT
<TABLE>
<CAPTION>
Settlement Date: 03/31/1998 AMAC98-1_3Oyrgen D1 Next Payment Date: 04/25/1998
=================== Interest Accrues From: 03/01/1998
Class: A-3 Par Balance: $67,083,847 Coupon: 7.000000%
0% 250%
PSA PSA
----- -----
Price Yield Yield
- ------------------ ----- -----
<S> <C> <C>
99.500000 99-00 7.221 7.396
99.125000 99-04 7.192 7.325
99.250000 99-08 7.164 7.253
99.375000 99-12 7.135 7.182
99.500000 99-16 7.106 7.111
99.625000 99-20 7.077 7.040
99.750000 99-24 7.049 6.969
99.875000 99-28 7.020 6.898
100.000000 100-00 6.992 6.827
100.125000 100-04 6.963 6.757
100.250000 100-08 6.935 6.687
100.375000 100-12 6.906 6.616
100.500000 100-16 6.878 6.546
100.625000 100-20 6.850 6.476
100.750000 100-24 6.822 6.407
100.875000 100-28 6.794 6.337
101.000000 101-00 6.765 6.268
Average Life: 5.726 1.977
Mod Dur (100-00 ): 4.363 1.762
Start Date: 04/1998 04/1998
End Date: 09/2008 11/2001
</TABLE>
Collateral Assumptions: Pass-Thru = 7.260%, Wac = 7.520%, Wam = 359, Wala = 1;
30 Days Interest on Prepayments
================================================================================
The computational materials contained herein and the data on which they are
based are preliminary and subject to change. Actual sales of the securities
described herein will be made only pursuant to the terms set forth in a final
prospectus.
<PAGE>
<TABLE>
<CAPTION>
Feb 20, 1998 08:54:27 DONALDSON, LUFKIN & JENRETTE 1
STRUCTURED FINANCE DEPARTMENT
Settlement Date: 03/31/1998 AMAC98-1_30yrgen D1 Next Payment Date: 04/25/1998
=================== Interest Accrues From: 03/01/1998
Class: A-3 Par Balance: $67,083,847 Coupon: 7.000000%
6.0% 10.0% 12.0% 15.0% 20.0% 25.0% 30.0% 40.0% 50.0% 60.0%
CPR CPR CPR CPR CPR CPR CPR CPR CPR CPR
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Price Yield Yield Yield Yield Yield Yield Yield Yield Yield Yield
- ----------------- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
99.500000 99-16 7.107 7.109 7.111 7.113 7.118 7.122 7.126 7.135 7.145 7.156
99.625000 99-20 7.069 7.053 7.039 7.018 6.981 6.947 6.913 6.843 6.764 6.671
99.750000 99-24 7.031 6.997 6.968 6.922 6.845 6.773 6.700 6.552 6.385 6.188
99.875000 99-28 6.993 6.941 6.898 6.827 6.710 6.599 6.488 6.262 6.007 5.707
100.000000 100-00 6.955 6.885 6.827 6.732 6.574 6.425 6.277 5.973 5.630 5.227
100.125000 100-04 6.918 6.829 6.756 6.637 6.439 6.252 6.066 5.684 5.255 4.750
100.250000 100-08 6.880 6.774 6.686 6.542 6.304 6.079 5.855 5.397 4.880 4.274
100.375000 100-12 6.843 6.718 6.615 6.448 6.170 5.906 5.645 5.110 4.507 3.800
100.500000 100-16 6.805 6.663 6.545 6.353 6.036 5.734 5.436 4.824 4.136 3.328
100.625000 100-20 6.768 6.608 6.475 6.259 5.902 5.563 5.227 4.539 3.765 2.858
100.750000 100-24 6.730 6.552 6.406 6.165 5.768 5.392 5.019 4.255 3.396 2.389
100.875000 100-28 6.693 6.498 6.336 6.072 5.635 5.221 4.811 3.971 3.028 1.923
101.000000 101-00 6.656 6.443 6.266 5.978 5.502 5.050 4.604 3.689 2.661 1.458
101.125000 101-04 6.619 6.388 6.197 5.885 5.369 4.881 4.397 3.407 2.296 0.995
101.250000 101-08 6.582 6.333 6.128 5.792 5.237 4.711 4.191 3.126 1.931 0.533
101.375000 101-12 6.545 6.279 6.059 5.699 5.105 4.542 3.985 2.846 1.568 0.073
101-500000 101-16 6.508 6.224 5.990 5.607 4.973 4.373 3.780 2.567 1.206 -0.384
Average Life: 4.146 2.613 1.995 1.441 0.988 0.762 0.621 0.450 0.344 0.269
Mod Dur (100-16 ): 3.305 2.237 1.765 1.313 0.923 0.720 0.591 0.433 0.333 0.262
Start Date: 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998
End Date: 07/2006 08/2004 01/2003 07/2001 04/2000 09/1999 05/1999 01/1999 11/1998 09/1998
</TABLE>
Collateral Assumptions: Pass-Thru = 7.260%, Wac = 7.520%, Wam = 359,
Wala = 1; 30 Days Interest on Prepayments
================================================================================
The computational materials contained herein and the data on which they are
based are preliminary and subject to change. Actual sales of the securities
described herein will be made only pursuant to the terms set forth in a final
prospectus.
<PAGE>
<TABLE>
<CAPTION>
Feb 20, 1998 09:27:19 DONALDSON, LUFKIN & JENRETTE 1
STRUCTURED FINANCE DEPARTMENT
Settlement Date: 03/31/1998 AMAC98-1_30yrgen D1 Next Payment Date: 04/25/1998
=================== Interest Accrues From: 03/01/1998
Class: A-3 Par Balance: $67,083,847 Coupon:7.000000%
V1
CPR
-----
Price Yield
- ----------------- -----
<S> <C>
99.500000 99-16 7.124
99.625000 99-20 6.932
99.750000 99-24 6.741
99.875000 99-28 6.550
100.000000 100-00 6.360
100.125000 100-04 6.170
100.250000 100-08 5.981
100.375000 100-12 5.792
100.500000 100-16 5.604
100.625000 100-20 5.417
100.750000 100-24 5.229
100.875000 100-28 5.043
101.000000 101-00 4.857
101.125000 101-04 4.671
101.250000 101-08 4.486
101.375000 101-12 4.301
101.500000 101-16 4.117
Average Life: 0.696
Mod Dur (100-16 ): 0.658
Start Date: 04/1998
End Date: 11/1999
</TABLE>
Collateral Assumptions: Pass-Thru = 7.260%, Wac = 7.520%, Wam = 359,
Wala = 1; 30 Days Interest on Prepayments
V1:40%(3m), 20% life
================================================================================
The computational materials contained herein and the data on which they are
based are preliminary and subject to change. Actual sales of the securities
described herein will be made only pursuant to the terms set forth in a final
prospectus.
<PAGE>
<TABLE>
DONALDSON, LUFKIN & JENRETTE--REAL ESTATE FINANCE GROUP Mon Mar 9 14:02:13 1998
AMAC98-1-30.GEN A4
Yield Table (Flat File Coll, No Lookback)
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C>
Current Balance :$10,571,277 Current WAM :359
Pass-Thru Rate :7.0000 Settlement :03/31/98
Accrued Days/Delay Days :30/24
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Prepayments
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
100.0% PSA 150.0% PSA 200.0% PSA 250.0% PSA 300.0% PSA 400.0% PSA 500.0% PSA
Price -------------------------------------------------------------------------------------------------------------
Yield ModDur Yield ModDur Yield ModDur Yield ModDur Yield ModDur Yield ModDur Yield ModDur
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
95.00000 95-00 7.312 22.08 7.341 19.37 7.376 16.84 7.419 14.59 9.511 1.90 12.136 0.90 13.984 0.66
95.12500 95-04 7.306 7.334 7.369 7.410 9.442 11.991 13.785
95.25000 95-08 7.300 7.327 7.361 7.401 9.373 11.847 13.587
95.37500 95-12 7.294 7.321 7.353 7.392 9.304 11.703 13.389
95.50000 95-16 7.288 7.314 7.345 7.383 9.236 11.559 13.192
95.62500 95-20 7.282 7.307 7.338 7.374 9.167 11.416 12.995
95.75000 95-24 7.276 7.300 7.330 7.365 9.099 11.272 12.799
95.87500 95-28 7.270 7.294 7.322 7.356 9.031 11.129 12.603
96.00000 96-00 7.265 22.09 7.287 19.38 7.315 16.85 7.347 14.60 8.963 1.91 10.987 0.91 12.407 0.66
96.12500 96-04 7.259 7.280 7.307 7.338 8.895 10.845 12.212
96.25000 96-08 7.253 7.274 7.299 7.330 8.827 10.703 12.018
96.37500 96-12 7.247 7.267 7.292 7.321 8.760 10.561 11.824
96.50000 96-16 7.241 7.260 7.284 7.312 8.692 10.420 11.631
96.62500 96-20 7.235 7.254 7.276 7.303 8.625 10.279 11.438
96.75000 96-24 7.230 7.247 7.269 7.294 8.558 10.138 11.245
96.87500 96-28 7.224 7.241 7.261 7.286 8.491 9.998 11.053
97.00000 97-00 7.218 22.10 7.234 19.39 7.254 16.87 7.277 14.61 8.424 1.91 9.857 0.92 10.861 0.67
97.12500 97-04 7.212 7.227 7.246 7.268 8.357 9.718 10.670
97.25000 97-08 7.206 7.221 7.238 7.259 8.290 9.578 10.479
97.37500 97-12 7.201 7.214 7.231 7.251 8.223 9.439 10.289
97.50000 97-16 7.195 7.208 7.223 7.242 8.157 9.300 10.099
97.62500 97-20 7.189 7.201 7.216 7.233 8.091 9.161 9.910
97.75000 97-24 7.183 7.194 7.208 7.224 8.024 9.023 9.721
97.87500 97-28 7.178 7.188 7.201 7.216 7.958 8.885 9.533
98.00000 98-00 7.172 22.11 7.181 19.40 7.193 16.88 7.207 14.62 7.892 1.92 8.747 0.92 9.345 0.68
98.12500 98-04 7.166 7.175 7.186 7.198 7.826 8.610 9.157
98.25000 98-08 7.160 7.168 7.178 7.190 7.761 8.473 8.970
98.37500 98-12 7.155 7.162 7.171 7.181 7.695 8.336 8.783
98.50000 98-16 7.149 7.155 7.163 7.172 7.630 8.200 8.597
98.62500 98-20 7.143 7.149 7.156 7.164 7.564 8.063 8.411
98.75000 98-24 7.138 7.142 7.148 7.155 7.499 7.927 8.226
98.87500 98-28 7.132 7.136 7.141 7.147 7.434 7.792 8.041
- ------------------------------------------------------------------------------------------------------------------------------------
Avg Life 23.92 21.34 18.71 16.26 2.18 1.00 0.73
- ------------------------------------------------------------------------------------------------------------------------------------
First Pay 03/25/17 03/25/14 10/25/11 09/25/09 04/25/98 04/25/98 04/25/98
Last Pay 03/25/28 03/25/28 03/25/28 03/25/28 03/25/02 10/25/99 05/25/99
Prin. Window 133 169 198 223 48 19 14
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
The analyses, calculations, and valuations herein are based on certain
assumptions and data provided by third parties which may vary from the actual
characteristics of the pool. Donaldson, Lukin and Jenrette Securities
Corporation makes no representation that such analyses or calculations are
accurate or that such valuations represent levels where actual trades may occur.
Investors should rely on the information contained in or filed in connection
with the prospectus/prospectus supplement.
Page 1
<PAGE>
<TABLE>
<CAPTION>
Donaldson, Laufkin & Jenrette - Real Estate Finance Group
- ------------------------------------------------------------------------------------------------------------------------------------
AMAC98-1-30.gen A4
Yield Table (Flat File Coll, No Lookback)
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Current Balance :$10,571,277 Current WAM :359
Pass-Thru Rate :7.0000 Settlement :03/31/98
Accrued Days / Delay Days :30 / 24
- ------------------------------------------------------------------------------------------------------------------------------------
Prepayments
- ------------------------------------------------------------------------------------------------------------------------------------
Price 100.0% PSA 150.0% PSA 200.0% PSA 250.0% PSA 300.0% PSA 400.0% PSA 500.0% PSA
Yield ModDur Yield ModDur Yield ModDur Yield ModDur Yield ModDur Yield ModDur Yield ModDur
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
96.12500 96-04 7.259 22.09 7.280 19.38 7.307 16.86 7.338 14.60 8.895 1.91 10.845 0.91 12.212 0.66
96.25000 96-08 7.253 7.274 7.299 7.330 8.827 10.703 12.018
96.37500 96-12 7.247 7.267 7.292 7.321 8.760 10.561 11.824
96.50000 96-16 7.241 7.260 7.284 7.312 8.692 10.420 11.631
96.62500 96-20 7.235 7.254 7.276 7.303 8.625 10.279 11.438
96.75000 96-24 7.230 7.247 7.269 7.294 8.558 10.138 11.245
96.87500 96-28 7.224 7.241 7.261 7.286 8.491 9.998 11.053
97.00000 97-00 7.218 7.234 7.254 7.277 8.424 9.857 10.861
97.12500 97-04 7.212 22.10 7.227 19.39 7.246 16.87 7.268 14.61 8.357 1.92 9.718 0.92 10.670 0.67
97.25000 97-08 7.206 7.221 7.238 7.259 8.290 9.578 10.479
97.37500 97-12 7.201 7.214 7.231 7.251 8.223 9.439 10.289
97.50000 97-16 7.195 7.208 7.223 7.242 8.157 9.300 10.099
97.62500 97-20 7.189 7.201 7.216 7.233 8.091 9.161 9.910
97.75000 97-24 7.183 7.194 7.208 7.224 8.024 9.023 9.721
97.87500 97-28 7.178 7.188 7.201 7.216 7.958 8.885 9.533
98.00000 98-00 7.172 7.181 7.193 7.207 7.892 8.747 9.345
98.12500 98-04 7.166 22.11 7.175 19.40 7.186 16.88 7.198 14.62 7.826 1.92 8.610 0.92 9.157 0.68
98.25000 98-08 7.160 7.168 7.178 7.190 7.761 8.473 8.970
98.37500 98-12 7.155 7.162 7.171 7.181 7.695 8.336 8.783
98.50000 98-16 7.149 7.155 7.163 7.172 7.630 8.200 8.597
98.62500 98-20 7.143 7.149 7.156 7.164 7.564 8.063 8.411
98.75000 98-24 7.138 7.142 7.148 7.155 7.499 7.927 8.226
98.87500 98-28 7.132 7.136 7.141 7.147 7.434 7.792 8.041
99.00000 99-00 7.126 7.129 7.133 7.138 7.369 7.656 7.856
99.12500 99-04 7.120 22.12 7.123 19.41 7.126 16.89 7.129 14.64 7.304 1.93 7.521 0.93 7.672 0.68
99.25000 99-08 7.115 7.116 7.118 7.121 7.239 7.386 7.489
99.37500 99-12 7.109 7.110 7.111 7.112 7.174 7.252 7.306
99.50000 99-16 7.103 7.104 7.104 7.104 7.110 7.118 7.123
99.62500 99-20 7.098 7.097 7.096 7.095 7.046 6.984 6.941
99.75000 99-24 7.092 7.091 7.089 7.087 6.981 6.850 6.759
99.87500 99-28 7.087 7.084 7.082 7.078 6.917 6.716 6.577
100.00000 100-00 7.081 7.078 7.074 7.070 6.853 6.583 6.396
- ------------------------------------------------------------------------------------------------------------------------------------
Avg Life 23.92 21.34 18.71 16.26 2.18 1.00 0.73
- ------------------------------------------------------------------------------------------------------------------------------------
First Pay 03/25/17 03/25/14 10/25/11 09/25/09 04/25/98 04/25/98 04/25/98
Last Pay 03/25/28 03/25/28 03/25/28 03/25/28 03/25/02 10/25/99 05/25/99
Prin. Window 133 169 198 223 48 19 14
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
The analyses, calculations, and valuations herein are based on certain
assumptions and data provided by third parties which may vary from the actual
characteristics of the pool. Donaldson, Lufkin and Jenrette Securities
Corporation makes no representation that such analyses or calculations are
accurate or that such valuations represent levels where actual trades may occur.
Investors should rely on the information contained in or filled inconnection
with the prospectus / prospectus supplement.
10
<PAGE>
DONALDSON, LUFKIN & JENRETTE
STRUCTURED FINANCE DEPARTMENT
<TABLE>
<CAPTION>
Settlement Date: 03/31/1998 AMAC98-1_30yrgen D3 Next Payment Date: 04/25/1998
=================== Interest Accrues From: 03/01/1998
Class: A-5 Par Balance: $10,571,277 Coupon: 7.000000%
6.0% 7.0% 8.0% 9.0% 10.0% 12.0% 15.0% 20.0% 25.0% 30.0%
CPR CPR CPR CPR CPR CPR CPR CPR CPR CPR
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Price Yield Yield Yield Yield Yield Yield Yield Yield Yield Yield
- ----------------- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
96.250000 96-08 7.356 7.478 7,938 16.701 18.648 21.983 26.633 33.309 40.749 44.746
96.375000 96-12 7.346 7.463 7.903 16.317 18.184 21.382 25.836 32.226 39.339 43.156
96.500000 96-16 7.336 7.448 7.868 15.934 17.722 20.783 25.044 31.149 37.940 41.579
96-625000 96-20 7.326 7.434 7.833 15.553 17.262 20.187 24.255 30.080 36.551 40.015
96-750000 96-24 7.316 7.419 7.799 15.173 16.804 19.593 23.471 29.017 35.172 38.463
96-875000 96-28 7.306 7.404 7.765 14.794 16.347 19.002 22.690 27.960 33.803 36.924
97.000000 97-00 7.296 7.389 7.731 14.417 15.892 18.414 21.914 26.910 32.444 35.396
97.125000 97-04 7.286 7.374 7.697 14.041 15.439 17.828 21.141 25.867 31.095 33.881
97.250000 97-08 7.277 7.360 7.664 13.666 14.988 17.244 20.373 24.829 29.756 32.377
97.375000 97-12 7.267 7.345 7.631 13.293 14.538 16.663 19.608 23.799 28.426 30.886
97.500000 97-16 7.257 7.331 7.598 12.921 14.090 16.085 18.847 22.774 27.106 29.406
97.625000 97-20 7.247 7.316 7.565 12.550 13.644 15.509 18.090 21.756 25.796 27.938
97.750000 97-24 7.238 7.302 7.533 12.180 13.200 14.936 17.337 20.744 24.495 26.482
97.875000 97-28 7.228 7.287 7.501 11.812 12.757 14.365 16.588 19.738 23.203 25.037
98.000000 98-00 7.218 7.273 7.469 11.445 12.316 13.797 15.842 18.739 21.921 23.603
98.125000 98-04 7.209 7.259 7.438 11.080 11.876 13.231 15.100 17.745 20.648 22.180
98.250000 98-08 7.199 7.244 7.407 10.715 11.438 12.667 14.362 16.758 19.384 20.769
Average Life: 21.733 19.018 13.767 0.374 0.311 0.242 0.186 0.140 0.111 0.100
Mod Dur ( 97-08 ): 13.035 8.731 3.851 0.342 0.284 0.220 0.167 0.124 0.096 0.085
Start Date: 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998
End Date: 03/2028 03/2028 03/2028 02/1999 11/1998 09/1998 07/1998 06/1998 06/1998 05/1998
</TABLE>
Collateral Assumptions: Pass-Thru = 7.260%, Wac = 7.520%, Wam = 359, Wala = 1;
30 Days Interest on Prepayments
================================================================================
The computational materials contained herein and the data on which they are
based are preliminary and subject to change. Actual sales of the securities
described herein will be made only pursuant to the terms set forth in a
final prospectus.
<PAGE>
DONALDSON, LUFKIN & JENRETTE
STRUCTURED FINANCE DEPARTMENT
<TABLE>
<CAPTION>
Settlement Date: 03/31/1998 AMAC98-1_30yrgen D3 Next Payment Date: 04/25/1998
=================== Interest Accrues From: 03/01/1998
Class: A-4 Par Balance: $10,571,277 Coupon: 7.000000%
100% 150% 175% 200% 250% 300% 350% 400% 450% 500%
PSA PSA PSA PSA PSA PSA PSA PSA PSA PSA
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Price Yield Yield Yield Yield Yield Yield Yield Yield Yield Yield
- ----------------- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
96.250000 96-08 7.253 7.274 7.286 7.299 7.330 8.827 9.907 10.703 11.393 12.018
96.375000 96-12 7.247 7.267 7.279 7.292 7.321 8.759 9.797 10.561 11.224 11.824
96.500000 96-16 7.241 7.260 7.272 7.284 7.312 8.692 9.687 10.420 11.055 11.631
96.625000 96-20 7.235 7.254 7.265 7.276 7.303 8.624 9.577 10.279 10.887 11.438
96.750000 96-24 7.230 7.247 7.257 7.269 7.294 8.557 9.468 10.138 10.719 11.245
96.875000 96-28 7.224 7.241 7.250 7.261 7.286 8.490 9.358 9.998 10.552 11.053
97.000000 97-00 7.218 7.234 7.243 7.254 7.277 8.423 9.249 9.857 10.384 10.861
97.125000 97-04 7.212 7.227 7.236 7.246 7.268 8.356 9.141 9.718 10.218 10.670
97.250000 97-08 7.206 7.221 7.229 7.238 7.259 8.289 9.032 9.578 10.051 10.479
97.375000 97-12 7.201 7.214 7.222 7.231 7.251 8.223 8.924 9.439 9.885 10.289
97.500000 97-16 7.195 7.208 7.215 7.223 7.242 8.156 8.815 9.300 9.720 10.099
97.625000 97-20 7.189 7.201 7.208 7.216 7.233 8.090 8.708 9.161 9.554 9.910
97.750000 97-24 7.183 7.194 7.201 7.208 7.224 8.024 8.600 9.023 9.390 9.721
97.875000 97-28 7.178 7.188 7.194 7.201 7.216 7.958 8.492 8.885 9.225 9.533
98.000000 98-00 7.172 7.181 7.187 7.193 7.207 7.892 8.385 8.747 9.061 9.345
98.125000 98-04 7.166 7.175 7.180 7.186 7.198 7.826 8.278 8.610 8.897 9.157
98.250000 98-08 7.160 7.168 7.173 7.178 7.190 7.760 8.171 8.473 8.734 8.970
Average Life: 23.919 21.339 20.006 18.709 16.260 2.183 1.298 1.001 0.836 0.728
Mod Dur (100-15 ): 22.102 19.392 18.098 16.869 14.613 1.918 1.178 0.917 0.769 0.671
Start Date: 03/2017 03/2014 12/2012 10/2011 03/1999 04/1998 04/1998 04/1998 04/1998 04/1998
End Date: 03/2028 03/2028 03/2028 03/2028 03/2028 03/2002 03/2000 10/1999 07/1999 05/1999
</TABLE>
Collateral Assumptions: Pass-Thru = 7.260%, Wac = 7.520%, Wam = 359, Wala = 1;
30 Days Interest on Prepayments
================================================================================
The computational materials contained herein and the data on which they are
based are preliminary and subject to change. Actual sales of the securities
described herein will be made only pursuant to the terms set forth in a
final prospectus.
<PAGE>
DONALDSON, LUFKIN & JENRETTE
STRUCTURED FINANCE DEPARTMENT
<TABLE>
<CAPTION>
Settlement Date: 03/31/1998 AMAC98-1_30yrgen D3 Next Payment Date: 04/25/1998
=================== Interest Accrues From: 03/01/1998
Class: A-4 Par Balance: $10,571,277 Coupon: 7.000000%
5.0% 7.0% 8.0% 9.0% 10.0% 12.0% 15.0% 20.0% 25.0% 30.0%
CPR CPR CPR CPR CPR CPR CPR CPR CPR CPR
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Price Yield Yield Yield Yield Yield Yield Yield Yield Yield Yield
- --------------- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
96.000000 96-00 7.315 7.509 8.010 17.474 19.580 23.194 28.238 35.495 43.599 47.964
96.125000 96-04 7.307 7.494 7.974 17.087 19.113 22.587 27.434 34.398 42.169 46.348
96.250000 96-08 7.299 7.478 7.938 16.701 18.648 21.983 26.633 33.309 40.749 44.746
96.375000 96-12 7.292 7.463 7.903 16.317 18.184 21.382 25.836 32.226 39.339 43.156
96.500000 96-16 7.284 7.448 7.868 15.934 17.722 20.783 25.044 31.149 37.940 41.579
96.625000 96-20 7.276 7.434 7.833 15.553 17.262 20.187 24.255 30.080 36.551 40.015
96.750000 96-24 7.269 7.419 7.799 15.173 16.804 19.593 23.471 29.017 35.172 38.463
96.875000 96-28 7.261 7.404 7.765 14.794 16.347 19.002 22.690 27.960 33.803 36.924
97.000000 97-00 7.253 7.389 7.731 14.417 15.892 18.414 21.914 26.910 32.444 35.396
97.125000 97-04 7.246 7.374 7.697 14.041 15.439 17.828 21.141 25.867 31.095 33.881
97.250000 97-08 7.238 7.360 7.664 13.666 14.988 17.244 20.373 24.829 29.756 32.377
97.375000 97-12 7.230 7.345 7.631 13.293 14.538 16.663 19.608 23.799 28.426 30.886
97.500000 97-16 7.223 7.331 7.598 12.921 14.090 16.085 18.847 22.774 27.106 29.406
97.625000 97-20 7.215 7.316 7.565 12.550 13.644 15.509 18.090 21.756 25.796 27.938
97.750000 97-24 7.208 7.302 7.533 12.180 13.200 14.936 17.337 20.744 24.495 26.482
97.875000 97-28 7.200 7.287 7.501 11.812 12.757 14.365 16.588 19.738 23.203 25.037
98.000000 98-00 7.193 7.273 7.469 11.445 12.316 13.797 15.842 18.739 21.921 23.603
Average Life: 23.561 19.018 13.767 0.374 0.311 0.242 0.186 0.140 0.111 0.100
Mod Dur ( 97-00 ): 16.817 8.691 3.799 0.340 0.282 0.218 0.165 0.122 0.095 0.084
Start Date: 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998
End Date: 03/2028 03/2028 03/2028 02/1999 11/1998 09/1998 07/1998 06/1998 06/1998 05/1998
</TABLE>
Collateral Assumptions: Pass-Thru = 7.260%, Wac = 7.520%, Wam = 359, Wala = 1;
30 Days Interest on Prepayments
================================================================================
The computational materials contained herein and the data on which they are
based are preliminary and subject to change. Actual sales of the securities
described herein will be made only pursuant to the terms set forth in a
final prospectus.
<PAGE>
DONALDSON, LUFKIN & JENRETTE
STRUCTURED FINANCE DEPARTMENT
<TABLE>
<CAPTION>
Settlement Date: 03/31/1998 AMAC98-1_30yrgen D3 Next Payment Date: 04/25/1998
=================== Interest Accrues From: 03/01/1998
Class: A-4 Par Balance: $10,571,277 Coupon: 7.000000%
5.0% 7.0% 9.0% 12.0% 15.0% 20.0% 30.0% 40.0% 50.0% 60.0%
CPR CPR CPR CPR CPR CPR CPR CPR CPR CPR
------- ------- ------- ------- ------- ------- ------- ------- ------- -------
Price Yield Yield Yield Yield Yield Yield Yield Yield Yield Yield
- ---------------- ------- ------- ------- ------- ------- ------- ------- ------- ------- -------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
96.500000 96-16 7.284 7.448 15.934 20.783 25.044 31.149 41.579 53.209 58.093 58.093
96.625000 96-20 7.276 7.434 15.553 20.187 24.255 30.080 40.015 51.073 55.713 55.713
96.750000 96-24 7.269 7.419 15.173 19.593 23.471 29.017 38.463 48.958 53.358 53.358
96.875000 96-28 7.261 7.404 14.794 19.002 22.690 27.960 36.924 46.864 51.027 51.027
97.000000 97-00 7.253 7.389 14.417 18.414 21.914 26.910 35.396 44.790 48.721 48.721
97.125000 97-04 7.246 7.374 14.041 17.828 21.141 25.867 33.881 42.737 46.439 46.439
97.250000 97-08 7.238 7.360 13.666 17.244 20.373 24.829 32.377 40.703 44.181 44.181
97.375000 97-12 7.230 7.345 13.293 16.663 19.608 23.799 30.886 38.690 41.947 41.947
97.500000 97-16 7.223 7.331 12.921 16.085 18.847 22.774 29.406 36.696 39.735 39.735
97.625000 97-20 7.215 7.316 12.550 15.509 18.090 21.756 27.938 34.721 37.547 37.547
97.750000 97-24 7.208 7.302 12.180 14.936 17.337 20.744 26.482 32.766 35.381 35.381
97.875000 97-28 7.200 7.287 11.812 14.365 16.588 19.738 25.037 30.829 33.238 33.238
98.000000 98-00 7.193 7.273 11.445 13.797 15.842 18.739 23.603 28.911 31.117 31.117
98.125000 98-04 7.185 7.259 11.080 13.231 15.100 17.745 22.180 27.012 29.018 29.018
98.250000 98-08 7.178 7.244 10.715 12.667 14.362 16.758 20.769 25.131 26.941 26.941
98.375000 98-12 7.170 7.230 10.352 12.106 13.628 15.776 19.369 23.269 24.885 24.885
98.500000 98-16 7.163 7.216 9.991 11.547 12.897 14.800 17.979 21.424 22.850 22.850
Average Life: 23.561 19.018 0.374 0.242 0.186 0.140 0.100 0.076 0.069 0.069
Mod Dur (97-16): 16.857 8.771 0.343 0.221 0.168 0.125 0.086 0.064 0.058 0.058
Start Date: 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998
End Date: 03/2028 03/2028 02/1999 09/1998 07/1998 06/1998 05/1998 05/1998 04/1998 04/1998
Collateral Assumptions: Pass-Thru = 7.260%, Wac = 7.520%, Wam = 359, Wala = 1; 30 Days Interest on Prepayments
==============================================================================================================================
</TABLE>
The computational materials contained herein and the data on which they are
based are preliminary and subject to change. Actual sales of the securities
described herein will be made only pursuant to the terms set forth in a final
prospectus.
<PAGE>
<TABLE>
<CAPTION>
DONALDSON, LUFKIN & JENRETTE
Feb 18, 1998 15:47:52 3
STRUCTURED FINANCE DEPARTMENT
Settlement Date: 03/31/1998 ABNmar250 D3 Next Payment Date: 04/25/1998
============ Interest Accrues From: 03/01/1998
Class: A-4 Par Balance: $10,571,277 Coupon: 7.000000%
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
100% 150% 175% 200% 250% 300% 350% 400% 450% 500%
PSA PSA PSA PSA PSA PSA PSA PSA PSA PSA
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Price Yield Yield Yield Yield Yield Yield Yield Yield Yield Yield
--------------- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
98.500000 98-16 7.149 7.155 7.159 7.163 7.172 7.629 7.958 8.200 8.408 8.597
98.625000 98-20 7.143 7.149 7.152 7.156 7.164 7.524 7.852 8.063 8.246 8.411
98.750000 98-24 7.138 7.142 7.145 7.148 7.155 7.499 7.746 7.927 8.084 8.226
98.875000 98-28 7.132 7.136 7.138 7.141 7.147 7.434 7.640 7.792 7.923 8.041
99.000000 99-00 7.126 7.129 7.131 7.133 7.138 7.369 7.535 7.656 7.761 7.856
99.125000 99-04 7.120 7.123 7.124 7.126 7.129 7.304 7.429 7.521 7.601 7.672
99.250000 99-08 7.115 7.116 7.117 7.118 7.121 7.239 7.324 7.386 7.440 7.489
99.375000 99-12 7.109 7.110 7.111 7.111 7.112 7.174 7.219 7.252 7.280 7.306
99.500000 99-16 7.103 7.104 7.104 7.104 7.104 7.110 7.114 7.118 7.120 7.123
99.625000 99-20 7.098 7.097 7.097 7.096 7.095 7.046 7.010 6.984 6.961 6.940
99.750000 99-24 7.092 7.091 7.090 7.089 7.087 6.981 6.905 6.850 6.802 6.759
99.875000 99-28 7.087 7.084 7.083 7.082 7.078 6.917 6.801 6.716 6.643 6.577
100.000000 100-00 7.081 7.078 7.076 7.074 7.070 6.853 6.697 6.583 6.485 6.396
100.125000 100-04 7.075 7.072 7.069 7.067 7.061 6.789 6.594 6.450 6.327 6.215
100.250000 100-08 7.070 7.065 7.062 7.060 7.053 6.725 6.490 6.318 6.169 6.035
100.375000 100-12 7.064 7.059 7.056 7.052 7.044 6.662 6.387 6.186 6.012 5.855
100.500000 100-16 7.059 7.052 7.049 7.045 7.036 6.598 6.284 6.054 5.855 5.676
Average Life: 23.919 21.339 20.006 18.709 16.260 2.183 1.298 1.001 0.836 0.728
Mod Dur (99-16): 22.121 19.416 18.123 16.894 14.641 1.938 1.193 0.931 0.783 0.684
Start Date: 03/2017 03/2014 12/2012 10/2011 04/1998 04/1998 04/1998 04/1998 04/1998 04/1998
End Date: 03/2028 03/2028 03/2028 03/2028 03/2028 03/2002 03/2000 10/1999 07/1999 05/1999
</TABLE>
Collateral Assumptions: Pass-Thru = 7.260%, Wac = 7.520%, Wam = 359, Wala = 1;
30 Days Interest on Prepayments
================================================================================
The computational materials contained herein and the data on which they are
based are preliminary and subject to change.
Actual sales of the securities described herein will be made only pursuant to
the terms set forth in a final prospectus.
THE ANALYSES, CALCULATIONS AND VALUATIONS USED HEREIN ARE BASED ON CERTAIN
ASSUMPTIONS AND DATA PROVIDED BY THIRD PARTIES WHICH MAY VARY FROM THE ACTUAL
CHARACTERISTICS OF THE POOL. DONALDSON, LUFKIN & JENRETTE SECURITIES CORPORATION
NOR PNC MORTGAGE SECURITIES CORP. MAKES NO REPRESENTATION THAT SUCH ANALYSES OR
CALCULATIONS ARE ACCURATE OR THAT SUCH VALUATIONS REPRESENT LEVELS WHERE ACTUAL
TRADES MAY OCCUR. INVESTORS SHOULD RELY ON THE INFORMATION CONTAINED IN OR FILED
WITH THE PROSPECTUS/PROSPECTUS SUPPLEMENT.
<PAGE>
DONALDSON, LUFKIN & JENRETTE
STRUCTURED FINANCE DEPARTMENT
<TABLE>
<CAPTION>
Settlement Date: 03/31/1998 AMAC98-1_30yrgen E1 Next Payment Date: 04/25/1998
=================== Interest Accrues From: 03/01/1998
Class: A-5 Par Balance: $38,637,000 Coupon: 6.500000%
75% 100% 150% 200% 250% 500% 600% 700% 1000% 1200%
PSA PSA PSA PSA PSA PSA PSA PSA PSA PSA
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Price Yield Yield Yield Yield Yield Yield Yield Yield Yield Yield
- ----------------- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
100.312500 100-10 6.282 6.246 6.246 6.246 6.246 6.246 6.246 6.238 6.193 6.161
100.328125 100-10+ 6.276 6.239 6.239 6.239 6.239 6.239 6.239 6.231 6.185 6.153
100.343750 100-11 6.270 6.232 6.232 6.232 6.232 6.232 6.232 6.224 6.177 6.144
100.359375 100-11+ 6.264 6.225 6.225 6.225 6.225 6.225 6.225 6.217 6.169 6.135
100.375000 100-12 6.258 6.218 6.218 6.218 6.218 6.218 6.218 6.209 6.161 6.127
100.390625 100-12+ 6.251 6.211 6.211 6.211 6.211 6.211 6.211 6.202 6.152 6.118
100.406250 100-13 6.245 6.204 6.204 6.204 6.204 6.204 6.204 6.195 6.144 6.109
100.421875 100-13+ 6.239 6.197 6.197 6.197 6.197 6.197 6.197 6.188 6.136 6.101
100.437500 100-14 6.233 6.190 6.190 6.190 6.190 6.190 6.190 6.181 6.128 6.092
100.453125 100-14+ 6.226 6.183 6.183 6.183 6.183 6.183 6.183 6.174 6.120 6.083
100.468750 100-15 6.220 6.176 6.176 6.176 6.176 6.176 6.176 6.167 6.112 6.074
100.484375 100-15+ 6.214 6.169 6.169 6.169 6.169 6.169 6.169 6.160 6.104 6.066
100.500000 100-16 6.208 6.162 6.162 6.162 6.162 6.162 6.162 6.152 6.096 6.057
100.515625 100-16+ 6.202 6.155 6.155 6.155 6.155 6.155 6.155 6.145 6.088 6.048
100.531250 100-17 6.195 6.148 6.148 6.148 6.148 6.148 6.148 6.138 6.080 6.040
100.546875 100-17+ 6.189 6.141 6.141 6.141 6.141 6.141 6.141 6.131 6.072 6.031
100.562500 100-18 6.183 6.134 6.134 6.134 6.134 6.134 6.134 6.124 6.064 6.022
100.578125 100-18+ 6.177 6.127 6.127 6.127 6.127 6.127 6.127 6.117 6.056 6.014
100.593750 100-19 6.171 6.120 6.120 6.120 6.120 6.120 6.120 6.110 6.048 6.005
100.609375 100-19+ 6.164 6.113 6.113 6.113 6.113 6.113 6.113 6.103 6.040 5.996
100.625000 100-20 6.158 6.106 6.106 6.106 6.106 6.106 6.106 6.096 6.032 5.988
Average Life: 2.827 2.490 2.490 2.490 2.490 2.490 2.490 2.428 2.123 1.955
Mod Dur (100-15 ): 2.489 2.221 2.221 2.221 2.221 2.221 2.221 2.173 1.924 1.783
Start Date: 03/1999 03/1999 03/1999 03/1999 03/1999 03/1999 03/1999 03/1999 03/1999 03/1999
End Date: 09/2002 01/2002 01/2002 01/2002 01/2002 01/2002 01/2002 08/2001 10/2000 07/2000
</TABLE>
Collateral Assumptions: Pass-Thru = 7.260%, Wac = 7.520%, Wam = 359, Wala = 1;
30 Days Interest on Prepayments
================================================================================
The computational materials contained herein and the data on which they are
based are preliminary and subject to change. Actual sales of the securities
described herein will be made only pursuant to the terms set forth in a
final prospectus.
<PAGE>
1
DONALDSON, LUFKIN & JENRETTE
Feb 20, 1998 14:05:39 STRUCTURED FINANCE DEPARTMENT
<TABLE>
<CAPTION>
Settlement Date: 03/31/1998 AMAC98-1_30yrgen E1 Next Payment Date: 04/25/1998
=================== Interest Accrues From: 03/01/1998
Class: A-5 Par Balance: $38,637,000 Coupon: 6.500000%
75% 100% 200% 250% 300% 500% 600% 800% 1000%
PSA PSA PSA PSA PSA PSA PSA PSA PSA
----- ----- ----- ----- ----- ----- ----- ----- ------
Price Yield Yield Yield Yield Yield Yield Yield Yield Yield
- ----------------- ------ ------ ----- ----- ----- ----- ----- ----- ------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
99.750000 99-24 6.508 6.498 6.498 6.498 6.498 6.498 6.498 6.492 6.484
99.875000 99-28 6.457 6.442 6.442 6.442 6.442 6.442 6.442 6.432 6.419
100.000000 100-00 6.407 6.385 6.385 6.385 6.385 6.385 6.385 6.373 6.354
100.125000 100-04 6.357 6.329 6.329 6.329 6.329 6.329 6.329 6.313 6.290
100.250000 100-08 6.307 6.273 6.273 6.273 6.273 6.273 6.273 6.254 6.225
100.375000 100-12 6.258 6.218 6.218 6.218 6.218 6.218 6.218 6.194 6.161
100.500000 100-16 6.208 6.162 6.162 6.162 6.162 6.162 6.162 6.135 6.096
100.625000 100-20 6.158 6.106 6.106 6.106 6.106 6.106 6.106 6.076 6.032
100.750000 100-24 6.109 6.051 6.051 6.051 6.051 6.051 6.051 6.017 5.968
100.875000 100-28 6.059 5.995 5.995 5.995 5.995 5.995 5.995 5.958 5.904
101.000000 101-00 6.010 5.940 5.940 5.940 5.940 5.940 5.940 5.899 5.840
101.125000 101-04 5.960 5.885 5.885 5.885 5.885 5.885 5.885 5.840 5.776
101.250000 101-08 5.911 5.829 5.829 5.829 5.829 5.829 5.829 5.782 5.712
101.375000 101-12 5.862 5.774 5.774 5.774 5.774 5.774 5.774 5.723 5.649
101.500000 101-16 5.813 5.719 5.719 5.719 5.719 5.719 5.719 5.665 5.585
101.625000 101-20 5.764 5.664 5.664 5.664 5.664 5.664 5.664 5.606 5.522
101.750000 101-24 5.715 5.610 5.610 5.610 5.610 5.610 5.610 5.548 5.459
Average Life: 2.827 2.490 2.490 2.490 2.490 2.490 2.490 2.324 2.123
Mod Dur (100-24): 2.491 2.223 2.223 2.223 2.223 2.223 2.223 2.091 1.926
Start Date: 03/1999 03/1999 03/1999 03/1999 03/1999 03/1999 03/1999 03/1999 03/1999
End Date: 09/2002 01/2002 01/2002 01/2002 01/2002 01/2002 01/2002 04/2001 10/2000
</TABLE>
Collateral Assumptions: Pass-Thru = 7.260%, Wac = 7.250%, Wam = 359, Wala = 1;
30 Days Interest on Prepayments
================================================================================
The computational materials contained herein and the data on which they are
based are preliminary and subject to change. Actual sales of the securities
described herein will be made only pursuant to the terms set forth in a final
prospectus.
<PAGE>
<TABLE>
<CAPTION>
DONALDSON, LUFKIN & JENRETTE
STRUCTURED FINANCE DEPARTMENT
Settlement Date: 03/31/1998 AMAC98-1_30yrgen E1 Next Payment Date: 04/25/1998
=================== Interest Accrues From: 03/01/1998
Class: A-5 Par Balance: $38,637,000 Coupon: 6.500000%
<S> <C> <C>
0% 250%
PSA PSA
------ ------
Price Yield Yield
- ------------------- ------ ------
99.500000 99-16 6.597 6.611
99.625000 99-20 6.575 6.554
99.750000 99-24 6.554 6.498
99.875000 99-28 6.532 6.442
100.000000 100-00 6.510 6.385
100.125000 100-04 6.489 6.329
100.250000 100-08 6.467 6.273
100.375000 100-12 6.446 6.218
100.500000 100-16 6.425 6.162
100.625000 100-20 6.403 6.106
100.750000 100-24 6.382 6.051
100.875000 100-28 6.360 5.995
101.000000 101-00 6.339 5.940
101.125000 101-04 6.318 5.885
101.250000 101-08 6.297 5.829
101.375000 101-12 6.276 5.774
101.500000 101-16 6.254 5.719
Average Life 7.871 2.490
Mod Dur (100-16): 5.777 2.221
Start Date: 03/1999 03/1999
End Date: 03/2011 01/2002
Collateral Assumptions: Pass-Thru = 7.260%. Wac = 7.520%, Wam = 7.359, Wala = 1; 30 Days
Interest on Prepayments
====================================================================================================================================
The computational materials contained herein and the data on which they are based are preliminary and subject to change. Actual
sales of the securities described herein will be made only pursuant to the terms set forth in a final prospectus.
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
DONALDSON, LUFKIN & JENRETTE
FEB. 20, 1998 08:46:04 1
STRUCTURED FINANCE DEPARTMENT
Settlement Date: 03/31/1998 AMAC98-1_30yrgen E1 Next Payment Date: 04/25/1998
=================== Interest Accrues From: 03/01/1998
Class: A-5 Par Balance: $38,637,000 Coupon: 6.500000%
75% 100% 150% 200% 250% 300% 500% 600% 650% 700%
PSA PSA PSA PSA PSA PSA PSA PSA PSA PSA
------- ------- ------- ------- ------- ------- ------- ------- ------- -------
Price Yield Yield Yield Yield Yield Yield Yield Yield Yield Yield
- ------------------- ------- ------- ------- ------- ------- ------- ------- ------- ------- -------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
99.820313 99-26+ 6.479 6.466 6.466 6.466 6.466 6.466 6.466 6.466 6.465 6.463
99.945313 99-30+ 6.429 6.410 6.410 6.410 6.410 6.410 6.410 6.410 6.409 6.406
100.070313 100-02+ 6.379 6.354 6.354 6.354 6.354 6.354 6.354 6.354 6.352 6.349
100.195313 100-06+ 6.329 6.298 6.298 6.298 6.298 6.298 6.298 6.298 6.296 6.291
100.320313 100-10+ 6.279 6.242 6.242 6.242 6.242 6.242 6.242 6.242 6.240 6.234
100.445313 100-14+ 6.230 6.186 6.186 6.186 6.186 6.186 6.186 6.186 6.183 6.177
100.570313 100-18+ 6.180 6.131 6.131 6.131 6.131 6.131 6.131 6.131 6.127 6.120
100.695313 100-22+ 6.130 6.075 6.075 6.075 6.075 6.075 6.075 6.075 6.071 6.064
100.820313 100-26+ 6.081 6.019 6.019 6.019 6.019 6.019 6.019 6.019 6.015 6.007
100.945313 100-30+ 6.031 5.964 5.964 5.964 5.964 5.964 5.964 5.964 5.960 5.950
101.070313 101-02+ 5.982 5.909 5.909 5.909 5.909 5.909 5.909 5.909 5.904 5.894
101.195313 101-06+ 5.933 5.854 5.854 5.854 5.854 5.854 5.854 5.854 5.848 5.837
101.320313 101-10+ 5.883 5.798 5.798 5.798 5.798 5.798 5.798 5.798 5.793 5.781
101.445313 101-14+ 5.834 5.743 5.743 5.743 5.743 5.743 5.743 5.743 5.737 5.725
101.570313 101-18+ 5.785 5.688 5.688 5.688 5.688 5.688 5.688 5.688 5.682 5.668
101.695313 101-22+ 5.736 5.634 5.634 5.634 5.634 5.634 5.634 5.634 5.627 5.612
Average Life: 2.827 2.490 2.490 2.490 2.490 2.490 2.490 2.490 2.490 2.428
Mod Dur (100-22+): 2.491 2.223 2.223 2.223 2.223 2.223 2.223 2.223 2.207 2.174
Start Date: 03/1999 03/1999 03/1999 03/1999 03/1999 03/1999 03/1999 03/1999 03/1999 03/1999
End Date: 09/2002 01/2002 01/2002 01/2002 01/2002 01/2002 01/2002 01/2002 10/2001 08/2001
</TABLE>
Collateral Assumptions: Pass-Thru = 7.260%, Wac = 7.520%, Wam = 359, Wala = 1;
30 Days Interest on Prepayments
===============================================================================
The computational materials contained herein and the data on which they are
based are preliminary and subject to change.
Actual sales of the securities described herein will be made only pursuant to
the terms set forth in a final prospectus.
<PAGE>
DONALDSON, LUFKIN & JENRETTE
STRUCTURED FINANCE DEPARTMENT
<TABLE>
<CAPTION>
Settlement Date: 03/31/1998 AMAC98-1_30yrgen E1 Next Payment Date: 04/25/1998
=================== Interest Accrues From: 03/01/1998
Class: A-5 Par Balance: $38,637,000 Coupon: 6.500000%
25.0% 30.0% 35.0% 40.0% 45.0% 50.0%
CPR CPR CPR CPR CPR CPR
----- ----- ----- ----- ----- -----
Price Yield Yield Yield Yield Yield Yield
- ---------- ----- ----- ----- ----- ----- -----
<S> <C> <C> <C> <C> <C> <C>
99.500000 99-16 6.611 6.611 6.614 6.618 6.622 6.626
99.625000 99-20 6.554 6.553 6.548 6.543 6.537 6.529
99.750000 99-24 6.498 6.494 6.483 6.468 6.452 6.433
99.875000 99-28 6.442 6.435 6.417 6.394 6.367 6.336
100.000000 100-00 6.385 6.377 6.352 6.320 6.282 6.240
100.125000 100-04 6.329 6.319 6.287 6.246 6.198 6.144
100.250000 100-08 6.273 6.260 6.222 6.172 6.114 6.048
100.375000 100-12 6.218 6.202 6.157 6.098 6.029 5.952
100.500000 100-16 6.162 6.144 6.092 6.024 5.945 5.856
100.625000 100-20 6.106 6.086 6.027 5.950 5.861 5.761
100.750000 100-24 6.051 6.028 5.962 5.877 5.778 5.665
100.875000 100-28 5.995 5.970 5.898 5.804 5.694 5.570
101.000000 101-00 5.940 5.913 5.833 5.730 5.611 5.475
101.125000 101-04 5.885 5.855 5.769 5.657 5.527 5.380
101.250000 101-08 5.829 5.798 5.705 5.584 5.444 5.285
101.375000 101-12 5.774 5.740 5.641 5.511 5.361 5.191
101.500000 101-16 5.719 5.683 5.577 5.439 5.278 5.097
Average Life: 2.490 2.377 2.104 1.833 1.595 1.391
Mod Dur (100-16): 2.221 2.132 1.908 1.679 1.473 1.294
Start Date: 03/1999 03/1999 03/1999 03/1999 03/1999 03/1999
End Date: 01/2002 07/2001 12/2000 07/2000 03/2000 12/1999
Collateral Assumptions: Pass-Thru = 7.260%, Wac = 7.520%, Wam = 359, Wala = 1; 30 Days Interest on Prepayments
====================================================================================================================================
The computational materials contained herein and the data on which they are based are preliminary and subject to change.
Actual sales of the securities described herein will be made only pursuant to the terms set forth in a final prospectus.
</TABLE>
<PAGE>
DONALDSON, LUFKIN & JENRETTE
STRUCTURED FINANCE DEPARTMENT
<TABLE>
<CAPTION>
Settlement Date: 03/31/1998 AMAC98-1_30yrgen E1 Next Payment Date: 04/25/1998
=================== Interest Accrues From: 03/01/1998
Class: A-5 Par Balance: $38,637,000 Coupon: 6.500000%
75% 100% 150% 200% 250% 300% 500% 600% 650% 700%
PSA PSA PSA PSA PSA PSA PSA PSA PSA PSA
------- ----- ----- ----- ----- ----- ----- ----- ----- -----
Price Yield Yield Yield Yield Yield Yield Yield Yield Yield Yield
- ------------------- ------- ----- ----- ----- ----- ----- ----- ----- ----- -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
99.820313 99-26+ 6.479 6.466 6.466 6.466 6.466 6.466 6.466 6.466 6.465 6.463
99.945313 99-30+ 6.429 6.410 6.410 6.410 6.410 6.410 6.410 6.410 6.409 6.406
100.070313 100-02+ 6.379 6.354 6.354 6.354 6.354 6.354 6.354 6.354 6.352 6.349
100.195313 100-06+ 6.329 6.298 6.298 6.298 6.298 6.298 6.298 6.298 6.296 6.291
100.320313 100-10+ 6.279 6.242 6.242 6.242 6.242 6.242 6.242 6.242 6.240 6.234
100.445313 100-14+ 6.230 6.186 6.186 6.186 6.186 6.186 6.186 6.186 6.183 6.177
100.570313 100-18+ 6.180 6.131 6.131 6.131 6.131 6.131 6.131 6.131 6.127 6.120
100.695313 100-22+ 6.130 6.075 6.075 6.075 6.075 6.075 6.075 6.075 6.071 6.064
100.820313 100-26+ 6.081 6.019 6.019 6.019 6.019 6.019 6.019 6.019 6.015 6.007
100.945313 100-30+ 6.031 5.964 5.964 5.964 5.964 5.964 5.964 5.964 5.960 5.950
101.070313 101-02+ 5.982 5.909 5.909 5.909 5.909 5.909 5.909 5.909 5.904 5.894
101.195313 101-06+ 5.933 5.854 5.854 5.854 5.854 5.854 5.854 5.854 5.848 5.837
101.320313 101-10+ 5.883 5.798 5.798 5.798 5.798 5.798 5.798 5.798 5.793 5.781
101.445313 101-14+ 5.834 5.743 5.743 5.743 5.743 5.743 5.743 5.743 5.737 5.725
101.570313 101-18+ 5.785 5.688 5.688 5.688 5.688 5.688 5.688 5.688 5.682 5.668
101.695313 101-22+ 5.736 5.634 5.634 5.634 5.634 5.634 5.634 5.634 5.627 5.612
Average Life: 2.83 2.49 2.49 2.49 2.49 2.49 2.49 2.49 2.47 2.43
Mod Dur (100-22+): 2.491 2.223 2.223 2.223 2.223 2.223 2.223 2.223 2.207 2.174
Start Date: 03/1999 03/1999 03/1999 03/1999 03/1999 03/1999 03/1999 03/1999 03/1999 03/1999
End Date: 09/2002 01/2002 01/2002 01/2002 01/2002 01/2002 01/2002 01/2002 10/2001 08/2001
</TABLE>
Collateral Assumptions: Pass-Thru = 7.260%. Wac = 7.520%, Wam =.359, Wala = 1;
30 Days Interest on Prepayments
================================================================================
The computational materials contained herein and the data on which they are
based are preliminary and subject to change. Actual sales of the securities
described herein will be made only pursuant to the terms set forth in a final
prospectus.
<PAGE>
Donaldson, Lufkin & Jenrette Real Estate Finance Group
AMAC98-1_30yrgen A-5
Yield Table (Flat File Coll, No Lookback)
- --------------------------------------------------------------------------------
Current Balance :$38,637,000 Current WAM :359
Pass-Thru Rate :6.5000 Settlement :03/31/98
Accrued Days / Delay Days :30 / 24
- --------------------------------------------------------------------------------
Prepayments
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
5.0% CPR 10.0% CPR 15.0% CPR 20.0% CPR 25.0% CPR 30.0% CPR 35.0% CPR
------------- ------------- ------------- ------------- ------------- ------------- -------------
Price Yield ModDur Yield ModDur Yield ModDur Yield ModDur Yield ModDur Yield ModDur Yield ModDur
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
98.62500 98-20 6.989 2.31 7.008 2.21 7.008 2.21 7.008 2.21 7.008 2.21 7.026 2.12 7.077 1.90
98.75000 98-24 6.935 6.951 6.951 6.951 6.951 6.966 7.010
98.87500 98-28 6.880 6.894 6.894 6.894 6.894 6.907 6.944
99.00000 99-00 6.826 6.837 6.837 6.837 6.837 6.848 6.878
99.12500 99-04 6.772 6.780 6.780 6.780 6.780 6.788 6.812
99.25000 99-08 6.718 6.724 6.724 6.724 6.724 6.729 6.746
99.37500 99-12 6.664 6.667 6.667 6.667 6.667 6.670 6.680
99.50000 99-16 6.610 6.611 6.611 6.611 6.611 6.611 6.614
99.62500 99-20 6.556 2.32 6.554 2.21 6.554 2.21 6.554 2.21 6.554 2.21 6.553 2.13 6.548 1.90
99.75000 99-24 6.502 6.498 6.498 6.498 6.498 6.494 6.483
99.87500 99-28 6.448 6.442 6.442 6.442 6.442 6.435 6.417
100.00000 100-00 6.395 6.385 6.385 6.385 6.385 6.377 6.352
100.12500 100-04 6.341 6.329 6.329 6.329 6.329 6.319 6.287
100.25000 100-08 6.288 6.273 6.273 6.273 6.273 6.260 6.222
100.37500 100-12 6.234 6.218 6.218 6.218 6.218 6.202 6.157
100.50000 100-16 6.181 6.162 6.162 6.162 6.162 6.144 6.092
100.53125 100-17 6.168 2.33 6.148 2.22 6.148 2.22 6.148 2.22 6.148 2.22 6.130 2.13 6.076 1.91
100.62500 100.20 6.128 6.106 6.106 6.106 6.106 6.086 6.027
100.75000 100-24 6.075 6.051 6.051 6.051 6.051 6.028 5.962
100.87500 100-28 6.022 5.995 5.995 5.995 5.995 5.970 5.898
101.00000 101-00 5.969 5.940 5.940 5.940 5.940 5.913 5.833
101.12500 101-04 5.916 5.885 5.885 5.885 5.885 5.855 5.769
101.25000 101-08 5.863 5.829 5.829 5.829 5.829 5.798 5.705
101.37500 101-12 5.811 5.774 5.774 5.774 5.774 5.740 5.641
101.50000 101-16 5.758 2.33 5.719 2.23 5.719 2.23 5.719 2.23 5.719 2.23 5.683 2.14 5.577 1.91
101.62500 101-20 5.706 5.664 5.664 5.664 5.664 5.626 5.513
101.75000 101-24 5.654 5.610 5.610 5.610 5.610 5.569 5.449
101.87500 101-28 5.601 5.555 5.555 5.555 5.555 5.512 5.385
102.00000 102-00 5.549 5.500 5.500 5.500 5.500 5.455 5.321
102.12500 102-04 5.497 5.446 5.446 5.446 5.446 5.398 5.258
102.25000 102-08 5.445 5.391 5.391 5.391 5.391 5.341 5.195
102.37500 102-12 5.393 5.337 5.337 5.337 5.337 5.284 5.131
- ------------------------------------------------------------------------------------------------------------------------------------
Avg Life: 2.62 2.49 2.49 2.49 2.49 2.38 2.10
- ------------------------------------------------------------------------------------------------------------------------------------
First Pay 03/25/99 03/25/99 03/25/99 03/25/99 03/25/99 03/25/99 03/25/99
Last Pay 06/25/02 01/25/02 01/25/02 01/25/02 01/25/02 07/25/01 12/25/00
Prin. Window 40 35 35 35 35 29 22
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
The analyses, calculations, and valuations herein are based on certain
assumptions and data provided by third parties which may vary from the actual
characteristics of the pool. Donaldson, Lufkin and Jenrette Securities
Corporation makes no representation that such analyses or calculations are
accurate or that such valuations represent levels where actual trades may occur.
Investors should rely on the information contained in or filed in connection
with the prospectus / prospectus supplement.
Page 1
<PAGE>
Donaldson, Lufkin & Jenrette - Real Estate Finance Group
Fri Feb 20 09:09:16 1998
AMAC98-1 30yrgen A-5
Yield Table (Flat File Coll, No Lookback)
- --------------------------------------------------------------------------------
Current Balance :$38,637,000 Current WAM : 359
Pass-Thru Rate :6,5000 Settlement : 03/31/98
Accrued Days / Delay Days :30 / 24
- --------------------------------------------------------------------------------
Prepayments
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------
10.0% CPR 20.0% CPR 30.0% CPR 40.0% CPR 50.0% CPR 60.0% CPR
Price ------------------------------------------------------------------------------------------------------
Yield ModDur Yield ModDur Yield ModDur Yield ModDur Yield ModDur Yield ModDur
- ------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
98.62500 98-20 7.008 2.21 7.008 2.21 7.026 2.12 7.143 1.67 7.309 1.28 7.520 0.99
98.75000 98-24 6.951 6.951 6.966 7.068 7.211 7.393
98.87500 98-28 6.894 6.894 6.907 6.993 7.113 7.267
99.00000 99-00 6.837 6.837 6.848 6.917 7.015 7.140
99.12500 99-04 6.780 6.780 6.788 6.842 6.918 7.014
99.25000 99-08 6.724 6.724 6.729 6.767 6.820 6.888
99.37500 99-12 6.667 6.667 6.670 6.692 6.723 6.763
99.50000 99-16 6.611 6.611 6.611 6.618 6.626 6.637
99.62500 99-20 6.554 2.21 6.554 2.21 6.553 2.13 6.543 1.67 6.529 1.29 6.512 1.00
99.75000 99-24 6.498 6.498 6.494 6.468 6.433 6.387
99.87500 99-28 6.442 6.442 6.435 6.394 6.336 6.262
100.00000 100-00 6.385 6.385 6.377 6.320 6.240 6.138
100.12500 100-04 6.329 6.329 6.319 6.246 6.144 6.014
100.25000 100-08 6.273 6.273 6.260 6.172 6.048 5.890
100.37500 100-12 6.218 6.218 6.202 6.098 5.952 5.766
100.50000 100-16 6.162 6.162 6.144 6.024 5.856 5.642
100.53125 100-17 6.148 2.22 6.148 2.22 6.130 2.13 6.006 1.68 5.832 1.29 5.611 1.00
100.62500 100-20 6.106 6.106 6.086 5.951 5.761 5.519
100.75000 100-24 6.051 6.051 6.028 5.877 5.665 5.396
100.87500 100-28 5.995 5.995 5.970 5.804 5.570 5.273
101.00000 101-00 5.940 5.940 5.913 5.730 5.475 5.150
101.12500 101-04 5.885 5.885 5.855 5.657 5.380 5.028
101.25000 101-08 5.829 5.829 5.798 5.584 5.286 4.906
101.37500 101-12 5.774 5.774 5.740 5.511 5.191 4.784
101.50000 101-16 5.719 2.23 5.719 2.23 5.683 2.14 5.439 1.68 5.097 1.30 4.662 1.01
101.62500 101-20 5.664 5.664 5.626 5.366 5.003 4.541
101.75000 101-24 5.610 5.610 5.569 5.293 4.908 4.419
101.87500 101-28 5.555 5.555 5.512 5.221 4.815 4.298
102.00000 102-00 5.500 5.500 5.455 5.149 4.721 4.178
102.12500 102-04 5.446 5.446 5.398 5.077 4.627 4.057
102.25000 102-08 5.391 5.391 5.341 5.005 4.534 3.937
102.37500 102-12 5.337 5.337 5.284 4.933 4.441 3.817
- ----------------------------------------------------------------------------------------------------------------------------
Avg Life 2.49 2.49 2.38 1.83 1.39 1.06
- ----------------------------------------------------------------------------------------------------------------------------
First Pay 03/25/99 03/25/99 03/25/99 03/25/99 03/25/99 01/25/99
Last Pay 01/25/02 01/25/02 07/25/01 07/25/00 12/25/99 07/25/99
Prin. Window 35 35 29 17 10 7
- ----------------------------------------------------------------------------------------------------------------------------
</TABLE>
The analyses, calculations, and valuations herein are based on certain
assumptions and data provided by third parties which may vary from the actual
characteristics of the pool. Donaldson, Lufkin and Jenrette Securities
Corporation makes no representation that such analyses or calculations are
accurate or that such valuations represent levels where actual trades may occur.
Investors should rely on the information contained in or filed in connection
with the prospectus / prospectus supplement.
Page 1
<PAGE>
Donaldson, Lufkin & Jenrette - Real Estate Finance Group
Wed Mar 4 12:01:08 1998
AMAC98-1-30.GEN A6
Yield Table (Flat File Coll, No Lookback)
- --------------------------------------------------------------------------------
Current Balance : $14,635,000 Current WAM :359
Pass-Thru Rate : 6.5000 Settlement :03/31/98
Accrued Days / Delay Days : 30 / 24
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
Prepayments
----------------------------------------
Prepay Vector 1
Price -----------------
Yield ModDur
----------------------------------------
<S> <C> <C> <C>
98.00000 98-00 7.001 3.78
98.12500 98-04 6.967
98.25000 98-08 6.933
98.37500 98-12 6.900
98.50000 98-16 6.867
98.62500 98-20 6.833
98.75000 98-24 6.800
98.87500 98-28 6.767
99.00000 99-00 6.734 3.79
99.12500 99-04 6.701
99.25000 99-08 6.667
99.37500 99-12 6.634
99.50000 99-16 6.601
99.62500 99-20 6.568
99.75000 99-24 6.536
99.87500 99-28 6.503
100.00000 100-00 6.470 3.80
100.12500 100-04 6.437
100.25000 100-08 6.405
100.37500 100-12 6.372
100.50000 100-16 6.339
100.62500 100-20 6.307
100.75000 100-24 6.274
100.87500 100-28 6.242
101.00000 101-00 6.210 3.80
101.12500 101-04 6.177
101.25000 101-08 6.145
101.37500 101-12 6.113
101.50000 101-16 6.081
101.62500 101-20 6.048
101.75000 101-24 6.016
101.87500 101-28 5.984
----------------------------------------
Avg Life 4.51
----------------------------------------
First Pay 02/25/02
Last Pay 06/25/03
Prin. Window 17
----------------------------------------
</TABLE>
1. Prepay Vector (Relative to Factor Date): 1-4 mo = 50.0% CPR; 5-8 mo = 40.0%
CPR; 9-12 mo = 35.0% CPR; 13-16 mo = 30.0% CPR; 17-20 mo = 25.0% CPR; 21-24
mo = 20.0% CPR; 25-life = 15.0% CPR.
The analyses, calculations, and valuations herein are based on certain
assumptions and data provided by third parties which may vary from the actual
characteristics of the pool. Donaldson, Lufkin and Jenrette Securities
Corporation makes no representation that such analyses or calculations are
accurate or that such valuations represent levels where actual trades may occur.
Investors should rely on the information contained in or filed in connection
with the prospectus / prospectus supplement.
Page 1
<PAGE>
Donaldson, Lufkin & Jenrette - Real Estate Finance Group
Wed Mar 4 12:07:26 1998
AMAC98-1-30.GEN A6
Yield Table (Flat File Coll, No Lookback)
- --------------------------------------------------------------------------------
Current Balance : $14,635,000 Current WAM : 359
Pass-Thru Rate : 6.5000 Settlement : 03/31/98
Accrued Days / Delay Days : 30 / 24
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
Prepayments
- -----------------------------------------------------------------------------------------------------------------------------------
Price 75.0% PSA 100.0% PSA 150.0% PSA 200.0% PSA 250.0% PSA 300.0% PSA 400.0% PSA
---------------------------------------------------------------------------------------------------------------
Yield ModDur Yield ModDur Yield ModDur Yield ModDur Yield ModDur Yield ModDur Yield ModDur
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
99.50000 99-16 6.600 4.27 6.602 3.68 6.602 3.68 6.602 3.68 6.602 3.68 6.602 3.68 6.602 3.68
99.53125 99-17 6.593 6.593 6.593 6.593 6.593 6.593 6.593
99.56250 99-18 6.585 6.585 6.585 6.585 6.585 6.585 6.585
99.59375 99-19 6.578 6.576 6.576 6.576 6.576 6.576 6.576
99.62500 99-20 6.571 6.568 6.568 6.568 6.568 6.568 6.568
99.65625 99-21 6.563 6.559 6.559 6.559 6.559 6.559 6.559
99.68750 99-22 6.556 6.551 6.551 6.551 6.551 6.551 6.551
99.71875 99-23 6.549 6.542 6.542 6.542 6.542 6.542 6.542
99.75000 99-24 6.542 4.27 6.534 3.68 6.534 3.68 6.534 3.68 6.534 3.68 6.534 3.68 6.534 3.68
99.78125 99-25 6.534 6.526 6.526 6.526 6.526 6.526 6.526
99.81250 99-26 6.527 6.517 6.517 6.517 6.517 6.517 6.517
99.84375 99-27 6.520 6.509 6.509 6.509 6.509 6.509 6.509
99.87500 99-28 6.512 6.500 6.500 6.500 6.500 6.500 6.500
99.90625 99-29 6.505 6.492 6.492 6.492 6.492 6.492 6.492
99.93750 99-30 6.498 6.483 6.483 6.483 6.483 6.483 6.483
99.96875 99-31 6.491 6.475 6.475 6.475 6.475 6.475 6.475
100.00000 100-00 6.483 4.27 6.466 3.69 6.466 3.69 6.466 3.69 6.466 3.69 6.466 3.69 6.466 3.69
100.03125 100-01 6.476 6.458 6.458 6.458 6.458 6.458 6.458
100.06250 100-02 6.469 6.450 6.450 6.450 6.450 6.450 6.450
100.09375 100-03 6.461 6.441 6.441 6.441 6.441 6.441 6.441
100.12500 100-04 6.454 6.433 6.433 6.433 6.433 6.433 6.433
100.15625 100-05 6.447 6.424 6.424 6.424 6.424 6.424 6.424
100.18750 100-06 6.440 6.416 6.416 6.416 6.416 6.416 6.416
100.21875 100-07 6.432 6.407 6.407 6.407 6.407 6.407 6.407
100.25000 100-08 6.425 4.28 6.399 3.69 6.399 3.69 6.399 3.69 6.399 3.69 6.399 3.69 6.399 3.69
100.28125 100-09 6.418 6.391 6.391 6.391 6.391 6.391 6.391
100.31250 100-10 6.411 6.382 6.382 6.382 6.382 6.382 6.382
100.34375 100-11 6.403 6.374 6.374 6.374 6.374 6.374 6.374
100.37500 100-12 6.396 6.365 6.365 6.365 6.365 6.365 6.365
100.40625 100-13 6.389 6.357 6.357 6.357 6.357 6.357 6.357
100.43750 100-14 6.382 6.349 6.349 6.349 6.349 6.349 6.349
100.46875 100-15 6.374 6.340 6.340 6.340 6.340 6.340 6.340
- -----------------------------------------------------------------------------------------------------------------------------------
Avg Life 5.19 4.36 4.36 4.36 4.36 4.36 4.36
- -----------------------------------------------------------------------------------------------------------------------------------
First Pay 09/25/02 01/25/02 01/25/02 01/25/02 01/25/02 01/25/02 01/25/02
Last Pay 02/25/04 02/25/03 02/25/03 02/25/03 02/25/03 02/25/03 02/25/03
Prin. Window 18 14 14 14 14 14 14
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
The analyses, calculations, and valuations herein are based on certain
assumptions and data provided by third parties which may vary from the actual
characteristics of the pool. Donaldson, Lufkin and Jenrette Securities
Corporation makes no representation that such analyses or calculations are
accurate or that such valuations represent levels where actual trades may occur.
Investors should rely on the information contained in or filed in connection
with the prospectus / prospectus supplement.
Page 1
<PAGE>
<TABLE>
<CAPTION>
Donaldson, Lufkin & Jenrette - Real Estate Financial Group Wed Mar 4 12:09:02 1998
AMAC98-1-30.gen A6
Yield Table (Flat File Coll, No Lookback)
- --------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Current Balance :$14,635,000 Current WAM :359
Pass-Thru Rate :6.5000 Settlement :03/31/98
Accrued Days / Delay Days :30 / 24
- --------------------------------------------------------------------------------------------------------
Prepayments
- --------------------------------------------------------------------------------------------------------
Price 515.0% PSA 600.0% PSA 700.0% PSA 1000.0% PSA
Yield ModDur Yield ModDur Yield ModDur Yield ModDur
- --------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
99.50000 99-16 6.602 3.68 6.603 3.45 6.604 3.8 6.609 2.40
99.53125 99-17 6.593 6.594 6.594 6.596
99.56250 99-18 6.585 6.585 6.584 6.583
99.59375 99-19 6.576 6.576 6.574 6.570
99.62500 99-20 6.568 6.567 6.564 6.557
99.65625 99-21 6.559 6.557 6.554 6.544
99.68750 99-22 6.551 6.548 6.544 6.531
99.71875 99-23 6.542 6.539 6.534 6.518
99.75000 99-24 6.534 3.68 6.530 3.45 6.523 3.8 6.505 2.40
99.78125 99-25 6.526 6.521 6.513 6.492
99.81250 99-26 6.517 6.512 6.503 6.479
99.84375 99-27 6.509 6.503 6.493 6.466
99.87500 99-28 6.500 6.494 6.483 6.453
99.90625 99-29 6.492 6.485 6.473 6.440
99.93750 99-30 6.483 6.476 6.463 6.427
99.96875 99-31 6.475 6.467 6.453 6.414
100.00000 100-00 6.466 3.69 6.458 3.46 6.443 3.9 6.401 2.40
100.03125 100-01 6.458 6.449 6.433 6.388
100.06250 100-02 6.450 6.440 6.423 6.375
100.09375 100-03 6.441 6.431 6.413 6.362
100.12500 100-04 6.433 6.422 6.402 6.349
100.15625 100-05 6.424 6.413 6.392 6.336
100.18750 100-06 6.416 6.404 6.382 6.324
100.21875 100-07 6.407 6.395 6.372 6.311
100.25000 100-08 6.399 3.69 6.386 3.46 6.362 3.9 6.298 2.40
100.28125 100-09 6.391 6.377 6.352 6.285
100.31250 100-10 6.382 6.369 6.342 6.272
100.34375 100-11 6.374 6.360 6.332 6.259
100.37500 100-12 6.365 6.351 6.322 6.246
100.40625 100-13 6.357 6.342 6.312 6.233
100.43750 100-14 6.349 6.333 6.302 6.220
100.46875 100-15 6.340 6.324 6.292 6.208
- --------------------------------------------------------------------------------------------------------
Avg Life 4.36 4.05 3.56 2.70
- --------------------------------------------------------------------------------------------------------
First Pay 01/25/02 01/25/02 08/25/01 10/25/00
Last Pay 02/25/03 07/25/02 12/25/01 01/25/01
Prin. Window 14 7 5 4
- --------------------------------------------------------------------------------------------------------
</TABLE>
The analyses, calculations, and valuations herein are based on certain
assumptions and data provided by third parties which may vary from the actual
characteristics of the pool. Donaldson, Lufkin and Jenrette Securities
Corporation makes no representation that such analyses or calculations are
accurate or that such valuations represent levels where actual trades may occur.
Investors should rely on the information contained in or filed in connection
with the prospectus / prospectus supplement.
26
<PAGE>
DONALDSON, LUFKIN & JENRETTE
STRUCTURED FINANCE DEPARTMENT
<TABLE>
<CAPTION>
Settlement Date: 03/31/1998 AMAC98-1_30yrgen E2 Next Payment Date: 04/25/1998
=================== Interest Accrues From: 03/01/1998
Class: A-6 Par Balance: $14,635,000 Coupon: 6.500000%
75% 100% 150% 200% 250% 300% 500% 515% 600% 700%
PSA PSA PSA PSA PSA PSA PSA PSA PSA PSA
------------------ ------- ------- ------- ------- ------- ------- ------- ------- ------- -------
Price Yield Yield Yield Yield Yield Yield Yield Yield Yield Yield
------------------ ------- ------- ------- ------- ------- ------- ------- ------- ------- -------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
99.250000 99-08 6.659 6.670 6.670 6.670 6.670 6.670 6.670 6.670 6.675 6.686
99.375000 99-12 6.629 6.636 6.636 6.636 6.636 6.636 6.636 6.636 6.639 6.645
99.500000 99-16 6.600 6.602 6.602 6.602 6.602 6.602 6.602 6.602 6.603 6.604
99.625000 99-20 6.571 6.568 6.568 6.568 6.568 6.568 6.568 6.568 6.567 6.564
99.750000 99-24 6.542 6.534 6.534 6.534 6.534 6.534 6.534 6.534 6.530 6.523
99.875000 99-28 6.512 6.500 6.500 6.500 6.500 6.500 6.500 6.500 6.494 6.483
100.000000 100-00 6.483 6.466 6.466 6.466 6.466 6.466 6.466 6.466 6.458 6.443
100.125000 100-04 6.454 6.433 6.433 6.433 6.433 6.433 6.433 6.433 6.422 6.402
100.250000 100-08 6.425 6.399 6.399 6.399 6.399 6.399 6.399 6.399 6.386 6.362
100.375000 100-12 6.396 6.365 6.365 6.365 6.365 6.365 6.365 6.365 6.351 6.322
100.500000 100-16 6.367 6.332 6.332 6.332 6.332 6.332 6.332 6.332 6.315 6.282
100.625000 100-20 6.338 6.298 6.298 6.298 6.298 6.298 6.298 6.298 6.279 6.242
100.750000 100-24 6.309 6.265 6.265 6.265 6.265 6.265 6.265 6.265 6.243 6.202
100.875000 100-28 6.281 6.232 6.232 6.232 6.232 6.232 6.232 6.232 6.208 6.162
101.000000 101-00 6.252 6.198 6.198 6.198 6.198 6.198 6.198 6.198 6.172 6.122
101.125000 101-04 6.223 6.165 6.165 6.165 6.165 6.165 6.165 6.165 6.137 6.083
101.250000 101-08 6.194 6.132 6.132 6.132 6.132 6.132 6.132 6.132 6.101 6.043
Average Life: 5.186 4.360 4.360 4.360 4.360 4.360 4.360 4.360 4.047 3.561
Mod Dur (100-08): 4.275 3.687 3.687 3.687 3.687 3.687 3.687 3.687 3.457 3.088
Start Date: 09/2002 01/2002 01/2002 01/2002 01/2002 01/2002 01/2002 01/2002 01/2002 08/2001
End Date: 02/2004 02/2003 02/2003 02/2003 02/2003 02/2003 02/2003 02/2003 07/2002 12/2001
Collateral Assumptions: Pass-Thru = 7.260%, Wac = 7.520%, Wam = 359, Wala = 1; 30 Days Interest on Prepayments
=================================================================================================================================
</TABLE>
The computational materials contained herein and the data on which they are
based are preliminary and subject to change. Actual sales of the securities
described herein will be made only pursuant to the terms set forth in a final
prospectus.
27
<PAGE>
Donaldson, Lufkin & Jenrette - Real Estate Finance Group
Tue Mar 3 10:36:47 1998
AMAC98-1-30.GEN A6
Yield Table (Flat File Coll, No Lookback)
<TABLE>
<CAPTION>
- -------------------------------------------------------------------------------------------------------------
Current Balance :$14,635,000 Current WAM :359
Pass-Thru Rate :6.5000 Settlement :03/31/98
Accrued Days / Delay Days :30 / 24
- -------------------------------------------------------------------------------------------------------------
Prepayments
- -------------------------------------------------------------------------------------------------------------
0.0% CPR 10.0% CPR 20.0% CPR 30.0% CPR 40.0% CPR
Price --------------------------------------------------------------------------------------
Yield ModDur Yield ModDur Yield ModDur Yield ModDur Yield ModDur
- -------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
98.00000 98-00 6.761 9.02 7.013 3.67 7.013 3.67 7.092 3.09 7.281 2.25
98.12500 98-04 6.747 6.978 6.978 7.051 7.225
98.25000 98-08 6.733 6.944 6.944 7.010 7.168
98.37500 98-12 6.719 6.909 6.909 6.969 7.112
98.50000 98-16 6.705 6.875 6.875 6.929 7.056
98.62500 98-20 6.691 6.841 6.841 6.888 7.000
98.75000 98-24 6.677 6.806 6.806 6.847 6.944
98.87500 98-28 6.663 6.772 6.772 6.806 6.888
99.00000 99-00 6.649 9.06 6.738 3.68 6.738 3.68 6.766 3.10 6.832 2.25
99.12500 99-04 6.635 6.704 6.704 6.725 6.777
99.25000 99-08 6.622 6.670 6.670 6.685 6.721
99.37500 99-12 6.608 6.636 6.636 6.645 6.666
99.50000 99-16 6.594 6.602 6.602 6.604 6.610
99.62500 99-20 6.580 6.568 6.568 6.564 6.555
99.75000 99-24 6.566 6.534 6.534 6.524 6.500
99.87500 99-28 6.553 6.500 6.500 6.484 6.444
100.00000 100-00 6.539 9.09 6.466 3.69 6.466 3.69 6.444 3.10 6.389 2.26
100.12500 100-04 6.525 6.433 6.433 6.404 6.334
100.25000 100-08 6.512 6.399 6.399 6.364 6.279
100.37500 100-12 6.498 6.365 6.365 6.324 6.225
100.50000 100-16 6.485 6.332 6.332 6.284 6.170
100.62500 100-20 6.471 6.298 6.298 6.244 6.115
100.75000 100-24 6.457 6.265 6.265 6.204 6.061
100.87500 100-28 6.444 6.232 6.232 6.165 6.006
101.00000 101-00 6.430 9.12 6.198 3.69 6.198 3.69 6.125 3.11 5.952 2.27
101.12500 101-04 6.417 6.165 6.165 6.086 5.897
101.25000 101-08 6.403 6.132 6.132 6.046 5.843
101.37500 101-12 6.390 6.098 6.098 6.007 5.789
101.50000 101-16 6.377 6.065 6.065 5.967 5.735
101.62500 101-20 6.363 6.032 6.032 5.928 5.681
101.75000 101-24 6.350 5.999 5.999 5.889 5.627
101.87500 101-28 6.336 5.966 5.966 5.850 5.573
- ------------------------------------------------------------------------------------------------------------
Avg Life 14.41 4.36 4.36 3.59 2.52
- ------------------------------------------------------------------------------------------------------------
First Pay 03/25/11 01/25/02 01/25/02 07/25/01 07/25/00
Last Pay 12/25/13 02/25/03 02/25/03 02/25/02 12/25/00
Prin. Window 34 14 14 8 6
- ------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- --------------------------------
50.0% CPR 60.0% CPR
- --------------------------------
Yield ModDur Yield ModDur
- --------------------------------
<S> <C> <C> <C>
7.504 1.70 7.774 1.31
7.429 7.678
7.355 7.581
7.281 7.485
7.206 7.389
7.132 7.293
7.058 7.197
6.984 7.101
6.911 1.70 7.006 1.32
6.837 6.910
6.764 6.815
6.690 6.720
6.617 6.625
6.544 6.531
6.471 6.436
6.398 6.342
6.325 1.71 6.248 1.32
6.253 6.154
6.180 6.060
6.108 5.966
6.035 5.873
5.963 5.779
5.891 5.686
5.819 5.593
5.747 1.72 5.500 1.33
5.676 5.407
5.604 5.315
5.533 5.222
5.461 5.130
5.390 5.038
5.319 4.946
5.248 4.854
- --------------------------------
1.87 1.42
- --------------------------------
12/25/99 07/25/99
04/25/00 10/25/99
5 4
- --------------------------------
</TABLE>
The analyses, calculations, and valuations herein are based on certain
assumptions and data provided by third parties which may vary from the actual
characteristics of the pool. Donaldson, Lufkin and Jenrette Securities
Corporation makes no representation that such analyses or calculations are
accurate or that such valuations represent levels where actual trades may
occur. Investors should rely on the information contained in or filed
in connection with the prospectus / prospectus supplement.
Page 1
<PAGE>
<TABLE>
<CAPTION>
DONALDSON, LUFKIN & JENRETTE
STRUCTURED FINANCE DEPARTMENT
Settlement Date: 03/31/1998 AMAC98-1_30yrgen E2 Next Payment Date: 04/25/1998
=================== Interest Accrues From: 03/01/1998
Class: A-6 Par Balance: $14,635,000 Coupon: 6.500000%
75% 100% 150% 200% 250% 300% 400% 515% 700% 1000%
PSA PSA PSA PSA PSA PSA PSA PSA PSA PSA
----- ----- ----- ----- ----- ----- ----- ----- ----- -----
Price Yield Yield Yield Yield Yield Yield Yield Yield Yield Yield
- ----------------- ----- ----- ----- ----- ----- ----- ----- ----- ----- -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
100.000000 100-00 6.483 6.466 6.466 6.466 6.466 6.466 6.466 6.466 6.443 6.401
100.125000 100-04 6.454 6.433 6.433 6.433 6.433 6.433 6.433 6.433 6.402 6.349
100.250000 100-08 6.425 6.399 6.399 6.399 6.399 6.399 6.399 6.399 6.362 6.298
100.375000 100-12 6.396 6.365 6.365 6.365 6.365 6.365 6.365 6.365 6.322 6.246
100.500000 100-16 6.367 6.332 6.332 6.332 6.332 6.332 6.332 6.332 6.282 6.195
100.625000 100-20 6.338 6.298 6.298 6.298 6.298 6.298 6.298 6.298 6.242 6.143
100.750000 100-24 6.309 6.265 6.265 6.265 6.265 6.265 6.265 6.265 6.202 6.092
100.875000 100-28 6.281 6.232 6.232 6.232 6.232 6.232 6.232 6.232 6.162 6.041
101.000000 101-00 6.252 6.198 6.198 6.198 6.198 6.198 6.198 6.198 6.122 5.990
101.125000 101-04 6.223 6.165 6.165 6.165 6.165 6.165 6.165 6.165 6.083 5.938
101.250000 101-08 6.194 6.132 6.132 6.132 6.132 6.132 6.132 6.132 6.043 5.887
101.375000 101-12 6.166 6.098 6.098 6.098 6.098 6.098 6.098 6.098 6.003 5.836
101.500000 101-16 6.137 6.065 6.065 6.065 6.065 6.065 6.065 6.065 5.964 5.786
101.625000 101-20 6.109 6.032 6.032 6.032 6.032 6.032 6.032 6.032 5.924 5.735
101.750000 101-24 6.080 5.999 5.999 5.999 5.999 5.999 5.999 5.999 5.885 5.684
101.875000 101-28 6.052 5.966 5.966 5.966 5.966 5.966 5.966 5.966 5.845 5.634
102.000000 102-00 6.023 5.933 5.933 5.933 5.933 5.933 5.933 5.933 5.806 5.583
Average Life: 5.186 4.360 4.360 4.360 4.360 4.360 4.360 4.360 3.561 2.696
Mod Dur (101-00): 4.282 3.693 3.693 3.693 3.693 3.693 3.693 3.693 3.094 2.408
Start Date: 09/2002 01/2002 01/2002 01/2002 01/2002 01/2002 01/2002 01/2002 08/2001 10/2000
End Date: 02/2004 02/2003 02/2003 02/2003 02/2003 02/2003 02/2003 02/2003 12/2001 01/2001
</TABLE>
Collateral Assumptions: Pass-Thru = 7.260%, Wac = 7.520%, Wam = 359, Wala = 1;
30 Days Interest on Prepayments
================================================================================
The computational materials contained herein and the data on which they are
based are preliminary and subject to change. Actual sales of the securities
described herein will be made only pursuant to the terms set forth in a final
prospectus.
<PAGE>
DONALDSON, LUFKIN & JENRETTE - REAL ESTATE FINANCE GROUP
AMAC98-1_30yrgen A-6
Yield Table (Flat File Coll, No Lookback)
- --------------------------------------------------------------------------------
Current Balance :$14,635,000 Current WAM :359
Pass-Thru Rate :6.5000 Settlement :03/31/98
Accrued Days / Delay Days :30 / 24
- --------------------------------------------------------------------------------
Prepayments
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Price 5.0% CPR 10.0% CPR 15.0% CPR 20.0% CPR 25.0% CPR 30.0% CPR 35.0% CPR
Yield ModDur Yield ModDur Yield ModDur Yield ModDur Yield ModDur Yield ModDur Yield ModDur
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
98.75000 98-24 6.786 4.05 6.806 3.67 6.806 3.67 6.806 3.67 6.807 3.66 6.847 3.10 6.894 2.62
98.87500 98-28 6.755 6.772 6.772 6.772 6.773 6.806 6.846
99.00000 99-00 6.724 6.738 6.738 6.738 6.738 6.766 6.798
99.12500 99-04 6.693 6.704 6.704 6.704 6.704 6.725 6.750
99.25000 99-08 6.662 6.670 6.670 6.670 6.670 6.685 6.702
99.37500 99-12 6.631 6.636 6.636 6.636 6.636 6.645 6.655
99.50000 99-16 6.601 6.602 6.602 6.602 6.602 6.604 6.607
99.62500 99-20 6.570 6.568 6.568 6.568 6.568 6.564 6.560
99.75000 99-24 6.539 4.06 6.534 3.68 6.534 3.68 6.534 3.68 6.534 3.67 6.524 3.10 6.512 2.63
99.87500 99-28 6.508 6.500 6.500 6.500 6.500 6.484 6.465
100.00000 100-00 6.478 6.466 6.466 6.466 6.466 6.444 6.417
100.12500 100-04 6.447 6.433 6.433 6.433 6.432 6.404 6.370
100.25000 100-08 6.417 6.399 6.399 6.399 6.399 6.364 6.323
100.37500 100-12 6.386 6.365 6.365 6.365 6.365 6.324 6.276
100.50000 100-16 6.356 6.332 6.332 6.332 6.331 6.284 6.229
100.62500 100-20 6.326 6.298 6.298 6.298 6.298 6.244 6.182
100.68750 100-22 6.310 4.07 6.282 3.69 6.282 3.69 6.282 3.69 6.281 3.68 6.224 3.11 6.159 2.64
100.75000 100-24 6.295 6.265 6.265 6.265 6.264 6.204 6.135
100.87500 100-28 6.265 6.232 6.232 6.232 6.231 6.165 6.088
101.00000 101-00 6.235 6.198 6.198 6.198 6.197 6.125 6.042
101.12500 101-04 6.205 6.165 6.165 6.165 6.164 6.086 5.995
101.25000 101-08 6.174 6.132 6.132 6.132 6.130 6.046 5.948
101.37500 101-12 6.144 6.098 6.098 6.098 6.097 6.007 5.902
101.50000 101-16 6.114 6.065 6.065 6.065 6.064 5.968 5.856
101.62500 101-20 6.084 4.08 6.032 3.70 6.032 3.70 6.032 3.70 6.031 3.69 5.928 3.12 5.809 2.64
101.75000 101-24 6.054 5.999 5.999 5.999 5.998 5.889 5.763
101.87500 101-28 6.024 5.966 5.966 5.966 5.964 5.850 5.717
102.00000 102-00 5.994 5.933 5.933 5.933 5.931 5.811 5.671
102.12500 102-04 5.965 5.900 5.900 5.900 5.898 5.772 5.624
102.25000 102-08 5.935 5.867 5.867 5.867 5.865 5.733 5.578
102.37500 102-12 5.905 5.835 5.835 5.835 5.833 5.694 5.533
102.50000 102-16 5.875 5.802 5.802 5.802 5.800 5.655 5.487
- ------------------------------------------------------------------------------------------------------------------------------------
Avg Life 4.89 4.36 4.36 4.36 4.35 3.59 2.98
- ------------------------------------------------------------------------------------------------------------------------------------
First Pay 06/25/02 01/25/02 01/25/02 01/25/02 01/25/02 07/25/01 12/25/00
Last Pay 10/25/03 02/25/03 02/25/03 02/25/03 01/25/03 02/25/02 06/25/01
Prin. Window 17 14 14 14 13 8 7
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
The analyses, calculations, and valuations herein are based on certain
assumptions and data provided by third parties which may vary from the actual
characteristics of the pool. Donaldson, Lufkin and Jenrette Securities
Corporation makes no representation that such analyses or calculations are
accurate or that such valuations represent levels where actual trades may occur.
Investors should rely on the information contained in or filed in connection
with the prospectus / prospectus supplement.
Page 1
<PAGE>
Donaldson, Lufkin & Jenrette - Real Estate Finance Group
AMAC98-1_30yrgen A-6
Yield Table (Flat File Coll, No Lookback)
- --------------------------------------------------------------------------------
Current Balance : $14,635,000 Current WAM : 359
Pass-Thru Rate : 6.5000 Settlement : 03/31/98
Accrued Days / Delay Days : 30 / 24
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
Prepayments
- ---------------------------------------------------------------------------------------
Price 40.0% CPR 45.0% CPR 50.0% CPR 60.0% CPR
----------------------------------------------------------------
Yield ModDur Yield ModDur Yield ModDur Yield ModDur
- ---------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
98.75000 98-24 6.944 2.25 6.999 1.95 7.058 1.70 7.197 1.31
98.87500 98-28 6.888 6.934 6.984 7.101
99.00000 99-00 6.832 6.870 6.911 7.006
99.12500 99-04 6.777 6.806 6.837 6.910
99.25000 99-08 6.721 6.741 6.764 6.815
99.37500 99-12 6.666 6.677 6.690 6.720
99.50000 99-16 6.610 6.613 6.617 6.625
99.62500 99-20 6.555 6.550 6.544 6.531
99.75000 99-24 6.500 2.26 6.486 1.96 6.471 1.71 6.436 1.32
99.87500 99-28 6.444 6.422 6.398 6.342
100.00000 100-00 6.389 6.359 6.325 6.248
100.12500 100-04 6.334 6.295 6.253 6.154
100.25000 100-08 6.279 6.232 6.180 6.060
100.37500 100-12 6.225 6.169 6.108 5.966
100.50000 100-16 6.170 6.105 6.035 5.873
100.62500 100-20 6.115 6.042 5.963 5.779
100.68750 100-22 6.088 2.26 6.011 1.96 5.927 1.71 5.733 1.32
100.75000 100.24 6.061 5.979 5.891 5.686
100.87500 100-28 6.006 5.917 5.819 5.593
101.00000 101-00 5.952 5.854 5.748 5.500
101.12500 101-04 5.897 5.791 5.676 5.407
101.25000 101-08 5.843 5.729 5.604 5.315
101.37500 101-12 5.789 5.666 5.533 5.222
101.50000 101-16 5.735 5.604 5.461 5.130
101.62500 101-20 5.681 2.27 5.542 1.97 5.390 1.72 5.038 1.33
101.75000 101-24 5.627 5.479 5.319 4.946
101.87500 101-28 5.573 5.417 5.248 4.854
102.00000 102-00 5.520 5.355 5.177 4.763
102.12500 102-04 5.466 5.294 5.106 4.671
102.25000 102-08 5.412 5.232 5.036 4.580
102.37500 102-12 5.359 5.170 4.965 4.489
102.50000 102-16 5.306 5.109 4.895 4.398
- ---------------------------------------------------------------------------------------
Avg Life: 2.52 2.16 1.87 1.42
- ---------------------------------------------------------------------------------------
First Pay 07/25/00 03/25/00 12/25/99 07/25/99
Last Pay 12/25/00 07/25/00 04/25/00 10/25/99
Prin. Window 6 5 5 4
- ---------------------------------------------------------------------------------------
</TABLE>
The analyses, calculations, and valuations herein are based on certain
assumptions and data provided by third parties which may vary from the actual
characteristics of the pool. Donaldson, Lufkin and Jenrette Securities
Corporation makes no representation that such analyses or calculations are
accurate or that such valuations represent levels where actual trades may occur.
Investors should rely on the information contained in or filed in connection
with the prospectus / prospectus supplement.
Page 1
<PAGE>
Donaldson, Lufkin & Jenrette - Real Estate Finance Group
AMAC98-1-30.GENA A61
Tranche Cashflow Table (Flat File Coll, No Lookback)
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Current Balance : $1,000,000 Current WAM : 359
Pass-Thru Rate : 6.5000 Settlement : 03/31/98
Accrued Days/Delay Days : 30/24
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
Prepayments: 100.0% PSA
- -----------------------------------------------------------------------------------------------------------------------------------
Interest Principal
------------------------------ --------------------------------------------------
Payment Pass Thru Cum. Int. Chg. Int. Scheduled Cum. Net Total Total
Date Balance Rate Interest Shortfalls Shortfalls Principal Prepay Losses Losses Principal Cashflow
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Grand Totals 284,301.59 1,000,000.00 0.00 0.00 0.00 1,000,000.00 1,284,301.59
1,000,000.00 6.5000 0.00 0.00 0.00
1 04/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
2 05/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
3 06/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
4 07/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
5 08/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
6 09/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
7 10/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
8 11/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
9 12/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
10 01/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
11 02/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
12 03/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
13 04/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
14 05/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
15 06/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
16 07/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
17 08/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
18 09/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
19 10/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
20 11/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
21 12/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
22 01/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
23 02/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
24 03/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
25 04/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
26 05/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
27 06/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
28 07/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
29 08/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
30 09/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
31 10/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
32 11/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
33 12/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
34 01/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
35 02/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
36 03/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
37 04/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
38 05/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
39 06/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
40 07/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
41 08/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
42 09/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
43 10/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
44 11/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
45 12/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00 0.00 0.00 5,416.67
46 01/25/02 969,865.42 6.5000 5,416.67 0.00 0.00 30,134.58 0.00 0.00 0.00 30,134.58 35,551.25
47 02/25/02 889,845.46 6.5000 5,253.44 0.00 0.00 80,019.96 0.00 0.00 0.00 80,019.96 85,273.40
48 03/25/02 810,249.24 6.5000 4,820.00 0.00 0.00 79,596.22 0.00 0.00 0.00 79,596.22 84,416.22
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
The analyses, calculations, and valuations herein are based on certain
assumptions and data provided by third parties which may vary from the actual
characteristics of the pool. Donaldson, Lufkin and Jenrette Securities
Corporation makes no representation that such analyses or calculations are
accurate or that such valuations represent levels where actual trades may occur.
Investors should rely on the information contained in or filed in connection
with the prospectus / prospectus supplement.
Page 1
<PAGE>
Donaldson, Lufkin & Jenrette - Real Estate Finance Group
Fri Mar 6 11:47:09 1998
AMAC98-1-30.GENA A61
Tranche Cashflow Table (Flat File Coll, No Lookback)
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------
Current Balance : $1,000,000 Current WAM :359
Pass-Thru Rate : 6.5000 Settlement :03/31/98
Accrued Days/Delay Days : 30/24
- ------------------------------------------------------------------------------------------------------------
Prepayments: 1000.0% PSA
- ------------------------------------------------------------------------------------------------------------
Interest Principal
------------------------------------ ----------------------------
Payment Pass Thru Cum. Int. Chg. Int. Scheduled
Date Balance Rate Interest Shortfalls Shortfalls Principal Prepay Losses
- ------------------------------------------------------------------------------ ----------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Grand Totals 176,137.10 1,000,000.00 0.00 0.00
1,000,000.00 6.5000 0.00
1 04/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
2 05/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
3 06/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
4 07/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
5 08/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
6 09/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
7 10/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
8 11/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
9 12/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
10 01/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
11 02/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
12 03/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
13 04/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
14 05/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
15 06/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
16 07/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
17 08/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
18 09/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
19 10/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
20 11/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
21 12/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
22 01/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
23 02/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
24 03/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
25 04/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
26 05/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
27 06/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
28 07/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
29 08/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
30 09/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
31 10/25/00 855,503.62 6.5000 5,416.67 0.00 0.00 144,496.38 0.00 0.00
32 11/25/00 496,934.33 6.5000 4,633.98 0.00 0.00 358,569.29 0.00 0.00
33 12/25/00 165,181.41 6.5000 2,691.73 0.00 0.00 331,752.92 0.00 0.00
34 01/25/01 0.00 6.5000 894.73 0.00 0.00 165,181.41 0.00 0.00
</TABLE>
<TABLE>
<CAPTION>
- ----------------------------------
Cum. Net Total Total
Losses Principal Cashflow
- ----------------------------------
<S> <C> <C>
0.00 1,000,000.00 1,176,137.10
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 144,496.38 149,913.04
0.00 358,569.29 363,203.27
0.00 331,752.92 334,444.65
0.00 165,181.41 166,076.14
- ----------------------------------
</TABLE>
The analyses, calculations, and valuations herein are based on certain
assumptions and data provided by third parties which may vary from the actual
characteristics of the pool. Donaldson, Lufkin and Jenrette Securities
Corporation makes no representation that such analyses or calculations are
accurate or that such valuations represent levels where actual trades may occur.
Investors should rely on the information contained in or filed in connection
with the prospectus / prospectus supplement.
Page 1
<PAGE>
Donaldson, Lufkin & Jenrette - Real Estate Finance Group
AMAC98-1-30.GENA A61
Tranche Cashflow Table (Flat File Coll, No Lookback)
<TABLE>
<CAPTION>
- ----------------------------------------------------------------------
<S> <C> <C> <C>
Current Balance :$1,000,000 Current WAM :359
Pass-Thru Rate :6.5000 Settlement :03/31/98
Accrued Days/Delay Days :30/24
- ----------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
Prepayments: 250.0% PSA
- ------------------------------------------------------------------------------------------------------------------------------------
Interest Principal
----------------------------------- ---------------------------------------------
Payment Pass Thru Cum. Int. Chg. Int. Scheduled Cum. Net. Total Total
Date Balance Rate Interest Shortfalls Shortfalls Principal Prepay Losses Losses Principal Cashflow
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
49 04/25/02 731,074.72 6.5000 4,388.85 0.00 0.00 79,174.51 0.00 0.00 0.00 79,174.51 83,563.36
50 05/25/02 652,319.91 6.5000 3,959.99 0.00 0.00 78,754.82 0.00 0.00 0.00 78,754.82 82,714.81
51 06/25/02 573,982.78 6.5000 3,533.40 0.00 0.00 78.337.13 0.00 0.00 0.00 78,337.13 81,870.53
52 07/25/02 496,061.35 6.5000 3,109.07 0.00 0.00 77,921.43 0.00 0.00 0.00 77,921.43 81,030.50
53 08/25/02 418,553.65 6.5000 2,687.00 0.00 0.00 77,507.71 0.00 0.00 0.00 77,507.71 80,194.71
54 09/25/02 341,457.69 6.5000 2,267.17 0.00 0.00 77,095.96 0.00 0.00 0.00 77,095.96 79,363.12
55 10/25/02 264,771.52 6.5000 1,849.56 0.00 0.00 76,686.17 0.00 0.00 0.00 76,686.96 78,535.73
56 11/25/02 188,493.20 6.5000 1,434.18 0.00 0.00 76,278.32 0.00 0.00 0.00 76,278.32 77,712.50
57 12/25/02 112,620.78 6.5000 1,021.00 0.00 0.00 75,872.42 0.00 0.00 0.00 75,872.42 76,893.42
58 01/25/03 37,152.35 6.5000 610.03 0.00 0.00 75,468.43 0.00 0.00 0.00 75,468.43 76,078.46
59 02/25/03 0.00 6.5000 201.24 0.00 0.00 37,152.35 0.00 0.00 0.00 37,152.35 37,353.59
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
The analyses, calculations, and valuations herein are based on certain
assumptions and data provided by third parties which may vary from the actual
characteristics of the pool. Donaldson, Lufkin and Jenrette Securities
Corporation makes no representation that such analyses or calculations are
accurate or that such valuations represent levels where actual trades may occur.
Investors should rely on the information contained in or filed in connection
with the prospectus / prospectus supplement.
Page 2
<PAGE>
Donaldson, Lufkin & Jenrette - Real Estate Finance Group
Fri Mar 6 11:47:09 1998
AMAC98-1-30.GENA A61
Tranche Cashflow Table (Flat File Coll, No Lookback)
<TABLE>
<CAPTION>
- -------------------------------------------------------------------------------------------------------------------
Current Balance : $1,000,000 CURRENT WAM :359
Pass-Thru Rate : 6.5000 SETTLEMENT :03/31/98
Accrued Days / Delay Days : 30 / 24
- -------------------------------------------------------------------------------------------------------------------
Prepayments: 250.0% PSA
- -------------------------------------------------------------------------------------------------------------------
Interest Principal
-------------------------------------------------------------------------
Payment Pass Thru Cum. Int. Chg. Int. Scheduled
Date Balance Rate Interest Shortfalls Shortfalls Principal Prepay Losses
- -------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Grand Totals 284,301.59 1,000,000.00 0.00
1,000,000.00 6.5000 0.00 0.00
1 04/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
2 05/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
3 06/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
4 07/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
5 08/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
6 09/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
7 10/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
8 11/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
9 12/25/98 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
10 01/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
11 02/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
12 03/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
13 04/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
14 05/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
15 06/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
16 07/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
17 08/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
18 09/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
19 10/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
20 11/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
21 12/25/99 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
22 01/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
23 02/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
24 03/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
25 04/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
26 05/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
27 06/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
28 07/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
29 08/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
30 09/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
31 10/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
32 11/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
33 12/25/00 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
34 01/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
35 02/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
36 03/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
37 04/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
38 05/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
39 06/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
40 07/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
41 08/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
42 09/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
43 10/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
44 11/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
45 12/25/01 1,000,000.00 6.5000 5,416.67 0.00 0.00 0.00 0.00 0.00
46 01/25/02 969.865.42 6.5000 5,416.67 0.00 0.00 30,134.58 0.00 0.00
47 02/25/02 889,845.46 6.5000 5,253.44 0.00 0.00 80,018.96 0.00 0.00
48 03/25/02 810,249.24 6.5000 4,820.00 0.00 0.00 79,596.22 0.00 0.00
- -------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ---------------------------------------
Cum. Net Total Total
Losses Principal Cashflow
- ---------------------------------------
<S> <C> <C>
0.00 1,000,000.00 1,284,301.59
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 0.00 5,416.67
0.00 30,134.58 35,551.25
0.00 80,019.96 85,273.40
0.00 79,596.22 84,416.22
- ---------------------------------------
</TABLE>
The analysis, calculations, and valuations herein are based on certain
assumptions and data provided by third parties which may vary from the actual
characteristics of the pool. Donaldson, Lufkin and Jenrette Securities
Corporation makes no representation that such analyses or calculations are
accurate or that such valuations represent levels where actual trades may occur.
Investors should rely on the information contained in or filed in connection
with the prospectus / prospectus supplement.
Page 1
