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Previous: IXION BIOTECHNOLOGY INC, 424B3, 1999-12-28 |
Next: AMERICAN AADVANTAGE MILEAGE FUNDS, NSAR-B, 1999-12-28 |
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 8-K
CURRENT REPORT
Pursuant to Section 13 or 15(d) of the
Securities Exchange Act of 1934
Date of Report: December 27, 1999
(Date of earliest event reported)
ABN AMRO Mortgage Corporation
(Sponsor)
(Issuer in Respect of Commercial Mortgage Pass-Through
Certificates Series 1998-1)
(Exact name of registrant as specified in charter)
Delaware 333-42127 363886007
(State or other juris- (Commission (I.R.S. Employer
diction of organization) File No.) Identification No.)
181 West Madison Street Chicago, Illinois 60602
(Address of principal executive offices) (Zip Code)
Registrant's Telephone Number, including area code
(248) 643-2530
ITEM 7. FINANCIAL STATEMENTS, PRO FORMA FINANCIAL
INFORMATION AND EXHIBITS
(c) Exhibits
Exhibit Description
99.1 Monthly distribution report pursuant to
Section 4.02 of the Pooling and Servicing
Agreement for the distribution on
December 27, 1999.
Pursuant to the requirements of the Securities Exchange
Act of 1934, the Registrant has duly caused this report
to be signed on behalf of the Registrant by the undersigned
thereunto duly authorized.
LASALLE NATIONAL BANK, IN ITS CAPACITY AS TRUSTEEE
UNDER THE POOLING AND SERVICING AGREEMENT ON BEHALF OF
ABN AMRO Mortgage Corporation, REGISTRANT
By: /s/ Russell Goldenberg
Russell Goldenberg,
Senior Vice President
Date: December 18, 1999
ABN AMRO
LaSalle Bank N.A.
Administrator:
Roxane Ellwanger (800) 246-5761
135 S. LaSalle Street Suite 1625
Chicago, IL 60603-4107
ABN AMRO Mortgage Corporation
(LaSalle Home Mortgage Corporation, as Servicer)
Multi-Class Mortgage Pass-Through Certificates
Series 1998-1
Payment Date: 12/27/99
Prior Payment: 11/26/99
Record Date: 11/30/99
WAC: 7.317970%
WAMM:
Number Of Pages
Table Of Contents 1
REMIC Certificate Report 3
Other Related Information 2
Asset Backed Facts Sheets 3
Delinquency Loan Detail
Total Pages Included In This Package 9
LaSalle Web Site www.lnbabs.com
LaSalle Bulletin Board (714) 282-3990
ASAP #: 330
Monthly Data File Name: 0330MMYY.EXE
ABN AMRO Acct: 67-7920-20-9
Original Opening Principal
Class Face Value (1) Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
IA-1 78,344,523.04 74,676,487.67 137,
00077BAN3 1000.000000000 953.180704564 1.760665643
IA-2 23,789,603. 23,789,60 0.00
00077BAA1 1000.000000000 1000.000000000 0.000000000
IA-3 63,730,000. 4,042,7 576,
00077BAB9 1000.000000000 63.436044877 9.041543386
IA-4 10,043,000.
00077BAC7 1000.000000000 0.000000000 0.000000000
IA-5 37,632,681. 30,385,471065242.500000000
00077BAD5 1000.000000000 807.422653996 28.306314397
IA-6 14,254,582. 14,254,58 0.000000000
00077BAE3 1000.000000000 1000.000000000 0.000000000
IA-X 7,010,057 4,032,6 0.000000000
00077BAW3 1000.000000000 575.269396142 0.000000000
IIA-1 45,850,628. 32,706,32 155,
00077BAF0 1000.000000000 713.323454806 3.393750245
IIA-X 1,828,335 912,8 0.000000000
00077BAG8 1000.000000000 499.291739589 0.000000000
IIA-P 333,045 294,7
00077BAH6 1000.000000000 885.026336070 3.969942333
M 5,416,841 5,280,9
00077BAJ2 1000.000000000 974.910740411 1.380987553
B-1 2,280,777 2,223,5
00077BAK9 1000.000000000 974.910743137 1.380985515
B-2 1,140,388 1,111,7
00077BAL7 1000.000000000 974.910740906 1.380986121
B-3 1,140,387 1,111,7
00077BAP8 1000.000000000 974.910736443 1.380987331
B-4 570,194 555,8
00077BAQ6 1000.000000000 974.910749675 1.380986121
Principal Negative Closing
Class Adj. or Loss Amortization Balance
CUSIP Per $1,000 Per $1,000 Per $1,000
IA-1 0.00 276,966.51 74,815,515.67
00077BAN3 0.000000000 3.535237682 954.955276603
IA-2 0.00 0.00 23,789,6
00077BAA1 0.000000000 0.000000000 1000.000000000
IA-3 0.00 0.00 3,466,5
00077BAB9 0.000000000 0.000000000 54.394501491
IA-4 0.00 0.00
00077BAC7 0.000000000 0.000000000 0.00000000
IA-5 0.00 0.00 29,320,2
00077BAD5 0.000000000 0.000000000 779.116339599
IA-6 0.00 0.00 14,254,5
00077BAE3 0.000000000 0.000000000 1000.000000000
IA-X 0.00 0.00 3,975,9
00077BAW3 0.000000000 0.000000000 567.171497033
IIA-1 0.00 0.00 32,550,7
00077BAF0 0.000000000 0.000000000 709.929704562
IIA-X 0.00 0.00 908,
00077BAG8 0.000000000 0.000000000 496.908066600
IIA-P 0.00 0.00 293,
00077BAH6 0.000000000 0.000000000 881.056393737
M 0.00 0.00 5,273,4
00077BAJ2 0.000000000 0.000000000 973.529752858
B-1 0.00 0.00 2,220,4
00077BAK9 0.000000000 0.000000000 973.529757622
B-2 0.00 0.00 1,110,2
00077BAL7 0.000000000 0.000000000 973.529754785
B-3 0.00 0.00 1,110,2
00077BAP8 0.000000000 0.000000000 973.529749111
B-4 0.00 0.00 555,
00077BAQ6 0.000000000 0.000000000 973.529763554
Interest Interest Pass-Through
Class Payment Adjustment Rate (2)
CUSIP Per $1,000 Per $1,000 Next Rate (3)
IA-1 186,327.75 0.00 0.074448216
00077BAN3 2.378312392 0.000000000 0.074490600
IA-2 128,860.35 0.00 0.065000000
00077BAA1 5.416666684 0.000000000 Fixed
IA-3 23,582.88 0.00 0.070000000
00077BAB9 0.370043622 0.000000000 Fixed
IA-4 0.00 0.00 0.070000000
00077BAC7 0.000000000 0.000000000 Fixed
IA-5 164,588.01 0.00 0.065000000
00077BAD5 4.373539318 0.000000000 Fixed
IA-6 77,212.32 0.00 0.065000000
00077BAE3 5.416666725 0.000000000 Fixed
IA-X 22,683.78 0.00 0.067500000
00077BAW3 3.235890626 0.000000000 Fixed
IIA-1 177,159.28 0.00 0.065000000
00077BAF0 3.863835409 0.000000000 Fixed
IIA-X 4,944.73 0.00 0.065000000
00077BAG8 2.704497512 0.000000000 Fixed
IIA-P 0.00 0.00
00077BAH6 0.000000000 0.000000000
M 29,528.03 0.00 0.067097264
00077BAJ2 5.451153172 0.000000000 0.067067007
B-1 12,432.87 0.00 0.067097264
00077BAK9 5.451155461 0.000000000 0.067067007
B-2 6,216.43 0.00 0.067097264
00077BAL7 5.451153467 0.000000000 0.067067007
B-3 6,216.42 0.00 0.067097264
00077BAP8 5.451149478 0.000000000 0.067067007
B-4 3,108.22 0.00 0.067097264
00077BAQ6 5.451162236 0.000000000 0.067067007
ABN AMRO Acct: 67-7920-20-9
Original Opening Principal
Class Face Value (1) Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
B-5 570,194.64 555,888.84 787.43
00077BAR4 1000.000000000 974.910672608 1.380984570
R (Component R- 0.00
9ABSB238 1000.000000000 0.000000000 0.000000000
Principal Negative Closing
Class Adj. or Loss Amortization Balance
CUSIP Per $1,000 Per $1,000 Per $1,000
B-5 0.00 0.00 555,101.41
00077BAR4 0.000000000 0.000000000 973.529688038
R (Component R- 0.00 0.00 0.00
9ABSB238 0.000000000 0.000000000 0.000000000
Interest Interest Pass-Through
Class Payment Adjustment Rate (2)
CUSIP Per $1,000 Per $1,000 Next Rate (3)
B-5 3,108.23 0.00 0.067097264
00077BAR4 5.451173655 0.000000000 0.067067007
R (Component R- 0.00 0.00 0.0675
9ABSB238 0.000000000 0.000000000 Fixed
ABN AMRO Acct: 67-7920-20-9
Original Opening Principal
Class Face Value (1) Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
REMIC I Interes 285,096,943.82 190,989,832.67 1,674,714.70
None 1000.000000000 669.911890710 5.874193801
R (Component R- 0.00 0.00 0.00
None 1000.000000000 0.000000000 0.000000000
Principal Negative Closing
Class Adj. or Loss Amortization Balance
CUSIP Per $1,000 Per $1,000 Per $1,000
REMIC I Interes 0.00 0.00 189,315,117.97
None 0.000000000 0.000000000 664.037696909
R (Component R- 0.00 0.00 0.00
None 0.000000000 0.000000000 0.000000000
Interest Interest Pass-Through
Class Payment Adjustment Rate (2)
CUSIP Per $1,000 Per $1,000 Next Rate (3)
REMIC I Interes 1,122,935.81 0.00 0.070554696
None 3.93878586 0.00000000 0.070534219
R (Component R- 0.00 0.00
None 0.00000000 0.00000000
Other Related Information
Accrued ReimbursementNet Prior
Class Certificate of Prior Prepayment Unpaid
Interest Losses Int. ShortfalInterest
IA-1 463294.26 0.00 0.00 0.00
IA-2 128860.35 0.00 0.00 0.00
IA-3 23582.88 0.00 0.00 0.00
IA-4 0.00 0.00 0.00 0.00
IA-5 164588.01 0.00 0.00 0.00
IA-6 77212.32 0.00 0.00 0.00
IA-X 22683.78 0.00 0.00 0.00
IIA-1 177159.28 0.00 0.00 0.00
IIA-X 4944.73 0.00 0.00 0.00
IIA-P 0.00 0.00 0.00 0.00
M 29528.03 0.00 0.00 0.00
B-1 12432.87 0.00 0.00 0.00
B-2 6216.43 0.00 0.00 0.00
B-3 6216.42 0.00 0.00 0.00
B-4 3108.22 0.00 0.00 0.00
B-5 3108.22 0.00 0.00 0.00
R (Component 0.00 0.00 0.00 0.00
Total 1122935.80 0.00 0.00 0.00
Ending Actual
Class Unpaid Interest Distribution
Interest Loss of Interest
IA-1 0.00 0.00 463,294.26
IA-2 0.00 0.00 128,860.35
IA-3 0.00 0.00 23,582.88
IA-4 0.00 0.00 0.00
IA-5 0.00 0.00 164,588.01
IA-6 0.00 0.00 77,212.32
IA-X 0.00 0.00 22,683.78
IIA-1 0.00 0.00 177,159.28
IIA-X 0.00 0.00 4,944.73
IIA-P 0.00 0.00 0.00
M 0.00 0.00 29,528.03
B-1 0.00 0.00 12,432.87
B-2 0.00 0.00 6,216.43
B-3 0.00 0.00 6,216.42
B-4 0.00 0.00 3,108.22
B-5 0.00 0.00 3,108.22
R (Component 0.00 0.00 0.00
Total 0.00 0.00 1,122,935.80
Advances
Prior Outstanding
Principal Interest
Servicer 12239.46 66687.68
Trustee: 0.00 0.00
Fiscal Agen 0.00 0.00
12239.46 66687.68
Current Period
Principal Interest
Servicer 17,252.93 82,125.29
Trustee: 0.00 0.00
Fiscal Agen 0.00 0.00
17,252.93 82,125.29
Recovered
Principal Interest
Servicer 10,947.21 52,440.56
Trustee: 0.00 0.00
Fiscal Agen 0.00 0.00
10,947.21 52,440.56
Outstanding
Principal Interest
Servicer 18,545.17 96,372.41
Trustee: 0.00 0.00
Fiscal Agen 0.00 0.00
18,545.17 96,372.41
Other Related Information
Summary of REO Properties
# Property Principal
Name Date of REO Balance Book Value
1 0
2 0
3 0
4 0
5 0
0 00 0 0
0 00 0 0
0 00 0 0
0 00 0 0
0 00 0 0
0 00 0 0
0 00 0 0
# Property Date of FinalAmount Aggregate Other
Name Recovery of Proceeds Rev. Collected
1 0
2 0
3 0
4 0
5 0
0 00 0 0
0 00 0 0
0 00 0 0
0 00 0 0
0 00 0 0
0 00 0 0
0 00 0 0
Summary of Repurchased, Liquidated or Disposed Loans
Property Principal
# Name Loan Number Balance Book Value
1 0
2 0
3 0
4 0
5 0
0 00 0 0
0 00 #REF! #REF!
Group I Prin 0156242517.6 #REF! #REF!
Group II Pri 034747315.05 #REF! #REF!
0Total 190989832.7 #REF! #REF!
0 00 #REF! #REF!
0 00 0 0
0 00 0 0
Property Date of FinalAmount Aggregate Other
# Name Liquidation of Proceeds Rev. Collected
1 0
2 0
3 0
4 0
5 0
0 00 0 0
0 0 #REF! 0 0
Group I Prin 0 #REF! 0 0
Group II Pri 0 #REF! 0 0
0Total #REF! 0 0
0 0 #REF! 0 0
0 00 0 0
0 00 0 0
Asset Backed Facts - Pool Total
DistributionDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
12/27/99 3 1,015,870 2 560,999
0.50% 0.53% 0.33% 0.29%
11/26/99 3 955,398 0 0
0.49% 0.50% 0.00% 0.00%
10/25/99 2 587,373 0 0
0.33% 0.30% 0.00% 0.00%
09/27/99 1 243,096 1 228,780
0.16% 0.12% 0.16% 0.12%
08/25/99 2 497,975 1 512,172
0.32% 0.25% 0.16% 0.26%
07/26/99 3 1,010,953 1 236,816
0.47% 0.50% 0.16% 0.12%
06/25/99 1 237,013 0 0
0.15% 0.11% 0.00% 0.00%
05/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
04/26/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
03/25/99 1 253,856 1 292,045
0.14% 0.11% 0.14% 0.13%
02/25/99 3 794,951 0 0
0.42% 0.34% 0.00% 0.00%
01/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
12/28/98 4 1,489,704 0 0
0.52% 0.60% 0.00% 0.00%
11/25/98 3 1,008,702 0 0
0.38% 0.39% 0.00% 0.00%
10/26/98 3 787,627 1 325,662
0.37% 0.30% 0.12% 0.12%
09/25/98 1 325,922 0 0
0.12% 0.12% 0.00% 0.00%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
12/27/99 0 0 0 0
0.00% 51175926.00% 0.00% 0.00%
11/26/99 0 0.002615956 0 0
0.00% 23661790.95% 0.00% 0.00%
10/25/99 0 0.001193017 0 0
0.00% 0.00% 0.00% 0.00%
09/27/99 1 0 0 0
0.16% 0.00% 0.00% 0.00%
08/25/99 1 0 0 0
0.16% 0.00% 0.00% 0.00%
07/26/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
06/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
05/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
04/26/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
03/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
02/25/99 0 0 0 0
0.00% 32539987.00% 0.00% 0.00%
01/25/99 0 0.001256787 0 0
0.00% 0.00% 0.00% 0.00%
12/28/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
11/25/98 1 0 0 0
0.13% 0.00% 0.00% 0.00%
10/26/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
09/25/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
DistributionREO Modifications
Date # Balance # Balance
12/27/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
11/26/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
10/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
09/27/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
08/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
07/26/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
06/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
05/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
04/26/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
03/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
02/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
01/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
12/28/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
11/25/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
10/26/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
09/25/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
DistributionPrepayments Curr Weighted Avg.
Date # Balance Coupon Remit
12/27/99 5 1,316,802 7.3180% 7.0555%
0.83% 0.006894618
11/26/99 2 668,110 7.3183% 7.0558%
0.33% 0.003478234
10/25/99 3 1,195,988 7.3192% 7.0567%
0.49% 0.00617403
09/27/99 5 1,570,639 7.3209% 7.0584%
0.81% 0.008028621
08/25/99 7 2,274,599 7.3228% 7.0603%
1.13% 0.011468432
07/26/99 10 2,808,150 7.3248% 7.0623%
1.58% 0.013936643
06/25/99 15 5,166,439 7.3288% 7.0663%
2.32% 0.024952822
05/25/99 19 6,354,369 7.3346% 7.0721%
2.85% 0.029726658
04/26/99 19 5,397,413 7.3384% 7.0759%
2.77% 0.024580409
03/25/99 24 8,722,642 7.3463% 7.0838%
3.39% 0.038144144
02/25/99 12 3,510,668 7.3494% 7.0869%
1.66% 0.015095798
01/25/99 23 7,533,229 7.3567% 7.0942%
3.09% 0.031324629
12/28/98 22 8,593,194 7.3627% 7.1002%
2.87% 0.034448291
11/25/98 27 9,056,174 7.3689% 7.1064%
3.40% 0.034977529
10/26/98 14 4,352,638 7.3725% 7.1100%
1.73% 0.016508219
09/25/98 19 5,597,825 7.3779% 7.1154%
2.30% 0.02076
Asset Backed Facts - Group 1 Total
DistributionDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
12/27/99 3 1,015,870 2 560,999
0.60% 0.65% 0.40% 0.36%
11/26/99 3 955,398 0 0
0.60% 0.61% 0.00% 0.00%
10/25/99 2 587,373 0 0
0.40% 0.37% 0.00% 0.00%
09/27/99 1 243,096 1 228,780
0.20% 0.15% 0.20% 0.14%
08/25/99 2 497,975 1 512,172
0.39% 0.31% 0.20% 0.32%
07/26/99 3 1,010,953 1 236,816
0.58% 0.62% 0.19% 0.14%
06/25/99 1 237,013 0 0
0.19% 0.14% 0.00% 0.00%
05/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
04/26/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
03/25/99 1 253,856 1 292,045
0.17% 0.14% 0.17% 0.16%
02/25/99 3 794,951 0 0
0.50% 0.42% 0.00% 0.00%
01/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
12/28/98 4 1,489,704 0 0
0.63% 0.73% 0.00% 0.00%
11/25/98 3 1,008,702 0 0
0.46% 0.47% 0.00% 0.00%
10/26/98 3 787,627 1 325,662
0.45% 0.36% 0.15% 0.15%
09/25/98 1 325,922 0 0
0.15% 0.15% 0.00% 0.00%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
12/27/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
11/26/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
10/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
09/27/99 1 511,759 0 0
0.20% 0.32% 0.00% 0.00%
08/25/99 1 236,618 0 0
0.20% 0.15% 0.00% 0.00%
07/26/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
06/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
05/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
04/26/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
03/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
02/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
01/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
12/28/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
11/25/98 1 325,400 0 0
0.15% 0.15% 0.00% 0.00%
10/26/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
09/25/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
DistributionREO Modifications
Date # Balance # Balance
12/27/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
11/26/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
10/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
09/27/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
08/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
07/26/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
06/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
05/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
04/26/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
03/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
02/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
01/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
12/28/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
11/25/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
10/26/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
09/25/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
DistributionPrepayments Curr Weighted Avg.
Date # Balance Coupon Remit
12/27/99 5 1,316,802 7.4158% 7.1533%
1.00% 0.84%
11/26/99 2 668,110 7.4160% 7.1535%
0.40% 0.43%
10/25/99 2 936,421 7.4166% 7.1541%
0.40% 0.59%
09/27/99 4 1,228,027 7.4182% 7.1557%
0.79% 0.77%
08/25/99 5 1,816,814 7.4189% 7.1564%
0.98% 1.12%
07/26/99 8 2,232,927 7.4209% 7.1584%
1.54% 1.36%
06/25/99 11 3,851,511 7.4242% 7.1617%
2.08% 2.29%
05/25/99 17 5,741,633 7.4288% 7.1663%
3.11% 3.29%
04/26/99 16 4,475,837 7.4340% 7.1715%
2.84% 2.50%
03/25/99 21 7,765,315 7.4405% 7.1780%
3.60% 4.15%
02/25/99 11 3,241,742 7.4436% 7.1811%
1.85% 1.70%
01/25/99 21 6,885,658 7.4502% 7.1877%
3.41% 3.49%
12/28/98 20 7,733,283 7.4545% 7.1920%
3.14% 3.77%
11/25/98 23 7,914,339 7.4587% 7.1962%
3.49% 3.71%
10/26/98 13 4,114,212 7.4613% 7.1988%
1.93% 1.89%
09/25/98 19 5,597,825 7.4659% 7.2034%
2.75% 2.50%
Asset Backed Facts - Group 2 Total
DistributionDelinq 1 Month Delinq 2 Months
Date # Balance # Balance
12/27/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
11/26/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
10/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
09/27/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
08/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
07/26/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
06/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
05/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
04/26/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
03/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
02/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
01/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
12/28/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
11/25/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
10/26/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
09/25/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
DistributionDelinq 3+ Months Foreclosure/Bankruptcy
Date # Balance # Balance
12/27/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
11/26/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
10/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
09/27/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
08/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
07/26/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
06/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
05/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
04/26/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
03/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
02/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
01/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
12/28/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
11/25/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
10/26/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
09/25/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
DistributionREO Modifications
Date # Balance # Balance
12/27/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
11/26/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
10/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
09/27/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
08/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
07/26/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
06/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
05/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
04/26/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
03/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
02/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
01/25/99 0 0 0 0
0.00% 0.00% 0.00% 0.00%
12/28/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
11/25/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
10/26/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
09/25/98 0 0 0 0
0.00% 0.00% 0.00% 0.00%
DistributionPrepayments Curr Weighted Avg.
Date # Balance Coupon Remit
12/27/99 0 0 6.8781% 6.6156%
0.00% 0.00% 0.00% 0.00%
11/26/99 0 0 6.8782% 6.6157%
0.00% 0.00% 0.00% 0.00%
10/25/99 1 259,567 6.8819% 6.6194%
0.93% 0.74% 0.00% 0.00%
09/27/99 1 342,612 6.8866% 6.6241%
0.92% 0.96% 0.00% 0.00%
08/25/99 2 457,786 6.8971% 6.6346%
1.80% 1.25% 0.00% 0.00%
07/26/99 2 575,223 6.9009% 6.6384%
1.77% 1.54% 0.00% 0.00%
06/25/99 4 1,314,928 6.9141% 6.6516%
3.42% 3.40% 0.00% 0.00%
05/25/99 2 612,736 6.9190% 6.6565%
1.68% 1.55% 0.00% 0.00%
04/26/99 3 921,576 6.9172% 6.6547%
2.46% 2.27% 0.00% 0.00%
03/25/99 3 957,327 6.9245% 6.6620%
2.40% 2.29% 0.00% 0.00%
02/25/99 1 268,927 6.9242% 6.6617%
0.79% 0.64% 0.00% 0.00%
01/25/99 2 647,570 6.9275% 6.6650%
1.56% 1.51% 0.00% 0.00%
12/28/98 2 859,911 6.9348% 6.6723%
1.54% 1.95% 0.00% 0.00%
11/25/98 4 1,141,835 6.9463% 6.6838%
2.99% 2.52% 0.00% 0.00%
10/26/98 1 238,426 6.9500% 6.6875%
0.74% 0.52% 0.00% 0.00%
09/25/98 0 0 6.9500% 6.6875%
0.00% 0.00% 0.00% 0.00%
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