0001056404-99-000674.txt : 19991206 0001056404-99-000674.hdr.sgml : 19991206 ACCESSION NUMBER: 0001056404-99-000674 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 19991118 ITEM INFORMATION: FILED AS OF DATE: 19991203 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CREDIT SUISSE FIRST BOSTON MORT PASS THR CERT SER 1999 C1 CENTRAL INDEX KEY: 0001097202 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 133320910 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: SEC FILE NUMBER: 333-51771-03 FILM NUMBER: 99768717 BUSINESS ADDRESS: STREET 1: 11 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10010-3629 BUSINESS PHONE: 2123253629 MAIL ADDRESS: STREET 1: 11 MADISON AVENUE CITY: NEW YORK STATE: NY FORMER COMPANY: FORMER CONFORMED NAME: COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES SERIES 1999 C1 DATE OF NAME CHANGE: 19991019 8-K 1 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 : November 18, 1999 (Date of earliest event reported) Commission File No.: 333-51771 Credit Suisse First Boston Mortgage Securities Corp. Commercial Mortgage Pass- Through Certificates Series 1999 - C1 (Exact name of registrant as specified in its charter) New York (governing law of Pooling and Servicing Agreement) (State of Incorporation) Pending (I.R.S. Employer Identification No.) c/o Norwest Bank Minnesota, N.A. 11000 Broken Land Parkway Columbia, Maryland 21044 (Address of principal executive offices) (Zip Code) (410) 884-2000 Registrant's Full Telephone Number (Former name, former address and former fiscal year, if changed since last report) ITEM 5. Other Events On November 18, 1999 distribution was made to holders of Credit Suisse First Boston Mortgage Securities Corp. Commercial Mortgage Pass- Through Certificates Series 1999 - C1 ITEM 7. Financial Statements and Exhibits (c) Exhibits Item 601(a) of Regulation S-K Exhibit Number Description (EX-99.1) Monthly report distributed to holders of Credit Suisse First Boston Mortgage Securities Corp. Commercial Mortgage Pass- Through Certificates Series 1999 - C1 , relating to the November 18, 1999 distribution Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. Credit Suisse First Boston Mortgage Securities Corp. Commercial Mortgage Pass- Through Certificates Series 1999 - C1 Decemeber 03, 1999 by Chase Manhattan Bank, N.A., as Trustee /s/ Nina Velastegui, Assistant Vice President INDEX TO EXHIBITS Exhibit Number Description (EX-99.1) Monthly report distributed to holders of Credit Suisse First Boston Mortgage Securities Corp. Commercial Mortgage Pass- Through Certificates Series 1999 - C1, relating to the November 18,1999 distribution EX-99.1 2 Norwest Bank Minnesota, N. A. Corporate Trust Services Credit Suisse First Boston Mortgage . 3 New York Plaza, 15th Floor Securities Corp New York, NY 10004 Commercial Mortgage Pass-Through Certificates Series 1999-C1 For Additional Information, please contact CTSlink Customer Service 301-816-6600 Reports Available on the World Wide Web @ www.ctslink.com/cmbs Payment Date: 11/18/1999 Record Date: 11/10/1999 TRUSTEE REPORT Table of Contents STATEMENT SECTIONS PAGE(s) Certificate Distribution Detail 2 Certificate Factor Detail 3 Reconciliation Detail 4 Other Required Information 5 Ratings Detail 6 Current Mortgage Loan and Property Stratification Tables 7 - 9 Mortgage Loan Detail 10 - 14 Principal Prepayment Detail 15 Historical Detail 16 Delinquency Loan Detail 17 Specially Serviced Loan Detail 18 - 19 Modified Loan Detail 20 Liquidated Loan Detail 21 This report has been compiled from information provided to Norwest by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Norwest has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Norwest expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties. Underwriter Credit Suisse First Boston Corporation. Eleven Madison Avenue New York, NY 10010-3629 Contact: Louise Fogarty Phone Number: (212) 325-3507 Underwriter Morgan Stanley & Co. Incorporated 1585 Broadway New York, NY 10036 Contact: General Information Number Phone Number: (212)761-4700 Servicer Wells Fargo Bank, NA 555 Montgomery Street, 17th Floor San Francisco, CA 94111 Contact: Stewart McAdams Phone Number: (415) 396-7208 Special Servicer Lennar Partners, Inc 700 N.W. 107th Avenue Miami, FL 33172 Contact: Steve Bruha Phone Number:(305) 229-6614 Copyright 1997, Norwest Bank Minnesota, N.A.
Certificate Distribution Detail Class CUSIP Pass- Through Original Beginning Principal Rate Balance Balance Distribution A-1 22540ALJ5 6.910000% 199,500,000.00 199,500,000.00 726,511.08 A-2 22540ALK2 7.290000% 660,500,000.00 660,500,000.00 0.00 B 22540ALM8 7.530000% 52,600,000.00 52,600,000.00 0.00 C 22540ALN6 7.941822% 58,500,000.00 58,500,000.00 0.00 D 22540ALP1 8.101822% 14,700,000.00 14,700,000.00 0.00 E 22540ALQ9 8.181822% 40,900,000.00 40,900,000.00 0.00 F 22540ALR7 8.181822% 20,500,000.00 20,500,000.00 0.00 G 22540ALZ9 6.910000% 32,200,000.00 32,200,000.00 0.00 H 22540AMA3 6.910000% 23,400,000.00 23,400,000.00 0.00 J 22540AMB1 6.910000% 11,700,000.00 11,700,000.00 0.00 K 22540AMC9 6.910000% 11,700,000.00 11,700,000.00 0.00 L 22540AMD7 6.910000% 15,800,000.00 15,800,000.00 0.00 M 22540AME5 6.910000% 9,300,000.00 9,300,000.00 0.00 N 22540AMF2 6.910000% 7,100,000.00 7,100,000.00 0.00 O 22540AMG0 6.910000% 11,708,234.00 11,708,234.00 0.00 V-1 N/A 0.000000% 0.00 0.00 0.00 V-2 N/A 0.000000% 0.00 0.00 0.00 LR N/A 6.910000% 0.00 0.00 0.00 R N/A 0.000000% 0.00 0.00 0.00 Totals 1,170,108,234.00 1,170,108,234.00 726,511.08
Class CUSIP Interest Prepayment Realized Loss/ Total Distribution Penalties Additional Trust Distribution Fund Expenses A-1 22540ALJ5 1,148,787.50 0.00 0.00 1,875,298.58 A-2 22540ALK2 4,012,537.50 0.00 0.00 4,012,537.50 B 22540ALM8 330,065.00 0.00 0.00 330,065.00 C 22540ALN6 387,163.80 0.00 0.00 387,163.80 D 22540ALP1 99,247.31 0.00 0.00 99,247.31 E 22540ALQ9 278,863.75 0.00 0.00 278,863.75 F 22540ALR7 139,772.78 0.00 0.00 139,772.78 G 22540ALZ9 185,418.33 0.00 0.00 185,418.33 H 22540AMA3 134,745.00 0.00 0.00 134,745.00 J 22540AMB1 67,372.50 0.00 0.00 67,372.50 K 22540AMC9 67,372.50 0.00 0.00 67,372.50 L 22540AMD7 90,981.67 0.00 0.00 90,981.67 M 22540AME5 53,552.50 0.00 0.00 53,552.50 N 22540AMF2 40,884.17 0.00 0.00 40,884.17 O 22540AMG0 67,419.91 0.00 0.00 67,419.91 V-1 N/A 0.00 0.00 0.00 0.00 V-2 N/A 0.00 0.00 0.00 0.00 LR N/A 0.00 0.00 0.00 0.00 R N/A 0.00 0.00 0.00 0.00 Totals 7,104,184.22 0.00 0.00 7,830,695.30
Current Subordination Class CUSIP Ending Balance Level(1) A-1 22540ALJ5 198,773,488.92 26.52% A-2 22540ALK2 660,500,000.00 26.52% B 22540ALM8 52,600,000.00 22.02% C 22540ALN6 58,500,000.00 17.02% D 22540ALP1 14,700,000.00 15.76% E 22540ALQ9 40,900,000.00 12.26% F 22540ALR7 20,500,000.00 10.51% G 22540ALZ9 32,200,000.00 7.76% H 22540AMA3 23,400,000.00 5.76% J 22540AMB1 11,700,000.00 4.76% K 22540AMC9 11,700,000.00 3.75% L 22540AMD7 15,800,000.00 2.40% M 22540AME5 9,300,000.00 1.61% N 22540AMF2 7,100,000.00 1.00% O 22540AMG0 11,708,234.00 0.00% V-1 N/A 0.00 0.00% V-2 N/A 0.00 0.00% LR N/A 0.00 0.00% R N/A 0.00 0.00% Totals 1,169,381,722.92
Original Beginning Pass-Through Notional Notional Class CUSIP Rate Amount Amount A-X 22540ALL0 0.896153% 1,170,108,234.00 1,170,108,234.00
Ending Interest Prepayment Total Notional Class CUSIP Distribution Penalties Distribution Amount A-X 22540ALL0 873,829.74 0.00 873,829.74 1,169,381,722.92 (1) Calculated by taking (A) the sum of the ending certificate balance of all classes less (B) the sum of (i) the ending certificate balance of the designated class and (ii) the ending certificate balance of all classes which are not subordinate to the designated class and dividing the result by (A).
Certificate Factor Detail Beginning Principal Interest Class CUSIP Balance Distribution Distribution A-1 22540ALJ5 1000.00000000 3.64165955 5.75833333 A-2 22540ALK2 1000.00000000 0.00000000 6.07500000 B 22540ALM8 1000.00000000 0.00000000 6.27500000 C 22540ALN6 1000.00000000 0.00000000 6.61818462 D 22540ALP1 1000.00000000 0.00000000 6.75151769 E 22540ALQ9 1000.00000000 0.00000000 6.81818460 F 22540ALR7 1000.00000000 0.00000000 6.81818439 G 22540ALZ9 1000.00000000 0.00000000 5.75833323 H 22540AMA3 1000.00000000 0.00000000 5.75833333 J 22540AMB1 1000.00000000 0.00000000 5.75833333 K 22540AMC9 1000.00000000 0.00000000 5.75833333 L 22540AMD7 1000.00000000 0.00000000 5.75833354 M 22540AME5 1000.00000000 0.00000000 5.75833333 N 22540AMF2 1000.00000000 0.00000000 5.75833380 O 22540AMG0 1000.00000000 0.00000000 5.75833298 V-1 N/A 0.00000000 0.00000000 0.00000000 V-2 N/A 0.00000000 0.00000000 0.00000000 LR N/A 0.00000000 0.00000000 0.00000000 R N/A 0.00000000 0.00000000 0.00000000
Prepayment Realized Loss/ Ending Class CUSIP Penalties Additional Trust Balance Fund Expenses A-1 22540ALJ5 0.00000000 0.00000000 996.35834045 A-2 22540ALK2 0.00000000 0.00000000 1000.00000000 B 22540ALM8 0.00000000 0.00000000 1000.00000000 C 22540ALN6 0.00000000 0.00000000 1000.00000000 D 22540ALP1 0.00000000 0.00000000 1000.00000000 E 22540ALQ9 0.00000000 0.00000000 1000.00000000 F 22540ALR7 0.00000000 0.00000000 1000.00000000 G 22540ALZ9 0.00000000 0.00000000 1000.00000000 H 22540AMA3 0.00000000 0.00000000 1000.00000000 J 22540AMB1 0.00000000 0.00000000 1000.00000000 K 22540AMC9 0.00000000 0.00000000 1000.00000000 L 22540AMD7 0.00000000 0.00000000 1000.00000000 M 22540AME5 0.00000000 0.00000000 1000.00000000 N 22540AMF2 0.00000000 0.00000000 1000.00000000 O 22540AMG0 0.00000000 0.00000000 1000.00000000 V-1 N/A 0.00000000 0.00000000 0.00000000 V-2 N/A 0.00000000 0.00000000 0.00000000 LR N/A 0.00000000 0.00000000 0.00000000 R N/A 0.00000000 0.00000000 0.00000000
Beginnning Ending Notional Interest Prepayment Notional Class CUSIP Amount Distribution Penalties Amount A-X 22540ALL0 1000.00000000 0.74679394 0.00000000 999.37910780
Reconciliation Detail Advance Summary P & I Advances Outstanding 587,162.35 Servicing Advances Outstanding 0.00 Reimbursement for Interest on Advances 0.00 paid from general collections
Servicing Fee Breakdowns Current Period Accrued Master Servicing Fees 48,754.51 Less Delinquent Master Servicing Fees 3,350.50 Less Reductions to Master Servicing Fees 0.00 Plus Master Servicing Fees for Delinquent Payments Received 0.00 Plus Adjustments for Prior Master Servicing Calculation 0.00 Total Master Servicing Fees Collected 45,401.01
Certificate Interest Reconciliation Class Accrued Unrecovered Indemnification Certificate Certificate Prepayment Expense Deferred Interest Interest Shortfall Interest Amount A-1 1,148,787.50 0.00 0.00 0.00 A-2 4,012,537.50 0.00 0.00 0.00 A-X 873,829.74 0.00 0.00 0.00 B 330,065.00 0.00 0.00 0.00 C 387,163.80 0.00 0.00 0.00 D 99,247.31 0.00 0.00 0.00 E 278,863.75 0.00 0.00 0.00 F 139,772.78 0.00 0.00 0.00 G 185,418.33 0.00 0.00 0.00 H 134,745.00 0.00 0.00 0.00 J 67,372.50 0.00 0.00 0.00 K 67,372.50 0.00 0.00 0.00 L 90,981.67 0.00 0.00 0.00 M 53,552.50 0.00 0.00 0.00 N 40,884.17 0.00 0.00 0.00 O 67,419.91 0.00 0.00 0.00 Totals 7,978,013.96 0.00 0.00 0.00
Unpaid Optimal Interest Appraisal Interest Short- Interest Shortfall Interest Reduction Class Fall Amount Distribution Amount Distribution Amount Amount A-1 0.00 1,148,787.50 0.00 1,148,787.50 0.00 A-2 0.00 4,012,537.50 0.00 4,012,537.50 0.00 A-X 0.00 873,829.74 0.00 873,829.74 0.00 B 0.00 330,065.00 0.00 330,065.00 0.00 C 0.00 387,163.80 0.00 387,163.80 0.00 D 0.00 99,247.31 0.00 99,247.31 0.00 E 0.00 278,863.75 0.00 278,863.75 0.00 F 0.00 139,772.78 0.00 139,772.78 0.00 G 0.00 185,418.33 0.00 185,418.33 0.00 H 0.00 134,745.00 0.00 134,745.00 0.00 J 0.00 67,372.50 0.00 67,372.50 0.00 K 0.00 67,372.50 0.00 67,372.50 0.00 L 0.00 90,981.67 0.00 90,981.67 0.00 M 0.00 53,552.50 0.00 53,552.50 0.00 N 0.00 40,884.17 0.00 40,884.17 0.00 O 0.00 67,419.91 0.00 67,419.91 0.00 Totals 0.00 7,978,013.96 0.00 7,978,013.96 0.00
Other Required Information Available Distribution Amount 8,704,525.04 Aggregate Number of Outstanding Mortgage Loans 152 Aggregate Unpaid Principal Balance of the Mortgage Loans 1,169,421,822.98 Aggregate Scheduled Principal Balance of the Mortgage Loans 1,169,381,723.03 Accrued Primary Servicing Fee 60,756.20 Aggregate Amount of Servicing Fee 45,404.01 Aggregate Amount of Trustee Fee 585.50 Aggregate Amount of Certificate Administrator Fee 2,145.20 Aggregate Amount of Special Servicing Fee 0.00 Specially Serviced Loans not Deliquent Number of Outstanding Loans 0 Aggregate Unpaid Principal Balance 0.00 Interest Reserve Account Deposits 0.00 Withdrawals 0.00
Appraisal Reduction Amount Appraisal Date Appraisal Loan Reduction Reduction Number Amount Effected None Total
Ratings Detail Original Ratings Class Cusip DCR Fitch Moody's S&P A-1 22540ALJ5 AAA AAA Aaa X A-2 22540ALK2 AAA AAA Aaa X A-X 22540ALL0 AAA AAA Aaa X B 22540ALM8 AA AA Aa2 X C 22540ALN6 A A A2 X D 22540ALP1 A- A- A3 X E 22540ALQ9 BBB BBB Baa2 X F 22540ALR7 BBB- BBB- Baa3 X G 22540ALZ9 NR BB+ NR X H 22540AMA3 NR BB NR X J 22540AMB1 NR BB- NR X K 22540AMC9 NR B+ NR X L 22540AMD7 NR NR B2 X M 22540AME5 NR NR B3 X N 22540AMF2 NR CCC NR X O 22540AMG0 NR NR NR X
Current Ratings(1) Class Cusip DCR Fitch Moody's S&P A-1 22540ALJ5 AAA AAA Aaa X A-2 22540ALK2 AAA AAA Aaa X A-X 22540ALL0 AAA AAA Aaa X B 22540ALM8 AA AA Aa2 X C 22540ALN6 A A A2 X D 22540ALP1 A- A- A3 X E 22540ALQ9 BBB BBB Baa2 X F 22540ALR7 BBB- BBB- Baa3 X G 22540ALZ9 NR BB+ NR X H 22540AMA3 NR BB NR X J 22540AMB1 NR BB- NR X K 22540AMC9 NR B+ NR X L 22540AMD7 NR NR B2 X M 22540AME5 NR NR B3 X N 22540AMF2 NR CCC NR X O 22540AMG0 NR NR NR X NR - Designates that the class was not rated by the above agency at the time of original issuance. X - Designates that the above rating agency did not rate any classes in this transaction at the time of original issuance. N/A - Data not available this period. 1) For any class not rated at the time of original issuance by any particular rating agency, no request has been made subsequent to issuance to obtain rating information, if any, from such rating agency. The current ratings were obtained directly from the applicable rating agency within 30 days of the payment date listed above. The ratings may have changed since they were obtained. Because the ratings may have changed, you may want to obtain current ratings directly from the rating agencies. Duff & Phelps Credit Rating Co. 55 East Monroe Street Chicago, Illinois 60603 (312) 368- 3100 Fitch IBCA, Inc. One State Street Plaza New York, New York 10004 (212) 908- 0500 Moody's Investors Service 99 Church Street New York, New York 10007 (212) 553- 0300 Standard & Poor's Rating Services 26 Broadway New York, New York 10004 (212) 208- 8000
Current Mortgage Loan and Property Stratification Tables Scheduled Balance % of Scheduled # of Scheduled Agg WAM Weighted Balance Loans Balance Bal. (2) WAC Avg DSCR(1) Below 500,000 14 5,174,628.97 0.44 108 8.2830 1.649739 500,000 to 999,999.99 14 10,823,178.25 0.93 110 8.3237 1.456295 1,000,000 to 1,999,999.99 18 23,594,547.59 2.02 116 8.2448 1.675576 2,000,000 to 2,999,999.99 21 53,398,453.69 4.57 115 8.2642 1.468346 3,000,000 to 3,999,999.99 16 58,158,109.93 4.97 122 8.2220 1.478947 4,000,000 to 4,999,999.99 9 41,002,258.97 3.51 114 7.9822 1.545005 5,000,000 to 5,999,999.99 9 49,342,108.38 4.22 123 7.5991 1.657573 6,000,000 to 6,999,999.99 3 20,269,099.55 1.73 92 8.6162 1.262021 7,000,000 to 7,999,999.99 5 38,236,383.37 3.27 113 7.8751 1.313895 8,000,000 to 8,999,999.99 1 8,485,993.12 0.73 69 7.1700 1.320000 9,000,000 to 9,999,999.99 6 58,142,611.58 4.97 113 8.0937 1.310738 10,000,000 to 14,999,999.99 13 160,551,206.62 13.73 125 8.0024 1.304714 15,000,000 to 19,999,999.99 8 141,114,855.63 12.07 117 8.2331 1.425825 20,000,000 to 29,999,999.99 8 216,206,798.54 18.49 127 7.6960 1.403514 30,000,000 to 39,999,999.99 5 178,961,869.50 15.30 116 8.1992 1.449887 40,000,000 to 49,999,999.99 1 47,919,619.34 4.10 116 8.6000 1.150000 50,000,000 to 59,999,999.99 1 58,000,000.00 4.96 98 7.7500 1.480000 Totals 152 1,169,381,723.03 100.00 118 8.0349 1.413530
State (3) # of Scheduled % of Weighted State Props. Balance Agg. WAM WAC Avg DSCR(1) Bal. (2) Arizona 7 20,013,398.63 1.71 117 7.6264 1.718461 Arkansas 1 632,466.06 0.05 104 8.5000 1.520000 California 48 214,629,111.68 18.35 121 7.8720 1.379557 Colorado 8 55,248,752.08 4.72 134 7.7934 1.289710 Connecticut 9 4,606,098.17 0.39 118 8.7077 1.595585 Florida 11 102,711,072.01 8.78 113 8.2384 1.249129 Georgia 4 13,832,379.87 1.18 108 7.8252 1.467558 Idaho 1 6,680,430.18 0.57 232 6.6840 NAP Illinois 5 15,506,303.99 1.33 108 7.5567 1.359750 Indiana 6 30,846,465.68 2.64 117 7.7951 1.945257 Kentucky 1 3,995,369.16 0.34 118 7.8900 1.700000 Maryland 3 13,629,377.11 1.17 117 8.1645 1.380014 Massachusetts 6 55,057,379.14 4.71 115 8.1169 1.265548 Minnesota 2 23,099,110.10 1.98 129 8.1950 1.241382 Mississippi 1 1,498,393.46 0.13 118 8.1800 1.350000 Missouri 4 29,879,538.01 2.56 118 9.1407 1.290213 Nevada 2 807,227.29 0.07 108 8.0719 1.277985 New Jersey 8 37,345,844.56 3.19 121 8.1569 1.467087 New Mexico 2 7,261,337.15 0.62 232 6.6840 NAP New York 21 234,540,781.03 20.06 111 8.0783 1.584965 North Carolina 4 15,729,916.07 1.35 118 8.5049 1.691502 Ohio 3 9,790,568.24 0.84 113 7.9355 1.403036 Oregon 1 10,937,655.34 0.94 118 7.9900 1.210000 Pennsylvania 3 33,364,972.95 2.85 118 8.6234 1.468384 Puerto Rico 1 38,756,955.67 3.31 118 8.0500 1.250000 South Carolina 2 3,257,017.15 0.28 112 8.3811 1.386625 South Dakota 1 2,391,884.85 0.20 114 7.8000 1.270000 Tennessee 1 2,246,425.77 0.19 117 7.9800 1.790000 Texas 13 42,239,215.81 3.61 116 8.1874 1.280536 Utah 1 4,540,756.17 0.39 232 6.6840 NAP Virginia 1 9,484,704.17 0.81 118 8.7900 1.530000 Washington 6 67,511,841.15 5.77 107 7.7766 1.257421 Washington, DC 2 40,979,761.38 3.50 108 7.7076 1.385368 West Virginia 1 6,989,282.29 0.60 82 9.0300 1.320000 Wisconsin 1 9,339,930.66 0.80 118 8.1600 1.230000 Totals 191 1,169,381,723.03 100.00 118 8.0349 1.413530
Note Rate Note # of Scheduled % of Weighted Rate Loans Balance Agg. WAM WAC Avg DSCR(1) Bal. (2) 6.000% or less 4 48,482,798.27 4.15 216 6.7238 2.263913 7.000% to 7.499% 16 142,345,421.19 12.17 105 7.2420 1.393997 7.500% to 7.999% 32 353,585,484.21 30.24 111 7.7746 1.449737 8.000% to 8.499% 63 388,875,663.94 33.25 117 8.2523 1.336844 8.500% to 8.999% 26 153,734,312.94 13.15 115 8.6252 1.479768 9.000% to 9.499% 9 76,175,868.22 6.51 120 9.1063 1.433512 9.500% to 9.999% 1 3,245,626.61 0.28 119 9.6250 1.650000 10.000% or greater 1 2,936,547.65 0.25 118 10.2200 1.520000 Totals 152 1,169,381,723.03 100.00 118 8.0349 1.413530
Debt Service Coverage Ratio (1) Debt Service # of Scheduled % of Weighted Coverage Ratio Loans Balance Agg. WAM WAC Avg DSCR(1) Bal. (2) Credit Lease 2 40,233,859.05 3.44 232 6.6969 NAP Less than zero 0 0.00 0.00 0 0.0000 0.000000 0.00 to 1.19 6 75,562,115.35 6.46 113 8.5286 1.157101 1.20 to 1.29 49 431,239,826.49 36.88 115 8.1054 1.241879 1.30 to 1.39 33 216,964,195.22 18.55 113 7.9885 1.339282 1.40 to 1.49 15 138,624,692.30 11.85 105 7.8702 1.471354 1.50 to 1.59 14 82,685,268.61 7.07 116 8.2187 1.536239 1.60 to 1.69 7 23,264,944.01 1.99 115 8.1304 1.627561 1.70 to 1.79 12 58,912,438.63 5.04 116 8.1652 1.745459 1.80 to 1.89 1 5,458,870.77 0.47 112 8.0000 1.840000 1.90 to 1.99 5 79,374,966.98 6.79 117 8.0222 1.948680 2.00 and greater 8 17,060,545.62 1.46 126 7.7523 2.703447 Totals 152 1,169,381,723.03 100.00 118 8.0349 1.413530
Property Type Property # of Scheduled % of Weighted Type Loans Balance Agg. WAM WAC Avg DSCR(1) Bal. (2) Credit Lease 11 40,233,859.05 3.44 232 6.6969 NAP Industrial 16 77,768,489.23 6.65 117 8.0678 1.305709 Lodging 18 120,092,748.03 10.27 117 8.1876 1.772797 Mixed Use 4 74,448,132.22 6.37 105 7.5131 1.441185 Mobile Home Park 1 2,289,614.61 0.20 115 8.1500 1.340000 Multi-Family 51 178,701,834.78 15.28 109 7.8736 1.425056 Office 33 355,179,590.21 30.37 114 8.0796 1.326281 Other 11 73,637,892.35 6.30 123 8.6761 1.744630 Retail 41 228,708,820.81 19.56 114 8.1996 1.266367 Self Storage 5 18,320,741.74 1.57 112 8.0128 1.498402 Totals 191 1,169,381,723.03 100.00 118 8.0349 1.413530
Anticipated Remaining Term (ARD and Balloon Loans) Anticipated # of Scheduled % of Weighted Remaining Term(2) Loans Balance Agg. WAM WAC Avg DSCR(1) Bal. (2) 71 months or less 1 8,485,993.12 0.73 69 7.1700 1.320000 72 to 83 months 2 13,529,205.04 1.16 81 8.9382 1.228155 84 to 95 months 0 0.00 0.00 0 0.0000 0.000000 96 to 107 months 19 216,190,328.94 18.49 102 7.4608 1.391674 108 to 119 months 121 865,805,125.36 74.04 116 8.2342 1.410513 120 to 131 months 0 0.00 0.00 0 0.0000 0.000000 132 to 143 months 0 0.00 0.00 0 0.0000 0.000000 144 to 155 months 1 1,064,945.28 0.09 146 9.0800 2.210000 156 to 167 months 2 10,928,041.70 0.93 163 7.1091 2.020519 168 to 227 months 0 0.00 0.00 0 0.0000 0.000000 228 months or greater 2 40,233,859.05 3.44 232 6.6969 NAP Totals 148 1,156,237,498.49 98.88 117 8.0267 1.410701
Remaining Stated Term (Fully Amortizing Loans) Remaining # of Scheduled % of Weighted Stated Term Loans Balance Agg. WAM WAC Avg DSCR(1) Bal. (2) 71 months or less 0 0.00 0.00 0 0.0000 0.000000 72 to 83 months 0 0.00 0.00 0 0.0000 0.000000 84 to 95 months 1 2,978,274.71 0.25 91 8.6300 2.330000 96 to 107 months 0 0.00 0.00 0 0.0000 0.000000 108 to 119 months 0 0.00 0.00 0 0.0000 0.000000 120 to 131 months 0 0.00 0.00 0 0.0000 0.000000 132 to 143 months 0 0.00 0.00 0 0.0000 0.000000 144 to 155 months 0 0.00 0.00 0 0.0000 0.000000 156 to 167 months 1 3,704,224.09 0.32 156 8.1700 1.330000 168 to 227 months 2 6,461,725.74 0.55 178 9.1584 1.527681 300 months or less 0 0.00 0.00 0 0.0000 0.000000 Totals 4 13,144,224.54 1.12 152 8.7601 1.653765
Remaining Amortization Term (ARD and Balloon Loans) Remaining # of Scheduled % of Weighted Amortization Term Loans Balance Agg. WAM WAC Avg DSCR(1) Bal. (2) 228 months or less 1 342,996.95 0.03 108 8.0000 1.370000 229 to 249 months 3 7,600,296.43 0.65 113 7.9024 1.666109 250 to 270 months 0 0.00 0.00 0 0.0000 0.000000 271 to 291 months 30 196,527,693.30 16.81 126 7.6137 1.513942 292 to 312 months 21 144,348,984.83 12.34 115 8.4480 1.496590 313 to 333 months 3 73,070,854.54 6.25 124 7.5721 1.493162 334 to 354 months 40 265,151,435.40 22.67 111 7.7372 1.416806 355 months or greater 50 469,195,237.04 40.12 117 8.3064 1.328866 Totals 148 1,156,237,498.49 98.88 117 8.0267 1.410701
Age of Most Recent NOI Age of Most # of Scheduled % of Weighted Recent NOI Loans Balance Agg. WAM WAC Avg DSCR(1) Bal. (2) 1 year or less 152 1,169,381,723.03 100.00 118 8.0349 1.413530 1 to 2 years 0 0.00 0.00 0 0.0000 0.000000 2 years or greater 0 0.00 0.00 0 0.0000 0.000000 Totals 152 1,169,381,723.03 100.00 118 8.0349 1.413530 (1) Debt Service Coverage Ratios are updated periodically as new NOI figures become available from borrowers on an asset level. In all cases the most current DSCR provided by the Servicer is used. To the extent that no DSCR is provided by the Servicer, information from the offering document is used. The Trustee makes no representations as to the accuracy of the data provided
Mortgage Loan Detail Loan Property Interest Principal Gross Number ODCR Type(1) City State Payment Payment Coupon 1 1 MF New York NY 387,069.44 0.00 7.750% 2 2 OF Seattle WA 175,249.58 11,682.65 7.990% 3 3 OF Seattle WA 101,369.85 6,757.62 7.990% 4 4 OF Seattle WA 74,910.60 4,993.77 7.990% 5 5 RT Tallahassee FL 355,000.89 17,485.11 8.600% 6 6 CL Various CO 151,160.75 35,387.25 6.684% 7 7 CL Various CA 81,137.36 12,811.89 6.721% 8 8 OF San Juan PR 268,780.80 17,273.43 8.050% 9 9 MU Washington DC 244,765.39 21,047.11 7.640% 10 10 LO New York NY 263,222.66 29,668.22 8.500% 11 11 OF New York NY 245,099.54 13,445.03 8.380% 12 12 OF Canton MA 242,346.81 12,305.43 8.490% 13 13 OF New York NY 181,897.80 33,497.20 7.175% 14 14 MU San Francisco CA 182,365.12 19,624.46 7.220% 15 15 LO Various IN 181,396.52 28,281.62 7.540% 16 16 OT Edmundson MO 213,250.26 16,670.06 9.180% 17 17 MF Various CO 175,988.15 11,477.47 8.020% 18 18 OF San Mateo CA 172,611.23 12,192.98 7.870% 19 19 OF Philadelphia PA 149,854.71 6,698.67 8.750% 20 20 OT Brooklyn NY 153,475.99 1,151.98 9.050% 21 21 RT Hyannis MA 74,630.30 12,973.89 7.250% 22 22 RT Chehalis WA 31,316.85 3,201.27 7.250% 23 23 RT Tampa FL 13,854.63 2,408.52 7.250% 24 24 RT St. Paul MN 127,814.09 6,621.77 8.490% 25 25 RT Colorado Springs CO 117,050.83 8,083.51 7.880% 26 26 RT Seminole FL 108,968.48 10,120.85 7.400% 27 27 LO Various AZ 109,791.67 15,836.83 7.500% 29 29 OF Sacramento CA 123,869.08 6,484.94 8.470% 30 30 IN Los Angeles CA 110,090.99 12,904.49 8.100% 31 31 LO Various Various 104,091.88 12,441.04 8.250% 32 32 RT East Norriton PA 92,970.50 4,906.66 8.440% 33 33 RT Various CA 92,035.99 9,628.56 8.410% 34 34 RT Sanibel FL 90,827.98 5,098.02 8.350% 35 35 OF Encino CA 88,047.88 5,509.17 8.210% 36 36 MF Los Angeles CA 81,513.04 6,247.46 7.750% 37 37 IN Hillsboro OR 75,288.39 4,982.51 7.990% 38 38 OF Orange CA 71,178.51 5,136.06 7.900% 39 39 IN Various NJ 78,998.85 4,100.88 9.000% 40 40 OF Parsippany NJ 70,611.38 4,374.62 8.230% 41 41 IN Various NJ 65,318.22 9,134.65 7.700% 42 42 RT Houston TX 68,893.69 4,130.71 8.190% 43 43 RT New York NY 63,179.24 10,817.47 7.515% 44 44 LO Bristol VA 71,840.67 6,521.33 8.790% 45 45 IN Cudahy WI 65,656.66 3,996.34 8.160% 46 46 OF Lynnwood WA 52,428.74 5,637.14 7.170% 47 47 MU Henreitta NY 54,806.46 3,894.71 8.000% 48 48 OF Chicago IL 48,377.81 8,583.83 7.258% 49 49 MF Tallahassee FL 50,758.21 4,016.24 7.630% 50 50 MF Houston TX 53,279.72 3,283.14 8.150% 51 51 OF Oxon Hill MD 52,221.86 2,857.79 8.370% 52 52 RT Charleston WV 54,382.53 4,505.09 9.030% 53 53 SS Oakland CA 46,301.67 6,614.43 7.970% 54 54 IN Miami FL 49,799.72 2,150.76 8.840% 55 55 IN Durham NC 41,667.42 2,651.60 8.070% 56 56 OT Amagansett NY 37,904.43 9,887.81 7.670% 57 57 IN St. Louis Park MN 35,262.16 3,593.38 7.278% 58 58 MF Chamblee GA 32,803.38 5,272.11 7.040% 59 59 SS Brooklyn NY 37,638.70 4,811.19 8.000% 60 60 OF Orange CA 38,019.20 2,389.68 8.110% 61 61 OT Edgewater NJ 30,666.12 5,006.71 6.930% 62 62 RT Morris IL 35,737.17 2,382.34 7.990% 63 63 RT Goldsboro NC 36,359.68 1,908.96 8.450% 64 64 LO Brandon FL 33,377.52 4,520.32 7.790% 65 65 MF Dallas TX 35,123.43 1,859.96 8.410% 66 66 MF Trotwood OH 29,459.50 2,736.16 7.400% 67 67 OF Boston MA 29,125.74 2,723.73 7.400% 68 68 MF Oakland CA 27,673.40 4,852.91 7.250% 69 69 OF Redwood City CA 32,061.72 1,562.30 8.620% 70 70 OF Berkeley CA 27,935.03 3,899.15 7.790% 71 71 MF Various CT 30,898.96 2,836.79 8.760% 72 72 RT Longmont CO 27,571.53 1,806.94 8.010% 73 73 MF Louisville KY 27,158.02 1,886.41 7.890% 74 74 OF New York NY 31,331.21 9,525.49 9.120% 75 75 SS Orange CA 26,955.01 3,711.70 7.850% 76 76 MF San Francisco CA 24,598.58 4,313.69 7.250% 77 77 RT San Antonio TX 27,441.77 1,536.55 8.340% 78 78 MF Washington DC 27,371.46 1,497.87 8.370% 79 79 MF Carney's Point NJ 26,971.56 1,603.29 8.260% 80 80 OF Clinton MD 26,413.87 1,706.13 8.090% 81 81 OT Westhampton Beach NY 25,310.21 13,309.47 8.170% 82 82 MF Brownsville TX 22,729.05 1,582.59 7.900% 83 83 OT Montauk NY 22,537.15 2,277.90 8.100% 84 84 IN Various MA 23,503.84 1,391.55 8.230% 85 85 LO Nags Head NC 26,915.00 1,763.05 9.625% 86 86 OF Carmichael CA 23,079.20 2,217.97 8.660% 87 87 OF Santa Monica CA 20,649.30 1,497.08 7.890% 88 88 OT Montauk NY 21,585.07 23,125.91 8.630% 89 89 MF Houston TX 20,239.30 1,439.95 7.840% 90 90 OF Richmond CA 20,562.21 1,450.73 8.000% 91 91 IN Seattle WA 16,508.56 4,161.99 6.720% 92 92 LO South Bend IN 25,854.85 1,318.25 10.220% 93 93 MF Lindenwold NJ 19,494.72 1,532.29 7.875% 94 94 OF Lutherville MD 17,227.15 1,309.81 7.700% 95 95 RT Chicago IL 16,867.20 1,525.49 7.580% 96 96 RT Staten Island NY 20,557.71 1,491.55 9.370% 97 97 RT Vermillion OH 18,474.71 1,807.82 8.590% 98 98 OF Palm Desert CA 17,696.17 2,015.08 8.250% 99 99 OT Montauk NY 19,750.50 5,934.39 9.220% 100 100 RT Sioux Falls SD 16,073.58 1,203.31 7.800% 101 101 OF Rancho Cucamonga CA 16,693.17 2,325.58 8.112% 102 102 RT Various FL 16,824.52 860.49 8.500% 103 103 OF Dallas TX 16,342.28 953.02 8.260% 104 104 MH Salinas CA 16,081.97 1,898.95 8.150% 105 105 RT Branson MO 17,615.52 1,476.20 9.000% 106 106 MF Memphis TN 15,443.80 1,034.54 7.980% 107 107 OF Great Barrington MA 15,422.54 784.21 8.540% 108 108 RT Auburn CA 12,423.83 761.77 8.160% 109 109 MF Van Nuys CA 11,403.90 704.51 8.130% 110 110 RT New York NY 11,995.58 2,113.18 8.720% 111 111 RT Mission Hills CA 11,424.71 628.43 8.360% 112 112 RT Clarksdale MS 10,559.00 636.27 8.180% 113 113 RT Winston-Salem NC 10,309.79 702.71 8.000% 114 114 RT San Francisco CA 10,313.38 511.00 8.560% 115 115 MF Channelview TX 9,796.70 1,119.75 8.375% 116 116 OT New York NY 7,832.94 945.52 7.050% 117 117 MF Daly City CA 8,705.02 650.48 8.000% 118 118 OF The Woodlands TX 7,821.22 672.30 7.625% 119 119 MF Fort Worth TX 8,468.68 780.44 8.750% 120 120 OT New York NY 6,532.10 423.82 7.150% 121 121 SS Indian Harbor FL 7,927.25 871.02 8.420% 122 122 OT Atlanta GA 8,063.75 749.19 9.080% 123 123 MF Los Angeles CA 7,982.21 356.82 8.750% 124 124 SS Needles CA 7,704.30 785.99 8.550% 125 125 RT Smithtown NY 7,861.72 351.43 8.750% 126 126 MF Hesperia CA 7,153.75 815.59 8.500% 127 127 MF Tempe AZ 7,023.21 817.51 8.375% 128 128 MF Sierra Vista AZ 6,890.52 434.33 8.250% 129 129 OF Greenville SC 7,112.95 326.80 8.700% 130 130 MF Dallas TX 5,908.27 402.96 8.125% 131 131 IN City of Industry CA 5,790.84 769.60 8.000% 132 132 OF San Diego CA 6,127.63 331.24 8.500% 133 133 MF Grass Valley CA 5,120.45 473.27 7.500% 134 134 RT Pittsburgh PA 5,020.70 299.81 8.375% 135 135 RT Corona Del Mar CA 5,259.22 505.51 8.875% 136 136 MF Ft. Smith AR 4,483.02 430.34 8.500% 137 137 MF Houston TX 4,290.53 490.40 8.375% 138 138 MF Garden Grove CA 3,630.77 241.35 8.125% 139 139 MF Waterbury CT 3,663.19 411.10 8.290% 140 140 RT Los Angeles CA 3,622.84 403.30 8.500% 141 141 MF Sparks NV 3,249.55 221.62 8.125% 142 142 MF Tempe AZ 3,208.77 433.71 8.375% 143 143 IN Van Nuys CA 3,092.30 175.58 8.500% 144 144 MF Aurora CO 2,893.75 333.37 8.375% 145 145 MF Phoenix AZ 2,893.75 333.37 8.375% 146 146 MF Aurora CO 2,840.16 327.20 8.375% 147 147 MF Kansas City MO 2,565.97 185.65 8.000% 148 148 MF Livermore CA 2,432.82 165.92 8.125% 149 149 MF Reno NV 2,366.73 560.81 8.000% 150 150 RT Los Angeles CA 2,485.27 276.66 8.500% 151 151 MF Kansas City MO 1,902.91 439.12 8.000% 152 152 MF Phoenix AZ 1,741.61 200.64 8.375% 153 153 MF St. Petersburg FL 1,641.57 110.72 8.125% Totals 8,090,254.95 726,511.08
Loan Anticipated Neg Beginning Ending Paid Number Repayment Maturity Amort Scheduled Scheduled Thru Date Date (Y/N) Balance Balance Date 1 01/11/2008 01/11/2027 N 58,000,000.00 58,000,000.00 11/11/1999 2 05/11/2009 05/11/2029 N 25,471,293.65 25,459,611.00 11/11/1999 3 05/11/2009 05/11/2029 N 14,733,395.34 14,726,637.72 11/11/1999 4 05/11/2009 05/11/2029 N 10,887,729.43 10,882,735.66 11/11/1999 5 07/11/2009 07/11/2029 N 47,937,104.45 47,919,619.34 11/11/1999 6 N/A 03/11/2019 N 26,263,337.04 26,227,949.79 11/11/1999 7 N/A 03/11/2019 N 14,018,721.15 14,005,909.26 11/11/1999 8 09/11/2009 09/11/2029 N 38,774,229.10 38,756,955.67 11/11/1999 9 10/11/2008 10/11/2028 N 37,204,670.69 37,183,623.58 10/11/1999 10 09/11/2009 09/11/2024 N 35,962,109.12 35,932,440.90 11/11/1999 11 08/11/2009 08/11/2029 N 33,965,599.81 33,952,154.78 11/11/1999 12 10/11/2009 10/11/2029 N 33,149,000.00 33,136,694.57 11/11/1999 13 06/11/2008 06/11/2023 N 29,440,579.47 29,407,082.27 11/11/1999 14 05/01/2008 05/01/2028 N 29,332,250.85 29,312,626.39 11/01/1999 15 08/11/2009 08/11/2024 N 27,938,199.65 27,909,918.03 11/11/1999 16 09/11/2009 09/11/2024 N 26,976,629.68 26,959,959.62 11/11/1999 17 09/11/2009 09/11/2029 N 25,482,959.38 25,471,481.91 11/11/1999 18 08/11/2009 08/11/2029 N 25,470,362.51 25,458,169.53 11/11/1999 19 09/11/2009 09/11/2029 N 19,888,550.79 19,881,852.12 11/11/1999 20 N/A 09/11/2009 N 19,693,942.86 19,692,790.88 11/11/1999 21 N/A 10/01/2008 N 11,954,129.62 11,941,155.73 11/01/1999 22 N/A 10/01/2008 N 5,016,269.93 5,013,068.66 11/01/1999 23 N/A 10/01/2008 N 2,219,207.29 2,216,798.77 11/01/1999 24 08/11/2009 08/11/2029 N 17,482,834.40 17,476,212.63 11/11/1999 25 N/A 10/01/2009 N 17,250,000.00 17,241,916.49 11/01/1999 26 N/A 02/01/2009 N 17,100,545.99 17,090,425.14 11/01/1999 27 10/11/2009 11/11/2024 N 17,000,000.00 16,984,163.17 11/11/1999 29 08/11/2009 08/11/2029 N 16,983,230.11 16,976,745.17 11/11/1999 30 09/11/2009 09/11/2024 N 15,783,654.52 15,770,750.03 11/11/1999 31 N/A 01/01/2009 N 14,652,229.11 14,639,788.07 11/01/1999 32 09/11/2009 09/11/2029 N 12,792,149.51 12,787,242.85 11/11/1999 33 09/11/2009 09/11/2024 N 12,708,740.21 12,699,111.65 11/11/1999 34 07/11/2009 07/11/2029 N 12,632,053.82 12,626,955.80 11/11/1999 35 03/11/2009 03/11/2029 N 12,454,221.26 12,448,712.09 11/11/1999 36 05/11/2009 05/11/2029 N 12,214,232.17 12,207,984.71 10/11/1999 37 09/11/2009 09/11/2029 N 10,942,637.85 10,937,655.34 11/11/1999 38 04/11/2009 04/11/2029 N 10,463,154.41 10,458,018.35 11/11/1999 39 09/11/2009 12/11/2027 N 10,193,400.27 10,189,299.39 10/11/1999 40 03/11/2009 03/11/2029 N 9,963,585.96 9,959,211.34 11/11/1999 41 05/11/2009 05/11/2024 N 9,851,092.68 9,841,958.03 11/11/1999 42 09/11/2009 09/11/2029 N 9,768,689.98 9,764,559.27 11/11/1999 43 01/11/2008 01/11/2023 N 9,763,065.58 9,752,248.11 11/11/1999 44 09/11/2009 09/11/2024 N 9,491,225.50 9,484,704.17 11/11/1999 45 09/11/2009 09/11/2029 N 9,343,927.00 9,339,930.66 10/11/1999 46 N/A 08/01/2005 N 8,491,630.26 8,485,993.12 11/01/1999 47 N/A 01/01/2009 N 7,955,776.96 7,951,882.25 11/01/1999 48 N/A 07/01/2008 N 7,740,517.99 7,731,934.16 11/01/1999 49 08/11/2009 08/11/2029 N 7,725,428.77 7,721,412.53 11/11/1999 50 08/11/2009 08/11/2029 N 7,591,806.26 7,588,523.12 11/11/1999 51 09/11/2009 09/11/2029 N 7,245,489.10 7,242,631.31 11/11/1999 52 09/11/2006 09/11/2024 N 6,993,787.38 6,989,282.29 11/11/1999 53 N/A 04/01/2009 N 6,746,508.94 6,739,894.51 11/01/1999 54 07/11/2006 07/11/2029 N 6,542,073.51 6,539,922.75 11/11/1999 55 09/11/2009 09/11/2029 N 5,996,030.98 5,993,379.38 11/11/1999 56 N/A 03/01/2009 N 5,738,989.15 5,729,101.34 11/01/1999 57 N/A 09/01/2013 N 5,626,490.85 5,622,897.47 11/01/1999 58 N/A 12/01/2007 N 5,591,484.53 5,586,212.42 11/01/1999 59 N/A 03/01/2009 N 5,463,681.96 5,458,870.77 11/01/1999 60 08/11/2009 08/11/2029 N 5,444,059.97 5,441,670.29 11/11/1999 61 N/A 03/01/2013 N 5,310,150.94 5,305,144.23 11/01/1999 62 08/11/2009 08/11/2029 N 5,194,146.16 5,191,763.82 11/11/1999 63 09/11/2009 09/11/2029 N 4,996,939.69 4,995,030.73 11/11/1999 64 05/11/2009 05/11/2024 N 4,975,737.12 4,971,216.80 11/11/1999 65 10/11/2009 10/11/2029 N 4,850,000.00 4,848,140.04 11/11/1999 66 02/11/2009 02/11/2029 N 4,623,112.73 4,620,376.57 11/11/1999 67 01/11/2009 01/11/2029 N 4,570,735.60 4,568,011.87 11/11/1999 68 N/A 09/01/2008 N 4,432,669.70 4,427,816.79 11/01/1999 69 07/11/2009 07/11/2029 N 4,319,369.67 4,317,807.37 10/11/1999 70 N/A 02/01/2009 N 4,164,400.49 4,160,501.34 11/01/1999 71 09/11/2009 09/11/2024 N 4,096,194.25 4,093,357.46 11/11/1999 72 09/11/2009 09/11/2029 N 3,997,321.53 3,995,514.59 11/11/1999 73 09/11/2009 09/11/2029 N 3,997,255.57 3,995,369.16 11/11/1999 74 N/A 09/11/2014 N 3,989,543.30 3,980,017.81 11/11/1999 75 N/A 01/01/2009 N 3,987,591.43 3,983,879.73 11/01/1999 76 N/A 09/01/2008 N 3,940,150.93 3,935,837.24 11/01/1999 77 08/11/2009 08/11/2029 N 3,821,086.50 3,819,549.95 11/11/1999 78 09/11/2009 09/11/2029 N 3,797,635.67 3,796,137.80 11/11/1999 79 06/11/2009 06/11/2029 N 3,791,987.28 3,790,383.99 11/11/1999 80 06/11/2009 06/11/2029 N 3,791,615.37 3,789,909.24 11/11/1999 81 N/A 11/01/2012 N 3,717,533.56 3,704,224.09 11/01/1999 82 08/11/2009 08/11/2029 N 3,341,143.02 3,339,560.43 10/11/1999 83 N/A 05/01/2009 N 3,338,837.58 3,336,559.68 11/01/1999 84 N/A 08/11/2009 N 3,316,498.17 3,315,106.62 11/11/1999 85 10/11/2009 10/11/2024 N 3,247,389.66 3,245,626.61 11/11/1999 86 08/11/2009 08/11/2024 N 3,094,878.98 3,092,661.01 11/11/1999 87 N/A 04/01/2009 N 3,039,269.06 3,037,771.98 11/01/1999 88 N/A 06/01/2007 N 3,001,400.62 2,978,274.71 11/01/1999 89 09/11/2009 09/11/2029 N 2,997,920.75 2,996,480.80 11/11/1999 90 N/A 02/01/2009 N 2,984,836.75 2,983,386.02 11/01/1999 91 N/A 09/01/2008 N 2,947,956.98 2,943,794.99 11/01/1999 92 09/11/2009 09/11/2024 N 2,937,865.90 2,936,547.65 11/11/1999 93 N/A 08/01/2008 N 2,874,797.70 2,873,265.41 11/01/1999 94 09/11/2009 09/11/2029 N 2,598,146.37 2,596,836.56 11/11/1999 95 N/A 07/11/2008 N 2,584,131.50 2,582,606.01 11/11/1999 96 09/11/2009 09/11/2024 N 2,547,861.99 2,546,370.44 11/11/1999 97 09/11/2009 09/11/2024 N 2,497,613.30 2,495,805.48 11/11/1999 98 07/11/2009 06/11/2024 N 2,490,956.47 2,488,941.39 11/11/1999 99 N/A 08/01/2014 N 2,487,642.32 2,481,707.93 11/01/1999 100 N/A 05/01/2009 N 2,393,088.16 2,391,884.85 11/01/1999 101 N/A 11/01/2008 N 2,389,745.79 2,387,420.21 11/01/1999 102 09/11/2009 09/11/2029 N 2,298,606.66 2,297,746.17 10/11/1999 103 N/A 08/01/2009 N 2,297,594.01 2,296,640.99 11/01/1999 104 N/A 06/01/2009 N 2,291,513.56 2,289,614.61 11/01/1999 105 09/11/2009 09/11/2024 N 2,272,970.78 2,271,494.58 11/11/1999 106 08/11/2009 08/11/2029 N 2,247,460.31 2,246,425.77 11/11/1999 107 07/11/2009 07/11/2029 N 2,097,194.56 2,096,410.35 11/11/1999 108 08/11/2009 08/11/2029 N 1,768,096.91 1,767,335.14 11/11/1999 109 09/11/2009 09/11/2029 N 1,628,934.84 1,628,230.33 11/11/1999 110 09/11/2009 09/11/2019 N 1,597,517.91 1,595,404.73 11/11/1999 111 09/11/2009 09/11/2029 N 1,587,009.93 1,586,381.50 11/11/1999 112 09/11/2009 09/11/2029 N 1,499,029.73 1,498,393.46 11/11/1999 113 06/11/2009 06/11/2029 N 1,496,582.06 1,495,879.35 10/11/1999 114 09/11/2009 09/11/2029 N 1,399,162.29 1,398,651.29 11/11/1999 115 N/A 01/01/2009 N 1,358,425.33 1,357,305.58 11/01/1999 116 12/11/2008 12/11/2028 N 1,290,257.10 1,289,311.58 11/11/1999 117 N/A 07/01/2008 N 1,263,632.14 1,262,981.66 11/01/1999 118 N/A 11/01/2008 N 1,191,175.44 1,190,503.14 11/01/1999 119 N/A 09/11/2009 N 1,123,954.01 1,123,173.57 11/11/1999 120 12/11/2008 12/11/2038 N 1,096,296.83 1,095,873.01 11/11/1999 121 N/A 03/01/2009 N 1,093,329.82 1,092,458.80 11/01/1999 122 N/A 01/01/2012 N 1,065,694.47 1,064,945.28 11/01/1999 123 N/A 09/11/2009 N 1,059,390.14 1,059,033.32 11/11/1999 124 N/A 06/01/2009 N 1,046,423.92 1,045,637.93 11/01/1999 125 09/11/2009 09/11/2029 N 1,043,399.35 1,043,047.92 11/11/1999 126 N/A 07/01/2009 N 977,362.61 976,547.02 11/01/1999 127 N/A 11/01/2008 N 973,849.32 973,031.81 11/01/1999 128 N/A 01/01/2009 N 969,926.74 969,492.41 11/01/1999 129 N/A 09/11/2009 N 949,447.75 949,120.95 11/11/1999 130 N/A 11/01/2008 N 844,457.99 844,055.03 11/01/1999 131 N/A 11/01/2008 N 840,605.40 839,835.80 11/01/1999 132 N/A 03/01/2009 N 837,172.07 836,840.83 11/01/1999 133 N/A 09/01/2008 N 792,843.58 792,370.31 11/01/1999 134 N/A 12/01/2008 N 696,177.79 695,877.98 11/01/1999 135 N/A 12/01/2008 N 688,167.16 687,661.65 11/01/1999 136 N/A 07/01/2008 N 632,896.40 632,466.06 11/01/1999 137 N/A 01/01/2008 N 594,930.78 594,440.38 11/01/1999 138 N/A 02/01/2009 N 518,938.66 518,697.31 11/01/1999 139 N/A 06/11/2009 N 513,151.81 512,740.71 11/11/1999 140 N/A 11/01/2008 N 494,961.08 494,557.78 11/01/1999 141 N/A 11/01/2008 N 464,451.96 464,230.34 11/01/1999 142 N/A 11/01/2008 N 444,932.75 444,499.04 11/01/1999 143 N/A 11/01/2008 N 422,476.98 422,301.40 11/01/1999 144 N/A 12/01/2008 N 401,251.99 400,918.62 11/01/1999 145 N/A 12/01/2008 N 401,251.98 400,918.61 11/01/1999 146 N/A 12/01/2008 N 393,821.38 393,494.18 11/01/1999 147 N/A 11/01/2008 N 372,479.10 372,293.45 11/01/1999 148 N/A 11/01/2008 N 347,718.00 347,552.08 11/01/1999 149 N/A 11/01/2008 N 343,557.76 342,996.95 11/01/1999 150 N/A 11/01/2008 N 339,543.32 339,266.66 11/01/1999 151 N/A 02/01/2009 N 276,229.48 275,790.36 11/01/1999 152 N/A 12/01/2008 N 241,494.23 241,293.59 11/01/1999 153 N/A 12/01/2008 N 234,626.63 234,515.91 11/01/1999 Totals 1,170,108,234.11 1,169,381,723.03
Appraisal Appraisal Res Mod Reduction Reduction Strat. Code Date Amount (2) (3) Totals 0.00 (1) Property Type Code SS- Self Storage MF- Multi- Family RT- Retail HC- Health Care IN- Industrial WH- Warehouse MH- Mobile Home Park OF- Office LO- Lodging MU- Mixed Use OT- Other (2) Resolution Strategy Code 1- Modification 2- Foreclosure 3- Bankruptcy 4- Extension 5- Note Sale 6- DPO 7- REO 8- Resolved 9- Pending Return to Master Server 10- Deed In Lieu of Foreclosure 11- Full Payoff 12- Reps and Warranties 13- Other or TBD (3) Modification Code 1- Maturity Date Extension 2- Amortization Change 3- Principal Write- Off 4- Combination
Principal Prepayment Detail No Principal Prepayments this Period
Historical Detail Delinquencies Distribution 30-59 Days 60-89 Days 90 Days or More Foreclosure REO Modifications Date # Balance # Balance # Balance # Balance # Balance # Balance 11/18/99 0 $0.00 0 $0.00 0 $0.00 0 $0.00 0 $0.00 0 $0.00
Prepayments Distribution Curtailments Payoff Date # Amount # Amount 11/18/99 0 $0.00 0 $0.00
Rate and Maturities Distribution Next Weighted Avg. WAM Date Coupon Remit 11/15/99 8.034924% 7.921578% 118 Note: Foreclosure and REO Totals are excluded from the delinquencies aging categories.
Delinquency Loan Detail Offering # of Current Outstanding Status of Loan Number Document Months Paid Through P & I P & I Mortgage Cross Delinq. Date Advances Advances** Loan(1) Reference 9 9 0 10/11/1999 263,819.15 263,819.15 B 36 36 0 10/11/1999 86,685.38 86,685.38 B 39 39 0 10/11/1999 82,202.49 82,202.49 B 45 45 0 10/11/1999 68,830.52 68,830.52 B 69 69 0 10/11/1999 33,243.82 33,243.82 B 82 82 0 10/11/1999 24,017.54 24,017.54 B 102 102 0 10/11/1999 17,482.68 17,482.68 B 113 113 0 10/11/1999 10,880.77 10,880.77 A totals 8 587,162.35 587,162.35
Resolution Actual Outstanding Bank- Loan Number Strategy Servicing Foreclosure Principal Servicing ruptcy REO Code (2) Transfer Date Date Balance Advances Date Date 9 37,204,670.69 0.00 36 12,214,232.16 0.00 39 10,193,400.27 0.00 45 9,343,927.00 0.00 69 4,319,369.67 0.00 82 3,341,143.01 0.00 102 2,298,606.66 0.00 113 1,496,582.06 0.00 totals 80,411,931.52 0.00
Current Outstanding Actual Outstanding P & I P & I Principal Servicing Advances Advances Balance Advances Totals for status code = A (1 Loans) 10,880.77 10,880.77 1,496,582.06 0.00 Totals for status code = B (7 Loans) 576,581.58 576,581.58 78,915,349.46 0.00
(1) Status of Mortgage Loan A- Payment Not Received But Still in Grace Period B- Late Payment But Less Than 1 Month Delinquent 0- Current 1- One Month Delinquent 2- Two Months Delinquent 3- Three Or More Months Delinquent 4- Assumed Scheduled Payment (Performing Matured Balloon) 7- Foreclosure 9- REO (2) Resolution Strategy Code 1- Modification 2- Foreclosure 3- Bankruptcy 4- Extension 5- Note Sale 6- DPO 7- REO 8- Resolved 9- Pending Return to Master Server 10- Deed In Lieu Of Foreclosure 11- Full Payoff 12- Reps and Warranties 13- Other or TBD ** Outstanding P & I Advances include the current period advance Specially Serviced Loan Detail - Part 1 No Specially Serviced Loans this Period Specially Serviced Loan Detail - Part 2 No Specially Serviced Loans this Period Modified Loan Detail No Modified Loans Liquidated Loan Detail No Liquidated Loans this Period