-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, GeGpSY58SLzXDt733AYx7/oKH7Dx1Gg7EDVplHP9T2lNOhzz9dJKUoTPyvE0T+a0 MfhCEbmvDs1PDkuC/ByDvQ== 0001056404-02-001453.txt : 20021126 0001056404-02-001453.hdr.sgml : 20021126 20021126101241 ACCESSION NUMBER: 0001056404-02-001453 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20021118 ITEM INFORMATION: Other events ITEM INFORMATION: Financial statements and exhibits FILED AS OF DATE: 20021126 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CSFB COMMERCIAL MORTGAGE BACKED PASS THR CERTS SER 2002 CKN2 CENTRAL INDEX KEY: 0001175598 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-53012-08 FILM NUMBER: 02840107 BUSINESS ADDRESS: STREET 1: C/O CREDIT SUISSE FIRST BOSTON STREET 2: 11 MADISON AVE CITY: NEW YORK STATE: NY ZIP: 10010 BUSINESS PHONE: 2123252000 MAIL ADDRESS: STREET 1: C/O CREDIT SUISSE FIRST BOSTON STREET 2: 11 MADISON AVE CITY: NEW YORK STATE: NY ZIP: 10010 8-K 1 cs02ckn2.txt NOVEMBER 8K 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, 2002 (Date of earliest event reported) Commission File No.: 333-53012-08 Credit Suisse First Boston Mortgage Securities Corp. Commercial Mortgage Pass-Through Certificates, Series 2002-CKN2 (Exact name of registrant as specified in its charter) New York (governing law of Pooling and Servicing Agreement) (State of Incorporation) 52-2365551 52-2365552 52-2365553 52-2365554 52-7281899 52-7281900 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank Minnesota, N.A. 9062 Old Annapolis Road Columbia, Maryland 21045 (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, 2002 a distribution was made to holders of Credit Suisse First Boston Mortgage Securities Corp., Commercial Mortgage Pass-Through Certificates, Series 2002-CKN2. 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 Commercial Mortgage Pass-Through Certificates, Series 2002-CKN2, relating to the November 18, 2002 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 2002-CKN2. By: Wells Fargo Bank Minnesota, N.A., as Trustee By: /s/ Beth Belfield, Assistant Vice President By: Beth Belfield, Assistant Vice President Date: November 18, 2002 INDEX TO EXHIBITS Exhibit Number Description (EX-99.1) Monthly report distributed to holders of Commercial Mortgage Pass-Through Certificates, Series 2002-CKN2, relating to the November 18, 2002 distribution. EX-99.1 Wells Fargo Bank MN, N.A. Corporate Trust Services Credit Suisse First Boston Mortgage Securities Corp. 9062 Old Annapolis Road Commercial Mortgage Pass-Through Certificates Columbia, MD 21045-1951 Series 2002-CKN2 For Additional Information, please contact CTSLink Customer Service (301) 815-6600 Reports Available on the World Wide Web @ www.ctslink.com/cmbs Payment Date: 11/18/2002 Record Date: 10/31/2002 DISTRIBUTION DATE STATEMENT 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 - 16 Principal Prepayment Detail 17 Historical Detail 18 Delinquency Loan Detail 19 - 20 Specially Serviced Loan Detail 21 - 22 Modified Loan Detail 23 Liquidated Loan Detail 24 Depositor Credit Suisse First Boston Mortgage Securities Corp. 11 Madison Avenue, 5th Floor New York, NY 10010 Contact: General Information Number Phone Number (212) 325-2000 Master Servicer KeyCorp Real Estate Capital Markets, Inc. d/b/a Key Commercial Mortgage 911 Main Street, Suite 1500 Kansas City, MO 64105 Contact: Marty O'Connor Phone Number (816) 221-8800 Master & Special Servicer National Cooperative Bank, FSB 1725 Eye Street, NW Washington, DC 20006 Contact: Kathleen Luzik Phone Number: (202) 336-7633 General Special Servicer ARCap Special Servicing, Inc. 5605 N. MacArthur Blvd. Irving, TX 75038 Contact: Chris Crouch Phone Number: (972) 580-1688 Ext 30 This report has been compiled from information provided to Wells Fargo Bank MN, N.A. by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank MN, N.A. has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank MN, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties. Copyright 1997, Wells Fargo Bank Minnesota, N.A.
Certificate Distribution Detail Class CUSIP Pass-Through Original Beginning Principal Rate Balance Balance Distribution A-1 22540VN81 4.637000% 59,040,000.00 55,815,162.24 596,670.90 A-2 22540VN99 5.939000% 116,844,000.00 116,844,000.00 0.00 A-3 22540VP22 6.133000% 572,398,000.00 572,398,000.00 0.00 B 22540VP30 6.256000% 34,430,000.00 34,430,000.00 0.00 C-1 22540VP48 6.376000% 15,000,000.00 15,000,000.00 0.00 C-2 22540VV90 6.816000% 14,840,000.00 14,840,000.00 0.00 D 22540VP55 6.455000% 9,181,000.00 9,181,000.00 0.00 E 22540VU42 6.671000% 11,477,000.00 11,477,000.00 0.00 F 22540VU59 7.007000% 13,772,000.00 13,772,000.00 0.00 G 22540VU67 7.341000% 10,329,000.00 10,329,000.00 0.00 H 22540VU75 6.122000% 11,477,000.00 11,477,000.00 0.00 J 22540VU83 6.122000% 12,624,000.00 12,624,000.00 0.00 K 22540VU91 6.122000% 4,591,000.00 4,591,000.00 0.00 L 22540VV25 6.122000% 4,590,000.00 4,590,000.00 0.00 M 22540VV58 6.122000% 9,182,000.00 9,182,000.00 0.00 N 22540VV66 6.122000% 2,295,000.00 2,295,000.00 0.00 O 22540VV74 6.122000% 16,067,952.00 16,067,952.00 0.00 V N/A 0.000000% 0.00 0.00 0.00 R-I N/A 0.000000% 0.00 0.00 0.00 R-II N/A 0.000000% 0.00 0.00 0.00 R-III N/A 0.000000% 0.00 0.00 0.00 Totals 918,137,952.00 914,913,114.24 596,670.90
Class CUSIP Interest Prepayment Realized Loss/ Total Ending Balance Current Distribution Penalties Additional Trust Distribution Subordination Fund Expenses Level (1) A-1 22540VN81 215,679.09 0.00 0.00 812,349.99 55,218,491.34 18.58% A-2 22540VN99 578,280.43 0.00 0.00 578,280.43 116,844,000.00 18.58% A-3 22540VP22 2,925,430.78 0.00 0.00 2,925,430.78 572,398,000.00 18.58% B 22540VP30 179,495.07 0.00 0.00 179,495.07 34,430,000.00 14.81% C-1 22540VP48 79,700.00 0.00 0.00 79,700.00 15,000,000.00 11.55% C-2 22540VV90 84,291.20 0.00 0.00 84,291.20 14,840,000.00 11.55% D 22540VP55 49,386.13 0.00 0.00 49,386.13 9,181,000.00 10.54% E 22540VU42 63,802.56 0.00 0.00 63,802.56 11,477,000.00 9.29% F 22540VU59 80,417.00 0.00 0.00 80,417.00 13,772,000.00 7.78% G 22540VU67 63,187.66 0.00 0.00 63,187.66 10,329,000.00 6.65% H 22540VU75 58,551.83 0.00 0.00 58,551.83 11,477,000.00 5.40% J 22540VU83 64,403.44 0.00 0.00 64,403.44 12,624,000.00 4.02% K 22540VU91 23,421.75 0.00 0.00 23,421.75 4,591,000.00 3.51% L 22540VV25 23,416.65 0.00 0.00 23,416.65 4,590,000.00 3.01% M 22540VV58 46,843.50 0.00 0.00 46,843.50 9,182,000.00 2.01% N 22540VV66 11,708.33 0.00 0.00 11,708.33 2,295,000.00 1.76% O 22540VV74 81,870.65 0.00 0.00 81,870.65 16,067,952.00 0.00% V N/A 0.00 0.00 0.00 0.00 0.00 0.00% R-I N/A 0.00 0.00 0.00 0.00 0.00 0.00% R-II N/A 0.00 0.00 0.00 0.00 0.00 0.00% R-III N/A 0.00 0.00 0.00 0.00 0.00 0.00% Totals 4,629,886.07 0.00 0.00 5,226,556.97 914,316,443.34
Original Beginning Pass-Through Notional Notional Class CUSIP Rate Amount Amount A-X 22540VV33 0.573838% 918,137,952.00 914,913,114.24 A-SP 22540VV41 1.193905% 572,451,000.00 572,451,000.00 A-Y N/A 0.359629% 153,386,583.87 152,868,585.35
Ending Interest Prepayment Total Notional Class CUSIP Distribution Penalties Distribution Amount A-X 22540VV33 437,509.92 0.00 437,509.92 914,316,443.34 A-SP 22540VV41 569,543.30 0.00 569,543.30 572,451,000.00 A-Y N/A 45,813.36 0.00 45,813.36 152,766,602.23 (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 balance of all classes which are not subordinate to the designated class and dividing the result by (A).
Certificate Factor Detail Beginning Principal Interest Prepayment Realized Loss/ Ending Class CUSIP Balance Distribution Distribution Penalties Additional Trust Balance Fund Expenses A-1 22540VN81 945.37876423 10.10621443 3.65310112 0.00000000 0.00000000 935.27254980 A-2 22540VN99 1,000.00000000 0.00000000 4.94916667 0.00000000 0.00000000 1,000.00000000 A-3 22540VP22 1,000.00000000 0.00000000 5.11083334 0.00000000 0.00000000 1,000.00000000 B 22540VP30 1,000.00000000 0.00000000 5.21333343 0.00000000 0.00000000 1,000.00000000 C-1 22540VP48 1,000.00000000 0.00000000 5.31333333 0.00000000 0.00000000 1,000.00000000 C-2 22540VV90 1,000.00000000 0.00000000 5.68000000 0.00000000 0.00000000 1,000.00000000 D 22540VP55 1,000.00000000 0.00000000 5.37916676 0.00000000 0.00000000 1,000.00000000 E 22540VU42 1,000.00000000 0.00000000 5.55916703 0.00000000 0.00000000 1,000.00000000 F 22540VU59 1,000.00000000 0.00000000 5.83916642 0.00000000 0.00000000 1,000.00000000 G 22540VU67 1,000.00000000 0.00000000 6.11750024 0.00000000 0.00000000 1,000.00000000 H 22540VU75 1,000.00000000 0.00000000 5.10166681 0.00000000 0.00000000 1,000.00000000 J 22540VU83 1,000.00000000 0.00000000 5.10166667 0.00000000 0.00000000 1,000.00000000 K 22540VU91 1,000.00000000 0.00000000 5.10166630 0.00000000 0.00000000 1,000.00000000 L 22540VV25 1,000.00000000 0.00000000 5.10166667 0.00000000 0.00000000 1,000.00000000 M 22540VV58 1,000.00000000 0.00000000 5.10166630 0.00000000 0.00000000 1,000.00000000 N 22540VV66 1,000.00000000 0.00000000 5.10166885 0.00000000 0.00000000 1,000.00000000 O 22540VV74 1,000.00000000 0.00000000 5.09527599 0.00000000 0.00000000 1,000.00000000 V N/A 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-I N/A 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-II N/A 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-III N/A 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Beginnning Ending Notional Interest Prepayment Notional Class CUSIP Amount Distribution Penalties Amount A-X 22540VV33 996.48763266 0.47651872 0.00000000 995.83776201 A-SP 22540VV41 1,000.00000000 0.99492061 0.00000000 1,000.00000000 A-Y N/A 996.62292160 0.29867906 0.00000000 995.95804519
Reconciliation Detail Advance Summary P & I Advances Outstanding 1,485,358.06 Servicing Advances Outstanding 350.00 Reimbursement for Interest on Advances 102.69 paid from general collections
Servicing Fee Breakdowns Current Period Accrued Servicing Fees 46,677.73 Less Delinquent Servicing Fees 11,467.18 Less Reductions to Servicing Fees 0.00 Plus Servicing Fees for Delinquent Payments Received 7,337.26 Plus Adjustments for Prior Servicing Calculation 0.00 Total Servicing Fees Collected 42,547.81
Certificate Interest Reconciliation Class Accrued Net Aggregate Distributable Distributable Additional Interest Remaining Unpaid Certificate Prepayment Certificate Certificate Trust Distribution Distributable Interest Interest Shortfall Interest Interest Fund Certificate Adjustment Expenses Interest A-1 215,679.09 0.00 215,679.09 0.00 0.00 215,679.09 0.00 A-2 578,280.43 0.00 578,280.43 0.00 0.00 578,280.43 0.00 A-3 2,925,430.78 0.00 2,925,430.78 0.00 0.00 2,925,430.78 0.00 A-X 437,509.92 0.00 437,509.92 0.00 0.00 437,509.92 0.00 A-SP 569,543.30 0.00 569,543.30 0.00 0.00 569,543.30 0.00 A-Y 45,813.36 0.00 45,813.36 0.00 0.00 45,813.36 0.00 B 179,495.07 0.00 179,495.07 0.00 0.00 179,495.07 0.00 C-1 79,700.00 0.00 79,700.00 0.00 0.00 79,700.00 0.00 C-2 84,291.20 0.00 84,291.20 0.00 0.00 84,291.20 0.00 D 49,386.13 0.00 49,386.13 0.00 0.00 49,386.13 0.00 E 63,802.56 0.00 63,802.56 0.00 0.00 63,802.56 0.00 F 80,417.00 0.00 80,417.00 0.00 0.00 80,417.00 0.00 G 63,187.66 0.00 63,187.66 0.00 0.00 63,187.66 0.00 H 58,551.83 0.00 58,551.83 0.00 0.00 58,551.83 0.00 J 64,403.44 0.00 64,403.44 0.00 0.00 64,403.44 0.00 K 23,421.75 0.00 23,421.75 0.00 0.00 23,421.75 0.00 L 23,416.65 0.00 23,416.65 0.00 0.00 23,416.65 0.00 M 46,843.50 0.00 46,843.50 0.00 0.00 46,843.50 0.00 N 11,708.33 0.00 11,708.33 0.00 0.00 11,708.33 0.00 O 81,973.34 0.00 81,973.34 0.00 102.69 81,870.65 281.94 Total 5,682,855.34 0.00 5,682,855.34 0.00 102.69 5,682,752.65 281.94
Other Required Information Available Distribution Amount (1) 6,279,423.55 Aggregate Number of Outstanding Loans 204 Aggregate Unpaid Principal Balance of Loans 914,487,053.83 Aggregate Stated Principal Balance of Loans 914,316,443.43 Aggregate Amount of Servicing Fee 42,547.81 Aggregate Amount of Special Servicing Fee 0.00 Aggregate Amount of Trustee Fee 2,354.93 Aggregate Trust Fund Expenses 102.69 Interest Reserve Deposit 0.00 Interest Reserve Withdrawal 0.00 Specially Serviced Loans not Delinquent Number of Outstanding Loans 0 Aggregate Unpaid Principal Balance 0.00 (1) The Available Distribution Amount includes any Prepayment Premiums.
Appraisal Reduction Amount Appraisal Cumulative Date Appraisal Loan Reduction ASER Reduction Number Amount Amount Effected None Total
Ratings Detail Original Ratings Current Ratings Class CUSIP Fitch Moody's S&P Fitch Moody's S&P A-1 22540VN81 X Aaa AAA X Aaa AAA A-2 22540VN99 X Aaa AAA X Aaa AAA A-3 22540VP22 X Aaa AAA X Aaa AAA A-X 22540VV33 X Aaa AAA X Aaa AAA A-SP 22540VV41 X Aaa AAA X Aaa AAA A-Y N/A X Aaa AAA X Aaa AAA B 22540VP30 X Aa2 AA X Aa2 AA C-1 22540VP48 X A2 A X A2 A C-2 22540VV90 X A2 A X A2 A D 22540VP55 X A3 A- X A3 A- E 22540VU42 X Baa1 BBB+ X Baa1 BBB+ F 22540VU59 X Baa2 BBB X Baa2 BBB G 22540VU67 X Baa3 BBB- X Baa3 BBB- H 22540VU75 X Ba1 BB+ X Ba1 BB+ J 22540VU83 X Ba2 BB X Ba2 BB K 22540VU91 X Ba3 BB- X Ba3 BB- L 22540VV25 X B1 B+ X B1 B+ M 22540VV58 X B2 B X B2 B N 22540VV66 X B3 B- X B3 B- O 22540VV74 X NR NR X NR NR 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. Fitch, 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 55 Water Street New York, New York 10041 (212) 438-2430
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) less than 500,000 22 5,909,392.10 0.65 112 6.9214 8.821589 500,001 to 1,000,000 33 25,088,576.82 2.74 111 7.2374 12.534896 1,000,001 to 1,500,000 26 32,409,299.34 3.54 110 7.1769 5.711845 1,500,001 to 2,000,000 27 47,785,681.89 5.23 107 7.3191 4.349650 2,000,001 to 2,500,000 11 24,656,131.70 2.70 108 7.1209 7.706055 2,500,001 to 3,000,000 13 36,697,009.37 4.01 109 7.1986 10.153423 3,000,001 to 4,000,000 12 41,109,101.59 4.50 108 7.3206 5.198655 4,000,001 to 5,000,000 10 44,856,371.03 4.91 111 7.0900 6.318364 5,000,001 to 7,500,000 19 121,667,199.64 13.31 109 7.3446 2.235482 7,500,001 to 10,000,000 11 93,740,460.58 10.25 110 7.1032 2.949543 10,000,001 to 20,000,000 13 176,936,955.65 19.35 110 7.4999 1.579200 20,000,001 to 30,000,000 2 45,695,360.70 5.00 111 7.2291 1.386955 30,000,000 to 40,000,000 2 70,714,562.58 7.73 112 7.1899 2.225640 40,000,001 to 50,000,000 2 92,050,340.44 10.07 113 7.3840 1.695857 50,000,001 to 55,000,000 1 55,000,000.00 6.02 110 7.3800 1.320000 Totals 204 914,316,443.43 100.00 110 7.2999 3.386875
State(3) % Of # of Scheduled Agg. WAM Weighted State Props Balance Bal. (2) WAC Avg DSCR(1) Arizona 1 4,097,869.08 0.45 109 7.1900 1.410000 California 10 85,149,648.62 9.31 102 7.5968 1.437522 Connecticut 4 12,299,776.81 1.35 108 7.7409 1.485815 Florida 13 170,791,334.03 18.68 109 7.3705 1.440588 Georgia 3 8,004,969.33 0.88 107 7.4079 1.499956 Illinois 4 27,819,107.48 3.04 106 7.2201 1.382966 Indiana 3 10,975,624.17 1.20 110 7.3447 1.363136 Kansas 1 991,548.98 0.11 108 7.3500 1.570000 Louisiana 1 9,455,381.34 1.03 113 7.2900 1.720000 Maryland 4 19,741,509.05 2.16 113 7.8260 1.434027 Massachusetts 1 1,992,091.04 0.22 113 7.9400 1.780000 Michigan 10 54,114,699.91 5.92 110 7.3051 1.717722 Minnesota 2 11,176,549.78 1.22 110 7.6648 1.668268 Missouri 1 1,190,213.14 0.13 108 7.5000 1.620000 Nevada 2 3,583,110.10 0.39 112 7.4132 1.424700 New Hampshire 2 1,141,959.18 0.12 111 7.4200 1.710000 New Jersey 1 1,556,985.28 0.17 110 7.5800 1.650000 New Mexico 1 8,054,499.15 0.88 112 7.0600 1.300000 New York 99 236,957,889.69 25.92 115 6.8728 8.658865 North Carolina 3 14,301,359.28 1.56 111 7.2381 1.640886 Ohio 7 55,800,334.61 6.10 111 7.4467 1.446808 Oregon 2 4,171,796.77 0.46 111 7.3148 1.407865 Pennsylvania 8 57,508,777.31 6.29 112 7.4543 1.893588 Rhode Island 1 742,949.18 0.08 109 6.8000 1.660000 Texas 18 66,996,222.70 7.33 110 7.4857 1.482240 Virginia 2 19,989,997.90 2.19 112 7.3008 1.567148 Washington 2 20,512,995.43 2.24 106 8.0800 1.940385 Washington,DC 1 327,565.64 0.04 111 7.1400 3.170000 Wisconsin 1 5,440,660.96 0.60 75 7.3400 2.380000 Totals 208 914,316,443.43 100.00 110 7.2999 3.386875
Debt Service Coverage Ratio(1) Debt Service # of Scheduled % of Weighted Coverage Ratio Loans Balance Agg. WAM WAC Avg DSCR(1) Bal. (2) 1.20 - 1.25 1 10,243,811.97 1.12 110 7.3900 1.250000 1.26 - 1.29 2 2,788,950.48 0.31 109 7.7966 1.276308 1.30 - 1.35 10 133,245,913.11 14.57 110 7.4344 1.310286 1.36 - 1.40 8 76,887,624.63 8.41 111 7.4139 1.393425 1.41 - 1.45 18 74,943,182.40 8.20 111 7.4943 1.422288 1.46 - 1.50 10 58,304,987.61 6.38 107 7.4676 1.472010 1.51 - 1.59 24 125,943,894.90 13.77 117 7.4136 1.547269 1.60 - 1.99 36 214,203,148.24 23.43 106 7.5308 1.759752 2.00 - 3.99 16 65,228,294.20 7.13 108 6.8967 2.881446 4.00 - 6.00 17 39,686,365.49 4.34 112 6.6734 5.024721 6.01 - 8.00 17 31,939,193.98 3.49 110 6.6775 6.679752 8.01 - 10.00 13 29,443,951.53 3.22 111 6.8079 9.328620 10.01 - 25.00 25 41,233,143.65 4.51 110 6.6527 13.867577 25.01 - 76.72 6 9,236,364.00 1.01 111 6.7807 50.066475 Totals 204 914,316,443.43 100.00 110 7.2999 3.386875
Property Type(3) Property # of Scheduled % of Weighted Type Props Balance Agg. WAM WAC Avg DSCR(1) Bal. (2) Industrial 9 24,265,312.90 2.65 99 7.4423 1.849462 Lodging 3 23,718,554.82 2.59 106 8.1706 1.914654 Mixed Use 9 40,214,062.56 4.40 132 7.8053 1.550770 Mobile Home Park 4 6,019,113.09 0.66 111 7.2758 1.567366 Multi-Family 129 378,567,922.12 41.40 110 7.0613 5.801817 Office 28 239,163,553.80 26.16 108 7.3130 1.787767 Retail 21 182,658,475.02 19.98 110 7.4757 1.547818 Self Storage 5 20,280,431.63 2.22 113 7.8334 1.424608 Totals 208 914,316,443.43 100.00 110 7.2999 3.386875
Note Rate Note # of Scheduled % of Weighted Rate Loans Balance Agg. WAM WAC Avg DSCR(1) Bal. (2) 6.140% to 6.500% 16 38,380,967.71 4.20 111 6.3599 11.244458 6.501% to 6.650% 9 24,259,760.81 2.65 111 6.5795 7.814915 6.651% to 6.750% 18 66,415,424.82 7.26 111 6.7350 6.104722 6.751% to 7.000% 31 68,297,149.63 7.47 110 6.8932 6.700050 7.001% to 7.150% 22 62,286,763.10 6.81 110 7.0913 8.913602 7.151% to 7.250% 14 113,835,699.77 12.45 111 7.2259 1.812827 7.251% to 7.350% 18 90,136,052.99 9.86 109 7.2939 1.596958 7.351% to 7.500% 22 215,410,088.25 23.56 111 7.3958 1.524778 7.501% to 7.650% 16 59,653,528.18 6.52 106 7.5788 1.575631 7.651% to 7.900% 17 102,052,582.50 11.16 119 7.7522 1.535376 7.901% to 8.150% 11 58,398,531.08 6.39 97 8.0029 1.799851 8.151% to 8.250% 4 6,071,486.91 0.66 110 8.2053 1.462524 8.251% to 8.750% 6 9,118,407.68 1.00 104 8.4796 1.518157 Totals 204 914,316,443.43 100.00 110 7.2999 3.386875
Seasoning # of Scheduled % of Weighted Seasoning Loans Balance Agg. WAM WAC Avg DSCR(1) Bal. (2) 12 Months or Less 167 821,052,552.13 89.80 111 7.2549 3.441881 13 to 24 Months 36 92,149,008.98 10.08 103 7.6964 2.912581 25 to 36 Months 0 0.00 0.00 0 0.0000 0.000000 37 Months or Greater 1 1,114,882.32 0.12 63 7.6000 2.080000 Totals 204 914,316,443.43 100.00 110 7.2999 3.386875
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) less than 84 months 4 20,323,731.94 2.22 58 7.6952 1.877135 85 to 117 months 193 876,693,963.81 95.89 110 7.2819 3.437309 118 to 179 months 0 0.00 0.00 0 0.0000 0.000000 Totals 197 897,017,695.75 98.11 109 7.2913 3.401961
Remaining Stated Term (Fully Amortizing Loans) Remaining # of Scheduled % of Weighted Stated Term Loans Balance Agg. WAM WAC Avg DSCR(1) Bal. (2) less than 84 months 0 0.00 0.00 0 0.0000 0.000000 85 to 117 months 3 702,396.83 0.08 105 7.0727 8.429118 118 to 179 months 4 16,596,350.85 1.82 173 7.7734 2.358117 Totals 7 17,298,747.68 1.89 170 7.7449 2.604623
Remaining Amortization Term (ARD and Balloon Loans) Remaining # of Scheduled % of Weighted Amortization Term Loans Balance Agg. WAM WAC Avg DSCR(1) Bal. (2) Interest Only 10 33,830,000.00 3.70 112 6.7230 15.437455 less than 250 months 8 18,354,276.58 2.01 107 7.0171 8.261464 251 to 300 months 34 117,776,330.26 12.88 108 7.5952 3.469948 301 to 320 months 2 13,303,712.93 1.46 109 7.3923 1.424803 321 to 350 months 96 359,210,112.60 39.29 106 7.3836 2.256653 351 to 718 months 47 354,543,263.38 38.78 112 7.1614 3.213969 Totals 197 897,017,695.75 98.11 109 7.2913 3.401961
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 151 844,132,918.19 92.32 110 7.3435 2.619242 1 to 2 Years 52 69,924,602.89 7.65 110 6.7712 12.648918 2 Years or Greater 1 258,922.35 0.03 97 7.6400 4.700000 Totals 204 914,316,443.43 100.00 110 7.2999 3.386875 (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 by the borrower for this calculation. (2) Anticipated Remaining Term and WAM are each calculated based upon the term from the current month to the earlier of the Anticipated Repayment Date, if applicable, and the maturity date. (3) Data in this table was calculated by allocating pro-rata the current loan information to the properties based upon the Cut-off Date Balance of the related mortgage loan as disclosed in the offering document. Note: (i) "Scheduled Balance" has the meaning assigned thereto in the CMSA Standard Information Package.
Mortgage Loan Detail Loan Property Interest Principal Gross Number ODCR Type(1) City State Payment Payment Coupon 10017265 1 MF Jacksonville FL 349,525.00 0.00 7.380% 10017266 2 RT Center Township PA 302,987.67 28,045.83 7.360% 10017267 3 OF Cincinnati OH 282,655.18 25,757.46 7.410% 10017268 4 OF New York NY 232,045.89 9,536.11 6.750% 10017269 5 RT San Bruno CA 205,936.67 16,365.38 7.760% 10017270 6 MF Miami FL 154,495.70 15,539.96 7.220% 10014314 7 RT St. Charles IL 130,139.30 12,975.31 7.240% 10017271 8 LO Spokane WA 96,152.79 12,644.47 8.080% 10017272 9 LO Olympia WA 46,702.78 6,141.60 8.080% 10017273 10 OF Alexandria VA 115,748.75 11,081.87 7.300% 10017274 11 OF Aventura FL 120,574.32 9,645.02 7.680% 10017275 12 OF Farmington Hills MI 104,632.84 10,761.16 7.200% 10017276 13 RT Crystal River FL 105,400.46 10,025.99 7.630% 10017361 14 MU New York NY 100,255.30 43,176.71 7.900% 10017277 15 OF Tampa FL 80,674.76 8,008.16 7.250% 10017278 16 OF San Diego CA 81,314.98 5,985.05 7.910% 10017379 17 OF Ann Arbor MI 71,554.21 6,974.08 7.260% 10017279 18 RT Houston TX 69,257.31 6,690.25 7.280% 10017280 19 OF Livonia MI 67,703.60 6,963.10 7.200% 10017281 20 MF Orlando FL 65,160.38 6,468.13 7.250% 10013512 21 RT North Palm Beach FL 65,241.86 8,520.37 7.390% 10017282 22 OF New Orleans LA 59,391.77 5,672.92 7.290% 10017283 23 MF Houston TX 61,431.81 5,294.47 7.710% 470019920 24 MF New York NY 48,305.47 4,193.42 6.470% 10017284 25 RT King City CA 54,961.58 5,764.23 7.140% 470019540 26 MF Kew Gardens NY 45,585.97 6,076.76 6.250% 10017285 27 MF Plainfield IN 51,588.23 5,145.04 7.270% 470021450 28 MF New York NY 48,166.25 0.00 6.780% 10017286 29 OF Mission Viejo CA 52,658.80 4,676.79 7.500% 10017287 30 MF Rio Rancho NM 48,998.60 5,217.69 7.060% 10017288 31 MU North Oaks MN 52,400.07 4,280.26 7.700% 10017289 32 MF Charlotte NC 47,071.39 5,235.07 6.990% 10017290 33 MF Garland TX 45,772.16 4,832.68 7.140% 470018240 34 MF Bayside NY 42,163.34 9,379.10 6.600% 10017291 35 MF Tampa FL 45,225.89 4,754.21 7.150% 10015196 36 RT Modesto CA 44,786.27 4,122.73 7.420% 470019930 37 MF Forest Hills NY 41,033.27 651.24 7.040% 10015544 38 MF Dallas TX 43,874.17 6,554.29 7.540% 470020070 39 MF New York NY 37,064.75 2,192.20 6.540% 10017376 40 OF West Chester OH 19,990.81 1,742.13 7.610% 10017377 41 OF Mason OH 13,652.26 1,189.75 7.610% 10017378 42 RT West Chester OH 9,264.03 807.33 7.610% 10017292 43 MF Altamonte Springs FL 39,146.67 4,430.64 7.000% 10017293 44 OF Woodland Hills CA 39,912.00 3,964.54 7.300% 10017372 45 SS Beltsville MD 43,383.66 5,542.57 7.980% 10017294 46 MF Amarillo TX 40,159.49 3,789.12 7.380% 10017362 47 OF Various Various 40,694.39 6,623.94 7.580% 10015212 48 MU Norwalk CT 38,641.79 5,720.42 7.540% 10017363 49 MF Dallas TX 37,865.95 6,484.36 7.400% 10017373 50 SS Ellicott MD 38,942.81 4,975.22 7.980% 10017364 51 IN Neenah WI 34,425.99 6,011.06 7.340% 10017295 52 RT Long Beach CA 34,649.08 5,448.86 7.450% 10017296 53 MF Portage MI 34,272.74 3,115.77 7.400% 470020550 54 MF New York NY 29,041.67 0.00 6.970% 470020190 55 MF New York NY 27,349.35 3,723.52 6.740% 470020650 56 MF New York NY 26,672.50 0.00 6.810% 10017297 57 RT Dunn NC 30,415.10 2,444.55 7.720% 10017298 58 MU Jenkintown PA 21,006.50 1,371.08 8.310% 10017299 59 MU Jenkintown PA 6,297.70 411.04 8.310% 10017300 60 RT Jenkintown PA 5,319.00 347.17 8.310% 470021100 61 MF New York NY 25,652.50 0.00 6.620% 470018540 62 MF New York NY 24,831.95 15,288.97 6.870% 10017301 63 IN Montclair CA 28,293.97 2,501.60 7.510% 10017371 64 OF Scaggsville MD 27,252.73 2,947.98 7.280% 10014941 65 RT Fayetteville GA 26,474.92 2,688.12 7.250% 10017302 66 MF Tucson AZ 25,398.97 4,437.28 7.190% 470019520 67 MF New York NY 23,549.91 364.93 7.070% 470020050 68 MF New York NY 23,430.75 1,179.12 6.820% 470020090 69 MF New York NY 19,699.69 8,020.85 6.140% 10017365 70 MF Groton CT 24,658.33 2,329.69 7.970% 10017374 71 SS Westminster MD 23,570.65 3,011.32 7.980% 470019120 72 MF New York NY 18,222.70 419.21 6.440% 10017303 73 OF Minnetonka MN 21,408.37 1,846.75 7.580% 10017304 74 IN Hoffman Estates IL 19,654.40 2,234.13 6.970% 10017305 75 LO Dewitt NY 24,172.19 2,547.48 8.750% 10017306 76 MF Hollywood FL 20,053.78 1,842.20 7.440% 10017307 77 IN Port Chester NY 19,515.08 2,621.98 7.400% 470020770 78 MF New York NY 18,135.00 0.00 7.020% 10015124 79 SS Las Vegas NV 18,586.12 3,098.09 7.250% 470020240 80 MF Forest Hills NY 17,057.11 2,640.73 6.870% 10017308 81 MU Ann Arbor MI 19,934.88 1,640.47 7.790% 10017309 82 MF Gainesville FL 18,103.85 3,291.29 7.100% 10017310 83 RT Garland TX 20,298.57 2,469.67 8.200% 10015556 84 RT Gahanna OH 18,594.05 2,874.44 7.520% 470019650 85 MF New York NY 14,162.50 0.00 6.180% 470019140 86 MF New York NY 14,207.50 5,843.57 6.450% 10017311 87 RT Portland OR 16,559.74 1,607.89 7.300% 470021300 88 MF Briarwood NY 14,708.07 3,420.15 6.850% 470021340 89 MF New York NY 14,294.88 0.00 6.510% 470018740 90 MF New York NY 13,849.70 875.37 6.460% 470018840 91 MF Tucahoe NY 14,143.90 1,066.11 6.820% 470019490 92 MF Brooklyn NY 14,494.09 2,155.27 7.010% 10017312 93 MF Richardson TX 14,454.78 1,391.58 7.350% 10017380 94 IN Ann Arbor MI 14,584.39 1,161.48 7.740% 10017313 95 MF Pensacola FL 14,446.89 1,238.23 7.700% 470018800 96 MF Forest Hills NY 12,426.67 1,123.54 6.680% 470021270 97 MF New York NY 11,922.72 1,936.50 6.690% 470018310 98 MF New York NY 11,726.28 232.03 6.710% 10017314 99 OF Decatur GA 13,826.70 1,174.45 7.720% 10017315 100 OF Brookline MA 13,626.96 964.76 7.940% 470018730 101 MF Flushing NY 11,571.26 631.04 6.750% 10017316 102 OF Laredo TX 13,165.10 1,080.31 7.690% 10017366 103 MU New York NY 12,568.07 1,238.62 7.370% 10017317 104 IN Houston TX 13,622.51 3,143.65 8.030% 10017318 105 MU Norwalk CT 13,319.64 3,039.52 8.040% 10017319 106 MH Greensboro NC 11,720.79 3,514.81 7.100% 10015444 107 SS Mishawaka IN 12,441.54 1,859.25 7.560% 10017320 108 IN Ottawa IL 11,557.86 1,994.77 7.250% 10017321 109 RT Wainscott NY 13,045.43 838.44 8.210% 10017322 110 MF Morton IL 11,722.75 1,098.90 7.410% 470018710 111 MF New York NY 10,360.72 1,675.26 6.780% 10017323 112 MF Garland TX 11,897.94 1,833.62 7.550% 470020130 113 MF New York NY 10,523.34 714.76 7.040% 10017324 114 MF Laredo TX 11,312.44 1,089.06 7.350% 470017770 115 MF Detroit MI 10,344.77 2,109.90 6.980% 10017325 116 OF Houston TX 11,018.58 937.99 7.560% 10017326 117 MF Athens GA 10,793.27 1,000.39 7.420% 470019590 118 MF Forest Hills NY 9,140.00 720.56 6.670% 470020120 119 MF East Rockaway NY 10,166.83 423.71 7.180% 470017930 120 MF Flushing NY 8,923.88 174.64 6.700% 470020310 121 MF New York NY 9,027.29 672.51 6.790% 10017327 122 MF Hampton VA 10,000.11 979.90 7.310% 470018580 123 MF South Nyack NY 8,790.19 1,469.73 6.700% 10014728 124 MH Dryden NY 9,893.82 1,553.39 7.420% 10017328 125 MH Boring OR 9,733.67 934.85 7.340% 470017950 126 MF New York NY 8,924.36 634.50 6.990% 470019820 127 MF Mt. Vernon NY 8,335.69 1,353.43 6.710% 10017367 128 MF Winnetka CA 9,588.20 975.87 7.470% 10017329 129 MF Austintown OH 9,303.41 1,558.03 7.270% 470020350 130 MF New York NY 7,972.25 0.00 6.690% 470017580 131 MF Freeport NY 8,623.47 1,550.36 7.250% 10017330 132 MF Dallas TX 8,384.19 779.42 7.450% 470019110 133 MF North Amityville NY 7,504.81 547.10 6.900% 10017331 134 RT White Lake MI 8,409.17 764.52 7.500% 10017332 135 MF Edinburg TX 8,179.82 776.82 7.350% 470017780 136 MF Great Neck Plaza NY 7,115.04 1,221.90 6.640% 470018390 137 MF New York NY 7,123.27 1,178.79 6.750% 10017333 138 MF New York NY 8,507.43 662.09 7.790% 10017334 139 MF Abington PA 8,271.45 666.43 7.730% 470019460 140 MF Brooklyn NY 7,257.49 1,075.59 7.020% 470020220 141 MF New York NY 7,456.13 924.85 6.980% 470018610 142 MF New York NY 6,904.07 1,161.91 6.700% 10017335 143 OF Kansas City MO 7,691.31 699.26 7.500% 4159667 144 IN Syracuse NY 7,307.01 1,639.09 7.600% 470019200 145 MF New York NY 5,839.62 522.20 6.400% 470018360 146 MF New York NY 6,673.87 799.32 7.110% 470018120 147 MF Douglaston NY 6,057.20 1,026.27 6.680% 470017120 148 MF Roseville MI 7,487.67 1,083.43 8.000% 470019610 149 MF New York NY 5,777.79 3,804.39 6.500% 10017336 150 MH New Port Richey FL 6,404.24 615.90 7.290% 10017337 151 IN Richardson TX 6,689.79 954.14 7.750% 470021710 152 MF Freeport NY 5,765.87 860.31 6.960% 470020150 153 MF Woodmere NY 6,058.07 271.38 7.060% 470020600 154 MF New York NY 5,886.18 840.88 7.110% 10017338 155 MU Wichita KS 6,279.54 610.18 7.350% 470017390 156 MF New York NY 5,892.13 1,271.64 7.150% 470021060 157 MF Mamaroneck NY 5,471.98 88.43 6.990% 470018810 158 MF New York NY 4,800.00 0.00 6.400% 10017339 159 OF Bloomfield CT 5,444.87 498.45 7.500% 10017340 160 MF Fort Wayne IN 5,433.73 456.26 7.590% 10017368 161 OF Nether Providence Ts PA 5,141.75 514.21 7.300% 470021030 162 MF New York NY 4,516.80 82.81 6.780% 10017341 163 OF Brooklyn NY 5,143.43 1,262.02 7.840% 470018170 164 MF New York NY 4,062.50 0.00 6.500% 10017342 165 RT Wainscott NY 5,274.43 338.99 8.210% 10017369 166 MF Pawtucket RI 4,353.79 582.92 6.800% 470018230 167 MF New York NY 4,334.38 655.39 7.000% 470018900 168 MF Bronxville NY 4,313.74 597.58 6.750% 10017343 169 RT Stockton CA 5,248.77 317.80 8.410% 470018490 170 MF New York NY 3,832.51 678.54 6.550% 10017344 171 MF San Antonio TX 4,627.02 651.09 7.730% 470019680 172 MF New York NY 3,733.43 984.28 6.480% 470020840 173 MF New York NY 3,941.91 514.87 6.830% 470019330 174 MF New York NY 3,664.24 276.30 6.790% 10017345 175 MF Toledo OH 4,575.63 266.53 8.410% 10017346 176 RT Las Vegas NV 4,310.02 522.52 8.210% 470021200 177 MF East Hampton NY 3,541.94 1,925.10 7.220% 470018560 178 MF New York NY 3,266.92 565.03 6.600% 470019290 179 MF New York NY 3,324.22 503.88 6.500% 470018330 180 MF Brooklyn NY 3,450.99 478.06 6.750% 470020290 181 MF Brooklyn NY 3,551.71 261.71 7.040% 10017370 182 MF Milford NH 3,650.66 378.90 7.420% 470021390 183 MF Brooklyn NY 2,883.18 249.44 6.730% 470019450 184 MF New York NY 2,231.61 320.37 6.620% 470019440 185 MF Brooklyn NY 2,229.37 269.11 7.050% 470018620 186 MF New York NY 2,018.47 328.46 6.800% 470019430 187 MF Washington DC 2,015.42 233.34 7.140% 470020390 188 MF New York NY 1,769.85 250.29 7.120% 470014740 189 MF Detroit MI 1,715.82 1,883.89 7.640% 470019060 190 MF New York NY 1,443.44 1,655.76 6.650% 470020860 191 MF New York NY 1,500.42 202.17 6.750% 470018950 192 MF Brooklyn NY 1,537.82 820.69 7.050% 470020890 193 MF New York NY 1,507.27 179.18 7.040% 470017730 194 MF New York NY 1,604.06 186.97 7.750% 470017800 195 MF New York NY 1,477.79 214.11 7.170% 470018070 196 MF New York NY 1,442.24 221.02 7.000% 470019970 197 MF New York NY 1,271.05 242.24 6.280% 470018080 198 MF Brooklyn NY 1,347.84 209.31 6.960% 470019760 199 MF Brooklyn NY 1,334.60 277.02 6.810% 470019370 200 MF New York NY 1,247.87 187.67 6.500% 470018420 201 MF New York NY 1,247.75 168.90 6.810% 470020790 202 MF Brooklyn NY 1,110.78 1,243.14 6.860% 470020880 203 MF Brooklyn NY 1,153.24 259.04 6.990% 470019570 204 MF Brooklyn NY 725.17 128.12 6.500% Totals 5,731,888.04 596,670.90
Loan Anticipated Neg Beginning Ending Paid Number Repayment Maturity Amort Scheduled Scheduled Thru Date Date (Y/N) Balance Balance Date 10017265 N/A 01/11/2012 N 55,000,000.00 55,000,000.00 11/11/2002 10017266 04/11/2012 04/11/2032 N 47,806,610.06 47,778,564.23 10/11/2002 10017267 03/11/2012 03/11/2032 N 44,297,533.67 44,271,776.21 11/11/2002 10017268 04/11/2012 04/11/2042 N 39,921,874.33 39,912,338.22 11/11/2002 10017269 N/A 01/11/2012 N 30,818,589.74 30,802,224.36 10/11/2002 10017270 N/A 02/11/2012 N 24,849,634.08 24,834,094.12 11/11/2002 10014314 N/A 02/01/2012 N 20,874,241.89 20,861,266.58 10/01/2002 10017271 N/A 09/11/2011 N 13,819,468.26 13,806,823.79 11/11/2002 10017272 N/A 09/11/2011 N 6,712,313.20 6,706,171.60 11/11/2002 10017273 N/A 03/11/2012 N 18,413,410.70 18,402,328.83 11/11/2002 10017274 N/A 04/11/2012 N 18,232,003.43 18,222,358.41 11/11/2002 10017275 N/A 12/11/2011 N 16,876,263.89 16,865,502.73 10/11/2002 10017276 11/11/2010 11/11/2030 N 16,042,009.69 16,031,983.70 11/11/2002 10017361 N/A 04/01/2017 N 14,737,406.62 14,694,229.91 10/01/2002 10017277 N/A 02/11/2012 N 12,922,319.33 12,914,311.17 11/11/2002 10017278 N/A 02/11/2007 N 11,938,090.77 11,932,105.72 11/11/2002 10017379 N/A 03/11/2012 N 11,445,621.45 11,438,647.37 10/11/2002 10017279 N/A 03/11/2012 N 11,047,780.08 11,041,089.83 11/11/2002 10017280 N/A 12/11/2011 N 10,919,935.51 10,912,972.41 11/11/2002 10017281 N/A 02/11/2012 N 10,437,257.94 10,430,789.81 11/11/2002 10013512 N/A 01/01/2012 N 10,252,332.34 10,243,811.97 11/01/2002 10017282 N/A 04/11/2012 N 9,461,054.07 9,455,381.15 11/11/2002 10017283 N/A 06/11/2011 N 9,252,939.14 9,247,644.67 11/11/2002 470019920 N/A 12/01/2011 N 8,959,282.94 8,955,089.52 11/01/2002 10017284 N/A 01/11/2012 N 8,939,264.09 8,933,499.86 11/11/2002 470019540 N/A 02/01/2012 N 8,752,505.79 8,746,429.03 11/01/2002 10017285 N/A 12/11/2011 N 8,240,566.04 8,235,421.00 11/11/2002 470021450 N/A 04/01/2012 N 8,250,000.00 8,250,000.00 11/01/2002 10017286 N/A 02/11/2012 N 8,153,621.23 8,148,944.44 11/11/2002 10017287 N/A 03/11/2012 N 8,059,716.50 8,054,498.81 11/11/2002 10017288 N/A 01/11/2012 N 7,902,817.41 7,898,537.15 11/11/2002 10017289 N/A 02/11/2012 N 7,820,250.02 7,815,014.95 11/11/2002 10017290 N/A 12/11/2011 N 7,444,645.25 7,439,812.57 11/11/2002 470018240 N/A 02/01/2012 N 7,418,769.99 7,409,390.89 11/01/2002 10017291 N/A 12/11/2011 N 7,345,509.60 7,340,755.39 11/11/2002 10015196 N/A 02/01/2012 N 7,009,414.61 7,005,291.88 11/01/2002 470019930 N/A 01/01/2012 N 6,994,307.13 6,993,655.89 11/01/2002 10015544 N/A 04/01/2012 N 6,757,380.71 6,750,826.42 11/01/2002 470020070 N/A 03/01/2012 N 6,581,488.10 6,579,295.90 11/01/2002 10017376 N/A 10/11/2011 N 3,050,609.14 3,048,867.01 10/11/2002 10017377 N/A 10/11/2011 N 2,083,342.80 2,082,153.05 10/11/2002 10017378 N/A 10/11/2011 N 1,413,696.96 1,412,889.63 10/11/2002 10017292 N/A 11/11/2011 N 6,494,378.32 6,489,947.68 11/11/2002 10017293 N/A 11/11/2011 N 6,349,235.73 6,345,271.19 11/11/2002 10017372 N/A 04/01/2012 N 6,313,411.02 6,307,868.45 10/01/2002 10017294 N/A 01/11/2012 N 6,319,353.21 6,315,564.09 11/11/2002 10017362 N/A 01/01/2012 N 6,234,564.62 6,227,940.68 10/01/2002 10015212 05/01/2012 05/01/2027 N 5,951,502.81 5,945,782.39 11/01/2002 10017363 N/A 02/01/2012 N 5,942,346.90 5,935,862.54 10/01/2002 10017373 N/A 04/01/2012 N 5,667,156.37 5,662,181.15 10/01/2002 10017364 N/A 02/01/2009 N 5,446,672.02 5,440,660.96 10/01/2002 10017295 N/A 02/11/2012 N 5,401,024.91 5,395,576.05 11/11/2002 10017296 N/A 04/11/2012 N 5,378,459.69 5,375,343.92 11/11/2002 470020550 N/A 02/01/2012 N 5,000,000.00 5,000,000.00 11/01/2002 470020190 N/A 01/01/2012 N 4,712,245.26 4,708,521.74 11/01/2002 470020650 N/A 04/01/2012 N 4,700,000.00 4,700,000.00 11/01/2002 10017297 02/11/2012 02/11/2032 N 4,575,227.92 4,572,783.37 11/11/2002 10017298 N/A 06/11/2011 N 2,935,577.06 2,934,205.98 11/11/2002 10017299 N/A 06/11/2011 N 880,078.50 879,667.46 11/11/2002 10017300 N/A 06/11/2011 N 743,309.47 742,962.30 11/11/2002 470021100 N/A 03/01/2012 N 4,500,000.00 4,500,000.00 11/01/2002 470018540 N/A 11/01/2011 N 4,337,457.75 4,322,168.78 11/01/2002 10017301 N/A 02/11/2012 N 4,375,168.92 4,372,667.32 11/11/2002 10017371 N/A 03/01/2012 N 4,347,297.52 4,344,349.54 10/01/2002 10014941 N/A 11/01/2011 N 4,240,699.68 4,238,011.56 11/01/2002 10017302 N/A 12/11/2011 N 4,102,306.00 4,097,868.72 11/11/2002 470019520 N/A 02/01/2012 N 3,997,156.51 3,996,791.58 11/01/2002 470020050 N/A 03/01/2012 N 3,989,722.68 3,988,543.56 11/01/2002 470020090 N/A 01/01/2012 N 3,725,905.25 3,717,884.40 11/01/2002 10017365 N/A 12/01/2010 N 3,592,907.80 3,590,578.11 10/01/2002 10017374 N/A 04/01/2012 N 3,430,120.93 3,427,109.61 10/01/2002 470019120 N/A 11/01/2011 N 3,395,533.78 3,395,114.57 11/01/2002 10017303 N/A 01/11/2012 N 3,279,859.27 3,278,012.52 11/11/2002 10017304 N/A 12/11/2011 N 3,274,672.89 3,272,438.76 11/11/2002 10017305 N/A 07/11/2011 N 3,208,106.91 3,205,559.43 11/11/2002 10017306 N/A 01/11/2012 N 3,130,143.28 3,128,301.08 11/11/2002 10017307 N/A 09/11/2011 N 3,062,522.94 3,059,900.96 11/11/2002 470020770 N/A 03/01/2012 N 3,000,000.00 3,000,000.00 11/01/2002 10015124 N/A 03/01/2012 N 2,977,086.69 2,973,988.60 11/01/2002 470020240 N/A 02/01/2012 N 2,979,408.20 2,976,767.47 11/01/2002 10017308 N/A 07/11/2011 N 2,971,782.84 2,970,142.37 11/11/2002 10017309 N/A 11/11/2011 N 2,961,102.08 2,957,810.79 11/11/2002 10017310 N/A 01/11/2012 N 2,874,699.78 2,872,230.11 10/11/2002 10015556 N/A 01/01/2012 N 2,871,421.29 2,868,546.85 11/01/2002 470019650 N/A 12/01/2011 N 2,750,000.00 2,750,000.00 11/01/2002 470019140 N/A 12/01/2011 N 2,643,255.27 2,637,411.70 11/01/2002 10017311 N/A 02/11/2012 N 2,634,337.15 2,632,729.26 11/11/2002 470021300 N/A 03/01/2012 N 2,576,596.39 2,573,176.24 11/01/2002 470021340 N/A 04/01/2012 N 2,550,000.00 2,550,000.00 11/01/2002 470018740 N/A 01/01/2012 N 2,489,709.64 2,488,834.27 11/01/2002 470018840 N/A 11/01/2011 N 2,488,663.06 2,487,596.95 11/01/2002 470019490 N/A 01/01/2012 N 2,481,157.25 2,479,001.98 11/01/2002 10017312 N/A 12/11/2011 N 2,283,836.63 2,282,445.05 11/11/2002 10017380 N/A 02/11/2012 N 2,188,205.57 2,187,044.09 11/11/2002 10017313 N/A 07/11/2011 N 2,178,835.09 2,177,596.86 11/11/2002 470018800 N/A 11/01/2011 N 2,160,325.45 2,159,201.91 11/01/2002 470021270 N/A 04/01/2012 N 2,138,604.39 2,136,667.89 11/01/2002 470018310 N/A 09/01/2011 N 2,097,098.39 2,096,866.36 11/01/2002 10017314 N/A 07/11/2011 N 2,079,897.74 2,078,723.29 10/11/2002 10017315 N/A 04/11/2012 N 1,993,055.41 1,992,090.65 10/11/2002 470018730 N/A 11/01/2011 N 1,990,755.12 1,990,124.08 11/01/2002 10017316 N/A 01/11/2012 N 1,988,102.36 1,987,022.05 11/11/2002 10017366 N/A 08/01/2011 N 1,980,349.02 1,979,110.40 10/01/2002 10017317 N/A 01/11/2012 N 1,970,072.95 1,966,929.30 11/11/2002 10017318 N/A 02/11/2012 N 1,923,876.50 1,920,836.98 11/11/2002 10017319 N/A 01/11/2012 N 1,917,075.48 1,913,560.67 11/11/2002 10015444 N/A 03/01/2012 N 1,911,142.27 1,909,283.02 11/01/2002 10017320 N/A 11/11/2011 N 1,851,314.33 1,849,319.56 11/11/2002 10017321 N/A 01/11/2012 N 1,845,253.10 1,844,414.66 11/11/2002 10017322 N/A 12/11/2006 N 1,837,181.84 1,836,082.94 11/11/2002 470018710 N/A 12/01/2011 N 1,833,756.49 1,832,081.23 11/01/2002 10017323 N/A 12/11/2011 N 1,830,060.77 1,828,227.15 11/11/2002 470020130 N/A 01/01/2012 N 1,793,751.91 1,793,037.15 11/01/2002 10017324 N/A 12/11/2011 N 1,787,350.40 1,786,261.34 11/11/2002 470017770 N/A 09/01/2011 N 1,721,100.01 1,718,990.11 11/01/2002 10017325 N/A 03/11/2012 N 1,692,562.42 1,691,624.43 11/11/2002 10017326 N/A 01/11/2012 N 1,689,234.36 1,688,233.97 11/11/2002 470019590 N/A 02/01/2012 N 1,644,377.05 1,643,656.49 11/01/2002 470020120 N/A 01/01/2012 N 1,644,379.41 1,643,955.70 11/01/2002 470017930 N/A 12/01/2011 N 1,598,305.99 1,598,131.35 11/01/2002 470020310 N/A 03/01/2012 N 1,595,397.20 1,594,724.69 11/01/2002 10017327 N/A 12/11/2011 N 1,588,649.74 1,587,669.84 11/11/2002 470018580 N/A 11/01/2011 N 1,574,361.67 1,572,891.94 11/01/2002 10014728 N/A 03/01/2012 N 1,548,463.70 1,546,910.31 11/01/2002 10017328 N/A 01/11/2012 N 1,540,003.01 1,539,068.16 11/11/2002 470017950 N/A 09/01/2011 N 1,532,078.22 1,531,443.72 11/01/2002 470019820 N/A 03/01/2012 N 1,490,734.38 1,489,380.95 11/01/2002 10017367 N/A 02/01/2012 N 1,490,587.24 1,489,611.37 10/01/2002 10017329 N/A 02/11/2012 N 1,486,102.01 1,484,543.98 11/11/2002 470020350 N/A 02/01/2012 N 1,430,000.00 1,430,000.00 11/01/2002 470017580 N/A 02/01/2012 N 1,381,289.89 1,379,739.53 11/01/2002 10017330 N/A 11/11/2011 N 1,306,909.78 1,306,130.36 11/11/2002 470019110 N/A 11/01/2011 N 1,305,184.47 1,304,637.37 11/01/2002 10017331 N/A 11/11/2011 N 1,302,064.64 1,301,300.12 11/11/2002 10017332 N/A 02/11/2012 N 1,292,400.05 1,291,623.23 11/11/2002 470017780 N/A 10/01/2011 N 1,285,851.27 1,284,629.37 11/01/2002 470018390 N/A 10/01/2011 N 1,266,358.38 1,265,179.59 11/01/2002 10017333 N/A 02/11/2012 N 1,268,241.12 1,267,579.03 11/11/2002 10017334 N/A 01/11/2012 N 1,242,633.37 1,241,966.94 11/11/2002 470019460 N/A 01/01/2012 N 1,240,596.89 1,239,521.30 11/01/2002 470020220 N/A 01/01/2012 N 1,240,506.28 1,239,581.43 11/01/2002 470018610 N/A 10/01/2011 N 1,236,550.21 1,235,388.30 11/01/2002 10017335 N/A 11/11/2011 N 1,190,912.76 1,190,213.50 11/11/2002 4159667 N/A 02/01/2008 N 1,116,521.41 1,114,882.32 11/01/2002 470019200 N/A 12/01/2011 N 1,094,927.93 1,094,405.73 11/01/2002 470018360 N/A 11/01/2011 N 1,090,055.77 1,089,256.45 11/01/2002 470018120 N/A 10/01/2011 N 1,088,118.99 1,087,092.72 11/01/2002 470017120 N/A 11/01/2011 N 1,086,919.15 1,085,835.72 11/01/2002 470019610 N/A 01/01/2017 N 1,066,669.73 1,062,865.34 11/01/2002 10017336 N/A 03/11/2012 N 1,020,190.18 1,019,574.28 11/11/2002 10017337 N/A 01/11/2012 N 1,002,424.92 1,001,470.78 11/11/2002 470021710 N/A 03/01/2012 N 994,115.14 993,254.83 11/01/2002 470020150 N/A 01/01/2012 N 996,484.09 996,212.71 11/01/2002 470020600 N/A 02/01/2012 N 993,448.88 992,608.00 11/01/2002 10017338 N/A 11/11/2011 N 992,158.94 991,548.76 11/11/2002 470017390 N/A 01/01/2012 N 988,888.88 987,617.24 11/01/2002 470021060 N/A 03/01/2012 N 939,395.15 939,306.72 11/01/2002 470018810 N/A 11/01/2011 N 900,000.00 900,000.00 11/01/2002 10017339 N/A 10/11/2011 N 843,076.89 842,578.44 11/11/2002 10017340 N/A 03/11/2012 N 831,375.60 830,919.34 11/11/2002 10017368 N/A 10/01/2011 N 817,953.43 817,439.22 10/01/2002 470021030 N/A 03/01/2012 N 799,433.20 799,350.39 11/01/2002 10017341 N/A 12/11/2011 N 761,864.45 760,602.43 11/11/2002 470018170 N/A 11/01/2011 N 750,000.00 750,000.00 11/01/2002 10017342 N/A 01/11/2012 N 746,059.25 745,720.26 11/11/2002 10017369 N/A 12/01/2011 N 743,532.25 742,949.33 10/01/2002 470018230 N/A 11/01/2011 N 743,036.80 742,381.41 11/01/2002 470018900 N/A 10/01/2011 N 742,148.52 741,550.94 11/01/2002 10017343 N/A 09/11/2011 N 724,773.42 724,455.62 11/11/2002 470018490 N/A 10/01/2011 N 702,139.19 701,460.65 11/01/2002 10017344 N/A 03/11/2012 N 695,124.53 694,473.44 11/11/2002 470019680 N/A 01/01/2012 N 691,376.03 690,391.75 11/01/2002 470020840 N/A 02/01/2012 N 670,235.12 669,720.25 11/01/2002 470019330 N/A 01/01/2012 N 647,582.18 647,305.88 11/01/2002 10017345 N/A 01/11/2012 N 631,823.42 631,556.89 11/11/2002 10017346 N/A 01/11/2012 N 609,644.40 609,121.88 10/11/2002 470021200 N/A 04/01/2017 N 588,688.82 586,763.72 11/01/2002 470018560 N/A 11/01/2011 N 593,984.94 593,419.91 11/01/2002 470019290 N/A 11/01/2011 N 593,906.18 593,402.30 11/01/2002 470018330 N/A 10/01/2011 N 593,718.91 593,240.85 11/01/2002 470020290 N/A 03/01/2012 N 585,876.14 585,614.43 11/01/2002 10017370 N/A 02/01/2012 N 571,358.37 570,979.47 10/01/2002 470021390 N/A 02/01/2012 N 497,505.58 497,256.14 11/01/2002 470019450 N/A 12/01/2011 N 391,472.77 391,152.40 11/01/2002 470019440 N/A 01/01/2012 N 367,227.06 366,957.95 11/01/2002 470018620 N/A 10/01/2011 N 356,199.86 355,871.40 11/01/2002 470019430 N/A 02/01/2012 N 327,799.39 327,566.05 11/01/2002 470020390 N/A 03/01/2012 N 298,288.80 298,038.51 11/01/2002 470014740 N/A 12/01/2010 N 260,806.24 258,922.35 11/01/2002 470019060 N/A 11/01/2011 N 252,067.45 250,411.69 10/01/2002 470020860 N/A 02/01/2012 N 258,137.52 257,935.35 11/01/2002 470018950 N/A 02/01/2017 N 253,312.57 252,491.88 11/01/2002 470020890 N/A 03/01/2012 N 248,633.07 248,453.89 11/01/2002 470017730 N/A 01/01/2012 N 248,370.32 248,183.35 11/01/2002 470017800 N/A 09/01/2011 N 247,329.67 247,115.56 11/01/2002 470018070 N/A 09/01/2011 N 247,240.70 247,019.68 11/01/2002 470019970 N/A 01/01/2012 N 242,875.82 242,633.58 11/01/2002 470018080 N/A 09/01/2011 N 232,386.32 232,177.01 11/01/2002 470019760 N/A 02/01/2012 N 227,585.63 227,308.61 11/01/2002 470019370 N/A 12/01/2011 N 222,943.77 222,756.10 11/01/2002 470018420 N/A 10/01/2011 N 212,775.38 212,606.48 10/01/2002 470020790 N/A 02/01/2012 N 194,305.93 193,062.79 11/01/2002 470020880 N/A 02/01/2012 N 197,980.95 197,721.91 11/01/2002 470019570 N/A 01/01/2012 N 133,877.54 133,749.42 11/01/2002 Totals 914,913,114.33 914,316,443.43
Appraisal Appraisal Res Mod Loan Number Reduction Reduction Strat. Code Date Amount (2) (3) Totals 0.00 (1) Property Type Code MF- Multi-Family RT- Retail HC- Health Care IN- Industrial WH- Warehouse MH- Mobile Home Park OF- Office MU- Mixed Use LO- Lodging SS- Self Storage 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 Servicer 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 11/18/2002 0 $0.00 0 $0.00 0 $0.00 0 $0.00 0 $0.00 0 $0.00 10/18/2002 0 $0.00 0 $0.00 0 $0.00 0 $0.00 0 $0.00 0 $0.00 09/17/2002 0 $0.00 0 $0.00 0 $0.00 0 $0.00 0 $0.00 0 $0.00 08/16/2002 0 $0.00 0 $0.00 0 $0.00 0 $0.00 0 $0.00 0 $0.00 07/17/2002 0 $0.00 0 $0.00 0 $0.00 0 $0.00 0 $0.00 0 $0.00 06/17/2002 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 11/18/2002 0 $0.00 0 $0.00 10/18/2002 0 $0.00 0 $0.00 09/17/2002 0 $0.00 0 $0.00 08/16/2002 0 $0.00 0 $0.00 07/17/2002 0 $0.00 0 $0.00 06/17/2002 0 $0.00 0 $0.00
Rate and Maturities Distribution Next Weighted Avg. WAM Date Coupon Remit 11/18/2002 7.299852% 7.237316% 110 10/18/2002 7.299882% 7.237343% 111 09/17/2002 7.299929% 7.237388% 112 08/16/2002 7.299958% 7.237415% 113 07/17/2002 7.299987% 7.237441% 114 06/17/2002 7.300032% 7.237485% 115 Note: Foreclosure and REO Totals are excluded from the delinquencies aging categories.
Delinquency Loan Detail Offering # of Paid Current Outstanding Status of Loan Number Document Months Through P & I P & I Mortgage Cross-Reference Delinq. Date Advances Advances** Loan(1) 10017266 2 0 10/11/2002 331,033.50 331,033.50 B 10017269 5 0 10/11/2002 222,302.05 222,302.05 B 10014314 7 0 10/01/2002 143,114.61 143,114.61 B 10017275 12 0 10/11/2002 115,394.00 115,394.00 B 10017361 14 0 10/01/2002 143,432.01 143,432.01 B 10017379 17 0 10/11/2002 78,528.29 78,528.29 B 10017376 40 0 10/11/2002 21,732.94 21,732.94 B 10017377 41 0 10/11/2002 14,842.01 14,842.01 B 10017378 42 0 10/11/2002 10,071.36 10,071.36 B 10017372 45 0 10/01/2002 48,926.23 48,926.23 B 10017362 47 0 10/01/2002 47,318.33 47,318.33 B 10017363 49 0 10/01/2002 44,350.31 44,350.31 B 10017373 50 0 10/01/2002 43,918.03 43,918.03 B 10017364 51 0 10/01/2002 40,437.05 40,437.05 B 10017371 64 0 10/01/2002 30,200.71 30,200.71 B 10017365 70 0 10/01/2002 26,988.02 26,988.02 B 10017374 71 0 10/01/2002 26,581.97 26,581.97 B 10017310 83 0 10/11/2002 22,768.24 22,768.24 B 10017314 99 0 10/11/2002 15,001.15 15,001.15 B 10017315 100 0 10/11/2002 14,591.72 14,591.72 B 10017366 103 0 10/01/2002 13,806.69 13,806.69 B 10017367 128 0 10/01/2002 10,564.07 10,564.07 B 10017368 161 0 10/01/2002 5,655.96 5,655.96 B 10017369 166 0 10/01/2002 4,936.71 4,936.71 B 10017346 176 0 10/11/2002 4,832.54 4,832.54 B 10017370 182 0 10/01/2002 4,029.56 4,029.56 B 470019060 190 0 10/01/2002 0.00 0.00 B 470018420 201 0 10/01/2002 0.00 0.00 B Totals 28 1,485,358.06 1,485,358.06
Resolution Actual Outstanding Bankruptcy REO Loan Number Strategy Servicing Foreclosure Principal Servicing Date Date Code(2) Transfer Date Date Balance Advances 10017266 47,806,610.06 0.00 10017269 30,818,589.74 0.00 10014314 20,874,241.89 0.00 10017275 16,876,263.89 0.00 10017361 14,737,406.62 0.00 10017379 11,445,621.45 0.00 10017376 3,050,609.14 0.00 10017377 2,083,342.80 0.00 10017378 1,413,696.96 0.00 10017372 6,313,411.02 0.00 10017362 6,234,564.62 0.00 10017363 5,942,346.90 0.00 10017373 5,667,156.37 0.00 10017364 5,446,672.02 0.00 10017371 4,347,297.52 0.00 10017365 3,592,907.80 0.00 10017374 3,430,120.93 0.00 10017310 2,874,699.78 0.00 10017314 2,079,897.74 0.00 10017315 1,993,055.41 0.00 10017366 1,980,349.02 0.00 10017367 1,490,587.24 0.00 10017368 817,953.43 0.00 10017369 743,532.25 0.00 10017346 609,644.40 0.00 10017370 571,358.37 0.00 470019060 252,067.45 0.00 470018420 212,775.38 0.00 Totals 203,706,780.20 0.00
Current Outstanding Actual Outstanding P & I P & I Principal Servicing Advances Advances Balance Advances Totals By Delinquency Code: Total for Status Code = B (28 loans) 1,485,358.06 1,485,358.06 203,706,780.20 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 Servicer 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 -----END PRIVACY-ENHANCED MESSAGE-----