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Previous: CENTRA SOFTWARE INC, S-1/A, 1999-12-03 |
Next: MERRILL LYNCH MORT INVST INC MOR LN ASSET BK CERT SE 1999 H2, 8-K, 1999-12-03 |
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
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.
<TABLE>
<CAPTION>
Certificate Distribution Detail
Class CUSIP Pass- Through Original Beginning Principal
Rate Balance Balance Distribution
<S> <C> <C> <C> <C> <C>
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
</TABLE>
<TABLE>
<CAPTION>
Class CUSIP Interest Prepayment Realized Loss/ Total
Distribution Penalties Additional Trust Distribution
Fund Expenses
<S> <C> <C> <C> <C> <C>
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
</TABLE>
<TABLE>
<CAPTION>
Current
Subordination
Class CUSIP Ending Balance Level(1)
<S> <C> <C> <C>
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
</TABLE>
<TABLE>
<CAPTION>
Original Beginning
Pass-Through Notional Notional
Class CUSIP Rate Amount Amount
<S> <C> <C> <C> <C>
A-X 22540ALL0 0.896153% 1,170,108,234.00 1,170,108,234.00
</TABLE>
<TABLE>
<CAPTION>
Ending
Interest Prepayment Total Notional
Class CUSIP Distribution Penalties Distribution Amount
<S> <C> <C> <C> <C> <C>
A-X 22540ALL0 873,829.74 0.00 873,829.74 1,169,381,722.92
<FN>
(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).
</FN>
</TABLE>
<TABLE>
<CAPTION>
Certificate Factor Detail
Beginning Principal Interest
Class CUSIP Balance Distribution Distribution
<S> <C> <C> <C> <C>
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
</TABLE>
<TABLE>
<CAPTION>
Prepayment Realized Loss/ Ending
Class CUSIP Penalties Additional Trust Balance
Fund Expenses
<S> <C> <C> <C> <C>
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
</TABLE>
<TABLE>
<CAPTION>
Beginnning Ending
Notional Interest Prepayment Notional
Class CUSIP Amount Distribution Penalties Amount
<S> <C> <C> <C> <C> <C>
A-X 22540ALL0 1000.00000000 0.74679394 0.00000000 999.37910780
</TABLE>
<TABLE>
<CAPTION>
Reconciliation Detail
Advance Summary
<S> <C>
P & I Advances Outstanding 587,162.35
Servicing Advances Outstanding 0.00
Reimbursement for Interest on Advances 0.00
paid from general collections
</TABLE>
<TABLE>
<CAPTION>
Servicing Fee Breakdowns
<S> <C>
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
</TABLE>
<TABLE>
<CAPTION>
Certificate Interest Reconciliation
Class Accrued Unrecovered Indemnification Certificate
Certificate Prepayment Expense Deferred
Interest Interest Shortfall Interest
Amount
<S> <C> <C> <C> <C>
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
</TABLE>
<TABLE>
<CAPTION>
Unpaid Optimal Interest Appraisal
Interest Short- Interest Shortfall Interest Reduction
Class Fall Amount Distribution Amount Distribution Amount
Amount
<S> <C> <C> <C> <C> <C>
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
</TABLE>
<TABLE>
<CAPTION>
Other Required Information
<S> <C>
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
</TABLE>
<TABLE>
<CAPTION>
Appraisal Reduction Amount
Appraisal Date Appraisal
Loan Reduction Reduction
Number Amount Effected
<S> <C> <C>
None
Total
</TABLE>
<TABLE>
<CAPTION>
Ratings Detail
Original Ratings
Class Cusip DCR Fitch Moody's S&P
<S> <C> <C> <C> <C> <C>
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
</TABLE>
<TABLE>
<CAPTION>
Current Ratings(1)
Class Cusip DCR Fitch Moody's S&P
<S> <C> <C> <C> <C> <C>
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
<FN>
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
</FN>
</TABLE>
<TABLE>
<CAPTION>
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)
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
<TABLE>
<CAPTION>
State (3)
# of Scheduled % of Weighted
State Props. Balance Agg. WAM WAC Avg DSCR(1)
Bal. (2)
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
<TABLE>
<CAPTION>
Note Rate
Note # of Scheduled % of Weighted
Rate Loans Balance Agg. WAM WAC Avg DSCR(1)
Bal. (2)
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
<TABLE>
<CAPTION>
Debt Service Coverage Ratio (1)
Debt Service # of Scheduled % of Weighted
Coverage Ratio Loans Balance Agg. WAM WAC Avg DSCR(1)
Bal. (2)
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
<TABLE>
<CAPTION>
Property Type
Property # of Scheduled % of Weighted
Type Loans Balance Agg. WAM WAC Avg DSCR(1)
Bal. (2)
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
<TABLE>
<CAPTION>
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)
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
<TABLE>
<CAPTION>
Remaining Stated Term (Fully Amortizing Loans)
Remaining # of Scheduled % of Weighted
Stated Term Loans Balance Agg. WAM WAC Avg DSCR(1)
Bal. (2)
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
<TABLE>
<CAPTION>
Remaining Amortization Term (ARD and Balloon Loans)
Remaining # of Scheduled % of Weighted
Amortization Term Loans Balance Agg. WAM WAC Avg DSCR(1)
Bal. (2)
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
<TABLE>
<CAPTION>
Age of Most Recent NOI
Age of Most # of Scheduled % of Weighted
Recent NOI Loans Balance Agg. WAM WAC Avg DSCR(1)
Bal. (2)
<S> <C> <C> <C> <C> <C> <C>
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
<FN>
(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
</FN>
</TABLE>
<TABLE>
<CAPTION>
Mortgage Loan Detail
Loan Property Interest Principal Gross
Number ODCR Type(1) City State Payment Payment Coupon
<S> <C> <C> <C> <C> <C> <C> <C>
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
</TABLE>
<TABLE>
<CAPTION>
Loan Anticipated Neg Beginning Ending Paid
Number Repayment Maturity Amort Scheduled Scheduled Thru
Date Date (Y/N) Balance Balance Date
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
<TABLE>
Appraisal Appraisal Res Mod
Reduction Reduction Strat. Code
Date Amount (2) (3)
<S> <C>
Totals 0.00
<FN>
(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
</FN>
</TABLE>
Principal Prepayment Detail
No Principal Prepayments this Period
<TABLE>
<CAPTION>
Historical Detail
Delinquencies
Distribution 30-59 Days 60-89 Days 90 Days or More Foreclosure REO Modifications
Date # Balance # Balance # Balance # Balance # Balance # Balance
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
11/18/99 0 $0.00 0 $0.00 0 $0.00 0 $0.00 0 $0.00 0 $0.00
</TABLE>
<TABLE>
<CAPTION>
Prepayments
Distribution Curtailments Payoff
Date # Amount # Amount
<S> <C> <C> <C> <C>
11/18/99 0 $0.00 0 $0.00
</TABLE>
<TABLE>
<CAPTION>
Rate and Maturities
Distribution Next Weighted Avg. WAM
Date Coupon Remit
<S> <C> <C> <C>
11/15/99 8.034924% 7.921578% 118
<FN>
Note: Foreclosure and REO Totals are excluded from the delinquencies aging
categories.
</FN>
</TABLE>
<TABLE>
<CAPTION>
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
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
<TABLE>
<CAPTION>
Resolution Actual Outstanding Bank-
Loan Number Strategy Servicing Foreclosure Principal Servicing ruptcy REO
Code (2) Transfer Date Date Balance Advances Date Date
<S> <C> <C> <C> <C> <C> <C> <C>
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
</TABLE>
<TABLE>
Current Outstanding Actual Outstanding
P & I P & I Principal Servicing
Advances Advances Balance Advances
<S> <C> <C> <C> <C>
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
</TABLE>
(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
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