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Previous: MERCURY LARGE CAP SERIES FUNDS INC, 497, 1999-12-29 |
Next: GRANT PRIDECO INC, 10-12B/A, 1999-12-29 |
SECURITIES AND EXCHANGE COMMISSION
Washington, D. C. 20549
FORM 8-K
CURRENT REPORT
Pursuant to Section 13 or 15 (d) of the
Securities Exchange Act of 1934
Date of Report : December 17, 1999
(Date of earliest event reported)
Commission File No.: 333-51771-03
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 December 17, 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 December 17, 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
By: by Chase Manhattan Bank, N.A., as Trustee
By: /s/ Nina Velastegui, Assistant Vice President
By: Nina Velastegui, Assistant Vice President
Date: 12/28/99
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 December 17,1999 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: 12/17/1999
Record Date: 11/30/1999
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% 199,500,000.00 198,773,488.92 974,367.41
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 7.681780% 58,500,000.00 58,500,000.00 0.00
D 22540ALP1 7.841780% 14,700,000.00 14,700,000.00 0.00
E 22540ALQ9 7.921780% 40,900,000.00 40,900,000.00 0.00
F 22540ALR7 7.921780% 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 0.000000% 0.00 0.00 0.00
R N/A 0.000000% 0.00 0.00 0.00
Totals 1,170,108,234.00 1,169,381,722.92 974,367.41
</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 1,144,604.01 0.00 0.00 2,118,971.42
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 374,486.76 0.00 0.00 374,486.76
D 22540ALP1 96,061.80 0.00 0.00 96,061.80
E 22540ALQ9 270,000.66 0.00 0.00 270,000.66
F 22540ALR7 135,330.40 0.00 0.00 135,330.40
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 7,070,832.71 0.00 0.00 8,045,200.12
</TABLE>
<TABLE>
<CAPTION>
Current
Subordination
Class CUSIP Ending Balance Level(1)
<S> <C> <C> <C>
A-1 22540ALJ5 197,799,121.51 26.54%
A-2 22540ALK2 660,500,000.00 26.54%
B 22540ALM8 52,600,000.00 22.04%
C 22540ALN6 58,500,000.00 17.03%
D 22540ALP1 14,700,000.00 15.77%
E 22540ALQ9 40,900,000.00 12.27%
F 22540ALR7 20,500,000.00 10.52%
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 3.76%
L 22540AMD7 15,800,000.00 2.41%
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 1,168,407,355.51
</TABLE>
<TABLE>
<CAPTION>
Original Beginning
Pass-Through Notional Notional
Class CUSIP Rate Amount Amount
<S> <C> <C> <C> <C>
A-X 22540ALL0 0.665809% 1,170,108,234.00 1,169,381,722.92
</TABLE>
<TABLE>
<CAPTION>
Ending
Interest Prepayment Total Notional
Class CUSIP Distribution Penalties Distribution Amount
<S> <C> <C> <C> <C> <C>
A-X 22540ALL0 648,820.90 0.00 648,820.90 1,168,407,355.51
<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 996.35834045 4.88404717 5.73736346
A-2 22540ALK2 1000.00000000 0.00000000 6.07500000
B 22540ALM8 1000.00000000 0.00000000 6.27500000
C 22540ALN6 1000.00000000 0.00000000 6.40148308
D 22540ALP1 1000.00000000 0.00000000 6.53481633
E 22540ALQ9 1000.00000000 0.00000000 6.60148313
F 22540ALR7 1000.00000000 0.00000000 6.60148293
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 991.47429328
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 999.37910780 0.55449648 0.00000000 998.54639217
</TABLE>
<TABLE>
<CAPTION>
Reconciliation Detail
Advance Summary
<S> <C>
P & I Advances Outstanding 461,983.08
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 48,724.24
Less Delinquent Master Servicing Fees 2,450.91
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 3,350.50
Total Master Servicing Fees Collected 49,623.83
</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 1,144,604.01 0.00 0.00 0.00
A-2 4,012,537.50 0.00 0.00 0.00
A-X 648,820.90 0.00 0.00 0.00
B 330,065.00 0.00 0.00 0.00
C 374,486.76 0.00 0.00 0.00
D 96,061.80 0.00 0.00 0.00
E 270,000.66 0.00 0.00 0.00
F 135,330.40 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 7,719,653.61 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 1,144,604.01 0.00 1,144,604.01 0.00
A-2 0.00 4,012,537.50 0.00 4,012,537.50 0.00
A-X 0.00 648,820.90 0.00 648,820.90 0.00
B 0.00 330,065.00 0.00 330,065.00 0.00
C 0.00 374,486.76 0.00 374,486.76 0.00
D 0.00 96,061.80 0.00 96,061.80 0.00
E 0.00 270,000.66 0.00 270,000.66 0.00
F 0.00 135,330.40 0.00 135,330.40 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 7,719,653.61 0.00 7,719,653.61 0.00
</TABLE>
<TABLE>
<CAPTION>
Other Required Information
<S> <C>
Available Distribution Amount 8,694,021.02
Aggregate Number of Outstanding Mortgage Loans 152
Aggregate Unpaid Principal Balance of the Mortgage Loans 1,168,430,966.79
Aggregate Scheduled Principal Balance of the Mortgage Loans 1,168,407,355.62
Accrued Primary Servicing Fee 58,806.10
Aggregate Amount of Servicing Fee 49,623.83
Aggregate Amount of Trustee Fee 584.69
Aggregate Amount of Certificate Administrator Fee 2,143.87
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 5,169,241.07 0.44 107 8.2830 1.649705
500,000 to 999,999.99 14 10,814,027.08 0.93 109 8.3237 1.456304
1,000,000 to 1,999,999.99 18 23,575,767.57 2.02 115 8.2448 1.675627
2,000,000 to 2,999,999.99 21 53,326,973.89 4.56 114 8.2641 1.468011
3,000,000 to 3,999,999.99 16 58,094,425.78 4.97 121 8.2219 1.478984
4,000,000 to 4,999,999.99 9 40,966,085.38 3.51 113 7.9823 1.544975
5,000,000 to 5,999,999.99 9 49,294,358.25 4.22 122 7.5991 1.657537
6,000,000 to 6,999,999.99 3 20,250,881.26 1.73 91 8.6163 1.262000
7,000,000 to 7,999,999.99 5 38,205,232.85 3.27 112 7.8752 1.313879
8,000,000 to 8,999,999.99 1 8,478,631.05 0.73 68 7.1700 1.320000
9,000,000 to 9,999,999.99 6 58,090,296.31 4.97 112 8.0938 1.310717
10,000,000 to 14,999,999.99 13 160,419,282.20 13.73 124 8.0025 1.304716
15,000,000 to 19,999,999.99 8 141,014,213.24 12.07 116 8.2332 1.425832
20,000,000 to 29,999,999.99 8 215,990,674.23 18.49 126 7.6962 1.403488
30,000,000 to 39,999,999.99 5 178,826,708.18 15.31 115 8.1992 1.449848
40,000,000 to 49,999,999.99 1 47,890,557.28 4.10 115 8.6000 1.150000
50,000,000 to 59,999,999.99 1 58,000,000.00 4.96 97 7.7500 1.480000
Totals 152 1,168,407,355.62 100.00 117 8.0350 1.413500
</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 19,990,984.28 1.71 116 7.6264 1.718461
Arkansas 1 632,032.67 0.05 103 8.5000 1.520000
California 48 214,443,407.59 18.35 120 7.8721 1.379554
Colorado 8 55,204,101.42 4.72 133 7.7935 1.289707
Connecticut 9 4,601,711.82 0.39 117 8.7077 1.595583
Florida 11 102,639,593.03 8.78 112 8.2384 1.249107
Georgia 4 13,818,530.25 1.18 107 7.8252 1.467581
Idaho 1 6,670,124.63 0.57 231 6.6839 NAP
Illinois 5 15,490,477.42 1.33 107 7.5568 1.359730
Indiana 6 30,809,991.36 2.64 116 7.7952 1.945237
Kentucky 1 3,992,594.28 0.34 117 7.8900 1.700000
Maryland 3 13,620,371.18 1.17 116 8.1645 1.380009
Massachusetts 6 55,014,582.66 4.71 114 8.1170 1.265546
Minnesota 2 23,083,565.77 1.98 128 8.1950 1.241375
Mississippi 1 1,497,412.24 0.13 117 8.1800 1.350000
Missouri 4 29,853,032.78 2.56 117 9.1407 1.290209
Nevada 2 806,258.46 0.07 107 8.0719 1.277940
New Jersey 8 37,316,787.68 3.19 120 8.1570 1.467051
New Mexico 2 7,250,135.46 0.62 231 6.6839 NAP
New York 21 234,331,018.78 20.06 110 8.0783 1.584916
North Carolina 4 15,719,121.84 1.35 117 8.5048 1.691495
Ohio 3 9,781,546.44 0.84 112 7.9355 1.403050
Oregon 1 10,930,211.00 0.94 117 7.9900 1.210000
Pennsylvania 3 33,344,987.33 2.85 117 8.6234 1.468387
Puerto Rico 1 38,730,896.02 3.31 117 8.0500 1.250000
South Carolina 2 3,253,954.43 0.28 111 8.3812 1.386642
South Dakota 1 2,390,155.21 0.20 113 7.8000 1.270000
Tennessee 1 2,244,886.16 0.19 116 7.9800 1.790000
Texas 13 42,209,109.68 3.61 115 8.1874 1.280527
Utah 1 4,533,751.37 0.39 231 6.6839 NAP
Virginia 1 9,475,817.63 0.81 117 8.7900 1.530000
Washington 6 67,461,133.20 5.77 106 7.7767 1.257414
Washington, DC 2 40,948,293.35 3.50 107 7.7076 1.385368
West Virginia 1 6,982,989.02 0.60 81 9.0300 1.320000
Wisconsin 1 9,333,789.19 0.80 117 8.1600 1.230000
Totals 191 1,168,407,355.62 100.00 117 8.0350 1.413500
</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 48,417,615.85 4.14 215 6.7238 2.264049
7.000% to 7.499% 16 142,196,436.10 12.17 104 7.2420 1.394037
7.500% to 7.999% 32 353,325,931.25 30.24 110 7.7746 1.449705
8.000% to 8.499% 63 388,585,407.75 33.26 116 8.2523 1.336838
8.500% to 8.999% 26 153,593,694.87 13.15 114 8.6252 1.479600
9.000% to 9.499% 9 76,110,904.46 6.51 119 9.1063 1.433540
9.500% to 9.999% 1 3,242,981.19 0.28 118 9.6250 1.650000
10.000% or greater 1 2,934,384.15 0.25 117 10.2200 1.520000
Totals 152 1,168,407,355.62 100.00 117 8.0350 1.413500
</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 40,177,897.55 3.44 231 6.6969 NAP
Less than zero 0 0.00 0.00 0 0.0000 0.000000
0.00 to 1.19 6 75,514,540.06 6.46 112 8.5286 1.157100
1.20 to 1.29 49 430,899,570.61 36.88 114 8.1054 1.241880
1.30 to 1.39 33 216,778,201.09 18.55 112 7.9885 1.339283
1.40 to 1.49 15 138,554,708.24 11.86 104 7.8702 1.471361
1.50 to 1.59 14 82,607,079.60 7.07 115 8.2186 1.536241
1.60 to 1.69 7 23,245,827.74 1.99 114 8.1303 1.627560
1.70 to 1.79 12 58,861,774.02 5.04 115 8.1655 1.745458
1.80 to 1.89 1 5,452,813.35 0.47 111 8.0000 1.840000
1.90 to 1.99 5 79,288,966.78 6.79 116 8.0222 1.948676
2.00 and greater 8 17,025,976.58 1.46 125 7.7513 2.703941
Totals 152 1,168,407,355.62 100.00 117 8.0350 1.413500
</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 40,177,897.55 3.44 231 6.6969 NAP
Industrial 16 77,702,872.97 6.65 116 8.0678 1.305708
Lodging 18 119,962,769.40 10.27 116 8.1876 1.772776
Mixed Use 4 74,387,741.56 6.37 104 7.5131 1.441182
Mobile Home Park 1 2,287,183.99 0.20 114 8.1500 1.340000
Multi-Family 51 178,607,099.33 15.29 108 7.8736 1.425067
Office 33 354,905,429.51 30.38 113 8.0797 1.326279
Other 11 73,543,907.24 6.29 122 8.6763 1.744559
Retail 41 228,532,700.19 19.56 113 8.1997 1.266358
Self Storage 5 18,299,753.88 1.57 111 8.0128 1.498412
Totals 191 1,168,407,355.62 100.00 117 8.0350 1.413500
</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 8,478,631.05 0.73 68 7.1700 1.320000
72 to 83 months 2 13,519,138.72 1.16 80 8.9381 1.228140
84 to 95 months 0 0.00 0.00 0 0.0000 0.000000
96 to 107 months 32 225,476,036.86 19.30 102 7.4888 1.395251
108 to 119 months 108 855,682,901.03 73.23 115 8.2354 1.409764
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 1,064,190.43 0.09 145 9.0800 2.210000
156 to 167 months 2 10,918,253.41 0.93 162 7.1091 2.020484
168 to 227 months 0 0.00 0.00 0 0.0000 0.000000
228 months or greater 2 40,177,897.55 3.44 231 6.6969 NAP
Totals 148 1,155,317,049.05 98.88 116 8.0268 1.410688
</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 2,954,982.49 0.25 90 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 1 3,690,824.00 0.32 155 8.1700 1.330000
156 to 167 months 0 0.00 0.00 0 0.0000 0.000000
168 to 227 months 2 6,444,500.08 0.55 177 9.1584 1.527681
300 months or less 0 0.00 0.00 0 0.0000 0.000000
Totals 4 13,090,306.57 1.12 151 8.7604 1.653059
</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 1 342,356.06 0.03 107 8.0000 1.370000
229 to 249 months 3 7,586,103.78 0.65 112 7.9024 1.666082
250 to 270 months 0 0.00 0.00 0 0.0000 0.000000
271 to 291 months 32 202,826,666.09 17.36 125 7.6285 1.524934
292 to 312 months 19 137,658,037.68 11.78 115 8.4660 1.481665
313 to 333 months 3 73,054,598.70 6.25 123 7.5724 1.493153
334 to 354 months 43 274,019,686.50 23.45 110 7.7508 1.422597
355 months or greater 47 459,829,600.24 39.36 116 8.3096 1.323681
Totals 148 1,155,317,049.05 98.88 116 8.0268 1.410688
</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 1,168,407,355.62 100.00 117 8.0350 1.413500
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 1,168,407,355.62 100.00 117 8.0350 1.413500
<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 374,583.33 0.00 7.750%
2 2 OF Seattle WA 169,518.58 17,413.65 7.990%
3 3 OF Seattle WA 98,054.86 10,072.61 7.990%
4 4 OF Seattle WA 72,460.88 7,443.49 7.990%
5 5 RT Tallahassee FL 343,423.94 29,062.06 8.600%
6 6 CL Various CO 146,087.49 40,460.51 6.684%
7 7 CL Various CA 78,448.26 15,500.99 6.721%
8 8 OF San Juan PR 259,994.58 26,059.65 8.050%
9 9 MU Washington DC 236,735.74 29,076.76 7.640%
10 10 LO New York NY 254,521.46 38,369.42 8.500%
11 11 OF New York NY 237,099.21 21,445.36 8.380%
12 12 OF Canton MA 234,442.11 20,210.13 8.490%
13 13 OF New York NY 175,829.85 39,565.15 7.175%
14 14 MU San Francisco CA 176,364.30 25,625.28 7.220%
15 15 LO Various IN 175,367.32 34,310.82 7.540%
16 16 OT Edmundson MO 206,243.69 23,676.63 9.180%
17 17 MF Various CO 170,234.40 17,231.22 8.020%
18 18 OF San Mateo CA 166,963.16 17,841.05 7.870%
19 19 OF Philadelphia PA 144,971.84 11,581.54 8.750%
20 20 OT Brooklyn NY 148,516.46 6,111.51 9.050%
21 21 RT Hyannis MA 72,144.48 15,459.71 7.250%
22 22 RT Chehalis WA 30,287.29 4,230.83 7.250%
23 23 RT Tampa FL 13,393.16 2,869.99 7.250%
24 24 RT St. Paul MN 123,644.20 10,791.66 8.490%
25 25 RT Colorado Springs CO 113,221.92 11,912.42 7.880%
26 26 RT Seminole FL 105,390.96 13,698.37 7.400%
27 27 LO Various AZ 106,151.02 19,477.48 7.500%
29 29 OF Sacramento CA 119,827.53 10,526.49 8.470%
30 30 IN Los Angeles CA 106,452.56 16,542.92 8.100%
31 31 LO Various Various 100,648.54 15,884.38 8.250%
32 32 RT East Norriton PA 89,936.94 7,940.22 8.440%
33 33 RT Various CA 88,999.61 12,664.94 8.410%
34 34 RT Sanibel FL 87,862.57 8,063.43 8.350%
35 35 OF Encino CA 85,169.94 8,387.11 8.210%
36 36 MF Los Angeles CA 78,843.23 8,917.27 7.750%
37 37 IN Hillsboro OR 72,826.56 7,444.34 7.990%
38 38 OF Orange CA 68,848.62 7,465.95 7.900%
39 39 IN Various NJ 76,419.75 6,679.98 9.000%
40 40 OF Parsippany NJ 68,303.59 6,682.41 8.230%
41 41 IN Various NJ 63,152.56 11,300.31 7.700%
42 42 RT Houston TX 66,643.12 6,381.28 8.190%
43 43 RT New York NY 61,073.45 12,923.26 7.515%
44 44 LO Bristol VA 69,475.46 8,886.54 8.790%
45 45 IN Cudahy WI 63,511.53 6,141.47 8.160%
46 46 OF Lynnwood WA 50,703.81 7,362.07 7.170%
47 47 MU Henreitta NY 53,012.55 5,688.62 8.000%
48 48 OF Chicago IL 46,765.32 10,196.32 7.258%
49 49 MF Tallahassee FL 49,095.31 5,679.14 7.630%
50 50 MF Houston TX 51,538.72 5,024.14 8.150%
51 51 OF Oxon Hill MD 50,517.35 4,562.30 8.370%
52 52 RT Charleston WV 52,594.35 6,293.27 9.030%
53 53 SS Oakland CA 44,764.13 8,151.97 7.970%
54 54 IN Miami FL 48,177.43 3,773.05 8.840%
55 55 IN Durham NC 40,305.48 4,013.54 8.070%
56 56 OT Amagansett NY 36,618.51 11,173.73 7.670%
57 57 IN St. Louis Park MN 34,102.87 4,752.67 7.278%
58 58 MF Chamblee GA 32,772.45 5,303.04 7.040%
59 59 SS Brooklyn NY 36,392.47 6,057.42 8.000%
60 60 OF Orange CA 36,776.62 3,632.26 8.110%
61 61 OT Edgewater NJ 30,637.21 5,035.62 6.930%
62 62 RT Morris IL 34,568.49 3,551.02 7.990%
63 63 RT Goldsboro NC 35,173.34 3,095.30 8.450%
64 64 LO Brandon FL 32,271.48 5,626.36 7.790%
65 65 MF Dallas TX 33,977.38 3,006.01 8.410%
66 66 MF Trotwood OH 28,492.32 3,703.34 7.400%
67 67 OF Boston MA 28,169.41 3,680.06 7.400%
68 68 MF Oakland CA 26,751.39 5,774.92 7.250%
69 69 OF Redwood City CA 31,016.25 2,607.77 8.620%
70 70 OF Berkeley CA 27,008.59 4,825.59 7.790%
71 71 MF Various CT 29,881.51 3,854.24 8.760%
72 72 RT Longmont CO 26,670.06 2,708.41 8.010%
73 73 MF Louisville KY 26,269.55 2,774.88 7.890%
74 74 OF New York NY 30,248.14 10,608.56 9.120%
75 75 SS Orange CA 26,061.21 4,605.50 7.850%
76 76 MF San Francisco CA 23,779.02 5,133.25 7.250%
77 77 RT San Antonio TX 26,545.87 2,432.45 8.340%
78 78 MF Washington DC 26,478.06 2,391.27 8.370%
79 79 MF Carney's Point NJ 26,090.48 2,484.37 8.260%
80 80 OF Clinton MD 25,550.30 2,569.70 8.090%
81 81 OT Westhampton Beach NY 25,219.59 13,400.09 8.170%
82 82 MF City of BrownsvilleTX 21,985.44 2,326.20 7.900%
83 83 OT Montauk NY 22,521.78 2,293.27 8.100%
84 84 IN Various MA 22,736.11 2,159.28 8.230%
85 85 LO Nags Head NC 26,032.63 2,645.42 9.625%
86 86 OF Carmichael CA 22,318.70 2,978.47 8.660%
87 87 OF Santa Monica CA 19,973.35 2,173.03 7.890%
88 88 OT Montauk NY 21,418.76 23,292.22 8.630%
89 89 MF Houston TX 19,577.01 2,102.24 7.840%
90 90 OF Richmond CA 19,889.24 2,123.70 8.000%
91 91 IN Seattle WA 16,485.25 4,185.30 6.720%
92 92 LO South Bend IN 25,009.60 2,163.50 10.220%
93 93 MF Lindenwold NJ 18,855.80 2,171.21 7.875%
94 94 OF Lutherville MD 16,663.03 1,873.93 7.700%
95 95 RT Chicago IL 16,313.46 2,079.23 7.580%
96 96 RT Staten Island NY 19,882.91 2,166.35 9.370%
97 97 RT Vermillion OH 17,865.81 2,416.72 8.590%
98 98 OF Palm Desert CA 17,111.47 2,599.78 8.250%
99 99 OT Montauk NY 19,067.79 6,617.10 9.220%
100 100 RT Sioux Falls SD 15,547.25 1,729.64 7.800%
101 101 OF Rancho Cucamonga CA 16,138.96 2,879.79 8.112%
102 102 RT Various FL 16,275.70 1,409.31 8.500%
103 103 OF Dallas TX 15,808.55 1,486.75 8.260%
104 104 MH Salinas CA 15,550.30 2,430.62 8.150%
105 105 RT Branson MO 17,036.21 2,055.51 9.000%
106 106 MF Memphis TN 14,938.73 1,539.61 7.980%
107 107 OF Great Barrington MA 14,919.45 1,287.30 8.540%
108 108 RT Auburn CA 12,017.88 1,167.72 8.160%
109 109 MF Van Nuys CA 11,031.26 1,077.15 8.130%
110 110 RT New York NY 11,593.27 2,515.49 8.720%
111 111 RT Mission Hills CA 11,051.79 1,001.35 8.360%
112 112 RT Clarksdale MS 10,214.05 981.22 8.180%
113 113 RT Winston-Salem NC 9,972.53 1,039.97 8.000%
114 114 RT San Francisco CA 9,977.05 847.33 8.560%
115 115 MF Channelview TX 9,472.86 1,443.59 8.375%
116 116 OT New York NY 7,574.71 1,203.75 7.050%
117 117 MF Daly City CA 8,419.88 935.62 8.000%
118 118 OF The Woodlands TX 7,564.66 928.86 7.625%
119 119 MF Fort Worth TX 8,189.81 1,059.31 8.750%
120 120 OT New York NY 6,529.58 426.34 7.150%
121 121 SS Indian Harbor BeachFL 7,665.42 1,132.85 8.420%
122 122 OT Atlanta GA 8,058.09 754.85 9.080%
123 123 MF Los Angeles CA 7,722.12 616.91 8.750%
124 124 SS Needles CA 7,450.17 1,040.12 8.550%
125 125 RT Smithtown NY 7,605.56 607.59 8.750%
126 126 MF Hesperia CA 6,917.21 1,052.13 8.500%
127 127 MF Tempe AZ 6,790.95 1,049.77 8.375%
128 128 MF Sierra Vista AZ 6,665.26 659.59 8.250%
129 129 OF Greenville SC 6,881.13 558.62 8.700%
130 130 MF Dallas TX 5,714.96 596.27 8.125%
131 131 IN City of Industry CA 5,598.91 961.53 8.000%
132 132 OF San Diego CA 5,927.62 531.25 8.500%
133 133 MF Grass Valley CA 4,952.31 641.41 7.500%
134 134 RT Pittsburgh PA 4,856.65 463.86 8.375%
135 135 RT Corona Del Mar CA 5,085.83 678.90 8.875%
136 136 MF Ft. Smith AR 4,479.97 433.39 8.500%
137 137 MF Houston TX 4,148.70 632.23 8.375%
138 138 MF Garden Grove CA 3,512.01 360.11 8.125%
139 139 MF Waterbury CT 3,542.18 532.11 8.290%
140 140 RT Los Angeles CA 3,503.12 523.02 8.500%
141 141 MF Sparks NV 3,143.23 327.94 8.125%
142 142 MF Tempe AZ 3,102.23 540.25 8.375%
143 143 IN Van Nuys CA 2,991.30 276.58 8.500%
144 144 MF Aurora CO 2,798.08 429.04 8.375%
145 145 MF Phoenix AZ 2,798.08 429.04 8.375%
146 146 MF Aurora CO 2,746.26 421.10 8.375%
147 147 MF Kansas City MO 2,481.96 269.66 8.000%
148 148 MF Livermore CA 2,353.22 245.52 8.125%
149 149 MF Reno NV 2,286.65 640.89 8.000%
150 150 RT Los Angeles CA 2,403.14 358.79 8.500%
151 151 MF Kansas City MO 1,838.60 503.43 8.000%
152 152 MF Phoenix AZ 1,684.03 258.22 8.375%
153 153 MF St. Petersburg FL 1,587.87 164.42 8.125%
Totals 7,829,912.51 974,367.41
</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 12/11/1999
2 05/11/2009 05/11/2029 N 25,459,611.00 25,442,197.35 12/11/1999
3 05/11/2009 05/11/2029 N 14,726,637.72 14,716,565.11 12/11/1999
4 05/11/2009 05/11/2029 N 10,882,735.66 10,875,292.17 12/11/1999
5 07/11/2009 07/11/2029 N 47,919,619.34 47,890,557.28 12/11/1999
6 N/A 03/11/2019 N 26,227,949.79 26,187,489.28 12/11/1999
7 N/A 03/11/2019 N 14,005,909.26 13,990,408.27 12/11/1999
8 09/11/2009 09/11/2029 N 38,756,955.67 38,730,896.02 12/11/1999
9 10/11/2008 10/11/2028 N 37,183,623.58 37,154,546.82 12/11/1999
10 09/11/2009 09/11/2024 N 35,932,440.90 35,894,071.48 12/11/1999
11 08/11/2009 08/11/2029 N 33,952,154.78 33,930,709.42 12/11/1999
12 10/11/2009 10/11/2029 N 33,136,694.57 33,116,484.44 12/11/1999
13 06/11/2008 06/11/2023 N 29,407,082.27 29,367,517.12 12/11/1999
14 05/01/2008 05/01/2028 N 29,312,626.39 29,287,001.11 12/01/1999
15 08/11/2009 08/11/2024 N 27,909,918.03 27,875,607.21 01/11/2000
16 09/11/2009 09/11/2024 N 26,959,959.62 26,936,282.99 12/11/1999
17 09/11/2009 09/11/2029 N 25,471,481.91 25,454,250.69 12/11/1999
18 08/11/2009 08/11/2029 N 25,458,169.53 25,440,328.48 12/11/1999
19 09/11/2009 09/11/2029 N 19,881,852.12 19,870,270.58 12/11/1999
20 N/A 09/11/2009 N 19,692,790.88 19,686,679.37 12/11/1999
21 N/A 10/01/2008 N 11,941,155.73 11,925,696.02 12/01/1999
22 N/A 10/01/2008 N 5,013,068.66 5,008,837.83 12/01/1999
23 N/A 10/01/2008 N 2,216,798.77 2,213,928.78 12/01/1999
24 08/11/2009 08/11/2029 N 17,476,212.63 17,465,420.97 12/11/1999
25 N/A 10/01/2009 N 17,241,916.49 17,230,004.07 12/01/1999
26 N/A 02/01/2009 N 17,090,425.14 17,076,726.77 12/01/1999
27 10/11/2009 11/11/2024 N 16,984,163.17 16,964,685.69 12/11/1999
29 08/11/2009 08/11/2029 N 16,976,745.17 16,966,218.68 12/11/1999
30 09/11/2009 09/11/2024 N 15,770,750.03 15,754,207.11 12/11/1999
31 N/A 01/01/2009 N 14,639,788.07 14,623,903.69 12/01/1999
32 09/11/2009 09/11/2029 N 12,787,242.85 12,779,302.63 12/11/1999
33 09/11/2009 09/11/2024 N 12,699,111.65 12,686,446.71 11/11/1999
34 07/11/2009 07/11/2029 N 12,626,955.80 12,618,892.37 12/11/1999
35 03/11/2009 03/11/2029 N 12,448,712.09 12,440,324.98 12/11/1999
36 05/11/2009 05/11/2029 N 12,207,984.71 12,199,067.44 11/11/1999
37 09/11/2009 09/11/2029 N 10,937,655.34 10,930,211.00 12/11/1999
38 04/11/2009 04/11/2029 N 10,458,018.35 10,450,552.40 12/11/1999
39 09/11/2009 12/11/2027 N 10,189,299.39 10,182,619.41 11/11/1999
40 03/11/2009 03/11/2029 N 9,959,211.34 9,952,528.93 12/11/1999
41 05/11/2009 05/11/2024 N 9,841,958.03 9,830,657.72 12/11/1999
42 09/11/2009 09/11/2029 N 9,764,559.27 9,758,177.99 12/11/1999
43 01/11/2008 01/11/2023 N 9,752,248.11 9,739,324.85 12/11/1999
44 09/11/2009 09/11/2024 N 9,484,704.17 9,475,817.63 12/11/1999
45 09/11/2009 09/11/2029 N 9,339,930.66 9,333,789.19 12/11/1999
46 N/A 08/01/2005 N 8,485,993.12 8,478,631.05 12/01/1999
47 N/A 01/01/2009 N 7,951,882.25 7,946,193.63 12/01/1999
48 N/A 07/01/2008 N 7,731,934.16 7,721,737.84 12/01/1999
49 08/11/2009 08/11/2029 N 7,721,412.53 7,715,733.39 12/11/1999
50 08/11/2009 08/11/2029 N 7,588,523.12 7,583,498.98 12/11/1999
51 09/11/2009 09/11/2029 N 7,242,631.31 7,238,069.01 12/11/1999
52 09/11/2006 09/11/2024 N 6,989,282.29 6,982,989.02 12/11/1999
53 N/A 04/01/2009 N 6,739,894.51 6,731,742.54 12/01/1999
54 07/11/2006 07/11/2029 N 6,539,922.75 6,536,149.70 12/11/1999
55 09/11/2009 09/11/2029 N 5,993,379.38 5,989,365.84 12/11/1999
56 N/A 03/01/2009 N 5,729,101.34 5,717,927.61 12/01/1999
57 N/A 09/01/2013 N 5,622,897.47 5,618,144.80 12/01/1999
58 N/A 12/01/2007 N 5,586,212.42 5,580,909.38 12/01/1999
59 N/A 03/01/2009 N 5,458,870.77 5,452,813.35 12/01/1999
60 08/11/2009 08/11/2029 N 5,441,670.29 5,438,038.03 12/11/1999
61 N/A 03/01/2013 N 5,305,144.23 5,300,108.61 12/01/1999
62 08/11/2009 08/11/2029 N 5,191,763.82 5,188,212.80 12/11/1999
63 09/11/2009 09/11/2029 N 4,995,030.73 4,991,935.43 11/11/1999
64 05/11/2009 05/11/2024 N 4,971,216.80 4,965,590.44 12/11/1999
65 10/11/2009 10/11/2029 N 4,848,140.04 4,845,134.03 12/11/1999
66 02/11/2009 02/11/2029 N 4,620,376.57 4,616,673.23 12/11/1999
67 01/11/2009 01/11/2029 N 4,568,011.87 4,564,331.81 12/11/1999
68 N/A 09/01/2008 N 4,427,816.79 4,422,041.87 12/01/1999
69 07/11/2009 07/11/2029 N 4,317,807.37 4,315,199.60 12/11/1999
70 N/A 02/01/2009 N 4,160,501.34 4,155,675.75 12/01/1999
71 09/11/2009 09/11/2024 N 4,093,357.46 4,089,503.22 11/11/1999
72 09/11/2009 09/11/2029 N 3,995,514.59 3,992,806.18 12/11/1999
73 09/11/2009 09/11/2029 N 3,995,369.16 3,992,594.28 12/11/1999
74 N/A 09/11/2014 N 3,980,017.81 3,969,409.25 12/11/1999
75 N/A 01/01/2009 N 3,983,879.73 3,979,274.23 12/01/1999
76 N/A 09/01/2008 N 3,935,837.24 3,930,703.99 12/01/1999
77 08/11/2009 08/11/2029 N 3,819,549.95 3,817,117.50 12/11/1999
78 09/11/2009 09/11/2029 N 3,796,137.80 3,793,746.53 12/11/1999
79 06/11/2009 06/11/2029 N 3,790,383.99 3,787,899.62 12/11/1999
80 06/11/2009 06/11/2029 N 3,789,909.24 3,787,339.54 12/11/1999
81 N/A 11/01/2012 N 3,704,224.09 3,690,824.00 12/01/1999
82 08/11/2009 08/11/2029 N 3,339,560.43 3,337,234.23 12/11/1999
83 N/A 05/01/2009 N 3,336,559.68 3,334,266.41 12/01/1999
84 N/A 08/11/2009 N 3,315,106.62 3,312,947.34 12/11/1999
85 10/11/2009 10/11/2024 N 3,245,626.61 3,242,981.19 11/11/1999
86 08/11/2009 08/11/2024 N 3,092,661.01 3,089,682.54 12/11/1999
87 N/A 04/01/2009 N 3,037,771.98 3,035,598.95 12/01/1999
88 N/A 06/01/2007 N 2,978,274.71 2,954,982.49 12/01/1999
89 09/11/2009 09/11/2029 N 2,996,480.80 2,994,378.56 12/11/1999
90 N/A 02/01/2009 N 2,983,386.02 2,981,262.32 12/01/1999
91 N/A 09/01/2008 N 2,943,794.99 2,939,609.69 12/01/1999
92 09/11/2009 09/11/2024 N 2,936,547.65 2,934,384.15 12/11/1999
93 N/A 08/01/2008 N 2,873,265.41 2,871,094.20 11/01/1999
94 09/11/2009 09/11/2029 N 2,596,836.56 2,594,962.63 12/11/1999
95 N/A 07/11/2008 N 2,582,606.01 2,580,526.78 12/11/1999
96 09/11/2009 09/11/2024 N 2,546,370.44 2,544,204.09 12/11/1999
97 09/11/2009 09/11/2024 N 2,495,805.48 2,493,388.76 11/11/1999
98 07/11/2009 06/11/2024 N 2,488,941.39 2,486,341.61 12/11/1999
99 N/A 08/01/2014 N 2,481,707.93 2,475,090.83 11/01/1999
100 N/A 05/01/2009 N 2,391,884.85 2,390,155.21 12/01/1999
101 N/A 11/01/2008 N 2,387,420.21 2,384,540.42 12/01/1999
102 09/11/2009 09/11/2029 N 2,297,746.17 2,296,336.86 12/11/1999
103 N/A 08/01/2009 N 2,296,640.99 2,295,154.24 12/01/1999
104 N/A 06/01/2009 N 2,289,614.61 2,287,183.99 12/01/1999
105 09/11/2009 09/11/2024 N 2,271,494.58 2,269,439.07 12/11/1999
106 08/11/2009 08/11/2029 N 2,246,425.77 2,244,886.16 12/11/1999
107 07/11/2009 07/11/2029 N 2,096,410.35 2,095,123.05 12/11/1999
108 08/11/2009 08/11/2029 N 1,767,335.14 1,766,167.42 12/11/1999
109 09/11/2009 09/11/2029 N 1,628,230.33 1,627,153.18 12/11/1999
110 09/11/2009 09/11/2019 N 1,595,404.73 1,592,889.24 12/11/1999
111 09/11/2009 09/11/2029 N 1,586,381.50 1,585,380.15 12/11/1999
112 09/11/2009 09/11/2029 N 1,498,393.46 1,497,412.24 12/11/1999
113 06/11/2009 06/11/2029 N 1,495,879.35 1,494,839.38 11/11/1999
114 09/11/2009 09/11/2029 N 1,398,651.29 1,397,803.96 12/11/1999
115 N/A 01/01/2009 N 1,357,305.58 1,355,861.99 12/01/1999
116 12/11/2008 12/11/2028 N 1,289,311.58 1,288,107.83 12/11/1999
117 N/A 07/01/2008 N 1,262,981.66 1,262,046.04 12/01/1999
118 N/A 11/01/2008 N 1,190,503.14 1,189,574.28 12/01/1999
119 N/A 09/11/2009 N 1,123,173.57 1,122,114.26 12/11/1999
120 12/11/2008 12/11/2038 N 1,095,873.01 1,095,446.67 12/11/1999
121 N/A 03/01/2009 N 1,092,458.80 1,091,325.95 12/01/1999
122 N/A 01/01/2012 N 1,064,945.28 1,064,190.43 12/01/1999
123 N/A 09/11/2009 N 1,059,033.32 1,058,416.41 12/11/1999
124 N/A 06/01/2009 N 1,045,637.93 1,044,597.81 12/01/1999
125 09/11/2009 09/11/2029 N 1,043,047.92 1,042,440.33 12/11/1999
126 N/A 07/01/2009 N 976,547.02 975,494.89 11/01/1999
127 N/A 11/01/2008 N 973,031.81 971,982.04 12/01/1999
128 N/A 01/01/2009 N 969,492.41 968,832.82 12/01/1999
129 N/A 09/11/2009 N 949,120.95 948,562.33 12/11/1999
130 N/A 11/01/2008 N 844,055.03 843,458.76 12/01/1999
131 N/A 11/01/2008 N 839,835.80 838,874.27 12/01/1999
132 N/A 03/01/2009 N 836,840.83 836,309.58 12/01/1999
133 N/A 09/01/2008 N 792,370.31 791,728.90 11/01/1999
134 N/A 12/01/2008 N 695,877.98 695,414.12 12/01/1999
135 N/A 12/01/2008 N 687,661.65 686,982.75 12/01/1999
136 N/A 07/01/2008 N 632,466.06 632,032.67 12/01/1999
137 N/A 01/01/2008 N 594,440.38 593,808.15 12/01/1999
138 N/A 02/01/2009 N 518,697.31 518,337.20 12/01/1999
139 N/A 06/11/2009 N 512,740.71 512,208.60 12/11/1999
140 N/A 11/01/2008 N 494,557.78 494,034.76 12/01/1999
141 N/A 11/01/2008 N 464,230.34 463,902.40 12/01/1999
142 N/A 11/01/2008 N 444,499.04 443,958.79 12/01/1999
143 N/A 11/01/2008 N 422,301.40 422,024.82 12/01/1999
144 N/A 12/01/2008 N 400,918.62 400,489.58 12/01/1999
145 N/A 12/01/2008 N 400,918.61 400,489.57 12/01/1999
146 N/A 12/01/2008 N 393,494.18 393,073.08 12/01/1999
147 N/A 11/01/2008 N 372,293.45 372,023.79 12/01/1999
148 N/A 11/01/2008 N 347,552.08 347,306.56 12/01/1999
149 N/A 11/01/2008 N 342,996.95 342,356.06 12/01/1999
150 N/A 11/01/2008 N 339,266.66 338,907.87 12/01/1999
151 N/A 02/01/2009 N 275,790.36 275,286.93 11/01/1999
152 N/A 12/01/2008 N 241,293.59 241,035.37 12/01/1999
153 N/A 12/01/2008 N 234,515.91 234,351.49 12/01/1999
Totals 1,169,381,723.03 1,168,407,355.62
</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>
12/17/99 0 $0.00 0 $0.00 0 $0.00 0 $0.00 0 $0.00 0 $0.00
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>
12/17/99 0 $0.00 0 $0.00
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>
12/17/99 8.034976% 7.921824% 117
11/18/99 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>
33 33 0 11/11/1999 100,477.18 100,477.18 B
36 36 0 11/11/1999 86,720.78 86,720.78 B
39 39 0 11/11/1999 82,231.94 82,231.94 B
63 63 0 11/11/1999 37,843.23 37,843.23 B
71 71 0 11/11/1999 33,387.14 33,387.14 B
85 85 0 11/11/1999 28,401.63 28,401.63 B
93 93 0 11/11/1999 20,782.31 20,782.31 B
97 97 0 11/11/1999 20,069.97 20,069.97 B
99 99 0 11/11/1999 25,452.85 25,452.85 B
113 113 0 11/11/1999 10,885.10 10,885.10 B
126 126 0 11/11/1999 7,886.17 7,886.17 B
133 133 0 11/11/1999 5,526.24 5,526.24 B
151 151 0 11/11/1999 2,318.54 2,318.54 B
Totals 13 461,983.08 461,983.08
</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>
33 12,699,111.65 0.00
36 12,207,984.70 0.00
39 10,189,299.39 0.00
63 4,995,030.73 0.00
71 4,093,357.46 0.00
85 3,245,626.61 0.00
93 2,873,265.41 0.00
97 2,495,805.48 0.00
99 2,481,707.93 0.00
113 1,495,879.35 0.00
126 976,547.02 0.00
133 792,370.31 0.00
151 275,790.36 0.00
Totals 58,821,776.40 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) 37,843.23 37,843.23 4,995,030.73 0.00
Totals for status code = B (12 Loans) 424,139.85 424,139.85 53,826,745.67 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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