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Previous: STRUCTURED ASSET SECURITIES CORPORATION, 8-K, 1997-01-08 |
Next: MFS MULTIMARKET INCOME TRUST, N-30D, 1997-01-08 |
ABNAMRO LaSalle ABSTSSECURITIES 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(Date of earliest event reported): November
25, 1996
STRUCTURED ASSET SECURITIES CORPORATION
(Exact name of registrant as specified in its governing
instruments)
Delaware 33-96378 74-2440850
(State or other Jurisdiction (Commission File (I.R.S.
Employer
of Incorporation) Number)
Identification No.)
200 Vesey Street
New York, New York 10285
(Address of Principal Executive Offices) (Zip
Code)
Registrant's telephone number, including area code: (212)
526-5594
Item 5 Other Events.
Not applicable
Item 7. Financial Statements, Pro Forma Financial
Information and Exhibits
(a) Financial Statements
Not applicable
(b) Pro Forma Financial Information
Not applicable
( c)Exhibits
Item 601(a) of
Exhibit Regulation S-K
Number Exhibit No. Description
1 5
Pursuant to the requirements of the Securities Exchange Act
of 1934, as amended, the registrant has duly caused this
report to be signed on behalf of the Registrant by the
undersigned
thereunto duly authorized.
STRUCTURED ASSET SECURITIES
CORPORATION
By:
/s/Paul Hughson
Name:
Paul Hughson
Title:
Vice President
Dated: November 25, 1996
EXHIBIT INDEX
Item 601(a) of
Sequentially
Exhibit Regulation S-K Numbered
Number Exhibit No. Description Page
ABN AMRO
LaSalle National Bank
Administrator:
Amy Bulger (800) 246-5761
135 S. LaSalle Street Suite 1740
Chicago, IL 60603
Structured Asset Securities Corporation
GMAC Commercial Mortgage Corporation
LB Commercial Conduit Mortgage Trust II
Multiclass Pass-Through Certificates
Series 1996-C2
ABN AMRO Acct: 67-7635-80-7
Statement Date: 12/26/96
Payment Date: 12/26/96
Prior Payment: 11/25/96
Record Date: 11/29/96
WAC: 9.116098%
WAMM: 114
Number Of Pages
Table Of Contents
1
REMIC Certificate Report
3
Other Related Information
3
Asset Backed Facts Sheets
1
Delinquency Loan Detail
1
Mortgage Loan Characteristics
2
Loan Level Listing
4
Total Pages Included In This Package
15
Specially Serviced Loan Detail
Appendix A
Modified Loan Detail
Appendix B
Realized Loss Detail
Appendix C
Remic III
Original Opening
Class Face Value (1) Balance
CUSIP Per $1,000 Per
$1,000
A 270,097,693.00
269,763,511.35
501773AM7 1000.000000000 0.000000000
998.762737859
IO 397,202,489.27N
396,868,307.35
501773AS4 1000.000000000 0.000000000
999.158661063
B 27,804,174.00
27,804,174.00
501773AN5 1000.000000000 0.000000000
1000.000000000
C 23,832,149.00
23,832,149.00
501773AP0 1000.000000000 0.000000000
1000.000000000
D 15,888,100.00
15,888,100.00
501773AQ8 1000.000000000 0.000000000
1000.000000000
E 7,944,050.00
7,944,050.00
501773AR6 1000.000000000 0.000000000
1000.000000000
F 21,846,137.00
21,846,137.00
501773AU9 1000.000000000 0.000000000
1000.000000000
G 13,902,087.00
13,902,087.00
501773AV7 1000.000000000 0.000000000
1000.000000000
H 5,958,037.00
5,958,037.00
501773AW5 1000.000000000 0.000000000
1000.000000000
J 9,930,062.00
9,930,062.00
501773AX3 1000.000000000 0.000000000
1000.000000000
R-III 0.00
0.00
9ABSA090 1000.000000000 0.000000000
0.000000000
397,202,489.00
396,868,307.35
Notes: (1) N denotes notional balance not included in total
Principal Principal
Negative
Class Payment Adj. or Loss
Amortization
CUSIP Per $1,000 Per $1,000 Per
$1,000
A 339,888.29 0.00
0.00
501773AM7 1.258390200 0.000000000
0.000000000
IO 0.00 0.00
0.00
501773AS4 0.000000000 0.000000000
0.000000000
B 0.00 0.00
0.00
501773AN5 0.000000000 0.000000000
0.000000000
C 0.00 0.00
0.00
501773AP0 0.000000000 0.000000000
0.000000000
D 0.00 0.00
0.00
501773AQ8 0.000000000 0.000000000
0.000000000
E 0.00 0.00
0.00
501773AR6 0.000000000 0.000000000
0.000000000
F 0.00 0.00
0.00
501773AU9 0.000000000 0.000000000
0.000000000
G 0.00 0.00
0.00
501773AV7 0.000000000 0.000000000
0.000000000
H 0.00 0.00
0.00
501773AW5 0.000000000 0.000000000
0.000000000
J 0.00 0.00
0.00
501773AX3 0.000000000 0.000000000
0.000000000
R-III 0.00 0.00
0.00
9ABSA090 0.000000000 0.000000000
0.000000000
339,888.29 0.00
0.00
Closing Interest
Class Balance Payment
CUSIP Per $1,000 Per $1,000
A 269,423,623.06 1,667,081.15
501773AM7 997.504347658 6.172141389
IO 396,528,419.06 412,973.87
501773AS4 998.302955726 1.039706148
B 27,804,174.00 176,226.21
501773AN5 1000.000000000 6.338120672
C 23,832,149.00 153,434.25
501773AP0 1000.000000000 6.438120624
D 15,888,100.00 104,407.92
501773AQ8 1000.000000000 6.571454107
E 7,944,050.00 52,203.96
501773AR6 1000.000000000 6.571454107
F 21,846,137.00 143,560.89
501773AU9 1000.000000000 6.571454258
G 13,902,087.00 91,356.93
501773AV7 1000.000000000 6.571454344
H 5,958,037.00 39,152.97
501773AW5 1000.000000000 6.571454659
J 9,930,062.00 65,254.93
501773AX3 1000.000000000 6.571452424
R-III 0.00 0.00
9ABSA090 0.000000000 0.000000000
0.00 396,528,419.06
(2) Interest Paid minus Interest Adjustment minus Deferred
Interest equals Accrual
Interest Pass-Through
Class Adjustment Rate (2)
CUSIP Per $1,000 Next Rate (3)
A 0.00 7.41574487%
501773AM7 0.000000000 7.41574627%
IO 0.00 1.24869795%
501773AS4 0.000000000 1.24859397%
B 0.00 7.60574487%
501773AN5 0.000000000 7.60574627%
C 0.00 7.72574487%
501773AP0 0.000000000 7.72574627%
D 0.00 7.88574487%
501773AQ8 0.000000000 7.88574627%
E 0.00 7.88574487%
501773AR6 0.000000000 7.88574627%
F 0.00 7.88574487%
501773AU9 0.000000000 7.88574627%
G 0.00 7.88574487%
501773AV7 0.000000000 7.88574627%
H 0.00 7.88574487%
501773AW5 0.000000000 7.88574627%
J 0.00 7.88574487%
501773AX3 0.000000000 7.88574627%
R-III 0.00 8.78574487%
9ABSA090 0.000000000 8.78574627%
2,905,653.08
(3) Estimated
Remic II
Original Opening
Class Face Value (1) Balance
CUSIP Per $1,000 Per $1,000
A 270,097,693.00 269,763,511.35
none 1000.000000000 998.762737859
B 27,804,174.00 27,804,174.00
none 1000.000000000 1000.000000000
C 23,832,149.00 23,832,149.00
none 1000.000000000 1000.000000000
D 15,888,100.00 15,888,100.00
none 1000.000000000 1000.000000000
E 7,944,050.00 7,944,050.00
none 1000.000000000 1000.000000000
F 21,846,137.00 21,846,137.00
none 1000.000000000 1000.000000000
G 13,902,087.00 13,902,087.00
none 1000.000000000 1000.000000000
H 5,958,037.00 5,958,037.00
none 1000.000000000 1000.000000000
J 9,930,062.00 9,930,062.00
none 1000.000000000 1000.000000000
R-II 0.00 0.00
9ABSA089 1000.000000000 0.000000000
397,202,489.00 396,868,307.35
Principal Principal
Negative
Class Payment Adj. or Loss
Amortization
CUSIP Per $1,000 Per $1,000 Per
$1,000
A 339,888.29 0.00
0.00
none 1.258390200 0.000000000
0.000000000
B 0.00 0.00
0.00
none 0.000000000 0.000000000
0.000000000
C 0.00 0.00
0.00
none 0.000000000 0.000000000
0.000000000
D 0.00 0.00
0.00
none 0.000000000 0.000000000
0.000000000
E 0.00 0.00
0.00
none 0.000000000 0.000000000
0.000000000
F 0.00 0.00
0.00
none 0.000000000 0.000000000
0.000000000
G 0.00 0.00
0.00
none 0.000000000 0.000000000
0.000000000
H 0.00 0.00
0.00
none 0.000000000 0.000000000
0.000000000
J 0.00 0.00
0.00
none 0.000000000 0.000000000
0.000000000
R-II 0.00 0.00
0.00
9ABSA089 0.000000000 0.000000000
0.000000000
339,888.29 0.00
0.00
Closing Interest
Class Balance Payment
CUSIP Per $1,000 Per $1,000
A 269,423,623.06 1,975,061.15
none 997.504347658 7.312395482
B 27,804,174.00 203,566.98
none 1000.000000000 7.321453966
C 23,832,149.00 174,485.98
none 1000.000000000 7.321453890
D 15,888,100.00 116,323.99
none 1000.000000000 7.321453792
E 7,944,050.00 58,162.00
none 1000.000000000 7.321454422
F 21,846,137.00 159,945.49
none 1000.000000000 7.321454132
G 13,902,087.00 101,783.49
none 1000.000000000 7.321453966
H 5,958,037.00 43,621.49
none 1000.000000000 7.321453358
J 9,930,062.00 72,702.51
none 1000.000000000 7.321455798
R-II 0.00 0.00
9ABSA089 0.000000000 0.000000000
396,528,419.06 2,905,653.08
Interest Pass-Through
Class Adjustment Rate (2)
CUSIP Per $1,000 Next Rate (3)
A 0.00 8.78574487%
none 0.000000000 8.78574627%
B 0.00 8.78574487%
none 0.000000000 8.78574627%
C 0.00 8.78574487%
none 0.000000000 8.78574627%
D 0.00 8.78574487%
none 0.000000000 8.78574627%
E 0.00 8.78574487%
none 0.000000000 8.78574627%
F 0.00 8.78574487%
none 0.000000000 8.78574627%
G 0.00 8.78574487%
none 0.000000000 8.78574627%
H 0.00 8.78574487%
none 0.000000000 8.78574627%
J 0.00 8.78574487%
none 0.000000000 8.78574627%
R-II 0.00 8.78574487%
9ABSA089 0.000000000 8.78574627%
0.00
Remic I
Original Opening
Class Face Value (1) Balance
CUSIP Per $1,000 Per $1,000
Regular Interest 397,202,489.27 396,868,307.35
none 1000.000000000 999.158661063
R-I 0.00 0.00
9ABSA088 1000.000000000 0.000000000
397,202,489.27 396,868,307.35
Principal Principal
Negative
Class Payment Adj. or Loss
Amortization
CUSIP Per $1,000 Per $1,000 Per
$1,000
Regular Interest 339,888.29 0.00
0.00
none 0.855705337 0.000000000
0.000000000
R-I 0.00 0.00
0.00
9ABSA088 0.000000000 0.000000000
0.000000000
339,888.29 0.00
0.00
Closing Interest Interest
Pass-Through
Class Balance Payment Adjustment
Rate (2)
CUSIP Per $1,000 Per $1,000 Per $1,000
Next Rate (3)
Reg. Int.396,528,419.06 2,905,653.08 0.00
8.78574487%
none 998.302955726 7.315294235 0.000000000
8.78574627%
R-I 0.00 0.00 0.00
8.78574487%
9ABSA088 0.000000000 0.000000000 0.000000000
8.78574627%
396,528,419.06 2,905,653.08 0.00
Other Related Information
Beginning loan count:
109
Ending loan count:
109
Beginning scheduled balance of mortgage loans:
396,868,307.35
Scheduled principal received:
339,775.93
Unscheduled principal:
112.36
Prepayments in full:
0.00
Repurchase proceeds:
0.00
Substitution proceeds
0.00
Other principal proceeds:
0.00
Less: current realized losses:
0.00
Ending scheduled balance of mortgage loans:
396,528,419.06
Component Current
Shortfall
Gross Interest: 2,939,464.57
0.00
Less: 0.00
0.00
1. Servicing fee : 76,060.52
0.00
2. Special Servicing fee : 16,094.36
0.00
3. Retained Yield 11,257.58
0.00
4. Trustee fee : 3,218.87
0.00
0.00
Remittance 2,860,185.18
0.00
Component Delinquent Total
Gross Interest: 75,444.24
3,014,908.80
Less: 0.00
0.00
1. Servicing fee : 2,094.20
78,154.72
2. Special Servicing fee : 441.81
16,536.18
3. Retained Yield 0.00
11,257.58
4. Trustee fee : 88.36
3,307.24
0.00
0.00
Remittance 73,261.67
2,905,653.09
Component Rate
Gross Interest: 9.116098%
Less: 0.000000%
1. Servicing fee : 0.236314%
2. Special Servicing fee : 0.050000%
3. Retained Yield 0.034039%
4. Trustee fee : 0.010000%
Remittance 8.785745%
Less:
1. Prepay Int. Shortfall: 0.00
2. Non-recoverable adv. 0.00
3. Other interest reductions: 0.00
* Net Pool Interest Remittance:
2,905,653.09
'*Does not include net prepayment premiums
Accrued Net Net
Certificate Prepayment
Prepayment
Class Interest Int. Shortfalls
Premiums
A 1,667,081.15 0.00
0.00
IO 412,973.87 0.00
0.00
B 176,226.21 0.00
0.00
C 153,434.25 0.00
0.00
D 104,407.92 0.00
0.00
E 52,203.96 0.00
0.00
F 143,560.89 0.00
0.00
G 91,356.93 0.00
0.00
H 39,152.97 0.00
0.00
J 65,254.95 0.00
0.00
Totals: 2,905,653.10 0.00
0.00
Prior Ending
Unpaid Unpaid
Class Interest Interest
A 0.00 0.00
IO 0.00 0.00
B 0.00 0.00
C 0.00 0.00
D 0.00 0.00
E 0.00 0.00
F 0.00 0.00
G 0.00 0.00
H 0.00 0.00
J 0.00 0.00
Totals: 0.00 0.00
Interest Principal
Realized Realized
Class Losses Losses
A 0.00 0.00
IO 0.00 0.00
B 0.00 0.00
C 0.00 0.00
D 0.00 0.00
E 0.00 0.00
F 0.00 0.00
G 0.00 0.00
H 0.00 0.00
J 0.00 0.00
Totals: 0.00 0.00
Prior Outstanding
Principal Interest
Made by Servicer: 6,379.47 22,094.78
Made by Trustee: 0.00 0.00
Made by Fiscal Agent 0.00 0.00
6,379.47 22,094.78
Current Month
Principal Interest
Made by Servicer: 8,137.84 73,350.03
Made by Trustee: 0.00 0.00
Made by Fiscal Agent 0.00 0.00
8,137.84 73,350.03
Recovered
Principal Interest
Made by Servicer: 6,379.47 22,094.78
Made by Trustee: 0.00 0.00
Made by Fiscal Agent 0.00 0.00
6,379.47 22,094.78
Advances Outstanding
Principal Interest
Made by Servicer: 8,137.84 73,350.03
Made by Trustee: 0.00 0.00
Made by Fiscal Agent 0.00 0.00
8,137.84 73,350.03
REO Property Information
Collateral Date Principal Book Date of Amount
of
Id of REO Balance Value Final Recovery
Proceeds
1. 0 0 0 0 0
2. 0 0 0 0 0
3. 0 0 0 0 0
4. 0 0 0 0 0
No REO Properties to Report as of The Current Prepayment
Period
5. 0 0 0 0 0
6. 0 0 0 0 0
7. 0 0 0 0 0
8. 0 0 0 0 0
9. 0 0 0 0 0
10. 0 0 0 0 0
Cumulative realized losses on the Mortgage Pool as of
Cutoff: 0
Cumulative realized losses on the Certificates as of Cutoff:
0
*Cumulative additional trust fund expenses applied to the
Certificates since the cutoff date: 0
* included in cumulative losses on the certificates
Distribution Delinq 1 Month
Date # Balance
12/26/96 0 0
0.00% 0.000%
11/25/96 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
Note: Foreclosure and REO Totals are Included in the
Appropriate Delinquency Aging Category
Distribution Delinq 2 Months
Date # Balance
12/26/96 0 0
0.00% 0.000%
11/25/96 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
Distribution Delinq 3+ Months
Date # Balance
12/26/96 0 0
0.00% 0.000%
11/25/96 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
Distribution Foreclosure/Bankruptcy
Date # Balance
12/26/96 0 0
0.00% 0.000%
11/25/96 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
Distribution REO
Date # Balance
12/26/96 0 0
0.00% 0.000%
11/25/96 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
Distribution Modifications
Date # Balance
12/26/96 0 0
0.00% 0.000%
11/25/96 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
Distribution Prepayments
Date # Balance
12/26/96 0 0
0.00% 0.000%
11/25/96 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
01/00/00 0 0
0.00% 0.000%
Distribution Curr Weighted Avg.
Date Coupon Remit
12/26/96 9.1161% 8.7857%
11/25/96 9.1161% 8.7857%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
01/00/00 0.0000% 0.0000%
Delinquent Loan Detail
Paid
Disclosure Doc Thru Current P&I
Control # Date Advance
40 11/01/96 25,947.55
34 35370 28881.3
39 35370 26659.02
Total 81,487.87
A. P&I Advance - Loan in Grace Period
B. P&I Advance - Late Payment but < one month delinq
1. P&I Advance - Loan delinquent 1 month
2. P&I Advance - Loan delinquent 2 months
3. P&I Advance - Loan delinquent 3 months or More
4. Matured Balloon/Assumed Scheduled Payment
** Outstanding P&I Advances include the current period P&I
Advance
Outstanding Out. Property
Disclosure Doc P&I Protection
Control # Advances** Advances
40 25
-
34 28881.3 0
39 26659.02 0
Total 81
-
Special
Disclosure Doc Advance Servicer
Control # Description (1) Transfer Date
40 B
34 B
39 B
Disclosure Doc Foreclosure Bankruptcy REO
Control # Date Date Date
40
34
39
Pool Total
Distribution of Principal Balances
Current Scheduled Number
Balances of
Loans
$0to $99,999
0
$100,000to $299,999
0
$300,000to $499,999
1
$500,000to $699,999
5
$700,000to $899,999
4
$900,000to $1,099,999
4
$1,100,000to $1,299,999
7
$1,300,000to $1,499,999
6
$1,500,000to $1,999,999
17
$2,000,000to $2,499,999
8
$2,500,000to $2,999,999
11
$3,000,000to $3,999,999
11
$4,000,000to $4,999,999
8
$5,000,000to $5,999,999
10
$6,000,000to $6,999,999
3
$7,000,000to $7,999,999
4
$8,000,000to $8,999,999
3
$9,000,000to $9,999,999
1
$10,000,000to $12,999,999
3
$13,000,000& Above
3
Total
109
Average Scheduled Balance is 3,637,875
Maximum Scheduled Balance is 16,920,102
Minimum Scheduled Balance is 465,783
Current Scheduled
Scheduled
Balances Balance
$0 to $99,999
0
$100,000 to $299,999
0
$300,000 to $499,999
465,783
$500,000 to $699,999
2,992,239
$700,000 to $899,999
3,197,261
$900,000 to $1,099,999
4,227,610
$1,100,000 to $1,299,999
8,494,453
$1,300,000 to $1,499,999
8,646,721
$1,500,000 to $1,999,999
29,099,216
$2,000,000 to $2,499,999
17,891,365
$2,500,000 to $2,999,999
29,816,175
$3,000,000 to $3,999,999
36,726,000
$4,000,000 to $4,999,999
35,242,702
$5,000,000 to $5,999,999
55,307,221
$6,000,000 to $6,999,999
18,408,874
$7,000,000 to $7,999,999
29,800,144
$8,000,000 to $8,999,999
25,546,743
$9,000,000 to $9,999,999
9,187,005
$10,000,000 to $12,999,999
33,537,754
$13,000,000 & Above
47,941,154
Total
396,528,419
Maximum Scheduled Balance is Based
on
Minimum Scheduled Balance is Balance
Current Scheduled
Balances
$0 to $99,999
0.81%
$100,000 to $299,999
1.07%
$300,000 to $499,999
2.14%
$500,000 to $699,999
2.18%
$700,000 to $899,999
7.34%
$900,000 to $1,099,999
4.51%
$1,100,000 to $1,299,999
7.52%
$1,300,000 to $1,499,999
9.26%
$1,500,000 to $1,999,999
8.89%
$2,000,000 to $2,499,999
13.95%
$2,500,000 to $2,999,999
4.64%
$3,000,000 to $3,999,999
7.52%
$4,000,000 to $4,999,999
6.44%
$5,000,000 to $5,999,999
2.32%
$6,000,000 to $6,999,999
8.46%
$7,000,000 to $7,999,999
12.09%
$8,000,000
100.00%
Distribution of Property Types
Number Scheduled Based
on
Property Types of Loans Balance Balance
MF- Housing 49 136,296,416
34.37%
Hospitality 33 126,088,538
31.80%
Retail Facility 22 119,759,390
30.20%
Office 2 6,176,253
1.56%
Congregate Care 2 5,000,743
1.26%
Self Service Storage 1 3,207,079
0.81%
Total 109 396,528,419
100.00%
Distribution of Mortgage Interest Rates
Current Mortgage Number
Interest Rate of
Loans
7.500%or less
0
7.500%to 8.000%
2
8.000%to 8.500%
26
8.500%to 9.000%
30
9.000%to 9.500%
25
9.500%to 10.000%
17
10.000%to 10.500%
6
10.500%to 11.000%
3
11.000%to 11.500%
0
11.500%to 12.000%
0
12.000%to 12.500%
0
12.500%to 13.000%
0
13.000%to 13.500%
0
13.500%to 14.000%
0
14.000%& Above
0
Total
109
W/Avg Mortgage Interest Rate is 9.1161%
Minimum Mortgage Interest Rate is 7.9000%
Maximum Mortgage Interest Rate is 10.6800%
Current Mortgage
Scheduled
Interest Rate Balance
7.500%or less
0
7.500%to 8.000%
9,537,307
8.000%to 8.500%
64,849,551
8.500%to 9.000%
106,885,015
9.000%to 9.500%
114,228,460
9.500%to 10.000%
61,701,257
10.000%to 10.500%
33,805,339
10.500%to 11.000%
5,521,491
11.000%to 11.500%
0
11.500%to 12.000%
0
12.000%to 12.500%
0
12.500%to 13.000%
0
13.000%to 13.500%
0
13.500%to 14.000%
0
14.000%& Above
0
Total
396,528,419
Current Mortgage Based
on
Interest Rate Balance
7.500%or less
0.00%
7.500%to 8.000%
2.41%
8.000%to 8.500%
16.35%
8.500%to 9.000%
26.96%
9.000%to 9.500%
28.81%
9.500%to 10.000%
15.56%
10.000%to 10.500%
8.53%
10.500%to 11.000%
1.39%
11.000%to 11.500%
0.00%
11.500%to 12.000%
0.00%
12.000%to 12.500%
0.00%
12.500%to 13.000%
0.00%
13.000%to 13.500%
0.00%
13.500%to 14.000%
0.00%
14.000%& Above
0.00%
Total
100.00%
Geographic Distribution
Number Scheduled Based
on
Geographic Location of Loans Balance Balance
Georgia 15 49,929,180
12.59%
Florida 11 39,946,244
10.07%
California 7 37,410,667
9.43%
New Jersey 7 35,707,250
9.00%
Texas 13 31,889,800
8.04%
Illinois 4 18,865,551
4.76%
Virginia 2 17,357,130
4.38%
Maryland 1 16,920,102
4.27%
Nebraska 3 16,504,121
4.16%
Michigan 2 14,380,758
3.63%
Rhode Island 2 13,543,988
3.42%
Iowa 3 10,430,258
2.63%
Connecticut 3 9,877,023
2.49%
Ohio 5 7,368,555
1.86%
South Carolina 2 6,384,907
1.61%
Nevada 1 6,183,861
1.56%
New York 4 6,076,219
1.53%
Massachusetts 2 5,973,080
1.51%
Pennsylvania 2 5,935,762
1.50%
Indiana 4 5,514,974
1.39%
Missouri 1 5,451,235
1.37%
Kansas 1 4,859,801
1.23%
District of Columbia 2 4,665,562
1.18%
Arizona 2 4,615,808
1.16%
Kentucky 1 4,222,492
1.06%
Mississippi 2 3,835,552
0.97%
Alabama 1 3,337,033
0.84%
New Hampshire 1 3,182,329
0.80%
Utah 1 1,644,736
0.41%
North Carolina 1 1,530,314
0.39%
Other 3 2,984,123
0.75%
Total 109 396,528,419
100.00%
Loan Seasoning
Number Scheduled Based
on
Number of Years of Loans Balance Balance
1 year or less 92 336,904,608
84.96%
1+ to 2 years 17 59,623,811
15.04%
2+ to 3 years 0 0
0.00%
3+ to 4 years 0 0
0.00%
4+ to 5 years 0 0
0.00%
5+ to 6 years 0 0
0.00%
6+ to 7 years 0 0
0.00%
7+ to 8 years 0 0
0.00%
8+ to 9 years 0 0
0.00%
9+ to 10 years 0 0
0.00%
10 years or more 0 0
0.00%
Total 109 396,528,419
100.00%
Weighted Average Seasoning is 0.7
Distribution of Amortization Type
Number Scheduled Based
on
Amortization Type of Loans Balance Balance
Fully Amortizing 16 39,677,466
10.01%
Amortizing Balloon 93 356,850,953
89.99%
Total 109 396,528,419
100.00%
Distribution of Remaining Term
Fully Amortizing
Fully Amortizing Number Scheduled Based
on
Mortgage Loans of Loans Balance Balance
60 months or less 0 0
0.00%
61 to 120 months 1 2,258,217
0.57%
121 to 180 months 2 3,270,094
0.82%
181 to 240 months 8 12,887,959
3.25%
241 to 360 months 5 21,261,197
5.36%
Total 16 39,677,466
10.01%
Weighted Average Months to Maturity i 237
Distribution of Remaining Term
Balloon Loans
Balloon Number Scheduled Based
on
Mortgage Loans of Loans Balance Balance
12 months or less 0 0
0.00%
13 to 24 months 0 0
0.00%
25 to 36 months 0 0
0.00%
37 to 48 months 0 0
0.00%
49 to 60 months 0 0
0.00%
61 to 120 months 85 340,086,735
85.77%
121 to 180 months 7 13,998,489
3.53%
181 to 240 months 1 2,765,730
0.70%
Total 93 356,850,953
89.99%
Weighted Average Months to Maturity i 101
Distribution of DSCR
Debt Service Number
Coverage Ratio (1) of
Loans
0.250or less
0
0.250to 0.375
0
0.375to 0.500
0
0.500to 0.625
0
0.625to 0.750
0
0.750to 0.875
0
0.875to 1.000
2
1.000to 1.125
5
1.125to 1.250
9
1.250to 1.375
18
1.375to 1.500
26
1.500to 1.750
31
1.750to 2.000
5
2.000to 2.250
4
2.250& above
5
Unknown
4
Total
109
Weighted Average Debt Service Coverage Ratio is
1.483
Distribution of DSCR
Debt Service
Scheduled
Coverage Ratio (1) Balance
0.250or less
0
0.250to 0.375
0
0.375to 0.500
0
0.500to 0.625
0
0.625to 0.750
0
0.750to 0.875
0
0.875to 1.000
7,343,783
1.000to 1.125
17,491,290
1.125to 1.250
45,888,611
1.250to 1.375
67,520,409
1.375to 1.500
90,628,257
1.500to 1.750
115,665,466
1.750to 2.000
14,911,462
2.000to 2.250
11,768,846
2.250& above
13,063,137
Unknown
12,247,159
Total
396,528,419
Distribution of DSCR
Debt Service Based
on
Coverage Ratio (1) Balance
0.250or less
0.00%
0.250to 0.375
0.00%
0.375to 0.500
0.00%
0.500to 0.625
0.00%
0.625to 0.750
0.00%
0.750to 0.875
0.00%
0.875to 1.000
1.85%
1.000to 1.125
4.41%
1.125to 1.250
11.57%
1.250to 1.375
17.03%
1.375to 1.500
22.86%
1.500to 1.750
29.17%
1.750to 2.000
3.76%
2.000to 2.250
2.97%
2.250& above
3.29%
Unknown
3.09%
Total
100.00%
(1) Debt Service Coverage Ratios are calculated as described
in the prospectus,
values are updated periodically as new NOI figures became
available from borrowers on an asset level.
Neither the Trustee, Servicer, Special Servicer or
Underwriter makes any
representation as to the accuracy of the data provided by
the borrower for this calculation.
NOI Aging
Number Scheduled Based
on
NOI Date of Loans Balance Balance
1 year or less 4 26,687,586
6.73%
1 to 2 years 101 357,593,674
90.18%
2 Years or More 0 0
0.00%
Unknown 4 12,247,159
3.09%
Total 109 396,528,419
100.00%
Loan Level Detail
Property
Disclosure Type
Maturity
Control # Group Code Date
1 SASC96C2 Retail Facility
09/01/03
2 SASC96C2 Hospitality
07/01/06
3 SASC96C2 Hospitality
06/01/03
4 SASC96C2 Retail Facility
06/01/03
5 SASC96C2 Retail Facility
08/01/06
6 SASC96C2 Retail Facility
08/01/06
7 SASC96C2 MF- Housing
05/01/02
8 SASC96C2 MF- Housing
12/01/05
9 SASC96C2 Retail Facility
12/01/02
10 SASC96C2 Retail Facility
09/01/06
11 SASC96C2 Retail Facility
09/01/06
12 SASC96C2 Retail Facility
08/01/06
13 SASC96C2 Hospitality
03/01/19
14 SASC96C2 MF- Housing
06/01/05
15 SASC96C2 MF- Housing
07/01/05
16 SASC96C2 Hospitality
10/01/18
17 SASC96C2 MF- Housing
02/01/06
18 SASC96C2 Retail Facility
07/01/03
19 SASC96C2 Hospitality
08/01/06
20 SASC96C2 Hospitality
02/01/03
21 SASC96C2 Hospitality
06/01/03
22 SASC96C2 MF- Housing
02/01/06
23 SASC96C2 MF- Housing
02/01/06
24 SASC96C2 Retail Facility
08/01/02
25 SASC96C2 MF- Housing
06/01/06
26 SASC96C2 MF- Housing
04/01/06
27 SASC96C2 Retail Facility
07/01/03
28 SASC96C2 Hospitality
08/01/03
29 SASC96C2 Hospitality
08/01/03
30 SASC96C2 Hospitality
01/01/06
31 SASC96C2 MF- Housing
12/01/05
32 SASC96C2 MF- Housing
07/01/02
33 SASC96C2 Hospitality
11/01/18
34 SASC96C2 MF- Housing
02/01/06
35 SASC96C2 Retail Facility
09/01/06
36 SASC96C2 Hospitality
02/01/03
37 SASC96C2 Office
12/01/02
38 SASC96C2 MF- Housing
01/01/11
39 SASC96C2 MF- Housing
07/01/11
40 SASC96C2 MF- Housing
10/01/05
41 SASC96C2 Self Service Sto
09/01/06
42 SASC96C2 MF- Housing
05/01/03
43 SASC96C2 Retail Facility
08/01/03
44 SASC96C2 Retail Facility
04/01/06
45 SASC96C2 Hospitality
08/01/03
46 SASC96C2 Hospitality
02/01/03
47 SASC96C2 MF- Housing
10/01/06
48 SASC96C2 MF- Housing
10/01/15
49 SASC96C2 Hospitality
12/01/15
50 SASC96C2 Hospitality
08/01/03
51 SASC96C2 MF- Housing
04/01/06
52 SASC96C2 Hospitality
06/01/06
53 SASC96C2 Congregate Care
07/01/03
54 SASC96C2 MF- Housing
04/01/06
55 SASC96C2 Hospitality
08/01/11
56 SASC96C2 Hospitality
02/01/03
57 SASC96C2 MF- Housing
10/01/02
58 SASC96C2 Hospitality
08/01/03
59 SASC96C2 Congregate Care
07/01/03
60 SASC96C2 Hospitality
12/01/05
61 SASC96C2 Office
05/01/05
62 SASC96C2 MF- Housing
09/01/03
63 SASC96C2 MF- Housing
01/01/16
64 SASC96C2 MF- Housing
02/01/06
65 SASC96C2 MF- Housing
02/01/06
66 SASC96C2 MF- Housing
09/01/16
67 SASC96C2 Hospitality
04/01/19
68 SASC96C2 MF- Housing
12/01/05
69 SASC96C2 Retail Facility
07/01/06
70 SASC96C2 MF- Housing
06/01/06
71 SASC96C2 Hospitality
01/01/11
72 SASC96C2 MF- Housing
06/01/06
73 SASC96C2 MF- Housing
06/01/06
74 SASC96C2 Hospitality
01/01/11
75 SASC96C2 Retail Facility
05/01/06
76 SASC96C2 Hospitality
08/01/18
77 SASC96C2 MF- Housing
01/01/06
78 SASC96C2 MF- Housing
08/01/06
79 SASC96C2 Hospitality
01/01/11
80 SASC96C2 Hospitality
08/01/03
81 SASC96C2 Retail Facility
04/01/06
82 SASC96C2 Hospitality
12/01/05
83 SASC96C2 MF- Housing
10/01/16
84 SASC96C2 Retail Facility
01/01/03
85 SASC96C2 MF- Housing
10/01/16
86 SASC96C2 MF- Housing
11/01/05
87 SASC96C2 Retail Facility
09/01/06
88 SASC96C2 Hospitality
01/01/11
89 SASC96C2 Hospitality
05/01/06
90 SASC96C2 MF- Housing
06/01/06
91 SASC96C2 MF- Housing
08/01/06
92 SASC96C2 MF- Housing
05/01/16
93 SASC96C2 Hospitality
01/01/16
94 SASC96C2 Hospitality
04/01/06
95 SASC96C2 MF- Housing
08/01/05
96 SASC96C2 Retail Facility
07/01/03
97 SASC96C2 MF- Housing
05/01/03
98 SASC96C2 MF- Housing
10/01/05
99 SASC96C2 MF- Housing
08/01/06
100 SASC96C2 MF- Housing
04/01/06
101 SASC96C2 Hospitality
01/01/11
102 SASC96C2 MF- Housing
08/01/06
103 SASC96C2 MF- Housing
08/01/06
104 SASC96C2 MF- Housing
02/01/06
105 SASC96C2 Retail Facility
05/01/09
106 SASC96C2 MF- Housing
12/01/05
107 SASC96C2 MF- Housing
12/01/04
108 SASC96C2 Retail Facility
08/01/16
109 SASC96C2 MF- Housing
03/01/06
* NOI and DSCR, if available and reportable under the
terms of the trust agreement, are based on information
obtained from the related borrower, and no other party to
the agreement shall be held liable for the accuracy or
methodology used to determine such figures.
(1) Legend: A. P&I Adv - in Grace Period
B. P&I Adv - < one month delinq
1. P&I Adv - delinquent 1 month
2. P&I Adv - delinquent 2 months
3. P&I Adv - delinquent 3+ months
4. Mat. Balloon/Assumed P&I
5. Prepaid in Full
6. Specially Serviced
7. Foreclosure
8. Bankruptcy
9. REO
10. DPO
11. Modification
Operating
Disclosure
Statement
Control # DSCR NOI Date
1 1.539 2,446,774
12/31/95
2 1.371 2,523,359
12/31/95
3 1.511 2,406,823
12/31/95
4 1.250 1,502,996
12/31/95
5 1.249 1,311,843
12/31/95
6 1.222 1,322,515
12/31/95
7 1.441 346,032
03/31/96
8 1.394 1,130,312
12/31/95
9 1.540 1,240,508
12/31/95
10 1.468 1,215,275
12/31/95
11 1.591 1,256,777
12/31/95
12 1.460 1,097,728
12/31/95
13 1.835 1,447,065
12/31/95
14 1.097 190,723
03/31/96
15 1.337 195,463
03/31/96
16 986,165
17 1.430 778,066
12/31/95
18 2.073 1,280,987
12/31/95
19 1.462 974,332
12/31/95
20 1.388 818,724
12/31/95
21 1.578 969,392
12/31/95
22 1.689 813,844
12/31/95
23 1.062 546,444
12/31/95
24 1.361 726,584
12/31/95
25 1.679 265,592
12/31/95
26 1.244 606,623
12/31/95
27 0.984 480,101
12/31/95
28 1.306 691,563
12/31/95
29 1.625 855,693
12/31/95
30 1.577 795,999
12/31/95
31 1.316 515,630
12/31/95
32 1.448 147,793
03/31/96
33 2.326 1,005,025
12/31/95
34 1.357 483,470
12/31/95
35 1.312 520,257
12/31/95
36 1.511 600,602
12/31/95
37 1.668 625,377
12/31/95
38 1.715 580,276
12/31/95
39 377,399
40 1.321 421,385
12/31/95
41 1.496 505,720
12/31/95
42 1.346 408,573
12/31/95
43 1.405 460,862
12/31/95
44 1.449 459,732
12/31/95
45 1.314 434,132
12/31/95
46 1.412 431,106
12/31/95
47 1.312 363,095
12/31/95
48 2.391 733,167
12/31/95
49 2.489 761,065
12/31/95
50 1.349 396,475
12/31/95
51 1.515 402,319
12/31/95
52 1.469 455,266
12/31/95
53 1.489 399,294
12/31/95
54 1.438 355,551
12/31/95
55 2.185 760,103
12/31/95
56 1.972 500,545
12/31/95
57 1.495 357,063
12/31/95
58 1.629 428,245
12/31/95
59 1.299 305,293
12/31/95
60 1.651 411,294
12/31/95
61 0.888 362,259
12/31/95
62 1.055 223,552
12/31/95
63 1.684 378,306
12/31/95
64 1.187 224,502
12/31/95
65 1.414 262,726
12/31/95
66 1.510 321,824
12/31/95
67 1.649 349,958
12/31/95
68 1.770 315,722
12/31/95
69 1.413 274,424
12/31/95
70 1.600 291,266
12/31/95
71 2.262 390,200
12/31/95
72 1.536 246,169
12/31/95
73 1.525 757,168
12/31/95
74 2.271 378,180
12/31/95
75 209,715
76 1.831 349,692
12/31/95
77 1.094 170,843
12/31/95
78 1.316 219,497
12/31/95
79 2.087 333,157
12/31/95
80 2.055 347,321
12/31/95
81 1.181 184,311
12/31/95
82 1.464 243,136
12/31/95
83 1.507 244,007
12/31/95
84 1.712 234,722
12/31/95
85 1.697 265,706
12/31/95
86 1.561 208,489
12/31/95
87 1.417 207,679
12/31/95
88 1.912 259,630
12/31/95
89 1.555 222,509
12/31/95
90 1.535 182,923
12/31/95
91 1.223 155,607
12/31/95
92 1.262 164,956
12/31/95
93 1.545 207,352
12/31/95
94 172,427
95 1.173 130,640
12/31/95
96 1.180 139,127
12/31/95
97 1.113 114,389
12/31/95
98 1.450 149,363
12/31/95
99 1.421 142,174
12/31/95
100 1.686 150,356
12/31/95
101 1.667 132,178
12/31/95
102 1.488 118,620
12/31/95
103 1.364 105,867
12/31/95
104 1.329 82,840
12/31/95
105 1.374 115,909
12/31/95
106 1.491 79,792
12/31/95
107 1.394 91,210
12/31/95
108 1.419 88,732
12/31/95
109 1.527 69,328
12/31/95
Ending
Disclosure Principal Note
Scheduled
Control # Balance Rate P&I
1 16,920,102 8.680%
132,499
2 16,192,798 10.500%
153,430
3 14,828,255 9.750%
132,779
4 12,309,559 9.095%
100,216
5 10,647,476 9.220%
87,548
6 10,580,719 9.380%
90,170
7 9,187,005 9.250%
80,072
8 8,720,574 8.500%
67,564
9 8,439,390 8.790%
67,113
10 8,386,780 9.230%
68,983
11 7,680,019 9.230%
65,835
12 7,599,024 9.250%
62,647
13 7,426,872 9.250%
65,704
14 7,094,228 8.740%
57,961
15 6,183,861 8.650%
48,723
16 6,117,116 10.250%
58,557
17 6,107,896 8.050%
45,341
18 5,985,744 9.740%
51,505
19 5,922,986 10.375%
55,555
20 5,819,678 8.625%
49,142
21 5,660,184 9.875%
51,178
22 5,486,029 7.900%
40,156
23 5,451,235 8.100%
42,893
24 5,449,743 9.060%
44,492
25 5,231,619 8.770%
41,377
26 5,214,438 8.590%
40,626
27 5,085,566 8.900%
40,669
28 4,889,708 9.875%
44,140
29 4,859,801 9.875%
43,870
30 4,742,250 9.250%
42,051
31 4,364,110 8.120%
32,654
32 4,222,492 8.290%
34,018
33 4,089,435 9.125%
36,007
34 4,051,278 7.910%
29,682
35 4,023,628 9.210%
33,038
36 3,922,601 8.625%
33,123
37 3,918,036 8.820%
31,241
38 3,558,090 8.170%
28,192
39 3,337,033 9.164%
27,318
40 3,207,104 8.680%
26,582
41 3,207,079 9.540%
28,179
42 3,202,761 8.750%
25,300
43 3,182,329 9.570%
27,335
44 3,126,921 9.000%
26,435
45 3,050,460 9.875%
27,537
46 3,013,585 8.625%
25,447
47 2,946,547 8.685%
23,071
48 2,833,874 8.710%
25,554
49 2,765,730 9.750%
25,480
50 2,765,977 9.625%
24,487
51 2,733,001 8.470%
22,128
52 2,698,744 10.625%
25,830
53 2,694,418 9.320%
22,349
54 2,686,366 8.420%
20,608
55 2,634,589 10.250%
28,993
56 2,528,876 8.500%
21,148
57 2,528,052 8.660%
19,898
58 2,427,408 9.875%
21,913
59 2,306,325 9.585%
19,584
60 2,295,471 9.500%
20,762
61 2,258,217 10.680%
33,986
62 2,246,067 8.725%
17,661
63 2,158,678 8.230%
18,718
64 2,113,576 8.100%
15,763
65 2,085,623 8.050%
15,482
66 1,990,741 8.820%
17,764
67 1,983,038 9.375%
17,690
68 1,959,365 8.270%
14,865
69 1,954,880 9.290%
16,182
70 1,731,221 9.470%
15,166
71 1,716,647 8.500%
14,374
72 1,689,066 8.770%
13,359
73 1,666,644 8.770%
13,181
74 1,657,452 8.500%
13,878
75 1,652,405 8.230%
12,448
76 1,644,736 10.375%
15,918
77 1,631,035 8.250%
13,009
78 1,604,519 9.350%
13,899
79 1,588,391 8.500%
13,300
80 1,560,121 9.875%
14,084
81 1,538,641 9.000%
13,008
82 1,530,314 9.500%
13,841
83 1,495,491 9.000%
13,496
84 1,489,427 8.400%
11,428
85 1,445,642 9.000%
13,046
86 1,435,603 8.500%
11,130
87 1,428,945 9.670%
12,211
88 1,351,613 8.500%
11,317
89 1,293,114 10.125%
11,928
90 1,255,589 8.770%
9,930
91 1,251,768 9.070%
10,603
92 1,235,850 8.560%
10,895
93 1,180,721 9.500%
11,186
94 1,140,604 9.625%
10,367
95 1,136,808 8.470%
9,283
96 1,095,626 9.780%
9,826
97 1,068,725 8.910%
8,564
98 1,035,504 8.680%
8,583
99 1,027,755 9.070%
8,340
100 893,188 8.800%
7,430
101 789,263 8.500%
6,609
102 767,370 9.340%
6,643
103 747,440 9.340%
6,470
104 662,797 8.050%
5,193
105 635,504 8.750%
7,033
106 582,445 8.370%
4,460
107 564,530 10.560%
5,454
108 546,962 9.730%
5,210
109 465,783 8.500%
3,785
396,528,419
3,354,685
Loan
Disclosure Prepayment Status
Control # Prepayment Date Code
(1)
1
2
3
4 0
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19 -0
20
21 -0
22 -0
23
24 -0
25
26
27 -0
28 0
29
30
31
32
33 -0
34 B
35
36
37
38 -0
39 B
40 B
41 -0
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60 0
61
62
63
64
65 -0
66
67
68 -0
69 0
70
71
72 -0
73 0
74
75
76
77 0
78
79 0
80
81 0
82 0
83
84
85
86 0
87
88 -0
89
90
91 0
92
93
94
95
96 0
97
98
99
100
101
102 -0
103 0
104
105 112
106 0
107
108 -0
109
112
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