<PAGE>
================================================================================
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: February 17, 2000
CHASE MANHATTAN BANK - FIRST UNION NATIONAL BANK
COMMERCIAL MORTGAGE TRUST
-------------------------------------------------------------------
(Exact Name of Registrant)
New York 333-05271 13-3728743
- ---------------------------- ------------------------ -------------
(State or other jurisdiction (Commission File Number) (IRS Employer
of incorporation) Identification No.)
380 Madison Avenue, New York 10017-2951
---------------------------------------- ----------
(Address of principal executive offices) (Zip Code)
Registrant's telephone number, including area code: (212) 622-3510
================================================================================
<PAGE>
Item 5. Other Events:
On or about 2/17/2000, Chase Manhattan Bank - First Union National Bank
Commercial Mortgage Trust (the "Depositor") made the distributions to holders of
its Commercial Mortgage Pass-Through Certificates, Series 1999-1 contemplated by
the applicable Pooling and Servicing Agreements for such Series (collectively,
the "Pooling and Servicing Agreements").
Copies of the Trustee's Report to Certificateholders with respect to such
distributions delivered pursuant to Section 4.02 of the applicable Pooling and
Servicing Agreements are being filed as exhibits to this Current Report on Form
8-K.
Item 7(c). Exhibits
Exhibits Description
-------- ------------
20.1 Monthly Reports with respect to the February 17,
2000 distribution
<PAGE>
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934, the
registrant has caused this report to be signed on its behalf by the undersigned
thereunto duly authorized.
Dated: March 1, 2000
Chase Commercial Mortgage
Securities Corp.
By: /s/ Martin A. Friedman
-----------------------------------
Name: Martin A. Friedman
Title: Assistant Vice President
<PAGE>
INDEX TO EXHIBITS
----------------------------
Exhibit No. Description
- --------------- -----------------
20.1 Monthly Reports with respect to the
distribution to certificateholders on
February 17, 2000.
<PAGE>
Exhibit 20.1
[LOGO OMITTED] STATE STREET (R)
Serving Institutional
Investors Worldwide(SM)
Chase Manhattan - First Union Commercial Mortgage Trust
Commercial Mortgage Pass Through Certificates
Series 1999-1
B305
<TABLE>
<CAPTION>
Payment Date: February 17, 2000
State Street Corporation Record Date: January 31, 2000
Corporate Trust
2 Avenue de Lafayette
Boston, MA 02111-1724
Trustee's Report to Certificateholders
Table of Content
- ------------------------------------------------------------------------------------------------------------------------------------
Report Sections Preparer Page Number
- --------------- -------- -----------
<S> <C> <C>
Distribution Date Statement Trustee 1 - 6
Loan Schedule Trustee 7 - 11
Loan Portfolio Stratifications Trustee 12 - 13
REO Status Report Servicer 14
Watch List Servicer 15
Delinquent Loan Status Servicer 16 - 17
Historical Loan Modification Report Servicer 18
Historical Liquidation Report Servicer 19
Comparative Financial Report Servicer 20 - 25
- ------------------------------------------------------------------------------------------------------------------------------------
Additional Report/File
- ------------------------------------------------------------------------------------------------------------------------------------
CSSA Periodic Loan Update File Servicer Delivery Through Web Site
Operating Statement Analysis Servicer Upon Reqest
NOI Adjustment Worksheet Servicer Upon Reqest
- ------------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
State Street Information Delivery Vehicles
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C>
Web Site: http://corporatetrust.statestreet.com
For other information delivery requests: [email protected]
- ------------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
Deal-Specific Contacts
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C>
Account Officer (trustee and paying agent questions): David Shepherd (617) 662-1327
Account Administrator (analytics and collateral questions): Lai Yee Yuen (617) 662-1302
Servicer The Chase Manhattan Bank (212) 622-3009
Special Servicer Orix Real Estate Capital Markets (214) 290-2489
- ------------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
Rating Agency Contacts
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
Duffs & Phelps Rating Co. Fitch IBCA, Inc. Moody's Investors Service Standard & Poor's Rating Services
55 East Monroe Street One State Street Plaza 99 Church Street 26 Brookway
Chicago, Illinois 60603 New York, NY 10004 New York, NY 10007 New York, NY 10007
(312) 368-3100 (212) 908-0500 (212) 553-0300 (212) 208-8000
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
This report has been prepared by, or is based on information furnished to State
Street Bank and Trust Company ("State Street") by, one or more third parties
(e.g. Servicers, Master Servicer, etc.), and State Street has not independently
verified information received from or prepared by any such third party. State
Street shall not and does not undertake responsibility for the accuracy,
completeness, or sufficiency of this report or the information contained herein
for any purpose, and State Street makes no representations or warranties with
respect thereto. The information in this report is presented here with the
approval of the Issuer solely as a convenience for the user, and should not be
relied upon without further investigation by any user contemplating an
investment decision with respect to the related securities.
Page 1 of 6
<PAGE>
[LOGO OMITTED] STATE STREET (R)
Serving Institutional
Investors Worldwide(SM)
Chase Manhattan - First Union Commercial Mortgage Trust
Commercial Mortgage Pass Through Certificates
Series 1999-1
B305
<TABLE>
<CAPTION>
Payment Date: February 17, 2000
Record Date: January 31, 2000
Trustee's Report to Certificateholders
Payment Summary
- ------------------------------------------------------------------------------------------------------------------------------------
Pass-Through Interest Original Beginning Principal
Class CUSIP Rate Type Balance Balance Paid
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
A-1 161582AA9 7.1340% Fixed $210,400,000.00 $205,778,157.49 $775,728.45
A-2 161582AB7 7.4390% Fixed $816,865,579.00 $816,865,579.00 $0.00
B 161582AD3 7.6190% Fixed $76,870,213.00 $76,870,213.00 $0.00
C 161582AE1 7.6250% Fixed $62,893,811.00 $62,893,811.00 $0.00
D 161582AF8 7.6250% Fixed $20,964,604.00 $20,964,604.00 $0.00
E 161582AG6 7.5750% Variable $48,917,408.00 $48,917,408.00 $0.00
F 161582AH4 7.5750% Variable $17,470,503.00 $17,470,503.00 $0.00
G 161582AJ0 6.4000% Fixed $59,399,711.00 $59,399,711.00 $0.00
H 161582AK7 6.4000% Fixed $10,482,302.00 $10,482,302.00 $0.00
I 161582AL5 6.4000% Fixed $10,482,301.00 $10,482,301.00 $0.00
J 161582AM3 6.4000% Fixed $20,964,604.00 $20,964,604.00 $0.00
K 161582AN1 6.4000% Fixed $6,988,201.00 $6,988,201.00 $0.00
L 161582AP6 6.4000% Fixed $8,735,252.00 $8,735,252.00 $0.00
M 161582AQ4 6.4000% Fixed $26,205,752.00 $26,205,752.00 $0.00
X* 161582AC5 0.3103% Variable $1,397,640,241.00 $1,393,018,398.49 $0.00
R N/A 0.0000% Residual $0.00 $0.00 $0.00
- ------------------------------------------------------------------------------------------------------------------------------------
* Based on a Notional Balance Totals: $1,397,640,241.00 $1,393,018,398.49 $775,728.45
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
- --------------------------------------------------------------------------------
Interest Total Ending
Class Paid Paid Balance
- --------------------------------------------------------------------------------
A-1 $ 1,223,351.15 $ 1,999,079.60 $ 205,002,429.04
A-2 $ 5,063,885.87 $ 5,063,885.87 $ 816,865,579.00
B $ 488,061.79 $ 488,061.79 $ 76,870,213.00
C $ 399,637.76 $ 399,637.76 $ 62,893,811.00
D $ 133,212.59 $ 133,212.59 $ 20,964,604.00
E $ 308,793.09 $ 308,793.09 $ 48,917,408.00
F $ 110,283.25 $ 110,283.25 $ 17,470,503.00
G $ 316,798.46 $ 316,798.46 $ 59,399,711.00
H $ 55,905.61 $ 55,905.61 $ 10,482,302.00
I $ 55,905.61 $ 55,905.61 $ 10,482,301.00
J $ 111,811.22 $ 111,811.22 $ 20,964,604.00
K $ 37,270.41 $ 37,270.41 $ 6,988,201.00
L $ 46,588.01 $ 46,588.01 $ 8,735,252.00
M $ 139,764.35 $ 139,764.35 $ 26,205,752.00
X* $ 360,257.97 $ 360,257.97 $ 1,392,242,670.04
R $ 0.00 $ 0.00 $ 0.00
- --------------------------------------------------------------------------------
$ 8,851,527.14 $ 9,627,255.59 $ 1,392,242,670.04
- --------------------------------------------------------------------------------
Distributions per Certificate
- --------------------------------------------------------------------------------
Beginning Principal Interest Ending
Class Certif. Factor Distribution(1) Distribution(1) Certif. Factor
- --------------------------------------------------------------------------------
A-1 0.978033068 3.6869223 5.814406606 0.974346146
A-2 1.000000000 0.0000000 6.199166669 1.000000000
B 1.000000000 0.0000000 6.349166614 1.000000000
C 1.000000000 0.0000000 6.354166708 1.000000000
D 1.000000000 0.0000000 6.354166766 1.000000000
E 1.000000000 0.0000000 6.312539904 1.000000000
F 1.000000000 0.0000000 6.312540057 1.000000000
G 1.000000000 0.0000000 5.333333356 1.000000000
H 1.000000000 0.0000000 5.333333270 1.000000000
I 1.000000000 0.0000000 5.333333779 1.000000000
J 1.000000000 0.0000000 5.333333270 1.000000000
K 1.000000000 0.0000000 5.333334001 1.000000000
L 1.000000000 0.0000000 5.333333257 1.000000000
M 1.000000000 0.0000000 5.333346468 1.000000000
X* 0.996693110 0.0000000 0.257761589 0.996138083
R N/A N/A N/A N/A
- --------------------------------------------------------------------------------
(1) represents net payment per certificate
Page 2 of 6
<PAGE>
[LOGO OMITTED] STATE STREET (R)
Serving Institutional
Investors Worldwide(SM)
Chase Manhattan - First Union Commercial Mortgage Trust
Commercial Mortgage Pass Through Certificates
Series 1999-1
B305
<TABLE>
<CAPTION>
Payment Date: February 17, 2000
Record Date: January 31, 2000
Trustee's Report to Certificateholders
Principal Detail
- ------------------------------------------------------------------------------------------------------------------------------
Beginning Scheduled Unscheduled Other Principal/ Total Principal Realized Losses/
Class Balance Principal Principal Cash Adjustments Distrib. Amount Balance Adj.
- ------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
A-1 $205,778,157.49 $775,728.45 $0.00 $0.00 $775,728.45 $0.00
A-2 $816,865,579.00 $0.00 $0.00 $0.00 $0.00 $0.00
B $76,870,213.00 $0.00 $0.00 $0.00 $0.00 $0.00
C $62,893,811.00 $0.00 $0.00 $0.00 $0.00 $0.00
D $20,964,604.00 $0.00 $0.00 $0.00 $0.00 $0.00
E $48,917,408.00 $0.00 $0.00 $0.00 $0.00 $0.00
F $17,470,503.00 $0.00 $0.00 $0.00 $0.00 $0.00
G $59,399,711.00 $0.00 $0.00 $0.00 $0.00 $0.00
H $10,482,302.00 $0.00 $0.00 $0.00 $0.00 $0.00
I $10,482,301.00 $0.00 $0.00 $0.00 $0.00 $0.00
J $20,964,604.00 $0.00 $0.00 $0.00 $0.00 $0.00
K $6,988,201.00 $0.00 $0.00 $0.00 $0.00 $0.00
L $8,735,252.00 $0.00 $0.00 $0.00 $0.00 $0.00
M $26,205,752.00 $0.00 $0.00 $0.00 $0.00 $0.00
X* $1,393,018,398.49 $0.00 $0.00 $0.00 $0.00 $0.00
R $0.00 $0.00 $0.00 $0.00 $0.00 $0.00
- ------------------------------------------------------------------------------------------------------------------------------
Totals: $1,393,018,398.49 $775,728.45 $0.00 $0.00 $775,728.45 $0.00
- ------------------------------------------------------------------------------------------------------------------------------
</TABLE>
- --------------------------------------------------------------------------------
Reimbursement of Ending Cumulative
Class Prior loss/additional exp. Balance Realized Losses
- --------------------------------------------------------------------------------
A-1 $0.00 $205,002,429.04 $0.00
A-2 $0.00 $816,865,579.00 $0.00
B $0.00 $76,870,213.00 $0.00
C $0.00 $62,893,811.00 $0.00
D $0.00 $20,964,604.00 $0.00
E $0.00 $48,917,408.00 $0.00
F $0.00 $17,470,503.00 $0.00
G $0.00 $59,399,711.00 $0.00
H $0.00 $10,482,302.00 $0.00
I $0.00 $10,482,301.00 $0.00
J $0.00 $20,964,604.00 $0.00
K $0.00 $6,988,201.00 $0.00
L $0.00 $8,735,252.00 $0.00
M $0.00 $26,205,752.00 $0.00
X* $0.00 $1,392,242,670.04 $0.00
R $0.00 $0.00 $0.00
- --------------------------------------------------------------------------------
Totals: $0.00 $1,392,242,670.04 $0.00
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
Interest Detail
- -------------------------------------------------------------------------------------------------------------------------------
Accrued Beg. Unpaid Prepayment Current Interest Prepayment Premium/ Deferred
Class Certif. Interest Interest Int. Shortfall Shortfalls Yield Maintenance Interest
- -------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
A-1 $1,223,351.15 $0.00 $0.00 $0.00 $0.00 $0.00
A-2 $5,063,885.87 $0.00 $0.00 $0.00 $0.00 $0.00
B $488,061.79 $0.00 $0.00 $0.00 $0.00 $0.00
C $399,637.76 $0.00 $0.00 $0.00 $0.00 $0.00
D $133,212.59 $0.00 $0.00 $0.00 $0.00 $0.00
E $308,793.09 $0.00 $0.00 $0.00 $0.00 $0.00
F $110,283.25 $0.00 $0.00 $0.00 $0.00 $0.00
G $316,798.46 $0.00 $0.00 $0.00 $0.00 $0.00
H $55,905.61 $0.00 $0.00 $0.00 $0.00 $0.00
I $55,905.61 $0.00 $0.00 $0.00 $0.00 $0.00
J $111,811.22 $0.00 $0.00 $0.00 $0.00 $0.00
K $37,270.41 $0.00 $0.00 $0.00 $0.00 $0.00
L $46,588.01 $0.00 $0.00 $0.00 $0.00 $0.00
M $139,764.01 $0.67 $0.00 $0.00 $0.00 $0.00
X* $360,257.97 $0.00 $0.00 $0.00 $0.00 $0.00
R $0.00 $0.00 $0.00 $0.00 $0.00 $0.00
- -------------------------------------------------------------------------------------------------------------------------------
Totals: $8,851,526.80 $0.67 $0.00 $0.00 $0.00 $0.00
- -------------------------------------------------------------------------------------------------------------------------------
</TABLE>
- --------------------------------------------------------------------------------
Excess Total Interest Cum. Unpaid
Class Interest Distr. Amount Interest Shortfall
- --------------------------------------------------------------------------------
A-1 $0.00 $1,223,351.15 $0.00
A-2 $0.00 $5,063,885.87 $0.00
B $0.00 $488,061.79 $0.00
C $0.00 $399,637.76 $0.00
D $0.00 $133,212.59 $0.00
E $0.00 $308,793.09 $0.00
F $0.00 $110,283.25 $0.00
G $0.00 $316,798.46 $0.00
H $0.00 $55,905.61 $0.00
I $0.00 $55,905.61 $0.00
J $0.00 $111,811.22 $0.00
K $0.00 $37,270.41 $0.00
L $0.00 $46,588.01 $0.00
M $0.00 $139,764.35 $0.33
X* $0.00 $360,257.97 $0.00
R $0.00 $0.00 $0.00
- --------------------------------------------------------------------------------
Totals: $0.00 $8,851,527.14 $0.33
- --------------------------------------------------------------------------------
Page 3 of 6
<PAGE>
[LOGO OMITTED] STATE STREET (R)
Serving Institutional
Investors Worldwide(SM)
Chase Manhattan - First Union Commercial Mortgage Trust
Commercial Mortgage Pass Through Certificates
Series 1999-1
B305
<TABLE>
<CAPTION>
Payment Date: February 17, 2000
Record Date: January 31, 2000
Trustee's Report to Certificateholders
Delinquency Statistics
--------------------------------------------------------------------------------------------------------
One Month Two Months Three+Months Foreclosures Total
- ----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
# of Loans 0 0 0 0 0
- ----------------------------------------------------------------------------------------------------------------------------------
Ending APB 0.00 0.00 0.00 0.00 0.00
- ----------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
Appraisal Reduction
-----------------------------------------------
Current Total Cumulative Total
- ---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
Loan Number 0 0 0 0 0
- ---------------------------------------------------------------------------------------------------------------------------------
Amount 0.00 0.00 0.00 0.00 0.00
- ---------------------------------------------------------------------------------------------------------------------------------
ASER Date 0/0/00 0/0/00 0/0/00 0/0/00 0/0/00
- ---------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
Liquidated Mortgage Loans
- ------------------------------------------------------------------------------------------------------------------------------------
Loan Number Aggregate Liquidation Proceeds Proceeds allocable to certificates Collateral Support Deficit
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
No Liquidated Loans 0.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------------------
No Liquidated Loans 0.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
REO Properties (which a Final Recovery Determination has been made)
- ------------------------------------------------------------------------------------------------------------------------------------
Loan Number Aggregate Liquidation Proceeds Proceeds allocable to certificates Collateral Support Deficit Appraised Value
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
No REO Properties 0.00 0.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------------------
No REO Properties 0.00 0.00 0.00 0.00
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<S> <C>
================================================================================================================================
Aggregate amount of monies collected by Servicer with respect to REO property during the Collection Period 0.00
================================================================================================================================
================================================================================================================================
Aggr. of all Liquidation Proceeds and other amt. received in connection with Final Recovery Determination 0.00
================================================================================================================================
</TABLE>
Mortgage Loans which were defeased during the related Due Period
- ------------------------------------------------------------------------------
Loan Number NA NA NA
- ------------------------------------------------------------------------------
Page 4 of 6
<PAGE>
[LOGO OMITTED] STATE STREET (R)
Serving Institutional
Investors Worldwide(SM)
Chase Manhattan - First Union Commercial Mortgage Trust
Commercial Mortgage Pass Through Certificates
Series 1999-1
B305
<TABLE>
<CAPTION>
Payment Date: February 17, 2000
Record Date: January 31, 2000
Trustee's Report to Certificateholders
- ----------------------------------------------------------------------------------------------------------------------------------
Available Distribution Amount 9,627,255.59
- ----------------------------------------------------------------------------------------------------------------------------------
Collateral Information:
- ----------------------------------------------------------------------------------------------------------------------------------
Current Period Current Period
Closing Beginning Ending
------- --------- ------
<S> <C> <C> <C>
Stated Principal Balance 1,397,640,242.00 1,393,018,399.35 1,392,242,670.90
Actual Principal Balance 1,392,250,724.62
Loan Count 205 205
Gross WAC 7.90879%
Net WAC 7.62505%
- ----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Interest Reserve Account:
- ----------------------------------------------------------------------
Beginning Balance 0.00
Deposits 260846.13
Withdrawals 0.00
Ending Balance 260846.13
- ----------------------------------------------------------------------
<TABLE>
<CAPTION>
Advances:
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C>
Aggregate P&I Advances 110,537.11
Aggregate unreimbursed P&I Advances outstanding as of close of business on distribution date 110,537.11
Interest accrued and payable to Master Servicer in respect of unreimbursed P&I Advances 0.00
Interest Payable to Master Servicer on Advances 0.00
Aggregate Amount of interest on Servicing Advances paid to the Special Servicer 0.00
- -----------------------------------------------------------------------------------------------------------------------------------
Servicing and Trustee Fees:
- -----------------------------------------------------------------------------------------------------------------------------------
Aggregate Amount of servicing compensation paid to Master Servicer 67,378.69
Aggregate Amount of servicing compensation paid to Special Servicer 0.00
Aggregate Amount of servicing compensation paid to Sub-Servicer directly out of trust fund 0.00
Sub-Servicing Fee (included in Master Servicing Fee) 0.00
Trustee Fees
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Aggregate Amount Of:
==========================================================
Liquidation Proceeds 0.00
Insurance Proceeds 0.00
Principal Recovery Fees 0.00
Additional Trust Fund Expenses 0.00
Additional Interest 0.00
Net Default Interest 0.00
==========================================================
Page 5 of 6
<PAGE>
[LOGO OMITTED] STATE STREET (R)
Serving Institutional
Investors Worldwide(SM)
Chase Manhattan - First Union Commercial Mortgage Trust
Commercial Mortgage Pass Through Certificates
Series 1999-1
B305
<TABLE>
<CAPTION>
Payment Date: February 17, 2000
Record Date: January 31, 2000
Trustee's Report to Certificateholders
Original/Current Ratings
- -----------------------------------------------------------------------------------------------------------------------
Original DCR Current DCR Original Fitch Current Fitch Original Moody's
Class 19990925
- -----------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
A-1 AAA AAA
A-2 AAA AAA
B AA AA
C A A
D A- A-
E BBB BBB
F BBB- BBB-
G NR NR
H NR NR
I NR NR
J NR NR
K NR NR
L NR NR
M NR NR
X* AAA AAA
R
- -----------------------------------------------------------------------------------------------------------------------
</TABLE>
- -------------------------------------------------------------------------------
Current Moodys Original S&P Current S&P
Class 19990925
- -------------------------------------------------------------------------------
A-1 AAA AAA
A-2 AAA AAA
B AA AA
C A A
D A- A-
E BBB BBB
F BBB- BBB-
G NR NR
H NR NR
I NR NR
J NR NR
K NR NR
L NR NR
M NR NR
X* AAA AAA
R
- -------------------------------------------------------------------------------
<TABLE>
<CAPTION>
Subordinate Support Percentage & Original Class Maturity @ 0% CPR Prepayment Speed History
- --------------------------------------------------------------------------------------------------- --------------------------
Orig. Class Maturity Original Subordinate Current Subordinate CPR
Class @ 0% CPR Support Percentage Support Percentage %
----- -------- ------------------ ------------------ --------------------------
<S> <C> <C> <C> <C> <C>
A-1 8/15/07 26.500% 26.603% 1 month 0.00%
A-2 8/15/09 26.500% 26.603% --------------------------
B 8/15/09 21.000% 21.081% 3 month 0.00%
C 8/15/09 16.500% 16.564% --------------------------
D 8/15/09 15.000% 15.058% 6 month 0.00%
E 8/15/11 11.500% 11.545% --------------------------
F 8/15/11 10.250% 10.290% 12 month 0.00%
G 6.000% 6.023% --------------------------
H 5.250% 5.270% Life 0.00%
I 4.500% 4.517% --------------------------
J 3.000% 3.012%
K 2.500% 2.510%
L 1.875% 1.882%
M 0.000% 0.000%
X* NA NA
R NA NA
- ---------------------------------------------------------------------------------------------------
</TABLE>
Page 6 of 6
