8-K 1 fun99c02_10502.txt UNITED STATES 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, 2005 (Date of earliest event reported) Commission File No.: 333-62671-01 First Union National Bank - Chase Manhattan Bank Commercial Mortgage Trust Commercial Mortgage Pass-Through Certificates Series 1999-C2 (Exact name of registrant as specified in its charter) New York (governing law of Pooling and Servicing Agreement) (State of Incorporation) 52-2178384 52-2178388 52-2178389 52-7000342 (I.R.S. Employer Identification No.) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) (410) 884-2000 Registrant's Full Telephone Number (Former name, former address and former fiscal year, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On February 17, 2005, a distribution was made to holders of First Union National Bank - Chase Manhattan Bank Commercial Mortgage Trust, Commercial Mortgage Pass-Through Certificates, Series 1999-C2. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Commercial Mortgage Pass-Through Certificates, Series 1999-C2, relating to the February 17, 2005 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. First Union National Bank - Chase Manhattan Bank Commercial Mortgage Trust Commercial Mortgage Pass-Through Certificates Series 1999-C2 (Registrant) By: Wells Fargo Bank, N.A. as Trustee By: /s/ Beth Belfield, Assistant Vice President By: Beth Belfield, Assistant Vice President Date: February 17, 2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Commercial Mortgage Pass-Through Certificates, Series 1999-C2, relating to the February 17, 2005 distribution. Wells Fargo Bank, N.A. Corporate Trust Services 9062 Old Annapolis Road Columbia, MD 21045-1951 First Union National Bank - Chase Manhattan Bank Commercial Mortgage Trust Commercial Mortgage Pass-Through Certificates Series 1999-C2 For Additional Information, please contact CTSLink Customer Service (301) 815-6600 Reports Available on the World Wide Web @ www.ctslink.com/cmbs Payment Date: February 17, 2005 Record Date: January 31, 2005 DISTRIBUTION DATE STATEMENT Table of Contents STATEMENT SECTIONS PAGE(s) Certificate Distribution Detail 2 Certificate Factor Detail 3 Reconciliation Detail 4 Other Required Information 5 Cash Reconciliation 6 Ratings Detail 7 Current Mortgage Loan and Property Stratification Tables 8 - 10 Mortgage Loan Detail 11 - 17 Principal Prepayment Detail 18 Historical Detail 19 Delinquency Loan Detail 20 Specially Serviced Loan Detail 21 - 24 Modified Loan Detail 25 Liquidated Loan Detail 26 - 27 Underwriter First Union Capital Markets One First Union Center 301 South College Street Charlotte, NC 28288 Contact: Craig M. Lieberman Phone Number: (704) 383-7407 Underwriter Chase Securities Inc. 270 Park Avenue, 6th Floor New York, NY 10017 Contact: Steven Schwartz Phone Number: (212) 834-5612 Master Servicer Wachovia Bank, National Association Charlotte Plaza, Floor 23 NC-1075 201 South College Street Charlotte, NC 28288 Contact: Timothy S. Ryan Phone Number: (704) 593-7878 Special Servicer ARCap Servicing, Inc. 5605 N. MacArthur Blvd. Irving, TX 75038 Contact: Chris Crouch Phone Number: (972) 580-1688 Ext 333 This report has been compiled from information provided to Wells Fargo Bank, N.A. by various third parties, which may include the Servicer, Master Servicer, Special Servicer and others. Wells Fargo Bank, N.A. has not independently confirmed the accuracy of information received from these third parties and assumes no duty to do so. Wells Fargo Bank, N.A. expressly disclaims any responsibility for the accuracy or completeness of information furnished by third parties. Copyright 2005, Wells Fargo Bank, N.A.

Certificate Distribution Detail Class CUSIP Pass-Through Original Beginning Principal Interest Rate Balance Balance Distribution Distribution A-1 337366AA6 6.363000% 203,500,000.00 5755,~~065~~343,~~305~~397.1005 1,~~721~~385,~~908~~873.0501 ~~302~~293,~~588~~458.7836 A-2 337366AB4 6.645000% 673,747,967.00 673,747,967.00 0.00 3,730,879.37 B 337366AD0 6.795000% 47,260,093.00 47,260,093.00 0.00 267,610.28 C 337366AE8 6.944000% 62,028,874.00 62,028,874.00 0.00 358,940.42 D 337366AF5 7.062000% 14,768,779.00 14,768,779.00 0.00 86,914.26 E 337366AG3 7.~~165281~~162506% 41,352,582.00 41,352,582.00 0.00 246,~~919~~823.0543 F 337366AH1 7.~~165281~~162506% 17,722,535.00 17,722,535.00 0.00 105,~~822~~781.4547 G 337366AJ7 5.950000% 41,352,582.00 41,352,582.00 0.00 205,039.89 H 337366AK4 5.950000% 11,815,024.00 11,815,024.00 0.00 58,582.83 J 337366AL2 5.950000% 11,815,023.00 11,815,023.00 0.00 58,582.82 K 337366AM0 5.950000% 11,815,024.00 11,815,024.00 0.00 58,582.83 L 337366AN8 5.950000% 11,815,023.00 11,815,023.00 0.00 58,582.82 M 337366AP3 5.950000% 11,815,024.00 11,815,024.00 0.00 58,582.83 N 337366AQ1 5.950000% 20,676,291.00 1310,~~666~~321,~~047~~198.4680 0.00 ~~271~~42,~~280~~710.0664 R-I N/A 0.000000% 0.00 0.00 0.00 0.00 R-II N/A 0.000000% 0.00 0.00 0.00 0.00 R-III N/A 0.000000% 0.00 0.00 0.00 0.00 Totals 1,181,484,821.00 1,~~028~~022,~~039~~973,~~882~~125.5685 1,~~721~~385,~~908~~873.0501 5,~~868~~631,~~908~~072.6925

Class CUSIP Prepayment Realized Loss/ Total Ending Current Penalties Additional Trust Distribution Balance Subordination Fund Expenses Level (1) A-1 337366AA6 0.00 0.00 21,~~024~~679,~~496~~331.8337 5553,~~343~~957,~~397~~524.0504 28.7377% A-2 337366AB4 0.00 0.00 3,730,879.37 673,747,967.00 28.7377% B 337366AD0 0.00 0.00 267,610.28 47,260,093.00 24.1114% C 337366AE8 0.00 0.00 358,940.42 62,028,874.00 18.0407% D 337366AF5 0.00 0.00 86,914.26 14,768,779.00 16.6062% E 337366AG3 0.00 0.00 246,~~919~~823.0543 41,352,582.00 12.5658% F 337366AH1 0.00 0.00 105,~~822~~781.4547 17,722,535.00 10.8384% G 337366AJ7 0.00 0.00 205,039.89 41,352,582.00 6.7879% H 337366AK4 0.00 0.00 58,582.83 11,815,024.00 5.6364% J 337366AL2 0.00 0.00 58,582.82 11,815,023.00 4.4748% K 337366AM0 0.00 0.00 58,582.83 11,815,024.00 3.32% L 337366AN8 0.00 0.00 58,582.82 11,815,023.00 2.1617% M 337366AP3 0.00 0.00 58,582.83 11,815,024.00 1.01% N 337366AQ1 0.00 ~~3,344,848~~0.6600 ~~271~~42,~~280~~710.0664 10,321,198.80 0.00% R-I N/A 0.00 0.00 0.00 0.00 0.00% R-II N/A 0.00 0.00 0.00 0.00 0.00% R-III N/A 0.00 0.00 0.00 0.00 0.00% Totals 0.00 ~~3,344,848~~0.6600 7,~~590~~016,~~816~~945.7426 1,~~022~~021,~~973~~587,~~125~~252.8584

Class CUSIP Pass-Through Original Beginning Interest Rate Notional Notional Distribution Amount Amount IO 337366AC2 0.~~652242~~647039% 1,181,484,821.00 1,~~028~~022,~~039~~973,~~882~~125.5685 ~~558~~551,~~775~~586.8011

Class CUSIP Prepayment Total Ending Penalties Distribution Notional Amount IO 337366AC2 0.00 ~~558~~551,~~775~~586.8011 1,~~022~~021,~~973~~587,~~125~~252.8584 (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).

Certificate Factor Detail Class CUSIP Beginning Principal Interest Prepayment Realized Loss/ Ending Balance Distribution Distribution Penalties Additional Balance Trust Fund Expenses A-1 337366AA6 ~~280~~271.~~41918968~~95772506 86.~~46146462~~81018678 1.~~48692275~~44205582 0.00000000 0.00000000 ~~271~~265.~~95772506~~14753828 A-2 337366AB4 1,000.00000000 0.00000000 5.53750000 0.00000000 0.00000000 1,000.00000000 B 337366AD0 1,000.00000000 0.00000000 5.66250007 0.00000000 0.00000000 1,000.00000000 C 337366AE8 1,000.00000000 0.00000000 5.78666671 0.00000000 0.00000000 1,000.00000000 D 337366AF5 1,000.00000000 0.00000000 5.88499970 0.00000000 0.00000000 1,000.00000000 E 337366AG3 1,000.00000000 0.00000000 5.~~97106730~~96875499 0.00000000 0.00000000 1,000.00000000 F 337366AH1 1,000.00000000 0.00000000 5.~~97106734~~96875503 0.00000000 0.00000000 1,000.00000000 G 337366AJ7 1,000.00000000 0.00000000 4.95833344 0.00000000 0.00000000 1,000.00000000 H 337366AK4 1,000.00000000 0.00000000 4.95833356 0.00000000 0.00000000 1,000.00000000 J 337366AL2 1,000.00000000 0.00000000 4.95833313 0.00000000 0.00000000 1,000.00000000 K 337366AM0 1,000.00000000 0.00000000 4.95833356 0.00000000 0.00000000 1,000.00000000 L 337366AN8 1,000.00000000 0.00000000 4.95833313 0.00000000 0.00000000 1,000.00000000 M 337366AP3 1,000.00000000 0.00000000 4.95833356 0.00000000 0.00000000 1,000.00000000 N 337366AQ1 ~~660~~499.~~95255962~~18038008 0.00000000 132.~~12034446~~06568190 0.00000000 ~~161~~0.~~77217955~~00000000 499.18038008 R-I N/A 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-II N/A 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-III N/A 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000

Class CUSIP Beginning Interest Prepayment Ending Notional Distribution Penalties Notional Amount Amount IO 337366AC2 ~~870~~865.~~12534083~~83687549 0.~~47294370~~46685840 0.00000000 ~~865~~864.~~83687549~~66388284

Reconciliation Detail Advance Summary P & I Advances Outstanding 1,~~697~~474,~~027~~233.6871 Servicing Advances Outstanding 916,~~178~~991.8675 Reimbursement for Interest on Advances 0.00 paid from general collections Reimbursement for Interest on Servicing 0.00 Advances paid from general collections Aggregate amount of Nonrecoverable Advances 0.00

Servicing Fee Breakdowns Current Period Accrued Servicing Fees 61,~~933~~669.2289 Less Delinquent Servicing Fees 1,~~997~~666.6457 Less Reductions to Servicing Fees 0.00 Plus Servicing Fees for Delinquent Payments Received 013,609.0076 Plus Adjustments for Prior Servicing Calculation 0.00 Total Servicing Fees Collected 5973,~~935~~613.5808

Certificate Interest Reconciliation Class Accrued Net Aggregate Distributable Distributable Additional Interest Remaining Unpaid Certificate Prepayment Certificate Certificate Trust Fund Distribution Distributable Interest Interest Interest Interest Expenses Certificate Shortfall Adjustment Interest A-1 ~~302~~293,~~588~~458.7836 0.00 ~~302~~293,~~588~~458.7836 0.00 0.00 ~~302~~293,~~588~~458.7836 0.00 A-2 3,730,879.37 0.00 3,730,879.37 0.00 0.00 3,730,879.37 0.00 IO ~~558~~551,~~775~~586.8011 0.00 ~~558~~551,~~775~~586.8011 0.00 0.00 ~~558~~551,~~775~~586.8011 0.00 B 267,610.28 0.00 267,610.28 0.00 0.00 267,610.28 0.00 C 358,940.42 0.00 358,940.42 0.00 0.00 358,940.42 0.00 D 86,914.26 0.00 86,914.26 0.00 0.00 86,914.26 0.00 E 246,~~919~~823.0543 0.00 246,~~919~~823.0543 0.00 0.00 246,~~919~~823.0543 0.00 F 105,~~822~~781.4547 0.00 105,~~822~~781.4547 0.00 0.00 105,~~822~~781.4547 0.00 G 205,039.89 0.00 205,039.89 0.00 0.00 205,039.89 0.00 H 58,582.83 0.00 58,582.83 0.00 0.00 58,582.83 0.00 J 58,582.82 0.00 58,582.82 0.00 0.00 58,582.82 0.00 K 58,582.83 0.00 58,582.83 0.00 0.00 58,582.83 0.00 L 58,582.82 0.00 58,582.82 0.00 0.00 58,582.82 0.00 M 58,582.83 0.00 58,582.83 0.00 0.00 58,582.83 0.00 N 6751,~~760~~175.8294 0.00 6751,~~760~~175.8294 0.00 08,465.0030 ~~271~~42,~~280~~710.0664 ~~124~~133,~~560~~025.3969 Total 6,~~224~~191,~~165~~123.2566 0.00 6,~~224~~191,~~165~~123.2566 0.00 08,465.0030 6,~~427~~182,~~684~~658.4936 ~~124~~133,~~560~~025.3969

Other Required Information Available Distribution Amount (1) 87,~~149~~568,~~592~~531.5437 Aggregate Number of Outstanding Loans 193 Aggregate Unpaid Principal Balance of Loans 1,~~023~~021,~~183~~788,~~300~~542.0844 Aggregate Stated Principal Balance of Loans 1,~~022~~021,~~973~~587,~~125~~252.8584 Aggregate Amount of Servicing Fee 5973,~~935~~613.5808 Aggregate Amount of Special Servicing Fee 4,~~344~~373.7596 Aggregate Amount of Trustee Fee 1,~~927~~918.5708 Aggregate Trust Fund Expenses 0.00 Interest Reserve Deposit ~~185~~184,~~021~~786.3240 Interest Reserve Withdrawal 0.00 Specially Serviced Loans not Delinquent Number of Outstanding Loans 04 Aggregate Unpaid Principal Balance 010,925,716.0056 (1) The Available Distribution Amount includes any Prepayment Premiums.

Appraisal Reduction Amount Loan Appraisal Cumulative Current Date Appraisal Number Reduction ASER ASER Reduction Effected Amount Amount Effected 480000027 603,331.43 4448,~~391~~482.3670 4,091.34 05/11/2004 Total 603,331.43 4448,~~391~~482.3670 4,091.34

Cash Reconciliation Detail Total Funds Collected Interest: Scheduled Interest 6,439,497.99 Interest reductions due to Nonrecoverability Determinations 0.00 Interest Adjustments 0.00 Deferred Interest 0.00 Net Prepayment Interest Shortfall 0.00 Net Prepayment Interest Excess 0.00 Extension Interest 0.00 Interest Reserve Withdrawal 0.00 Total Interest Collected 6,439,497.99 Principal: Scheduled Principal 1,385,873.01 Unscheduled Principal 0.00 Principal Prepayments 0.00 Collection of Principal after Maturity Date 0.00 Recoveries from Liquidation and Insurance Proceeds 0.00 Excess of Prior Principal Amounts paid 0.00 Curtailments 0.00 Negative Amortization 0.00 Principal Adjustments 0.00 Total Principal Collected 1,385,873.01 Other: Prepayment Penalties/Yield Maintenance 0.00 Repayment Fees 0.00 Borrower Option Extension Fees 0.00 Equity Payments Received 0.00 Net Swap Counterparty Payments Received 0.00 Total Other Collected: 0.00 Total Funds Collected 7,825,371.00 Total Funds Distributed Fees: Master Servicing Fee 61,669.89 Trustee Fee 1,918.08 Certificate Administration Fee 0.00 Insurer Fee 0.00 Miscellaneous Fee 0.00 Total Fees 63,587.96 Additional Trust Fund Expenses: Reimbursement for Interest on Advances 0.00 ASER Amount 4,091.34 Special Servicing Fee 4,373.96 Rating Agency Expenses 0.00 Attorney Fees & Expenses 0.00 Bankruptcy Expense 0.00 Taxes Imposed on Trust Fund 0.00 Non-Recoverable Advances 0.00 Other Expenses 0.00 Total Additional Trust Fund Expenses 8,465.30 Interest Reserve Deposit 184,786.40 Payments to Certificateholders & Others: Interest Distribution 6,182,658.36 Principal Distribution 1,385,873.01 Prepayment Penalties/Yield Maintenance 0.00 Borrower Option Extension Fees 0.00 Equity Payments Paid 0.00 Net Swap Counterparty Payments Paid 0.00 Total Payments to Certificateholders & Others 7,568,531.37 Total Funds Distributed 7,825,371.03

Current Mortgage Loan and Property Stratification Tables Scheduled Balance Scheduled # of Scheduled % of WAM WAC Weighted Balance Loans Balance Agg. (2) Avg DSCR (1) Bal. Defeased 1011 4348,~~604~~155,~~915~~405.3960 4.2671 4847 7.~~6452~~5002 NAP Below 1,000,000 9 6,~~834~~816,~~319~~041.3016 0.67 7170 7.~~6628~~6621 1.~~707289~~707398 1,000,001 to 2,000,000 32 51,~~749~~659,~~527~~628.6155 5.06 8988 7.~~6322~~6325 1.~~382251~~389263 2,000,001 to 3,000,000 43 102,~~869~~683,~~853~~209.6451 10.0605 9594 7.~~3994~~3997 1.~~456735~~436858 3,000,001 to 4,000,000 19 66,~~985~~900,~~568~~338.8555 6.55 6463 7.6334 1.~~697054~~619833 4,000,001 to 5,000,000 2322 ~~103~~99,~~757~~010,~~759~~943.9872 109.1469 65 7.~~2930~~3469 1.~~483756~~405067 5,000,001 to 6,000,000 12 65,~~843~~760,~~325~~359.3733 6.44 4746 7.2262 1.~~304566~~304621 6,000,001 to 7,000,000 5 3231,~~013~~978,~~286~~272.5767 3.13 4948 7.5319 1.~~176433~~176473 7,000,001 to 8,000,000 5 36,~~311~~253,~~325~~885.2261 3.55 7270 7.~~0509~~0508 1.~~447030~~447120 8,000,001 to 9,000,000 78 5968,~~197~~110,~~610~~407.4064 56.7967 6460 7.~~2168~~1949 1.~~064878~~116900 9,000,001 to 10,000,000 43 3829,~~232~~197,~~569~~244.2919 32.7486 4849 7.~~4157~~5284 1.~~569012~~599536 10,000,001 to 15,000,000 14 171,~~458~~285,~~896~~032.7579 16.7677 4746 7.3831 1.~~333686~~333672 15,000,001 to 20,000,000 4 68,~~298~~206,~~255~~268.2723 6.68 4645 6.~~9466~~9465 1.~~276237~~276294 20,000,001 to 25,000,000 3 66,~~201~~103,~~500~~293.0469 6.47 4443 7.4406 1.~~072628~~072764 25,000,001 and greater 3 109,~~614~~466,~~412~~921.1760 10.72 4847 7.~~1081~~1083 0.~~865018~~865127 Totals 193 1,~~022~~021,~~973~~587,~~125~~252.8584 100.00 5958 7.3371 1.~~317522~~282581

State (3) State # of Scheduled % of WAM WAC Weighted Props Balance Agg. (2) Avg DSCR (1) Bal. Defeased 1011 4348,~~604~~155,~~915~~405.3960 4.2671 4847 7.~~6452~~5002 NAP Alabama 4 29,~~112~~053,~~226~~607.4618 2.8584 5352 7.3379 0.~~842823~~842800 Arizona 2 18,~~343~~326,~~636~~028.2561 1.79 5049 7.4843 1.~~132056~~132059 Arkansas 1 3,165,034.19 0.31 ~~137~~136 7.2350 NAP California 34 136,~~168~~035,~~288~~254.6042 13.3132 4948 7.~~6899~~6900 1.~~434902~~431358 Connecticut 5 31,~~182~~141,~~702~~556.9976 3.05 5554 7.6345 1.~~569135~~569122 Delaware 1 20,~~059~~017,~~029~~462.2614 1.96 4645 6.7500 0.650000 Florida 19 70,~~662~~547,~~079~~113.7236 6.91 5958 7.~~2963~~2964 1.~~218361~~218392 Georgia 15 86,~~586~~496,~~575~~334.9100 8.4647 4948 7.4207 0.~~793537~~802068 Hawaii 1 5,~~896~~889,~~157~~707.8668 0.58 5049 6.9100 1.690000 Illinois 6 20,~~227~~187,~~579~~890.7260 1.98 4746 6.~~9660~~9661 0.~~824000~~824045 Indiana 2 13,~~974~~954,~~485~~349.8586 1.37 4645 7.3539 1.~~071801~~011505 Kansas 4 1918,~~017~~993,~~482~~986.1833 1.86 4746 6.7797 1.~~784343~~784367 Kentucky 1 1,~~305~~302,~~797~~282.2099 0.13 ~~182~~181 7.3750 21.~~520000~~290000 Louisiana 2 5,~~468~~460,~~886~~567.9497 0.53 ~~103~~102 7.~~8788~~8792 10.~~046944~~903362 Maryland 2 8,~~787~~774,~~583~~042.0866 0.86 7170 7.~~2651~~2654 1.400000 Massachusetts 6 21,~~647~~607,~~171~~189.5607 2.12 6968 7.~~6530~~6533 1.~~545497~~544997 Michigan 3 17,~~083~~062,~~948~~703.1650 1.67 9392 7.~~3987~~3988 1.340000 Minnesota 2 13,~~179~~160,~~016~~038.7769 1.29 4645 6.~~7677~~7676 1.~~591916~~591990 Missouri 4 25,~~428~~395,~~768~~716.2364 2.49 5251 6.8773 1.~~709588~~709578 Nebraska 8 10,~~579~~569,~~070~~356.3832 1.03 5049 7.6551 1.~~260930~~260914 Nevada 5 32,~~402~~372,~~984~~920.3994 3.17 5756 7.~~6176~~6175 1.~~165493~~165495 New Hampshire 1 2,~~291~~287,~~336~~119.6887 0.22 ~~185~~184 6.9420 NAP New Jersey 65 4944,~~205~~554,~~068~~736.9448 4.8136 4645 6.~~6973~~7563 1.~~635184~~632349 New York 12 50,~~493~~424,~~959~~354.4969 4.94 5352 7.~~7041~~7035 1.~~748814~~748877 North Carolina 17 59,~~679~~588,~~934~~299.9327 5.83 8988 7.~~3226~~3228 1.~~085258~~078114 Ohio 3 8,~~538~~528,~~597~~292.0090 0.83 8382 7.~~8497~~8499 1.~~344473~~344498 Oregon 1 2,~~410~~406,~~732~~804.0210 0.24 4948 7.7500 1.500000 Pennsylvania 9 59,~~662~~583,~~242~~049.9950 5.83 5756 7.2188 1.~~266096~~266132 Rhode Island 1 ~~930~~928,~~563~~045.3950 0.09 5049 8.5000 1.415935 South Carolina 3 5,~~574~~565,~~335~~494.7480 0.54 ~~149~~148 7.~~3363~~3364 NAP Tennessee 4 9,~~573~~554,~~567~~661.9141 0.94 9998 7.~~3332~~3334 1.~~974908~~974662 Texas 13 77,~~865~~756,~~806~~524.2173 7.61 5453 6.~~8508~~8509 1.~~248661~~248741 Utah 1 3,~~128~~126,~~892~~209.4905 0.31 5251 7.8500 0.700000 Virginia 18 33,~~181~~110,~~498~~854.4991 3.24 ~~111~~109 7.~~3291~~3293 21.~~025916~~702251 Washington 1 16,~~801~~768,~~959~~125.7244 1.64 4241 7.2130 0.970000 Wisconsin 3 9,~~751~~736,~~208~~130.7668 0.95 5049 7.8599 0.~~703355~~703017 Totals 230 1,~~022~~021,~~973~~587,~~125~~252.8584 100.00 5958 7.3371 1.~~317522~~282581

Debt Service Coverage Ratio (1) Debt Service # of Scheduled % of WAM WAC Weighted Coverage Ratio Loans Balance Agg. (2) Avg DSCR (1) Bal. Credit Lease 26 62,~~895~~758,~~100~~227.3098 6.1514 ~~158~~157 7.~~1502~~1503 NAP Defeased 1011 4348,~~604~~155,~~915~~405.3960 4.2671 4847 7.~~6452~~5002 NAP 1.19 or less 53 ~~366~~365,~~159~~641,~~717~~019.9668 35.79 5352 7.~~3466~~3467 0.~~795776~~798844 1.20 to 1.24 67 6163,~~791~~476,~~737~~783.2022 6.0421 5756 7.~~2465~~2743 1.~~223593~~223216 1.25 to 1.29 7 5049,~~290~~775,~~442~~244.6792 4.9287 4850 7.~~1469~~1140 1.~~261463~~262261 1.30 to 1.34 7 51,~~345~~294,~~939~~222.2624 5.02 4948 7.~~9535~~9534 1.312685 1.35 to 1.39 89 4850,~~444~~729,~~716~~946.8780 4.7497 3541 7.~~4809~~4761 1.~~380060~~378676 1.40 to 1.44 9 33,~~473~~424,~~909~~764.2467 3.27 5655 7.~~3621~~3622 1.~~414566~~414564 1.45 to 1.49 5 23,~~126~~099,~~172~~097.9966 2.26 6968 7.1711 1.~~468719~~468720 1.50 to 1.54 8 46,~~780~~711,~~705~~296.6677 4.57 5453 7.~~6378~~6371 1.~~515377~~515376 1.55 to 1.59 5 22,~~842~~818,~~838~~502.1088 2.23 4948 7.~~2935~~2936 1.~~573335~~573334 1.60 to 1.69 89 4953,~~295~~069,~~361~~701.4580 45.8219 38 6.~~9216~~9453 1.~~667884~~669479 1.7 and greater 4137 ~~162~~150,~~921~~633,~~568~~038.7662 1514.9374 5956 7.~~2254~~2548 2.~~166269~~126802 Totals 193 1,~~022~~021,~~973~~587,~~125~~252.8584 100.00 5958 7.3371 1.~~317522~~282581

Property Type (3) Property # of Scheduled % of WAM WAC Weighted Type Props Balance Agg. (2) Avg DSCR (1) Bal. Defeased 1011 4348,~~604~~155,~~915~~405.3960 4.2671 4847 7.~~6452~~5002 NAP Health Care 9 21,~~641~~587,~~003~~367.8058 2.1211 5655 7.~~6933~~6921 1.~~443006~~439319 Industrial 10 29,~~915~~871,~~619~~877.0944 2.92 5049 7.6932 1.~~144020~~143879 Lodging 25 150,~~339~~054,~~446~~852.1189 14.70 69 68 7.1174 10.~~043020~~933632 Mixed Use 9 40,~~781~~740,~~500~~686.4241 3.99 5049 7.6561 1.~~200077~~209875 Mobile Home Park 3 8,~~688~~675,~~198~~152.7840 0.85 4847 7.~~5742~~5743 1.~~063709~~063593 Multi-Family 8079 ~~315~~310,~~341~~418,~~587~~218.9666 30.8339 5756 7.~~4391~~4585 1.~~192107~~193573 Office 20 112,~~255~~116,~~087~~337.9577 10.97 4544 7.~~5373~~5374 1.~~277746~~277614 Other 1 1,~~301~~299,~~093~~123.8070 0.13 ~~220~~219 7.7500 NAP Retail 62 ~~297~~296,~~408~~977,~~477~~223.9309 29.07 6564 7.1049 1.~~592721~~590833 Self Storage 1 1,~~696~~691,~~194~~007.6330 0.17 5049 7.3750 1.900000 Totals 230 1,~~022~~021,~~973~~587,~~125~~252.8584 100.00 5958 7.3371 1.~~317522~~282581

Note Rate Note Rate # of Scheduled % of WAM WAC Weighted Loans Balance Agg. (2) Avg DSCR (1) Bal. Defeased 1011 4348,~~604~~155,~~915~~405.3960 4.2671 4847 7.~~6452~~5002 NAP 6.749% or Less 1817 ~~133~~128,~~127~~357,~~371~~045.4987 1312.0156 4847 6.~~5523~~5676 1.~~584248~~578061 6.750% to 6.999% 21 120,~~590~~360,~~015~~101.7991 11.7978 7574 6.8246 1.~~114042~~121465 7.000% to 7.249% 32 161,~~982~~745,~~036~~171.9218 15.83 6261 7.1114 1.~~370395~~373281 7.250% to 7.499% 30 ~~152~~151,~~182~~943,~~534~~756.9111 14.8887 7473 7.3604 1.~~217737~~112520 7.500% to 7.749% 30 238,~~926~~689,~~705~~178.7131 23.36 5049 7.6066 1.~~252343~~251164 7.750% to 7.999% 26 92,~~963~~852,~~542~~991.7293 9.09 5554 7.8226 1.~~252218~~260891 8.000% to 8.249% 12 31,~~561~~528,~~267~~098.3539 3.09 4948 8.0650 1.~~328480~~328379 8.250% to 8.499% 7 36,~~310~~269,~~400~~160.9432 3.55 4746 8.2698 1.~~140889~~204185 8.500% to 8.999% 4 6,~~343~~334,~~666~~214.0429 0.62 8988 8.~~7059~~7060 1.~~526479~~526483 9.000% and greater 3 5,~~380~~352,~~668~~128.5993 0.5352 ~~102~~101 9.~~3451~~3452 1.~~468163~~467958 Totals 193 1,~~022~~021,~~973~~587,~~125~~252.8584 100.00 5958 7.3371 1.~~317522~~282581

Seasoning Seasoning # of Scheduled % of WAM WAC Weighted Loans Balance Agg. (2) Avg DSCR (1) Bal. Defeased 1011 4348,~~604~~155,~~915~~405.3960 4.2671 4847 7.~~6452~~5002 NAP 12 months or less 0 0.00 0.00 0 0.0000 0.000000 13 to 24 months 0 0.00 0.00 0 0.0000 0.000000 25 to 36 months 0 0.00 0.00 0 0.0000 0.000000 37 to 48 months 0 0.00 0.00 0 0.0000 0.000000 49 months and greater ~~183~~182 ~~979~~973,~~368~~431,~~210~~847.4624 95.7429 59 7.~~3234~~3291 1.~~296256~~281137 Totals 193 1,~~022~~021,~~973~~587,~~125~~252.8584 100.00 5958 7.3371 1.~~317522~~282581

Anticipated Remaining Term (ARD and Balloon Loans) Anticipated # of Scheduled % of WAM WAC Weighted Remaining Term (2) Loans Balance Agg. (2) Avg DSCR (1) Bal. Defeased 1011 4348,~~604~~155,~~915~~405.3960 4.2671 4847 7.~~6452~~5002 NAP 108 months or less ~~146~~145 ~~882~~876,~~572~~881,~~737~~851.4129 8685.2884 4847 7.~~3279~~3342 1.~~279156~~279138 109 to 120 months 0 0.00 0.00 0 0.0000 0.000000 121 to 156 months 6 17,060,075.98 1.67 ~~137~~136 7.2350 NAP 157 to 216 months 5 14,~~443~~412,~~004~~289.2071 1.41 ~~178~~177 6.8787 NAP 217 to 240 months 0 0.00 0.00 0 0.0000 0.000000 241 to 252 months 0 0.00 0.00 0 0.0000 0.000000 253 to 300 months 0 0.00 0.00 0 0.0000 0.000000 301 and greater 0 0.00 0.00 0 0.0000 0.000000 Totals 167 ~~957~~956,~~680~~509,~~732~~622.9858 93.6263 5150 7.3339 1.~~302060~~280742

Remaining Stated Term (Fully Amortizing Loans) Remaining Stated # of Scheduled % of WAM WAC Weighted Term Loans Balance Agg. (2) Avg DSCR (1) Bal. 108 months or less 4 8,~~189~~139,~~556~~140.5206 0.80 ~~104~~103 8.~~4717~~4724 1.~~778699~~778458 109 to 120 months 0 0.00 0.00 0 0.0000 0.000000 121 to 156 months 0 0.00 0.00 0 0.0000 0.000000 157 to 216 months 18 49,~~953~~798,~~013~~990.0469 4.8887 ~~170~~169 7.~~1702~~1704 1.~~799122~~218536 217 to 240 months 2 4,~~263~~255,~~169~~839.8149 0.42 ~~224~~223 7.4026 1.460000 241 to 252 months 0 0.00 0.00 0 0.0000 0.000000 253 to 300 months 2 2,~~886~~883,~~653~~660.5002 0.28 ~~282~~281 7.9782 1.~~124215~~124216 301 and greater 0 0.00 0.00 0 0.0000 0.000000 Totals 26 65,~~292~~077,~~392~~630.8726 6.3837 ~~170~~169 7.~~3844~~3842 1.~~713639~~329785

Remaining Amortization Term (ARD and Balloon Loans) Remaining Amortization # of Scheduled % of WAM WAC Weighted Term Loans Balance Agg. (2) Avg DSCR (1) Bal. Defeased 1011 4348,~~604~~155,~~915~~405.3960 4.2671 4847 7.~~6452~~5002 NAP 180 months or less 9 19,~~671~~607,~~959~~987.5690 1.92 6564 7.~~4364~~4366 1.~~337765~~337768 181 to 228 months 2934 ~~187~~197,~~204~~543,~~876~~012.9872 1819.3034 5755 7.~~1114~~1680 1.~~022818~~038682 229 to 240 months 127 3019,~~329~~613,~~745~~233.1548 21.9692 7486 7.~~9348~~8127 1.~~315229~~532542 241 to 264 months 5 17,~~065~~039,~~037~~333.6705 1.67 8281 7.~~2324~~2325 1.~~069344~~069414 265 to 288 months 5472 ~~358~~470,~~180~~678,~~378~~547.0449 3546.0107 45 7.~~1148~~2530 1.~~439542~~357460 289 to 300 months 4829 ~~301~~183,~~623~~872,~~820~~102.1934 2918.4900 51 7.~~6258~~6232 1.~~231619~~297420 301 to 348 months 0 0.00 0.00 0 0.0000 0.000000 349 and greater 0 0.00 0.00 0 0.0000 0.000000 Totals 167 ~~957~~956,~~680~~509,~~732~~622.9858 93.6263 5150 7.3339 1.~~302060~~280742

Age of Most Recent NOI Age of Most # of Scheduled % of WAM WAC Weighted Recent NOI Loans Balance Agg. (2) Avg DSCR (1) Bal. Credit Lease 26 62,~~895~~758,~~100~~227.3098 6.1514 ~~158~~157 7.~~1502~~1503 NAP Defeased 1011 4348,~~604~~155,~~915~~405.3960 4.2671 4847 7.~~6452~~5002 NAP Underwriter's Information 0 0.00 0.00 0 0.0000 0.000000 1 year or less 127 ~~708~~711,~~399~~310,~~779~~865.3258 69.2563 5352 7.~~3058~~3139 1.~~355376~~332647 1 to 2 years 2625 ~~183~~174,~~271~~603,~~282~~588.3576 17.9209 55 7.~~3480~~3487 1.~~024960~~024312 2 years or greater 4 24,~~802~~759,~~048~~164.4992 2.42 3534 8.~~0815~~0805 1.~~612368~~612453 Totals 193 1,~~022~~021,~~973~~587,~~125~~252.8584 100.00 5958 7.3371 1.~~317522~~282581 (1) The Trustee makes no representations as to the accuracy of the data provided by the borrower for this calculation. "NAP" means not applicable and relates to the omission of credit lease loans in the calculation of DSCR. (2) Anticipated Remaining Term and WAM are each calculated based upon the term from the current month to the earlier of the Anticipated Repayment Date, if applicable, and the maturity date. (3) Data in this table was calculated by allocating pro-rata the current loan information to the properties based upon the Cut-off Date Balance of the related mortgage loan as disclosed in the offering document.

Mortgage Loan Detail Loan Property Interest Principal Gross Number ODCR Type (1) City State Payment Payment Coupon 480000001 1 LO Various Various 261,~~844~~305.0973 9293,~~620~~159.8925 6.750% 265300078 2 Various Various CA 232,~~595~~383.9436 32,~~439~~652.8745 7.610% 265999996 3 MF Newnan GA 177,~~379~~248.4563 21,~~548~~678.0587 7.050% 480000004 4 LO Hoover AL 139,~~621~~325.0366 4748,~~898~~194.6906 7.400% 480000005 5 OF Los Angeles CA 159,~~284~~112.2799 2425,~~912~~083.6290 8.250% 480000006 6 MF Smyrna GA 140,~~369~~241.2133 19,~~413~~541.4129 7.650% 480000007 7 RT Amarillo TX 115,~~917~~777.8258 24,~~788~~928.1539 6.570% 480000009 9 RT South Plainfield NJ ~~101~~100,~~048~~926.2196 21,~~432~~554.8409 6.570% 480000010 10 RT Lewisville TX 99,~~800~~680.7195 21,~~168~~287.2298 6.570% 480000011 11 LO Seattle WA 104,~~569~~360.0924 33,~~625~~834.4328 7.213% 265300024 12 RT Phoenix AZ 103,~~674~~575.0378 15,~~212~~310.4469 7.500% 265300057 13 MF Bellflower CA 96,~~449~~359.9638 14,~~025~~116.9351 7.500% 265300050 14 MF Henderson NV 93,~~901~~810.8380 14,~~342~~433.6164 7.370% 265300048 15 MF New York NY 95,~~736~~650.5037 1213,~~989~~076.9306 7.700% 265300038 16 MF Philadelphia PA 91,~~525~~442.3479 12,~~466~~548.1570 7.690% 480000017 17 RT Allentown PA 80,~~634~~542.7186 15,~~347~~439.7459 6.950% 480000018 18 OF Marlboro NJ 73,~~091~~002.3634 15,~~903~~992.8385 6.500% 480000019 19 MF Raleigh NC 81,~~108~~019.7384 1314,~~997~~086.7261 7.375% 480000021 21 RT Novi MI 77,~~666~~596.8537 10,~~769~~839.0149 7.600% 255999863 22 OF Maryland Heights MO 69,~~520~~431.0068 1415,~~951~~039.4678 6.860% 480000023 23 RT Philadelphia PA 64,~~389~~318.8515 11,~~445~~517.6737 7.275% 480000024 24 MF Roswell GA 66,~~881~~820.0714 9,~~249~~310.8174 7.650% 480000025 25 MF Clarkston GA 65,~~928~~868.3721 9,~~254~~314.2743 7.550% 265300045 26 MF Various CA 66,~~305~~245.5517 9,~~194~~255.8119 7.625% 480000027 27 RT Derby CT 6867,~~024~~964.2636 8,~~833~~893.1000 7.875% 255999598 28 MF Matawan NJ 61,~~491~~428.6042 10,~~133~~197.8503 7.240% 480000029 29 MF Largo FL 63,~~826~~768.8671 8,~~827~~885.4055 7.650% 480000030 30 OF New York NY 64,~~317~~260.8494 8,~~582~~639.3424 7.700% 355132452 31 MF Charlotte NC 4847,~~086~~920.1473 28,~~247~~413.8122 6.800% 480000032 32 RT Miami FL 54,~~745~~683.0766 10,~~115~~176.3374 7.050% 480000033 33 MF Atlanta GA 55,~~874~~813.9167 9,~~642~~704.8610 7.375% 480000034 34 RT Minnetonka MN 48,~~061~~004.9225 10,~~194~~251.1784 6.570% 480000035 35 MF Clearwater FL 56,~~534~~482.1463 7,~~818~~870.8132 7.650% 265300042 36 MF Las Vegas NV 56,~~902~~852.9036 7,~~574~~624.2074 7.750% 255999747 37 OF Various PA 49,~~667~~593.4570 12,~~235~~309.8964 7.000% 265300018 38 MF Indianapolis IN 53,~~268~~215.5847 8,~~402~~455.3344 7.340% 480000039 39 LO Kissimmee FL 44,~~121~~039.8755 13,~~657~~739.3365 7.000% 825999751 40 RT Norwalk CT 46,~~480~~364.6156 1718,~~969~~085.1621 7.750% 480000041 41 RT Oxnard CA 41,~~233~~183.4597 8,~~745~~795.8230 6.570% 480000042 42 RT Wichita KS 41,~~233~~183.4597 8,~~745~~795.8230 6.570% 480000043 43 MF Pikesville MD 46,~~201~~151.9430 78,~~973~~024.5115 7.375% 265300052 44 RT Auburn MA 45,~~551~~510.3868 6,~~138~~178.2393 7.700% 265300025 45 RT Cerritos CA 44,~~112~~074.8220 5,~~764~~803.5113 7.780% 265300007 46 MF Various IL 39,~~100~~034.2511 10,~~281~~347.4963 7.470% 480000047 47 MF Fayetteville NC 40,~~974~~936.1878 5,~~751~~788.4888 7.550% 480000048 48 OF New York NY 38,~~117~~075.4338 6,~~853~~895.2833 7.125% 265300060 49 OF New York NY 40,~~582~~546.6750 5,~~447~~483.7693 7.710% 255999680 50 RT Lafayette IN 35,~~352~~278.1847 11,~~606~~680.8455 7.375% 265300016 51 MF Ewa HI 35,~~121~~083.9378 6,~~412~~450.0318 6.910% 480000052 52 RT Manchester MO 33,~~091~~052.8110 7,~~018~~058.9465 6.570% 255999829 53 RT Norwalk CT 3635,~~034~~995.4053 6,~~335~~374.7663 7.125% 825999708 54 LO Raleigh NC 29,426.31 0.00 7.235% 265999995 55 RT Mission Viejo CA 38,~~710~~674.8355 5,~~526~~562.2856 7.625% 255999783 56 LO Tampa FL 33,~~146~~084.4249 10,~~128~~190.8174 7.100% 255999600 57 LO Gastonia NC 34,~~095~~034.3266 9,~~238~~299.8652 7.625% 480000058 58 RT Dallas TX 30,~~202~~166.8560 6,~~406~~442.1742 6.570% 480000059 59 MF Smyrna GA 35,~~653~~620.2880 4,~~930~~963.9442 7.650% 265300073 60 MF Euless TX 32,~~146~~114.7560 5,~~186~~218.6075 7.200% 480000061 61 MF Charlotte NC 33,~~826~~795.8093 4,~~748~~779.2209 7.550% 825999870 62 RT Chesapeake VA 26,~~855~~787.3661 12,~~045~~113.4116 6.750% 255999781 63 LO Sarasota FL 29,~~721~~665.4390 9,~~082~~137.2275 7.100% 255999950 64 MF Wallkill NY 32,~~843~~812.7805 4,~~913~~945.8053 7.500% 265999999 65 HC New Rochelle NY 33,~~745~~562.6478 22,~~650~~833.5844 9.375% 255999936 66 MH Monticello MN 28,~~852~~799.5736 8,~~673~~726.0324 7.125% 265300066 67 MF Grand Island NE 31,~~789~~759.3860 4,~~605~~635.3917 7.510% 265300010 68 OF Boston MA 32,~~574~~525.9901 7,~~318~~368.6260 7.930% 480000069 69 RT Wichita KS 27,~~182~~149.5694 5,~~765~~798.5618 6.570% 255999917 70 MF Tallahassee FL 28,~~574~~544.6569 5,~~060~~090.1107 6.875% 480000071 71 IN Exton PA 28,~~785~~735.7330 8,~~077~~127.4285 7.250% 480000072 72 RT Wichita KS 26,~~788~~756.6146 5,~~682~~714.0015 6.570% 480000073 73 MF Cincinnati OH 32,~~883~~855.3815 4,~~098~~126.3659 8.000% 245114243 74 LO Alexandria VA 27,~~682~~608.1330 11,~~625~~699.7457 7.375% 255999833 75 MF Roselle Park NJ 24,~~277~~245.4021 6,~~103~~135.1332 6.125% 255999780 76 LO Knoxville TN 27,~~246~~196.9202 8,~~326~~376.0696 7.100% 265999981 77 MU Monroe CT 29,~~528~~498.3879 4,~~660~~689.0463 7.375% 255999948 78 HC Macon GA 23,~~797~~749.5838 8,~~612~~660.3656 6.500% 480000079 79 MF Lutz FL 27,~~674~~649.9371 3,~~827~~852.5072 7.650% 255999726 80 HC Various GA 24,~~611~~532.5788 1112,~~984~~063.8554 7.625% 480000081 81 OF Wellesley MA 28,~~070~~046.5534 3,~~603~~627.7596 7.800% 265300033 82 IN Green Bay WI 28,~~151~~126.0281 3,~~570~~594.7798 7.875% 480000083 83 IN Exton PA 24,~~552~~509.5352 6,~~889~~932.5758 7.250% 480000084 84 RT Joplin MO 22,~~849~~821.1169 4,~~846~~873.4183 6.570% 265999978 85 RT Orange CA 26,~~759~~737.0569 3,~~307~~328.1753 7.500% 480000086 86 OF Atlanta GA 27,~~508~~484.3815 3,~~562~~586.5578 7.900% 825999709 87 LO Hilton Head SC 19,973.92 0.00 7.235% 265300029 88 OF Fenton MO 25,~~327~~287.9474 6,~~039~~079.1333 7.730% 245114242 89 LO Alexandria VA 22,~~676~~616.9951 9,~~523~~584.7220 7.375% 265300040 90 RT Las Vegas NV 26,~~905~~865.2691 5,~~539~~578.4681 8.250% 480000091 91 OF Pasadena CA 26,~~476~~453.6358 3,~~379~~402.3843 7.920% ~~825999748 92 RT Davenport IA 24,934.86 344,649.55 8.110%~~ 255999954 93 RT San Diego CA 23,~~970~~945.7275 34,~~998~~023.5148 7.250% 480000094 94 MF Marietta GA 25,~~431~~407.0184 3,~~517~~540.1734 7.650% 825999697 95 LO Little Rock AR 19,082.52 0.00 7.235% 265300000 96 OF Bronx NY 24,~~994~~972.2217 3,~~304~~326.0611 7.750% 265300034 97 IN Green Bay WI 22,~~183~~120.8643 9,~~406~~469.4891 7.830% 265300044 98 RT Flower Mound TX 23,~~762~~741.2231 3,~~129~~150.1607 7.760% 480000099 99 IN North Haven CT 23,~~652~~631.88 3,~~082~~103.76 7.910% 480000100 100 IN Vernon CA 2423,~~005~~985.1764 2,~~828~~847.1467 8.020% 265300058 102 RT San Francisco CA 23,~~876~~857.3609 2,~~765~~784.3865 8.090% 480000103 103 RT Baton Rouge LA 23,~~600~~582.5640 2,~~570~~589.8400 8.200% 255999931 104 RT Scarsdale & New Roche NY 19,~~665~~644.9816 3,~~619~~641.6143 7.000% 480000105 105 RT Philadelphia PA 18,~~642~~620.6797 3,~~733~~755.9666 6.750% 480000106 106 OF Draper UT 21,~~168~~150.4644 2,~~665~~683.4244 7.850% 255999965 107 MF Boone NC 18,~~525~~492.6641 5,~~326~~360.9722 7.250% 255999563 108 HC Statesville NC 18,~~372~~351.1354 3,~~355~~375.2988 7.125% 825999678 109 LO Sparks NV 14,936.08 0.00 7.235% 480000110 110 OF Southborough MA 13,~~804~~710.7140 15,~~370~~464.2051 7.125% 825999696 111 LO Mobile AL 14,534.82 0.00 7.235% 255999804 112 HC Burlington NC 17,~~376~~356.5496 3,~~247~~267.8442 7.000% 825999591 113 RT Commerce Township MI 15,~~882~~851.8043 5,~~423~~454.0946 6.942% 265300069 114 MU Savannah GA 20,~~976~~948.1234 3,~~688~~715.1997 8.750% 480000115 115 OF Las Vegas NV 19,~~603~~586.2868 2,~~409~~426.6626 8.000% 480000116 116 OF Carpinteria CA 18,~~553~~536.2853 2,~~509~~525.2499 7.750% 265999979 117 MF Denton TX 19,~~159~~143.8927 2,~~412~~429.7941 8.000% 255999650 118 RT Ft. Meyers FL 14,~~217~~169.8690 78,~~955~~003.6965 7.000% 825999914 119 RT Colleyville TX 1312,~~021~~974.6525 8,~~488~~535.3575 6.700% 265300074 120 MF Fort Worth TX 17,~~017~~001.5343 2,~~502~~519.9909 7.470% 480000121 121 MF Charlotte NC 17,~~129~~113.0642 2,~~404~~420.3701 7.550% 825999588 122 RT Holland MI 14,~~415~~387.9244 4,~~922~~950.2371 6.942% 245114238 123 LO Fredericksburg VA 14,~~912~~873.8205 6,~~262~~302.9875 7.375% 265300081 124 MF Los Angeles CA 16,~~787~~766.0419 3,~~123~~144.5843 7.750% 825999906 125 RT Pembroke Pines FL 12,~~468~~422.1208 8,~~185~~231.5357 6.750% 255999947 126 LO Richmond VA 13,~~281~~237.7868 7,~~449~~493.1929 6.875% 825999874 127 RT York PA 12,~~734~~685.8304 8,~~512~~562.3110 7.020% 265999982 128 RT Medford OR 16,~~114~~088.3329 3,~~901~~927.8892 7.750% 255999933 129 MF Orange NJ 16,~~512~~497.9988 2,~~264~~279.1829 7.750% 255999782 130 LO Mobile AL 14,~~339~~312.0526 4,~~381~~408.7049 7.100% 265300008 131 MF St. Augustine Beach FL 15,~~364~~349.9751 2,~~459~~475.8733 7.300% 825114249 132 RT Franklin TN 12,~~768~~724.7726 7,~~495~~540.5809 7.125% 265300041 133 MU Lawrenceville GA 16,~~771~~758.9912 2,~~012~~026.3825 8.000% 825114317 134 RT Yarmouth MA 14,~~117~~080.8798 6,~~002~~039.2211 7.375% 825999895 135 RT Dallas TX 11,~~917~~873.1151 7,~~751~~795.5616 6.750% 265300013 136 MF San Francisco CA 14,~~948~~923.2206 3,~~896~~921.0622 7.500% 825999574 137 RT Claremont NH 13,~~279~~255.6438 4,~~192~~216.5581 6.942% 265300064 138 MF North Platte NE 15,~~423~~409.9651 2,~~234~~248.5095 7.510% 265300062 139 MH Ranch Mirage CA 15,~~945~~931.6861 2,~~107~~121.9198 7.750% 265300028 140 MF Grand Prairie TX 15,~~089~~074.0029 2,~~316~~330.0172 7.375% 265300055 141 IN Phoenix AZ 15,~~560~~546.3817 2,~~160~~174.2748 7.640% 245114237 142 LO Shreveport LA 13,~~557~~521.6145 5,~~693~~729.8197 7.375% 265300032 143 IN Green Bay WI 15,~~764~~751.5701 12,~~999~~013.6319 7.875% 265300017 144 MF Phoenix AZ 14,~~659~~645.8131 2,~~282~~296.4595 7.375% 825999929 145 RT Oviedo FL 11,~~344~~304.6542 7,~~219~~259.6386 6.688% 265300035 146 MF Topeka KS 15,~~958~~935.3148 3,~~165~~188.3922 8.375% 825999592 147 RT Ironton OH 12,~~531~~508.8596 3,~~956~~979.4635 6.942% 480000148 148 RT Various NY 14,~~868~~856.8515 1,~~873~~885.0070 7.875% 265999990 149 MF Arlington VA 14,~~333~~319.1099 1,~~965~~978.2839 7.750% 245114239 150 LO Charlotte NC 12,~~472~~439.3508 5,~~238~~271.0431 7.375% 255999890 151 MU Livingston NJ 12,~~221~~198.4679 3,~~738~~761.5320 7.040% 265999998 152 MF Los Angeles CA 13,~~135~~122.8173 2,~~059~~072.0412 7.375% 265300019 153 RT Commack NY 13,~~799~~778.9170 3,~~059~~080.2041 8.050% 265300047 154 RT Copperas Cove TX 1413,~~008~~997.7202 1,~~707~~719.3101 7.960% 255999651 155 RT Montgomery AL 10,~~688~~652.2520 56,~~980~~016.6873 7.000% 480000156 156 OF Pasadena CA 14,~~106~~095.6347 1,~~581~~592.4864 8.190% 255999966 157 RT East Northport NY 11,~~595~~582.3532 2,~~200~~213.1619 6.875% 265300022 158 MF Nashville TN 12,~~260~~247.0377 1,~~957~~969.4672 7.270% 265300014 159 HC Woodstock VA 13,~~310~~295.3283 2,~~039~~054.9039 8.250% 265300020 160 SS Charlottesville VA 10,~~804~~772.7501 5,~~154~~187.5933 7.375% 245114188 161 MF Long Branch NJ 11,~~982~~969.0948 1,~~961~~973.1475 7.470% 255999988 162 MF Radford VA 10,~~854~~842.7343 2,~~077~~089.3161 6.875% 265300051 163 MF Chesapeake VA 12,~~766~~748.6539 2,~~532~~550.3157 8.375% 265999993 164 IN North Miami FL 11,~~183~~162.4031 3,~~266~~287.0413 7.750% 265999991 165 IN Margate FL 11,~~429~~416.9555 2,~~074~~087.4282 7.750% 265999975 166 MF Omaha NE 12,~~804~~794.4641 1,~~393~~403.6974 8.375% 265300026 167 HC Charlottesville VA 12,~~527~~517.1844 1,~~371~~380.2599 8.250% 815114264 168 RT Tallahassee FL 9,~~435~~402.4295 5,~~374~~407.8431 7.250% 825999776 169 RT Lansdowne MD 8,~~570~~539.7190 5,~~485~~516.4627 6.740% 480000170 170 RT Winter Park FL 9,~~536~~524.2889 12,~~995~~006.2766 6.630% 255999603 171 LO Asheville NC 10,~~599~~567.6317 4,~~624~~657.7622 8.150% 265300049 172 MH Hamilton OH 11,~~951~~935.4626 2,~~181~~198.9616 8.625% 255999951 173 MF New Windsor NY 10,~~178~~167.2891 1,~~632~~642.2764 7.375% 825999949 175 RT Tarboro NC 8,~~559~~530.3028 4,~~887~~916.2628 7.125% 265999977 176 RT New York NY 10,~~777~~760.0946 2,~~377~~394.8447 8.120% 265300065 177 MF Norfolk NE 9,~~781~~772.3519 1,~~417~~426.0420 7.510% 265300039 178 MF Sarasota FL 10,~~234~~219.8858 2,~~199~~214.0939 8.080% 825999797 180 RT Rocky Mount VA 7,~~764~~740.8762 4,~~156~~180.2651 7.000% 265300063 181 MF Marietta GA 9,~~890~~881.2293 1,~~210~~218.0736 7.950% 245114240 182 LO Mount Sterling KY 8,~~314~~292.9072 3,~~492~~514.0321 7.375% 265999983 184 MF Bronx NY 9,~~450~~441.4075 1,~~295~~304.7843 7.750% 255999987 186 MF Radford VA 7,~~894~~885.3540 1,~~510~~519.7772 6.875% 255999727 188 MF Lowell MA 8,~~321~~313.8265 1,~~295~~303.2138 7.320% 265300056 189 IN Phoenix AZ 8,~~713~~705.8186 1,~~209~~217.7570 7.640% 825999800 190 OT Rock Hill SC 8,~~415~~402.5490 1,~~957~~970.4610 7.750% 265999994 192 IN Margate FL 7,~~745~~731.9635 2,~~262~~276.1576 7.750% 825114352 193 RT Greenville SC 5,~~742~~702.6913 6,~~830~~870.2884 7.125% 895096319 214 MF Knoxville TN 7,~~616~~608.0655 1,~~012~~019.2273 8.900% 265300027 215 RT Pawtucket RI 6,~~829~~811.5021 2,~~499~~517.6089 8.500% 805114051 216 RT Ormond Beach FL 6,~~405~~365.1353 5,~~208~~247.0767 9.125% 255999970 217 MF Radford VA 5,~~920~~914.7605 1,~~133~~139.0879 6.875% 825999672 218 LO Lumberton NC 4,904.39 0.00 7.235% 265300054 219 IN Phoenix AZ 5,~~601~~596.7462 ~~777~~782.6981 7.640% 255999986 220 MF Radford VA 4,~~267~~263.8704 ~~816~~821.7659 6.875% 265300031 221 MF Corpus Christi TX 4,~~574~~570.3402 ~~669~~674.7709 7.500% 255999969 222 MF Radford VA 2,~~845~~842.2503 ~~544~~547.5072 6.875% 265300012 223 RT Douglasville GA 3,~~162~~158.2755 ~~454~~458.8355 9.500% Totals 6,~~473~~439,~~047~~497.3799 1,~~721~~385,~~908~~873.0401

Loan Anticipated Maturity Neg. Beginning Ending Paid Thru Number Repayment Date Amort Scheduled Scheduled Date Date (Y/N) Balance Balance 480000001 11/10/2008 11/10/2023 N 45,048,445.26 44,955,824.37 01/10/2005 265300078 N/A 04/01/2009 N 35,494,272.81 35,461,832.94 01/10/2005 265999996 N/A 01/01/2009 N 29,218,302.91 29,196,754.86 01/10/2005 480000004 N/A 06/10/2008 N 22,641,248.70 22,593,350.01 01/10/2005 480000005 N/A 10/01/2008 N 23,168,620.72 23,143,708.10 01/10/2005 480000006 N/A 03/10/2009 N 21,308,419.56 21,289,006.15 01/10/2005 480000007 11/10/2008 11/10/2028 N 20,489,230.08 20,464,441.93 01/10/2005 480000009 12/10/2008 12/10/2028 N 17,860,930.42 17,839,497.58 01/10/2005 480000010 12/10/2008 12/10/2028 N 17,640,425.96 17,619,257.74 01/10/2005 480000011 07/10/2008 11/10/2023 N 16,835,585.15 16,801,959.72 01/10/2005 265300024 N/A 03/01/2009 N 16,052,752.67 16,037,540.23 01/10/2005 265300057 N/A 04/01/2009 N 14,934,187.43 14,920,161.50 01/10/2005 265300050 N/A 04/01/2009 N 14,796,103.55 14,781,760.94 01/10/2005 265300048 N/A 03/01/2009 N 14,438,685.10 14,425,695.17 01/10/2005 265300038 N/A 03/01/2009 N 13,821,520.57 13,809,054.42 01/10/2005 480000017 08/10/2008 08/10/2028 N 13,473,425.78 13,458,078.04 01/10/2005 480000018 N/A 12/10/2005 N 13,058,505.58 13,042,601.75 01/10/2005 480000019 N/A 04/10/2009 N 12,771,631.72 12,757,634.00 01/10/2005 480000021 N/A 05/10/2009 N 11,867,600.48 11,856,831.47 01/10/2005 255999863 N/A 09/01/2009 N 11,768,644.22 11,753,692.76 01/10/2005 480000023 N/A 03/10/2013 N 10,278,393.64 10,266,947.97 01/10/2005 480000024 N/A 03/10/2009 N 10,152,724.26 10,143,474.45 01/10/2005 480000025 N/A 06/10/2009 N 10,140,659.94 10,131,405.67 01/10/2005 265300045 N/A 04/01/2009 N 10,098,359.05 10,089,164.24 01/10/2005 480000027 N/A 01/10/2004 N 10,031,227.47 10,022,394.37 04/10/2003 255999598 01/01/2009 01/21/2029 N 9,863,204.13 9,853,070.28 01/10/2005 480000029 N/A 03/10/2009 N 9,689,086.36 9,680,258.96 01/10/2005 480000030 N/A 05/10/2009 N 9,700,219.11 9,691,636.77 01/10/2005 355132452 N/A 08/01/2018 N 8,212,054.15 8,183,806.34 01/10/2005 480000032 N/A 07/10/2008 N 9,017,718.61 9,007,603.28 01/10/2005 480000033 N/A 04/10/2009 N 8,798,235.61 8,788,592.75 01/10/2005 480000034 12/10/2008 12/10/2028 N 8,495,257.71 8,485,063.54 01/10/2005 480000035 N/A 03/10/2009 N 8,582,031.91 8,574,213.10 01/10/2005 265300042 N/A 03/01/2009 N 8,526,553.86 8,518,979.66 01/10/2005 255999747 N/A 07/01/2008 N 8,239,761.54 8,227,525.65 01/10/2005 265300018 N/A 02/01/2009 N 8,427,831.69 8,419,429.36 11/01/2004 480000039 N/A 11/10/2008 N 7,319,756.98 7,306,099.65 01/10/2005 825999751 N/A 01/01/2019 N 7,196,997.68 7,179,028.52 01/10/2005 480000041 12/10/2008 12/10/2028 N 7,288,281.11 7,279,535.29 01/10/2005 480000042 12/10/2008 12/10/2028 N 7,288,281.11 7,279,535.29 01/10/2005 480000043 N/A 04/10/2009 N 7,275,099.98 7,267,126.47 01/10/2005 265300052 N/A 04/01/2009 N 6,869,919.66 6,863,781.43 01/10/2005 265300025 N/A 04/01/2009 N 6,584,549.42 6,578,784.91 01/10/2005 265300007 N/A 02/01/2009 N 6,078,546.44 6,068,264.95 01/10/2005 480000047 N/A 06/10/2009 N 6,302,372.67 6,296,621.19 01/10/2005 480000048 N/A 07/10/2008 N 6,212,687.37 6,205,834.09 01/10/2005 265300060 N/A 04/01/2009 N 6,112,615.53 6,107,167.77 01/10/2005 255999680 N/A 07/01/2008 N 5,566,663.33 5,555,056.49 01/10/2005 265300016 N/A 03/01/2009 N 5,902,569.89 5,896,157.86 01/10/2005 480000052 12/10/2008 12/10/2028 N 5,849,193.92 5,842,174.98 01/10/2005 255999829 N/A 10/01/2008 N 5,873,179.03 5,866,843.27 01/10/2005 825999708 N/A 06/01/2016 N 4,880,660.22 4,880,660.22 01/10/2005 265999995 N/A 01/01/2009 N 5,895,674.07 5,890,147.79 01/10/2005 255999783 N/A 09/01/2008 N 5,421,494.86 5,411,366.05 01/10/2005 255999600 N/A 06/01/2008 N 5,192,730.39 5,183,491.53 12/10/2004 480000058 12/10/2008 12/10/2028 N 5,338,549.81 5,332,143.64 01/10/2005 480000059 N/A 03/10/2009 N 5,412,262.69 5,407,331.75 01/10/2005 265300073 N/A 05/01/2009 N 5,184,960.32 5,179,773.72 01/10/2005 480000061 N/A 06/10/2009 N 5,203,011.30 5,198,263.08 01/10/2005 825999870 N/A 10/01/2018 N 4,774,286.33 4,762,240.92 01/10/2005 255999781 N/A 09/01/2008 N 4,861,297.25 4,852,215.03 01/10/2005 255999950 N/A 01/01/2009 N 5,085,489.01 5,080,575.21 01/10/2005 265999999 N/A 01/01/2014 N 4,180,104.54 4,157,453.96 12/10/2004 255999936 N/A 10/01/2008 N 4,702,626.26 4,693,953.23 01/10/2005 265300066 N/A 04/01/2009 N 4,915,672.75 4,911,067.36 01/10/2005 265300010 N/A 04/01/2009 N 4,770,368.37 4,763,049.75 01/10/2005 480000069 12/10/2008 12/10/2028 N 4,804,694.61 4,798,929.05 01/10/2005 255999917 N/A 10/01/2008 N 4,826,685.79 4,821,625.68 01/10/2005 480000071 N/A 02/10/2009 N 4,610,839.54 4,602,762.12 01/10/2005 480000072 12/10/2008 12/10/2028 N 4,735,061.48 4,729,379.48 01/10/2005 480000073 N/A 12/10/2008 N 4,773,394.59 4,769,296.23 01/10/2005 245114243 N/A 03/01/2020 N 4,358,913.55 4,347,287.81 01/10/2005 255999833 N/A 11/01/2008 N 4,602,956.67 4,596,853.54 01/10/2005 255999780 N/A 09/01/2008 N 4,456,561.78 4,448,235.72 01/10/2005 265999981 N/A 12/01/2008 N 4,649,630.52 4,644,970.48 01/10/2005 255999948 N/A 10/01/2008 N 4,251,677.39 4,243,065.03 12/10/2004 480000079 N/A 03/10/2009 N 4,201,127.54 4,197,300.04 01/10/2005 255999726 N/A 07/01/2008 N 3,748,351.55 3,736,366.70 01/10/2005 480000081 N/A 05/10/2009 N 4,179,238.16 4,175,634.41 01/10/2005 265300033 N/A 03/01/2009 N 4,151,302.75 4,147,731.98 01/10/2005 480000083 N/A 02/10/2009 N 3,932,774.78 3,925,885.21 01/10/2005 480000084 12/10/2008 12/10/2028 N 4,038,728.90 4,033,882.49 01/10/2005 265999978 N/A 12/01/2008 N 4,143,336.45 4,140,029.28 01/10/2005 480000086 N/A 12/10/2008 N 4,043,698.72 4,040,136.17 01/10/2005 825999709 N/A 06/01/2016 N 3,312,882.99 3,312,882.99 01/10/2005 265300029 N/A 04/01/2009 N 3,805,057.13 3,799,018.00 01/10/2005 245114242 N/A 03/01/2020 N 3,570,789.65 3,561,265.93 01/10/2005 265300040 N/A 03/01/2009 N 3,787,251.27 3,781,711.81 01/10/2005 480000091 N/A 01/10/2009 N 3,882,203.90 3,878,824.52 01/10/2005 825999748 N/A 08/01/2020 N 3,689,498.22 0.00 09/01/2003 255999954 N/A 11/01/2008 N 3,839,580.88 3,835,582.37 01/10/2005 480000094 N/A 03/10/2009 N 3,860,495.44 3,856,978.27 01/10/2005 825999697 N/A 06/01/2016 N 3,165,034.19 3,165,034.19 01/10/2005 265300000 N/A 04/01/2009 N 3,745,231.61 3,741,927.55 01/10/2005 265300034 N/A 04/01/2009 N 3,290,153.13 3,280,746.65 01/10/2005 265300044 N/A 04/01/2009 N 3,556,036.06 3,552,906.90 01/10/2005 480000099 N/A 11/10/2008 N 3,472,549.11 3,469,466.35 01/10/2005 480000100 N/A 05/10/2009 N 3,475,931.15 3,473,103.01 01/10/2005 265300058 N/A 04/01/2009 N 3,427,364.90 3,424,599.52 01/10/2005 480000103 N/A 06/10/2009 N 3,342,329.03 3,339,758.19 01/10/2005 255999931 N/A 10/01/2008 N 3,262,558.10 3,258,938.49 01/10/2005 480000105 N/A 11/10/2008 N 3,207,341.22 3,203,607.26 01/10/2005 480000106 N/A 05/10/2009 N 3,131,557.91 3,128,892.49 01/10/2005 255999965 N/A 11/01/2023 N 2,967,402.98 2,962,076.01 01/10/2005 255999563 N/A 05/01/2008 N 2,994,438.32 2,991,083.03 01/10/2005 825999678 N/A 06/01/2016 N 2,477,304.83 2,477,304.83 01/10/2005 480000110 N/A 08/10/2013 N 2,250,003.17 2,234,632.97 01/10/2005 825999696 N/A 06/01/2016 N 2,410,750.37 2,410,750.37 01/10/2005 255999804 N/A 08/01/2008 N 2,882,743.98 2,879,496.14 01/10/2005 825999591 N/A 06/01/2020 N 2,745,514.01 2,740,090.92 01/10/2005 265300069 N/A 04/01/2009 N 2,783,928.09 2,780,239.90 01/10/2005 480000115 N/A 02/10/2009 N 2,845,636.81 2,843,227.15 01/10/2005 480000116 N/A 02/10/2009 N 2,780,095.93 2,777,586.69 01/10/2005 265999979 N/A 11/01/2008 N 2,781,274.80 2,778,862.01 01/10/2005 255999650 N/A 08/01/2013 N 2,358,722.64 2,350,766.95 01/10/2005 825999914 N/A 11/01/2018 N 2,332,235.13 2,323,746.78 01/10/2005 265300074 N/A 04/01/2009 N 2,645,554.49 2,643,051.50 01/10/2005 480000121 N/A 06/10/2009 N 2,634,676.44 2,632,272.07 01/10/2005 825999588 N/A 06/01/2020 N 2,491,948.00 2,487,025.77 01/10/2005 245114238 N/A 03/01/2020 N 2,348,219.27 2,341,956.29 01/10/2005 265300081 N/A 05/01/2009 N 2,515,435.40 2,512,311.82 01/10/2005 825999906 N/A 09/01/2018 N 2,216,555.11 2,208,369.58 01/10/2005 255999947 N/A 11/01/2008 N 2,243,491.09 2,236,041.90 01/10/2005 825999874 N/A 12/01/2013 N 2,176,894.63 2,168,382.32 01/10/2005 265999982 N/A 02/01/2009 N 2,414,633.90 2,410,732.02 01/10/2005 255999933 N/A 12/01/2008 N 2,474,370.95 2,472,106.77 01/10/2005 255999782 N/A 09/01/2008 N 2,345,323.16 2,340,941.46 01/10/2005 265300008 N/A 02/01/2009 N 2,444,273.45 2,441,813.58 01/10/2005 825114249 N/A 12/01/2018 N 2,150,529.42 2,143,033.84 01/10/2005 265300041 N/A 04/01/2009 N 2,434,642.99 2,432,630.61 01/10/2005 825114317 N/A 01/01/2019 N 2,297,145.51 2,291,143.29 01/10/2005 825999895 N/A 10/01/2018 N 2,118,597.25 2,110,845.69 01/10/2005 265300013 N/A 02/01/2009 N 2,314,563.28 2,310,667.22 01/10/2005 825999574 N/A 06/01/2020 N 2,295,529.23 2,291,336.68 01/10/2005 265300064 N/A 04/01/2009 N 2,385,046.77 2,382,812.27 01/10/2005 265300062 N/A 04/01/2009 N 2,389,362.60 2,387,254.69 01/10/2005 265300028 N/A 03/01/2009 N 2,375,960.10 2,373,644.09 01/10/2005 265300055 N/A 03/01/2009 N 2,365,198.56 2,363,038.29 01/10/2005 245114237 N/A 03/01/2020 N 2,134,822.56 2,129,128.75 01/10/2005 265300032 N/A 03/01/2009 N 2,324,729.76 2,322,730.13 01/10/2005 265300017 N/A 02/01/2009 N 2,308,378.47 2,306,096.02 01/10/2005 825999929 N/A 08/01/2018 N 2,035,675.84 2,028,456.21 01/10/2005 265300035 N/A 03/01/2009 N 2,212,803.75 2,209,638.36 01/10/2005 825999592 N/A 06/01/2020 N 2,166,266.37 2,162,309.91 01/10/2005 480000148 N/A 04/10/2009 N 2,192,641.87 2,190,768.87 01/10/2005 265999990 N/A 12/01/2008 N 2,147,727.90 2,145,762.62 01/10/2005 245114239 N/A 03/01/2020 N 1,963,934.35 1,958,696.31 01/10/2005 255999890 N/A 11/01/2008 N 2,016,002.71 2,012,264.18 01/10/2005 265999998 N/A 01/01/2009 N 2,068,404.77 2,066,345.73 01/10/2005 265300019 N/A 02/01/2009 N 1,990,770.03 1,987,710.83 01/10/2005 265300047 N/A 04/01/2009 N 2,043,743.31 2,042,036.00 01/10/2005 255999651 N/A 08/01/2013 N 1,773,165.30 1,767,184.62 01/10/2005 480000156 N/A 03/10/2009 N 2,000,230.47 1,998,648.99 01/10/2005 255999966 N/A 12/01/2008 N 1,958,627.75 1,956,427.59 01/10/2005 265300022 N/A 03/01/2009 N 1,958,383.92 1,956,426.46 01/10/2005 265300014 N/A 02/01/2009 N 1,873,593.51 1,871,553.61 01/10/2005 265300020 N/A 03/01/2009 N 1,701,349.22 1,696,194.63 01/10/2005 245114188 N/A 03/01/2028 N 1,862,742.75 1,860,781.61 01/10/2005 255999988 N/A 11/01/2008 N 1,833,526.06 1,831,448.75 01/10/2005 265300051 N/A 03/01/2009 N 1,770,243.03 1,767,710.72 01/10/2005 265999993 N/A 03/01/2009 N 1,731,623.58 1,728,357.54 01/10/2005 265999991 N/A 03/01/2009 N 1,769,798.90 1,767,724.48 01/10/2005 265999975 N/A 11/01/2008 N 1,775,486.70 1,774,093.01 01/10/2005 265300026 N/A 03/01/2009 N 1,763,356.58 1,761,985.33 01/10/2005 815114264 N/A 05/01/2018 N 1,561,725.29 1,556,350.45 01/10/2005 825999776 N/A 12/01/2018 N 1,525,942.07 1,520,456.61 01/10/2005 480000170 N/A 11/10/2008 N 1,670,345.83 1,668,350.56 01/10/2005 255999603 N/A 06/01/2008 N 1,510,337.16 1,505,712.40 01/10/2005 265300049 N/A 04/01/2009 N 1,609,172.82 1,606,990.86 01/10/2005 255999951 N/A 10/01/2005 N 1,602,702.74 1,601,070.47 01/10/2005 825999949 N/A 07/01/2018 N 1,441,566.49 1,436,679.23 01/10/2005 265999977 N/A 12/01/2008 N 1,541,296.35 1,538,918.51 01/10/2005 265300065 N/A 04/01/2009 N 1,512,514.78 1,511,097.74 01/10/2005 265300039 N/A 04/01/2009 N 1,470,998.99 1,468,799.90 01/10/2005 825999797 N/A 05/01/2018 N 1,331,120.47 1,326,964.21 01/10/2005 265300063 N/A 04/01/2009 N 1,444,705.83 1,443,495.76 01/10/2005 245114240 N/A 03/01/2020 N 1,309,289.23 1,305,797.20 01/10/2005 265999983 N/A 12/01/2008 N 1,416,084.71 1,414,788.93 01/10/2005 255999987 N/A 11/01/2008 N 1,333,473.45 1,331,962.68 01/10/2005 255999727 N/A 04/01/2009 N 1,320,224.92 1,318,929.71 01/10/2005 265300056 N/A 03/01/2009 N 1,324,511.50 1,323,301.75 01/10/2005 825999800 N/A 05/01/2023 N 1,303,051.26 1,301,093.80 01/10/2005 265999994 N/A 03/01/2009 N 1,199,373.77 1,197,111.62 01/10/2005 825114352 N/A 01/01/2013 N 967,189.23 960,358.95 01/10/2005 895096319 N/A 02/01/2029 N 1,026,884.11 1,025,871.89 01/10/2005 265300027 N/A 03/01/2009 N 933,062.99 930,563.39 01/10/2005 805114051 N/A 12/01/2012 N 842,318.71 837,110.64 01/10/2005 255999970 N/A 11/01/2008 N 1,000,105.12 998,972.04 01/10/2005 825999672 N/A 06/01/2016 N 813,443.38 813,443.38 01/10/2005 265300054 N/A 03/01/2009 N 851,471.82 850,694.13 01/10/2005 255999986 N/A 11/01/2008 N 720,907.19 720,090.43 01/10/2005 265300031 N/A 03/01/2009 N 708,285.63 707,615.86 01/10/2005 255999969 N/A 11/01/2008 N 480,605.12 480,060.62 01/10/2005 265300012 N/A 02/01/2009 N 386,558.82 386,103.99 01/10/2005 Totals 1,028,039,882.56 1,022,973,125.85

Loan Appraisal Appraisal Res. Mod. Number Reduction Reduction Strat. Code Date Amount (2) (3) 480000027 05/11/2004 603,331.43 2 265999999 13 ~~825999748~~265300033 1013 480000086 8 265300032 13 825999949 8 Totals 603,331.43 (1) Property Type Code MF - Multi-Family RT - Retail HC - Health Care IN - Industrial WH - Warehouse MH - Mobile Home Park OF - Office MU - Mixed Use LO - Lodging SS - Self Storage OT - Other (2) Resolution Strategy Code 1 - Modification 2 - Foreclosure 3 - Bankruptcy 4 - Extension 5 - Note Sale 6 - DPO 7 - REO 8 - Resolved 9 - Pending Return to Master Servicer 10 - Deed In Lieu Of Foreclosure 11 - Full Payoff 12 - Reps and Warranties 13 - Other or TBD (3) Modification Code 1 - Maturity Date Extension 2 - Amortization Change 3 - Principal Write-Off 4 - Combination

Principal Prepayment Detail No Principal Prepayments this Period

~~Principal~~Historical ~~Prepayment~~ Detail ~~Loan~~Delinquencies ~~Number~~Distribution ~~Offering~~30-59 ~~Principal~~Days ~~Prepayment~~60-89 ~~Amount~~Days ~~Prepayment~~90 ~~Penalties~~Days ~~Document~~or ~~Payoff~~More ~~Curtailment~~Date ~~Prepayment~~# ~~Yield~~Balance ~~Maintenance~~# ~~Cross-Reference~~Balance ~~Amount~~# ~~Amount~~Balance ~~Premium~~02/17/2005 ~~Premium~~0 ~~825999748~~$0.00 1 $8,410,973.92 ~~337~~0 $0.00 01/18/2005 1 $8,~~286~~419,429.4136 0 $0.00 0 $0.00 12/17/2004 0 $0.00 ~~Totals~~0 ~~337~~$0.00 0 $0.00 11/18/2004 0 $0.00 0 $0.00 0 $0.00 10/18/2004 0 $0.00 0 $0.00 2 $13,~~286~~754,959.4136 09/17/2004 0 $0.00 0 $0.00 2 $13,773,002.60 08/17/2004 0 $0.00 0 $0.00 2 $13,788,738.29 07/16/2004 1 $4,062,884.49 0 $0.00 2 $13,804,368.15 06/17/2004 0 $0.00 0 $0.00 2 $13,822,085.10 05/17/2004 0 $0.00 0 $0.00 2 $13,837,490.67 04/16/2004 0 $0.00 0 $0.00 2 $13,854,988.95 03/17/2004 0 $0.00 0 $0.00 2 $13,870,173.21

~~Historical Detail Delinquencies~~ Distribution ~~30-59~~Foreclosure ~~Days~~REO ~~60-89~~Modifications ~~Days 90 Days or More~~ Date # Balance # Balance # Balance 0102/1817/2005 1 $810,~~419~~013,~~429~~501.3637 0 $0.00 0 $0.00 1201/1718/~~2004~~2005 01 $10,022,394.37 1 $0.00 0 $0.00 12/17/2004 1 $10,031,227.47 1 $3,689,498.22 0 $0.00 11/18/2004 01 $010,042,183.00 01 $03,696,811.0093 0 $0.00 10/18/2004 0 $0.00 0 $0.00 20 $~~13,754,959~~0.3600 09/17/2004 0 $0.00 0 $0.00 20 $~~13,773,002~~0.6000 08/17/2004 0 $0.00 0 $0.00 20 $~~13,788,738~~0.2900 07/16/2004 10 $~~4,062,884~~0.4900 0 $0.00 20 $~~13,804,368~~0.1500 06/17/2004 0 $0.00 0 $0.00 20 $~~13,822,085~~0.1000 05/17/2004 0 $0.00 0 $0.00 20 $~~13,837,490~~0.6700 04/16/2004 0 $0.00 0 $0.00 20 $~~13,854,988~~0.9500 03/17/2004 0 $0.00 0 $0.00 ~~2 $13,870,173.21 02/18/2004~~ 0 $0.00 ~~0 $0.00 2 $13,889,657.03~~

Prepayments Rate and Maturities Distribution ~~Foreclosure~~Curtailments ~~REO~~Payoff ~~Modifications~~Next Weighted Avg. WAM Date # ~~Balance~~Amount # ~~Balance~~Amount #Coupon ~~Balance~~Remit 0102/1817/2005 10 $~~10,022,394~~0.3700 10 $0.00 7.337146% 7.243966% 58 01/18/2005 0 $0.00 1 $337,286.41 7.337098% 7.252348% 59 12/17/2004 10 $~~10,031,227~~0.4700 ~~1 $3,689,498.22~~ 0 $0.00 7.339823% 7.250415% 60 11/18/2004 10 $~~10,042,183~~0.00 ~~1 $3,696,811.93~~ 0 $0.00 7.339736% 7.252609% 62 10/18/2004 0 $0.00 0 $0.00 07.339689% $07.00252566% 63 09/17/2004 0 $0.00 0 $0.00 07.339646% $07.00252526% 64 08/17/2004 0 $0.00 0 $0.00 07.339599% $07.00252484% 65 07/16/2004 0 $0.00 0 $0.00 07.339553% $07.00254594% 66 06/17/2004 0 $0.00 0 $0.00 07.339510% $07.00255133% 67 05/17/2004 0 $0.00 0 $0.00 07.339427% $07.00255014% 68 04/16/2004 0 $0.00 0 $0.00 07.339383% $07.00254974% 69 03/17/2004 0 $0.00 0 $0.00 07.339337% $07.00254932% ~~02/18/2004~~70 0Note: ~~$0.00~~Foreclosure 0and ~~$0.00~~REO 0Totals $0are excluded from the delinquencies aging categories.00

~~Prepayments~~Delinquency ~~Rate~~Loan ~~and~~Detail ~~Maturities~~Offering ~~Distribution~~# ~~Curtailments~~of ~~Payoff~~Paid ~~Next~~Through ~~Weighted~~Current ~~Avg.~~Outstanding ~~WAM~~Status ~~Date~~of #Loan ~~Amount~~Number #Document ~~Amount~~Months ~~Coupon~~Date ~~Remit~~P ~~01/18/2005~~& 0I ~~$0.00~~P 1& ~~$337,286.41~~I ~~7.337098%~~Mortgage ~~7.252348%~~Cross- ~~59 12/17/2004 0 $0~~Delinq.00 0Advances ~~$0.00~~Advances ~~7.339823%~~** ~~7.250415%~~Loan 60(1) ~~11/18/2004~~Reference 0480000027 ~~$0.00~~27 03 ~~$0.00 7.339736% 7.252609% 62~~ 10/1810/2004 ~~0 $0~~72,306.0066 ~~0 $0~~1,210,164.0052 7~~.339689%~~ ~~7.252566%~~265300018 6338 ~~09/17/2004~~2 ~~0 $0.00 0 $0.00 7.339646% 7.252526% 64 08~~11/1701/2004 ~~0 $0~~61,460.0042 ~~0 $0~~183,573.0005 ~~7.339599%~~2 ~~7.252484%~~255999948 6578 ~~07/16/2004~~ 0 ~~$0.00 0 $0.00 7.339553% 7.254594% 66 06~~01/1701/~~2004~~2005 ~~0 $0~~32,197.0078 ~~0 $0~~32,197.0078 ~~7.339510%~~B ~~7.255133%~~265300033 6782 ~~05/17/2004~~ 0 ~~$0.00 0 $0.00 7.339427% 7.255014% 68 04~~01/1601/~~2004~~2005 ~~0 $0~~30,650.0030 ~~0 $0~~30,650.0030 ~~7.339383%~~B ~~7.254974%~~265300032 69143 ~~03/17/2004~~ 0 ~~$0.00 0 $0.00 7.339337% 7.254932% 70 02~~01/1801/~~2004~~2005 ~~0 $0~~17,648.0006 ~~0 $0~~17,648.0006 ~~7.339297%~~B ~~7.254895% 71 Note: Foreclosure and REO~~ Totals ~~are~~5 ~~excluded~~214,263.22 ~~from the delinquencies aging categories~~1,474,233.71

~~Delinquency~~Resolution ~~Loan~~Servicing ~~Detail~~Actual ~~Offering~~Outstanding #Loan ofStrategy ~~Paid~~Transfer ~~Through~~Foreclosure ~~Current~~Principal ~~Outstanding~~Servicing ~~Status~~Bankruptcy ofREO ~~Loan~~ Number ~~Document~~Code ~~Months~~(2) Date PDate &Balance ~~I P & I Mortgage Cross- Delinq.~~ Advances ~~Advances~~Date **Date ~~Loan (1) Reference~~ 480000027 272 2005/22/2003 0406/10/2003 7210,~~306~~173,605.2633 116,~~443,940~~991.9075 7 265300018 ~~38 1 11/~~01/~~2004~~28/2005 618,~~460.21 122~~437,~~498~~890.5283 ~~1 255999600 57~~ 0.00 ~~12/10/2004~~255999948 434,~~074~~243,065.5403 ~~43,074~~0.5400 B265300033 ~~265999999~~13 ~~65 0 12~~02/1003/~~2004~~2005 554,~~316~~147,731.3698 ~~55,316~~0.3600 B265300032 ~~255999948~~13 ~~78 0 12~~02/1003/~~2004~~2005 322,~~197~~322,730.3613 ~~32,197~~0.3600 B Totals ~~5 264~~29,~~354~~325,023.7330 116,~~697,027~~991.6875

~~Resolution~~Current ~~Servicing~~Outstanding Actual Outstanding ~~Loan~~P ~~Strategy~~& ~~Transfer~~I ~~Foreclosure~~P & I Principal Servicing ~~Bankruptcy~~Advances ~~REO~~Advances** ~~Number~~Balance ~~Code~~Advances ~~(2)~~Totals ~~Date~~By ~~Date~~Delinquency ~~Balance~~Code: ~~Advances~~Total ~~Date~~for ~~Date~~Status ~~480000027~~Code = 2 ~~05/22/2003~~(1 ~~06/10/2003~~loan) 1061,~~173,605~~460.3342 9183,~~178~~573.8605 ~~265300018~~ 8,437,890.83 0.00 ~~255999600~~Total 5for Status Code = 7 (1 loan) 72,~~192~~306.66 1,~~730~~210,164.3952 010,173,605.0033 ~~265999999~~16,991.75 13Total ~~09/18/2003~~for 4Status Code = B (3 loans) 80,~~180,104~~496.5414 080,496.0014 ~~255999948 4~~10,~~251~~713,~~677~~527.3914 0.00 ~~Totals~~(1) ~~32,236,008.48~~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~~,178~~ - REO (2) Resolution Strategy Code 1 - Modification 2 - Foreclosure 3 - Bankruptcy 4 - Extension 5 - Note Sale 6 - DPO 7 - REO 8 - Resolved 9 - Pending Return to Master Servicer 10 - Deed In Lieu Of Foreclosure 11 - Full Payoff 12 - Reps and Warranties 13 - Other or TBD ** Outstanding P & I Advances include the current period advance.86

~~Current~~Specially ~~Outstanding~~Serviced ~~Actual~~Loan ~~Outstanding~~Detail P- &Part I1 POffering ~~& I Principal~~ Servicing ~~Advances~~Resolution Advances**Scheduled ~~Balance~~Property ~~Advances~~Interest ~~Totals~~Actual ByLoan ~~Delinquency~~Document ~~Code:~~Transfer ~~Total~~Strategy ~~for~~Balance ~~Status~~Type ~~Code = 1~~ (~~1 loan~~2) ~~61,460.21~~State ~~122,498.52~~Rate ~~8,437,890.83~~Balance ~~0.00~~Number ~~Total~~Cross ~~for~~Date ~~Status~~ Code ~~= 7~~ (1 ~~loan~~) ~~72,306.26~~Reference 1480000027 27 05/22/2003 2 10,~~443~~013,~~940~~501.9037 RT CT 7.875% 10,173,605.33 ~~9,178.86~~265300018 ~~Total~~38 ~~for~~01/28/2005 ~~Status~~8,410,973.92 ~~Code~~MF =IN ~~B (3 loans) 130,588~~7.26340% ~~130~~8,~~588.26 13~~437,~~624,512~~890.3283 ~~0.00~~265999999 ~~(1)~~65 ~~Status~~09/18/2003 of13 ~~Mortgage~~4,134,620.52 ~~Loan~~HC ANY -9.375% ~~Payment~~4,134,620.52 ~~Not~~265300033 ~~Received~~82 ~~But~~02/03/2005 ~~Still~~13 In4,144,137.00 ~~Grace~~IN ~~Period~~WI B7.875% -4,147,731.98 ~~Late~~480000086 ~~Payment~~86 ~~But~~8 ~~Less~~4,036,549.39 ~~Than~~OF 1GA ~~Month~~7.900% ~~Delinquent~~4,036,549.39 0265300032 -143 ~~Current~~02/03/2005 113 ~~- One Month Delinquent~~ 2,320,716.94 -IN ~~Two~~WI ~~Months Delinquent 3 - Three or More Months Delinquent 4 - Assumed Scheduled Payment (Performing Matured Balloon)~~ 7.875% ~~- Foreclosure 9 - REO (~~2),322,730.13 ~~Resolution~~825999949 ~~Strategy~~175 ~~Code~~8 1,431,762.95 -RT ~~Modification~~NC 27.125% -1,431,762.95 ~~Foreclosure~~825999797 3180 -1,322,783.70 ~~Bankruptcy~~RT 4VA ~~- Extension 5 - Note Sale 6 - DPO~~ 7.000% - REO 8 - Resolved 9 - Pending Return to Master Servicer 10 - Deed In Lieu Of Foreclosure 11 - Full Payoff 12 - Reps and Warranties 13 - Other or TBD ** Outstanding P & I Advances include the current period advance1,322,783.70

Net Remaining Loan Operating DSCR Note Maturity Amortization Number Income Date DSCR Date Date Term 480000027 1,273,784.00 12/31/2002 1.38 02/10/1999 01/10/2004 286 265300018 522,940.58 09/30/2004 0.94 03/01/1999 02/01/2009 287 265999999 1,025,677.00 12/31/2002 1.52 02/01/1999 01/01/2014 106 265300033 169,166.35 09/30/2004 0.43 04/01/1999 03/01/2009 288 480000086 (127,392.41) 06/30/2004 (0.68) 01/10/1999 12/10/2008 285 265300032 118,849.37 09/30/2004 0.49 04/01/1999 03/01/2009 288 825999949 156,435.39 12/01/1998 07/01/2018 160 825999797 136,047.93 11/01/1998 05/01/2018 158 (1) Resolution Strategy Code 1 - Modification 2 - Foreclosure 3 - Bankruptcy 4 - Extension 5 - Note Sale 6 - DPO 7 - REO 8 - Resolved 9 - Pending Return to Master Servicer 10 - Deed in Lieu Of Foreclosure 11 - Full Payoff 12 - Reps and Warranties 13 - Other or TBD (2) Property Type Code MF - Multi-Family RT - Retail HC - Health Care IN - Industrial WH - Warehouse MH - Mobile Home Park OF - Office MU - Mixed Use LO - Lodging SS - Self Storage OT - Other

Specially Serviced Loan Detail - Part 2 Offering Document Resolution Site Other REO Loan Cross Strategy Inspection Phase 1 Appraisal Appraisal Property Number Reference Code (1) Date Date Date Value Revenue 480000027 27 2 10/14/2004 7,300,000.00 265300018 38 01/05/1999 11,200,000.00 265999999 65 13 10/08/1998 12,360,000.00 265300033 82 13 01/28/1999 5,600,000.00 480000086 86 8 09/10/1998 7,820,000.00 265300032 143 13 01/28/1999 3,700,000.00 825999949 175 8 07/01/1998 1,860,000.00 825999797 180 03/11/1998 1,550,000.00

Loan Number Comments from Special Servicer 480000027 No comments available. 265300018 No comments available. 265999999 No comments available. 265300033 No comments available. 480000086 No comments available. 265300032 No comments available. 825999949 No comments available. 825999797 No comments available. (1) Resolution Strategy Code 1 - Modification 2 - Foreclosure 3 - Bankruptcy 4 - Extension 5 - Note Sale 6 - DPO 7 - REO 8 - Resolved 9 - Pending Return to Master Servicer 10 - Deed in Lieu Of Foreclosure 11 - Full Payoff 12 - Reps and Warranties 13 - Other or TBD

Modified Loan Detail No Modified Loans

~~Specially~~Liquidated ~~Serviced~~ Loan Detail -Loan ~~Part~~Final 1 Offering ~~Servicing~~Appraisal ~~Resolution~~Appraisal ~~Scheduled~~Actual ~~Property~~Gross ~~Interest~~Gross ~~Actual~~Proceeds ~~Loan~~Number Recovery Document ~~Transfer~~Date ~~Strategy~~Value Balance ~~Type~~Proceeds ~~(2)~~as ~~State~~a ~~Rate~~% ~~Balance~~of ~~Number~~Determination Cross ~~Date~~Actual ~~Code~~Balance ~~(1)~~Date Reference ~~480000027~~265999976 10/10/2003 20 03/27/2003 059,500,000.00 12,492,427.46 5,996,831.69 48.004% 825999748 12/2231/2004 92 11/17/2003 1,000,000.00 3,794,195.73 1,895,731.25 49.964% 255999856 09/04/2002 174 04/13/2001 2,000,000.00 1,609,506.89 1,609,506.89 100.000% 255999846 06/26/2002 179 11/04/2000 2,000,000.00 1,485,167.94 1,482,811.83 99.841% 255999850 11/26/2002 183 11/15/2000 1,800,000.00 1,426,093.70 1,426,093.70 100.000% 255999848 05/23/2002 185 04/11/2001 1,400,000.00 1,422,544.47 1,420,595.65 99.863% 255999859 09/20/2002 187 04/13/2001 1,970,000.00 1,350,087.94 1,350,087.94 100.000% 255999852 09/06/2002 191 11/11/2000 1,700,000.00 1,269,725.66 1,269,725.66 100.000% 255999843 194 04/06/2001 1,160,000.00 1,232,145.20 1,230,484.99 99.865% 255999838 195 04/02/2001 550,000.00 1,232,145.20 1,230,484.99 99.865% 255999839 09/27/2002 196 04/06/2001 1,260,000.00 1,221,508.12 1,221,508.12 100.000% 255999860 10/28/2002 197 03/29/2001 900,~~022~~000.00 1,~~394~~203,482.3704 RT1,203,482.04 CT100.000% 7255999847 11/25/2002 198 11/15/2000 2,415,000.~~875~~00 1,201,764.23 1,201,764.23 100.000% 255999842 10/11/2002 199 04/02/2001 750,~~173~~000.00 1,~~605~~187,435.3395 ~~265999999~~1,187,435.95 65100.000% 255999844 09/1827/2002 200 04/09/2001 2,170,000.00 1,189,363.36 1,189,363.36 100.000% 255999849 02/28/2003 13201 411/11/2000 1,~~157~~900,~~453~~000.9600 HC1,180,343.98 NY1,180,343.98 9100.~~375~~000% 4255999841 05/31/2002 202 04/03/2001 1,150,000.00 1,180,~~104~~065.5409 ~~825999748~~1,178,448.45 9299.863% 255999837 09/2630/~~2003~~2002 203 03/14/2001 760,000.00 1,155,343.27 1,155,343.27 100.000% 255999855 09/12/2002 204 04/03/2001 1,190,000.00 1,157,218.59 1,157,218.59 100.000% 255999845 08/09/2002 205 04/13/2001 1,370,000.00 1,160,461.76 1,158,845.33 99.861% 255999836 09/27/2002 206 11/09/2000 1,050,000.00 1,141,145.87 1,141,145.87 100.000% 255999858 09/27/2002 207 04/03/2001 995,000.00 1,123,249.97 1,123,249.97 100.000% 255999851 11/14/2002 208 11/11/2000 1,000,000.00 1,105,623.53 1,105,623.53 100.000% 255999857 09/27/2002 209 11/17/2000 1,000,000.00 1,109,001.09 1,109,001.09 100.000% 255999840 05/10/2002 0210 11/19/2000 820,000.00 RT1,099,238.79 IA1,097,732.88 899.~~110~~863% 255999853 09/27/2002 211 04/07/2001 1,180,000.00 1,060,783.61 1,060,783.61 100.000% 255999854 09/27/2002 212 04/13/2001 1,380,000.00 1,044,710.90 1,044,710.90 100.000% 255999830 09/27/2002 213 04/12/2001 1,135,000.00 1,044,710.90 1,044,710.90 100.000% Current Total 0.00 0.00 0.00 Cumulative Total 45,505,000.00 47,879,491.24 39,473,066.66

Liquidated Loan Detail Loan ~~Final~~Aggregate ~~Offering~~Net ~~Appraisal~~Net ~~Appraisal~~Proceeds ~~Actual~~Realized ~~Gross~~Repurchased ~~Gross Proceeds~~ Number ~~Recovery~~Liquidation ~~Document~~Liquidation ~~Date Value Balance Proceeds~~ as a % of ~~Determination~~Loss ~~Cross~~by ~~Actual~~Seller ~~Balance~~Expenses ~~Date~~* ~~Reference~~Proceeds ~~265999976~~Actual ~~10/10/2003~~Balance ~~20 03~~(Y/~~27/2003~~N) ~~9,500,000.00~~265999976 12578,~~492,427~~017.4692 5,~~996~~418,~~831~~813.6977 4843.~~004~~377% ~~825999748~~6,791,926.24 ~~12/31/2004~~N 92825999748 ~~11/17/2003~~775,540.85 1,~~000~~120,~~000~~190.0040 ~~3,794,195~~29.73524% 13,~~895~~344,~~731~~848.2566 ~~49.964%~~N 255999856 ~~09/04/2002 174 04/13/2001 2,000,000~~0.00 1,609,506.89 ~~1,609,506.89~~ 100.000% ~~255999846~~0.00 ~~06/26/2002~~N ~~179~~255999846 ~~11/04/2000 2,000,000~~0.00 1,~~485,167.94 1,~~482,811.83 99.841% ~~255999850~~0.00 ~~11/26/2002~~N ~~183~~255999850 ~~11/15/2000 1,800,000~~0.00 1,426,093.70 ~~1,426,093.70~~ 100.000% ~~255999848~~0.00 ~~05/23/2002~~N ~~185~~255999848 ~~04/11/2001 1,400,000~~0.00 1,~~422,544.47 1,~~420,595.65 99.863% ~~255999859~~0.00 ~~09/20/2002~~N ~~187~~255999859 ~~04/13/2001 1,970,000~~0.00 1,350,087.94 ~~1,350,087.94~~ 100.000% ~~255999852~~0.00 ~~09/06/2002~~N ~~191~~255999852 ~~11/11/2000 1,700,000~~0.00 1,269,725.66 ~~1,269,725.66~~ 100.000% ~~255999843~~0.00 ~~194~~N ~~04/06/2001~~255999843 ~~1,160,000~~0.00 1,~~232,145.20 1,~~230,484.99 99.865% ~~255999838~~0.00 ~~195~~N ~~04/02/2001~~255999838 ~~550,000~~0.00 1,~~232,145.20 1,~~230,484.99 99.865% ~~255999839~~0.00 ~~09/27/2002~~N ~~196~~255999839 ~~04/06/2001 1,260,000~~0.00 1,221,508.12 ~~1,221,508.12~~ 100.000% ~~255999860~~0.00 ~~10/28/2002~~N ~~197~~255999860 ~~03/29/2001 900,000~~0.00 1,203,482.04 ~~1,203,482.04~~ 100.000% ~~255999847~~0.00 ~~11/25/2002~~N ~~198~~255999847 ~~11/15/2000 2,415,000~~0.00 1,201,764.23 ~~1,201,764.23~~ 100.000% ~~255999842~~0.00 ~~10/11/2002~~N ~~199~~255999842 ~~04/02/2001 750,000~~0.00 1,187,435.95 ~~1,187,435.95~~ 100.000% ~~255999844~~0.00 ~~09/27/2002~~N ~~200~~255999844 ~~04/09/2001 2,170,000~~0.00 1,189,363.36 ~~1,189,363.36~~ 100.000% ~~255999849~~0.00 ~~02/28/2003~~N ~~201~~255999849 ~~11/11/2000 1,900,000~~0.00 1,180,343.98 ~~1,180,343.98~~ 100.000% ~~255999841~~0.00 ~~05/31/2002~~N ~~202~~255999841 ~~04/03/2001 1,150,000~~0.00 1,~~180,065.09 1,~~178,448.45 99.863% ~~255999837~~0.00 ~~09/30/2002~~N ~~203~~255999837 ~~03/14/2001 760,000~~0.00 1,155,343.27 ~~1,155,343.27~~ 100.000% ~~255999855~~0.00 ~~09/12/2002~~N ~~204~~255999855 ~~04/03/2001 1,190,000~~0.00 1,157,218.59 ~~1,157,218.59~~ 100.000% ~~255999845~~0.00 ~~08/09/2002~~N ~~205~~255999845 ~~04/13/2001 1,370,000~~0.00 1,~~160,461.76 1,~~158,845.33 99.861% ~~255999836~~0.00 ~~09/27/2002~~N ~~206~~255999836 ~~11/09/2000 1,050,000~~0.00 1,141,145.87 ~~1,141,145.87~~ 100.000% ~~255999858~~0.00 ~~09/27/2002~~N ~~207~~255999858 ~~04/03/2001 995,000~~0.00 1,123,249.97 ~~1,123,249.97~~ 100.000% ~~255999851~~0.00 ~~11/14/2002~~N ~~208~~255999851 ~~11/11/2000 1,000,000~~0.00 1,105,623.53 ~~1,105,623.53~~ 100.000% ~~255999857~~0.00 ~~09/27/2002~~N ~~209~~255999857 ~~11/17/2000 1,000,000~~0.00 1,109,001.09 ~~1,109,001.09~~ 100.000% ~~255999840~~0.00 ~~05/10/2002~~N ~~210~~255999840 ~~11/19/2000 820,000~~0.00 1,~~099,238.79 1,~~097,732.88 99.863% ~~255999853~~0.00 ~~09/27/2002~~N ~~211~~255999853 ~~04/07/2001 1,180,000~~0.00 1,060,783.61 ~~1,060,783.61~~ 100.000% ~~255999854~~0.00 ~~09/27/2002~~N ~~212~~255999854 ~~04/13/2001 1,380,000~~0.00 1,044,710.90 ~~1,044,710.90~~ 100.000% ~~255999830~~0.00 ~~09/27/2002~~N ~~213~~255999830 ~~04/12/2001 1,135,000~~0.00 1,044,710.90 ~~1,044,710.90~~ 100.000% 0.00 N Current Total ~~1,000,000~~0.00 ~~3,794,195~~0.7300 ~~1,895,731~~0.2500 Cumulative Total 451,~~505~~353,~~000~~558.0077 4738,~~879~~119,~~491~~507.2489 3910,~~473~~136,~~066~~774.6690 * Aggregate liquidation expenses also include outstanding P & I advances and unpaid fees (servicing, trustee, etc.).

Liquidated Loan Detail Loan Aggregate Net Net Proceeds Realized Repurchased Number Liquidation Liquidation as a % of Loss by Seller Expenses * Proceeds Actual Balance (Y/N) 265999976 578,017.92 5,418,813.77 43.377% 6,791,926.24 N 825999748 775,540.85 1,120,190.40 29.524% 3,344,848.66 N 255999856 0.00 1,609,506.89 100.000% 0.00 N 255999846 0.00 1,482,811.83 99.841% 0.00 N 255999850 0.00 1,426,093.70 100.000% 0.00 N 255999848 0.00 1,420,595.65 99.863% 0.00 N 255999859 0.00 1,350,087.94 100.000% 0.00 N 255999852 0.00 1,269,725.66 100.000% 0.00 N 255999843 0.00 1,230,484.99 99.865% 0.00 N 255999838 0.00 1,230,484.99 99.865% 0.00 N 255999839 0.00 1,221,508.12 100.000% 0.00 N 255999860 0.00 1,203,482.04 100.000% 0.00 N 255999847 0.00 1,201,764.23 100.000% 0.00 N 255999842 0.00 1,187,435.95 100.000% 0.00 N 255999844 0.00 1,189,363.36 100.000% 0.00 N 255999849 0.00 1,180,343.98 100.000% 0.00 N 255999841 0.00 1,178,448.45 99.863% 0.00 N 255999837 0.00 1,155,343.27 100.000% 0.00 N 255999855 0.00 1,157,218.59 100.000% 0.00 N 255999845 0.00 1,158,845.33 99.861% 0.00 N 255999836 0.00 1,141,145.87 100.000% 0.00 N 255999858 0.00 1,123,249.97 100.000% 0.00 N 255999851 0.00 1,105,623.53 100.000% 0.00 N 255999857 0.00 1,109,001.09 100.000% 0.00 N 255999840 0.00 1,097,732.88 99.863% 0.00 N 255999853 0.00 1,060,783.61 100.000% 0.00 N 255999854 0.00 1,044,710.90 100.000% 0.00 N 255999830 0.00 1,044,710.90 100.000% 0.00 N Current Total 775,540.85 1,120,190.40 3,344,848.66 Cumulative Total 1,353,558.77 38,119,507.89 10,136,774.90 * Aggregate liquidation expenses also include outstanding P & I advances and unpaid fees (servicing, trustee, etc.).

Filing Compare · COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES SERIES 1999 C2