Payment Date: 12/25/99
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C-BASS LLC
Mortgage Loan Asset-Backed Certificates, Series 1999-CB5
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Class Information Current Payment Information
- ----------------------------------------------------------------------------------------------------------------------------------
Beginning Pass Thru Principal Interest Total Principal Interest
Type Class Code Name Cert. Bal. Rate Dist. Amt. Dist. Amt. Dist. Losses Shortfalls
- ----------------------------------------------------------------------------------------------------------------------------------
Senior A1 120,539,000.00 7.470000% 581,726.44 750,355.27 1,332,081.72 0.00 0.00
A2 58,580,000.00 6.038750% 708,964.24 334,097.20 1,043,061.44 0.00 0.00
BB 15,900,000.00 8.000000% 195,887.04 121,729.43 317,616.47 0.00 0.00
X 0.00 0.000000% 0.00 0.00 0.00 0.00 0.00
Residual R 0.00 0.000000% 0.00 0.00 0.00 0.00 0.00
- ----------------------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------------------
Totals - - 195,019,000.00 - 1,486,577.72 1,206,181.90 2,692,759.63 - -
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Class Information
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Ending Cert. Unpaid
Type Class Code Name Notional Bal. Interest
- --------------------------------------------------------------------------------
Senior A1 119,957,273.56 0.00
A2 57,871,035.76 0.00
BB 15,704,112.96 0.00
X 0.00 0.00
Residual R 0.00 0.00
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- --------------------------------------------------------------------------------
- --------------------------------------------------------------------------------
Totals - - 193,532,422.28 -
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Payment Date: 12/25/99
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C-BASS LLC
Mortgage Loan Asset-Backed Certificates, Series 1999-CB5
------------------------------------------------------------
Class Information Current Payment Information
Factors per $1,000
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Beginning Pass Thru CUSIP Principal Interest Ending Cert./
Type Class Code Name Cert. Bal.(Face) Rate Numbers Dist. Dist. Notional Bal.
- ------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------
Senior A1 120,539,000.00 7.470000% 124860CP0 4.826043 6.225000 995.173957
A2 58,580,000.00 6.038750% 124860CQ8 12.102496 5.703264 987.897504
BB 15,900,000.00 8.000000% NA 12.319939 7.655939 987.680061
X 0.00 0.000000% NA 0.000000 0.000000 0.000000
Residual R 0.00 0.000000% NA 0.000000 0.000000 0.000000
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- ------------------------------------------------------------------------------------------------------------------------
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Totals - - 195,019,000.00 - - - - -
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C-BASS LLC
Mortgage Loan Asset-Backed Certificates, Series 1999-CB5
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COLLATERAL INFORMATION
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Total
-----
Agg stated principal balance 126,972,745.08 62,654,976.17 189,627,721.25
Agg loan count 1731 462 2193
Agg average loan rate 9.552080% 9.789084% 9.63
Agg prepayment amount 449,524.61 664,626.38 1,114,150.99
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FEES AND ADVANCES
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Total
-----
servicing fees 70,053.47 27,975.72 98,029.19
sub servicer fees 0.00 0.00 0.00
trustee fees 1,328.69 660.04 1,988.72
Aggregate advances N/A N/A N/A
Advances this periods 0.00 0.00 0.00
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LOSSES & INSURANCE COVERAGES
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Total
-----
Net realized losses (this period) 0.00 0.00 0.00
Cumulative losses (from Cut-Off) 0.00 0.00 0.00
Coverage Amounts Total
- ---------------- -----
Bankruptcy 0.00 0.00 0.00
Fraud 0.00 0.00 0.00
Special Hazard 0.00 0.00 0.00
Aggregate Certificate Information
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Class Aggregate Aggregate Aggregate
Type Percentage Prepay Pct. End Cert. Bal.
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Senior 100.000000% 100.000000% 195,019,000.00
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Junior 0.000000% 0.000000% 0.00
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DELINQUENCY INFORMATION
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Period Loan Count Ending Stated Balance
- ------ ---------- ---------------------
30 to 59 days 122 8,161,165.87
60 to 89 days 52 5,150,069.29
90 or more 67 5,750,820.17
Foreclosure 5 727,484.40
Totals: 246 19,789,539.73
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REO INFORMATION
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REO Date Loan Number Ending Stated Balance Book Value
-------- ----------- --------------------- ----------
N/A # 0 N/A
N/A # 0 N/A
N/A # 0 N/A
N/A # 0 N/A
N/A # 0 N/A
N/A # 0 N/A
N/A # 0 N/A
N/A # 0 N/A
Totals: 0 N/A
Current Total Outstanding Balance: 0.00
Current Total Outstanding Number of Loans: 0
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OTHER INFORMATION
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Amount/Withdrawal Total/Ending Bal.
----------------- -----------------
Available remittance amount 2,692,759.63 2,692,759.63
Principal remittance amount 1,486,577.72 1,486,577.72
Interest remittance amount 1,206,181.90 1,206,181.90