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BOND SUMMARYLOAN SUMMARY
LBUBS 2004-C4
Lead Underwriter:
Lehman Brothers / UBS Investment Bank
Currency:
USD
Deal Type:
Conduit
Master Servicer:
Wachovia Bank
Cut-off Balance:
$1,439,230,586
Cut-off Loan Count:
98
Cut-off Date:
05/01/2004
Trustee:
Wells Fargo Bank
Special Servicer:
Lennar Partners
Tape Date
02/15/2006
Settle Date
03/16/2006
Record Date
04/10/2006
Next Pay
04/15/2006
DSCR LTVCut-off
1.96x 62.5%
Current
1.89x 51.1%
Maturity
1.91x 46.2%
Balance
$1,420,573,159
Factor
98.7037%
Loans
97
WAL
NA
WACg
5.3614%
WACn
5.3228%
Age
25
WAMP
69
WAML
6
WAMM
73
WAMYM
69
WAMO
73
Current
99.69%
Late 1 Month
0.17%
Late 2 Months
0.0%
Late 3+ Months
0.15%
In Bankruptcy $(000's) %Special Serviced
$0 0.0%
Other
$0 0.0%
Total
$0 0.0%
Bond CUSIP Type S&P FII Original Factor Orig.Sub Cur.Sub Coupon Desc Life(!CPR=0) Principal Window
A-1 52108HD92 P&I AAA NA $50,000,000 70.113501% 12.625% 12.794% 3.83% Fixed 1.605 04/15/2006 01/15/2009A-2 52108HE26 P&I AAA NA $391,000,000 100.0% 12.625% 12.794% 4.57% Fixed 2.941 01/15/2009 04/15/2009A-3 52108HE34 P&I AAA NA $218,000,000 100.0% 12.625% 12.794% 5.15% WAC-15b 5.218 04/15/2009 12/15/2013A-4 52108HE42 P&I AAA NA $374,953,000 100.0% 12.625% 12.794% 5.3% WAC-0b 8.126 12/15/2013 06/15/2014B 52108HE59 P&I AA+ NA $14,116,000 100.0% 11.625% 11.781% 5.3% WAC-0b 8.247 06/15/2014 06/15/2014C 52108HE67 P&I AA NA $15,881,000 100.0% 10.5% 10.641% 5.3% WAC-0b 8.247 06/15/2014 06/15/2014D 52108HE75 P&I AA- NA $12,355,000 100.0% 9.625% 9.754% 5.3% WAC-0b 8.247 06/15/2014 06/15/2014E 52108HE83 P&I A+ NA $19,410,000 100.0% 8.25% 8.361% 5.3% WAC-0b 8.247 06/15/2014 06/15/2014F 52108HE91 P&I A NA $12,352,000 100.0% 7.375% 7.474% 5.3% WAC-0b 8.247 06/15/2014 06/15/2014G 52108HF41 P&I A- NA $26,472,000 100.0% 5.5% 5.574% 5.3% WAC-0b 8.247 06/15/2014 06/15/2014H 52108HF66 P&I BBB+ NA $12,351,000 100.0% 4.625% 4.687% 5.3% WAC-0b 8.247 06/15/2014 06/15/2014J 52108HF82 P&I BBB NA $15,884,000 100.0% 3.5% 3.547% 5.3% WAC-0b 8.247 06/15/2014 06/15/2014K 52108HG24 P&I BBB- NA $15,881,000 100.0% 2.375% 2.407% 5.3% WAC-0b 8.944 06/15/2014 12/15/2015L 52108HG40 P&I BB+ NA $3,530,000 100.0% 2.125% 2.153% 5.3% Fixed 9.747 12/15/2015 12/15/2015M 52108HG65 P&I BB NA $3,529,000 100.0% 1.875% 1.9% 5.3% Fixed 9.935 12/15/2015 10/15/2016N 52108HG81 P&I BB- NA $3,529,000 100.0% 1.625% 1.647% 5.3% Fixed 11.423 10/15/2016 06/15/2018P 52108HH23 P&I NR NA $3,530,000 100.0% 1.375% 1.393% 5.3% Fixed 12.718 06/15/2018 01/15/2019Q 52108HH49 P&I NR NA $3,529,000 100.0% 1.125% 1.14% 5.3% Fixed 12.964 01/15/2019 03/15/2019S 52108HH64 P&I NR NA $3,529,000 100.0% 0.875% 0.887% 5.3% Fixed 12.997 03/15/2019 03/15/2019T 52108HH80 P&I NR NA $12,353,586 100.0% 0.0% 0.0% 5.3% Fixed 13.359 03/15/2019 08/15/2021A-1b 52108HF25 P&I AAA NA $199,546,000 98.138673% 12.625% 12.794% 5.19% WAC-11.3b 5.752 04/15/2006 06/15/2014X-1 52108HJ21 IO AAA NA $1,411,730,586 98.678398% 0.0% NA 0.28% WAC/IO 5.838 04/15/2006 08/15/2021R SPC28D7FA Residual NA NA NA NA NA NA NA NA NA NA NA
Status Count Balance Pct. Cum. Perform DSCR LTV
Special 2 $4,942,668 0.3% 0.3% 0.0% 1.35x 65.4%Late 1 Mo 1 $2,352,531 0.2% 0.5% 0.0% 0.73x 78.3%Late <1 Mo 2 $7,002,902 0.5% 1.0% 100.0% 1.42x 74.6%Perform 92 $1,406,275,031 99.0% 100.0% 100.0% 1.9x 50.9%
All Loans 97 $1,420,573,132 100.0% 100.0% 99.5% 1.89x 51.1%Months Late Count Balance Pct. Cum. Perform DSCR LTV
Late 7-12 Mo 1 $2,118,375 0.1% 0.1% 0.0% 1.52x 76.1%Late 1 Mo 1 $2,352,531 0.2% 0.3% 0.0% 0.73x 78.3%Late <1 Mo 3 $9,827,195 0.7% 1.0% 71.3% 1.37x 69.7%Current 92 $1,406,275,031 99.0% 100.0% 100.0% 1.9x 50.9%
All Loans 97 $1,420,573,132 100.0% 100.0% 99.5% 1.89x 51.1%DSCR Count Balance Pct. Cum. Perform DSCR LTV
< 0.80x 3 $27,603,798 1.9% 1.9% 91.5% 0.67x 75.4%0.80x to 0.99x 1 $5,772,174 0.4% 2.3% 100.0% 0.95x 73.8%1.00x to 1.09x 5 $26,891,588 1.9% 4.2% 100.0% 1.02x 71.9%1.10x to 1.24x 13 $106,641,527 7.5% 11.7% 97.4% 1.16x 72.4%1.25x to 1.49 32 $197,315,890 13.9% 25.6% 100.0% 1.36x 73.6%> 1.49 43 $1,056,348,156 74.4% 100.0% 99.8% 2.12x 43.4%
All Loans 97 $1,420,573,132 100.0% 100.0% 99.5% 1.89x 51.1%LTV Count Balance Pct. Cum. Perform DSCR LTV
75% to 90% 36 $233,737,159 16.5% 16.5% 98.1% 1.32x 77.2%60% to 74% 44 $453,189,510 31.9% 48.4% 100.0% 1.66x 68.1%< 60% 17 $733,646,463 51.6% 100.0% 99.6% 2.21x 32.2%
All Loans 97 $1,420,573,132 100.0% 100.0% 99.5% 1.89x 51.1%Balance Count Balance Pct. Cum. Perform DSCR LTV
$260,000,000 to $260,000,000 1 $260,000,000 18.3% 18.3% 100.0% 2.28x 26.6%$185,000,000 to $189,999,999 1 $187,500,000 13.2% 31.5% 100.0% 2.61x 25.7%$145,000,000 to $149,999,999 1 $149,785,665 10.5% 42.0% 100.0% 1.96x 34.4%$110,000,000 to $114,999,999 1 $112,702,729 7.9% 50.0% 100.0% 2.12x 61.8%$90,000,000 to $94,999,999 1 $91,000,000 6.4% 56.4% 100.0% 1.89x 68.9%$40,000,000 to $44,999,999 1 $41,773,372 2.9% 59.3% 100.0% 1.63x 35.9%$35,000,000 to $39,999,999 1 $35,416,731 2.5% 61.8% 100.0% 2.24x 58.9%$20,000,000 to $24,999,999 3 $70,305,137 4.9% 66.8% 100.0% 1.55x 66.8%$15,000,000 to $19,999,999 4 $66,237,612 4.7% 71.4% 100.0% 1.07x 75.5%$10,000,000 to $14,999,999 7 $80,604,426 5.7% 77.1% 100.0% 1.45x 74.5%$5,000,000 to $9,999,999 25 $186,188,411 13.1% 90.2% 100.0% 1.33x 70.9%$0 to $4,999,999 51 $139,059,048 9.8% 100.0% 94.8% 1.47x 71.4%
All Loans 97 $1,420,573,132 100.0% 100.0% 99.5% 1.89x 51.1%Gross Coupon Count Balance Pct. Cum. Perform DSCR LTV
3.01% to 3.5% 1 $112,702,729 7.9% 7.9% 100.0% 2.12x 61.8%4.51% to 5.0% 8 $715,518,946 50.4% 58.3% 100.0% 2.21x 34.8%5.01% to 5.5% 10 $117,565,301 8.3% 66.6% 98.2% 1.52x 60.5%5.51% to 6.0% 45 $240,948,505 17.0% 83.5% 100.0% 1.37x 73.0%6.01% to 6.5% 19 $129,508,901 9.1% 92.7% 98.2% 1.55x 69.9%6.51% to 7.0% 8 $60,906,041 4.3% 96.9% 95.4% 1.28x 72.0%7.01% to 7.5% 3 $34,390,910 2.4% 99.4% 100.0% 1.89x 53.7%8.51% to 8.6% 3 $9,031,800 0.6% 100.0% 100.0% 1.0x 75.3%
All Loans 97 $1,420,573,132 100.0% 100.0% 99.5% 1.89x 51.1%
PROPERTY SUMMARY
LBUBS 2004-C4
Coupon Description Count Balance Pct. Cum. Perform DSCR LTV
Fixed 97 $1,420,573,132 100.0% 100.0% 99.5% 1.89x 51.1%
All Loans 97 $1,420,573,132 100.0% 100.0% 99.5% 1.89x 51.1%Gross Margin Count Balance Pct. Cum. Perform DSCR LTVAll Loans 97 $1,420,573,132 100.0% 100.0% 99.5% 1.89x 51.1%Maturity Count Balance Pct. Cum. Perform DSCR LTV
01/01/2009 to 12/31/2009 14 $473,221,491 33.3% 33.3% 100.0% 2.13x 50.7%01/01/2011 to 12/31/2011 3 $194,227,762 13.7% 47.0% 100.0% 2.0x 40.6%01/01/2012 to 12/31/2012 3 $30,714,638 2.2% 49.1% 100.0% 1.87x 55.2%01/01/2013 to 12/31/2013 3 $11,306,585 0.8% 49.9% 100.0% 1.65x 73.5%01/01/2014 to 12/31/2014 65 $656,444,606 46.2% 96.2% 99.3% 1.73x 52.1%01/01/2015 to 12/31/2015 1 $13,620,945 1.0% 97.1% 100.0% 1.74x 67.7%01/01/2019 to 12/31/2019 5 $32,005,306 2.3% 99.4% 91.2% 1.37x 74.4%01/01/2021 to 08/10/2021 3 $9,031,800 0.6% 100.0% 100.0% 1.0x 75.3%
All Loans 97 $1,420,573,132 100.0% 100.0% 99.5% 1.89x 51.1%Months Seasoned Count Balance Pct. Cum. Perform DSCR LTV
21 to 30 94 $1,411,541,332 99.4% 99.4% 99.5% 1.9x 50.9%71 to 80 3 $9,031,800 0.6% 100.0% 100.0% 1.0x 75.3%
All Loans 97 $1,420,573,132 100.0% 100.0% 99.5% 1.89x 51.1%Remaining Terms Count Balance Pct. Cum. Perform DSCR LTV
Lock; Defease 87 $1,371,512,822 96.5% 96.5% 99.5% 1.91x 50.3%Lock; YM Charges 5 $26,816,136 1.9% 98.4% 100.0% 1.41x 68.9%YM Charges 2 $13,212,373 0.9% 99.4% 100.0% 1.67x 77.5%Defease 3 $9,031,800 0.6% 100.0% 100.0% 1.0x 75.3%
All Loans 97 $1,420,573,132 100.0% 100.0% 99.5% 1.89x 51.1%Originator Count Balance Pct. Cum. Perform DSCR LTV
NA 97 $1,420,573,132 100.0% 100.0% 99.5% 1.89x 51.1%
All Loans 97 $1,420,573,132 100.0% 100.0% 99.5% 1.89x 51.1%Ten Largest Loans ID City State Sector Status Originator Balance Pct. Coupon Due Protection Occ DSCR LTV
Westfield 1 Paramus NJ Retail Anchored Perform NA $260,000,000 18.3% 4.98% 06/2014 L(3), D(89), O(7) 98.1% 2.28x26.6%666 Fifth 2 New York NY Office Perform NA $187,500,000 13.2% 4.53% 01/2009 L(2), D(28), O(4) 95.0% 2.61x25.7%Two Penn Plaza 3 New York NY Office Perform NA $149,785,665 10.54% 4.97% 02/2011 L(2), D(50), O(7) 0.0% 1.96x34.4%Town East 4 Mesquite TX Retail Anchored Perform NA $112,702,729 7.93% 3.46% 04/2009 L(2), D(30), O(5) 96.0% 2.12x61.8%Airport Corporate 5 Miami FL Office Perform NA $91,000,000 6.41% 4.78% 03/2009 L(2), D(30), O(4) 88.0% 1.89x68.9%Ritz-Carlton 6 Chicago IL Full Service Hotel Perform NA $41,773,372 2.94% 5.31% 02/2014 L(2), D(89), O(4) 64.0% 1.63x35.9%Enterprise 7 Scotts Valley CA Office Perform NA $35,416,731 2.49% 6.44% 05/2011 L(2), D(56), O(4) 86.0% 2.24x58.9%Park Parthenia 8 Northridge CA Multi-family Perform NA $23,891,108 1.68% 5.29% 05/2014 L(25), D(70), O* 99.0% 1.4x72.3%Sirata Beach 9 St. Pete Beach FL Full Service Hotel Perform NA $23,840,331 1.68% 7.02% 05/2012 L(2), D(68), O(4) 66.0% 1.97x50.8%Rivercrest 10 Sacramento CA Multi-family Perform NA $22,573,698 1.59% 5.12% 04/2014 L(2), D(93), O(2) 88.0% 1.26x77.7%
First Second Third Weighted Avg MonthsProperty Sector Count Balance Pct. Cum. Perform DSCR LTV State Pct. State Pct. State Pct. Balance WAC Age Lock YM FP DueOption
Office 10 $510,048,093 35.9% 35.9% 100.0% 2.15x 42.5% NY 66.7% FL 18.8% CA 8.0% $51,004,809 5.15% 26 3 45 45 49 49Retail Anchored 29 $497,208,811 35.0% 70.9% 99.4% 2.04x 45.9% NJ 52.3% TX 27.3% GA 3.8% $17,145,131 5.05% 23 4 82 82 87 87Multi-family 25 $193,509,081 13.6% 84.5% 97.7% 1.3x 73.4% CA 50.4% FL 15.0% TX 14.1% $7,740,363 5.69% 24 14 70 70 73 73Retail Unanchored 18 $100,682,290 7.1% 91.6% 100.0% 1.27x 72.9% FL 33.1% CA 16.2% AZ 15.1% $5,593,461 6.33% 29 10 105 105 109 109Full Service Hotel 4 $76,164,281 5.4% 97.0% 100.0% 1.75x 44.0% IL 54.8% FL 31.3% CA 13.9% $19,041,070 6.29% 25 2 85 85 89 89Industrial 7 $30,974,639 2.2% 99.2% 100.0% 1.3x 75.6% CA 34.8% TX 22.0% MO 20.2% $4,424,948 6.32% 24 20 91 91 93 93Self Storage 3 $9,662,835 0.7% 99.8% 100.0% 1.63x 65.0% VR 53.1% VA 26.2% SC 20.8% $3,220,945 5.36% 25 19 61 61 65 65Mobile Home 1 $2,323,102 0.2% 100.0% 100.0% 1.5x 77.3% IL 100.0% NA NA NA NA $2,323,102 6.17% 23 25 94 94 98 98
All Loans 97 $1,420,573,132 100.0% 100.0% 99.5% 1.89x 51.1% NY 26.4% NJ 18.3% FL 13.8% $14,645,084 5.36% 25 6 69 69 73 73State Count Balance Pct. Cum. Perform DSCR LTV Pct Apartment Pct Hotel Pct Office Pct Retail Pct Industrial Pct CTL Pct Other
New York 6 $375,543,844 26.4% 26.4% 100.0% 2.21x 33.9% 6.8% 0.0% 90.6% 2.6% 0.0% 0.0% 0.0%New Jersey 1 $260,000,000 18.3% 44.7% 100.0% 2.28x 26.6% 0.0% 0.0% 0.0% 100.0% 0.0% 0.0% 0.0%Florida 13 $195,924,591 13.8% 58.5% 100.0% 1.72x 68.4% 14.9% 12.2% 49.0% 24.0% 0.0% 0.0% 0.0%California 18 $190,687,893 13.4% 72.0% 100.0% 1.42x 70.4% 51.1% 5.5% 21.4% 16.3% 5.6% 0.0% 0.0%Texas 16 $177,471,843 12.5% 84.4% 100.0% 1.84x 64.9% 15.4% 0.0% 0.0% 80.7% 3.8% 0.0% 0.0%Illinois 3 $46,836,531 3.3% 87.7% 100.0% 1.63x 40.3% 0.0% 89.2% 0.0% 5.9% 0.0% 0.0% 5.0%Maryland 3 $23,511,059 1.7% 89.4% 100.0% 1.35x 77.6% 0.0% 0.0% 65.9% 34.1% 0.0% 0.0% 0.0%Georgia 5 $21,335,586 1.5% 90.9% 86.8% 1.45x 70.6% 4.6% 0.0% 0.0% 95.4% 0.0% 0.0% 0.0%Pennsylvania 2 $16,179,916 1.1% 92.0% 100.0% 1.38x 71.5% 0.0% 0.0% 64.3% 35.7% 0.0% 0.0% 0.0%Arizona 2 $15,211,646 1.1% 93.1% 100.0% 1.63x 73.0% 0.0% 0.0% 0.0% 100.0% 0.0% 0.0% 0.0%NA 1 $5,126,807 0.4% 93.5% 100.0% 1.6x 58.5% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 100.0%other 27 $92,743,414 6.5% 100.0% 95.2% 1.42x 73.1% 14.2% 0.0% 7.6% 58.9% 14.4% 0.0% 4.9%
All Loans 97 $1,420,573,132 100.0% 100.0% 99.5% 1.89x 51.1% 13.6% 5.4% 35.9% 42.1% 2.2% 0.0% 0.8%
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| Category: | Uncategorized. |
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| Upload Date: | 03/20/2009 |
| Copyright: | Attribution Non-commercial |
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