SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 8-K
CURRENT REPORT
PURSUANT TO SECTION 13 OR 15(D) OF THE
SECURITIES AND EXCHANGE ACT OF 1934
Date of Report: December 17, 1998
(Date of earliest event reported)
GS Mortgage Securities Corporation II
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(Exact name of registrant as specified in its charter)
Delaware 333-65921 22-3442024
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(State or Other (Commission (I.R.S. Employer
Jurisdiction of File Number) Identification No.)
Incorporation)
85 Broad Street, New York, N.Y. 10004
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(Address of principal executive offices) (Zip Code)
Registrant's telephone number, including area code: (212) 902-1000
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(Former name or former address, if changed since last report.)
<PAGE>
ITEM 5. OTHER EVENTS.
Attached as exhibits are Structural Term Sheets and Collateral Term Sheets
(as those terms are defined in the no-action letter dated May 20, 1994 issued by
the Securities and Exchange Commission to Kidder, Peabody Acceptance
Corporation-I, Kidder, Peabody & Co. Incorporated and Kidder Structured Asset
Corporation (the "Kidder Letter") as modified by a no-action letter (the "First
PSA No-Action Letter") issued by the staff of the Commission on May 27, 1994 to
the Public Securities Association (the "PSA") and as further modified by a
no-action letter (the "Second PSA No-Action Letter") issued by the staff of the
Commission on March 9, 1995 to the PSA) furnished to the Registrant by Goldman,
Sachs & Co. (the "Underwriter") in respect of the Registrant's proposed offering
of Commercial Mortgage Pass-Through Certificates, Series 1999-C1 (the
"Certificates").
The Certificates will be offered pursuant to a Prospectus and related
Prospectus Supplement (together, the "Prospectus"), which will be filed with the
Commission pursuant to Rule 424 under the Securities Act of 1933, as amended
(the "Act"). The Certificates will be registered pursuant to the Act under the
Registrant's Registration Statement on Form S-3 (No. 333-65921) (the
"Registration Statement"). The Registrant hereby incorporates the Structural
Term Sheets and Collateral Term Sheets by reference in the Registration
Statement.
The Structural Term Sheets and Collateral Term Sheets were prepared solely
by the Underwriter, and the Registrant did not prepare or participate in the
preparation of the Structural Term Sheets and Collateral Term Sheets.
Any statement or information contained in the Structural Term Sheets and
Collateral Term Sheets shall be deemed to be modified or superseded for purposes
of the Prospectus and the Registration Statement by statements or information
contained in the Prospectus.
ITEM 7. FINANCIAL STATEMENTS, PRO FORMA FINANCIAL INFORMATION AND EXHIBITS
(c) Exhibits
Exhibit 99.1 Structural and Collateral Term Sheet
Exhibit 99.2 Collateral Term Sheet
Exhibit 99.3 Structural and Collateral Term Sheet
<PAGE>
Pursuant to the requirements of the Securities Exchange Act of 1934, the
Registrant has duly caused this report to be signed on behalf of the Registrant
by the undersigned thereunto duly authorized.
GS MORTGAGE SECURITIES CORPORATION II
By: /s/ Jay Strauss
--------------------------------
Name: Jay Strauss
Title: Secretary
Date: December 18, 1998
<PAGE>
Exhibit Index
-------------
Paper (P) or
Exhibit No. Description Electronic (E)
- ----------- ----------- --------------
99.1 Structural and Collateral Term Sheet E
99.2 Collateral Term Sheet E
99.3 Structural and Collateral Term Sheet E
ALL INFORMATION IN THIS TERM SHEET, WHETHER REGARDING THE ASSETS BACKING ANY
SECURITIES DISCUSSED HEREIN OR OTHERWISE, WILL BE SUPERSEDED BY THE INFORMATION
CONTAINED IN ANY FINAL PROSPECTUS FOR ANY SECURITIES ACTUALLY SOLD TO YOU.
STRUCTURAL AND COLLATERAL TERM SHEET
$712,468,000 (APPROXIMATE) DECEMBER 16, 1998
GS MORTGAGE SECURITIES CORPORATION II
COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES
SERIES 1999-C1
APPROXIMATE SECURITIES STRUCTURE:
EXPECTED EXPECTED
APPROXIMATE CREDIT WEIGHTED EXPECTED
EXPECTED RATING FACE/NOTIONAL SUPPORT AVERAGE LIFE PAYMENT
CLASS S&P/MOODY'S) AMOUNT (MM) (% OF UPB) (YEARS) (a) WINDOW(a)
================================================================================
PUBLICLY OFFERED CLASSES
A1 AAA /Aaa $165.7 30.00% 5.014 02/99-06/07
A2 AAA /Aaa (b) 457.8 30.00 9.467 06/07-10/08
B AA/Aa2 (b) 44.5 25.00 9.744 10/08-10/08
C A /A2 (b) 44.5 20.00 9.744 10/08-10/08
PRIVATELY OFFERED CLASSES (c)
- --------------------------------------------------------------------------------
X AAA/Aaa (b) $890.6(d) 9.205 02/99-06/28
D BBB/Baa2 (b) 57.9 13.50% 9.825 10/08-11/08
E BBB-/Baa3 (b) 13.4 12.00 9.828 11/08-11/08
F BB/Ba2 (b) 40.1 7.50 10.198 11/08-06/10
G B/B2 (b) 31.2 4.00 12.574 06/10-04/13
H B-/B3 (b) 6.7 3.25 14.385 04/13-09/13
J UR (b) 28.9 N/A 19.643 09/13-06/28
TOTAL SECURITIES: $890.6
- --------------------------------------------------------------------------------
(a) Calculated at 0% CPR, no balloon extension and Hyper-Amortization Loans pay
in full on Anticipated Repayment Dates.
(b) Subject to a cap equal to the weighted average Net Mortgage Rate, determined
without regard to any modification of the mortgage loans, in effect from
time to time on the mortgage loans.
(c) Not offered hereby.
(d) Notional amount on interest only class.
KEY FEATURES:
- -------------
Lead Manager: Goldman, Sachs & Co.
Co-Manager: Norwest
Mortgage Loan Sellers: Goldman Sachs Mortgage Company:
Archon Financial ($168MM)
Central Park Capital ($56MM)
Amresco Capital, L.P. ($363MM) (a)
Daiwa ($304MM)
Master Servicer: TBD
Special Servicer: Lennar Corporation
Trustee: LaSalle National Bank
Launch: Early January
Pricing: Early January
Closing: Mid January
Cut-Off Date: January 10, 1999
Distribution Date: 18th of each month, or following business day
(commencing February 1999)
ERISA Eligible: Classes A1 and A2 are expected to be ERISA
eligible subject to certain conditions for
eligibility
SMMEA Eligible: No Classes
Structure: Sequential pay
Day Count: 30/360
Tax Treatment: REMIC
Rated Final Distribution Date: November 18, 2030
Clean up Call: 1.0%
Minimum Denominations: Publicly Offered Classes: $10,000 & $1
Delivery: DTC for publicly traded certificates
(a) Amresco will act as direct seller instead of GSMC for 5 loans with a balance
of $20.6 million.
================================================================================
COLLATERAL FACTS:
- -----------------
INITIAL POOL BALANCE: $890,585,907
NUMBER OF MORTGAGE LOANS: 304
NUMBER OF MORTGAGED PROPERTIES: 317
AVERAGE CUT-OFF DATE BALANCE: $2,929,559
WEIGHTED AVERAGE CURRENT MORTGAGE RATE: 7.20%
WEIGHTED AVERAGE U/W DSCR: 1.44x
WEIGHTED AVERAGE CUT-OFF DATE LTV RATIO: 71.5%
WEIGHTED AVERAGE REMAINING TERM TO MATURITY (MONTHS): 124.3
WEIGHTED AVERAGE REMAINING AMORTIZATION TERM (MONTHS): 319.2
WEIGHTED AVERAGE SEASONING (MONTHS): 5
BALLOON LOANS AS % OF TOTAL: 92.9%
TEN LARGEST LOANS AS % OF TOTAL: 16.0%
================================================================================
TEN LARGEST LOANS:
- ------------------
%
LOAN BALANCE ($MM) BY UPB DSCR PROPERTY TYPE
================================================================================
The Torpedo Factory $ 20,007,359 2.25% 1.26x Office
Whitehall Hotel 18,879,907 2.12 1.36 Lodging
Granada Apartments 18,745,566 2.10 1.30 Multifamily
Roswell Town Center 17,274,576 1.94 1.27 Retail
Salter Nursing Portfolio 11,886,833 1.33 1.45 Nursing Home
Goodings International Plaza 11,883,227 1.33 1.27 Retail
The Atrium Hotel 11,474,944 1.29 1.67 Lodging
Bruckner Nursing Home 11,379,636 1.28 1.80 Nursing Home
The Phillips Building 10,805,080 1.21 1.35 Office
Holiday Inn Select 10,359,122 1.16 1.45 Lodging
------------ ----- ----
TOTAL/WEIGHTED AVERAGE $142,696,249 16.02% 1.39X
================================================================================
SELECTED LOAN DATA:
- -------------------
CUT-OFF DATE BALANCE
NUMBER OF (AS OF JAN 10, 1999)
MORTGAGED ----------------------------------
GEOGRAPHIC DISTRIBUTION PROPERTIES (MM) % BY UPB WTD. AVG. DSCR
================================================================================
TEXAS 56 $115.8 13.01% 1.47x
CALIFORNIA 32 93.3 10.47 1.44
FLORIDA 21 70.1 7.87 1.37
NEW YORK 23 65.0 7.29 1.58
ARIZONA 13 57.3 6.44 1.42
OTHER 172 489.1 54.92 1.44
--- ------ ------ ----
TOTAL/WTD. AVG. 317 $890.6 100.00% 1.44X
================================================================================
PROPERTY TYPE PROPERTIES (MM) % BY UPB WTD. AVG. DSCR
================================================================================
MULTIFAMILY 144 $289.2 32.47% 1.43x
RETAIL 67 213.7 24.00 1.42
OFFICE 38 149.0 16.73 1.37
LODGING 31 128.8 14.46 1.58
INDUSTRIAL 28 75.0 8.42 1.39
HEALTHCARE 7 29.7 3.33 1.72
SELF-STORAGE 2 5.3 0.60 1.49
--- ------ ------ ----
TOTAL/WTD. AVG. 317 $890.6 100.00% 1.44X
================================================================================
PREPAYMENT RESTRICTIONS (MM) % BY UPB WTD. AVG. DSCR
================================================================================
LOCKOUT/DEFEASANCE $501.2 56.28% 1.47
LOCKOUT/GREATER OF YM OR 1% (A) 385.2 43.26 1.41
LOCKOUT/DECLINING FEE 3.2 0.36 1.32
LOCKOUT/OPEN 0.9 0.11 1.69
------ ------ ----
TOTAL/WTD. AVG. $890.6 100.00% 1.44X
================================================================================
(a) Includes 1 loan with the provision "Defeasance or Greater of YM or 1%" and 3
loans with the provision "Greater of YM or Declining Fee."
This material is for your private information and we are not soliciting any
action based upon it. This material is not to be construed as an offer to sell
or the solicitation of any offer to buy any security in any jurisdiction where
such an offer or solicitation would be illegal. This material is based on
information that we consider reliable, but we do not represent that it is
accurate or complete and it should not be relied upon as such. By accepting this
material the recipient agrees that it will not distribute or provide the
material to any other person. The information contained in this material may be
based on assumptions regarding market conditions and other matters as reflected
therein. We make no representations regarding the reasonableness of such
assumptions or the likelihood that any of such assumptions will coincide with
actual market conditions or events, and this material should not be relied upon
for such purposes. We and our affiliates, officers, directors, partners and
employees, including persons involved in the preparation or issuance of this
material may, from time to time, have long or short positions in, and buy and
sell, the securities mentioned therein or derivatives thereof (including
options). This material may be filed with the Securities and Exchange Commission
(the "SEC") and incorporated by reference into an effective registration
statement previously filed with the SEC under Rule 415 of the Securities Act of
1933, including in cases where the material does not pertain to securities that
are ultimately offered for sale pursuant to such registration statement.
Information contained in this material is current as of the date appearing on
this material only. Information in this material regarding any assets backing
any securities discussed herein supersedes all prior information regarding such
assets. All information in this Term Sheet, whether regarding the assets backing
any securities discussed herein or otherwise, will be superseded by the
information contained in any final prospectus for any securities actually sold
to you.
This material is furnished to you by Goldman, Sachs & Co. and not by the issuer
of the securities. Goldman, Sachs & Co. is acting as the sole lead underwriter
and not acting as agent for the issuer or its affiliates in connection with the
proposed transaction. The issuer has not prepared or taken part in the
preparation of these materials.
<PAGE>
================================================================================
STRUCTURAL OVERVIEW
================================================================================
o For purposes of calculating principal distributions of the Certificates:
-- Available principal will be allocated sequentially to A1, A2, B, C, D,
E, F, G, H, J certificates.
-- In case the principal balance of J, H, G, F, E, D, C, B, in that
order, have been reduced to zero due to the allocation of principal
losses, then A1 and A2 will be allocated principal pro rata.
o Class X will be entitled to receive payments of interest only and will not
receive any payments of principal. Class X will be entitled to payments of
interest pro rata (based on interest entitlements) with the Class A1 and A2
Certificates each month.
o Each class will be subordinate to the Class A1, A2, and X and to each class
with an earlier alphabetic designation than such class. Each of the Class
A1, A2, and X Certificates will be of equal priority.
o All classes will pay interest on a 30/360 basis.
o Principal Losses will be allocated in reverse alphabetical order to Class
J, H, G, F, E, D, C, B, and then pro rata to Class A1 and A2.
o The Master Servicer will cover net prepayment interest shortfalls, for any
month up to the portion of the Master Servicing Fee equal to 4 basis points
per annum on the principal balance of the loans. Net prepayment interest
shortfalls (after application of prepayment interest excesses and other
Servicer coverage from the Master Servicing Fee) will be allocated pro-rata
(based on interest entitlements) to all regular Certificates.
o Shortfalls resulting from Master Servicer and Special Servicer
modifications, Special Servicer compensation or other extraordinary trust
fund expenses will be allocated in reverse alphabetical order to classes of
outstanding regular Certificates other than to the Class X.
<PAGE>
================================================================================
ALLOCATION OF PREPAYMENT PREMIUMS (A)
================================================================================
ALLOCATION OF PREPAYMENT PREMIUMS FOR EACH LOAN GROUP
- -----------------------------------------------------
Prepayment premiums and yield maintenance amounts with respect to a Loan Group
will be allocated between the related Certificates then entitled to principal
distributions and the Class X Certificates as follows:
o A percentage of all prepayment premiums (either fixed prepayment
premiums or yield maintenance amounts) with respect to a Loan Group
will be allocated to each class of the Certificates then entitled to
principal distributions, which percentage will be equal to the product
of (a) the percentage of the total principal distribution that such
Class receives, and (b) a percentage (which can be no greater than
100%), the numerator of which is the excess of the Pass-Through Rate
of the Class of the Certificates currently receiving principal over
the relevant Discount Rate, and the denominator of which is the excess
of the Mortgage Rate of the related Mortgage Loan over the Discount
Rate.
-----------------------------------------------------------------
Prepayment (Pass-Through Rate - Discount Rate )
Premium Allocation = -----------------------------------------
Percentage (Mortgage Rate - Discount Rate)
-----------------------------------------------------------------
o The remaining percentage of such prepayment premiums and yield
maintenance amounts will be allocated to the Class X Certificates.
o In general, this formula provides for an increase in the allocation of
prepayment premiums and yield maintenance premiums to the Certificates
then entitled to principal distributions relative to the Class X
Certificates as Discount Rates decrease and a decrease in the
allocation to such Classes as Discount Rates rise.
Allocation of Prepayment Premiums Example
-----------------------------------------
Discount Rate Fraction Methodology:
Mortgage Rate = 8%
Bond Class Rate = 6%
Treasury Rate = 5%
|
BOND CLASS ALLOCATION | CLASS X ALLOCATION
----------------------|-------------------------------------------
6% - 5% = 33 1/3% | Receives excess premiums = 66 2/3% thereof
------- |
8% - 5% |
(a) For further information regarding the allocation of prepayment premiums,
refer to the Prospectus Supplement.
<PAGE>
================================================================================
PREPAYMENT PROVISIONS
================================================================================
- --------------------------------------------------------------------------------
PREPAYMENT LOCK-OUT/ PREPAYMENT PREMIUM ANALYSIS / DEFEASANCE
PERCENTAGE OF MORTGAGE POOL BY PREPAYMENT RESTRICTION ASSUMING NO PREPAYMENT OF
PRINCIPAL (A)(B)
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
PREPAYMENT JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY
RESTRICTIONS 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Locked Out 100.00% 100.00% 82.90% 38.73% 5.71% 3.56% 2.64% 2.09% 2.04% 1.81% 7.89%
Defeasance 0.00 0.00 15.98 55.26 55.29 56.07 54.28 54.49 54.49 44.09 31.97
Yield Maintenance 0.00 0.00 1.12 5.55 37.88 39.91 40.81 42.93 42.98 30.55 49.35
SUBTOTAL 100.00% 100.00% 100.00% 99.54% 98.88% 99.54% 97.73% 99.51% 99.51% 76.45% 89.21%
% Premiums
5.00 - 5.99% 0.00 0.00 0.00 0.36 0.35 0.36 0.00 0.00 0.00 0.00 0.00
4.00 - 4.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.36 0.00 0.00 0.00 0.00
3.00 - 3.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.37 0.00 0.00 0.00
2.00 - 2.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.37 0.00 0.00
1.00 - 1.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 10.80
Open 0.00% 0.00% 0.00% 0.11% 0.77% 0.11% 1.91% 0.11% 0.11% 23.54% 0.00%
TOTAL 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00%
UPB ($MM) 890.59 879.21 867.15 854.01 839.87 819.22 803.12 750.14 732.18 694.74 78.12
% of UPB 100.00% 98.72% 97.37% 95.89% 94.30% 91.99% 90.18% 84.23% 82.21% 78.01% 8.77%
<CAPTION>
PREPAYMENT JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY
RESTRICTIONS 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Locked Out 7.95% 10.92% 11.20% 11.55% 9.64% 10.22% 11.01% 12.06% 13.50% 12.66% 13.31%
Defeasance 31.39 33.81 32.84 12.61 14.92 14.27 13.40 12.11 9.17 8.97 8.29
Yield Maintenance 40.78 39.56 32.55 27.92 35.42 33.36 30.56 26.90 19.63 5.64 5.34
SUBTOTAL 80.12% 84.29% 76.59% 52.08% 59.98% 57.85% 54.97% 51.07% 42.30% 27.27% 26.94%
% Premiums
5.00 - 5.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
4.00 - 4.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
3.00 - 3.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
2.00 - 2.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
1.00 - 1.99% 11.13 15.71 23.41 24.97 40.02 42.15 45.03 48.93 54.24 72.72 73.06
Open 8.75% 0.00% 0.00% 22.96% 0.00% 0.00% 0.00% 0.00% 3.46% 0.00% 0.00%
TOTAL 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00%
UPB ($MM) 73.85 50.86 46.52 41.86 24.95 22.49 19.85 17.08 14.26 9.72 8.69
% of UPB 8.29% 5.71% 5.22% 4.70% 2.80% 2.53% 2.23% 1.92% 1.60% 1.09% 0.98%
<CAPTION>
PREPAYMENT JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY
RESTRICTIONS 2021 2022 2023 2024 2025 2026 2027 2028
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Locked Out 14.19% 15.46% 17.48% 0.00% 0.00% 0.00% 0.00% 0.00%
Defeasance 7.34 5.95 0.00 0.00 0.00 0.00 0.00 0.00
Yield Maintenance 4.91 4.27 0.00 20.87 22.07 24.13 28.61 0.00
SUBTOTAL 26.44% 25.68% 17.48% 20.87% 22.07% 24.13% 28.61% 0.00%
% Premiums
5.00 - 5.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
4.00 - 4.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
3.00 - 3.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
2.00 - 2.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
1.00 - 1.99% 73.56 74.32 69.61 79.13 77.93 75.87 71.39 0.00
Open 0.00% 0.00% 12.91% 0.00% 0.00% 0.00% 0.00% 100.00%
TOTAL 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00%
UPB ($MM) 7.58 6.39 5.10 3.78 3.07 2.30 1.48 0.60
% of UPB 0.85% 0.72% 0.57% 0.42% 0.34% 0.26% 0.17% 0.07%
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
(a) Table calculated using modeling assumptions.
(b) Differences in totals may exist due to rounding.
<PAGE>
================================================================================
AVERAGE LIFE TABLE (IN YEARS)
(PREPAYMENTS LOCKED OUT THROUGH LOCK OUT PERIOD, DEFEASANCE, YIELD MAINTENANCE
AND PENALTY PERIOD, THEN RUN AT THE INDICATED CPRS)
================================================================================
- --------------------------------------------------------------------------------
PREPAYMENT ASSUMPTIONS (CPR)
0% CPR 25% CPR 50% CPR 75% CPR 100% PP*
- --------------------------------------------------------------------------------
X 9.20 9.18 9.14 9.10 8.87
A1 5.01 4.99 4.97 4.95 4.88
A2 9.47 9.43 9.38 9.30 9.02
B 9.74 9.74 9.74 9.74 9.38
C 9.74 9.74 9.74 9.74 9.49
D 9.83 9.81 9.80 9.77 9.54
E 9.83 9.83 9.83 9.83 9.58
F 10.20 10.19 10.17 10.15 9.98
G 12.57 12.55 12.52 12.48 12.28
H 14.39 14.36 14.33 14.29 13.98
J 19.64 19.64 19.63 19.62 19.53
- --------------------------------------------------------------------------------
*"PP" means 100% of each loan prepays when it becomes freely prepayable.
<PAGE>
================================================================================
DISTRIBUTION OF CUT-OFF DATE BALANCE
================================================================================
<TABLE>
<CAPTION>
WEIGHTED WEIGHTED
WEIGHTED WEIGHTED AVERAGE AVERAGE
NUMBER OF CURRENT PERCENTAGE OF AVERAGE CUT- AVERAGE AVERAGE REMAINING CUT-OFF
RANGE OF CURRENT MORTGAGE CUT-OFF CUT-OFF DATE OFF DATE UNDERWRITTEN MORTGAGE TERM TO DATE LTV
PRINCIPAL BALANCES LOANS DATE BALANCE BALANCE BALANCE DSCR RATE MATURITY (MOS) RATIO
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
$ 500,000 - 999,999 82 $ 60,172,426 6.76% $ 733,810 1.48x 7.76% 128.3 68.57%
1,000,000 - 1,999,999 76 111,643,664 12.54 1,468,996 1.46 7.31 142.2 71.08
2,000,000 - 2,999,999 51 128,032,363 14.38 2,510,438 1.52 7.12 122.4 70.45
3,000,000 - 3,999,999 29 102,601,264 11.52 3,537,975 1.43 7.21 120.4 70.61
4,000,000 - 4,999,999 19 86,392,906 9.70 4,546,995 1.38 7.08 126.0 71.08
5,000,000 - 5,999,999 15 83,039,184 9.32 5,535,946 1.49 7.04 107.8 72.67
6,000,000 - 6,999,999 5 32,794,403 3.68 6,558,881 1.42 6.96 116.0 74.24
7,000,000 - 7,999,999 7 54,225,944 6.09 7,746,563 1.42 7.04 118.9 74.63
8,000,000 - 8,999,999 6 50,791,123 5.70 8,465,187 1.45 6.86 116.5 74.51
9,000,000 - 9,999,999 4 38,196,381 4.29 9,549,095 1.40 6.73 168.1 74.49
10,000,000 - 11,999,999 6 67,788,843 7.61 11,298,140 1.50 7.55 124.7 68.18
17,000,000 - 19,999,999 3 54,900,048 6.16 18,300,016 1.31 7.51 109.8 71.33
20,000,000 - 24,999,999 1 20,007,359 2.25 20,007,359 1.26 7.22 110.0 74.38
------------ ------ ----------- ---- ---- ----- -------
TOTAL/WTD. AVG 304 $890,585,907 100.00% $ 2,929,559 1.44x 7.20% 124.3 71.46%
====================================================================================================================================
</TABLE>
<PAGE>
================================================================================
GEOGRAPHIC DISTRIBUTION BY CUT-OFF DATE BALANCE
================================================================================
<TABLE>
<CAPTION>
WEIGHTED WEIGHTED
WEIGHTED WEIGHTED AVERAGE AVERAGE
NUMBER OF CURRENT PERCENTAGE OF AVERAGE CUT- AVERAGE AVERAGE REMAINING CUT-OFF
MORTGAGE CUT-OFF CUT-OFF DATE OFF DATE UNDERWRITTEN MORTGAGE TERM TO DATE LTV
STATE PROPERTIES DATE BALANCE BALANCE BALANCE DSCR RATE MATURITY (MOS) RATIO
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Texas 56 $115,832,720 13.01% $2,068,441 1.47x 7.16% 116.6 73.03%
California 32 93,268,451 10.47 2,914,639 1.44 7.24 124.5 68.30
Florida 21 70,095,478 7.87 3,337,880 1.37 7.27 126.2 71.75
New York 23 64,964,839 7.29 2,824,558 1.58 7.50 124.9 69.13
Arizona 13 57,330,008 6.44 4,410,001 1.42 7.00 114.1 74.62
Georgia 12 46,625,164 5.24 3,885,430 1.44 7.46 128.5 73.52
Washington 10 44,268,684 4.97 4,426,868 1.39 7.03 117.6 70.68
Massachusetts 14 36,701,118 4.12 2,621,508 1.46 7.27 115.9 68.30
Illinois 6 34,015,000 3.82 5,669,167 1.39 7.38 124.2 68.09
Maryland 10 33,607,473 3.77 3,360,747 1.45 7.11 117.8 70.99
Pennsylvania 14 31,893,366 3.58 2,278,098 1.33 7.24 120.1 75.99
Tennessee 6 30,991,018 3.48 5,165,170 1.54 6.76 117.0 75.41
New Jersey 14 30,435,474 3.42 2,173,962 1.40 7.05 207.8 72.15
Virginia 4 24,458,888 2.75 6,114,722 1.27 7.18 111.1 74.03
Nevada 9 21,853,511 2.45 2,428,168 1.38 7.11 134.8 71.37
Colorado 7 19,128,161 2.15 2,732,594 1.41 6.96 116.3 70.96
Wisconsin 4 18,014,985 2.02 4,503,746 1.39 7.12 108.8 73.79
Oklahoma 5 15,096,519 1.70 3,019,304 1.30 7.15 120.2 76.59
Kentucky 7 13,729,821 1.54 1,961,403 1.36 7.45 115.1 73.48
Ohio 7 13,071,839 1.47 1,867,406 1.37 7.14 107.9 72.83
North Carolina 4 10,921,114 1.23 2,730,279 1.50 7.42 116.8 70.27
Mississippi 4 8,926,327 1.00 2,231,582 2.28 7.47 191.8 59.35
Missouri 6 6,662,940 0.75 1,110,490 1.38 7.29 147.4 74.24
Oregon 4 6,634,457 0.74 1,658,614 1.58 7.24 137.4 53.98
Idaho 2 6,428,307 0.72 3,214,154 1.30 6.47 117.0 71.79
Connecticut 3 6,291,702 0.71 2,097,234 1.44 7.52 116.0 68.12
Michigan 3 4,993,127 0.56 1,664,376 1.55 7.05 116.8 67.20
Utah 3 4,051,863 0.45 1,350,621 1.33 7.74 114.5 71.90
Maine 1 3,477,937 0.39 3,477,937 1.35 6.94 115.0 72.46
Indiana 4 2,795,597 0.31 698,899 1.36 7.12 116.6 76.61
South Carolina 1 2,694,387 0.30 2,694,387 1.78 7.50 118.0 56.13
Louisiana 2 2,345,985 0.26 1,172,992 1.72 7.19 167.0 73.14
New Mexico 1 2,193,040 0.25 2,193,040 2.72 7.27 117.0 73.10
West Virginia 1 1,637,348 0.18 1,637,348 1.39 7.88 112.0 71.19
Rhode Island 1 1,364,770 0.15 1,364,770 1.50 6.28 117.0 68.24
Alabama 1 1,356,840 0.15 1,356,840 1.58 6.57 117.0 79.81
Kansas 1 1,307,700 0.15 1,307,700 1.46 8.10 234.0 74.30
Alaska 1 1,119,948 0.13 1,119,948 1.33 7.12 116.0 74.66
--- ------------ ------ ---------- ---- ---- ----- -----
TOTAL/WTD. AVG. 317 $890,585,907 100.00% $2,809,419 1.44x 7.20% 124.3 71.46%
====================================================================================================================================
</TABLE>
<PAGE>
- --------------------------------------------------------------------------------
GEOGRAPHIC DISTRIBUTION BY CUT-OFF DATE BALANCE
- --------------------------------------------------------------------------------
[GRAPHIC OMITTED INDICATING PROPERTY CONCENTRATIONS ON A MAP OF THE UNITED
STATES AS FOLLOWS:
STATE PERCENTAGE
----- ----------
AK 0.13%
AL 0.15%
AZ 6.44%
CA 10.47%
CO 2.15%
CT 0.71%
FL 7.87%
GA 5.24%
ID 0.72%
IL 3.82%
IN 0.31%
KS 0.15%
KY 1.54%
LA 0.26%
MA 4.12%
MD 3.77%
ME 0.39%
MI 0.56%
MO 0.75%
MS 1.00%
NC 1.23%
NJ 3.42%
NM 0.25%
NV 2.45%
NY 7.29%
OH 1.47%
OK 1.70%
OR 0.74%
PA 3.58%
RI 0.15%
SC 0.30%
TN 3.48%
TX 13.01%
UT 0.45%
VA 2.75%
WA 4.97%
WI 2.02%
WV 0.18%]
[GRAPHIC OMITTED INDICATING PROPERTY CONCENTRATIONS ON A PIE CHART AS FOLLOWS:
STATE PERCENTAGE
----- ----------
Texas 13.01%
California 10.47%
Florida 7.87%
New York 7.29%
Arizona 6.44%
Georgia 5.24%
Washington 4.97%
Other 44.71%]
<PAGE>
- --------------------------------------------------------------------------------
DISTRIBUTION OF PROPERTY TYPES
- --------------------------------------------------------------------------------
[GRAPHIC OMITTED INDICATING PROPERTY CONCENTRATIONS ON A PIE CHART AS FOLLOWS:
PROPERTY TYPES PERCENTAGE
-------------- ----------
Healthcare 3.33%
Industrial 8.42%
Lodging 14.46%
Multifamily 32.47%
Office 16.73%
Retail 24.00%
Self-Storage 0.60%]
---------------------------------
<TABLE>
<CAPTION>
WEIGHTED WEIGHTED
WEIGHTED WEIGHTED AVERAGE AVERAGE
NUMBER OF CURRENT PERCENTAGE OF AVERAGE CUT- AVERAGE AVERAGE REMAINING CUT-OFF
MORTGAGE CUT-OFF CUT-OFF DATE OFF DATE UNDERWRITTEN MORTGAGE TERM TO DATE LTV
PROPERTY TYPE PROPS DATE BALANCE BALANCE BALANCE DSCR RATE MATURITY (MOS) RATIO
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Multifamily 144 $289,156,086 32.47% $2,008,028 1.43x 7.21% 132.3 73.78%
Retail 67 213,697,597 24.00 3,189,516 1.42 7.02 124.0 71.42
Office 38 148,989,033 16.73 3,920,764 1.37 7.20 115.1 71.09
Lodging 31 128,792,046 14.46 4,154,582 1.58 7.45 125.4 66.90
Industrial 28 74,980,587 8.42 2,677,878 1.39 7.00 114.3 73.36
Healthcare 7 29,648,648 3.33 4,235,521 1.72 7.95 115.5 66.75
Self-Storage 2 5,321,909 0.60 2,660,955 1.49 7.03 126.7 66.53
--- ------------ ------ ---------- ---- ---- ----- -----
TOTAL/WTD. AVG. 317 $890,585,907 100.00% $2,809,419 1.44x 7.20% 124.3 71.46%
====================================================================================================================================
</TABLE>
<PAGE>
================================================================================
DISTRIBUTION OF DEBT SERVICE COVERAGE RATIOS
================================================================================
<TABLE>
<CAPTION>
WEIGHTED WEIGHTED
APPROXIMATE RANG WEIGHTED WEIGHTED AVERAGE AVERAGE
OF CURRENT DEBT NUMBER OF CURRENT PERCENTAGE OF AVERAGE CUT- AVERAGE AVERAGE REMAINING CUT-OFF
SERVICE COVERAGE MORTGAGE CUT-OFF CUT-OFF DATE OFF DATE UNDERWRITTEN MORTGAGE TERM TO DATE LTV
RATIOS LOANS DATE BALANCE BALANCE BALANCE DSCR RATE MATURITY (MOS) RATIO
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
1.00 - 1.10x(a) 4 $ 5,632,391 0.63% $1,408,098 1.04x 6.37% 189.9 90.82%
1.11 - 1.20 5 12,711,340 1.43 2,542,268 1.17 7.09 146.3 68.97
1.21 - 1.30 41 162,512,586 18.25 3,963,722 1.27 7.32 121.9 74.24
1.31 - 1.40 114 294,141,767 33.03 2,580,191 1.36 7.21 126.6 71.98
1.41 - 1.50 61 212,291,966 23.84 3,480,196 1.45 7.15 115.3 71.95
1.51 - 1.60 34 101,245,136 11.37 2,977,798 1.55 7.04 127.7 70.64
1.61 - 1.70 17 37,446,223 4.20 2,202,719 1.66 7.28 129.7 65.37
1.71 - 1.80 9 29,023,620 3.26 3,224,847 1.78 7.45 121.6 73.46
1.81 - 1.90 3 5,160,364 0.58 1,720,121 1.87 7.39 245.4 71.12
1.91 - 2.00 6 9,467,783 1.06 1,577,964 1.94 7.29 124.3 63.27
2.01 - 2.10 2 3,766,988 0.42 1,883,494 2.04 8.45 117.6 64.99
2.11 - 2.20 2 2,918,407 0.33 1,459,204 2.20 7.83 132.1 43.80
2.21 - 2.30 1 1,985,429 0.22 1,985,429 2.21 7.50 113.0 43.07
2.51 - 5.41 5 12,281,906 1.38 2,456,381 2.78 6.63 117.1 47.50
--- ------------ ------ ---------- ---- ---- ----- -----
TOTAL/WTD. AVG. 304 $890,585,907 100.00% $2,929,559 1.44x 7.20% 124.3 71.46%
====================================================================================================================================
</TABLE>
(a) There are four credit tenant loans in the pool included in this range.
================================================================================
DISTRIBUTION OF LOAN TO VALUE RATIOS
================================================================================
<TABLE>
<CAPTION>
WEIGHTED WEIGHTED
WEIGHTED WEIGHTED AVERAGE AVERAGE
NUMBER OF CURRENT PERCENTAGE OF AVERAGE CUT- AVERAGE AVERAGE REMAINING CUT-OFF
RANGE OF MORTGAGE CUT-OFF CUT-OFF DATE OFF DATE UNDERWRITTEN MORTGAGE TERM TO DATE LTV
LOAN TO VALUE RATIOS LOANS DATE BALANCE BALANCE BALANCE DSCR RATE MATURITY (MOS) RATIO
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
15.1 - 30.0 1 $ 598,989 0.07% $ 598,989 5.41x 8.57% 118.0 17.62%
30.1 - 50.0 9 16,296,287 1.83 1,810,699 2.16 6.95 152.4 41.79
50.1 - 60.0 15 52,916,836 5.94 3,527,789 1.59 7.42 117.8 57.82
60.1 - 65.0 29 85,630,418 9.62 2,952,773 1.46 7.48 117.5 63.18
65.1 - 70.0 60 137,760,490 15.47 2,296,008 1.46 7.33 123.3 67.85
70.1 - 75.0 113 323,050,311 36.27 2,858,852 1.39 7.26 125.6 73.09
75.1 - 80.0 67 242,940,017 27.28 3,625,970 1.41 6.98 124.7 77.96
80.1 - 85.0(a) 7 26,940,783 3.03 3,848,683 1.47 6.81 116.9 80.49
85.1 - 90.0(a) 1 1,561,882 0.18 1,561,882 1.06 6.35 180.0 89.76
90.1 - 95.0(a) 1 1,348,733 0.15 1,348,733 1.01 6.35 168.0 91.44
95.1 - 100.0(a) 1 1,541,161 0.17 1,541,161 1.06 6.41 236.0 96.32
--- ------------ ------ ---------- ---- ---- ----- -----
TOTAL/WTD. AVG. 304 $890,585,907 100.00% $2,929,559 1.44x 7.20% 124.3 71.46%
====================================================================================================================================
</TABLE>
(a) There are four credit tenant loans in the pool in these ranges.
<PAGE>
================================================================================
DISTRIBUTION OF CURRENT MORTGAGE RATES
================================================================================
<TABLE>
<CAPTION>
WEIGHTED WEIGHTED
WEIGHTED WEIGHTED AVERAGE AVERAGE
NUMBER OF CURRENT PERCENTAGE OF AVERAGE CUT- AVERAGE AVERAGE REMAINING CUT-OFF
RANGE OF MORTGAGE CUT-OFF CUT-OFF DATE OFF DATE UNDERWRITTEN MORTGAGE TERM TO DATE LTV
MORTGAGE RATES LOANS DATE BALANCE BALANCE BALANCE DSCR RATE MATURITY (MOS) RATIO
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
5.7500 - 6.0000% 4 $ 13,251,740 1.49% $3,312,935 1.93x 5.83% 109.8 58.62%
6.0001 - 6.2500 2 4,222,799 0.47 2,111,399 1.61 6.16 117.0 73.06
6.2501 - 6.5000 9 35,617,449 4.00 3,957,494 1.38 6.41 128.3 73.42
6.5001 - 6.7500 27 101,069,475 11.35 3,743,314 1.45 6.64 118.5 75.72
6.7501 - 7.0000 64 220,378,475 24.75 3,443,414 1.41 6.89 127.6 74.33
7.0001 - 7.2500 41 159,066,299 17.86 3,879,666 1.43 7.15 118.7 70.47
7.2501 - 7.5000 45 133,586,366 15.00 2,968,586 1.46 7.38 135.2 70.60
7.5001 - 7.7500 35 85,096,000 9.56 2,431,314 1.41 7.67 116.4 68.44
7.7501 - 8.0000 36 77,088,293 8.66 2,141,341 1.42 7.90 118.7 67.93
8.0001 - 8.2500 24 29,370,225 3.30 1,223,759 1.42 8.18 142.1 68.73
8.2501 - 8.5000 9 20,294,424 2.28 2,254,936 1.60 8.35 126.1 73.19
8.5001 - 8.7500 7 10,948,337 1.23 1,564,048 1.84 8.60 119.4 60.16
9.2501 - 9.5000 1 596,025 0.07 596,025 1.28 9.25 111.0 69.31
--- ------------ ------ ---------- ---- ---- ----- -----
TOTAL/WTD. AVG. 304 $890,585,907 100.00% $2,929,559 1.44x 7.20% 124.3 71.46%
====================================================================================================================================
</TABLE>
================================================================================
DISTRIBUTION OF REMAINING AMORTIZATION TERM (IN MONTHS)
================================================================================
<TABLE>
<CAPTION>
WEIGHTED WEIGHTED
WEIGHTED WEIGHTED AVERAGE AVERAGE
RANGE OF NUMBER OF CURRENT PERCENTAGE OF AVERAGE CUT- AVERAGE AVERAGE REMAINING CUT-OFF
AMORTIZATION TERMS MORTGAGE CUT-OFF CUT-OFF DATE OFF DATE UNDERWRITTEN MORTGAGE TERM TO DATE LTV
(MONTHS) LOANS DATE BALANCE BALANCE BALANCE DSCR RATE MATURITY (MOS) RATIO
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
151 - 170 3 $ 7,129,922 0.80% $2,376,641 1.16x 7.00% 169.3 78.01%
171 - 190 9 11,370,432 1.28 1,263,381 1.45 7.10 169.4 62.06
191 - 210 1 1,880,881 0.21 1,880,881 1.17 6.90 80.0 78.37
211 - 230 2 2,980,109 0.33 1,490,055 1.34 7.20 215.6 71.72
231 - 250 23 41,452,034 4.65 1,802,262 1.58 7.28 169.7 67.36
251 - 270 5 25,657,537 2.88 5,131,507 1.45 7.93 110.7 62.65
271 - 290 14 35,841,185 4.02 2,560,085 1.49 7.45 137.3 70.00
291 - 310 133 308,096,700 34.59 2,316,517 1.49 7.39 120.3 69.16
331 - 360 114 456,177,108 51.22 4,001,554 1.40 7.02 120.4 74.09
--- ------------ ------ ---------- ---- ---- ----- -----
TOTAL/WTD. AVG. 304 $890,585,907 100.00% $2,929,559 1.44x 7.20% 124.3 71.46%
====================================================================================================================================
</TABLE>
<PAGE>
================================================================================
DISTRIBUTION OF ORIGINAL TERMS TO MATURITY
================================================================================
<TABLE>
<CAPTION>
WEIGHTED WEIGHTED
WEIGHTED WEIGHTED AVERAGE AVERAGE
NUMBER OF CURRENT PERCENTAGE OF AVERAGE CUT- AVERAGE AVERAGE REMAINING CUT-OFF
ORIGINAL TERM MORTGAGE CUT-OFF CUT-OFF DATE OFF DATE UNDERWRITTEN MORTGAGE TERM TO DATE LTV
TO MATURITY LOANS DATE BALANCE BALANCE BALANCE DSCR RATE MATURITY (MOS) RATIO
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
60 - 83 months 1 $ 5,926,346 0.67% $5,926,346 1.44x 7.42% 49.0 77.98%
84 - 120 months 255 772,660,454 86.76 3,030,041 1.44 7.20 113.2 71.37
121 - 180 months 25 64,298,362 7.22 2,571,934 1.43 7.15 156.1 71.38
181 - 240 months 16 27,569,563 3.10 1,723,098 1.40 7.34 230.6 72.72
241 - 360 months 7 20,131,183 2.26 2,875,883 1.50 7.25 327.0 71.30
--- ------------- ------ ---------- ---- ---- ----- -----
TOTAL/WTD. AVG. 304 $890,585,907 100.00% $2,929,559 1.44x 7.20% 124.3 71.46%
====================================================================================================================================
</TABLE>
================================================================================
DISTRIBUTION OF REMAINING TERMS TO MATURITY
================================================================================
<TABLE>
<CAPTION>
WEIGHTED WEIGHTED
WEIGHTED WEIGHTED AVERAGE AVERAGE
NUMBER OF CURRENT PERCENTAGE OF AVERAGE CUT- AVERAGE AVERAGE REMAINING CUT-OFF
MORTGAGE CUT-OFF CUT-OFF DATE OFF DATE UNDERWRITTEN MORTGAGE TERM TO DATE LTV
STATED REMAINING TERM LOANS DATE BALANCE BALANCE BALANCE DSCR RATE MATURITY (MOS) RATIO
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
49 - 50 months 1 $ 5,926,346 0.67% $5,926,346 1.44x 7.42% 49.0 77.98%
71 - 90 months 11 40,011,713 4.49 3,637,428 1.40 6.92 79.0 74.51
91 - 110 months 17 77,573,579 8.71 4,563,152 1.33 7.53 108.7 71.23
111 - 120 months 229 660,149,530 74.13 2,882,749 1.47 7.18 115.8 71.05
131 - 150 months 6 23,055,679 2.59 3,842,613 1.33 6.98 139.0 77.27
151 - 170 months 3 7,129,922 0.80 2,376,641 1.16 7.00 169.3 78.01
171 - 190 months 15 30,600,276 3.44 2,040,018 1.37 7.22 173.5 69.66
211 - 230 months 2 2,980,109 0.33 1,490,055 1.34 7.20 215.6 71.72
231 - 250 months 13 23,027,571 2.59 1,771,352 1.43 7.43 236.0 71.70
271 - 353 months 7 20,131,183 2.26 2,875,883 1.50 7.25 327.0 71.30
--- ------------ ------ ---------- ---- ---- ----- -----
TOTAL/WTD. AVG. 304 $890,585,907 100.00% $2,929,559 1.44x 7.20% 124.3 71.46%
====================================================================================================================================
</TABLE>
<PAGE>
================================================================================
DISTRIBUTION OF AMORTIZATION TYPES
================================================================================
<TABLE>
<CAPTION>
WEIGHTED WEIGHTED
WEIGHTED WEIGHTED AVERAGE AVERAGE
NUMBER OF CURRENT PERCENTAGE OF AVERAGE CUT- AVERAGE AVERAGE REMAINING CUT-OFF
MORTGAGE CUT-OFF CUT-OFF DATE OFF DATE UNDERWRITTEN MORTGAGE TERM TO DATE LTV
AMORTIZATION TYPE LOANS DATE BALANCE BALANCE BALANCE DSCR RATE MATURITY (MOS) RATIO
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Balloon 270 $827,155,616 92.88% $3,063,539 1.45x 7.20% 115.6 71.57%
Fully Amortizing 32 59,114,989 6.64 1,847,343 1.41 7.24 247.4 70.70
Hyperamortizing 2 4,315,302 0.48 2,157,651 1.56 7.32 117.6 60.42
--- ------------ ------ ---------- ---- ---- ----- -----
TOTAL/WTD. AVG. 304 $890,585,907 100.00% $2,929,559 1.44x 7.20% 124.3 71.46%
====================================================================================================================================
</TABLE>
================================================================================
DISTRIBUTION OF PREPAYMENT PROVISIONS
================================================================================
<TABLE>
<CAPTION>
WEIGHTED WEIGHTED
WEIGHTED WEIGHTED AVERAGE AVERAGE
NUMBER OF CURRENT PERCENTAGE OF AVERAGE CUT- AVERAGE AVERAGE REMAINING CUT-OFF
PREPAYMENT RESTRICTION MORTGAGE CUT-OFF CUT-OFF DATE OFF DATE UNDERWRITTEN MORTGAGE TERM TO DATE LTV
LOANS DATE BALANCE BALANCE BALANCE DSCR RATE MATURITY (MOS) RATIO
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Lockout/Defeasance 131 $501,235,736 56.28% $3,826,227 1.47x 7.27% 117.0 71.47%
Lockout/Greater of YM
or 1%(a) 171 385,227,366 43.26 2,252,792 1.41 7.11 133.9 71.46
Lockout/Declining Fee 1 3,179,729 0.36 3,179,729 1.32 7.31 114.0 75.71
Lockout/Open 1 943,077 0.11 943,077 1.69 8.13 112.0 52.39
--- ------------ ------ ---------- ---- ---- ----- -----
TOTAL/WTD. AVG. 304 $890,585,907 100.00% $2,929,559 1.44x 7.20% 124.3 71.46%
====================================================================================================================================
</TABLE>
(a) Includes 1 loan with the provision "Defeasance or Greater or YM or 1%" and 3
loans with the provision "Greater of YM or Declining Fee."
================================================================================
DISTRIBUTION OF ORIGINATION YEARS
================================================================================
<TABLE>
<CAPTION>
WEIGHTED WEIGHTED
WEIGHTED WEIGHTED AVERAGE AVERAGE
NUMBER OF CURRENT PERCENTAGE OF AVERAGE CUT- AVERAGE AVERAGE REMAINING CUT-OFF
MORTGAGE CUT-OFF CUT-OFF DATE OFF DATE UNDERWRITTEN MORTGAGE TERM TO DATE LTV
ORIGINAL YEAR LOANS DATE BALANCE BALANCE BALANCE DSCR RATE MATURITY (MOS) RATIO
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
1998 303 $887,444,308 99.65% $2,928,859 1.44x 7.20% 124.4 71.50%
1997 1 3,141,599 0.35 3,141,599 1.49 8.62 105.0 60.77
--- ------------ ------ ---------- ---- ---- ----- -----
TOTAL/WTD. AVG. 304 $890,585,907 100.00% $2,929,559 1.44x 7.20% 124.3 71.46%
====================================================================================================================================
</TABLE>
Notice
GS MORTGAGE SECURITIES CORPORATION II,
COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES SERIES 1999-C1
NOTICE TO ALL POTENTIAL INVESTORS
THIS MATERIAL IS FOR YOUR PRIVATE INFORMATION AND WE ARE NOT SOLICITING ANY
ACTION BASED UPON IT. THIS MATERIAL IS NOT TO BE CONSTRUED AS AN OFFER TO SELL
OR THE SOLICITATION OF ANY OFFER TO BUY ANY SECURITY IN ANY JURISDICTION WHERE
SUCH AN OFFER OR SOLICITATION WOULD BE ILLEGAL. THIS MATERIAL IS BASED ON
INFORMATION THAT WE CONSIDER RELIABLE, BUT WE DO NOT REPRESENT THAT IT IS
ACCURATE OR COMPLETE AND IT SHOULD NOT BE RELIED UPON AS SUCH. BY ACCEPTING THIS
MATERIAL THE RECIPIENT AGREES THAT IT WILL NOT DISTRIBUTE OR PROVIDE THE
MATERIAL TO ANY OTHER PERSON. THE INFORMATION CONTAINED IN THIS MATERIAL MAY BE
BASED ON ASSUMPTIONS REGARDING MARKET CONDITIONS AND OTHER MATTERS AS REFLECTED
THEREIN. WE MAKE NO REPRESENTATIONS REGARDING THE REASONABLENESS OF SUCH
ASSUMPTIONS OR THE LIKELIHOOD THAT ANY OF SUCH ASSUMPTIONS WILL COINCIDE WITH
ACTUAL MARKET CONDITIONS OR EVENTS, AND THIS MATERIAL SHOULD NOT BE RELIED UPON
FOR SUCH PURPOSES. WE AND OUR AFFILIATES, OFFICERS, DIRECTORS, PARTNERS AND
EMPLOYEES, INCLUDING PERSONS INVOLVED IN THE PREPARATION OR ISSUANCE OF THIS
MATERIAL MAY, FROM TIME TO TIME, HAVE LONG OR SHORT POSITIONS IN, AND BUY AND
SELL, THE SECURITIES MENTIONED THEREIN OR DERIVATIVES THEREOF (INCLUDING
OPTIONS). THIS MATERIAL MAY BE FILED WITH THE SECURITIES AND EXCHANGE COMMISSION
(THE "SEC") AND INCORPORATED BY REFERENCE INTO AN EFFECTIVE REGISTRATION
STATEMENT PREVIOUSLY FILED WITH THE SEC UNDER RULE 415 OF THE SECURITIES ACT OF
1933 INCLUDING IN CASES WHERE THE MATERIAL DOES NOT PERTAIN TO SECURITIES THAT
ARE ULTIMATELY OFFERED FOR SALE PURSUANT TO SUCH REGISTRATION STATEMENT.
INFORMATION CONTAINED IN THIS MATERIAL IS CURRENT AS OF THE DATE APPEARING ON
THIS MATERIAL ONLY. INFORMATION IN THIS MATERIAL REGARDING ANY ASSETS BACKING
ANY SECURITIES DISCUSSED HEREIN SUPERSEDES ALL PRIOR INFORMATION REGARDING SUCH
ASSETS. ALL INFORMATION IN THIS DISK, WHETHER REGARDING THE ASSETS BACKING ANY
SECURITIES DISCUSSED HEREIN OR OTHERWISE, WILL BE SUPERSEDED BY THE INFORMATION
CONTAINED IN ANY FINAL PROSPECTUS FOR ANY SECURITIES ACTUALLY SOLD TO YOU.
THIS MATERIAL IS FURNISHED TO YOU BY GOLDMAN, SACHS & CO. AND NOT BY THE ISSUER
OF THE SECURITIES. GOLDMAN, SACHS & CO. IS ACTING AS THE SOLE LEAD UNDERWRITER
AND NOT ACTING AS AGENT FOR THE ISSUER OR ITS AFFILIATES IN CONNECTION WITH THE
PROPOSED TRANSACTION. THE ISSUER HAS NOT PREPARED OR TAKEN PART IN THE
PREPARATION OF THESE MATERIALS.
<PAGE>
<TABLE>
<CAPTION>
Control Loan Loan Seller/
Number Number Originator Property Name Property Address
- --------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
1 400029165 GSMC(ACLP) The Torpedo Factory 201 N. Union Street
2 948 Daiwa Securities Whitehall Hotel 105 East Deleware Place
3 400029229 GSMC(ACLP) Granada Apartments 1417-1717 Kuntz Road
4 947 Daiwa Securities Roswell Town Center 608 Holcomb Bridge Road
- --------------------------------------------------------------------------------------------------------------------------------
5 914 Daiwa Securities Salter Healthcare Portfolio
5 914A Daiwa Securities Aberjona Nursing Center 184 Swanton Street
5 914B Daiwa Securities Winchester Nursing Center 223 Swanton Street
5 914C Daiwa Securities Woburn Nursing Center 18 Frances Street
6 908 Daiwa Securities Goodings International Plaza 8201-8291 International Drive
- --------------------------------------------------------------------------------------------------------------------------------
7 09-0001186 GSMC(Archon) The Atrium Hotel 18700 MacArthur Blvd.
8 09-0001199 GSMC(Archon) Bruckner Nursing Home 1010 Underhill Avenue
9 400029179 GSMC(ACLP) The Phillips Building 7900-7920 Norfolk Avenue
10 943 Daiwa Securities Holiday Inn Select 160 Union Avenue
11 924 Daiwa Securities Westminster Towers 1341 North Avenue & 801 North Broad Street
- --------------------------------------------------------------------------------------------------------------------------------
12 400029303 GSMC(ACLP) Arbour Village Apartments 11600 MacKay Boulevard
13 400031043 GSMC(ACLP) Springs Plaza Shopping Center 8951 Bonita Beach Road
14 930 Daiwa Securities Meridian East Apartments 8110 East Speedway Boulevard
15 400029281 GSMC(ACLP) North Valley Power Center 8085-8235 West Bell Road
16 400029270 GSMC(ACLP) Renton Village Shopping Center 401-601 South Grady Way
17 09-0001145 GSMC(Archon) Tully/I-10 Shopping Center 12151 Katy Freeway
- --------------------------------------------------------------------------------------------------------------------------------
18 400030928 GSMC(ACLP) Howard Johnson Riverwalk PlazaHotel 100 Villita Street
19 09-0001201 GSMC(Archon) Stevens Center 2425 & 2440 Stevens Drive
20 400029261 GSMC(ACLP) Evans Mill Place Apartments 2795 Evans Mill Road
21 R0492 GSMC(CPC) Southlake Shopping Center 20623 West Catawba Avenue
- --------------------------------------------------------------------------------------------------------------------------------
22 921 Daiwa Securities Holiday Inn Select 1350 Holiday Lane
23 400030943 GSMC(ACLP) Comfort Inn Gold Coast 11201 Coastal Highway
24 400031116 GSMC(ACLP) 175 Beacon Street 175 Beacon Street
25 400029289 GSMC(ACLP) Old Times Union Building 16-32 Sheridan Street
- --------------------------------------------------------------------------------------------------------------------------------
26 400029254 GSMC(ACLP) Avondale Office Center 6323 North Avondale Avenue
27 400031126 GSMC(ACLP) Park Villa Townhomes 4974 South 76th East Avenue
28 400029283 GSMC(ACLP) Sandhill Airport Park 6320-6340 South Sandhill Road
29 400030930 GSMC(ACLP) Woolworth Office Building 7800 West Brown Deer Road
30 09-0001170 GSMC(Archon) Oxford/Santa Fe Business Park 1800-1880 West Oxford Ave.
& 4111-4251 South Natches Co
- --------------------------------------------------------------------------------------------------------------------------------
31 931 Daiwa Securities Fountain Springs Apartments 1645 East Thomas Road
32 400030878 GSMC(ACLP) North Medical Campus 5100 West Taft
33 942 Daiwa Securities International Town Center 6169 Westwood Boulevard
34 400030941 GSMC(ACLP) 21 East 66th Street Retail Condos 21 East 66th Street
- --------------------------------------------------------------------------------------------------------------------------------
35 400029230 GSMC(ACLP) Humana Office Complex 4626, 4646 Frey Street & 709 N. Segoe Rd.
36 901 Daiwa Securities Occidental Business Center 9400/9410/9420/9430 Topanga Canyon Blvd.
37 932 Daiwa Securities Hayden Place Apartments 625 West 1st Street
38 R0869 GSMC(CPC) Harwin Wholesale Shopping Center 7501 Harwin Drive
39 09-0001179 GSMC(Archon) Kenwood Business Park 877 South Pearl Street & 7 Binghamton Street
- --------------------------------------------------------------------------------------------------------------------------------
40 400031127 GSMC(ACLP) Hilgard Apartments 972 Hilgard Avenue
41 400031122 GSMC(ACLP) Falls of Point West Apartments 5850 Park Front Drive
42 927 Daiwa Securities Park Inn Club & Breakfast 4450 47th Street West
43 09-0001189 GSMC(Archon) North Pointe Apartments 12603 Northborough Drive
- --------------------------------------------------------------------------------------------------------------------------------
44 917 Daiwa Securities Irvington Arms Apartments 378-404 Stuyvesant Avenue
45 09-0001188 GSMC(Archon) Parkway Plaza 3115 Parker Road
46 M0345 GSMC(CPC) Lantern Square Apartments 2690 Drury Way
47 944 Daiwa Securities Fountain Ridge Apartments 2025 West Indian School Road
48 09-0001197 GSMC(Archon) The Castro Convertible Buildings 43-47 West 23rd Street
- --------------------------------------------------------------------------------------------------------------------------------
49 400030946 GSMC(ACLP) ADS Technology 9235 South Mckerny Street
50 400030933 GSMC(ACLP) Powder Hill Place Office Park 19265-19302-19332-19362 PowderHill Place
51 I0198 GSMC(CPC) Lindbergh Industrial Portfolio
51 I0198A GSMC(CPC) Lindbergh Industrial 7500 Lindbergh Drive
51 I0198B GSMC(CPC) Lindbergh Industrial 7510-7520 Lindbergh Drive
- --------------------------------------------------------------------------------------------------------------------------------
51 I0198C GSMC(CPC) Lindbergh Industrial - Sunshine Acres 22301-22311 Georgia Avenue
52 400029117 GSMC(ACLP) Albertson's Marketplace and Crossroads Center 26850-26930 Sierra Highway/18755 Via Princessa
53 400029280 GSMC(ACLP) Fairway Center 14220 - 14240 Interurban Avenue South
54 400029203 GSMC(ACLP) Quail Orient Medical Office Development 500 South Rancho Drive
55 400030988 GSMC(ACLP) Boise - Marketplace 1700 - 1790 West State Street
- --------------------------------------------------------------------------------------------------------------------------------
56 903 Daiwa Securities Bargain World/Sports Dominator 6454 International Drive
57 400029268 GSMC(ACLP) Creekside at Greenwood Village 6053-6099 South Quebec Street
58 09-0001191 GSMC(Archon) CMI Building 4200 International Parkway
59 09-0001173 GSMC(Archon) Mercury Plaza 1114 Mercury Boulevard
60 400029271 GSMC(ACLP) Renton Village Cinemas 25 South Grady Way
- --------------------------------------------------------------------------------------------------------------------------------
61 400030919 GSMC(ACLP) Foxwood Crossing Apartments 4500 South 124th Street
62 400030920 GSMC(ACLP) Hampton Inn - Savannah North 7050 Georgia Highway 21
63 910 Daiwa Securities Sleep Inn - Phoenix, AZ 2621 South 47th Place
64 M0536 GSMC(CPC) Bluegrass Village Apartments 549 East Main Street
65 922 Daiwa Securities The Colony Inn 1157 Chapel Street
- --------------------------------------------------------------------------------------------------------------------------------
66 09-0001180 GSMC(Archon) Calliope Memorial Shopping Ctr 14520 Memorial Drive
67 09-0001165 GSMC(Archon) Cuero Nursing Center 1310 East Broadway
68 400030912 GSMC(ACLP) 1250 North McDowell Boulevard 1250 North McDowell Boulevard
69 400029260 GSMC(ACLP) River Park Center Office Building 205 S.E. Spokane Avenue
70 911 Daiwa Securities Fountainhead Apartments 4326 North 35th Avenue
- --------------------------------------------------------------------------------------------------------------------------------
71 915 Daiwa Securities Cambridge Gardens Apartments 343-381 Schley Street
72 906 Daiwa Securities Holiday Inn 200 Dawahare Drive
73 M0543 GSMC(CPC) Perkins Woods Apartments 4635 Forest Oak Drive
74 400029272 GSMC(ACLP) Evergreen Office Building 15 South Grady Way
75 400031124 GSMC(ACLP) Sunshine Properties Portfolio
- --------------------------------------------------------------------------------------------------------------------------------
75 400031124A GSMC(ACLP) Brentwood Terrace 6505 Shirley Ave
75 400031124B GSMC(ACLP) Circle Oaks I Apartments 6408 Burns Street
75 400031124C GSMC(ACLP) Carmel Apartments 702 Lamar Place
75 400031124D GSMC(ACLP) Vineyard Apartments 6309 Burns Street
76 400030936 GSMC(ACLP) Food-4-Less Center 3985 S. Higuera St.
- --------------------------------------------------------------------------------------------------------------------------------
77 09-0001154 GSMC(Archon) K-Mart - Port Orchard 1353 Olney Avenue SE
78 09-0001152 GSMC(Archon) K-Mart - Atascadero 3980-4260 El Camino Real
79 09-0001196 GSMC(Archon) Marketplace Shopping Center 201 North Commerce Drive
80 400030931 GSMC(ACLP) Sanese Services Building 6465 Busch Boulevard
81 582 Daiwa Securities Field & Stream/Woodridge Apartments
- --------------------------------------------------------------------------------------------------------------------------------
81 582A Daiwa Securities Field & Stream Apartments 1021-1037 Cross Keys Road
81 582B Daiwa Securities Woodridge Apartments 1545 Alexandria Drive
82 400029288 GSMC(ACLP) Dicks Clothing & Sporting Goods Store 1175 Marketplace Drive
83 400030892 GSMC(ACLP) Perimeter Place 3988-4084 Flowers Road
84 400030879 GSMC(ACLP) Wells Plaza Route One
- --------------------------------------------------------------------------------------------------------------------------------
85 639 Daiwa Securities 89-07, 89-11 34th Avenue Apartments 89-07, 89-11 34th Avenue
86 09-0001182 GSMC(Archon) 324 Royal Palm Way 324 Royal Palm Way
87 09-0001153 GSMC(Archon) K-Mart - Bishop 910-924 North Main Street
88 09-0001184 GSMC(Archon) Slifer Design Building 105 Edwards Village Boulevard
89 935 Daiwa Securities Jones Street Terrace 729 Jones Street
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90 400031118 GSMC(ACLP) Rayo de Sol Apartments 2200-2300 West Rochelle Road
91 916 Daiwa Securities Bayfront Manor/Baypark Apartments 530 NE 31st St., 600-650 NE 31st St.
92 09-0001178 GSMC(Archon) Comfort Inn - Addison 14975 Landmark Boulevard
93 400029266 GSMC(ACLP) Orthopedic Institute of Illinois 303 North Kumpf Boulevard
94 950 Daiwa Securities Best Western Bell Motel 17211 North Black Canyon Highway
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95 09-0001198 GSMC(Archon) Hampton Inn - Tyler 3130 Troup Highway
96 09-0001172 GSMC(Archon) Mayde Creek Shopping Center 2311-2439 Fry Road
97 400031129 GSMC(ACLP) Bay View Apartments 30911 1st Avenue South
98 I0066 GSMC(CPC) Van Dresser Building 75 Ontario Street
99 400030873 GSMC(ACLP) Shops of Boardman Park III 377 State Route 224
- --------------------------------------------------------------------------------------------------------------------------------
100 636 Daiwa Securities Albion Terrace Apartments 225 Nova Albion Way
101 09-0001176 GSMC(Archon) Comfort Suites - Biloxi 1634 Beach Boulevard
102 M0433 GSMC(CPC) Seven Courts Apartments 2800 Martin Luther King Jr. Drive
103 925 Daiwa Securities Bella Apartments 1111 W. 46th Street
104 400029296 GSMC(ACLP) Festival at Perry Hall 4130 Joppa Road
- --------------------------------------------------------------------------------------------------------------------------------
105 400030932 GSMC(ACLP) Woodlawn/Catonsville EZ Self Storage 7233 Windsor Mill Road
106 949 Daiwa Securities Brentwood Town Center 13050 San Vicente Boulevard
107 400030970 GSMC(ACLP) Carbonero Creek 4742 Scotts Valley Drive
108 400030918 GSMC(ACLP) Meadow Brook Apartments 13 Meadow Brook Lane
109 M0553 GSMC(CPC) Red Oaks Apartments 2162 Wilson Road
- --------------------------------------------------------------------------------------------------------------------------------
110 610 Daiwa Securities Sutter House Apartments 1140 Sutter Street
111 400029298 GSMC(ACLP) 21st St. Pavilion Shopping 201 & 222 21st Street
112 R0020 GSMC(CPC) East Cooper Plaza Shopping Ctr 607-629 Johnnie Dodds Boulevard
113 929 Daiwa Securities Holiday Inn Express 909 Hingham Street
114 913 Daiwa Securities Roland Way Office Center 401 Roland Way
- --------------------------------------------------------------------------------------------------------------------------------
115 400030917 GSMC(ACLP) Dana Corporation Office Whse 1100 North Dana Avenue
116 400030937 GSMC(ACLP) Days Inn - Stone Mountain 3006 Glenn Club Drive
117 400031119 GSMC(ACLP) Sunrise Apartments 11342 Brydan Drive
118 400029276 GSMC(ACLP) Greenbriar Atrium II Office Building 16770 Imperial Valley Drive
119 400029273 GSMC(ACLP) James Allen Court 4270 & 4290 South Cameron St.
- --------------------------------------------------------------------------------------------------------------------------------
120 400029305 GSMC(ACLP) Acorn Self Storage 5205 Railroad Avenue
121 907 Daiwa Securities Tropical Inn 5200-5210 Estero Boulevard
122 400030942 GSMC(ACLP) American Medical Response Lot 7A Industrial Boulevard
123 400030971 GSMC(ACLP) Cielo Hills Apartments 2819 Southeast Military Drive
124 400030986 GSMC(ACLP) Broadway Crossing Shopping Ctr 5606 & 5610 South Broadway Avenue
125 400029245 GSMC(ACLP) Petcare Superstore 6220 West 95th Street
126 400030947 GSMC(ACLP) Greenspring/Riderwood Building 1922 Greenspring Road
127 573 Daiwa Securities Twin Palms Apartments 400 East Hillsdale Boulevard
128 R0451 GSMC(CPC) Wagner and Sons, Inc. 7204 May Wagner Lane
- --------------------------------------------------------------------------------------------------------------------------------
129 912 Daiwa Securities Ramada Inn 116 San Marco Avenue
130 09-0001159 GSMC(Archon) Best Western El Grande Inn - Clear Lake 15135 Lakeshore Drive
131 09-0001155 GSMC(Archon) K-Mart - Oak Harbor 32165 State Road 20
132 937 Daiwa Securities Creekside Manor Apartments 1777 - 1779 Woodland Avenue
133 621 Daiwa Securities 114 - 05 170th Street 114-05 170th Street
- --------------------------------------------------------------------------------------------------------------------------------
134 400029312 GSMC(ACLP) Poplar Creek Shopping Center 320-340 Leonardwood Drive
135 09-0001158 GSMC(Archon) Best Western - Tyler 2828 N. Northwest Loop 323
136 611 Daiwa Securities Pacifica Villas Apartments 229 16th Street
137 09-0001169 GSMC(Archon) Ramada Inn - Santa Fe 2907 Cerrillos Road
138 400029293 GSMC(ACLP) Walgreen's - Tucson, AZ 1415 West River Road
- --------------------------------------------------------------------------------------------------------------------------------
139 09-0001181 GSMC(Archon) 231 Royal Palm Way 231 Royal Palm Way
140 09-0001177 GSMC(Archon) Comfort Inn - Biloxi 1648 Beach Boulevard
141 400030894 GSMC(ACLP) 208 Ashley Ave Office Building 208 Ashley Avenue
142 400031131 GSMC(ACLP) Tuscany Apartments 1428 6th Street
143 09-0001156 GSMC(Archon) Gateway Apartments 13455 Kit Lane
- --------------------------------------------------------------------------------------------------------------------------------
144 502 Daiwa Securities Keller Springs Village Shopping Center 2155 Marsh Lane
145 M0435 GSMC(CPC) Peachcrest Gardens Apartments 4082-4112 Glenwood Road
146 938 Daiwa Securities O'Keefe Apartments 360-380 East O'Keefe Street
147 09-0001183 GSMC(Archon) Walnut Business Park 2332-2462 Walnut Ridge Street,
11041-11057 Ables Lane
148 591 Daiwa Securities 16 Barrow Street 16 Barrow Street
- --------------------------------------------------------------------------------------------------------------------------------
149 613 Daiwa Securities Village Square Shopping Center 909-935 West Parker Road
150 900 Daiwa Securities Compass Pointe Apartments 4100 Chicot Road
151 510 Daiwa Securities Sahara View Apartments 3600 El Conlon Avenue
152 O0521 GSMC(CPC) The Soaper Hotel Building 136 Second Street
153 902 Daiwa Securities Carriage House Apartments 1625 Martin Bluff Road
- --------------------------------------------------------------------------------------------------------------------------------
154 09-0001175 GSMC(Archon) Kinko's Center-Addison 4570 Belt Line Road
155 519 Daiwa Securities Joplin Portfolio
155 519A Daiwa Securities Airport Drive Apartments 101-108 Betty Rose Lane
155 519B Daiwa Securities Cherry Street 508-110 Cherry Street
- --------------------------------------------------------------------------------------------------------------------------------
155 519C Daiwa Securities Park Lane 1507 Park Lane
155 519D Daiwa Securities Terrill Lane Apartments 116-118 Terrill Lane
156 400030921 GSMC(ACLP) Gladstone Office Building 6910 North Holmes Street
157 400030976 GSMC(ACLP) Buckeye Tower 3300 Buckeye Road
- --------------------------------------------------------------------------------------------------------------------------------
158 09-0001108 GSMC(Archon) Country Villa University Healthcare 230 East Adams Boulevard
159 400030949 GSMC(ACLP) Gardsman Apartments 30 Novato Street
160 400030962 GSMC(ACLP) Baytown Central Shopping Center 4508 Garth Road
161 400030955 GSMC(ACLP) Solitude Building 6149 Meeker Place
162 606 Daiwa Securities Marquee Apartments 2525 McCue Street
- --------------------------------------------------------------------------------------------------------------------------------
163 400031117 GSMC(ACLP) 41 Belmont Street Apartments 41 Belmont Street
164 905 Daiwa Securities Dorsey Business Center 6855 Deerpath Road
165 589 Daiwa Securities Northline Shopping Center 56-88 East Crosstimbers
166 627 Daiwa Securities Marine Plaza Apartments 660 NE 78th Street
- --------------------------------------------------------------------------------------------------------------------------------
167 09-0001161 GSMC(Archon) Super 8 - Lafayette 2224 Northeast Evangeline Throughway
168 09-0001190 GSMC(Archon) Rite Aid - Massena 87 Main Street
169 09-0001194 GSMC(Archon) Cady Industrial Center 38110-120 Executive Dr/38140 Executive Dr/
6262-6406 Exe
170 527 Daiwa Securities Colonial Village - Regency Apartments 14 Ritchie Avenue
171 09-0001143 GSMC(Archon) Bee Cave Road Office Building 3423 Bee Caves Road
- --------------------------------------------------------------------------------------------------------------------------------
172 569 Daiwa Securities Versailles Apartments 3290 Van Buren Ave.
173 09-0001174 GSMC(Archon) Hunter's Crossing Apartments 1800 Wisdom Drive
174 09-0001185 GSMC(Archon) Slifer Design Warehouse 45 Marmot Lane
175 594 Daiwa Securities 72-82 Wadsworth Terrace 72-82 Wadsworth Terrace
- --------------------------------------------------------------------------------------------------------------------------------
176 09-0001149 GSMC(Archon) CVS Drug Store - Gloucester, NJ 589 Crosskeys Road
177 M0434 GSMC(CPC) Harbour Vines Apartments 1800-1816 Memorial Drive
178 524 Daiwa Securities Windsor Square Apartments 929 North Gilmore Avenue
179 09-0001150 GSMC(Archon) CVS Drug Store - Paulsboro, NJ 231 West Broad Street
- --------------------------------------------------------------------------------------------------------------------------------
180 09-0001195 GSMC(Archon) Woodlands IV & V Business Center 2001-2003 108th Street
181 400029277 GSMC(ACLP) Tech Plaza 2411 Tech Center Court
182 09-0001157 GSMC(Archon) Comfort Inn - Lincoln 2811 Woodlawn Road
183 400029302 GSMC(ACLP) Lincoln Industrial Center 4040 E. Lone Mt. Rd. and 4837 Lincoln Rd.
- --------------------------------------------------------------------------------------------------------------------------------
184 500 Daiwa Securities Stuyvesant Avenue 358-372 Stuyvesant Avenue
185 940 Daiwa Securities 41 - 98 Forley Street 41 - 98 Forley Street
186 400030984 GSMC(ACLP) 16000 Memorial Office Building 16000 Memorial Drive
187 521 Daiwa Securities Maryland Green Apartments 749 East Maryland Avenue
- --------------------------------------------------------------------------------------------------------------------------------
188 400029244 GSMC(ACLP) Blockbuster Shopping Center 5363-5367 Ridge Road
189 400029198 GSMC(ACLP) 110 Industrial Park 110 Industrial Park Road
190 585 Daiwa Securities Timpanogos Apartments 455 North 400 West
191 504 Daiwa Securities 101 Lincoln Road 101 Lincoln Road
192 400030945 GSMC(ACLP) Ocean Technology Park 4 John Clarke Road a/k/a 127 John Clarke Road
- --------------------------------------------------------------------------------------------------------------------------------
193 M0406 GSMC(CPC) Garden Trails Apartments 300 Highway 12
194 400030929 GSMC(ACLP) Welch Healthcare Building 52 Accord Park Drive
195 09-0001148 GSMC(Archon) CVS Drug Store - Carlisle, PA 765 South West Street
196 614 Daiwa Securities Pinehill Plaza & Apartments 7927 - 7991 Johnson Street
197 09-0001171 GSMC(Archon) Comfort Inn - Sweetwater 216 S.E. Georgia Avenue
198 920 Daiwa Securities Econo Lodge 1240 Southwest Wanamaker Road
199 586 Daiwa Securities Dorian Court 606 Lloyd Street
- --------------------------------------------------------------------------------------------------------------------------------
200 09-0001187 GSMC(Archon) Lufkin Apartment Portfolio
200 09-0001187A GSMC(Archon) The Hidden Oaks 3200 Daniel McCall
200 09-0001187B GSMC(Archon) Azalea Trails 1406 Tulane Street
200 09-0001187C GSMC(Archon) Kentwood 115 Kentwood
201 622 Daiwa Securities Ignacio Hills Apartments - XII 445 Ignacio Boulevard
- --------------------------------------------------------------------------------------------------------------------------------
202 09-0001162 GSMC(Archon) Days Inn - Kerrville 2000 Sidney Baker Street
203 09-0001192 GSMC(Archon) Days Inn - New Bern 925 Broad Street
204 623 Daiwa Securities Ignacio Hills Apartments - XVI 511 & 531 Alameda del Prado
205 400030975 GSMC(ACLP) Bays-Fill Industrial Building 13850-13872 Dawsons Bch. Rd.
& 13848-13876 Carveth Pl.
206 09-0001151 GSMC(Archon) CVS Drug Store - Oaklyn, NJ 4 White Horse Pike (Route 30)
- --------------------------------------------------------------------------------------------------------------------------------
207 O0520 GSMC(CPC) The Salms Building 115 East Second Street
208 515 Daiwa Securities Partridge Apartments 3812 Partridge Lane NE
209 09-0001193 GSMC(Archon) Days Inn - Winslow 2035 West Highway 66
210 595 Daiwa Securities Renshaw Terrace Renshaw Road
- --------------------------------------------------------------------------------------------------------------------------------
211 09-0001144 GSMC(Archon) Alaska Archives Warehouse 165 East 56th Avenue
212 09-0001131 GSMC(Archon) Emery Park Apartments 1930 Atlantic Street
213 09-0001126 GSMC(Archon) Pecan Plaza 3400 Lombardy Lane
214 933 Daiwa Securities 112 Lincoln Street 112 Lincoln Street
- --------------------------------------------------------------------------------------------------------------------------------
215 400030905 GSMC(ACLP) Blockbuster - Denver 4151 E. Colfax Avenue
216 400030899 GSMC(ACLP) Blockbuster - Wheatridge, CO. 3500 Youngfield Street
217 535 Daiwa Securities Sycamores Apartments 351 East Center
218 400030911 GSMC(ACLP) Blockbuster-Las Vegas (Sahara) 9240 West Sahara Avenue
219 605 Daiwa Securities Maple Place North Apartments 1352 & 1360 North Ave and 1414 Euclid Avenue
- --------------------------------------------------------------------------------------------------------------------------------
220 608 Daiwa Securities Quinnipiac Arms 1275-1291 Quinnipiac Avenue
& 530-54 Eastern Street
221 400030906 GSMC(ACLP) Blockbuster - Edgewater 1921 Sheraton Boulevard
222 543 Daiwa Securities Centre Park Place Apartments 601-609 North 5th Street
223 400030889 GSMC(ACLP) Cypress Industrial Building 2325 W. Cypress Street
224 618 Daiwa Securities Hunter's Point Center 13091 Pond Springs Road
225 602 Daiwa Securities Hamilton Park House 1660 East Main Street
226 511 Daiwa Securities Sedgley Gardens 844 North 29th Street
227 532 Daiwa Securities Helena Gardens Apartments 4810,4830,4850 Bandera Street
- --------------------------------------------------------------------------------------------------------------------------------
228 536 Daiwa Securities 3044 Kingsbridge Avenue 3044 Kingsbridge Avenue
229 558 Daiwa Securities Banyan Woods 900-902 SE 1st Street
230 551 Daiwa Securities 389 Massachusetts Avenue 389 Massachusetts Avenue
231 400030898 GSMC(ACLP) Blockbuster-Wauwatosa 6102 W. North Avenue
232 578 Daiwa Securities Desert Inn Professional Building 1580 East Desert Inn Road
- --------------------------------------------------------------------------------------------------------------------------------
233 592 Daiwa Securities Taos Apartments 1505 Park Place
234 600 Daiwa Securities Rosslyn Heights 7015 Woodsman Trail Drive
235 554 Daiwa Securities Cedar Village Apartments 1729 Eastern Road
236 O0519 GSMC(CPC) The Newberry-Wile Building 101 East Second Street
237 546 Daiwa Securities 154 Rockaway Parkway 154 Roackaway Parkway
238 400030904 GSMC(ACLP) Blockbuster - Forest Hills 3200 S.E. Loop 820
- --------------------------------------------------------------------------------------------------------------------------------
239 400030909 GSMC(ACLP) Blockbuster - Indianapolis 3520 Mann Road
240 601 Daiwa Securities Douglas Park Apartments 3109 Douglas Avenue
241 609 Daiwa Securities Mayfair Garden Apartments 6615-37 Charles Street
242 501 Daiwa Securities Bradford Place Apartments 340 Bradford Drive
- --------------------------------------------------------------------------------------------------------------------------------
243 400030903 GSMC(ACLP) Blockbuster-Las Vegas/Flamingo 3495 East Flamingo Road
244 400030897 GSMC(ACLP) Blockbuster-Tulsa 1337 East 71st Street
245 934 Daiwa Securities 140 - 146 Chancellor Avenue 140 - 146 Chancellor Avenue
246 549 Daiwa Securities 148 - 156 Chancellor Avenue 148 Chancellor Avenue
247 528 Daiwa Securities Sherwood Court Apartments 1807-1825 Sherwood Street
- --------------------------------------------------------------------------------------------------------------------------------
248 400030957 GSMC(ACLP) SportsTech Warehouse 10909C East 56th Street
249 553 Daiwa Securities 5900 Balcones Office Building 5900 Balcones Drive
250 598 Daiwa Securities Ashland Retail Center 1117-27 Claremont Avenue
251 604 Daiwa Securities Harrison Avenue Apartments 370 South Harrison Street
252 508 Daiwa Securities Clearview Apartments 1195 Clearview Avenue NE
- --------------------------------------------------------------------------------------------------------------------------------
253 635 Daiwa Securities 92 - 96 Waldo Avenue 92 - 96 Waldo Avenue
254 400030908 GSMC(ACLP) Blockbuster-Bay City 3915 Wilder Road
255 400030900 GSMC(ACLP) Blockbuster-Elkhart(Cassopoliss) 1545 Cassopolis Street
256 400030974 GSMC(ACLP) Lighthouse Point Professional Center 5340 North Federal Highway
- --------------------------------------------------------------------------------------------------------------------------------
257 M0436 GSMC(CPC) White Oak Arms Apartments 245-251 Candler Road
258 09-0001146 GSMC(Archon) Econolodge - Elkridge 5895 Bonnie View Lane
259 550 Daiwa Securities Randolph Park Apartments 4053 Warrensville
260 400030888 GSMC(ACLP) Brookshire Grocery 3354 Gilmer Road
- --------------------------------------------------------------------------------------------------------------------------------
261 616 Daiwa Securities Quail Lodge Apartments 340 East O'Keefe Street
262 945 Daiwa Securities 9416 34th Road 9416 34th Road
263 567 Daiwa Securities 98 Strathmore Road 98 Strathmore Road
264 518 Daiwa Securities Southside Apartments 4652 Sunnyside Road SE
265 537 Daiwa Securities Huntington Apartments 610-670 N. Huntington Boulevard
- --------------------------------------------------------------------------------------------------------------------------------
266 576 Daiwa Securities 2942 Third Avenue 2942 Third Avenue
267 904 Daiwa Securities Churchill Townhomes 4300-4530 Churchill Circle
268 634 Daiwa Securities 354 East 21st Street 354 East 21st Street
269 542 Daiwa Securities Lawndale Apartments 1500 Lawndale Plaza
- --------------------------------------------------------------------------------------------------------------------------------
270 509 Daiwa Securities Garden Walk Apartments 1720 Moritz Drive
271 559 Daiwa Securities Windswept Apartments 4170 Easton Avenue & 3210-3228 Reeve Drive
272 568 Daiwa Securities Northshore Manor Apartments 111 East Lorain Avenue
273 538 Daiwa Securities Golden Eagle Apartments 129-145 White Street
274 534 Daiwa Securities Oakland Oaks 1054 Oakland Drive
275 939 Daiwa Securities Adobe House Apartments 1110 Caliente Drive
276 541 Daiwa Securities Northern Pine Apartments 3206 Lobit Drive
277 641 Daiwa Securities 259-61 & 269 West Walnut Lane 259-61 & 269 West Walnut Lane
- --------------------------------------------------------------------------------------------------------------------------------
278 400030910 GSMC(ACLP) Blockbuster - Wind Gap 951 Male Road
279 588 Daiwa Securities Village at Deer Park 1233 & 1241 Dutch Dutch Avenue/
1233 & 1241 Cedar Street
280 400030907 GSMC(ACLP) Blockbuster - Elkhart (Hively) 115 Hively Avenue
281 400030901 GSMC(ACLP) Blockbuster-Chicago 4812 South Kedzie Avenue
282 565 Daiwa Securities Howard Warren Apartments 1520-1530 Meridian Avenue
- --------------------------------------------------------------------------------------------------------------------------------
283 577 Daiwa Securities Holmesburg Station Apartments 8020 Ditman Avenue
284 I0162 GSMC(CPC) Cumberland Airport Center 1930 Airport Industrial Park Drive
285 561 Daiwa Securities Wingate Apartments 4424-30 Wingate Street
286 530 Daiwa Securities Prospect Square 444-450 Prospect Street
287 525 Daiwa Securities 506 South Broadway 506 South Broadway
- --------------------------------------------------------------------------------------------------------------------------------
288 09-0001109 GSMC(Archon) Country Villa Cheviot Healthcare 3533 South Motor Ave.
289 615 Daiwa Securities The Blount Apartments 2109-2119 NW 64th Avenue
290 529 Daiwa Securities LaPetite Apartments 1250 Cedar Post Lane
291 637 Daiwa Securities Avenue R Duplexes 1705-1717, 1741-1745 & 1730 Avenue R
292 514 Daiwa Securities Peppertree Apartments 19926 Ballinger Way
- --------------------------------------------------------------------------------------------------------------------------------
293 612 Daiwa Securities Newport Apartments 1530-1532 Spruce Street
294 400030902 GSMC(ACLP) Blockbuster-Watertown 1240 Arsenal Street
295 579 Daiwa Securities 8th Street Apartments 801-811 8th Street
296 596 Daiwa Securities Regency House 2440 Fairfield Avenue
297 632 Daiwa Securities 527 West 48th Street 527 West 48th Street
- --------------------------------------------------------------------------------------------------------------------------------
298 540 Daiwa Securities Whisperwoods Apartments 220 S. Jupiter Road
299 522 Daiwa Securities Palomares Apartments 625 & 677 South Palomares Street
300 503 Daiwa Securities Richmond Apartments 5122 Bowser Avenue
301 572 Daiwa Securities Fernwood Apartments 5600 Fernwood Avenue
302 936 Daiwa Securities 2267 - 2269 Kennedy Boulevard 2267 Kennedy Boulevard
- --------------------------------------------------------------------------------------------------------------------------------
303 570 Daiwa Securities Baycrest Apartments 8570 Chesapeake Boulevard
304 587 Daiwa Securities 45 Church Street & 35 Railroad Avenue 45 Church Street & 35 Railroad Avenue
- --------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Percentage of
Control Zip Property Original Cut-off Cut-off Collateralized Related
Number City State Code Type Balance Date Balance Date Balance Group Group
- -----------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1 Alexandria VA 22302 Office 20,170,000 20,007,359 2.25
2 Chicago IL 60611 Lodging 18,896,684 18,879,907 2.12
3 Millcreek PA 16509 Multifamily 18,870,000 18,745,566 2.10
4 Roswell GA 30076 Anchored Retail 17,282,732 17,274,576 1.94
- -----------------------------------------------------------------------------------------------------------------------------
5 12,000,000 11,886,833 1.33
5 Winchester MA 01890 Healthcare - - -
5 Winchester MA 01890 Healthcare - - -
5 Woburn MA 01801 Healthcare - - -
6 Orlando FL 32804 Anchored Retail 12,000,000 11,883,227 1.33
- -----------------------------------------------------------------------------------------------------------------------------
7 Irvine CA 92612 Lodging 11,500,000 11,474,944 1.29
8 Bronx NY 10472 Healthcare 11,400,000 11,379,636 1.28
9 Bethesda MD 20814 Office 10,900,000 10,805,080 1.21
10 Memphis TN 38103 Lodging 10,400,000 10,359,122 1.16
11 Elizabeth NJ 07201 Multifamily 10,000,000 9,939,997 1.12
- -----------------------------------------------------------------------------------------------------------------------------
12 Orlando FL 32826 Multifamily 9,900,000 9,857,540 1.11
13 Bonita Springs FL 34135 Anchored Retail 9,350,000 9,327,291 1.05
14 Tucson AZ 85710 Multifamily 9,100,000 9,071,554 1.02 Group 1
15 Peoria AZ 85382 Anchored Retail 9,000,000 8,970,384 1.01
16 Renton WA 98055 Anchored Retail 8,550,000 8,529,234 0.96 Group 2
17 Houston TX 77079 Anchored Retail 8,500,000 8,480,788 0.95
- -----------------------------------------------------------------------------------------------------------------------------
18 San Antonio TX 78205 Lodging 8,400,000 8,369,383 0.94
19 Richland WA 99352 Office 8,350,000 8,346,523 0.94
20 Lithonia GA 30058 Multifamily 8,100,000 8,094,812 0.91
21 Cornelius NC 28036 Anchored Retail 8,000,000 7,989,091 0.90
- -----------------------------------------------------------------------------------------------------------------------------
22 Fairfield CA 94533 Lodging 8,025,000 7,982,537 0.90 Group 3
23 Ocean City MD 21842 Lodging 8,000,000 7,972,547 0.90
24 Sommerville MA 02143 Multifamily 8,000,000 7,965,441 0.89 Group 4
25 Albany NY 12210 Office 7,600,000 7,564,133 0.85
- -----------------------------------------------------------------------------------------------------------------------------
26 Chicago IL 60631 Office 7,500,000 7,467,998 0.84
27 Tulsa OK 74145 Multifamily 7,300,000 7,284,197 0.82
28 Las Vegas NV 89104 Industrial 7,000,000 6,969,977 0.78
29 Milwaukee WI 53223 Office 6,700,000 6,680,925 0.75 Group 5
30 Sheridan CO 80110 Industrial 6,600,000 6,585,712 0.74
- -----------------------------------------------------------------------------------------------------------------------------
31 Phoenix AZ 85016 Multifamily 6,400,000 6,386,775 0.72 Group 6
32 Town of Clay (Liverpool) NY 13086 Office 6,200,000 6,171,013 0.69
33 Orlando FL 32821 Unanchored Retail 6,000,000 5,988,920 0.67
34 New York City NY 10021 Unanchored Retail 6,000,000 5,975,204 0.67
- -----------------------------------------------------------------------------------------------------------------------------
35 Madison WI 53705 Office 6,000,000 5,949,762 0.67 Group 5
36 Chatsworth CA 91311 Office 6,000,000 5,926,346 0.67
37 Tempe AZ 85281 Multifamily 6,100,000 5,889,662 0.66
38 Houston TX 77036 Unanchored Retail 5,600,000 5,593,309 0.63
39 Albany NY 12202 Industrial 5,520,000 5,508,304 0.62
- -----------------------------------------------------------------------------------------------------------------------------
40 Los Angeles CA 90024 Multifamily 5,400,000 5,383,436 0.60
41 Houston TX 77036 Multifamily 5,400,000 5,383,318 0.60
42 Bradenton FL 34210 Lodging 5,400,000 5,361,632 0.60
43 Houston TX 77067 Multifamily 5,350,000 5,341,666 0.60
- -----------------------------------------------------------------------------------------------------------------------------
44 Irvington NJ 07111 Multifamily 5,306,457 5,302,632 0.60 Group 7
45 Plano TX 75023 Unanchored Retail 5,200,000 5,192,687 0.58
46 Memphis TN 38128 Multifamily 5,200,000 5,187,859 0.58 Group 8
47 Phoenix AZ 85015 Multifamily 5,070,000 5,054,448 0.57 Group 6
48 New York NY 10010 Office 5,000,000 4,994,333 0.56
- -----------------------------------------------------------------------------------------------------------------------------
49 Tempe AZ 85284 Industrial 4,800,000 4,792,309 0.54
50 Poulsbo WA 98370 Office 4,800,000 4,783,339 0.54
51 4,750,000 4,743,113 0.53
51 Gaithersburg MD 20879 Industrial - - -
51 Gaithersburg MD 20879 Industrial - - -
- --------------------------------------------------------------------------------------------------------------------------------
51 Brookeville MD 20833 Unanchored Retail - - -
52 Santa Clarita CA 91351 Unanchored Retail 7,300,000 4,687,639 0.53
53 Tukwila WA 98168 Industrial 4,700,000 4,669,992 0.52
54 Las Vegas NV 89102 Office 4,700,000 4,657,515 0.52
55 Boise ID 83702 Unanchored Retail 4,650,000 4,639,304 0.52
- -----------------------------------------------------------------------------------------------------------------------------
56 Orlando FL 32819 Unanchored Retail 4,750,000 4,600,573 0.52
57 Greenwood Village CO 80111 Office 4,600,000 4,581,221 0.51
58 Carrollton TX 75007 Office 4,500,000 4,490,195 0.50
59 Murfreesboro TN 37133 Anchored Retail 4,500,000 4,489,675 0.50
60 Renton WA 98055 Unanchored Retail 4,500,000 4,483,781 0.50 Group 2
- -----------------------------------------------------------------------------------------------------------------------------
61 Greenfield WI 53228 Multifamily 4,450,000 4,436,350 0.50
62 Port Wentworth GA 31407 Lodging 4,400,000 4,380,672 0.49
63 Phoenix AZ 85034 Lodging 4,350,000 4,296,853 0.48
64 Hendersonville TN 37075 Multifamily 4,300,000 4,289,960 0.48 Group 8
65 New Haven CT 06511 Lodging 4,300,000 4,284,096 0.48
- -----------------------------------------------------------------------------------------------------------------------------
66 Houston TX 77079 Unanchored Retail 4,100,000 4,091,986 0.46
67 Cuero TX 77954 Healthcare 4,000,000 3,986,221 0.45
68 Petaluma CA 94954 Industrial 4,000,000 3,978,134 0.45
69 Portland OR 97202 Office 4,000,000 3,977,673 0.45
70 Phoenix AZ 85017 Multifamily 4,000,000 3,972,677 0.45 Group 6
- -----------------------------------------------------------------------------------------------------------------------------
71 Newark NJ 07112 Multifamily 4,000,000 3,970,897 0.45 Group 7
72 Hazard KY 41701 Lodging 4,000,000 3,966,587 0.45
73 Memphis TN 38118 Multifamily 3,930,000 3,920,824 0.44 Group 8
74 Renton WA 98055 Office 3,850,000 3,836,253 0.43 Group 2
75 3,800,000 3,791,625 0.43
- -----------------------------------------------------------------------------------------------------------------------------
75 Austin TX 78752 Multifamily - - -
75 Austin TX 78752 Multifamily - - -
75 Austin TX 78752 Multifamily - - -
75 Austin TX 78752 Multifamily - - -
76 San Luis Obispo CA 93401 Anchored Retail 3,800,000 3,777,721 0.42
- -----------------------------------------------------------------------------------------------------------------------------
77 Port Orchard WA 98366 Anchored Retail 3,750,000 3,739,088 0.42 Group 9B Group 9
78 Atascadero CA 93422 Anchored Retail 3,600,000 3,589,524 0.40 Group 9A Group 9
79 Ardmore OK 73401 Anchored Retail 3,500,000 3,495,764 0.39
80 Columbus OH 43229 Industrial 3,500,000 3,488,081 0.39
81 3,500,000 3,486,035 0.39
- -----------------------------------------------------------------------------------------------------------------------------
81 Lexington KY 40505 Multifamily - - -
81 Lexington KY 40504 Multifamily - - -
82 Henrietta NY 14467 Anchored Retail 3,500,000 3,483,607 0.39
83 Doraville GA 30060 Industrial 3,500,000 3,479,106 0.39
84 Wells ME 04090 Anchored Retail 3,500,000 3,477,937 0.39
- -----------------------------------------------------------------------------------------------------------------------------
85 Jackson Heights NY 11372 Multifamily 3,300,000 3,297,582 0.37 Group 10
86 Palm Beach FL 33480 Office 3,300,000 3,293,056 0.37 Group 11
87 Bishop CA 93514 Anchored Retail 3,285,000 3,275,441 0.37 Group 9A Group 9
88 Edwards CO 81632 Unanchored Retail 3,275,000 3,268,091 0.37 Group 12
89 San Francisco CA 94109 Multifamily 3,200,000 3,194,371 0.36 Group 13
- -----------------------------------------------------------------------------------------------------------------------------
90 Irving TX 76062 Multifamily 3,200,000 3,187,886 0.36
91 Miami FL 33137 Multifamily 3,200,000 3,179,729 0.36 Group 14
92 Addison TX 75240 Lodging 3,175,000 3,165,500 0.36
93 Peoria IL 61605 Office 3,200,000 3,160,322 0.35
94 Phoenix AZ 85023 Lodging 3,200,000 3,141,599 0.35
- -----------------------------------------------------------------------------------------------------------------------------
95 Tyler TX 75701 Lodging 3,025,000 3,019,935 0.34
96 Houston TX 77027 Unanchored Retail 3,000,000 2,994,261 0.34
97 Federal Way WA 98003 Multifamily 3,000,000 2,993,287 0.34
98 Norwalk OH 44857 Industrial 3,000,000 2,991,706 0.34
99 Boardman OH 44512 Anchored Retail 3,000,000 2,983,128 0.33
- -----------------------------------------------------------------------------------------------------------------------------
100 San Rafael CA 94903 Multifamily 2,983,000 2,979,417 0.33 Group 15
101 Biloxi MS 39531 Lodging 2,950,000 2,934,505 0.33 Group 16 Group 16
102 Atlanta GA 30311 Multifamily 2,925,000 2,916,266 0.33 Group 17 Group 17
103 Kansas City MO 64112 Multifamily 2,900,000 2,887,944 0.32 Group 1
104 Perry Hall MD 21236 Unanchored Retail 2,900,000 2,887,786 0.32
- -----------------------------------------------------------------------------------------------------------------------------
105 Baltimore MA 21244 Self-Storage 2,850,000 2,835,602 0.32
106 Los Angeles CA 90048 Unanchored Retail 2,800,000 2,794,451 0.31
107 Scotts Valley CA 95066 Industrial 2,800,000 2,787,516 0.31
108 Center Township PA 16001 Multifamily 2,780,000 2,772,352 0.31
109 Memphis TN 38116 Multifamily 2,750,000 2,743,579 0.31 Group 8
- -----------------------------------------------------------------------------------------------------------------------------
110 San Francisco CA 94109 Multifamily 2,750,000 2,741,484 0.31 Group 13
111 Norfolk VA 23517 Anchored Retail 2,750,000 2,737,329 0.31
112 Mount Pleasant SC 29464 Unanchored Retail 2,700,000 2,694,387 0.30
113 Rockland MA 02370 Lodging 2,700,000 2,672,836 0.30
114 Oakland CA 94621 Office 2,680,000 2,658,422 0.30
- -----------------------------------------------------------------------------------------------------------------------------
115 Vinita OK 74301 Industrial 2,650,000 2,636,166 0.30
116 Stone Mountain GA 30087 Lodging 2,620,000 2,606,528 0.29
117 Taylor MI 48180 Multifamily 2,600,000 2,591,718 0.29
118 Houston TX 77060 Office 2,500,000 2,489,686 0.28
119 Las Vegas NV 89103 Industrial 2,500,000 2,489,578 0.28
- -----------------------------------------------------------------------------------------------------------------------------
120 Pittsburg CA 94565 Self-Storage 2,500,000 2,486,308 0.28
121 Fort Myers Beach FL 33931 Lodging 2,500,000 2,464,604 0.28
122 Brockton MA 02379 Industrial 2,450,000 2,441,268 0.27
123 San Antonio TX 78223 Multifamily 2,440,000 2,433,795 0.27
124 Tyler TX 75703 Anchored Retail 2,400,000 2,395,359 0.27
125 Oak Lawn IL 60453 Unanchored Retail 2,400,000 2,391,224 0.27
126 Timonium MD 21093 Office 2,400,000 2,377,132 0.27
127 San Mateo CA 94403 Multifamily 2,400,000 2,374,931 0.27
128 Glen Burnie MD 21061 Industrial 2,375,000 2,367,487 0.27
- -----------------------------------------------------------------------------------------------------------------------------
129 St. Augustine FL 32084 Lodging 2,400,000 2,365,665 0.27 Group 3
130 Clear Lake CA 95422 Lodging 2,350,000 2,342,492 0.26
131 Oak Harbor WA 98277 Anchored Retail 2,310,000 2,303,278 0.26 Group 9B Group 9
132 East Palo Alto CA 94303 Multifamily 2,309,000 2,302,195 0.26 Group 13
133 St. Albans NY 11434 Multifamily 2,300,000 2,292,873 0.26 Group 10
- -----------------------------------------------------------------------------------------------------------------------------
134 Frankfort KY 40601 Anchored Retail 2,300,000 2,290,536 0.26
135 Tyler TX 75702 Lodging 2,260,000 2,253,279 0.25
136 San Diego CA 92101 Multifamily 2,225,000 2,212,946 0.25
137 Santa Fe NM 87505 Lodging 2,200,000 2,193,040 0.25
138 Tucson AZ 85704 Anchored Retail 2,200,000 2,188,674 0.25
- -----------------------------------------------------------------------------------------------------------------------------
139 Palm Beach FL 33480 Office 2,150,000 2,145,476 0.24 Group 11
140 Biloxi MS 39531 Lodging 2,150,000 2,139,863 0.24 Group 16 Group 16
141 West Springfield MA 01089 Office 2,100,000 2,095,194 0.24
142 Santa Monica CA 90401 Multifamily 2,100,000 2,093,661 0.24
143 Dallas TX 75240 Multifamily 2,100,000 2,093,420 0.24
- -----------------------------------------------------------------------------------------------------------------------------
144 Carrollton TX 75006 Unanchored Retail 2,100,000 2,078,590 0.23
145 Atlanta GA 30032 Multifamily 2,070,000 2,064,125 0.23 Group 17 Group 17
146 East Palo Alto CA 94133 Multifamily 2,031,000 2,025,014 0.23 Group 13
147 Dallas TX 75229 Industrial 2,000,000 1,995,878 0.22 Group 31
148 New York NY 10014 Multifamily 2,000,000 1,991,433 0.22 Group 10
- -----------------------------------------------------------------------------------------------------------------------------
149 Plano TX 75075 Unanchored Retail 2,000,000 1,985,429 0.22
150 Pascagoula MS 39567 Multifamily 1,970,000 1,945,944 0.22 Group 18
151 Las Vegas NV 89102 Multifamily 1,950,000 1,940,119 0.22
152 Henderson KY 42420 Office 1,925,000 1,918,581 0.22 Group 19
153 Gautier MS 39553 Multifamily 1,930,000 1,906,015 0.21 Group 18
- -----------------------------------------------------------------------------------------------------------------------------
154 Addison TX 75244 Unanchored Retail 1,900,000 1,896,443 0.21
155 1,900,000 1,888,326 0.21
155 Joplin MO 64801 Multifamily - - -
155 Carl Junction MO 64834 Multifamily - - -
- -----------------------------------------------------------------------------------------------------------------------------
155 Carl Junction MO 64834 Multifamily - - -
155 Carl Junction MO 64834 Multifamily - - -
156 Gladstone MO 64118 Office 1,900,000 1,886,669 0.21
157 Atlanta GA 30341 Office 1,900,000 1,880,881 0.21
- -----------------------------------------------------------------------------------------------------------------------------
158 Los Angeles CA 90011 Healthcare 1,800,000 1,796,968 0.20 Group 32 Group 32
159 San Rafael CA 94901 Multifamily 1,800,000 1,795,911 0.20
160 Baytown TX 77521 Unanchored Retail 1,800,000 1,793,378 0.20
161 Boise ID 83713 Office 1,800,000 1,789,004 0.20
162 Houston TX 77056 Multifamily 1,750,000 1,741,856 0.20
- -----------------------------------------------------------------------------------------------------------------------------
163 Sommerville MA 02143 Multifamily 1,725,000 1,717,548 0.19 Group 4
164 Dorsey MD 21227 Office 1,720,000 1,707,275 0.19
165 Houston TX 77022 Unanchored Retail 1,685,000 1,673,615 0.19
166 Miami FL 33138 Multifamily 1,675,000 1,668,317 0.19 Group 14
- -----------------------------------------------------------------------------------------------------------------------------
167 Lafayette LA 70501 Lodging 1,670,000 1,664,560 0.19
168 Massena NY 13662 Anchored Retail 1,664,000 1,660,374 0.19
169 Westland MI 48185 Industrial 1,645,000 1,643,050 0.18
170 Ravenswood WV 26164 Multifamily 1,650,000 1,637,348 0.18 Group 20
171 West Lake Hills TX 78746 Office 1,630,000 1,620,915 0.18
- -----------------------------------------------------------------------------------------------------------------------------
172 Ogden UT 84201 Multifamily 1,624,000 1,617,205 0.18
173 Amarillo TX 79106 Multifamily 1,600,000 1,596,702 0.18
174 Eagle CO 81632 Industrial 1,593,000 1,589,853 0.18 Group 12
175 New York NY 10040 Multifamily 1,600,000 1,582,981 0.18
- -----------------------------------------------------------------------------------------------------------------------------
176 Gloucester NJ 08081 Retail/CTL 1,579,000 1,561,882 0.18 Group 21
177 Atlanta GA 30311 Multifamily 1,555,000 1,550,587 0.17 Group 17 Group 17
178 Lakeland FL 33801 Multifamily 1,560,000 1,544,857 0.17
179 Paulsboro NJ 08066 Retail/CTL 1,550,000 1,541,161 0.17 Group 21
- -----------------------------------------------------------------------------------------------------------------------------
180 Grand Prairie TX 75050 Industrial 1,500,000 1,498,367 0.17 Group 31
181 Las Vegas NV 89106 Industrial 1,500,000 1,492,558 0.17
182 Lincoln IL 62656 Lodging 1,500,000 1,491,899 0.17
183 North Las Vegas NV 89031 Industrial 1,500,000 1,489,734 0.17
- -----------------------------------------------------------------------------------------------------------------------------
184 Irvington NJ 07111 Multifamily 1,500,000 1,487,244 0.17 Group 7
185 Elmhurst NY 11373 Multifamily 1,450,000 1,445,507 0.16 Group 10
186 Houston TX 77079 Office 1,450,000 1,431,753 0.16
187 Phoenix AZ 85014 Multifamily 1,440,000 1,424,594 0.16
- -----------------------------------------------------------------------------------------------------------------------------
188 Cincinnati OH 45209 Unanchored Retail 1,425,000 1,419,152 0.16 Group 22
189 Hingham MA 02043 Industrial 1,400,000 1,392,156 0.16
190 Provo UT 84601 Multifamily 1,400,000 1,390,750 0.16
191 Brooklyn NY 11225 Multifamily 1,400,000 1,384,504 0.16 Group 7
192 Middletown RI 02842 Office 1,370,000 1,364,770 0.15
- -----------------------------------------------------------------------------------------------------------------------------
193 West Blocton AL 35184 Multifamily 1,360,000 1,356,840 0.15
194 Norwell MA 02061 Office 1,360,000 1,355,189 0.15
195 Carlisle PA 17013 Retail/CTL 1,364,000 1,348,733 0.15 Group 21
196 Pembroke Pines FL 33024 Multifamily 1,350,000 1,342,751 0.15
197 Sweetwater TX 79556 Lodging 1,312,500 1,308,405 0.15
198 Topeka KS 66604 Lodging 1,320,000 1,307,700 0.15
199 Chester PA 19013 Multifamily 1,310,000 1,305,140 0.15 Group 23 Group 23
- -----------------------------------------------------------------------------------------------------------------------------
200 1,300,000 1,298,057 0.15
200 Lufkin TX 75904 Multifamily - - -
200 Lufkin TX 75904 Multifamily - - -
200 Lufkin TX 75901 Multifamily - - -
201 Novato CA 94949 Multifamily 1,270,000 1,264,836 0.14 Group 15
- -----------------------------------------------------------------------------------------------------------------------------
202 Kerrville TX 78028 Lodging 1,260,000 1,253,298 0.14
203 New Bern NC 28560 Lodging 1,250,000 1,247,450 0.14
204 Novato CA 94596 Multifamily 1,228,000 1,223,007 0.14 Group 15
205 Woodbridge VA 22191 Industrial 1,200,000 1,195,618 0.13
206 Oaklyn NJ 08107 Retail/CTL 1,196,000 1,180,615 0.13 Group 21
- -----------------------------------------------------------------------------------------------------------------------------
207 Owensboro KY 42303 Office 1,175,000 1,171,082 0.13 Group 19
208 Keizer OR 97303 Multifamily 1,200,000 1,167,817 0.13 Group 24
209 Winslow AZ 86047 Lodging 1,150,000 1,143,555 0.13
210 Chester PA 19013 Multifamily 1,140,000 1,135,771 0.13 Group 23 Group 23
- -----------------------------------------------------------------------------------------------------------------------------
211 Anchorage AK 99518 Industrial 1,125,000 1,119,948 0.13
212 Dallas TX 75208 Multifamily 1,115,000 1,112,492 0.12
213 Dallas TX 75220 Unanchored Retail 1,084,000 1,082,074 0.12
214 East Orange NJ 07107 Multifamily 1,072,000 1,069,075 0.12 Group 25
- -----------------------------------------------------------------------------------------------------------------------------
215 Denver CO 80220 Unanchored Retail 1,050,000 1,047,733 0.12 Group 22
216 Wheat Ridge CO 80033 Unanchored Retail 1,050,000 1,047,733 0.12 Group 22
217 Provo UT 84606 Multifamily 1,050,000 1,043,908 0.12
218 Las Vegas NV 89117 Unanchored Retail 1,025,000 1,022,787 0.11 Group 22
219 Atlanta GA 30307 Multifamily 1,025,000 1,021,008 0.11
- -----------------------------------------------------------------------------------------------------------------------------
220 New Haven CT 06513 Multifamily 1,020,000 1,012,746 0.11
221 Edgewater CO 80214 Unanchored Retail 1,010,000 1,007,819 0.11 Group 22
222 Reading PA 19602 Multifamily 1,012,000 1,006,422 0.11
223 Phoenix AZ 85009 Industrial 1,000,000 996,925 0.11
224 Austin TX 78729 Office 1,000,000 994,967 0.11 Group 26
225 Waterbury CT 06702 Multifamily 1,000,000 994,860 0.11 Group 20
226 Philadelphia PA 19130 Multifamily 1,000,000 990,984 0.11
227 Montclair CA 91763 Multifamily 1,000,000 990,764 0.11 Group 27
- -----------------------------------------------------------------------------------------------------------------------------
228 Bronx NY 10462 Multifamily 990,000 980,977 0.11
229 Pompano Beach FL 33060 Multifamily 975,000 969,343 0.11
230 Arlington MA 02174 Multifamily 970,000 965,254 0.11 Group 28
231 Wauwatosa WI 53213 Unanchored Retail 950,000 947,949 0.11 Group 22
232 Las Vegas NV 89109 Office 950,000 943,077 0.11
- -----------------------------------------------------------------------------------------------------------------------------
233 College Station TX 77840 Multifamily 950,000 942,811 0.11 Group 26
234 Houston TX 77040 Multifamily 940,000 931,433 0.10
235 South Daytona FL 32119 Multifamily 925,000 918,767 0.10
236 Owensboro KY 42302 Office 900,000 896,999 0.10 Group 19
237 Brooklyn NY 11212 Multifamily 900,000 895,040 0.10
238 Forest Hills TX 76140 Unanchored Retail 875,000 873,111 0.10 Group 22
- -----------------------------------------------------------------------------------------------------------------------------
239 Indianapolis IN 46158 Unanchored Retail 860,000 858,143 0.10 Group 22
240 Dallas TX 75219 Multifamily 862,000 856,305 0.10
241 Philadelphia PA 19135 Multifamily 860,000 855,998 0.10 Group 29
242 Charlotte NC 28208 Multifamily 860,000 850,695 0.10
- -----------------------------------------------------------------------------------------------------------------------------
243 Las Vegas NV 89121 Unanchored Retail 850,000 848,165 0.10 Group 22
244 Tulsa OK 74136 Unanchored Retail 850,000 848,165 0.10 Group 22
245 Newark NJ 07112 Multifamily 850,000 847,681 0.10 Group 25
246 Newark NJ 07112 Multifamily 850,000 845,058 0.09 Group 25
247 Greensboro NC 27403 Multifamily 840,000 833,878 0.09
- -----------------------------------------------------------------------------------------------------------------------------
248 Tulsa OK 74136 Industrial 840,000 832,227 0.09
249 Austin TX 78731 Office 826,000 820,543 0.09
250 Ashland OH 44805 Unanchored Retail 800,000 796,959 0.09
251 East Orange NJ 07018 Multifamily 800,000 796,086 0.09
252 Keizer OR 97303 Multifamily 800,000 778,545 0.09 Group 24
- -----------------------------------------------------------------------------------------------------------------------------
253 Jersey City NJ 07306 Multifamily 770,000 767,633 0.09 Group 30
254 Bay City MI 48706 Unanchored Retail 760,000 758,359 0.09 Group 22
255 Elkhart IN 46514 Unanchored Retail 750,000 748,381 0.08 Group 22
256 Lighthouse Point FL 33064 Office 750,000 748,372 0.08
- -----------------------------------------------------------------------------------------------------------------------------
257 Atlanta GA 30311 Multifamily 750,000 747,871 0.08 Group 17 Group 17
258 Elkridge MD 21075 Lodging 750,000 747,053 0.08
259 Highland Hills OH 44122 Multifamily 750,000 745,407 0.08
260 Longview TX 75604 Anchored Retail 750,000 744,183 0.08
- -----------------------------------------------------------------------------------------------------------------------------
261 East Palo Alto CA 94303 Multifamily 738,000 736,502 0.08
262 Jackson Heights NY 11372 Multifamily 730,000 727,738 0.08 Group 10
263 Boston (Brighton) MA 02146 Multifamily 730,000 726,428 0.08 Group 28
264 Salem OR 97302 Multifamily 730,000 710,422 0.08 Group 24
265 Pomona CA 91768 Multifamily 712,000 707,656 0.08 Group 27
- -----------------------------------------------------------------------------------------------------------------------------
266 Bronx NY 10455 Unanchored Retail 700,000 693,840 0.08
267 Monroe LA 71203 Multifamily 690,000 681,425 0.08 Group 18
268 Brooklyn NY 11226 Multifamily 679,000 677,749 0.08
269 Houston TX 77023 Multifamily 675,000 671,280 0.08
- -----------------------------------------------------------------------------------------------------------------------------
270 Houston TX 77055 Multifamily 675,000 669,623 0.08
271 Bethlehem PA 18020 Multifamily 654,000 650,488 0.07
272 Oberlin OH 44074 Multifamily 650,000 647,407 0.07
273 Springfield MA 01108 Multifamily 652,000 647,370 0.07
274 Irving TX 75060 Multifamily 652,000 646,539 0.07
275 Jacksonville FL 32211 Multifamily 648,000 646,185 0.07
276 Dickinson TX 77539 Multifamily 650,000 645,384 0.07
277 Philadelphia PA 19144 Multifamily 640,000 638,850 0.07
- -----------------------------------------------------------------------------------------------------------------------------
278 Wind Gap PA 13601 Unanchored Retail 640,000 638,618 0.07 Group 22
279 Deer Park TX 77536 Multifamily 629,000 626,780 0.07
280 Elkhart IN 46517 Unanchored Retail 625,000 623,650 0.07 Group 22
281 Chicago IL 60644 Unanchored Retail 625,000 623,650 0.07 Group 22
282 Miami Beach FL 33139 Multifamily 625,000 621,865 0.07
- -----------------------------------------------------------------------------------------------------------------------------
283 Philadelphia PA 19136 Multifamily 620,000 617,115 0.07 Group 29
284 Marietta GA 30062 Industrial 610,000 608,732 0.07
285 Philadelphia PA 19136 Multifamily 610,000 607,161 0.07 Group 29
286 East Orange NJ 07111 Multifamily 612,000 606,615 0.07
287 Yonkers NY 10705 Multifamily 612,000 602,978 0.07
- -----------------------------------------------------------------------------------------------------------------------------
288 Los Angeles CA 90034 Healthcare 600,000 598,989 0.07 Group 32 Group 32
289 Sunrise FL 33313 Multifamily 600,000 596,607 0.07
290 Houston TX 77055 Multifamily 600,000 596,025 0.07
291 Plano TX 75074 Multifamily 592,000 590,909 0.07
292 Seattle WA 98155 Multifamily 600,000 583,909 0.07 Group 24
- -----------------------------------------------------------------------------------------------------------------------------
293 Philadelphia PA 19102 Multifamily 585,000 580,168 0.07
294 Watertown NY 13601 Unanchored Retail 580,000 578,748 0.06 Group 22
295 Miami Beach FL 33139 Multifamily 575,000 570,701 0.06
296 Fort Wayne IN 46807 Multifamily 568,000 565,423 0.06
297 New York NY 10036 Multifamily 560,000 558,863 0.06
- -----------------------------------------------------------------------------------------------------------------------------
298 Garland TX 75042 Multifamily 560,000 556,226 0.06
299 Pomona CA 91766 Multifamily 555,000 549,874 0.06 Group 27
300 Dallas TX 75209 Multifamily 550,000 545,050 0.06
301 Los Angeles CA 90028 Multifamily 540,000 535,015 0.06
302 Jersey City NJ 07304 Multifamily 521,250 518,899 0.06 Group 30
- -----------------------------------------------------------------------------------------------------------------------------
303 Norfolk VA 23503 Multifamily 520,000 518,583 0.06
304 Patchogue NY 11772 Multifamily 520,000 517,423 0.06
- -----------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Anticipated Loan First Interest Grace
Control Balance Loan Mortgage Note Payment Accrual Monthly Payment Period
Number at Maturity/ARD Type Rate Date Date Method Payment Frequency (Days)
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1 17,396,887 Balloon 7.2200 02/11/98 04/01/98 30 Month-Days/360 Year-Days 137,185 Monthly 10
2 15,726,798 Balloon 7.7100 11/19/98 01/01/99 Actual Days/360 Year-Days 142,236 Monthly 5
3 16,451,801 Balloon 6.9800 03/31/98 05/01/98 Actual Days/360 Year-Days 125,289 Monthly 10
4 15,687,825 Balloon 7.8600 11/24/98 01/01/99 Actual Days/360 Year-Days 125,132 Monthly 10
- -----------------------------------------------------------------------------------------------------------------------------------
5 9,385,412 Balloon 7.8900 04/27/98 06/01/98 Actual Days/360 Year-Days 94,362 Monthly 7
5 - - - -
5 - - - -
5 - - - -
6 7,734,709 Balloon 7.3500 03/27/98 05/01/98 Actual Days/360 Year-Days 87,511 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
7 9,270,087 Balloon 7.2500 10/05/98 12/01/98 Actual Days/360 Year-Days 83,123 Monthly 5
8 9,471,290 Balloon 8.2800 10/22/98 12/01/98 Actual Days/360 Year-Days 90,112 Monthly 5
9 9,424,891 Balloon 7.3300 01/27/98 03/01/98 30 Month-Days/360 Year-Days 74,950 Monthly 10
10 7,940,735 Balloon 7.1500 09/11/98 11/01/98 Actual Days/360 Year-Days 76,887 Monthly 5
11 - Fully Amortizing 6.8600 05/29/98 07/01/98 30 Month-Days/360 Year-Days 65,593 Monthly -
- -----------------------------------------------------------------------------------------------------------------------------------
12 9,100,455 Balloon 6.9200 06/12/98 08/01/98 Actual Days/360 Year-Days 65,334 Monthly 5
13 8,020,226 Balloon 6.3900 09/16/98 11/01/98 Actual Days/360 Year-Days 58,424 Monthly 10
14 7,874,757 Balloon 6.7100 08/31/98 10/01/98 Actual Days/360 Year-Days 58,781 Monthly 7
15 7,741,000 Balloon 6.4900 08/26/98 10/01/98 Actual Days/360 Year-Days 56,827 Monthly 10
16 7,334,003 Balloon 6.3900 09/03/98 11/01/98 Actual Days/360 Year-Days 53,425 Monthly 5
17 7,350,267 Balloon 6.6800 09/25/98 11/01/98 Actual Days/360 Year-Days 54,736 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
18 6,619,877 Balloon 6.5300 09/25/98 11/01/98 Actual Days/360 Year-Days 56,875 Monthly 10
19 7,503,896 Balloon 8.2000 11/09/98 01/01/99 Actual Days/360 Year-Days 62,437 Monthly -
20 7,121,117 Balloon 6.9200 05/27/98 01/01/99 Actual Days/360 Year-Days 53,455 Monthly 5
21 7,022,620 Balloon 7.2500 10/07/98 12/01/98 Actual Days/360 Year-Days 54,574 Monthly 15
- -----------------------------------------------------------------------------------------------------------------------------------
22 6,490,060 Balloon 7.3500 07/08/98 09/01/98 Actual Days/360 Year-Days 58,523 Monthly 5
23 6,370,223 Balloon 6.8500 09/24/98 11/01/98 Actual Days/360 Year-Days 55,779 Monthly 10
24 6,830,698 Balloon 6.7900 07/07/98 09/01/98 30 Month-Days/360 Year-Days 52,101 Monthly 10
25 6,394,531 Balloon 7.2700 05/27/98 07/01/98 Actual Days/360 Year-Days 51,949 Monthly 10
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26 6,532,449 Balloon 6.9400 06/18/98 08/01/98 Actual Days/360 Year-Days 49,596 Monthly 10
27 6,341,833 Balloon 6.8500 09/30/98 11/01/98 Actual Days/360 Year-Days 47,834 Monthly 10
28 6,093,689 Balloon 6.9200 06/05/98 08/01/98 Actual Days/360 Year-Days 46,196 Monthly 5
29 5,858,738 Balloon 7.1000 08/06/98 10/01/98 Actual Days/360 Year-Days 45,026 Monthly -
30 5,733,711 Balloon 6.8500 09/17/98 11/01/98 Actual Days/360 Year-Days 43,247 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
31 5,586,745 Balloon 7.0300 09/02/98 11/01/98 Actual Days/360 Year-Days 42,708 Monthly -
32 4,944,075 Balloon 6.9000 08/24/98 10/01/98 Actual Days/360 Year-Days 43,426 Monthly 10
33 5,294,780 Balloon 7.4500 09/14/98 11/01/98 Actual Days/360 Year-Days 41,748 Monthly 5
34 4,621,692 Balloon 5.8400 09/29/98 11/01/98 Actual Days/360 Year-Days 38,073 Monthly 10
- -----------------------------------------------------------------------------------------------------------------------------------
35 5,298,722 Balloon 7.4300 05/01/98 06/01/98 Actual Days/360 Year-Days 44,067 Monthly -
36 5,535,227 Balloon 7.4200 01/30/98 03/01/98 Actual Days/360 Year-Days 44,028 Monthly -
37 5,150,742 Balloon 6.9900 09/03/98 11/01/98 Actual Days/360 Year-Days 39,202 Monthly -
38 4,980,405 Balloon 7.7700 10/13/98 12/01/98 Actual Days/360 Year-Days 40,197 Monthly 5
39 4,787,024 Balloon 7.3500 09/25/98 11/01/98 Actual Days/360 Year-Days 38,436 Monthly -
- -----------------------------------------------------------------------------------------------------------------------------------
40 4,470,089 Balloon 6.7900 08/20/98 10/01/98 Actual Days/360 Year-Days 35,168 Monthly 5
41 4,949,146 Balloon 6.7600 08/06/98 10/01/98 Actual Days/360 Year-Days 35,060 Monthly 5
42 4,404,185 Balloon 7.6300 06/01/98 07/01/98 Actual Days/360 Year-Days 40,363 Monthly -
43 4,628,267 Balloon 6.7000 10/06/98 12/01/98 Actual Days/360 Year-Days 34,522 Monthly -
- -----------------------------------------------------------------------------------------------------------------------------------
44 4,611,229 Balloon 6.9600 11/05/98 01/01/99 Actual Days/360 Year-Days 35,628 Monthly -
45 4,549,911 Balloon 7.1250 10/07/98 12/01/98 Actual Days/360 Year-Days 35,033 Monthly 5
46 4,480,513 Balloon 6.5500 09/25/98 11/01/98 Actual Days/360 Year-Days 33,039 Monthly 5
47 4,396,925 Balloon 6.7900 08/25/98 10/01/98 Actual Days/360 Year-Days 33,019 Monthly -
48 4,468,323 Balloon 7.9700 10/15/98 12/01/98 Actual Days/360 Year-Days 36,584 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
49 4,138,774 Balloon 6.5800 10/01/98 12/01/98 Actual Days/360 Year-Days 30,592 Monthly 5
50 3,814,884 Balloon 6.7900 09/30/98 11/01/98 Actual Days/360 Year-Days 33,285 Monthly 5
51 4,142,520 Balloon 7.0000 10/15/98 12/01/98 Actual Days/360 Year-Days 31,602 Monthly 4
51 - - - -
51 - - - -
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51 - - - -
52 4,575,322 Balloon 7.3500 03/23/98 05/01/98 30 Month-Days/360 Year-Days 32,526 Monthly 5
53 3,792,456 Balloon 7.2700 06/05/98 08/01/98 Actual Days/360 Year-Days 34,033 Monthly 5
54 3,764,577 Balloon 7.0300 04/15/98 06/01/98 Actual Days/360 Year-Days 33,309 Monthly 5
55 4,013,283 Balloon 6.6100 09/29/98 11/01/98 Actual Days/360 Year-Days 29,728 Monthly 10
- -----------------------------------------------------------------------------------------------------------------------------------
56 - Fully Amortizing 7.3500 02/02/98 04/01/98 30 Month-Days/360 Year-Days 43,629 Monthly 5
57 4,024,664 Balloon 7.1100 06/25/98 08/01/98 Actual Days/360 Year-Days 30,944 Monthly 10
58 3,627,425 Balloon 7.2500 10/07/98 12/01/98 Actual Days/360 Year-Days 32,526 Monthly 5
59 3,884,896 Balloon 6.6200 10/01/98 11/01/98 Actual Days/360 Year-Days 28,799 Monthly 5
60 3,553,655 Balloon 6.5900 09/03/98 11/01/98 Actual Days/360 Year-Days 30,638 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
61 3,683,684 Balloon 6.7900 08/31/98 10/01/98 Actual Days/360 Year-Days 28,981 Monthly 10
62 1,768,325 Balloon 7.2400 08/18/98 10/01/98 Actual Days/360 Year-Days 31,775 Monthly 7
63 3,387,393 Balloon 7.7500 02/06/98 04/01/98 Actual Days/360 Year-Days 33,815 Monthly 5
64 3,705,040 Balloon 6.5500 09/25/98 11/01/98 Actual Days/360 Year-Days 27,320 Monthly 5
65 3,320,750 Balloon 7.5000 09/08/98 11/01/98 Actual Days/360 Year-Days 32,740 Monthly -
- -----------------------------------------------------------------------------------------------------------------------------------
66 3,598,719 Balloon 7.2400 09/25/98 11/01/98 Actual Days/360 Year-Days 27,941 Monthly -
67 3,183,100 Balloon 6.8300 09/10/98 11/01/98 Actual Days/360 Year-Days 27,839 Monthly 5
68 3,218,157 Balloon 7.1800 07/15/98 09/01/98 Actual Days/360 Year-Days 28,732 Monthly 10
69 3,207,236 Balloon 7.0700 07/02/98 09/01/98 Actual Days/360 Year-Days 28,450 Monthly 5
70 3,509,989 Balloon 7.2200 02/26/98 04/01/98 Actual Days/360 Year-Days 27,206 Monthly -
- -----------------------------------------------------------------------------------------------------------------------------------
71 3,486,964 Balloon 6.9700 02/17/98 04/01/98 Actual Days/360 Year-Days 26,532 Monthly -
72 3,124,836 Balloon 7.8600 05/21/98 07/01/98 Actual Days/360 Year-Days 31,377 Monthly 4
73 3,386,234 Balloon 6.5500 09/25/98 11/01/98 Actual Days/360 Year-Days 24,970 Monthly 5
74 3,045,243 Balloon 6.6400 09/03/98 11/01/98 Actual Days/360 Year-Days 26,333 Monthly 5
75 3,484,185 Balloon 6.7800 09/30/98 11/01/98 Actual Days/360 Year-Days 24,723 Monthly 10
- -----------------------------------------------------------------------------------------------------------------------------------
75 - - - -
75 - - - -
75 - - - -
75 - - - -
76 - Fully Amortizing 6.9000 09/03/98 11/01/98 30 Month-Days/360 Year-Days 29,234 Monthly 10
- -----------------------------------------------------------------------------------------------------------------------------------
77 3,271,378 Balloon 7.0100 09/01/98 10/01/98 Actual Days/360 Year-Days 24,974 Monthly -
78 3,140,525 Balloon 7.0100 09/01/98 10/01/98 Actual Days/360 Year-Days 23,975 Monthly -
79 3,108,946 Balloon 7.7200 10/16/98 12/01/98 Actual Days/360 Year-Days 25,002 Monthly 5
80 2,790,489 Balloon 6.8900 09/03/98 11/01/98 Actual Days/360 Year-Days 24,492 Monthly 5
81 2,864,014 Balloon 7.7500 08/25/98 10/01/98 Actual Days/360 Year-Days 26,437 Monthly 5
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81 - - - -
81 - - - -
82 2,790,134 Balloon 6.8900 08/26/98 10/01/98 Actual Days/360 Year-Days 24,492 Monthly 10
83 2,774,705 Balloon 6.7100 07/13/98 09/01/98 Actual Days/360 Year-Days 24,094 Monthly 5
84 2,747,526 Balloon 6.9400 07/23/98 09/01/98 30 Month-Days/360 Year-Days 24,603 Monthly 10
- -----------------------------------------------------------------------------------------------------------------------------------
85 2,759,089 Balloon 8.5000 11/02/98 01/01/99 Actual Days/360 Year-Days 26,572 Monthly 5
86 2,875,319 Balloon 6.9600 09/29/98 11/01/98 Actual Days/360 Year-Days 21,866 Monthly 5
87 2,865,727 Balloon 7.0100 09/01/98 10/01/98 Actual Days/360 Year-Days 21,877 Monthly -
88 2,852,776 Balloon 6.9500 09/30/98 11/01/98 Actual Days/360 Year-Days 21,679 Monthly 5
89 2,836,296 Balloon 7.6250 09/28/98 11/01/98 Actual Days/360 Year-Days 22,649 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
90 2,772,540 Balloon 6.7500 07/10/98 09/01/98 Actual Days/360 Year-Days 20,755 Monthly 10
91 2,585,255 Balloon 7.3100 06/18/98 08/01/98 Actual Days/360 Year-Days 23,254 Monthly -
92 2,583,143 Balloon 7.5500 09/23/98 11/01/98 Actual Days/360 Year-Days 23,566 Monthly -
93 - Fully Amortizing 6.9500 08/26/98 10/01/98 Actual Days/360 Year-Days 28,673 Monthly 5
94 2,498,919 Balloon 8.6200 09/05/97 11/01/97 30 Month-Days/360 Year-Days 26,688 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
95 2,535,663 Balloon 8.6000 10/16/98 12/01/98 Actual Days/360 Year-Days 24,562 Monthly 5
96 2,638,639 Balloon 7.3200 09/21/98 11/01/98 Actual Days/360 Year-Days 20,608 Monthly 5
97 2,597,054 Balloon 6.7200 09/10/98 11/01/98 Actual Days/360 Year-Days 19,398 Monthly 5
98 2,771,401 Balloon 7.2200 08/27/98 10/01/98 Actual Days/360 Year-Days 20,404 Monthly 4
99 2,020,609 Balloon 6.7100 09/25/98 11/01/98 Actual Days/360 Year-Days 22,740 Monthly 10
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100 2,651,658 Balloon 7.7500 10/13/98 12/01/98 Actual Days/360 Year-Days 21,371 Monthly 5
101 2,012,194 Balloon 7.2000 09/22/98 11/01/98 Actual Days/360 Year-Days 23,227 Monthly 5
102 2,380,440 Balloon 7.5600 09/15/98 11/01/98 Actual Days/360 Year-Days 21,730 Monthly 5
103 2,532,667 Balloon 7.0400 06/10/98 08/01/98 Actual Days/360 Year-Days 19,371 Monthly -
104 2,639,971 Balloon 6.9200 07/31/98 09/01/98 30 Month-Days/360 Year-Days 19,138 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
105 2,235,376 Balloon 6.9100 08/14/98 10/01/98 30 Month-Days/360 Year-Days 19,980 Monthly 10
106 2,291,111 Balloon 7.7500 10/09/98 12/01/98 Actual Days/360 Year-Days 21,149 Monthly 5
107 2,157,394 Balloon 5.7700 10/05/98 12/01/98 30 Month-Days/360 Year-Days 19,690 Monthly 5
108 2,149,764 Balloon 7.2400 08/12/98 10/01/98 Actual Days/360 Year-Days 18,946 Monthly 5
109 2,369,501 Balloon 6.5500 09/25/98 11/01/98 Actual Days/360 Year-Days 17,472 Monthly 5
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110 2,382,330 Balloon 6.7500 09/01/98 10/01/98 Actual Days/360 Year-Days 17,836 Monthly 5
111 2,198,436 Balloon 6.9800 08/21/98 10/01/98 Actual Days/360 Year-Days 19,401 Monthly 10
112 2,192,973 Hyperamortizing 7.5000 10/08/98 12/01/98 Actual Days/360 Year-Days 19,953 Monthly 7
113 1,876,661 Balloon 7.5700 06/09/98 08/01/98 Actual Days/360 Year-Days 21,867 Monthly -
114 2,186,204 Balloon 7.6300 04/27/98 06/01/98 Actual Days/360 Year-Days 20,032 Monthly -
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115 2,147,681 Balloon 7.4200 07/31/98 09/01/98 Actual Days/360 Year-Days 19,446 Monthly 10
116 - Fully Amortizing 7.3500 09/11/98 11/01/98 Actual Days/360 Year-Days 20,867 Monthly 5
117 2,244,997 Balloon 6.6300 08/28/98 10/01/98 Actual Days/360 Year-Days 16,657 Monthly 10
118 2,304,052 Balloon 7.0700 06/30/98 08/01/98 Actual Days/360 Year-Days 16,750 Monthly 5
119 2,182,706 Balloon 7.0300 06/12/98 08/01/98 Actual Days/360 Year-Days 16,683 Monthly 10
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120 1,862,414 Balloon 7.1700 07/31/98 09/01/98 Actual Days/360 Year-Days 17,942 Monthly 5
121 1,775,955 Balloon 8.2000 03/31/98 05/01/98 Actual Days/360 Year-Days 21,223 Monthly 5
122 1,787,845 Balloon 6.6500 09/28/98 11/01/98 Actual Days/360 Year-Days 16,773 Monthly 5
123 2,081,647 Balloon 6.2000 09/30/98 11/01/98 Actual Days/360 Year-Days 14,944 Monthly 5
124 2,020,269 Balloon 5.7500 10/09/98 12/01/98 Actual Days/360 Year-Days 14,006 Monthly 10
125 2,087,294 Balloon 6.8900 07/08/98 09/05/98 Actual Days/360 Year-Days 15,790 Monthly 5
126 - Fully Amortizing 6.8400 08/28/98 10/01/98 30 Month-Days/360 Year-Days 19,348 Monthly 5
127 - Fully Amortizing 7.5000 02/26/98 04/01/98 Actual Days/360 Year-Days 17,736 Monthly 5
128 1,915,986 Balloon 7.2700 09/11/98 11/01/98 Actual Days/360 Year-Days 17,197 Monthly 5
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129 1,860,862 Balloon 7.6500 01/12/98 03/01/98 Actual Days/360 Year-Days 18,503 Monthly 5
130 1,892,919 Balloon 7.2200 09/03/98 11/01/98 Actual Days/360 Year-Days 16,941 Monthly -
131 2,015,169 Balloon 7.0100 09/01/98 10/01/98 Actual Days/360 Year-Days 15,384 Monthly -
132 1,882,763 Balloon 7.6250 09/29/98 11/01/98 Actual Days/360 Year-Days 17,251 Monthly 5
133 1,861,417 Balloon 7.3750 09/10/98 11/01/98 Actual Days/360 Year-Days 16,810 Monthly 5
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134 2,010,744 Balloon 7.0800 06/29/98 08/01/98 Actual Days/360 Year-Days 15,426 Monthly 5
135 1,840,344 Balloon 7.5800 09/03/98 11/01/98 Actual Days/360 Year-Days 16,819 Monthly -
136 1,951,357 Balloon 7.2000 04/22/98 06/01/98 Actual Days/360 Year-Days 15,103 Monthly 5
137 1,774,809 Balloon 7.2700 09/16/98 11/01/98 Actual Days/360 Year-Days 15,930 Monthly -
138 1,880,706 Balloon 6.8400 06/08/98 08/01/98 30 Month-Days/360 Year-Days 14,401 Monthly 10
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139 1,873,314 Balloon 6.9600 09/29/98 11/01/98 Actual Days/360 Year-Days 14,246 Monthly 5
140 1,506,407 Balloon 7.9500 09/22/98 11/01/98 Actual Days/360 Year-Days 17,917 Monthly 5
141 1,813,453 Balloon 6.6300 09/16/98 11/01/98 Actual Days/360 Year-Days 13,453 Monthly 5
142 1,755,989 Balloon 5.9700 09/23/98 11/01/98 30 Month-Days/360 Year-Days 12,550 Monthly 5
143 1,816,754 Balloon 6.7000 09/01/98 10/01/98 Actual Days/360 Year-Days 13,551 Monthly -
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144 1,712,882 Balloon 7.6250 02/20/98 04/01/98 Actual Days/360 Year-Days 15,690 Monthly 5
145 1,697,113 Balloon 7.8100 09/15/98 11/01/98 Actual Days/360 Year-Days 15,717 Monthly 5
146 1,656,082 Balloon 7.6250 09/29/98 11/01/98 Actual Days/360 Year-Days 15,174 Monthly 5
147 1,746,319 Balloon 7.0400 09/28/98 11/01/98 Actual Days/360 Year-Days 13,360 Monthly -
148 1,618,390 Balloon 7.3750 08/18/98 10/01/98 Actual Days/360 Year-Days 14,618 Monthly 5
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149 1,624,861 Balloon 7.5000 05/27/98 07/01/98 Actual Days/360 Year-Days 14,780 Monthly 5
150 - Fully Amortizing 7.4500 01/29/98 03/01/98 Actual Days/360 Year-Days 14,494 Monthly 5
151 - Fully Amortizing 8.0000 03/06/98 05/01/98 Actual Days/360 Year-Days 14,308 Monthly 5
152 1,540,068 Balloon 7.0000 09/28/98 11/01/98 Actual Days/360 Year-Days 13,606 Monthly 5
153 - Fully Amortizing 7.3500 01/29/98 03/01/98 Actual Days/360 Year-Days 14,075 Monthly 5
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154 1,674,555 Balloon 7.4000 09/24/98 11/01/98 Actual Days/360 Year-Days 13,155 Monthly 5
155 1,684,512 Balloon 7.6250 02/20/98 04/01/98 Actual Days/360 Year-Days 13,448 Monthly 5
155 - - - -
155 - - - -
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155 - - - -
155 - - - -
156 - Fully Amortizing 7.3500 08/27/98 10/01/98 Actual Days/360 Year-Days 15,132 Monthly 5
157 1,385,871 Balloon 6.9000 09/01/98 10/01/98 Actual Days/360 Year-Days 15,844 Monthly 5
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158 1,507,581 Balloon 8.5700 10/13/98 12/01/98 Actual Days/360 Year-Days 14,579 Monthly 5
159 1,355,828 Balloon 6.6600 10/01/98 11/01/98 Actual Days/360 Year-Days 11,567 Monthly 5
160 1,416,411 Balloon 6.4800 09/18/98 11/01/98 Actual Days/360 Year-Days 12,131 Monthly 5
161 1,184,809 Balloon 6.1000 09/30/98 11/01/98 Actual Days/360 Year-Days 13,000 Monthly 10
162 1,442,763 Balloon 8.0000 07/17/98 09/01/98 Actual Days/360 Year-Days 13,507 Monthly 5
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163 1,472,835 Balloon 6.7900 07/07/98 09/01/98 30 Month-Days/360 Year-Days 11,234 Monthly 10
164 1,394,019 Balloon 7.4200 05/22/98 07/01/98 Actual Days/360 Year-Days 12,621 Monthly 5
165 724,469 Balloon 7.6250 08/13/98 10/01/98 Actual Days/360 Year-Days 13,703 Monthly 5
166 1,370,635 Balloon 7.7500 08/27/98 10/01/98 Actual Days/360 Year-Days 12,652 Monthly 5
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167 1,341,047 Balloon 7.1200 09/04/98 11/01/98 Actual Days/360 Year-Days 11,931 Monthly -
168 1,341,341 Balloon 7.2500 10/07/98 12/01/98 Actual Days/360 Year-Days 12,028 Monthly -
169 1,464,064 Balloon 7.8000 10/14/98 12/01/98 Actual Days/360 Year-Days 11,842 Monthly 5
170 1,355,736 Balloon 7.8750 04/03/98 06/01/98 Actual Days/360 Year-Days 12,599 Monthly 5
171 1,092,902 Hyperamortizing 7.0200 09/09/98 11/01/98 Actual Days/360 Year-Days 12,758 Monthly 5
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172 1,319,086 Balloon 7.5000 08/31/98 10/01/98 Actual Days/360 Year-Days 12,001 Monthly 5
173 1,397,055 Balloon 7.0400 09/22/98 11/01/98 Actual Days/360 Year-Days 10,688 Monthly 5
174 1,396,784 Balloon 7.2000 09/30/98 11/01/98 Actual Days/360 Year-Days 10,813 Monthly 5
175 - Fully Amortizing 8.3750 05/28/98 07/01/98 Actual Days/360 Year-Days 13,759 Monthly 5
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176 - Fully Amortizing 6.3500 09/01/98 10/01/98 30 Month-Days/360 Year-Days 12,601 Monthly 5
177 1,274,884 Balloon 7.8100 09/15/98 11/01/98 Actual Days/360 Year-Days 11,807 Monthly 5
178 1,281,839 Balloon 7.8750 02/13/98 04/01/98 Actual Days/360 Year-Days 11,911 Monthly 5
179 - Fully Amortizing 6.4100 09/01/98 10/01/98 30 Month-Days/360 Year-Days 10,472 Monthly 5
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180 1,345,273 Balloon 8.1200 10/14/98 12/01/98 Actual Days/360 Year-Days 11,132 Monthly 5
181 1,288,092 Balloon 7.0300 06/12/98 08/01/98 30 Month-Days/360 Year-Days 10,010 Monthly 10
182 - Fully Amortizing 7.2600 09/02/98 11/01/98 Actual Days/360 Year-Days 11,960 Monthly -
183 1,196,913 Balloon 6.9100 06/23/98 08/01/98 Actual Days/360 Year-Days 10,516 Monthly 5
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184 1,307,582 Balloon 7.0000 01/30/98 03/01/98 Actual Days/360 Year-Days 9,980 Monthly 5
185 1,173,503 Balloon 7.3750 09/10/98 11/01/98 Actual Days/360 Year-Days 10,598 Monthly 5
186 - Fully Amortizing 6.7900 08/31/98 10/01/98 Actual Days/360 Year-Days 12,863 Monthly 10
187 1,165,752 Balloon 7.3750 02/12/98 04/01/98 Actual Days/360 Year-Days 10,525 Monthly 5
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188 1,246,115 Balloon 7.0900 06/11/98 08/05/98 Actual Days/360 Year-Days 9,567 Monthly 5
189 1,121,835 Balloon 7.0500 07/13/98 09/01/98 Actual Days/360 Year-Days 9,940 Monthly 5
190 1,154,259 Balloon 8.0000 05/29/98 07/01/98 Actual Days/360 Year-Days 10,805 Monthly 5
191 1,153,223 Balloon 8.0000 01/30/98 03/01/98 Actual Days/360 Year-Days 10,805 Monthly 5
192 1,071,005 Balloon 6.2800 09/25/98 11/01/98 Actual Days/360 Year-Days 9,063 Monthly 5
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193 1,172,478 Balloon 6.5700 09/30/98 11/01/98 Actual Days/360 Year-Days 8,659 Monthly 5
194 1,077,447 Balloon 6.6900 09/14/98 11/01/98 Actual Days/360 Year-Days 9,345 Monthly 5
195 - Fully Amortizing 6.3500 09/01/98 10/01/98 30 Month-Days/360 Year-Days 11,004 Monthly 5
196 - Fully Amortizing 8.1250 06/09/98 08/01/98 Actual Days/360 Year-Days 10,532 Monthly 5
197 1,061,094 Balloon 7.3400 09/18/98 11/01/98 Actual Days/360 Year-Days 9,563 Monthly 5
198 - Fully Amortizing 8.1000 06/12/98 08/01/98 Actual Days/360 Year-Days 11,123 Monthly 5
199 1,083,653 Balloon 8.1250 08/21/98 10/01/98 Actual Days/360 Year-Days 10,220 Monthly 5
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200 1,129,971 Balloon 6.8750 10/02/98 12/01/98 Actual Days/360 Year-Days 8,540 Monthly -
200 - - - -
200 - - - -
200 - - - -
201 1,111,594 Balloon 7.1250 06/16/98 08/01/98 Actual Days/360 Year-Days 8,556 Monthly 5
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202 - Fully Amortizing 7.3800 09/09/98 11/01/98 Actual Days/360 Year-Days 10,141 Monthly -
203 1,018,297 Balloon 7.6000 10/09/98 12/01/98 Actual Days/360 Year-Days 9,319 Monthly -
204 1,074,834 Balloon 7.1250 06/16/98 08/01/98 Actual Days/360 Year-Days 8,273 Monthly 5
205 945,500 Balloon 6.5200 09/24/98 11/01/98 Actual Days/360 Year-Days 8,117 Monthly 10
206 - Fully Amortizing 6.3500 09/01/98 10/01/98 30 Month-Days/360 Year-Days 10,145 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
207 940,041 Balloon 7.0000 09/28/98 11/01/98 Actual Days/360 Year-Days 8,305 Monthly 5
208 - Fully Amortizing 7.5000 03/05/98 05/01/98 Actual Days/360 Year-Days 11,124 Monthly 5
209 557,315 Balloon 7.9500 10/09/98 12/01/98 Actual Days/360 Year-Days 10,957 Monthly -
210 943,027 Balloon 8.1250 08/21/98 10/01/98 Actual Days/360 Year-Days 8,893 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
211 903,278 Balloon 7.1200 08/28/98 10/01/98 Actual Days/360 Year-Days 8,038 Monthly -
212 964,711 Balloon 6.7000 09/02/98 11/01/98 Actual Days/360 Year-Days 7,195 Monthly -
213 959,959 Balloon 7.5900 09/14/98 11/01/98 Actual Days/360 Year-Days 7,646 Monthly 5
214 883,754 Balloon 8.0000 09/28/98 11/01/98 Actual Days/360 Year-Days 8,274 Monthly 5
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215 912,428 Balloon 6.8600 09/21/98 11/05/98 Actual Days/360 Year-Days 6,887 Monthly 5
216 912,428 Balloon 6.8600 09/21/98 11/05/98 Actual Days/360 Year-Days 6,887 Monthly 5
217 859,550 Balloon 7.7500 06/30/98 08/01/98 Actual Days/360 Year-Days 7,931 Monthly 5
218 890,703 Balloon 6.8600 09/24/98 11/05/98 Actual Days/360 Year-Days 6,723 Monthly 5
219 841,816 Balloon 7.8750 08/27/98 10/01/98 Actual Days/360 Year-Days 7,826 Monthly 5
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220 831,778 Balloon 7.6250 05/13/98 07/01/98 Actual Days/360 Year-Days 7,621 Monthly 5
221 877,668 Balloon 6.8600 09/23/98 11/05/98 Actual Days/360 Year-Days 6,625 Monthly 5
222 834,506 Balloon 8.0000 06/10/98 08/01/98 Actual Days/360 Year-Days 7,811 Monthly 5
223 916,832 Balloon 6.7800 08/26/98 10/01/98 Actual Days/360 Year-Days 6,506 Monthly 10
224 810,607 Balloon 7.5000 09/14/98 11/01/98 Actual Days/360 Year-Days 8,056 Monthly 5
225 812,400 Balloon 7.5000 07/08/98 09/01/98 Actual Days/360 Year-Days 7,390 Monthly 5
226 818,520 Balloon 7.7500 03/10/98 05/01/98 Actual Days/360 Year-Days 7,553 Monthly 5
227 653,906 Balloon 7.6250 03/13/98 05/01/98 Actual Days/360 Year-Days 7,471 Monthly 5
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228 - Fully Amortizing 8.2500 06/30/98 08/01/98 Actual Days/360 Year-Days 8,435 Monthly 5
229 798,152 Balloon 7.7500 06/12/98 08/01/98 Actual Days/360 Year-Days 7,364 Monthly 5
230 793,901 Balloon 7.7500 07/10/98 09/01/98 Actual Days/360 Year-Days 7,327 Monthly 5
231 825,528 Balloon 6.8600 09/24/98 11/05/98 Actual Days/360 Year-Days 6,231 Monthly 5
232 786,236 Balloon 8.1250 04/30/98 06/01/98 Actual Days/360 Year-Days 7,411 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
233 797,188 Balloon 8.6250 03/03/98 05/01/98 Actual Days/360 Year-Days 7,730 Monthly 5
234 - Fully Amortizing 8.2500 06/19/98 08/01/98 Actual Days/360 Year-Days 8,009 Monthly 5
235 773,683 Balloon 8.5000 04/29/98 06/01/98 Actual Days/360 Year-Days 7,448 Monthly 5
236 720,032 Balloon 7.0000 09/28/98 11/01/98 Actual Days/360 Year-Days 6,361 Monthly 5
237 742,149 Balloon 8.0000 06/30/98 08/01/98 Actual Days/360 Year-Days 6,946 Monthly 5
238 760,356 Balloon 6.8600 09/28/98 11/05/98 Actual Days/360 Year-Days 5,739 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
239 747,321 Balloon 6.8600 09/25/98 11/05/98 Actual Days/360 Year-Days 5,641 Monthly 5
240 710,693 Balloon 8.0000 05/15/98 07/01/98 Actual Days/360 Year-Days 6,653 Monthly 5
241 709,015 Balloon 8.0000 07/24/98 09/01/98 Actual Days/360 Year-Days 6,638 Monthly 5
242 710,938 Balloon 8.1250 01/23/98 03/01/98 Actual Days/360 Year-Days 6,709 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
243 738,631 Balloon 6.8600 09/24/98 11/05/98 Actual Days/360 Year-Days 5,575 Monthly 5
244 738,631 Balloon 6.8600 09/30/98 11/05/98 Actual Days/360 Year-Days 5,575 Monthly 5
245 700,738 Balloon 8.0000 09/28/98 11/01/98 Actual Days/360 Year-Days 6,560 Monthly 5
246 713,239 Balloon 8.6250 05/22/98 07/01/98 Actual Days/360 Year-Days 6,916 Monthly 5
247 695,197 Balloon 8.1250 04/08/98 06/01/98 Actual Days/360 Year-Days 6,553 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
248 - Fully Amortizing 6.8600 09/18/98 11/10/98 Actual Days/360 Year-Days 7,485 Monthly 5
249 681,014 Balloon 8.0000 05/15/98 07/01/98 Actual Days/360 Year-Days 6,375 Monthly 5
250 659,408 Balloon 8.0000 08/14/98 10/01/98 Actual Days/360 Year-Days 6,175 Monthly 5
251 654,764 Balloon 7.7500 07/30/98 09/01/98 Actual Days/360 Year-Days 6,043 Monthly 5
252 - Fully Amortizing 7.5000 03/05/98 05/01/98 Actual Days/360 Year-Days 7,416 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
253 - Fully Amortizing 8.2500 10/13/98 12/01/98 Actual Days/360 Year-Days 6,561 Monthly 5
254 660,424 Balloon 6.8600 09/24/98 11/05/98 Actual Days/360 Year-Days 4,985 Monthly 5
255 651,734 Balloon 6.8600 09/23/98 11/05/98 Actual Days/360 Year-Days 4,919 Monthly 5
256 651,382 Balloon 6.8400 09/15/98 11/01/98 Actual Days/360 Year-Days 4,909 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
257 614,896 Balloon 7.8100 09/15/98 11/01/98 Actual Days/360 Year-Days 5,695 Monthly 5
258 615,157 Balloon 7.8300 08/31/98 10/01/98 Actual Days/360 Year-Days 5,704 Monthly -
259 624,980 Balloon 8.3750 05/08/98 07/01/98 Actual Days/360 Year-Days 5,976 Monthly 5
260 426,323 Balloon 6.9900 08/24/98 10/01/98 30 Month-Days/360 Year-Days 5,810 Monthly 10
- -----------------------------------------------------------------------------------------------------------------------------------
261 601,649 Balloon 7.6250 10/01/98 12/01/98 Actual Days/360 Year-Days 5,514 Monthly 5
262 590,798 Balloon 7.3750 09/18/98 11/01/98 Actual Days/360 Year-Days 5,335 Monthly 5
263 597,472 Balloon 7.7500 07/10/98 09/01/98 Actual Days/360 Year-Days 5,514 Monthly 5
264 - Fully Amortizing 7.5000 03/05/98 05/01/98 Actual Days/360 Year-Days 6,767 Monthly 5
265 462,674 Balloon 7.5000 06/30/98 08/01/98 Actual Days/360 Year-Days 5,262 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
266 575,066 Balloon 7.8750 03/26/98 05/01/98 Actual Days/360 Year-Days 5,345 Monthly 5
267 - Fully Amortizing 7.3500 01/29/98 03/01/98 Actual Days/360 Year-Days 5,032 Monthly 5
268 561,653 Balloon 8.1250 10/15/98 12/01/98 Actual Days/360 Year-Days 5,297 Monthly 5
269 556,612 Balloon 8.0000 06/26/98 08/01/98 Actual Days/360 Year-Days 5,210 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
270 562,508 Balloon 8.3750 03/11/98 05/01/98 Actual Days/360 Year-Days 5,379 Monthly 5
271 541,238 Balloon 8.1250 06/18/98 08/01/98 Actual Days/360 Year-Days 5,102 Monthly 5
272 531,888 Balloon 7.7500 08/27/98 10/01/98 Actual Days/360 Year-Days 4,910 Monthly 5
273 541,531 Balloon 8.2500 04/17/98 06/01/98 Actual Days/360 Year-Days 5,141 Monthly 5
274 539,511 Balloon 8.1250 03/31/98 05/01/98 Actual Days/360 Year-Days 5,086 Monthly 5
275 532,279 Balloon 7.8750 09/25/98 11/01/98 Actual Days/360 Year-Days 4,948 Monthly 5
276 539,868 Balloon 8.2500 04/23/98 06/01/98 Actual Days/360 Year-Days 5,125 Monthly 5
277 531,272 Balloon 8.2500 10/21/98 12/01/98 Actual Days/360 Year-Days 5,046 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
278 556,146 Balloon 6.8600 09/28/98 11/05/98 Actual Days/360 Year-Days 4,198 Monthly 5
279 524,004 Balloon 8.3750 08/12/98 10/01/98 Actual Days/360 Year-Days 5,012 Monthly 5
280 543,112 Balloon 6.8600 09/25/98 11/05/98 Actual Days/360 Year-Days 4,100 Monthly 5
281 543,112 Balloon 6.8600 09/28/98 11/05/98 Actual Days/360 Year-Days 4,100 Monthly 5
282 509,648 Balloon 7.6250 07/21/98 09/01/98 Actual Days/360 Year-Days 4,670 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
283 511,150 Balloon 8.0000 07/24/98 09/01/98 Actual Days/360 Year-Days 4,785 Monthly 5
284 495,449 Balloon 7.5000 10/15/98 12/01/98 Actual Days/360 Year-Days 4,508 Monthly 5
285 502,906 Balloon 8.0000 07/24/98 09/01/98 Actual Days/360 Year-Days 4,708 Monthly 5
286 502,772 Balloon 7.8750 03/26/98 05/01/98 Actual Days/360 Year-Days 4,673 Monthly 5
287 - Fully Amortizing 8.6250 02/11/98 04/01/98 Actual Days/360 Year-Days 5,360 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
288 502,527 Balloon 8.5700 10/13/98 12/01/98 Actual Days/360 Year-Days 4,860 Monthly 5
289 492,975 Balloon 7.8750 06/18/98 08/01/98 Actual Days/360 Year-Days 4,581 Monthly 5
290 511,998 Balloon 9.2500 03/31/98 05/01/98 Actual Days/360 Year-Days 5,138 Monthly 5
291 489,689 Balloon 8.1250 10/14/98 12/01/98 Actual Days/360 Year-Days 4,618 Monthly 5
292 - Fully Amortizing 7.5000 03/05/98 05/01/98 Actual Days/360 Year-Days 5,562 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
293 475,361 Balloon 7.5000 04/24/98 06/01/98 Actual Days/360 Year-Days 4,323 Monthly 5
294 504,007 Balloon 6.8600 09/30/98 11/05/98 Actual Days/360 Year-Days 3,804 Monthly 5
295 474,172 Balloon 8.0000 04/09/98 06/01/98 Actual Days/360 Year-Days 4,438 Monthly 5
296 469,963 Balloon 8.1250 07/20/98 09/01/98 Actual Days/360 Year-Days 4,431 Monthly 5
297 456,536 Balloon 7.6250 10/07/98 12/01/98 Actual Days/360 Year-Days 4,184 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
298 468,392 Balloon 8.5000 04/30/98 06/01/98 Actual Days/360 Year-Days 4,509 Monthly 5
299 362,919 Balloon 7.6250 03/13/98 05/01/98 Actual Days/360 Year-Days 4,147 Monthly 5
300 456,831 Balloon 8.2500 02/06/98 04/01/98 Actual Days/360 Year-Days 4,336 Monthly 5
301 446,932 Balloon 8.1250 02/19/98 04/01/98 Actual Days/360 Year-Days 4,213 Monthly 5
302 - Fully Amortizing 8.2500 09/25/98 11/01/98 Actual Days/360 Year-Days 4,441 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
303 465,144 Balloon 8.0000 07/24/98 09/01/98 Actual Days/360 Year-Days 3,816 Monthly 5
304 434,915 Balloon 8.5000 06/10/98 08/01/98 Actual Days/360 Year-Days 4,187 Monthly 5
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Original Term Original Remaining Term Remaining Amortization Prepayment
Control to Maturity/ARD Amortization to Maturity/ARD Term to Maturity Seasoning Scheduled Scheduled Begin
Number (Months) Term (Months) (Months) (Months) (Months) Maturity Date ARD Date
- -------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
1 120 360 110 350 10 03/01/08 03/01/01
2 113 300 112 299 1 05/01/08 02/01/01
3 120 360 111 351 9 04/01/08 05/01/02
4 107 360 106 359 1 11/01/07 02/01/01
- --------------------------------------------------------------------------------------------------------------------------
5 120 276 112 268 8 05/01/08 05/01/01
5 - - - - -
5 - - - - -
5 - - - - -
6 180 300 171 291 9 04/01/13 02/01/01
- --------------------------------------------------------------------------------------------------------------------------
7 120 300 118 298 2 11/01/08 11/01/01
8 120 300 118 298 2 11/01/08 11/01/01
9 120 360 109 349 11 02/01/08 03/01/02
10 120 276 117 273 3 10/01/08 02/01/01
11 360 360 353 353 7 06/01/28 07/01/00
- --------------------------------------------------------------------------------------------------------------------------
12 84 360 78 354 6 07/01/05 07/01/01
13 120 360 117 357 3 10/01/08 11/01/03
14 120 360 116 356 4 09/01/08 02/01/01
15 120 360 116 356 4 09/01/08 10/01/02
16 120 360 117 357 3 10/01/08 11/01/02
17 120 360 117 357 3 10/01/08 10/01/01
- --------------------------------------------------------------------------------------------------------------------------
18 120 300 117 297 3 10/01/08 10/01/01
19 120 360 119 359 1 12/01/08 12/01/01
20 120 360 113 359 7 06/01/08 07/01/01
21 120 360 118 358 2 11/01/08 02/01/01
- --------------------------------------------------------------------------------------------------------------------------
22 120 300 115 295 5 08/01/08 02/01/01
23 120 300 117 297 3 10/01/08 11/01/01
24 120 360 115 355 5 08/01/08 09/01/02
25 144 360 137 353 7 06/01/10 07/01/04
- --------------------------------------------------------------------------------------------------------------------------
26 120 360 114 354 6 07/01/08 08/01/02
27 120 360 117 357 3 10/01/08 11/01/01
28 120 360 114 354 6 07/01/08 08/01/02
29 120 300 116 296 4 09/01/08 10/01/01
30 120 360 117 357 3 10/01/08 10/01/01
- --------------------------------------------------------------------------------------------------------------------------
31 120 360 117 357 3 10/01/08 10/01/01
32 120 300 116 296 4 09/01/08 10/01/02
33 120 360 117 357 3 10/01/08 02/01/01
34 120 300 117 297 3 10/01/08 11/01/02
- --------------------------------------------------------------------------------------------------------------------------
35 84 300 76 292 8 05/01/05 06/01/01
36 60 300 49 289 11 02/01/03 02/01/01
37 120 360 117 357 3 10/01/08 02/01/01
38 120 360 118 358 2 11/01/08 11/01/01
39 120 360 117 357 3 10/01/08 02/01/01
- --------------------------------------------------------------------------------------------------------------------------
40 144 360 140 356 4 09/01/10 10/01/02
41 84 360 80 356 4 09/01/05 10/01/01
42 120 300 113 293 7 06/01/08 02/01/01
43 120 360 118 358 2 11/01/08 11/01/01
- --------------------------------------------------------------------------------------------------------------------------
44 112 345 111 344 1 04/01/08 04/01/01
45 120 360 118 358 2 11/01/08 11/01/01
46 120 360 117 357 3 10/01/08 10/01/01
47 120 360 116 356 4 09/01/08 09/01/01
48 120 360 118 358 2 11/01/08 11/01/01
- --------------------------------------------------------------------------------------------------------------------------
49 120 360 118 358 2 11/01/08 12/01/02
50 120 300 117 297 3 10/01/08 11/01/02
51 120 360 118 358 2 11/01/08 02/01/01
51 - - - - -
51 - - - - -
- --------------------------------------------------------------------------------------------------------------------------
51 - - - - -
52 120 360 111 351 9 04/01/08 05/01/02
53 120 300 114 294 6 07/01/08 08/01/02
54 120 300 112 292 8 05/01/08 06/01/02
55 120 360 117 357 3 10/01/08 11/01/02
- --------------------------------------------------------------------------------------------------------------------------
56 180 180 170 170 10 03/01/13 02/01/01
57 120 360 114 354 6 07/01/08 08/01/02
58 120 300 118 298 2 11/01/08 11/01/01
59 120 360 117 357 3 10/01/08 10/01/01
60 120 300 117 297 3 10/01/08 11/01/02
- --------------------------------------------------------------------------------------------------------------------------
61 144 360 140 356 4 09/01/10 10/01/01
62 240 300 236 296 4 09/01/18 10/01/01
63 120 276 110 266 10 03/01/08 03/01/02
64 120 360 117 357 3 10/01/08 10/01/01
65 120 276 117 273 3 10/01/08 02/01/01
- --------------------------------------------------------------------------------------------------------------------------
66 120 360 117 357 3 10/01/08 10/01/01
67 120 300 117 297 3 10/01/08 10/01/01
68 120 300 115 295 5 08/01/08 09/01/02
69 120 300 115 295 5 08/01/08 09/01/02
70 120 360 110 350 10 03/01/08 03/01/01
- --------------------------------------------------------------------------------------------------------------------------
71 120 360 110 350 10 03/01/08 03/01/01
72 120 276 113 269 7 06/01/08 02/01/01
73 120 360 117 357 3 10/01/08 10/01/01
74 120 300 117 297 3 10/01/08 11/01/02
75 84 360 81 357 3 10/01/05 11/01/01
- --------------------------------------------------------------------------------------------------------------------------
75 - - - - -
75 - - - - -
75 - - - - -
75 - - - - -
76 240 240 237 237 3 10/01/18 11/01/08
- --------------------------------------------------------------------------------------------------------------------------
77 120 360 116 356 4 09/01/08 09/01/01
78 120 360 116 356 4 09/01/08 09/01/01
79 120 360 118 358 2 11/01/08 11/01/01
80 120 300 117 297 3 10/01/08 11/01/03
81 120 300 116 296 4 09/01/08 09/01/02
- --------------------------------------------------------------------------------------------------------------------------
81 - - - - -
81 - - - - -
82 120 300 116 296 4 09/01/08 10/01/02
83 120 300 115 295 5 08/01/08 09/01/02
84 120 300 115 295 5 08/01/08 09/01/01
- --------------------------------------------------------------------------------------------------------------------------
85 120 300 119 299 1 12/01/08 12/01/02
86 120 360 117 357 3 10/01/08 10/01/01
87 120 360 116 356 4 09/01/08 09/01/01
88 120 360 117 357 3 10/01/08 10/01/01
89 120 360 117 357 3 10/01/08 10/01/02
- --------------------------------------------------------------------------------------------------------------------------
90 120 360 115 355 5 08/01/08 09/01/01
91 120 300 114 294 6 07/01/08 07/01/01
92 120 300 117 297 3 10/01/08 10/01/01
93 180 180 176 176 4 09/01/13 10/01/02
94 120 276 105 261 15 10/01/07 10/01/01
- --------------------------------------------------------------------------------------------------------------------------
95 120 300 118 298 2 11/01/08 11/01/01
96 120 360 117 357 3 10/01/08 10/01/01
97 120 360 117 357 3 10/01/08 11/01/02
98 84 360 80 356 4 09/01/05 02/01/01
99 120 240 117 237 3 10/01/08 11/01/03
- --------------------------------------------------------------------------------------------------------------------------
100 120 360 118 358 2 11/01/08 11/01/02
101 121 240 118 237 3 11/01/08 10/01/01
102 120 300 117 297 3 10/01/08 10/01/01
103 120 360 114 354 6 07/01/08 02/01/01
104 84 360 79 355 5 08/01/05 09/01/01
- --------------------------------------------------------------------------------------------------------------------------
105 120 300 116 296 4 09/01/08 10/01/02
106 120 300 118 298 2 11/01/08 02/01/01
107 84 240 82 238 2 11/01/05 12/01/02
108 180 360 176 356 4 09/01/13 10/01/05
109 120 360 117 357 3 10/01/08 10/01/01
- --------------------------------------------------------------------------------------------------------------------------
110 120 360 116 356 4 09/01/08 09/01/02
111 120 300 116 296 4 09/01/08 10/01/01
112 120 300 118 298 2 11/01/23 11/01/08 11/01/01
113 120 240 114 234 6 07/01/08 02/01/01
114 120 300 112 292 8 05/01/08 02/01/01
- --------------------------------------------------------------------------------------------------------------------------
115 120 300 115 295 5 08/01/08 09/01/03
116 240 240 237 237 3 10/01/18 11/01/05
117 120 360 116 356 4 09/01/08 10/01/02
118 84 360 78 354 6 07/01/05 08/01/01
119 120 360 114 354 6 07/01/08 08/01/01
- --------------------------------------------------------------------------------------------------------------------------
120 144 300 139 295 5 08/01/10 09/01/02
121 120 240 111 231 9 04/01/08 02/01/01
122 144 300 141 297 3 10/01/10 11/01/02
123 120 360 117 357 3 10/01/08 11/01/01
124 120 360 118 358 2 11/01/08 12/01/02
125 120 360 115 355 5 08/05/08 09/05/02
126 216 216 212 212 4 09/01/16 10/01/07
127 300 300 290 290 10 03/01/23 02/01/01
128 120 300 117 297 3 10/01/08 10/01/01
- --------------------------------------------------------------------------------------------------------------------------
129 120 276 109 265 11 02/01/08 02/01/02
130 120 300 117 297 3 10/01/08 10/01/01
131 120 360 116 356 4 09/01/08 09/01/01
132 120 300 117 297 3 10/01/08 10/01/02
133 120 300 117 297 3 10/01/08 10/01/02
- --------------------------------------------------------------------------------------------------------------------------
134 120 360 114 354 6 07/01/08 08/01/01
135 120 300 117 297 3 10/01/08 10/01/01
136 120 360 112 352 8 05/01/08 02/01/01
137 120 300 117 297 3 10/01/08 10/01/01
138 120 360 114 354 6 07/01/08 08/01/02
- --------------------------------------------------------------------------------------------------------------------------
139 120 360 117 357 3 10/01/08 10/01/01
140 121 240 118 237 3 11/01/08 10/01/01
141 120 360 117 357 3 10/01/08 11/01/02
142 120 360 117 357 3 10/01/08 11/01/02
143 120 360 116 356 4 09/01/08 09/01/01
- --------------------------------------------------------------------------------------------------------------------------
144 120 300 110 290 10 03/01/08 02/01/01
145 120 300 117 297 3 10/01/08 10/01/01
146 120 300 117 297 3 10/01/08 10/01/02
147 120 360 117 357 3 10/01/08 10/01/01
148 120 300 116 296 4 09/01/08 09/01/02
- --------------------------------------------------------------------------------------------------------------------------
149 120 300 113 293 7 06/01/08 02/01/01
150 300 300 289 289 11 02/01/23 02/01/01
151 360 360 351 351 9 04/01/28 04/01/23
152 120 300 117 297 3 10/01/08 10/01/01
153 300 300 289 289 11 02/01/23 02/01/01
- --------------------------------------------------------------------------------------------------------------------------
154 120 360 117 357 3 10/01/08 10/01/01
155 120 360 110 350 10 03/01/08 03/01/02
155 - - - - -
155 - - - - -
- --------------------------------------------------------------------------------------------------------------------------
155 - - - - -
155 - - - - -
156 240 240 236 236 4 09/01/18 10/01/02
157 84 204 80 200 4 09/01/05 10/01/02
- --------------------------------------------------------------------------------------------------------------------------
158 120 300 118 298 2 11/01/08 02/01/01
159 180 360 177 357 3 10/01/13 11/01/02
160 120 300 117 297 3 10/01/08 11/01/02
161 120 240 117 237 3 10/01/08 11/01/01
162 120 300 115 295 5 08/01/08 08/01/02
- --------------------------------------------------------------------------------------------------------------------------
163 120 360 115 355 5 08/01/08 09/01/02
164 120 300 113 293 7 06/01/08 02/01/01
165 180 240 176 236 4 09/01/13 02/01/01
166 120 300 116 296 4 09/01/08 09/01/02
- --------------------------------------------------------------------------------------------------------------------------
167 120 300 117 297 3 10/01/08 10/01/01
168 120 300 118 298 2 11/01/08 11/01/01
169 120 360 118 358 2 11/01/08 11/01/01
170 120 300 112 292 8 05/01/08 05/01/02
171 120 240 117 237 3 10/01/18 10/01/08 10/01/01
- --------------------------------------------------------------------------------------------------------------------------
172 120 300 116 296 4 09/01/08 09/01/02
173 120 360 117 357 3 10/01/08 10/01/01
174 120 360 117 357 3 10/01/08 10/01/01
175 240 240 233 233 7 06/01/18 06/01/13
- --------------------------------------------------------------------------------------------------------------------------
176 184 184 180 180 4 01/01/14 09/01/01
177 120 300 117 297 3 10/01/08 10/01/01
178 120 300 110 290 10 03/01/08 03/01/02
179 240 240 236 236 4 09/01/18 09/01/01
- --------------------------------------------------------------------------------------------------------------------------
180 120 360 118 358 2 11/01/08 11/01/01
181 120 360 114 354 6 07/01/08 08/01/01
182 240 240 237 237 3 10/01/18 10/01/01
183 120 300 114 294 6 07/01/08 08/01/02
- --------------------------------------------------------------------------------------------------------------------------
184 120 360 109 349 11 02/01/08 02/01/02
185 120 300 117 297 3 10/01/08 10/01/02
186 180 180 176 176 4 09/01/13 10/01/01
187 120 300 110 290 10 03/01/08 03/01/02
- --------------------------------------------------------------------------------------------------------------------------
188 120 360 114 354 6 07/05/08 08/05/02
189 120 300 115 295 5 08/01/08 09/01/02
190 120 300 113 293 7 06/01/08 06/01/02
191 120 300 109 289 11 02/01/08 02/01/02
192 120 300 117 297 3 10/01/08 11/01/02
- --------------------------------------------------------------------------------------------------------------------------
193 120 360 117 357 3 10/01/08 10/01/01
194 120 300 117 297 3 10/01/08 11/01/02
195 172 172 168 168 4 01/01/13 09/01/01
196 300 300 294 294 6 07/01/23 07/01/18
197 120 300 117 297 3 10/01/08 10/01/01
198 240 240 234 234 6 07/01/18 02/01/01
199 120 300 116 296 4 09/01/08 09/01/02
- --------------------------------------------------------------------------------------------------------------------------
200 120 360 118 358 2 11/01/08 11/01/01
200 - - - - -
200 - - - - -
200 - - - - -
201 120 360 114 354 6 07/01/08 07/01/02
- --------------------------------------------------------------------------------------------------------------------------
202 240 240 237 237 3 10/01/18 10/01/01
203 120 300 118 298 2 11/01/08 11/01/01
204 120 360 114 354 6 07/01/08 07/01/02
205 120 300 117 297 3 10/01/08 11/01/02
206 172 172 168 168 4 01/01/13 09/01/01
- --------------------------------------------------------------------------------------------------------------------------
207 120 300 117 297 3 10/01/08 10/01/01
208 180 180 171 171 9 04/01/13 04/01/08
209 120 180 118 178 2 11/01/08 11/01/01
210 120 300 116 296 4 09/01/08 09/01/02
- --------------------------------------------------------------------------------------------------------------------------
211 120 300 116 296 4 09/01/08 09/01/01
212 120 360 117 357 3 10/01/08 10/01/01
213 120 360 117 357 3 10/01/08 10/01/01
214 120 300 117 297 3 10/01/08 10/01/02
- --------------------------------------------------------------------------------------------------------------------------
215 120 360 117 357 3 10/05/08 11/05/02
216 120 360 117 357 3 10/05/08 11/05/02
217 120 300 114 294 6 07/01/08 02/01/01
218 120 360 117 357 3 10/05/08 11/05/02
219 120 300 116 296 4 09/01/08 09/01/02
- --------------------------------------------------------------------------------------------------------------------------
220 120 300 113 293 7 06/01/08 06/01/02
221 120 360 117 357 3 10/05/08 11/05/02
222 120 300 114 294 6 07/01/08 07/01/02
223 84 360 80 356 4 09/01/05 10/01/01
224 84 240 81 237 3 10/01/05 02/01/01
225 120 300 115 295 5 08/01/08 08/01/02
226 120 300 111 291 9 04/01/08 04/01/02
227 180 300 171 291 9 04/01/13 04/01/08
- --------------------------------------------------------------------------------------------------------------------------
228 240 240 234 234 6 07/01/18 07/01/13
229 120 300 114 294 6 07/01/08 07/01/02
230 120 300 115 295 5 08/01/08 08/01/02
231 120 360 117 357 3 10/05/08 11/05/02
232 120 300 112 292 8 05/01/08 05/01/01
- --------------------------------------------------------------------------------------------------------------------------
233 120 300 111 291 9 04/01/08 04/01/02
234 240 240 234 234 6 07/01/18 07/01/13
235 120 300 112 292 8 05/01/08 05/01/02
236 120 300 117 297 3 10/01/08 10/01/01
237 120 300 114 294 6 07/01/08 07/01/02
238 120 360 117 357 3 10/05/08 11/05/02
- --------------------------------------------------------------------------------------------------------------------------
239 120 360 117 357 3 10/05/08 11/05/02
240 120 300 113 293 7 06/01/08 06/01/02
241 120 300 115 295 5 08/01/08 08/01/02
242 120 300 109 289 11 02/01/08 02/01/02
- --------------------------------------------------------------------------------------------------------------------------
243 120 360 117 357 3 10/05/08 11/05/02
244 120 360 117 357 3 10/05/08 11/05/02
245 120 300 117 297 3 10/01/08 10/01/02
246 120 300 113 293 7 06/01/08 06/01/02
247 120 300 112 292 8 05/01/08 05/01/02
- --------------------------------------------------------------------------------------------------------------------------
248 180 180 177 177 3 10/10/13 11/10/03
249 120 300 113 293 7 06/01/08 02/01/01
250 120 300 116 296 4 09/01/08 02/01/01
251 120 300 115 295 5 08/01/08 08/01/02
252 180 180 171 171 9 04/01/13 04/01/08
- --------------------------------------------------------------------------------------------------------------------------
253 240 240 238 238 2 11/01/18 11/01/13
254 120 360 117 357 3 10/05/08 11/05/02
255 120 360 117 357 3 10/05/08 11/05/02
256 120 360 117 357 3 10/01/08 11/01/02
- --------------------------------------------------------------------------------------------------------------------------
257 120 300 117 297 3 10/01/08 10/01/01
258 120 300 116 296 4 09/01/08 09/01/01
259 120 300 113 293 7 06/01/08 06/01/02
260 144 240 140 236 4 09/01/10 10/01/01
- --------------------------------------------------------------------------------------------------------------------------
261 120 300 118 298 2 11/01/08 11/01/02
262 120 300 117 297 3 10/01/08 10/01/02
263 120 300 115 295 5 08/01/08 08/01/02
264 180 180 171 171 9 04/01/13 04/01/08
265 180 300 174 294 6 07/01/13 07/01/08
- --------------------------------------------------------------------------------------------------------------------------
266 120 300 111 291 9 04/01/08 02/01/01
267 300 300 289 289 11 02/01/23 02/01/01
268 120 300 118 298 2 11/01/08 11/01/02
269 120 300 114 294 6 07/01/08 07/01/02
- --------------------------------------------------------------------------------------------------------------------------
270 120 300 111 291 9 04/01/08 04/01/02
271 120 300 114 294 6 07/01/08 07/01/02
272 120 300 116 296 4 09/01/08 09/01/02
273 120 300 112 292 8 05/01/08 05/01/02
274 120 300 111 291 9 04/01/08 04/01/02
275 120 300 117 297 3 10/01/08 10/01/02
276 120 300 112 292 8 05/01/08 05/01/02
277 120 300 118 298 2 11/01/08 11/01/02
- --------------------------------------------------------------------------------------------------------------------------
278 120 360 117 357 3 10/05/08 11/05/02
279 120 300 116 296 4 09/01/08 09/01/02
280 120 360 117 357 3 10/05/08 11/05/02
281 120 360 117 357 3 10/05/08 11/05/02
282 120 300 115 295 5 08/01/08 08/01/02
- --------------------------------------------------------------------------------------------------------------------------
283 120 300 115 295 5 08/01/08 08/01/02
284 120 300 118 298 2 11/01/08 11/01/01
285 120 300 115 295 5 08/01/08 08/01/02
286 120 300 111 291 9 04/01/08 04/01/02
287 240 240 230 230 10 03/01/18 03/01/02
- --------------------------------------------------------------------------------------------------------------------------
288 120 300 118 298 2 11/01/08 02/01/01
289 120 300 114 294 6 07/01/08 07/01/02
290 120 300 111 291 9 04/01/08 04/01/02
291 120 300 118 298 2 11/01/08 11/01/02
292 180 180 171 171 9 04/01/13 04/01/08
- --------------------------------------------------------------------------------------------------------------------------
293 120 300 112 292 8 05/01/08 05/01/02
294 120 360 117 357 3 10/05/08 11/05/02
295 120 300 112 292 8 05/01/08 05/01/02
296 120 300 115 295 5 08/01/08 08/01/02
297 120 300 118 298 2 11/01/08 11/01/02
- --------------------------------------------------------------------------------------------------------------------------
298 120 300 112 292 8 05/01/08 05/01/02
299 180 300 171 291 9 04/01/13 04/01/08
300 120 300 110 290 10 03/01/08 03/01/02
301 120 300 110 290 10 03/01/08 03/01/02
302 240 240 237 237 3 10/01/18 10/01/13
- --------------------------------------------------------------------------------------------------------------------------
303 120 360 115 355 5 08/01/08 08/01/02
304 120 300 114 294 6 07/01/08 07/01/02
- --------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Yield Origination Cut-off
Control Maintenance Appraised Appraisal Date LTV Date LTV
Number Prepayment Penalty Description (Months) Type Value Date Ratio Ratio
- --------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
1 Lock/36_Defeasance/84 26,900,000 12/16/97 74.98 74.38
2 Lock/26_Defeasance/81_0%/6 29,500,000 10/01/97 64.06 64.00
3 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 24,000,000 02/25/98 78.63 78.11
4 Lock/26_Defeasance/75_0%/6 24,000,000 08/01/98 72.01 71.98
- --------------------------------------------------------------------------------------------------------------------------------
5 Lock/36_Defeasance/78_Open/6 20,200,000 59.41 58.85
5 8,400,000 12/11/97 - -
5 4,500,000 12/11/97 - -
5 7,300,000 12/11/97 - -
6 Lock/34_Defeasance/140_0%/6 16,100,000 02/20/98 74.53 73.81
- --------------------------------------------------------------------------------------------------------------------------------
7 Lock/36_Defeasance/81_0%/3 19,800,000 09/01/98 58.08 57.95
8 Lock/36_Defeasance/81_0%/3 15,000,000 08/10/98 76.00 75.86
9 Lock/48_>YM or 1%/66_0%6 Treasury Flat 14,700,000 03/15/98 74.15 73.50
10 Lock/28_Defeasance/86_0%/6 14,850,000 04/28/98 70.03 69.76
11 Lock/24_>YM or 1%/96_1%/234_0%/6; or Lock/24_Defeasance/330_0%/6 Treasury Flat 13,100,000 04/22/98 76.34 75.88
- --------------------------------------------------------------------------------------------------------------------------------
12 Lock/36_Defeasance/42_0%/6 12,700,000 05/08/98 77.95 77.62
13 Lock/60_>YM of 1%/54_0%/6 Treasury Flat 14,400,000 07/28/98 64.93 64.77
14 Lock/29_Defeasance/85_0%/6 11,400,000 08/25/98 79.82 79.58
15 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 12,630,000 05/01/98 71.26 71.02
16 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 11,450,000 01/11/98 74.67 74.49
17 Lock/36_Defeasance/81_0%/3 10,620,000 07/15/98 80.04 79.86
- --------------------------------------------------------------------------------------------------------------------------------
18 Lock/36_Defeasance/81_0%/3 11,100,000 06/10/98 75.68 75.40
19 Lock/36_Defeasance/81_0%/3 12,550,000 09/15/98 66.53 66.51
20 Lock/36_>YM or 1%/78_0%/6 Treasury Flat 10,100,000 04/21/98 80.20 80.15
21 Lock/27_Defeasance/87_0%/6 11,400,000 05/04/98 70.18 70.08
- --------------------------------------------------------------------------------------------------------------------------------
22 Lock/30_Defeasance/84_0%/6 10,700,000 04/24/98 75.00 74.60
23 Lock/36_Defeasance/78_0%/6 11,600,000 08/01/98 68.97 68.73
24 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 10,080,000 05/06/98 79.37 79.02
25 Lock/72_>YM or 1%/66_0%/6 Treasury Flat 9,600,000 03/12/98 79.17 78.79
- --------------------------------------------------------------------------------------------------------------------------------
26 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 10,300,000 03/02/98 72.82 72.50
27 Lock/36_Defeasance/81_0%/3 9,200,000 06/17/98 79.35 79.18
28 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 9,265,000 05/10/98 75.55 75.23
29 Lock/36_Defeasance/78_0%/6 9,300,000 07/17/98 72.04 71.84
30 Lock/36_Defeasance/81_0%/3 8,810,000 07/20/98 74.91 74.75
- --------------------------------------------------------------------------------------------------------------------------------
31 Lock/36_> YM or 1%/84 Treasury Flat 8,040,000 05/11/98 79.60 79.44
32 Lock/48_>YM or 1.0%/66_0%/6 Treasury Flat 8,845,000 06/09/98 70.10 69.77
33 Lock/28_Defeasance/86_0%/6 8,000,000 04/30/98 75.00 74.86
34 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 15,200,000 07/30/98 39.47 39.31
- --------------------------------------------------------------------------------------------------------------------------------
35 Lock/36_Defeasance/42_0%/6 8,200,000 03/26/98 73.17 72.56
36 Lock/36_Defeasance/18_0%/6 7,600,000 01/02/98 78.95 77.98
37 Lock/28_Defeasance/86_0%/6 7,800,000 07/25/98 78.21 75.51
38 Lock/36_Defeasance/78_0%/6 8,100,000 08/18/98 69.14 69.05
39 Lock/28_Defeasance/89_0%/3 6,900,000 09/10/98 80.00 79.83
- --------------------------------------------------------------------------------------------------------------------------------
40 Lock/48_>YM or 1%/90_0%/6 Treasury Flat 6,800,000 06/26/98 79.41 79.17
41 Lock/36_Defeasance/48 7,200,000 06/09/98 75.00 74.77
42 Lock/32_Defeasance/82_0%/6 7,500,000 03/26/98 72.00 71.49
43 Lock/36_Defeasance/81_0%/3 6,630,000 08/06/98 80.69 80.57
- --------------------------------------------------------------------------------------------------------------------------------
44 Lock/28_Defeasance/78_0%/6 8,350,000 11/13/97 63.55 63.50
45 Lock/36_Defeasance/81_0%/3 6,600,000 08/03/98 78.79 78.68
46 Lock/36_Defeasance/78_0%/6 6,800,000 08/20/98 76.47 76.29
47 Lockout/36_>YM or 1%/84 Treasury Flat 6,340,000 05/11/98 79.97 79.72
48 Lock/36_Defeasance/81_0%/3 8,100,000 08/10/98 61.73 61.66
- --------------------------------------------------------------------------------------------------------------------------------
49 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 6,000,000 08/20/98 80.00 79.87
50 Lock/48_>YM or l%/66_0%/6 Treasury Flat 6,450,000 07/22/98 74.42 74.16
51 Lock/27_Defeasance/87_0%/6 6,380,000 74.45 74.34
51 2,900,000 10/02/98 - -
51 2,400,000 10/02/98 - -
- --------------------------------------------------------------------------------------------------------------------------------
51 1,080,000 10/07/98 - -
52 Lock/48_>YM of 1%/66_0%/6 Treasury Flat 7,800,000 10/01/98 93.59 60.10
53 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 6,300,000 04/01/98 74.60 74.13
54 Lock/48_>YM or 1%/67_0%/6 Treasury Flat 7,100,000 02/13/98 66.20 65.60
55 Lock/48_>YM of 1%/66_0/6 Treasury Flat 6,200,000 08/05/98 75.00 74.83
- --------------------------------------------------------------------------------------------------------------------------------
56 Lock/35_Defeasance/139_0%/6 6,350,000 10/30/97 74.80 72.45
57 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 7,850,000 05/07/98 58.60 58.36
58 Lock/36_Defeasance/81_0%/3 5,700,000 07/10/98 78.95 78.78
59 Lock/36_Defeasance/81_0%/3 5,600,000 07/29/98 80.36 80.17
60 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 6,425,000 01/11/98 70.04 69.79
- --------------------------------------------------------------------------------------------------------------------------------
61 Lock/36_Defeasance/102_0%/6 5,660,000 07/27/98 78.62 78.38
62 Lock/36_>YM or 1%/198_0%/6 Treasury Flat 6,200,000 07/06/98 70.97 70.66
63 Lock/48_Defeasance/67_0%/5 6,330,000 12/17/97 68.72 67.88
64 Lock/36_Defeasance/78_0%/6 5,630,000 08/14/98 76.38 76.20
65 Lock/28_Defeasance/86_0%/6 6,300,000 05/05/98 68.25 68.00
- --------------------------------------------------------------------------------------------------------------------------------
66 Lock/36_Defeasance/81_0%/3 6,250,000 02/18/98 65.60 65.47
67 Lock/36_Defeasance/81_0%/3 5,400,000 07/27/98 74.07 73.82
68 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 6,250,000 02/27/98 64.00 63.65
69 Lock/48_YM or 1%/66_0%/6 Treasury Flat 6,000,000 01/06/98 66.67 66.29
70 Lock/36_>YM or 1%/84 Treasury Flat 5,400,000 11/17/97 74.07 73.57
- --------------------------------------------------------------------------------------------------------------------------------
71 Lock/36_Defeasance/78_0%/6 6,900,000 11/13/97 57.97 57.55
72 Lock/32_Defeasance/82_0%/6 5,700,000 11/19/97 70.18 69.59
73 Lock/36_Defeasance/78_0%/6 4,900,000 08/20/98 80.20 80.02
74 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 5,700,000 01/01/98 67.54 67.30
75 Lock/36_Defeasance/45_0%/3 4,875,000 09/30/98 77.95 77.78
- --------------------------------------------------------------------------------------------------------------------------------
75 - -
75 - -
75 - -
75 - -
76 Lock/120_>YM or 1%/114_0%/6 Treasury Flat 5,100,000 08/04/98 74.51 74.07
- --------------------------------------------------------------------------------------------------------------------------------
77 Lock/36_Defeasance/81_0%/3 5,000,000 05/23/98 75.00 74.78
78 Lock/36_Defeasance/81_0%/3 4,800,000 06/15/98 75.00 74.78
79 Lock/36_Defeasance/81_0%/3 4,950,000 08/16/98 70.71 70.62
80 Lock/60_Defeasance/54_0%/6 4,750,000 06/04/98 73.68 73.43
81 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 4,700,000 74.47 74.17
- --------------------------------------------------------------------------------------------------------------------------------
81 2,200,000 04/30/98 - -
81 2,500,000 04/30/98 - -
82 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 5,200,000 05/20/98 67.31 66.99
83 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 5,950,000 06/03/98 58.82 58.47
84 Lock/36_>YM or 1%/78_0%/6 Treasury Flat 4,800,000 06/16/98 72.92 72.46
- --------------------------------------------------------------------------------------------------------------------------------
85 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 4,600,000 05/19/98 71.74 71.69
86 Lock/36_Defeasance/81_0%/3 4,500,000 08/24/98 73.33 73.18
87 Lock/36_Defeasance/81_0%/3 4,400,000 06/12/98 74.66 74.44
88 Lock/36_Defeasance/81_0%/3 4,500,000 08/15/98 72.78 72.62
89 Lock/48_ > YM or 1%/66_ 0%/6 Treasury Flat 4,500,000 08/13/98 71.11 70.99
- --------------------------------------------------------------------------------------------------------------------------------
90 Lock/36_Defeasance/78_0%/6 4,000,000 05/20/98 80.00 79.70
91 Lock/36_5%/36_4%/12_3%/12_2%/12_1%/6_0%/6 4,200,000 04/08/98 76.19 75.71
92 Lock/36_Defeasance/81_0%/3 4,900,000 07/15/98 64.80 64.60
93 Lock/48_>YM or 1%/126_0%/6 Treasury Flat 4,400,000 06/15/98 72.73 71.83
94 Lock/48_Def/66_0%/6 5,170,000 07/30/97 61.90 60.77
- --------------------------------------------------------------------------------------------------------------------------------
95 Lock/36_Defeasance/81_0%/3 4,825,000 08/19/98 62.69 62.59
96 Lock/36_Defeasance/81_0%/3 4,200,000 08/14/98 71.43 71.29
97 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 3,900,000 07/29/98 76.92 76.75
98 Lock/29_Defeasance/49_0%/6 4,000,000 04/04/98 75.00 74.79
99 Lock/60_>YM or 1%/54_0%/6 Treasury Flat 4,250,000 06/18/98 70.59 70.19
- --------------------------------------------------------------------------------------------------------------------------------
100 Lock/48_ >YM or 1%/66_ 0%/6 Treasury Flat 4,550,000 04/01/98 65.56 65.48
101 Lock/36_Defeasance/82_0%/3 5,500,000 06/16/98 53.64 53.35
102 Lock/36_Defeasance/78_0%/6 3,635,000 05/14/98 80.47 80.23
103 Lock/31_Defeasance/83_0%/6 3,700,000 04/03/98 78.38 78.05
104 Lock/36_Defeasance/42_0%/6 4,420,000 05/20/98 65.61 65.33
- --------------------------------------------------------------------------------------------------------------------------------
105 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 4,300,000 07/21/98 66.28 65.94
106 Lock/27_Defeasance/87_0%/6 4,850,000 08/03/98 57.73 57.62
107 Lock/48_>YM or 1%/30_0%/6 Treasury Flat 3,800,000 06/03/98 73.68 73.36
108 Lock/84_> YM or 1%/90_0%/6 Treasury Flat 3,500,000 05/21/98 79.43 79.21
109 Lock/36_Defeasance/78_0%/6 3,450,000 08/25/98 79.71 79.52
- --------------------------------------------------------------------------------------------------------------------------------
110 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 3,900,000 07/17/98 70.51 70.29
111 Lock/36_>YM or 1%/78_0%/6 Treasury Flat 3,700,000 06/24/98 74.32 73.98
112 Lock/36_Defeasance/78_0%/6 4,800,000 05/20/98 56.25 56.13
113 Lock/31_Defeasance/83_0%/6 4,250,000 03/18/98 63.53 62.89
114 Lock/33_Defeasance/81_0%/6 3,575,000 02/12/98 74.97 74.36
- --------------------------------------------------------------------------------------------------------------------------------
115 Lock/60_>YM or 1%/54_0%/6 Treasury Flat 3,350,000 06/30/98 79.10 78.69
116 Lock/84_>YM or 1%/150_0%/6 Treasury Flat 3,800,000 07/31/98 68.95 68.59
117 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 3,950,000 07/27/98 65.82 65.61
118 Lock/36_Defeasance/45_0%/3 3,400,000 05/06/98 73.53 73.23
119 Lock/36_Defeasance/84 3,350,000 05/19/98 74.63 74.32
- --------------------------------------------------------------------------------------------------------------------------------
120 Lock/48_>YM or 1%/90_0%/6 Treasury Flat 3,700,000 06/02/98 67.57 67.20
121 Lock/34_Defeasance/80_0%/6 3,900,000 10/16/97 64.10 63.19
122 Lock/48_>YM or 1%/90_0%/6 Treasury Flat 3,200,000 08/25/98 76.56 76.29
123 Lock/36_Defeasance/78_0%/6 3,050,000 08/21/98 80.00 79.80
124 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 3,000,000 08/26/98 80.00 79.85
125 Lock/48_>YM or 1%/66_0%6 Treasury Flat 3,075,000 04/23/98 78.05 77.76
126 Lock/108_> YM or 1%/102_0%/6 Treasury Flat 3,260,000 07/03/98 73.62 72.92
127 Lock/35_Defeasance/259_0%/6 4,830,000 01/21/98 49.69 49.17
128 Lock/36_Defeasance/78_0%/6 3,275,000 02/09/98 72.52 72.29
- --------------------------------------------------------------------------------------------------------------------------------
129 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 3,750,000 12/01/97 64.00 63.08
130 Lock/36_Defeasance/81_0%/3 3,450,000 03/24/98 68.12 67.90
131 Lock/36_Defeasance/81_0%/3 4,000,000 05/23/98 57.75 57.58
132 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 3,250,000 07/16/98 71.05 70.84
133 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 3,100,000 05/19/98 74.19 73.96
- --------------------------------------------------------------------------------------------------------------------------------
134 Lock/36_Defeasance/78_0%/6 3,050,000 04/30/98 75.41 75.10
135 Lock/36_Defeasance/81_0%/3 3,250,000 06/22/98 69.54 69.33
136 Lock/33_Defeasance/81_0%/6 3,000,000 01/24/98 74.17 73.76
137 Lock/36_Defeasance/81_0%/3 3,000,000 06/11/98 73.33 73.10
138 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 3,050,000 04/21/98 72.13 71.76
- --------------------------------------------------------------------------------------------------------------------------------
139 Lock/36_Defeasance/81_0%/3 3,200,000 08/24/98 67.19 67.05
140 Lock/36_Defeasance/82_0%/3 4,400,000 06/16/98 48.86 48.63
141 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 2,650,000 06/17/98 79.25 79.06
142 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 3,000,000 06/29/98 70.00 69.79
143 Lock/36_Defeasance/81_0%/3 2,640,000 07/07/98 79.55 79.30
- --------------------------------------------------------------------------------------------------------------------------------
144 Lock/35_Defeasance/79_0%/6 2,730,000 10/23/97 76.92 76.14
145 Lock/36_Defeasance/78_0%/6 2,610,000 05/14/98 79.31 79.09
146 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 2,800,000 07/16/98 72.54 72.32
147 Lock/36_Defeasance/81_0%/3 2,670,000 07/23/98 74.91 74.75
148 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 3,100,000 05/19/98 64.52 64.24
- --------------------------------------------------------------------------------------------------------------------------------
149 Lock/32_Defeasance/82_0%/6 4,610,000 03/18/98 43.38 43.07
150 Lock/36_>YM or 1%/120_1%/138_0%/6 Treasury Flat 2,950,000 11/23/97 66.78 65.96
151 Lock/300_>YM or 1%/54_0%/6 Treasury Flat 2,640,000 10/23/97 73.86 73.49
152 Lock/36_Defeasance/78_0%/6 2,400,000 07/17/98 80.21 79.94
153 Lock/36_>YM or 1%/120_1%/138_0%/6 Treasury Flat 2,580,000 11/23/97 74.81 73.88
- --------------------------------------------------------------------------------------------------------------------------------
154 Lock/36_Defeasance/81_0%/3 2,500,000 08/24/98 76.00 75.86
155 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 2,400,000 79.17 78.68
155 1,400,000 11/25/97 - -
155 460,000 11/25/97 - -
- --------------------------------------------------------------------------------------------------------------------------------
155 230,000 11/25/97 - -
155 310,000 11/25/97 - -
156 Lock/48_>YM or 1%/186_0%/6 Treasury Flat 2,950,000 07/17/98 64.41 63.95
157 Lock/48_>YM or 1%/30_0%/6 Treasury Flat 2,400,000 07/13/98 79.17 78.37
- --------------------------------------------------------------------------------------------------------------------------------
158 Lock/27_Defeasance/90_0%/3 2,900,000 07/24/98 62.07 61.96
159 Lock/48_>YM or 1%/126_0%/6 Treasury Flat 2,600,000 08/13/98 69.23 69.07
160 Lock/48_Defeasance/69_0%/3 2,400,000 07/11/98 75.00 74.72
161 Lock/36_Defeasance/84 2,800,000 08/10/98 64.29 63.89
162 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 2,480,000 04/01/98 70.56 70.24
- --------------------------------------------------------------------------------------------------------------------------------
163 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 2,320,000 05/06/98 74.35 74.03
164 Lockout/32_Defeasance/82_0%/6 2,850,000 12/01/97 60.35 59.90
165 Lock/29_Defeasance/145_0%/6 2,500,000 05/07/98 67.40 66.94
166 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 2,285,000 03/30/98 73.30 73.01
- --------------------------------------------------------------------------------------------------------------------------------
167 Lock/36_Defeasance/81_0%/3 2,350,000 07/15/98 71.06 70.83
168 Lock/36_Defeasance/81_0%/3 2,080,000 07/28/98 80.00 79.83
169 Lock/36_Defeasance/81_0%/3 2,500,000 09/15/98 65.80 65.72
170 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 2,300,000 11/10/97 71.74 71.19
171 Lock/36_Defeasance/81_0%/3 2,400,000 07/06/98 67.92 67.54
- --------------------------------------------------------------------------------------------------------------------------------
172 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 2,125,000 07/01/98 76.42 76.10
173 Lock/36_Defeasance/81_0%/3 2,300,000 07/30/98 69.57 69.42
174 Lock/36_Defeasance/81_0%/3 2,125,000 08/15/98 74.96 74.82
175 Lock/180_>YM or 1%/54_0%/6 Treasury Flat 2,650,000 02/12/98 60.38 59.74
- --------------------------------------------------------------------------------------------------------------------------------
176 Lock/36_Defeasance/145_0%/3 1,740,000 07/31/98 90.75 89.76
177 Lock/36_Defeasance/78_0%/6 1,995,000 05/14/98 77.94 77.72
178 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 2,100,000 09/30/97 74.29 73.56
179 Lock/36_Defeasance/201_0%/3 1,600,000 07/31/98 96.88 96.32
- --------------------------------------------------------------------------------------------------------------------------------
180 Lock/36_Defeasance/81_0%/3 2,150,000 08/11/98 69.77 69.69
181 Lock/36_Defeasance/84 2,100,000 06/09/98 71.43 71.07
182 Lock/36_Defeasance/201_0%/3 2,100,000 05/12/98 71.43 71.04
183 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 2,150,000 05/08/98 69.77 69.29
- --------------------------------------------------------------------------------------------------------------------------------
184 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 2,100,000 11/13/97 71.43 70.82
185 Lock/48_ >YM or 1%/66_ 0%/6 Treasury Flat 2,000,000 05/19/98 72.50 72.28
186 Lock/36_Defeasance/141_0%/3 2,350,000 03/27/98 61.70 60.93
187 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 2,150,000 11/21/97 66.98 66.26
- --------------------------------------------------------------------------------------------------------------------------------
188 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,800,000 04/21/98 79.17 78.84
189 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 2,150,000 02/24/98 65.12 64.75
190 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,975,000 04/28/98 70.89 70.42
191 lock/48_>YM or 1%/66_0%/6 Treasury Flat 2,200,000 10/21/97 63.64 62.93
192 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 2,000,000 08/11/98 68.50 68.24
- --------------------------------------------------------------------------------------------------------------------------------
193 Lock/36_Defeasance/78_0%6 1,700,000 06/24/98 80.00 79.81
194 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,900,000 06/30/98 71.58 71.33
195 Lock/36_Defeasance/133_0%/3 1,475,000 07/31/98 92.47 91.44
196 Lock/240_> YM or 1%/54_0%/6 Treasury Flat 1,825,000 02/17/98 73.97 73.58
197 Lock/36_Defeasance/81_0%/3 1,750,000 06/10/98 75.00 74.77
198 Lock/31_Defeasance/203_0%/6 1,760,000 01/14/98 75.00 74.30
199 Lock/48_>YM or 1%/66_0%6 Treasury Flat 1,880,000 03/17/98 69.68 69.42
- --------------------------------------------------------------------------------------------------------------------------------
200 Lock/36_Defeasance/81_0%/3 2,100,000 08/26/98 61.90 61.81
200 - -
200 - - -
200 - - -
201 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 2,000,000 04/01/98 63.50 63.24
- --------------------------------------------------------------------------------------------------------------------------------
202 Lock/36_Defeasance/201_0%/3 1,735,000 07/23/98 72.62 72.24
203 Lock/36_Defeasance/81_0%/3 1,850,000 08/03/98 67.57 67.43
204 Lock/48_>YM or 1%/66_O%/6 Treasury Flat 2,000,000 04/01/98 61.40 61.15
205 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,750,000 08/15/98 68.57 68.32
206 Lock/36_Defeasance/133_0%/3 1,400,000 07/31/98 85.43 84.33
- --------------------------------------------------------------------------------------------------------------------------------
207 Lock/36_Defeasance/78_0%/6 1,500,000 07/17/98 78.33 78.07
208 Lock/120_>YM or 1%/54_0%/6 Treasury Flat 3,000,000 11/19/97 40.00 38.93
209 Lock/36_Defeasance/81_0%/3 1,800,000 08/13/98 63.89 63.53
210 Lock/48_>YM or 1%/66_0%6 Treasury Flat 1,625,000 04/09/98 70.15 69.89
- --------------------------------------------------------------------------------------------------------------------------------
211 Lock/36_Defeasance/83_0%/1 1,500,000 08/12/98 75.00 74.66
212 Lock/36_Defeasance/81_0%/3 1,400,000 07/03/98 79.64 79.46
213 Lock/36_Defeasance/81_0%/3 1,600,000 05/28/98 67.75 67.63
214 Lock/48_>YM or 1%/66 _0%/6 Treasury Flat 1,430,000 07/14/98 74.97 74.76
- --------------------------------------------------------------------------------------------------------------------------------
215 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,345,000 06/18/98 78.07 77.90
216 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,350,000 06/18/98 77.78 77.61
217 Lock/31_Defeasance/83_0%/6 1,550,000 04/06/98 67.74 67.35
218 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,350,000 06/15/98 75.93 75.76
219 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,385,000 05/05/98 74.01 73.72
- --------------------------------------------------------------------------------------------------------------------------------
220 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,360,000 01/14/98 75.00 74.47
221 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,295,000 06/18/98 77.99 77.82
222 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,350,000 10/17/97 74.96 74.55
223 Lock/36_Defeasance/45_0%/3 1,210,000 06/30/98 82.64 82.39
224 Lock/28_Defeasance/50_0%/6 1,700,000 06/15/98 58.82 58.53
225 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,600,000 11/07/97 62.50 62.18
226 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,400,000 09/04/97 71.43 70.78
227 Lock/120_>YM or 1%/54_0%/6 Treasury Flat 1,350,000 11/20/97 74.07 73.39
- --------------------------------------------------------------------------------------------------------------------------------
228 Lock/180_>YM or 1%/54_0%/6 Treasury Flat 1,400,000 02/12/98 70.71 70.07
229 Lock/48_ >YM or 1%/66_0%/6 Treasury Flat 1,300,000 04/20/98 75.00 74.56
230 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,550,000 03/12/98 62.58 62.27
231 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,285,000 06/17/98 73.93 73.77
232 Lock/36_0%/84 1,800,000 02/11/98 52.78 52.39
- --------------------------------------------------------------------------------------------------------------------------------
233 Lock 48_>YM or 1%/66_0%/6 Treasury Flat 1,500,000 01/15/98 63.33 62.85
234 Lock/180_>YM or 1%/54_0%/6 Treasury Flat 1,350,000 03/13/98 69.63 69.00
235 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,250,000 02/27/98 74.00 73.50
236 Lock/36_Defeasance/78_0%/6 1,400,000 07/17/98 64.29 64.07
237 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,300,000 03/13/98 69.23 68.85
238 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,170,000 07/06/98 74.79 74.62
- --------------------------------------------------------------------------------------------------------------------------------
239 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,100,000 06/18/98 78.18 78.01
240 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,150,000 12/12/97 74.96 74.46
241 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,275,000 02/19/98 67.45 67.14
242 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,150,000 11/25/97 74.78 73.97
- --------------------------------------------------------------------------------------------------------------------------------
243 Lock/48_YM or 1%/66_0%/6 Treasury Flat 1,090,000 06/15/98 77.98 77.81
244 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,100,000 06/08/98 77.27 77.11
245 Lock/48_ >YM or 1%/66_ 0%/6 Treasury Flat 1,220,000 07/14/98 69.67 69.48
246 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,250,000 03/06/98 68.00 67.60
247 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,150,000 12/17/97 73.04 72.51
- --------------------------------------------------------------------------------------------------------------------------------
248 Lock/60_>YM or 1%/114_0%/6 Treasury Flat 1,160,000 08/04/98 72.41 71.74
249 Lock/32_Defeasance/82_0%/6 1,500,000 04/08/98 55.07 54.70
250 Lock/29_Defeasance/85_0%6 1,200,000 12/17/97 66.67 66.41
251 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,100,000 04/17/98 72.73 72.37
252 Lock/120_>YM or 1%/54_0%/6 Treasury Flat 2,550,000 11/19/97 31.37 30.53
- --------------------------------------------------------------------------------------------------------------------------------
253 Lock/180_> YM or 1%/54_0%/6 Treasury Flat 1,060,000 06/01/98 72.64 72.42
254 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,000,000 06/18/98 76.00 75.84
255 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 980,000 06/17/98 76.53 76.37
256 Lock/48_>YM of 1%/66_0%/6 Treasury Flat 1,250,000 07/20/98 60.00 59.87
- --------------------------------------------------------------------------------------------------------------------------------
257 Lock/36_Defeasance/78_0%/6 945,000 05/14/98 79.37 79.14
258 Lock/36_Defeasance/81_0%/3 1,000,000 04/30/98 75.00 74.71
259 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,000,000 02/24/98 75.00 74.54
260 Lock/36_Defeasance/108 950,000 05/20/98 78.95 78.34
- --------------------------------------------------------------------------------------------------------------------------------
261 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,125,000 07/16/98 65.60 65.47
262 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,100,000 05/19/98 66.36 66.16
263 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,050,000 03/12/98 69.52 69.18
264 Lock/120_>YM or 1%/54_0%/6 Treasury Flat 2,000,000 11/19/97 36.50 35.52
265 Lock/120_>YM or 1%/54_0%/6 Treasury Flat 950,000 03/13/98 74.95 74.49
- --------------------------------------------------------------------------------------------------------------------------------
266 Lock/34_Defeasance/80_0%/6 950,000 10/22/97 73.68 73.04
267 Lock/36_>YM or 1%/120_1%/138_0%/6 Treasury Flat 865,000 11/20/97 79.77 78.78
268 Lock/48_> YM or 1%/66_0%/6 Treasury Flat 970,000 04/22/98 70.00 69.87
269 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 920,000 08/07/98 73.37 72.97
- --------------------------------------------------------------------------------------------------------------------------------
270 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 950,000 01/07/98 71.05 70.49
271 Lock/48_ >YM or 1%/66_0%/6 Treasury Flat 1,000,000 11/17/97 65.40 65.05
272 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 990,000 06/29/98 65.66 65.39
273 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 900,000 02/09/98 72.44 71.93
274 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 870,000 01/12/98 74.94 74.31
275 Lock/48_ > YM or 1%/66_ 0%/6 Treasury Flat 900,000 06/23/98 72.00 71.80
276 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 900,000 01/17/98 72.22 71.71
277 Lock/48_> YM or 1%/66_0%/6 Treasury Flat 900,000 07/28/98 71.11 70.98
- --------------------------------------------------------------------------------------------------------------------------------
278 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 810,000 06/26/98 79.01 78.84
279 Lock 48_>YM or 1%/66_0%/6 Treasury Flat 850,000 07/10/98 74.00 73.74
280 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 810,000 06/17/98 77.16 76.99
281 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 820,000 06/17/98 76.22 76.05
282 Lock/48_>YM or 1%/66_0%6 Treasury Flat 1,000,000 01/29/98 62.50 62.19
- --------------------------------------------------------------------------------------------------------------------------------
283 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 890,000 02/19/98 69.66 69.34
284 Lock/36_>YM or 1%/78_0%/6 Treasury Flat 835,000 08/04/98 73.05 72.90
285 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 875,000 02/19/98 69.71 69.39
286 Lock/48_>YM or 1%/66_0%6 Treasury Flat 1,000,000 01/23/98 61.20 60.66
287 Lockout/48_>YM or 1%/186_0%/6 Treasury Flat 900,000 11/20/97 68.00 67.00
- --------------------------------------------------------------------------------------------------------------------------------
288 Lock/27_Defeasance/90_0%/3 3,400,000 07/24/98 17.65 17.62
289 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 800,000 01/29/98 75.00 74.58
290 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 860,000 01/29/98 69.77 69.31
291 Lock/48_ >YM or 1%/66_ 0%/6 Treasury Flat 790,000 05/14/98 74.94 74.80
292 Lockout/120_>YM or 1%/54_0%/6 Treasury Flat 1,400,000 11/18/97 42.86 41.71
- --------------------------------------------------------------------------------------------------------------------------------
293 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 1,600,000 12/18/97 36.56 36.26
294 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 740,000 06/25/98 78.38 78.21
295 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 830,000 01/08/98 69.28 68.76
296 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 760,000 04/20/98 74.74 74.40
297 Lock/48_> YM or 1%/66_0%/6 Treasury Flat 850,000 08/19/97 65.88 65.75
- --------------------------------------------------------------------------------------------------------------------------------
298 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 760,000 02/25/98 73.68 73.19
299 Lock/120_>YM or 1%/54_0%/6 Treasury Flat 750,000 11/20/97 74.00 73.32
300 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 800,000 12/16/97 68.75 68.13
301 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 720,000 12/16/97 75.00 74.31
302 Lock/180_ > YM or 1%/54_ 0%/6 Treasury Flat 730,000 06/01/98 71.40 71.08
- --------------------------------------------------------------------------------------------------------------------------------
303 Lock/48_>YM or 1%/66_0%6 Treasury Flat 700,000 05/27/98 74.29 74.08
304 Lock/48_>YM or 1%/66_0%/6 Treasury Flat 790,000 01/27/98 65.82 65.50
- --------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Anticipated Total SF/ SF/ Loan Balance
Control LTV Year(s) Year(s) Lockbox Lockbox Units/Rooms/ Units/Rooms/ per SF/Unit/ Occupancy
Number at Maturity/ARD Built Renovated Required Type Beds/Spaces Beds/Spaces Room/Bed/Space Percent
- ---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1 64.67 1942 1983 No Not Applicable 104,900 Sq Ft 191 100
2 53.31 1928 1994 Yes In Place 221 Rooms 85,429 63
3 68.55 1972, 90 1994 No Not Applicable 746 Units 25,128 93
4 65.37 1974, 79 1997 Yes In Place 380,387 Sq Ft 45 100
- ---------------------------------------------------------------------------------------------------------------------------------
5 46.46 No Not Applicable 384 Beds 30,955 -
5 - 1979 1994 123 Beds - 98
5 - 1965 1995 121 Beds - 98
5 - 1955 1993 140 Beds - 96
6 48.04 1991 Not Applicable No Not Applicable 82,007 Sq Ft 145 100
- ---------------------------------------------------------------------------------------------------------------------------------
7 46.82 1970 1992 - 1997 No Not Applicable 214 Rooms 53,621 72
8 63.14 1972 Unknown No Not Applicable 200 Beds 56,898 99
9 64.11 1964 1996, 97 No Not Applicable 107,996 Sq Ft 100 100
10 53.47 1969 1996 - 1997 No Not Applicable 192 Rooms 53,954 76
11 - 1963 1995 No Not Applicable 203 Units 48,966 100
- ---------------------------------------------------------------------------------------------------------------------------------
12 71.66 1974 Unknown No Not Applicable 400 Units 24,644 99
13 55.70 1974, 75 1982, 83 No Not Applicable 171,329 Sq Ft 54 88
14 69.08 1987 Not Applicable No Not Applicable 312 Units 29,075 92
15 61.29 1993 Not Applicable No Not Applicable 167,997 Sq Ft 53 100
16 64.05 1965 1997 No Not Applicable 88,504 Sq Ft 96 100
17 69.21 1974 1997, 98 No Not Applicable 126,600 Sq Ft 67 95
- ---------------------------------------------------------------------------------------------------------------------------------
18 59.64 1933, 70 1987, 88 No Not Applicable 132 Rooms 63,404 56
19 59.79 1991, 92 Not Applicable No Not Applicable 144,020 Sq Ft 58 100
20 70.51 1971 1997, 98 No Not Applicable 280 Units 28,910 96
21 61.60 1989 1997 Yes Springing 126,187 Sq Ft 63 100
- ---------------------------------------------------------------------------------------------------------------------------------
22 60.65 1970 1988, 1995 - 1996 No Not Applicable 142 Rooms 56,215 77
23 54.92 1988 1997 No Not Applicable 202 Rooms 39,468 55
24 67.76 1988 - 1989 Unknown No Not Applicable 55 Units 144,826 100
25 66.61 1920, 30 1986 No Not Applicable 100,300 Sq Ft 75 100
- ---------------------------------------------------------------------------------------------------------------------------------
26 63.42 1952 1987 No Not Applicable 136,575 Sq Ft 55 81
27 68.93 1971 1994, 98 No Not Applicable 259 Units 28,124 97
28 65.77 1997 Not Applicable No Not Applicable 123,592 Sq Ft 56 89
29 63.00 1972 - 1973 Not Applicable No Not Applicable 175,610 Sq Ft 38 100
30 65.08 1983, 84 Not Applicable No Not Applicable 190,492 Sq Ft 35 100
- ---------------------------------------------------------------------------------------------------------------------------------
31 69.49 1964, 80 Not Applicable No Not Applicable 382 Units 16,719 91
32 55.90 1988 - 1989 Unknown No Not Applicable 35,838 Sq Ft 172 100
33 66.18 1986 1997 No Not Applicable 51,725 Sq Ft 116 93
34 30.41 1927 1998 No Not Applicable 3,890 Sq Ft 1,536 100
- ---------------------------------------------------------------------------------------------------------------------------------
35 64.62 1961, 71, 81 1986 No Not Applicable 95,944 Sq Ft 62 100
36 72.83 1987 CIRCA Not Applicable No Not Applicable 93,987 Sq Ft 63 94
37 66.04 1985 Not Applicable No Not Applicable 163 Units 36,133 98
38 61.49 1995 - 1996 Not Applicable Yes Springing 152,300 Sq Ft 37 95
39 69.38 1991 - 1992 1998 No Not Applicable 169,600 Sq Ft 32 100
- ---------------------------------------------------------------------------------------------------------------------------------
40 65.74 1981 Unknown No Not Applicable 44 Units 122,351 100
41 68.74 1975 1997 No Not Applicable 364 Units 14,789 94
42 58.72 1989 1997 No Not Applicable 130 Rooms 41,243 76
43 69.81 1979 1997 No Not Applicable 300 Units 17,806 93
- ---------------------------------------------------------------------------------------------------------------------------------
44 55.22 1964 - 1966 1996 - 1997 No Not Applicable 257 Units 20,633 98
45 68.94 1981 1990 No Not Applicable 61,493 Sq Ft 84 99
46 65.89 1976 1995 Yes Springing 226 Units 22,955 96
47 69.35 1973 Not Applicable No Not Applicable 280 Units 18,052 95
48 55.16 1903 1989 No Not Applicable 76,800 Sq Ft 65 100
- ---------------------------------------------------------------------------------------------------------------------------------
49 68.98 1997 Not Applicable No Not Applicable 81,200 Sq Ft 59 100
50 59.15 1996 - 1997 Not Applicable No Not Applicable 42,919 Sq Ft 111 100
51 64.93 Yes Springing 72,927 Sq Ft 65 -
51 - 1990 - 1991 Not Applicable 32,528 Sq Ft - 100
51 - 1990 - 1991 Not Applicable 32,316 Sq Ft - 100
- ---------------------------------------------------------------------------------------------------------------------------------
51 - 1989 Not Applicable 8,083 Sq Ft - 100
52 58.66 1997 Not Applicable No Not Applicable 35,365 Sq Ft 133 92
53 60.20 1990 1996 No Not Applicable 77,716 Sq Ft 60 100
54 53.02 1988 Unknown No Not Applicable 47,336 Sq Ft 98 90
55 64.73 1981 1990 No Not Applicable 43,750 Sq Ft 106 90
- ---------------------------------------------------------------------------------------------------------------------------------
56 - 1987, 94 Not Applicable No Not Applicable 45,500 Sq Ft 101 100
57 51.27 1982 Not Applicable No Not Applicable 70,026 Sq Ft 65 96
58 63.64 1998 Not Applicable Yes In Place 42,537 Sq Ft 106 100
59 69.37 1966 1997 No Not Applicable 180,190 Sq Ft 25 96
60 55.31 1990 Not Applicable No Not Applicable 37,383 Sq Ft 120 100
- ---------------------------------------------------------------------------------------------------------------------------------
61 65.08 1995 - 1997 Not Applicable No Not Applicable 72 Units 61,616 100
62 28.52 1997 Not Applicable No Not Applicable 106 Rooms 41,327 77
63 53.51 1995, 96 Not Applicable No Not Applicable 105 Rooms 40,922 53
64 65.81 1974 1997 Yes Springing 152 Units 28,223 94
65 52.71 1962 1993 No Not Applicable 86 Rooms 49,815 74
- ---------------------------------------------------------------------------------------------------------------------------------
66 57.58 1984 1996 No Not Applicable 103,830 Sq Ft 39 82
67 58.95 1992 Not Applicable No Not Applicable 120 Beds 33,219 80
68 51.49 1975 Unknown No Not Applicable 131,500 Sq Ft 30 100
69 53.45 1986 Unknown No Not Applicable 49,805 Sq Ft 80 100
70 65.00 1984 Not Applicable No Not Applicable 273 Units 14,552 85
- ---------------------------------------------------------------------------------------------------------------------------------
71 50.54 1950 1997 No Not Applicable 130 Units 30,545 98
72 54.82 1988 No Not Applicable 80 Rooms 49,582 70
73 69.11 1971 1995 Yes Springing 167 Units 23,478 99
74 53.43 1969 Unknown No Not Applicable 81,758 Sq Ft 47 88
75 71.47 No Not Applicable 154 Units 24,621 -
- ---------------------------------------------------------------------------------------------------------------------------------
75 - 1986 Unknown 38 Units - 92
75 - 1983 Unknown 30 Units - 97
75 - 1972 Unknown 38 Units - 87
75 - 1972 Unknown 48 Units - 94
76 - 1997 Not Applicable No Not Applicable 49,725 Sq Ft 76 100
- ---------------------------------------------------------------------------------------------------------------------------------
77 65.43 1988 Unknown No Not Applicable 69,346 Sq Ft 54 100
78 65.43 1989 Unknown No Not Applicable 84,802 Sq Ft 42 94
79 62.81 1998 Not Applicable No Not Applicable 59,188 Sq Ft 59 95
80 58.75 1974 Unknown Yes In Place 104,146 Sq Ft 33 100
81 60.94 No Not Applicable 158 Units 22,064 -
- ---------------------------------------------------------------------------------------------------------------------------------
81 - 1965 1997 79 Units - 91
81 - 1964 1997 79 Units - 93
82 53.66 1993 1994 No Not Applicable 65,000 Sq Ft 54 100
83 46.63 1984 1997 No Not Applicable 102,587 Sq Ft 34 99
84 57.24 1974 1993 No Not Applicable 94,665 Sq Ft 37 100
- ---------------------------------------------------------------------------------------------------------------------------------
85 59.98 1927 1995 No Not Applicable 133 Units 24,794 100
86 63.90 1960 1998 No Not Applicable 22,781 Sq Ft 145 96
87 65.13 1989 Unknown No Not Applicable 66,213 Sq Ft 49 95
88 63.40 1997 Not Applicable No Not Applicable 19,825 Sq Ft 165 100
89 63.03 1910 1995 - 1996 No Not Applicable 80 Units 39,930 99
- ---------------------------------------------------------------------------------------------------------------------------------
90 69.31 1964 1997 No Not Applicable 160 Units 19,924 97
91 61.55 1947, 49 1997 No Not Applicable 92 Units 34,562 93
92 52.72 1995 1997 No Not Applicable 86 Rooms 36,808 70
93 - 1991 Not Applicable No Not Applicable 22,981 Sq Ft 138 100
94 48.33 1974 Not Applicable No Not Applicable 103 Rooms 30,501 89
- ---------------------------------------------------------------------------------------------------------------------------------
95 52.55 1996 Not Applicable No Not Applicable 78 Rooms 38,717 75
96 62.82 1984 No Not Applicable 56,487 Sq Ft 53 96
97 66.59 1985 Not Applicable No Not Applicable 83 Units 36,064 98
98 69.29 1967 1976, 78, 97 Yes Springing 213,980 Sq Ft 14 95
99 47.54 1996 Not Applicable No Not Applicable 35,825 Sq Ft 83 100
- ---------------------------------------------------------------------------------------------------------------------------------
100 58.28 1962 Not Applicable No Not Applicable 40 Units 74,485 98
101 36.59 1995 Not Applicable No Not Applicable 70 Rooms 41,922 76
102 65.49 1966 1996, 97 Yes Springing 191 Units 15,268 82
103 68.45 1962 1993 No Not Applicable 58 Units 49,792 98
104 59.73 1987 Unknown No Not Applicable 34,363 Sq Ft 84 87
- ---------------------------------------------------------------------------------------------------------------------------------
105 51.99 1990 Unknown No Not Applicable 52,975 Sq Ft 54 83
106 47.24 1992 Not Applicable No Not Applicable 11,940 Sq Ft 234 94
107 56.77 1984 Unknown No Not Applicable 30,106 Sq Ft 93 100
108 61.42 1995 Not Applicable No Not Applicable 120 Units 23,103 92
109 68.68 1975 1995 - 1997 Yes Springing 155 Units 17,701 95
- ---------------------------------------------------------------------------------------------------------------------------------
110 61.09 1911 1996, 97 No Not Applicable 49 Units 55,949 100
111 59.42 1949, 87 1985 No Not Applicable 142,766 Sq Ft 19 100
112 45.69 1974, 77 Unknown Yes Springing 93,505 Sq Ft 29 100
113 44.16 1985 Not Applicable No Not Applicable 76 Rooms 35,169 57
114 61.15 1982 Not Applicable No Not Applicable 39,700 Sq Ft 67 100
- ---------------------------------------------------------------------------------------------------------------------------------
115 64.11 1984 Unknown No Not Applicable 108,016 Sq Ft 24 100
116 - 1989 Unknown No Not Applicable 81 Rooms 32,179 73
117 56.84 1971 1982 - 1986 No Not Applicable 128 Units 20,248 95
118 67.77 1979 1986 Yes Springing 86,624 Sq Ft 29 100
119 65.16 1993 - 1995 Not Applicable No Not Applicable 32,839 Sq Ft 76 100
- ---------------------------------------------------------------------------------------------------------------------------------
120 50.34 1997 Not Applicable No Not Applicable 51,440 Sq Ft 48 97
121 45.54 1966, 80, 96 Not Applicable No Not Applicable 31 Rooms 79,503 80
122 55.87 1998 Not Applicable No Not Applicable 46,000 Sq Ft 53 100
123 68.25 1970 1997 No Not Applicable 101 Units 24,097 90
124 67.34 1995 Not Applicable No Not Applicable 31,952 Sq Ft 75 100
125 67.88 1998 Not Applicable No Not Applicable 14,495 Sq Ft 165 100
126 - 1991 Unknown No Not Applicable 31,862 Sq Ft 75 100
127 - 1964 Not Applicable No Not Applicable 57 Units 41,665 100
128 58.50 1972, 86, 93 1995 - 1998 Yes Springing 83,376 Sq Ft 28 100
- ---------------------------------------------------------------------------------------------------------------------------------
129 49.62 1973 1985 No Not Applicable 100 Rooms 23,657 40
130 54.87 1985 Unknown No Not Applicable 68 Rooms 34,448 56
131 50.38 1988 1991 No Not Applicable 67,332 Sq Ft 34 100
132 57.93 1961 1996 No Not Applicable 54 Units 42,633 93
133 60.05 1966 1995 - 1998 No Not Applicable 79 Units 29,024 99
- ---------------------------------------------------------------------------------------------------------------------------------
134 65.93 1997 Not Applicable No Not Applicable 34,100 Sq Ft 67 100
135 56.63 1985 Unknown No Not Applicable 90 Rooms 25,036 70
136 65.05 1991 1995 - 1997 No Not Applicable 100 Units 22,129 99
137 59.16 1964, 73, 78 1997 No Not Applicable 102 Rooms 21,500 58
138 61.66 1996 Not Applicable No Not Applicable 15,525 Sq Ft 141 100
- ---------------------------------------------------------------------------------------------------------------------------------
139 58.54 1973 1997 - 1998 No Not Applicable 10,967 Sq Ft 196 100
140 34.24 1993 Unknown No Not Applicable 68 Rooms 31,469 84
141 68.43 1996 Not Applicable No Not Applicable 16,862 Sq Ft 124 95
142 58.53 1998 Not Applicable No Not Applicable 24 Units 87,236 100
143 68.82 1970 1996 No Not Applicable 76 Units 27,545 96
- ---------------------------------------------------------------------------------------------------------------------------------
144 62.74 1985 Not Applicable No Not Applicable 39,778 Sq Ft 52 100
145 65.02 1963 1996 - 1997 Yes Springing 148 Units 13,947 81
146 59.15 1964 1998 No Not Applicable 40 Units 50,625 98
147 65.41 1978 1996 No Not Applicable 72,174 Sq Ft 28 100
148 52.21 1902 1997 No Not Applicable 14 Units 142,245 100
- ---------------------------------------------------------------------------------------------------------------------------------
149 35.25 1985 1996 No Not Applicable 81,834 Sq Ft 24 95
150 - 1974 Not Applicable No Not Applicable 113 Units 17,221 97
151 - 1986 Not Applicable No Not Applicable 81 Units 23,952 96
152 64.17 1924 1997 - 1998 Yes Springing 35,000 Sq Ft 55 100
153 - 1975 Unknown No Not Applicable 102 Units 18,686 99
- ---------------------------------------------------------------------------------------------------------------------------------
154 66.98 1977 1996 No Not Applicable 13,851 Sq Ft 137 100
155 70.19 No Not Applicable 58 Units 32,557 -
155 - 1995 Not Applicable 32 Units - 94
155 - 1994 Not Applicable 12 Units - 88
- ---------------------------------------------------------------------------------------------------------------------------------
155 - 1995 Not Applicable 6 Units - 100
155 - 1995 Not Applicable 8 Units - 100
156 - 1975 1997 No Not Applicable 43,881 Sq Ft 43 92
157 57.74 1973 - 1974 1995 No Not Applicable 49,824 Sq Ft 38 95
- ---------------------------------------------------------------------------------------------------------------------------------
158 51.99 1971 Unknown No Not Applicable 88 Beds 20,420 78
159 52.15 1963 1998 No Not Applicable 39 Units 46,049 100
160 59.02 1994, 97, 98 Not Applicable No Not Applicable 21,441 Sq Ft 84 95
161 42.31 1997 Not Applicable No Not Applicable 22,784 Sq Ft 79 100
162 58.18 1963 1994 - 1998 No Not Applicable 101 Units 17,246 100
- ---------------------------------------------------------------------------------------------------------------------------------
163 63.48 1970 Unknown No Not Applicable 28 Units 61,341 100
164 48.91 1987 Not Applicable No Not Applicable 35,420 Sq Ft 48 100
165 28.98 1967 1972, 94, 98 No Not Applicable 36,300 Sq Ft 46 100
166 59.98 1965 1997 No Not Applicable 65 Units 25,666 94
- ---------------------------------------------------------------------------------------------------------------------------------
167 57.07 1989 Unknown No Not Applicable 71 Rooms 23,445 95
168 64.49 1998 Not Applicable Yes In Place 11,282 Sq Ft 147 100
169 58.56 1986 - 1988 Unknown No Not Applicable 50,000 Sq Ft 33 100
170 58.95 1957 1996, 97 No Not Applicable 142 Units 11,531 92
171 45.54 1986 1998 Yes In Place 20,695 Sq Ft 78 100
- ---------------------------------------------------------------------------------------------------------------------------------
172 62.07 1963, 68, 72 1991, 96 No Not Applicable 64 Units 25,269 92
173 60.74 1972 1995 - 1996 No Not Applicable 101 Units 15,809 88
174 65.73 1996 - 1997 Not Applicable No Not Applicable 21,902 Sq Ft 73 100
175 - 1927 1997 No Not Applicable 84 Units 18,845 99
- ---------------------------------------------------------------------------------------------------------------------------------
176 - 1998 Not Applicable Yes In Place 10,125 Sq Ft 154 100
177 63.90 1961 1996 - 1997 Yes Springing 124 Units 12,505 95
178 61.04 1970 - 1975 On Going No Not Applicable 240 Units 6,437 95
179 - 1998 Not Applicable Yes In Place 10,125 Sq Ft 152 100
- ---------------------------------------------------------------------------------------------------------------------------------
180 62.57 1981 Unknown No Not Applicable 58,500 Sq Ft 26 100
181 61.34 1997 - 1998 Not Applicable No Not Applicable 18,876 Sq Ft 79 100
182 - 1991 1997 No Not Applicable 52 Rooms 28,690 65
183 55.67 1997 Not Applicable No Not Applicable 44,656 Sq Ft 33 100
- ---------------------------------------------------------------------------------------------------------------------------------
184 62.27 1930's CIRCA 1997 No Not Applicable 64 Units 23,238 97
185 58.68 1963 1997 No Not Applicable 65 Units 22,239 98
186 - 1980 Unknown No Not Applicable 28,229 Sq Ft 51 97
187 54.22 1967, 82 1995 No Not Applicable 78 Units 18,264 96
- ---------------------------------------------------------------------------------------------------------------------------------
188 69.23 1997 Not Applicable No Not Applicable 9,355 Sq Ft 152 100
189 52.18 1970, 78 1997 No Not Applicable 39,000 Sq Ft 36 96
190 58.44 1970 1994 No Not Applicable 44 Units 31,608 100
191 52.42 1938 1997 No Not Applicable 84 Units 16,482 100
192 53.55 1985 Unknown No Not Applicable 45,000 Sq Ft 30 77
- ---------------------------------------------------------------------------------------------------------------------------------
193 68.97 1996 - 1997 Not Applicable Yes Springing 50 Units 27,137 96
194 56.71 1983 Unknown No Not Applicable 16,464 Sq Ft 82 100
195 - 1997 Unknown Yes In Place 10,125 Sq Ft 133 100
196 - 1968 1995 No Not Applicable 43 Units 31,227 98
197 60.63 1996 Not Applicable No Not Applicable 44 Rooms 29,736 72
198 - 1993 Not Applicable No Not Applicable 47 Rooms 27,823 82
199 57.64 1976 Not Applicable No Not Applicable 80 Units 16,314 95
- ---------------------------------------------------------------------------------------------------------------------------------
200 53.81 No Not Applicable 136 Units 9,545 -
200 - 1980 1993 72 Units - 88
200 - 1977 1993 52 Units - 89
200 - 1982 1993 12 Units - 100
201 55.58 1974 Not Applicable No Not Applicable 20 Units 63,242 100
- ---------------------------------------------------------------------------------------------------------------------------------
202 - 1996 Not Applicable No Not Applicable 42 Rooms 29,840 77
203 55.04 1970 1997 No Not Applicable 110 Rooms 11,340 48
204 53.74 1974 Not Applicable No Not Applicable 20 Units 61,150 100
205 54.03 1986 Unknown No Not Applicable 37,800 Sq Ft 32 90
206 - 1997 Not Applicable Yes In Place 9,000 Sq Ft 131 100
- ---------------------------------------------------------------------------------------------------------------------------------
207 62.67 1904 1996 Yes Springing 17,500 Sq Ft 67 100
208 - 1989 Not Applicable No Not Applicable 92 Units 12,694 100
209 30.96 1995 Not Applicable No Not Applicable 64 Rooms 17,868 54
210 58.03 1975 On Going No Not Applicable 77 Units 14,750 96
- ---------------------------------------------------------------------------------------------------------------------------------
211 60.22 1982 Unknown No Not Applicable 24,000 Sq Ft 47 100
212 68.91 1972 Unknown No Not Applicable 64 Units 17,383 100
213 60.00 1982 Unknown No Not Applicable 18,500 Sq Ft 58 100
214 61.80 1930 1993 No Not Applicable 43 Units 24,862 98
- ---------------------------------------------------------------------------------------------------------------------------------
215 67.84 1993 Unknown No Not Applicable 6,500 Sq Ft 161 100
216 67.59 1993 Not Applicable No Not Applicable 6,500 Sq Ft 161 100
217 55.45 1971 Not Applicable No Not Applicable 29 Units 35,997 100
218 65.98 1993 Unknown No Not Applicable 6,225 Sq Ft 164 100
219 60.78 1957 1996 No Not Applicable 33 Units 30,940 100
- ---------------------------------------------------------------------------------------------------------------------------------
220 61.16 1959 1997 No Not Applicable 40 Units 25,319 95
221 67.77 1993 Not Applicable No Not Applicable 6,500 Sq Ft 155 100
222 61.82 1920 1987- 1988 No Not Applicable 50 Units 20,128 98
223 75.77 1970 1997 No Not Applicable 34,872 Sq Ft 29 100
224 47.68 1987 On Going No Not Applicable 30,160 Sq Ft 33 100
225 50.77 1970 On Going No Not Applicable 94 Units 10,584 94
226 58.47 1909 1981 No Not Applicable 24 Units 41,291 96
227 48.44 1962 1995 - 1997 No Not Applicable 42 Units 23,590 93
- ---------------------------------------------------------------------------------------------------------------------------------
228 - 1930 1996 - 1997 No Not Applicable 39 Units 25,153 100
229 61.40 1970 1990 No Not Applicable 41 Units 23,643 98
230 51.22 1926 Unknown No Not Applicable 28 Units 34,473 100
231 64.24 1991 Unknown No Not Applicable 6,500 Sq Ft 146 100
232 43.68 1974 1995 - 1996 No Not Applicable 12,262 Sq Ft 77 100
- ---------------------------------------------------------------------------------------------------------------------------------
233 53.15 1975 1994 No Not Applicable 54 Units 17,459 100
234 - 1984 1995 No Not Applicable 60 Units 15,524 97
235 61.89 1979 1997 No Not Applicable 52 Units 17,669 100
236 51.43 1915 1993 Yes Springing 16,200 Sq Ft 55 100
237 57.09 1940 1997 No Not Applicable 42 Units 21,310 100
238 64.99 1992 Not Applicable No Not Applicable 6,500 Sq Ft 134 100
- ---------------------------------------------------------------------------------------------------------------------------------
239 67.94 1995 Not Applicable No Not Applicable 6,510 Sq Ft 132 100
240 61.80 1962 Not Applicable No Not Applicable 60 Units 14,272 100
241 55.61 1960 1998 No Not Applicable 53 Units 16,151 92
242 61.82 1971 1996 No Not Applicable 44 Units 19,334 95
- ---------------------------------------------------------------------------------------------------------------------------------
243 67.76 1993 Not Applicable No Not Applicable 6,272 Sq Ft 135 100
244 67.15 1992 Not Applicable No Not Applicable 6,517 Sq Ft 130 100
245 57.44 1930 1995 No Not Applicable 36 Units 23,547 97
246 57.06 1930 1992 No Not Applicable 36 Units 23,474 94
247 60.45 1973 On Going No Not Applicable 36 Units 23,163 92
- ---------------------------------------------------------------------------------------------------------------------------------
248 - 1972 1996, 97, 98 No Not Applicable 59,930 Sq Ft 14 100
249 45.40 1982 Not Applicable No Not Applicable 15,537 Sq Ft 53 96
250 54.95 1954, 59 1996 No Not Applicable 19,331 Sq Ft 41 100
251 59.52 1968 Not Applicable No Not Applicable 30 Units 26,536 100
252 - 1977 Not Applicable No Not Applicable 96 Units 8,110 99
- ---------------------------------------------------------------------------------------------------------------------------------
253 - 1930 On Going No Not Applicable 48 Units 15,992 98
254 66.04 1992 Not Applicable No Not Applicable 6,500 Sq Ft 117 100
255 66.50 1996 Not Applicable No Not Applicable 6,510 Sq Ft 115 100
256 52.11 1987 Unknown No Not Applicable 23,119 Sq Ft 32 97
- ---------------------------------------------------------------------------------------------------------------------------------
257 65.07 1966 Unknown Yes Springing 40 Units 18,697 100
258 61.52 1977 1996 - 1998 No Not Applicable 40 Rooms 18,676 54
259 62.50 1960 1997 No Not Applicable 30 Units 24,847 100
260 44.88 1992 Unknown No Not Applicable 36,334 Sq Ft 20 100
- ---------------------------------------------------------------------------------------------------------------------------------
261 53.48 1964 1996 No Not Applicable 21 Units 35,072 90
262 53.71 1928 1995 - 1997 No Not Applicable 43 Units 16,924 100
263 56.90 1925 Unknown No Not Applicable 18 Units 40,357 100
264 - 1971 - 1972 Not Applicable No Not Applicable 64 Units 11,100 97
265 48.70 1953 1998 No Not Applicable 36 Units 19,657 92
- ---------------------------------------------------------------------------------------------------------------------------------
266 60.53 1930 1997 No Not Applicable 2,500 Sq Ft 278 100
267 - 1984 Unknown No Not Applicable 32 Units 21,295 100
268 57.90 1900 Not Applicable No Not Applicable 34 Units 19,934 97
269 60.50 1945 1997 No Not Applicable 90 Units 7,459 98
- ---------------------------------------------------------------------------------------------------------------------------------
270 59.21 1970 1997 No Not Applicable 40 Units 16,741 100
271 54.12 1973, 81 1997 No Not Applicable 20 Units 32,524 100
272 53.73 1963 1996 - 1997 No Not Applicable 30 Units 21,580 97
273 60.17 1968 On Going No Not Applicable 45 Units 14,386 93
274 62.01 1985 Not Applicable No Not Applicable 38 Units 17,014 100
275 59.14 1960 1998 No Not Applicable 52 Units 12,427 100
276 59.99 1971 On Going No Not Applicable 57 Units 11,323 95
277 59.03 1920 On Going No Not Applicable 20 Units 31,943 100
- ---------------------------------------------------------------------------------------------------------------------------------
278 68.66 1995 Not Applicable No Not Applicable 5,500 Sq Ft 116 100
279 61.65 1969, 70 1988 No Not Applicable 44 Units 14,245 100
280 67.05 1996 Not Applicable No Not Applicable 6,500 Sq Ft 96 100
281 66.23 1995 Not Applicable No Not Applicable 6,528 Sq Ft 96 100
282 50.96 1940 On Going No Not Applicable 28 Units 22,209 96
- ---------------------------------------------------------------------------------------------------------------------------------
283 57.43 1960 On Going No Not Applicable 34 Units 18,150 94
284 59.34 1984 Unknown No Not Applicable 19,600 Sq Ft 31 100
285 57.47 1960 On Going No Not Applicable 33 Units 18,399 100
286 50.28 1949 1994 No Not Applicable 31 Units 19,568 97
287 - 1930 1996 No Not Applicable 18 Units 33,499 100
- ---------------------------------------------------------------------------------------------------------------------------------
288 14.78 1969 1997 - 1998 No Not Applicable 99 Beds 6,050 95
289 61.62 1969 1997 No Not Applicable 24 Units 24,859 100
290 59.53 1971 Not Applicable No Not Applicable 36 Units 16,556 97
291 61.99 1963 1997 No Not Applicable 22 Units 26,860 100
292 - 1985 Not Applicable No Not Applicable 30 Units 19,464 100
- ---------------------------------------------------------------------------------------------------------------------------------
293 29.71 1901 1989 No Not Applicable 45 Units 12,893 100
294 68.11 1996 Unknown No Not Applicable 5,500 Sq Ft 105 100
295 57.13 1937 1994 No Not Applicable 22 Units 25,941 100
296 61.84 1963 1989 No Not Applicable 36 Units 15,706 97
297 53.71 1900 1997 No Not Applicable 20 Units 27,943 100
- ---------------------------------------------------------------------------------------------------------------------------------
298 61.63 1964 1994 - 1997 No Not Applicable 33 Units 16,855 100
299 48.39 1964 Not Applicable No Not Applicable 24 Units 22,911 100
300 57.10 1969 1997 No Not Applicable 50 Units 10,901 98
301 62.07 1929 1997 No Not Applicable 44 Units 12,159 100
302 - 1930 1995 - 1998 No Not Applicable 29 Units 17,893 93
- ---------------------------------------------------------------------------------------------------------------------------------
303 66.45 1996 Not Applicable No Not Applicable 18 Units 28,810 94
304 55.05 1932 1998 No Not Applicable 25 Units 20,697 100
- ---------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Occupancy Largest Largest Largest Tenant
Control As of Tenant Tenant % of Lease 1997 1997 1998 1998
Number Date Largest Tenant Leased SF Total NSF Expiration NOI NCF NOI NCF
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1 08/31/98 Crown Life 15,197 14.49 08/01/00 2,355,547 2,355,547 2,891,800 2,808,564
2 06/30/98 - - 2,475,952 2,475,952 3,252,653 3,252,653
3 09/30/98 - - 2,064,183 2,014,615 1,711,477 1,682,884
4 10/06/98 Burlington Coat Factory 100,000 26.29 01/31/08 934,528 934,528 2,261,016 2,261,016
- ------------------------------------------------------------------------------------------------------------------------------------
5 - - 2,193,548 2,193,548 1,868,767 1,868,767
5 07/31/98 - -
5 07/31/98 - - - - - -
5 12/11/97 - - - - - -
6 09/30/98 Goodings 28,330 34.55 09/30/12 - - 1,542,986 1,542,986
- ------------------------------------------------------------------------------------------------------------------------------------
7 09/01/98 - - 1,766,562 1,766,562 2,165,947 2,165,947
8 10/09/98 - - 1,484,040 1,484,040 1,577,635 1,577,635
9 07/31/98 Walnut Brewery, Inc. 10,583 9.80 06/30/11 498,561 498,561 - -
10 07/01/98 - - 1,087,857 1,087,857 1,740,548 1,740,548
11 10/21/98 - - 1,119,043 1,119,043 - -
- ------------------------------------------------------------------------------------------------------------------------------------
12 09/18/98 - - - - 1,210,813 1,122,742
13 09/09/98 Kash and Karry 41,869 24.44 10/31/06 777,745 777,745 881,751 881,751
14 09/30/98 Hair Salon 2,230 1.01 11/30/98 747,216 702,475 - -
15 07/31/98 JC Penny Home Store 53,984 32.13 01/01/05 1,133,578 1,072,714 928,054 593,509
16 08/12/98 Associated Grocers 30,720 34.71 03/31/14 1,050,343 1,026,343 1,144,765 1,144,765
17 09/24/98 Seekers Grocery 35,693 28.19 06/30/08 469,435 469,435 - -
- ------------------------------------------------------------------------------------------------------------------------------------
18 07/31/98 - - 1,201,281 1,137,281 1,136,512 1,136,512
19 08/31/98 General Service Administration 99,822 69.31 10/31/02 1,272,668 1,272,668 1,303,820 1,303,820
20 04/24/98 - - 743,248 743,248 818,656 818,656
21 09/30/98 SteinMart 38,500 30.51 04/30/08 1,026,025 1,020,445 929,151 929,151
- ------------------------------------------------------------------------------------------------------------------------------------
22 03/30/98 - - 1,513,469 1,513,469 1,410,344 1,410,344
23 08/01/98 - - 1,274,526 1,118,789 1,293,700 1,168,700
24 07/01/98 - - 967,068 967,068 1,046,934 1,046,934
25 05/07/98 Offices of General Services 100,300 100.00 09/30/98 917,953 917,953 1,143,655 1,143,655
- ------------------------------------------------------------------------------------------------------------------------------------
26 10/01/98 Peryam & Kroll 27,274 19.97 03/31/03 955,746 955,746 857,361 805,977
27 09/15/98 - - 835,284 788,091 860,849 813,627
28 05/29/98 Diversified Data & Comm., Inc. 12,692 10.27 03/31/02 366,564 212,359 573,354 542,846
29 07/17/98 Kinney Shoe Corp. 89,101 50.74 01/31/00 (925,086) (925,086) 1,040,331 1,040,331
30 09/17/98 Reinke Brothers 19,200 10.08 01/31/99 857,881 629,026 - -
- ------------------------------------------------------------------------------------------------------------------------------------
31 06/02/98 - - 602,393 530,860 - -
32 08/20/98 North Med PC 1D, 1E, 1F 1G 14,725 41.09 12/31/14 1,106,952 1,106,952 - -
33 08/19/98 Naya Gifts 8,478 16.39 11/30/99 771,890 757,449 771,208 756,767
34 08/17/98 Paul & Shark Shops, Inc. 2,000 51.41 07/15/12 - - - -
- ------------------------------------------------------------------------------------------------------------------------------------
35 08/27/98 Humana 95,944 100.00 09/30/04 805,338 805,338 786,732 786,732
36 09/28/98 Software Dynamics 21,350 22.72 05/31/99 678,603 678,603 694,531 636,603
37 09/15/98 - - 655,996 491,694 704,390 671,390
38 10/13/98 Capital Merchandise 19,500 12.80 08/30/02 376,347 353,008 379,698 379,698
39 09/10/98 Kaman Industrial Tech., Inc. 80,000 47.17 10/31/02 863,264 863,264 863,264 863,264
- ------------------------------------------------------------------------------------------------------------------------------------
40 07/14/98 - - 436,048 436,048 458,448 458,448
41 09/30/98 - - 487,317 414,366 580,338 580,338
42 03/31/98 - - 803,727 803,727 - -
43 09/28/98 - - 320,361 320,361 525,083 525,083
- ------------------------------------------------------------------------------------------------------------------------------------
44 10/20/98 Madison Deli 2,648 1.82 07/31/04 - - 823,920 823,920
45 09/01/98 The Little Gym of Plano 5,670 9.22 05/31/03 578,734 438,247 604,902 582,808
46 09/22/98 - - 636,103 592,450 674,583 611,278
47 06/02/98 - - 490,326 463,815 - -
48 09/09/98 Phipps House Services 28,800 37.50 02/28/05 685,436 579,567 701,861 539,487
- ------------------------------------------------------------------------------------------------------------------------------------
49 09/16/98 Orion Industries 81,200 100.00 06/30/13 - - 538,000 538,000
50 09/01/98 Boxlight Corporation 20,227 47.13 08/31/06 395,516 329,700 678,524 678,524
51 - - 558,959 547,739 643,215 631,050
51 10/02/98 Swingin' Door 32,528 100.00 03/31/06
51 10/02/98 Custom Doors 17,401 53.85 03/31/06 - - - -
- ------------------------------------------------------------------------------------------------------------------------------------
51 10/07/98 Unites States Post Office 5,814 71.93 10/14/07 - - - -
52 10/18/98 Kragen Auto Parts 8,000 22.62 12/31/06 232,235 232,235 - -
53 05/08/98 Measurement Systems Int'l. Inc 28,572 36.76 11/30/03 551,039 551,039 665,816 665,816
54 04/07/98 Nephrology 9,360 19.77 10/31/03 770,597 770,597 631,195 568,519
55 09/30/98 Burger King 3,964 9.06 09/30/12 477,626 421,514 539,042 482,740
- ------------------------------------------------------------------------------------------------------------------------------------
56 08/31/98 Bargain World 24,500 53.85 03/01/02 - - 718,492 718,492
57 06/22/98 First City Financial 8,634 12.33 08/31/01 652,592 652,592 649,830 470,482
58 10/07/98 C.M.I. 42,537 100.00 08/31/18 - - - -
59 09/17/98 Rose's Stores, Inc. 60,060 33.33 10/31/01 703,005 697,389 592,980 592,980
60 09/02/98 General Cinema Cor. of WA 37,383 100.00 11/30/10 621,888 621,888 623,671 623,671
- ------------------------------------------------------------------------------------------------------------------------------------
61 08/25/98 - - 469,857 469,857 - -
62 05/30/98 - - 534,848 534,848 759,398 745,278
63 12/17/97 - - 614,657 614,657 - -
64 08/24/98 - - 451,595 395,643 541,441 484,592
65 12/31/97 - - 927,911 927,911 978,204 978,204
- ------------------------------------------------------------------------------------------------------------------------------------
66 01/31/98 Hollywood Video 10,443 10.06 09/30/04 554,114 466,256 - -
67 09/07/98 - - 741,592 741,592 731,131 731,131
68 06/25/98 Fantastic Foods, Inc. 131,500 100.00 02/28/05 399,257 237,836 562,749 546,847
69 06/25/98 Management Compensation Group 28,742 57.71 07/01/99 507,294 507,294 591,266 591,266
70 02/23/98 - - 514,585 476,322 - -
- ------------------------------------------------------------------------------------------------------------------------------------
71 10/16/98 - - - - 665,322 665,322
72 09/30/97 - - 764,015 671,237 576,141 549,357
73 07/20/98 - - 509,422 307,883 511,758 415,681
74 08/01/98 Synergistic Software 5,886 7.20 05/31/00 565,794 487,794 631,689 631,689
75 - - 445,879 445,879 530,511 497,981
- ------------------------------------------------------------------------------------------------------------------------------------
75 05/22/98 - -
75 09/22/98 - - - - - -
75 09/21/98 - - - - - -
75 09/22/98 - - - - - -
76 08/04/98 Food-4-Less 49,725 100.00 12/31/17 - - 472,651 472,651
- ------------------------------------------------------------------------------------------------------------------------------------
77 07/31/98 K-Mart 55,238 79.66 10/24/14 - - 655,341 655,341
78 06/15/98 K-Mart 67,332 79.40 10/24/14 407,837 382,897 406,372 381,432
79 09/11/98 Winn Dixie 47,188 79.73 03/31/18 - - - -
80 08/31/98 Sanese Services, Inc 104,146 100.00 08/19/18 306,000 306,000 306,000 306,000
81 - - 498,391 349,280 - -
- ------------------------------------------------------------------------------------------------------------------------------------
81 06/08/98 - - 240,705 225,596 - -
81 08/05/98 Juanita Ryker - Ladies Wear 1,560 2.36 01/01/02 257,686 123,684 - -
82 08/18/98 Dick's Clothing & Sport. Goods 65,000 100.00 08/31/08 503,500 503,500 503,500 503,500
83 06/29/98 Boat America Corporation 10,246 9.99 12/31/00 627,392 627,392 734,084 687,932
84 05/31/98 Ames Department Store 52,743 55.72 01/30/08 409,019 409,019 427,743 427,743
- ------------------------------------------------------------------------------------------------------------------------------------
85 09/01/98 - - 603,636 597,518 - -
86 09/02/98 Legg Mason 5,500 24.14 09/30/05 364,847 364,847 - -
87 07/31/98 K-Mart 57,440 86.75 10/24/14 - - 403,619 403,619
88 09/01/98 Slifer Designs 14,979 75.56 09/01/18 112,647 112,647 - -
89 08/01/98 - - 330,896 316,421 - -
- ------------------------------------------------------------------------------------------------------------------------------------
90 06/23/98 - - 346,452 327,860 435,086 107,014
91 09/30/98 - - 313,312 237,073 396,028 348,457
92 05/31/98 - - 365,585 365,585 624,884 624,884
93 08/12/98 Orthopedic Associates of Peori 22,981 100.00 12/31/13 450,300 444,570 459,716 453,986
94 08/31/98 - - 831,544 747,928 395,320 345,132
- ------------------------------------------------------------------------------------------------------------------------------------
95 08/19/98 - - 662,281 662,281 783,506 783,506
96 08/31/98 Jo-Ann Stores dba Clothworld 14,227 25.19 10/31/10 342,342 342,342 382,367 382,367
97 08/31/98 - - 307,156 307,156 324,912 324,912
98 11/01/98 Janesville Products- Jason,Inc 154,800 72.34 11/30/02 362,571 362,571 390,371 390,371
99 08/13/98 The Gap (Old Navy) 13,256 37.00 06/30/08 304,780 304,780 353,985 331,274
- ------------------------------------------------------------------------------------------------------------------------------------
100 09/01/98 - - 283,833 275,051 - -
101 06/16/98 - - 1,009,924 1,009,924 976,827 976,827
102 08/15/98 - - 209,351 209,351 - -
103 08/25/98 - - 248,319 248,319 - -
104 07/31/98 White Marsh Child Care, Inc. 6,675 19.42 11/30/03 498,237 498,237 481,380 481,380
- ------------------------------------------------------------------------------------------------------------------------------------
105 07/07/98 - - 451,280 451,280 402,108 402,108
106 10/06/98 Yogazone 2,000 16.75 10/31/01 327,637 291,161 400,406 365,994
107 09/18/98 Mercury Diagnostics, Inc. 30,106 100.00 11/30/02 144,919 144,919 368,472 368,472
108 07/10/98 - - 219,422 210,609 220,524 213,808
109 09/22/98 - - 341,118 291,158 370,290 316,146
- ------------------------------------------------------------------------------------------------------------------------------------
110 06/01/98 Hoot Judkins Furniture 7,816 23.99 06/14/00 292,594 66,427 215,389 118,615
111 07/23/98 Farm Fresh 63,513 44.49 05/31/05 414,514 361,081 412,212 372,843
112 10/08/98 Pennsylvania House 31,500 33.69 01/31/09 84,981 84,981 - -
113 03/31/98 - - 578,125 578,125 587,340 587,340
114 09/01/98 American Protective 15,771 39.73 09/01/07 274,509 274,509 364,810 364,810
- ------------------------------------------------------------------------------------------------------------------------------------
115 07/08/98 Dana Corporation 108,016 100.00 09/30/08 317,333 317,333 320,506 320,506
116 09/25/98 - - 551,886 551,886 525,883 525,883
117 08/01/98 - - 387,366 366,094 357,151 328,639
118 07/09/98 The Kroger Company 83,953 96.92 12/31/98 377,611 337,636 382,596 382,596
119 06/01/98 Quality Glass & Mirror, Inc. 4,922 14.99 07/31/03 335,196 305,670 - -
- ------------------------------------------------------------------------------------------------------------------------------------
120 06/03/98 - - - - 68,574 68,574
121 08/31/98 - - 422,420 411,259 - -
122 09/09/98 American Medical Response 46,000 100.00 04/30/08 - - - -
123 09/15/98 - - - - 288,939 86,089
124 09/30/98 PetsMart, Inc. 18,140 56.77 01/31/10 372,120 311,032 226,440 226,440
125 02/25/98 PetCare Plus, Inc. 14,495 100.00 03/31/08 - - - -
126 07/31/98 Kinsley Construction Inc. 7,822 24.55 08/31/01 370,656 370,656 401,616 401,616
127 12/01/97 - - 392,563 392,563 - -
128 09/11/98 H & M Wagner & Sons, Inc. 83,376 100.00 06/01/10 442,992 442,992 - -
- ------------------------------------------------------------------------------------------------------------------------------------
129 08/30/98 - - - - 395,401 359,882
130 12/31/97 - - 367,442 367,442 452,326 452,326
131 05/23/98 K-Mart 67,332 100.00 10/24/14 347,421 347,421 - -
132 08/18/98 - - 242,289 193,576 271,380 271,380
133 05/01/98 - - 408,664 402,517 - -
- ------------------------------------------------------------------------------------------------------------------------------------
134 06/22/98 Goody's Family Clothing, Inc. 22,100 64.81 08/31/07 108,849 108,849 295,499 295,499
135 05/31/98 - - 343,586 259,658 365,556 356,743
136 02/15/98 - - 263,136 260,550 - -
137 06/11/98 - - 69,457 69,457 500,172 500,172
138 04/21/98 Walgreen Arizona Drug Company 15,525 100.00 07/01/55 - - - -
- ------------------------------------------------------------------------------------------------------------------------------------
139 08/24/98 Munder Capital Mgt. 5,857 53.41 10/31/02 - - - -
140 06/18/98 - - 763,198 763,198 691,265 691,265
141 09/14/98 Pioneer Valley Dialysis 11,034 65.44 11/03/06 - - - -
142 09/18/98 - - - - 220,030 215,230
143 07/31/98 - - 234,880 234,880 243,381 243,381
- ------------------------------------------------------------------------------------------------------------------------------------
144 08/01/98 Chung's Taekwondo 5,525 13.89 05/30/01 290,640 290,640 - -
145 08/15/98 - - 76,643 76,643 - -
146 09/01/98 - - 221,526 141,477 254,694 254,694
147 09/08/98 Mauro Enterprises (Exec. Spas) 11,500 15.93 03/31/99 244,386 242,191 215,668 215,668
148 05/01/98 Time Cafe - South on Seventh 7,000 52.05 04/25/06 298,467 247,467 313,799 313,799
- ------------------------------------------------------------------------------------------------------------------------------------
149 04/03/98 24 Hour Fitness 38,127 46.59 01/31/07 389,365 280,187 - -
150 09/25/98 - - 298,467 298,467 333,632 333,632
151 11/04/97 - - - - - -
152 09/23/98 Western Kentucky Energy 17,500 50.00 05/30/10 (13,790) (2,487,940) (15,284) (15,284)
153 09/25/98 - - 279,492 279,492 351,187 351,187
- ------------------------------------------------------------------------------------------------------------------------------------
154 07/31/98 Kinko's 5,900 42.60 06/30/99 269,877 269,877 261,417 261,417
155 - - 245,092 245,092 - -
155 12/01/97 - -
155 12/01/97 - - - - - -
- ------------------------------------------------------------------------------------------------------------------------------------
155 12/01/97 - - - - - -
155 11/25/97 - - - - - -
156 07/22/98 Social Security Admin. 5,154 11.75 03/04/03 208,445 208,445 249,970 249,970
157 08/27/98 Pathology & Lab Medicine, P.C. 5,330 10.70 03/01/03 249,183 242,167 296,444 294,844
- ------------------------------------------------------------------------------------------------------------------------------------
158 10/12/98 - - 392,356 392,356 406,200 406,200
159 08/31/98 - - - - 254,738 244,988
160 09/01/98 CATO Fashions 6,000 27.98 01/01/04 158,439 158,439 167,496 167,496
161 09/16/98 Healthcast Information Network 6,581 28.88 10/08/02 - - - -
162 06/29/98 - - 298,465 247,675 - -
- ------------------------------------------------------------------------------------------------------------------------------------
163 07/01/98 - - 211,405 211,405 245,032 245,032
164 09/01/98 ADT Security Systems 23,830 67.28 01/31/02 157,813 157,813 181,099 181,099
165 01/14/98 EZ Corp. 5,000 13.77 11/01/00 212,765 187,957 - -
166 08/01/98 - - 182,153 104,203 - -
- ------------------------------------------------------------------------------------------------------------------------------------
167 07/31/98 - - 358,488 358,488 380,950 380,950
168 10/07/98 Rite Aid of New York, Inc. 11,282 100.00 06/07/18 - - - -
169 09/15/98 Metro Glass 8,000 16.00 05/31/00 193,048 141,643 186,091 143,573
170 03/01/98 - - - - - -
171 09/09/98 TX Council on Family Violence 20,695 100.00 04/30/13 - - - -
- ------------------------------------------------------------------------------------------------------------------------------------
172 08/10/98 - - 229,862 211,056 226,741 217,585
173 09/10/98 - - 173,100 166,142 211,796 200,782
174 09/01/98 Silfer Designs, Inc. 21,902 100.00 08/01/18 229,106 229,106 212,064 212,064
175 03/16/98 - - 278,861 278,861 - -
- ------------------------------------------------------------------------------------------------------------------------------------
176 08/18/98 Sickerville Road CVS, Inc. 10,125 100.00 01/31/14 - - - -
177 08/15/98 - - 117,792 117,792 - -
178 11/30/97 - - 190,224 160,299 - -
179 08/18/98 Paulsboro CVS, Inc 10,125 100.00 01/31/19 - - - -
- ------------------------------------------------------------------------------------------------------------------------------------
180 08/04/98 Geneflex Corp 15,207 25.99 02/28/00 207,663 190,597 213,128 187,535
181 06/05/98 ADT Security Services, Inc. 11,440 60.61 03/11/05 - - 176,469 130,093
182 12/31/97 - - 250,759 250,759 236,060 236,060
183 05/27/98 Lodge Graphics 12,800 28.66 12/31/00 - - - -
- ------------------------------------------------------------------------------------------------------------------------------------
184 12/10/97 - - - - - -
185 05/01/98 - - 283,797 275,739 - -
186 08/24/98 Kaufman Meeks + Partners Co 11,961 42.37 03/31/02 62,225 62,225 97,607 97,607
187 06/30/98 - - - - - -
- ------------------------------------------------------------------------------------------------------------------------------------
188 05/06/98 Blockbuster Video, Inc. 6,555 70.07 11/30/07 - - - -
189 06/16/98 DYNAVAC 27,909 71.56 06/30/03 206,695 197,885 221,401 210,035
190 05/01/98 - - - - 203,989 203,989
191 11/17/97 - - - - 223,451 223,451
192 08/11/98 Tuition Management Systems 19,647 43.66 06/30/00 218,965 218,965 189,604 189,604
- ------------------------------------------------------------------------------------------------------------------------------------
193 09/30/98 - - - - 166,014 166,014
194 07/29/98 Welch Healthcare & Retirement 16,464 100.00 05/31/08 205,856 205,856 205,526 205,526
195 07/31/98 CVS of Pennsylvania, Inc. 10,125 100.00 01/31/13 - - - -
196 02/01/98 Vendo Pen & George Samora 2,100 6.27 12/31/98 195,484 195,484 - -
197 06/10/98 - - 239,808 239,808 268,046 268,046
198 09/27/98 - - - - 177,995 177,995
199 06/30/98 - - 206,227 206,227 217,500 217,500
- ------------------------------------------------------------------------------------------------------------------------------------
200 - - 280,516 217,416 245,516 245,516
200 07/31/98 - -
200 07/31/98 - - - - - -
200 07/31/98 - - - - - -
201 09/21/98 - - 131,519 126,764 - -
- ------------------------------------------------------------------------------------------------------------------------------------
202 06/30/98 - - 278,130 278,130 291,403 291,403
203 07/31/98 - - 169,887 169,887 241,727 241,727
204 09/21/98 - - 127,554 120,009 - -
205 09/22/98 Ultimate Collision 6,240 16.51 10/31/01 167,243 163,655 161,991 161,991
206 08/18/98 Oaklyn CVS, Inc.(CVS #2090-01) 9,000 100.00 01/31/13 - - - -
- ------------------------------------------------------------------------------------------------------------------------------------
207 08/25/98 Sheffer Hoffman LP 17,500 100.00 09/01/12 158,060 158,060 157,808 157,808
208 11/06/97 - - 347,583 347,583 - -
209 07/31/98 - - 264,935 264,935 269,714 269,714
210 06/01/98 - - 222,045 222,045 219,698 219,698
- ------------------------------------------------------------------------------------------------------------------------------------
211 08/12/98 IMS, Inc. 24,000 100.00 12/31/03 - - 183,338 179,838
212 07/10/98 - - 111,206 82,389 - -
213 08/20/98 Las Ranitas 3,000 16.22 04/30/00 161,693 153,408 - -
214 06/01/98 - - 184,932 184,932 186,367 186,367
- ------------------------------------------------------------------------------------------------------------------------------------
215 07/31/98 Blockbuster Video 6,500 100.00 04/30/03 134,853 134,853 126,307 126,307
216 07/31/98 Blockbuster Video 6,500 100.00 04/30/03 125,675 125,675 127,631 127,631
217 03/23/98 - - 140,040 126,039 - -
218 08/31/98 Blockbuster Video 6,225 100.00 06/30/03 122,642 122,642 125,253 125,253
219 05/15/98 - - 166,073 166,073 - -
- ------------------------------------------------------------------------------------------------------------------------------------
220 08/01/98 - - 111,320 111,320 - -
221 08/02/98 Blockbuster Video 6,500 100.00 04/30/03 119,807 119,807 121,848 121,848
222 04/01/98 - - 182,954 182,954 - -
223 07/31/98 Levin Distributing 24,107 69.13 10/31/07 62,443 62,443 89,208 89,208
224 10/01/98 Ten X Technology 18,000 59.68 03/31/03 168,514 166,888 - -
225 03/31/98 - - 177,879 177,879 - -
226 06/30/98 - - - - 139,101 124,847
227 12/31/97 - - 143,299 120,765 - -
- ------------------------------------------------------------------------------------------------------------------------------------
228 04/01/98 - - 161,445 161,445 - -
229 04/08/98 - - 134,907 134,907 - -
230 04/29/98 - - 132,464 132,464 - -
231 06/17/98 Blockbuster Video 6,500 100.00 12/31/01 112,941 112,941 121,302 121,302
232 02/11/98 HealthSouth Corporation 6,500 53.01 12/19/04 198,596 198,596 - -
- ------------------------------------------------------------------------------------------------------------------------------------
233 01/14/98 - - 149,499 109,609 - -
234 03/01/98 - - 159,409 159,409 - -
235 02/20/98 - - 178,284 100,609 - -
236 08/25/98 Sheffer - Hoffman LP 9,314 57.49 12/20/12 118,411 118,411 127,836 127,836
237 06/23/98 - - 140,812 140,812 - -
238 08/31/98 Blockbuster Videos, Inc. 6,500 100.00 09/30/02 112,425 112,425 90,561 90,561
- ------------------------------------------------------------------------------------------------------------------------------------
239 08/31/98 Blockbuster Video 6,510 100.00 11/30/05 101,501 101,501 101,123 101,123
240 12/20/97 - - 154,314 119,481 - -
241 04/21/98 - - 127,269 127,269 - -
242 08/31/98 - - - - - -
- ------------------------------------------------------------------------------------------------------------------------------------
243 08/10/98 Blockbuster Video 6,272 100.00 04/30/03 99,993 99,993 102,344 102,344
244 06/08/98 Blockbuster Video 6,517 100.00 10/31/02 101,069 101,069 101,798 101,798
245 06/02/98 - - 137,990 137,990 157,614 157,614
246 03/01/98 - - 157,571 157,571 - -
247 08/10/98 - - 124,257 124,257 - -
- ------------------------------------------------------------------------------------------------------------------------------------
248 08/20/98 SportsTech Services, Inc. 33,430 55.78 08/31/13 104,360 104,360 111,200 111,200
249 03/25/98 Choice Asset Management, Inc. 6,287 40.46 10/31/01 131,973 131,973 - -
250 08/14/98 Family Dollar 9,800 50.70 12/31/02 111,626 102,426 - -
251 04/01/98 - - 118,652 118,652 - -
252 11/06/97 - - 284,667 284,667 - -
- ------------------------------------------------------------------------------------------------------------------------------------
253 06/03/98 - - 174,200 174,200 - -
254 07/31/98 Blockbuster Video 6,500 100.00 12/31/02 91,077 91,077 93,039 93,039
255 07/31/98 Blockbuster Video 6,510 100.00 01/31/06 89,357 89,357 92,478 92,478
256 09/10/98 Driver's Alert 3,983 17.23 02/28/99 92,983 92,983 132,859 132,859
- ------------------------------------------------------------------------------------------------------------------------------------
257 08/15/98 - - 146,633 146,633 - -
258 04/30/98 - - 191,055 191,055 - -
259 03/31/98 - - 139,241 139,241 - -
260 07/23/98 Brookshire Grocery Company 36,334 100.00 02/28/08 - - 100,000 100,000
- ------------------------------------------------------------------------------------------------------------------------------------
261 08/07/98 - - 100,761 100,761 105,476 105,476
262 05/01/98 - - 131,775 128,449 - -
263 04/01/98 - - 99,506 99,506 - -
264 11/06/97 - - 184,894 148,750 - -
265 04/13/98 - - 120,798 119,412 - -
- ------------------------------------------------------------------------------------------------------------------------------------
266 10/31/97 Jimmy Khezrie DBA Jimmy Jazz 2,500 100.00 03/31/09 - - - -
267 08/31/98 - - 104,976 104,976 116,222 107,238
268 06/30/98 - - 107,269 91,299 - -
269 09/01/98 - - 163,611 99,761 - -
- ------------------------------------------------------------------------------------------------------------------------------------
270 11/30/97 - - 107,314 56,769 - -
271 04/22/98 - - 100,059 100,059 - -
272 06/11/98 - - 104,460 99,890 - -
273 03/01/98 - - 135,231 135,231 - -
274 12/31/97 - - 110,944 95,300 - -
275 07/10/98 - - - - 111,918 101,518
276 08/01/98 - - 116,730 116,730 - -
277 09/01/98 - - 87,066 87,066 - -
- ------------------------------------------------------------------------------------------------------------------------------------
278 06/26/98 Blockbuster Video #42086 5,500 100.00 11/30/05 71,727 71,727 77,779 77,779
279 05/20/98 - - 95,592 72,567 - -
280 07/31/98 Blockbuster Video, Inc. 6,500 100.00 01/31/06 73,014 73,014 76,491 76,491
281 07/31/98 Blockbuster Video 6,528 100.00 05/31/05 73,945 73,945 71,229 71,229
282 02/12/98 - - 147,240 147,240 - -
- ------------------------------------------------------------------------------------------------------------------------------------
283 04/21/98 - - 95,544 95,544 - -
284 10/15/98 Radio Repair Center, Inc. 2,800 14.29 01/31/00 87,361 82,140 - -
285 04/30/98 - - 88,277 88,277 - -
286 06/30/98 - - 139,621 139,621 - -
287 11/05/97 Latino Restaurant 2,091 11.27 09/30/98 - - - -
- ------------------------------------------------------------------------------------------------------------------------------------
288 10/11/98 - - 428,166 428,166 392,734 392,734
289 03/01/98 - - 54,459 40,456 - -
290 03/16/98 - - 101,490 100,372 - -
291 08/20/98 - - 111,200 88,700 - -
292 11/18/97 - - - - - -
- ------------------------------------------------------------------------------------------------------------------------------------
293 12/31/97 Rittenhouse Bridge Club 1,600 5.97 10/31/01 160,647 152,072 - -
294 07/31/98 Blockbuster Video 5,500 100.00 02/28/06 70,142 70,142 62,934 62,934
295 11/14/97 - - 77,289 72,489 - -
296 04/20/98 - - 87,458 83,818 - -
297 06/01/98 Doorika Productions 1,000 11.76 07/01/98 74,743 51,944 - -
- ------------------------------------------------------------------------------------------------------------------------------------
298 02/28/98 - - 87,617 87,617 - -
299 01/06/98 - - 80,746 43,526 - -
300 06/30/98 - - 91,723 91,723 - -
301 12/19/97 - - 103,850 103,850 - -
302 03/25/98 - - 110,330 110,330 - -
- ------------------------------------------------------------------------------------------------------------------------------------
303 05/01/98 - - 72,385 66,042 - -
304 04/22/98 - - 85,752 81,951 - -
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Crossed Crossed
Control U/W U/W U/W Ground Collateralized Collateralized
Number NOI NCF DSCR Lease Fee or Leasehold LTV U/W DSCR
- --------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
1 2,241,599 2,068,738 1.26 No Fee - -
2 2,803,247 2,328,683 1.36 No Fee - -
3 2,107,306 1,958,306 1.30 No Fee - -
4 2,222,100 1,903,336 1.27 No Fee - -
- --------------------------------------------------------------------------------------
5 1,752,386 1,637,186 1.45 No Fee - -
5 - No - -
5 - - - No - -
5 - - - No - -
6 1,373,671 1,332,152 1.27 No Fee - -
- --------------------------------------------------------------------------------------
7 1,967,998 1,661,433 1.67 No Fee - -
8 2,000,514 1,950,514 1.80 No Fee - -
9 1,353,264 1,218,675 1.35 No Fee - -
10 1,543,795 1,333,417 1.45 Yes Both Fee/Lease - -
11 1,144,090 1,093,746 1.39 No Fee - -
- --------------------------------------------------------------------------------------
12 1,197,820 1,077,820 1.37 No Fee - -
13 1,088,890 968,262 1.38 No Fee - -
14 1,103,428 1,031,438 1.46 No Fee - -
15 1,146,836 1,030,877 1.51 No Fee - -
16 980,116 944,587 1.47 No Fee - -
17 991,496 882,046 1.34 No Fee - -
- --------------------------------------------------------------------------------------
18 1,132,847 976,609 1.43 No Fee - -
19 1,139,420 1,039,335 1.39 No Fee - -
20 1,056,441 1,000,441 1.56 No Fee - -
21 1,056,415 977,462 1.49 No Fee - -
- --------------------------------------------------------------------------------------
22 1,201,582 1,036,612 1.48 No Fee - -
23 1,116,781 966,345 1.44 Yes Both Fee/Lease - -
24 908,926 897,926 1.44 No Fee - -
25 924,372 817,725 1.31 No Fee - -
- --------------------------------------------------------------------------------------
26 1,013,976 883,026 1.48 No Fee - -
27 796,109 737,834 1.29 No Fee - -
28 826,248 757,065 1.37 No Fee - -
29 867,453 832,331 1.54 No Fee - -
30 907,641 744,000 1.43 No Fee - -
- --------------------------------------------------------------------------------------
31 749,342 644,674 1.26 No Fee - -
32 805,113 784,638 1.51 No Fee - -
33 763,939 714,771 1.43 No Fee - -
34 1,207,729 1,157,145 2.53 No Fee - -
- --------------------------------------------------------------------------------------
35 786,732 681,194 1.29 No Fee - -
36 838,759 759,184 1.44 No Fee - -
37 769,837 724,737 1.54 No Fee - -
38 746,215 652,162 1.35 No Fee - -
39 748,390 669,414 1.45 No Fee - -
- --------------------------------------------------------------------------------------
40 568,796 557,048 1.32 No Fee - -
41 695,096 598,272 1.42 No Fee - -
42 746,008 655,753 1.35 No Fee - -
43 614,815 547,315 1.32 No Fee - -
- --------------------------------------------------------------------------------------
44 721,451 650,301 1.52 No Fee - -
45 628,971 573,708 1.36 No Fee - -
46 686,669 626,779 1.58 No Fee - -
47 625,050 554,490 1.40 No Fee - -
48 735,104 623,345 1.42 No Fee - -
- --------------------------------------------------------------------------------------
49 488,034 479,914 1.31 No Fee - -
50 565,380 506,314 1.27 No Fee - -
51 592,157 551,866 1.46 No Fee - -
51 - No - -
51 - - - No - -
- --------------------------------------------------------------------------------------
51 - - - No - -
52 498,833 468,656 1.20 No Fee - -
53 618,870 515,673 1.26 No Fee - -
54 589,790 545,379 1.36 No Fee - -
55 499,312 457,283 1.28 No Fee - -
- --------------------------------------------------------------------------------------
56 701,435 655,584 1.25 No Fee - -
57 589,777 512,472 1.38 No Fee - -
58 552,016 498,593 1.28 No Fee - -
59 601,878 524,230 1.52 No Fee - -
60 555,370 526,211 1.43 No Fee - -
- --------------------------------------------------------------------------------------
61 465,950 451,550 1.30 No Fee - -
62 693,284 589,155 1.55 No Fee - -
63 622,752 560,893 1.38 No Fee - -
64 600,205 560,685 1.71 No Fee - -
65 661,896 579,443 1.47 No Fee - -
- --------------------------------------------------------------------------------------
66 578,368 505,383 1.51 No Fee - -
67 630,289 600,289 1.80 No Fee - -
68 528,245 469,004 1.36 No Fee - -
69 520,468 472,526 1.38 Yes Leasehold - -
70 459,839 410,234 1.26 No Fee - -
- --------------------------------------------------------------------------------------
71 505,938 473,438 1.49 No Fee - -
72 589,467 524,051 1.39 No Fee - -
73 496,522 450,597 1.50 No Fee - -
74 532,902 468,066 1.48 No Fee - -
75 462,019 422,287 1.42 No Fee - -
- --------------------------------------------------------------------------------------
75 - No - -
75 - - - No - -
75 - - - No - -
75 - - - No - -
76 400,211 392,752 1.12 No Fee - -
- --------------------------------------------------------------------------------------
77 455,933 428,842 1.43 No Fee 67.14 1.41
78 431,066 408,094 1.42 No Fee 74.62 1.41
79 417,392 399,432 1.33 No Fee - -
80 450,883 400,054 1.36 No Fee - -
81 434,185 394,685 1.24 No Fee - -
- --------------------------------------------------------------------------------------
81 196,245 176,495 - No - -
81 237,940 218,190 - No - -
82 452,800 429,757 1.46 No Fee - -
83 519,241 463,224 1.60 No Fee - -
84 441,502 397,370 1.35 No Fee - -
- --------------------------------------------------------------------------------------
85 432,831 399,581 1.25 No Fee - -
86 396,996 361,674 1.38 No Fee - -
87 362,233 346,520 1.32 No Fee 74.62 1.41
88 400,560 372,716 1.43 No Fee - -
89 368,395 348,395 1.28 No Fee - -
- --------------------------------------------------------------------------------------
90 439,071 399,071 1.60 No Fee - -
91 386,264 367,864 1.32 No Fee - -
92 534,350 465,317 1.65 No Fee - -
93 510,013 471,589 1.37 No Fee - -
94 553,117 476,604 1.49 No Fee - -
- --------------------------------------------------------------------------------------
95 671,375 599,609 2.03 No Fee - -
96 368,668 323,666 1.31 No Fee - -
97 324,410 307,810 1.32 No Fee - -
98 410,429 346,343 1.41 No Fee - -
99 386,776 368,910 1.35 No Fee - -
- --------------------------------------------------------------------------------------
100 335,539 323,810 1.26 No Fee - -
101 875,924 798,041 2.86 No Fee 51.26 2.58
102 474,674 426,924 1.64 No Fee 79.25 1.58
103 320,067 305,915 1.32 No Fee - -
104 468,227 441,142 1.92 No Fee - -
- --------------------------------------------------------------------------------------
105 381,948 374,002 1.56 No Fee - -
106 377,428 352,235 1.39 No Fee - -
107 355,971 324,344 1.37 No Fee - -
108 313,540 289,540 1.27 No Fee - -
109 377,493 336,418 1.60 No Fee - -
- --------------------------------------------------------------------------------------
110 308,299 296,049 1.38 No Fee - -
111 366,291 305,690 1.31 No Fee - -
112 508,201 426,538 1.78 No Fee - -
113 586,753 506,066 1.93 No Fee - -
114 365,097 327,876 1.36 No Fee - -
- --------------------------------------------------------------------------------------
115 294,444 289,044 1.24 No Fee - -
116 469,457 411,505 1.64 No Fee - -
117 368,516 334,212 1.67 No Fee - -
118 373,998 261,635 1.30 No Fee - -
119 289,787 263,625 1.32 No Fee - -
- --------------------------------------------------------------------------------------
120 311,260 303,544 1.41 No Fee - -
121 441,562 407,963 1.60 No Fee - -
122 292,969 277,789 1.38 No Fee - -
123 346,834 321,584 1.79 No Fee - -
124 282,503 272,914 1.62 No Fee - -
125 267,388 254,692 1.34 No Fee - -
126 349,041 312,204 1.34 No Fee - -
127 352,679 336,491 1.58 No Fee - -
128 307,912 281,815 1.37 No Fee - -
- --------------------------------------------------------------------------------------
129 389,903 352,162 1.59 No Fee - -
130 382,022 338,000 1.66 No Fee - -
131 319,238 276,874 1.50 No Fee 67.14 1.41
132 293,160 279,660 1.35 No Fee - -
133 306,466 286,716 1.42 No Fee - -
- --------------------------------------------------------------------------------------
134 267,845 247,809 1.34 No Fee - -
135 370,959 318,001 1.58 No Fee - -
136 279,503 252,203 1.39 No Fee - -
137 577,939 519,967 2.72 No Fee - -
138 230,428 228,218 1.32 No Fee - -
- --------------------------------------------------------------------------------------
139 261,941 238,493 1.40 No Fee - -
140 540,462 473,612 2.20 No Fee 51.26 2.58
141 222,068 205,656 1.27 No Fee - -
142 199,869 195,069 1.30 No Fee - -
143 234,806 215,806 1.33 No Fee - -
- --------------------------------------------------------------------------------------
144 274,352 237,291 1.26 No Fee - -
145 314,965 277,965 1.47 No Fee 79.25 1.58
146 248,574 238,574 1.31 No Fee - -
147 304,598 252,876 1.58 No Fee - -
148 243,273 239,759 1.37 No Fee - -
- --------------------------------------------------------------------------------------
149 469,118 392,112 2.21 No Fee - -
150 353,523 325,273 1.87 No Fee - -
151 252,649 232,399 1.35 No Fee - -
152 255,378 238,858 1.46 No Fee - -
153 342,324 318,048 1.88 No Fee - -
- --------------------------------------------------------------------------------------
154 259,508 245,456 1.55 No Fee - -
155 229,813 214,617 1.33 No Fee - -
155 - No - -
155 - - - No - -
- --------------------------------------------------------------------------------------
155 - - - No - -
155 - - - No - -
156 314,007 277,771 1.53 No Fee - -
157 258,916 221,736 1.17 No Fee - -
- --------------------------------------------------------------------------------------
158 294,709 272,709 1.56 No Fee 38.03 2.52
159 245,526 235,776 1.70 No Fee - -
160 210,245 196,520 1.35 No Fee - -
161 235,177 211,833 1.36 No Fee - -
162 263,891 238,540 1.47 No Fee - -
- --------------------------------------------------------------------------------------
163 207,371 200,371 1.49 No Fee - -
164 237,766 199,864 1.32 No Fee - -
165 291,397 254,518 1.55 No Fee - -
166 215,762 196,782 1.30 No Fee - -
- --------------------------------------------------------------------------------------
167 281,845 247,737 1.73 No Fee - -
168 191,884 189,289 1.31 No Fee - -
169 237,813 203,785 1.43 No Fee - -
170 245,773 210,273 1.39 No Fee - -
171 209,793 183,549 1.20 No Fee - -
- --------------------------------------------------------------------------------------
172 223,011 207,011 1.44 No Fee - -
173 204,128 178,878 1.39 No Fee - -
174 203,645 194,334 1.50 No Fee - -
175 261,136 240,136 1.45 No Fee - -
- --------------------------------------------------------------------------------------
176 162,000 159,975 1.06 No Fee - -
177 266,595 235,595 1.66 No Fee 79.25 1.58
178 255,900 195,900 1.37 No Fee - -
179 136,688 133,144 1.06 No Fee - -
- --------------------------------------------------------------------------------------
180 212,742 183,974 1.38 No Fee - -
181 169,655 159,004 1.32 No Fee - -
182 238,060 209,675 1.46 No Fee - -
183 204,142 190,197 1.51 No Fee - -
- --------------------------------------------------------------------------------------
184 203,895 187,895 1.57 No Fee - -
185 203,737 187,487 1.47 No Fee - -
186 219,620 188,979 1.22 No Fee - -
187 221,648 201,524 1.60 No Fee - -
- --------------------------------------------------------------------------------------
188 164,455 156,494 1.36 No Fee - -
189 183,658 162,007 1.36 No Fee - -
190 172,690 161,690 1.25 No Fee - -
191 192,534 171,784 1.32 No Fee - -
192 198,655 162,776 1.50 No Fee - -
- --------------------------------------------------------------------------------------
193 174,456 164,102 1.58 No Fee - -
194 164,836 148,557 1.32 No Fee - -
195 136,688 133,650 1.01 No Fee - -
196 174,175 161,425 1.28 No Fee - -
197 240,491 212,687 1.85 No Fee - -
198 220,292 194,667 1.46 No Fee - -
199 194,378 169,338 1.38 No Fee 69.64 1.37
- --------------------------------------------------------------------------------------
200 237,952 203,952 1.99 No Fee - -
200 - No - -
200 - - - No - -
200 - - - No - -
201 147,939 142,791 1.39 No Fee - -
- --------------------------------------------------------------------------------------
202 262,601 240,320 1.97 No Fee - -
203 233,190 199,480 1.78 No Fee - -
204 156,502 151,502 1.53 No Fee - -
205 133,031 122,792 1.26 No Fee - -
206 126,000 123,300 1.01 No Fee - -
- --------------------------------------------------------------------------------------
207 156,162 141,392 1.42 No Fee - -
208 242,466 219,466 1.64 No Fee - -
209 244,624 219,213 1.67 No Fee - -
210 167,190 144,706 1.36 No Fee 69.64 1.37
- --------------------------------------------------------------------------------------
211 149,684 128,371 1.33 No Fee - -
212 142,500 126,500 1.47 No Fee - -
213 152,773 124,699 1.36 No Fee - -
214 145,565 134,815 1.36 No Fee - -
- --------------------------------------------------------------------------------------
215 117,160 112,809 1.36 No Fee - -
216 118,289 113,914 1.38 No Fee - -
217 126,664 119,414 1.25 No Fee - -
218 121,888 117,551 1.46 No Fee - -
219 147,272 139,022 1.48 No Fee - -
- --------------------------------------------------------------------------------------
220 131,783 121,783 1.33 No Fee - -
221 112,847 108,570 1.37 No Fee - -
222 138,544 126,044 1.34 No Fee - -
223 115,204 102,371 1.31 No Fee - -
224 169,000 129,581 1.34 No Fee - -
225 147,347 123,847 1.40 No Fee - -
226 157,420 148,396 1.64 No Fee - -
227 122,069 111,569 1.24 No Fee - -
- ---------------------------------------------------------------------------------------
228 142,758 133,008 1.31 No Fee - -
229 138,585 128,335 1.45 No Fee - -
230 117,157 110,157 1.25 No Fee - -
231 112,356 108,087 1.45 No Fee - -
232 167,313 150,469 1.69 No Fee - -
- ---------------------------------------------------------------------------------------
233 134,095 120,595 1.30 No Fee - -
234 136,544 121,003 1.26 No Fee - -
235 140,655 127,655 1.43 No Fee - -
236 127,163 115,722 1.52 No Fee - -
237 125,199 116,799 1.40 No Fee - -
238 101,968 97,878 1.42 No Fee - -
- ---------------------------------------------------------------------------------------
239 96,125 92,147 1.36 No Fee - -
240 130,279 110,179 1.38 No Fee - -
241 120,973 106,292 1.33 No Fee - -
242 118,508 107,508 1.34 No Fee - -
- --------------------------------------------------------------------------------------
243 95,157 91,286 1.36 No Fee - -
244 96,544 92,554 1.38 No Fee - -
245 122,581 113,581 1.44 No Fee - -
246 128,314 119,314 1.44 No Fee - -
247 116,961 106,953 1.36 No Fee - -
- ---------------------------------------------------------------------------------------
248 131,503 122,212 1.36 No Fee - -
249 133,390 101,014 1.32 No Fee - -
250 109,929 96,922 1.31 No Fee - -
251 112,082 104,582 1.44 No Fee - -
252 223,168 196,010 2.20 No Fee - -
- --------------------------------------------------------------------------------------
253 127,547 115,547 1.47 No Fee - -
254 86,047 82,247 1.37 No Fee - -
255 85,821 82,029 1.39 No Fee - -
256 101,607 77,153 1.31 No Fee - -
- --------------------------------------------------------------------------------------
257 114,513 104,513 1.53 No Fee 79.25 1.58
258 158,635 142,785 2.09 No Fee - -
259 103,932 93,642 1.31 No Fee - -
260 90,675 83,743 1.20 No Fee - -
- --------------------------------------------------------------------------------------
261 98,055 92,658 1.40 No Fee - -
262 101,504 89,808 1.40 No Fee - -
263 90,979 86,407 1.31 No Fee - -
264 178,827 157,395 1.94 No Fee - -
265 98,224 89,224 1.41 No Fee - -
- --------------------------------------------------------------------------------------
266 93,778 93,228 1.45 No Fee - -
267 103,377 103,377 1.71 No Fee - -
268 104,098 93,898 1.48 No Fee - -
269 105,795 83,295 1.33 No Fee - -
- --------------------------------------------------------------------------------------
270 93,294 83,574 1.29 No Fee - -
271 84,148 76,768 1.25 No Fee - -
272 89,938 82,438 1.40 No Fee - -
273 98,757 86,382 1.40 No Fee - -
274 107,872 98,372 1.61 No Fee - -
275 117,025 104,025 1.75 No Fee - -
276 136,234 121,984 1.98 No Fee - -
277 84,054 78,554 1.30 No Fee - -
- --------------------------------------------------------------------------------------
278 71,819 68,628 1.36 No Fee - -
279 89,117 78,117 1.30 No Fee - -
280 70,563 67,046 1.36 No Fee - -
281 69,983 66,782 1.36 No Fee - -
282 92,805 85,301 1.52 No Fee - -
- --------------------------------------------------------------------------------------
283 95,937 87,437 1.52 No Fee - -
284 90,256 78,260 1.45 No Fee - -
285 94,756 86,506 1.53 No Fee - -
286 100,499 92,625 1.65 No Fee - -
287 91,472 85,352 1.33 No Fee - -
- --------------------------------------------------------------------------------------
288 340,272 315,522 5.41 No Fee 38.03 2.52
289 72,664 66,664 1.21 No Fee - -
290 90,456 78,828 1.28 No Fee - -
291 98,693 92,159 1.66 No Fee - -
292 92,267 84,767 1.27 No Fee - -
- --------------------------------------------------------------------------------------
293 145,180 132,445 2.55 No Fee - -
294 65,284 62,199 1.36 No Fee - -
295 75,882 70,382 1.32 No Fee - -
296 81,060 69,396 1.31 No Fee - -
297 83,795 78,795 1.57 No Fee - -
- --------------------------------------------------------------------------------------
298 81,238 72,988 1.35 No Fee - -
299 71,119 65,071 1.31 No Fee - -
300 83,055 70,555 1.36 No Fee - -
301 80,349 69,305 1.37 No Fee - -
302 83,125 73,758 1.38 No Fee - -
- --------------------------------------------------------------------------------------
303 73,191 68,691 1.50 No Fee - -
304 89,537 82,912 1.65 No Fee - -
- --------------------------------------------------------------------------------------
</TABLE>
ALL INFORMATION IN THIS TERM SHEET, WHETHER REGARDING THE ASSETS BACKING ANY
SECURITIES DISCUSSED HEREIN OR OTHERWISE, WILL BE SUPERSEDED BY THE INFORMATION
CONTAINED IN ANY FINAL PROSPECTUS FOR ANY SECURITIES ACTUALLY SOLD TO YOU.
STRUCTURAL AND COLLATERAL TERM SHEET
$783,715,000 (APPROXIMATE) DECEMBER 16, 1998
GS MORTGAGE SECURITIES CORPORATION II
COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES
SERIES 1999-C1
APPROXIMATE SECURITIES STRUCTURE:
EXPECTED EXPECTED
EXPECTED APPROXIMATE CREDIT WEIGHTED EXPECTED
CLASS RATING FACE/NOTIONAL SUPPORT AVERAGE LIFE PAYMENT
(A) (S&P/MOODY'S) AMOUNT (MM) (% OF UPB) (YEARS) (b) WINDOW(a)
================================================================================
PUBLICLY OFFERED CLASSES
X AAAr/Aaa $890.6(c) 9.205 02/99-06/28
A1 AAA /Aaa 165.7 30.00% 5.014 02/99-06/07
A2 AAA /Aaa 457.8 30.00 9.467 06/07-10/08
B AA/Aa2 44.5 25.00 9.744 10/08-10/08
C A /A2 44.5 20.00 9.744 10/08-10/08
D BBB/Baa2 57.9 13.50 9.825 10/08-11/08
E BBB-/Baa3 13.4 12.00 9.828 11/08-11/08
PRIVATELY OFFERED CLASSES (d)
- -------------------------------------------------------------------------
F BB/Ba2 $ 40.1 7.50% 10.198 11/08-06/10
G B/B2 31.2 4.00 12.574 06/10-04/13
H B-/B3 6.7 3.25 14.385 04/13-09/13
J UR 28.9 N/A 19.643 09/13-06/28
TOTAL SECURITIES: $890.6
- -------------------------------------------------------------------------
(a) All classes except A1 subject to a cap equal to the weighted average Net
Mortgage Rate, determined without regard to any modification of the
mortgage loans, in effect from time to time on the mortgage loans.
(b) Calculated at 0% CPR, no balloon extension and Hyper-Amortization Loans pay
in full on Anticipated Repayment Dates.
(c) Notional amount on interest only class.
(d) Not offered hereby.
KEY FEATURES:
- -------------
Lead Manager: Goldman, Sachs & Co.
Co-Manager: Norwest Investment Services, Inc.
Mortgage Loan Sellers: Goldman Sachs Mortgage Company (GSMC):
Archon Financial ($168MM)
Central Park Capital ($56MM)
Amresco Capital ($363MM) (a)
Daiwa Real Estate Finance Corp. ($304MM)
Master Servicer: TBD
Special Servicer: Lennar Corporation
Trustee: LaSalle National Bank
Launch: Early January
Pricing: Early January
Closing: Mid January
Cut-Off Date: January 10, 1999
Distribution Date: 18th of each month, or following business
day (commencing February 1999)
Payment Delay: 17 days
ERISA Eligible: Classes A1, A2, and X are expected to be
ERISA eligible subject to certain
conditions for eligibility
SMMEA Eligible: No Classes
Structure: Sequential pay
Day Count: 30/360
Tax Treatment: REMIC
Rated Final Distribution Date: November 18, 2030
Clean up Call: 1.0%
Minimum Denominations: Publicly Offered Classes except Class X:
$10,000 & $1
Class X: $5,000,000 Notional Amount & $1
DTC for publicly traded certificates
Delivery:
(a) Amresco will act as direct seller instead of GSMC for 5 loans with a
balance of $20.6 million.
================================================================================
COLLATERAL FACTS:
- -----------------
INITIAL POOL BALANCE: $890,585,907
NUMBER OF MORTGAGE LOANS: 304
NUMBER OF MORTGAGED PROPERTIES: 317
AVERAGE CUT-OFF DATE BALANCE: $2,929,559
WEIGHTED AVERAGE CURRENT MORTGAGE RATE: 7.20%
WEIGHTED AVERAGE U/W DSCR: 1.44x
WEIGHTED AVERAGE CUT-OFF DATE LTV RATIO: 71.5%
WEIGHTED AVERAGE REMAINING TERM TO MATURITY (MONTHS): 124.3
WEIGHTED AVERAGE REMAINING AMORTIZATION TERM (MONTHS): 319.2
WEIGHTED AVERAGE SEASONING (MONTHS): 5
BALLOON LOANS AS % OF TOTAL: 92.9%
TEN LARGEST LOANS AS % OF TOTAL: 16.0%
================================================================================
TEN LARGEST LOANS:
- ------------------
%
LOAN BALANCE ($MM) BY UPB DSCR PROPERTY TYPE
================================================================================
The Torpedo Factory $ 20,007,359 2.25% 1.26x Office
Whitehall Hotel 18,879,907 2.12 1.36 Lodging
Granada Apartments 18,745,566 2.10 1.30 Multifamily
Roswell Town Center 17,274,576 1.94 1.27 Retail
Salter Nursing Portfolio 11,886,833 1.33 1.45 Nursing Home
Goodings International
Plaza 11,883,227 1.33 1.27 Retail
The Atrium Hotel 11,474,944 1.29 1.67 Lodging
Bruckner Nursing Home 11,379,636 1.28 1.80 Nursing Home
The Phillips Building 10,805,080 1.21 1.35 Office
Holiday Inn Select 10,359,122 1.16 1.45 Lodging
------------- ------ ----
TOTAL/WEIGHTED AVERAGE $142,696,249 16.02% 1.39X
================================================================================
SELECTED LOAN DATA:
- -------------------
CUT-OFF DATE BALANCE
NUMBER OF (AS OF JAN 10, 1999)
GEOGRAPHIC MORTGAGED --------------------------------------
DISTRIBUTION PROPERTIES (MM) % BY UPB WTD. AVG. DSCR
================================================================================
TEXAS 56 $ 115.8 13.01% 1.47x
CALIFORNIA 32 93.3 10.47 1.44
FLORIDA 21 70.1 7.87 1.37
NEW YORK 23 65.0 7.29 1.58
ARIZONA 13 57.3 6.44 1.42
OTHER 172 489.1 54.92 1.44
--- ------ ------- ----
TOTAL/WTD. AVG. 317 $890.6 100.00% 1.44X
================================================================================
PROPERTY TYPE PROPERTIES (MM) % BY UPB WTD. AVG. DSCR
================================================================================
MULTIFAMILY 144 $ 289.2 32.47% 1.43x
RETAIL 67 213.7 24.00 1.42
OFFICE 38 149.0 16.73 1.37
LODGING 31 128.8 14.46 1.58
INDUSTRIAL 28 75.0 8.42 1.39
HEALTHCARE 7 29.7 3.33 1.72
SELF-STORAGE 2 5.3 0.60 1.49
------ -------- -------- ----
TOTAL/WTD. AVG. 317 $890.6 100.00% 1.44X
================================================================================
PREPAYMENT RESTRICTIONS (MM) % BY UPB WTD. AVG. DSCR
================================================================================
LOCKOUT/DEFEASANCE $501.2 56.28% 1.47
LOCKOUT/GREATER OF YM OR 1%(A) 385.2 43.26 1.41
LOCKOUT/DECLINING FEE 3.2 0.36 1.32
LOCKOUT/OPEN 0.9 0.11 1.69
-------- -------- ----
TOTAL/WTD. AVG. $890.6 100.00% 1.44X
================================================================================
(a) Includes 1 loan with the provision "Defeasance or Greater of YM or 1%" and
3 loans with the provision "Greater of YM or Declining Fee."
This material is for your private information and we are not soliciting any
action based upon it. This material is not to be construed as an offer to sell
or the solicitation of any offer to buy any security in any jurisdiction where
such an offer or solicitation would be illegal. This material is based on
information that we consider reliable, but we do not represent that it is
accurate or complete and it should not be relied upon as such. By accepting this
material the recipient agrees that it will not distribute or provide the
material to any other person. The information contained in this material may be
based on assumptions regarding market conditions and other matters as reflected
therein. We make no representations regarding the reasonableness of such
assumptions or the likelihood that any of such assumptions will coincide with
actual market conditions or events, and this material should not be relied upon
for such purposes. We and our affiliates, officers, directors, partners and
employees, including persons involved in the preparation or issuance of this
material may, from time to time, have long or short positions in, and buy and
sell, the securities mentioned therein or derivatives thereof (including
options). This material may be filed with the Securities and Exchange Commission
(the "SEC") and incorporated by reference into an effective registration
statement previously filed with the SEC under Rule 415 of the Securities Act of
1933, including in cases where the material does not pertain to securities that
are ultimately offered for sale pursuant to such registration statement.
Information contained in this material is current as of the date appearing on
this material only. Information in this material regarding any assets backing
any securities discussed herein supersedes all prior information regarding such
assets. All information in this Term Sheet, whether regarding the assets backing
any securities discussed herein or otherwise, will be superseded by the
information contained in any final prospectus for any securities actually sold
to you.
This material is furnished to you by Goldman, Sachs & Co. and not by the issuer
of the securities. Goldman, Sachs & Co. is acting as the sole lead underwriter
and not acting as agent for the issuer or its affiliates in connection with the
proposed transaction. The issuer has not prepared or taken part in the
preparation of these materials.
<PAGE>
================================================================================
STRUCTURAL OVERVIEW
================================================================================
o For purposes of calculating principal distributions of the Certificates:
-- Available principal will be allocated sequentially to A1, A2, B, C, D,
E, F, G, H, J certificates.
-- In case the principal balance of J, H, G, F, E, D, C, B, in that
order, have been reduced to zero due to the allocation of principal
losses, then A1 and A2 will be allocated principal pro rata.
o Class X will be entitled to receive payments of interest only and will not
receive any payments of principal. Class X will be entitled to payments of
interest pro rata (based on interest entitlements) with the Class A1 and A2
Certificates each month.
o Each class will be subordinate to the Class A1, A2, and X and to each class
with an earlier alphabetic designation than such class. Each of the Class
A1, A2, and X Certificates will be of equal priority.
o All classes will pay interest on a 30/360 basis.
o Principal Losses will be allocated in reverse alphabetical order to Class
J, H, G, F, E, D, C, B, and then pro rata to Class A1 and A2.
o The Master Servicer will cover net prepayment interest shortfalls, for any
month up to the portion of the Master Servicing Fee equal to 4 basis points
per annum on the principal balance of the loans. Net prepayment interest
shortfalls (after application of prepayment interest excesses and other
Servicer coverage from the Master Servicing Fee) will be allocated pro-rata
(based on interest entitlements) to all regular Certificates.
o Shortfalls resulting from Master Servicer and Special Servicer
modifications, Special Servicer compensation or other extraordinary trust
fund expenses will be allocated in reverse alphabetical order to classes of
outstanding regular Certificates other than to the Class X.
<PAGE>
================================================================================
ALLOCATION OF PREPAYMENT PREMIUMS (a)
================================================================================
ALLOCATION OF PREPAYMENT PREMIUMS FOR EACH LOAN GROUP
- -----------------------------------------------------
Prepayment premiums and yield maintenance amounts with respect to a Loan Group
will be allocated between the related Certificates then entitled to principal
distributions and the Class X Certificates as follows:
o A percentage of all prepayment premiums (either fixed prepayment premiums
or yield maintenance amounts) with respect to a Loan Group will be
allocated to each class of the Certificates then entitled to principal
distributions, which percentage will be equal to the product of (a) the
percentage of the total principal distribution that such Class receives,
and (b) a percentage (which can be no greater than 100%), the numerator of
which is the excess of the Pass-Through Rate of the Class of the
Certificates currently receiving principal over the relevant Discount Rate,
and the denominator of which is the excess of the Mortgage Rate of the
related Mortgage Loan over the Discount Rate.
- --------------------------------------------------------------------------------
Prepayment (Pass-Through Rate - Discount Rate)
Premium Allocation = -------------------------------------
Percentage (Mortgage Rate - Discount Rate)
- --------------------------------------------------------------------------------
o The remaining percentage of such prepayment premiums and yield maintenance
amounts will be allocated to the Class X Certificates.
o In general, this formula provides for an increase in the allocation of
prepayment premiums and yield maintenance premiums to the Certificates then
entitled to principal distributions relative to the Class X Certificates as
Discount Rates decrease and a decrease in the allocation to such Classes as
Discount Rates rise.
Allocation of Prepayment Premiums Example
- -----------------------------------------
Discount Rate Fraction Methodology:
Mortgage Rate = 8%
Bond Class Rate = 6%
Treasury Rate = 5%
The % of Principal Distributed to Class = 100%
BOND CLASS ALLOCATION | CLASS X ALLOCATION
- --------------------------------|-----------------------------------------------
6% - 5% x 100% = 33 1/3% | Receives excess premiums = 66 2/3% thereof
- -------
8% - 5%
(a) For further information regarding the allocation of prepayment premiums,
refer to the Prospectus Supplement.
<PAGE>
================================================================================
PREPAYMENT PROVISIONS
================================================================================
- --------------------------------------------------------------------------------
PREPAYMENT LOCK-OUT/ PREPAYMENT PREMIUM ANALYSIS / DEFEASANCE
PERCENTAGE OF MORTGAGE POOL BY PREPAYMENT RESTRICTION ASSUMING NO PREPAYMENT OF
PRINCIPAL (A)(B)
- --------------------------------------------------------------------------------
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
PREPAYMENT JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY
RESTRICTIONS 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Locked Out 100.00% 100.00% 82.90% 38.73% 5.71% 3.56% 2.64% 2.09% 2.04% 1.81% 7.89%
Defeasance 0.00 0.00 15.98 55.26 55.29 56.07 54.28 54.49 54.49 44.09 31.97
Yield Maintenance 0.00 0.00 1.12 5.55 37.88 39.91 40.81 42.93 42.98 30.55 49.35
SUBTOTAL 100.00% 100.00% 100.00% 99.54% 98.88% 99.54% 97.73% 99.51% 99.51% 76.45% 89.21%
% Premiums
5.00 - 5.99% 0.00 0.00 0.00 0.36 0.35 0.36 0.00 0.00 0.00 0.00 0.00
4.00 - 4.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.36 0.00 0.00 0.00 0.00
3.00 - 3.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.37 0.00 0.00 0.00
2.00 - 2.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.37 0.00 0.00
1.00 - 1.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 10.80
Open 0.00% 0.00% 0.00% 0.11% 0.77% 0.11% 1.91% 0.11% 0.11% 23.54% 0.00%
TOTAL 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00%
UPB($MM) 890.59 879.21 867.15 854.01 839.87 819.22 803.12 750.14 732.18 694.74 78.12
% of UPB 100.00% 98.72% 97.37% 95.89% 94.30% 91.99% 90.18% 84.23% 82.21% 78.01% 8.77%
<CAPTION>
PREPAYMENT JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY
RESTRICTIONS 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Locked Out 7.95% 10.92% 11.20% 11.55% 9.64% 10.22% 11.01% 12.06% 13.50% 12.66% 13.31%
Defeasance 31.39 33.81 32.84 12.61 14.92 14.27 13.40 12.11 9.17 8.97 8.29
Yield Maintenance 40.78 39.56 32.55 27.92 35.42 33.36 30.56 26.90 19.63 5.64 5.34
SUBTOTAL 80.12% 84.29% 76.59% 52.08% 59.98% 57.85% 54.97% 51.07% 42.30% 27.27% 26.94%
% Premiums
5.00 - 5.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
4.00 - 4.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
3.00 - 3.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
2.00 - 2.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
1.00 - 1.99% 11.13 15.71 23.41 24.97 40.02 42.15 45.03 48.93 54.24 72.72 73.06
Open 8.75% 0.00% 0.00% 22.96% 0.00% 0.00% 0.00% 0.00% 3.46% 0.00% 0.00%
TOTAL 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00%
UPB($MM) 73.85 50.86 46.52 41.86 24.95 22.49 19.85 17.08 14.26 9.72 8.69
% of UPB 8.29% 5.71% 5.22% 4.70% 2.80% 2.53% 2.23% 1.92% 1.60% 1.09% 0.98%
<CAPTION>
PREPAYMENT JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY JANUARY
RESTRICTIONS 2021 2022 2023 2024 2025 2026 2027 2028
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Locked Out 14.19% 15.46% 17.48% 0.00% 0.00% 0.00% 0.00% 0.00%
Defeasance 7.34 5.95 0.00 0.00 0.00 0.00 0.00 0.00
Yield Maintenance 4.91 4.27 0.00 20.87 22.07 24.13 28.61 0.00
SUBTOTAL 26.44% 25.68% 17.48% 20.87% 22.07% 24.13% 28.61% 0.00%
% Premiums
5.00 - 5.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
4.00 - 4.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
3.00 - 3.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
2.00 - 2.99% 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
1.00 - 1.99% 73.56 74.32 69.61 79.13 77.93 75.87 71.39 0.00
Open 0.00% 0.00% 12.91% 0.00% 0.00% 0.00% 0.00% 100.00%
TOTAL 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00%
UPB($MM) 7.58 6.39 5.10 3.78 3.07 2.30 1.48 0.60
% of UPB 0.85% 0.72% 0.57% 0.42% 0.34% 0.26% 0.17% 0.07%
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
(a) Table calculated using modeling assumptions.
(b) Differences in totals may exist due to rounding.
<PAGE>
================================================================================
AVERAGE LIFE TABLE (IN YEARS)
(PREPAYMENTS LOCKED OUT THROUGH LOCK OUT PERIOD, DEFEASANCE, YIELD
MAINTENANCE AND PENALTY PERIOD, THEN RUN AT THE INDICATED CPRS)
================================================================================
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------
PREPAYMENT ASSUMPTIONS (CPR)
0% CPR 25% CPR 50% CPR 75% CPR 100% PP*
- ------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
X 9.20 9.18 9.14 9.10 8.87
A1 5.01 4.99 4.97 4.95 4.88
A2 9.47 9.43 9.38 9.30 9.02
B 9.74 9.74 9.74 9.74 9.38
C 9.74 9.74 9.74 9.74 9.49
D 9.83 9.81 9.80 9.77 9.54
E 9.83 9.83 9.83 9.83 9.58
F 10.20 10.19 10.17 10.15 9.98
G 12.57 12.55 12.52 12.48 12.28
H 14.39 14.36 14.33 14.29 13.98
J 19.64 19.64 19.63 19.62 19.53
- ------------------------------------------------------------------------------------------------------------------
</TABLE>
* "PP" means 100% of each loan prepays when it becomes freely prepayable.
<PAGE>
================================================================================
DISTRIBUTION OF CUT-OFF DATE BALANCE
================================================================================
<TABLE>
<CAPTION>
WEIGHTED WEIGHTED
NUMBER OF PERCENTAGE OF AVERAGE CUT- AVERAGE AVERAGE
RANGE OF CURRENT MORTGAGE CURRENT CUT-OFF CUT-OFF DATE OFF DATE UNDERWRITTEN MORTGAGE RATE
PRINCIPAL BALANCES LOANS DATE BALANCE BALANCE BALANCE DSCR
=============================================================================================================================
<S> <C> <C> <C> <C> <C> <C>
$ 500,000 - 999,999 82 $ 60,172,426 6.76% $ 733,810 1.48x 7.76%
1,000,000 - 1,999,999 76 111,643,664 12.54 1,468,996 1.46 7.31
2,000,000 - 2,999,999 51 128,032,363 14.38 2,510,438 1.52 7.12
3,000,000 - 3,999,999 29 102,601,264 11.52 3,537,975 1.43 7.21
4,000,000 - 4,999,999 19 86,392,906 9.70 4,546,995 1.38 7.08
5,000,000 - 5,999,999 15 83,039,184 9.32 5,535,946 1.49 7.04
6,000,000 - 6,999,999 5 32,794,403 3.68 6,558,881 1.42 6.96
7,000,000 - 7,999,999 7 54,225,944 6.09 7,746,563 1.42 7.04
8,000,000 - 8,999,999 6 50,791,123 5.70 8,465,187 1.45 6.86
9,000,000 - 9,999,999 4 38,196,381 4.29 9,549,095 1.40 6.73
10,000,000 - 11,999,999 6 67,788,843 7.61 11,298,140 1.50 7.55
17,000,000 - 19,999,999 3 54,900,048 6.16 18,300,016 1.31 7.51
20,000,000 - 24,999,999 1 20,007,359 2.25 20,007,359 1.26 7.22
----- ------------- --------- ----------- ---- ----
TOTAL/WTD. AVG. 304 $890,585,907 100.00% $ 2,929,559 1.44X 7.20%
=============================================================================================================================
</TABLE>
WEIGHTED WEIGHTED
AVERAGE AVERAGE
REMAINING TERM CUT-OFF
RANGE OF CURRENT TO MATURITY DATE LTV
PRINCIPAL BALANCES (MOS) RATIO
============================================================
$ 500,000 - 999,999 128.3 68.57%
1,000,000 - 1,999,999 142.2 71.08
2,000,000 - 2,999,999 122.4 70.45
3,000,000 - 3,999,999 120.4 70.61
4,000,000 - 4,999,999 126.0 71.08
5,000,000 - 5,999,999 107.8 72.67
6,000,000 - 6,999,999 116.0 74.24
7,000,000 - 7,999,999 118.9 74.63
8,000,000 - 8,999,999 116.5 74.51
9,000,000 - 9,999,999 168.1 74.49
10,000,000 - 11,999,999 124.7 68.18
17,000,000 - 19,999,999 109.8 71.33
20,000,000 - 24,999,999 110.0 74.38
------ -----
TOTAL/WTD. AVG. 124.3 71.46%
============================================================
<PAGE>
<TABLE>
<CAPTION>
===================================================================================================================================
GEOGRAPHIC DISTRIBUTION BY CUT-OFF DATE BALANCE
===================================================================================================================================
WEIGHTED
AVERAGE
WEIGHTED WEIGHTED REMAINING WEIGHTED
NUMBER OF PERCENTAGE OF AVERAGE AVERAGE AVERAGE TERM TO AVERAGE
MORTGAGE CURRENT CUT-OFF CUT-OFF DATE CUT-OFF DATE UNDERWRITTEN MORTGAGE MATURITY CUT-OFF DATE
STATE PROPERTIES DATE BALANCE BALANCE BALANCE DSCR RATE (MOS) LTV RATIO
===================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Texas 56 $115,832,720 13.01% $2,068,441 1.47x 7.16% 116.6 73.03%
California 32 93,268,451 10.47 2,914,639 1.44 7.24 124.5 68.30
Florida 21 70,095,478 7.87 3,337,880 1.37 7.27 126.2 71.75
New York 23 64,964,839 7.29 2,824,558 1.58 7.50 124.9 69.13
Arizona 13 57,330,008 6.44 4,410,001 1.42 7.00 114.1 74.62
Georgia 12 46,625,164 5.24 3,885,430 1.44 7.46 128.5 73.52
Washington 10 44,268,684 4.97 4,426,868 1.39 7.03 117.6 70.68
Massachusetts 14 36,701,118 4.12 2,621,508 1.46 7.27 115.9 68.30
Illinois 6 34,015,000 3.82 5,669,167 1.39 7.38 124.2 68.09
Maryland 10 33,607,473 3.77 3,360,747 1.45 7.11 117.8 70.99
Pennsylvania 14 31,893,366 3.58 2,278,098 1.33 7.24 120.1 75.99
Tennessee 6 30,991,018 3.48 5,165,170 1.54 6.76 117.0 75.41
New Jersey 14 30,435,474 3.42 2,173,962 1.40 7.05 207.8 72.15
Virginia 4 24,458,888 2.75 6,114,722 1.27 7.18 111.1 74.03
Nevada 9 21,853,511 2.45 2,428,168 1.38 7.11 134.8 71.37
Colorado 7 19,128,161 2.15 2,732,594 1.41 6.96 116.3 70.96
Wisconsin 4 18,014,985 2.02 4,503,746 1.39 7.12 108.8 73.79
Oklahoma 5 15,096,519 1.70 3,019,304 1.30 7.15 120.2 76.59
Kentucky 7 13,729,821 1.54 1,961,403 1.36 7.45 115.1 73.48
Ohio 7 13,071,839 1.47 1,867,406 1.37 7.14 107.9 72.83
North Carolina 4 10,921,114 1.23 2,730,279 1.50 7.42 116.8 70.27
Mississippi 4 8,926,327 1.00 2,231,582 2.28 7.47 191.8 59.35
Missouri 6 6,662,940 0.75 1,110,490 1.38 7.29 147.4 74.24
Oregon 4 6,634,457 0.74 1,658,614 1.58 7.24 137.4 53.98
Idaho 2 6,428,307 0.72 3,214,154 1.30 6.47 117.0 71.79
Connecticut 3 6,291,702 0.71 2,097,234 1.44 7.52 116.0 68.12
Michigan 3 4,993,127 0.56 1,664,376 1.55 7.05 116.8 67.20
Utah 3 4,051,863 0.45 1,350,621 1.33 7.74 114.5 71.90
Maine 1 3,477,937 0.39 3,477,937 1.35 6.94 115.0 72.46
Indiana 4 2,795,597 0.31 698,899 1.36 7.12 116.6 76.61
South Carolina 1 2,694,387 0.30 2,694,387 1.78 7.50 118.0 56.13
Louisiana 2 2,345,985 0.26 1,172,992 1.72 7.19 167.0 73.14
New Mexico 1 2,193,040 0.25 2,193,040 2.72 7.27 117.0 73.10
West Virginia 1 1,637,348 0.18 1,637,348 1.39 7.88 112.0 71.19
Rhode Island 1 1,364,770 0.15 1,364,770 1.50 6.28 117.0 68.24
Alabama 1 1,356,840 0.15 1,356,840 1.58 6.57 117.0 79.81
Kansas 1 1,307,700 0.15 1,307,700 1.46 8.10 234.0 74.30
Alaska 1 1,119,948 0.13 1,119,948 1.33 7.12 116.0 74.66
--- ------------ ------- ---------- ---- ---- ----- -----
TOTAL/WTD. AVG. 317 $890,585,907 100.00% $2,809,419 1.44X 7.20% 124.3 71.46%
===================================================================================================================================
</TABLE>
<PAGE>
================================================================================
GEOGRAPHIC DISTRIBUTION BY CUT-OFF DATE BALANCE
================================================================================
[GRAPHIC OMITTED INDICATING PROPERTY CONCENTRATIONS ON A MAP OF THE UNITED
STATES AS FOLLOWS:
STATE PERCENTAGE
- ----- ----------
AK 0.13%
AL 0.15%
AZ 6.44%
CA 10.47%
CO 2.15%
CT 0.71%
FL 7.87%
GA 5.24%
ID 0.72%
IL 3.82%
IN 0.31%
KS 0.15%
KY 1.54%
LA 0.26%
MA 4.12%
MD 3.77%
ME 0.39%
MI 0.56%
MO 0.75%
MS 1.00%
NC 1.23%
NJ 3.42%
NM 0.25%
NV 2.45%
NY 7.29%
OH 1.47%
OK 1.70%
OR 0.74%
PA 3.58%
RI 0.15%
SC 0.30%
TN 3.48%
TX 13.01%
UT 0.45%
VA 2.75%
WA 4.97%
WI 2.02%
WV 0.18%]
[GRAPHIC OMITTED INDICATING PROPERTY CONCENTRATIONS ON A PIE CHART AS FOLLOWS:
STATE PERCENTAGE
- ----- ----------
Arizona 6.44%
California 10.47%
Florida 7.87%
Georgia 5.24%
New York 7.29%
Texas 13.01%
Washington 4.97%
Other 44.71%]
<PAGE>
================================================================================
DISTRIBUTION OF PROPERTY TYPES
================================================================================
[GRAPHIC OMITTED INDICATING PROPERTY CONCENTRATIONS ON A PIE CHART AS FOLLOWS:
PROPERTY TYPES PERCENTAGE
- -------------- ----------
Healthcare 3.33%
Industrial 8.42%
Lodging 14.46%
Multifamily 32.47%
Office 16.73%
Retail 24.00%
Self-Storage 0.60%]
----------------------------------------
<TABLE>
<CAPTION>
WEIGHTED WEIGHTED
NUMBER OF PERCENTAGE OF AVERAGE AVERAGE
MORTGAGE CURRENT CUT-OFF CUT-OFF DATE AVERAGE CUT-OFF UNDERWRITTEN MORTGAGE
PROPERTY TYPE PROPS DATE BALANCE BALANCE DATE BALANCE DSCR RATE
===============================================================================================================
<S> <C> <C> <C> <C> <C> <C>
Multifamily 144 $289,156,086 32.47% $2,008,028 1.43x 7.21%
Retail 67 213,697,597 24.00 3,189,516 1.42 7.02
Office 38 148,989,033 16.73 3,920,764 1.37 7.20
Lodging 31 128,792,046 14.46 4,154,582 1.58 7.45
Industrial 28 74,980,587 8.42 2,677,878 1.39 7.00
Healthcare 7 29,648,648 3.33 4,235,521 1.72 7.95
Self-Storage 2 5,321,909 0.60 2,660,955 1.49 7.03
------ -------------- -------- ---------- ---- ----
TOTAL/WTD. AVG. 317 $890,585,907 100.00% $2,809,419 1.44X 7.20%
===============================================================================================================
</TABLE>
WEIGHTED AVERAGE WEIGHTED
REMAINING TERM AVERAGE
TO MATURITY (MOS) CUT-OFF
DATE LTV
PROPERTY TYPE RATIO
========================================================
Multifamily 132.3 73.78%
Retail 124.0 71.42
Office 115.1 71.09
Lodging 125.4 66.90
Industrial 114.3 73.36
Healthcare 115.5 66.75
Self-Storage 126.7 66.53
----- -----
TOTAL/WTD. AVG. 124.3 71.46%
========================================================
<PAGE>
================================================================================
DISTRIBUTION OF DEBT SERVICE COVERAGE RATIOS
================================================================================
<TABLE>
<CAPTION>
APPROXIMATE RANGE WEIGHTED
OF CURRENT DEBT NUMBER OF CURRENT PERCENTAGE OF AVERAGE WEIGHTED
SERVICE COVERAGE MORTGAGE CUT-OFF DATE CUT-OFF DATE AVERAGE CUT-OFF UNDERWRITTEN AVERAGE
RATIOS LOANS BALANCE BALANCE DATE BALANCE DSCR MORTGAGE RATE
==============================================================================================================================
<S> <C> <C> <C> <C> <C> <C>
1.00 - 1.10x (a) 4 $ 5,632,391 0.63% $1,408,098 1.04x 6.37%
1.11 - 1.20 5 12,711,340 1.43 2,542,268 1.17 7.09
1.21 - 1.30 41 162,512,586 18.25 3,963,722 1.27 7.32
1.31 - 1.40 114 294,141,767 33.03 2,580,191 1.36 7.21
1.41 - 1.50 61 212,291,966 23.84 3,480,196 1.45 7.15
1.51 - 1.60 34 101,245,136 11.37 2,977,798 1.55 7.04
1.61 - 1.70 17 37,446,223 4.20 2,202,719 1.66 7.28
1.71 - 1.80 9 29,023,620 3.26 3,224,847 1.78 7.45
1.81 - 1.90 3 5,160,364 0.58 1,720,121 1.87 7.39
1.91 - 2.00 6 9,467,783 1.06 1,577,964 1.94 7.29
2.01 - 2.10 2 3,766,988 0.42 1,883,494 2.04 8.45
2.11 - 2.20 2 2,918,407 0.33 1,459,204 2.20 7.83
2.21 - 2.30 1 1,985,429 0.22 1,985,429 2.21 7.50
2.51 - 5.41 5 12,281,906 1.38 2,456,381 2.78 6.63
------ ------------- -------- ---------- ---- ----
TOTAL/WTD. AVG. 304 $890,585,907 100.00% $2,929,559 1.44X 7.20%
==============================================================================================================================
</TABLE>
WEIGHTED
APPROXIMATE RANGE AVERAGE WEIGHTED
OF CURRENT DEBT REMAINING TERM AVERAGE
SERVICE COVERAGE TO MATURITY CUT-OFF DATE
RATIOS (MOS) LTV RATIO
=======================================================
1.00 - 1.10x (a) 189.9 90.82%
1.11 - 1.20 146.3 68.97
1.21 - 1.30 121.9 74.24
1.31 - 1.40 126.6 71.98
1.41 - 1.50 115.3 71.95
1.51 - 1.60 127.7 70.64
1.61 - 1.70 129.7 65.37
1.71 - 1.80 121.6 73.46
1.81 - 1.90 245.4 71.12
1.91 - 2.00 124.3 63.27
2.01 - 2.10 117.6 64.99
2.11 - 2.20 132.1 43.80
2.21 - 2.30 113.0 43.07
2.51 - 5.41 117.1 47.50
----- -----
TOTAL/WTD. AVG. 124.3 71.46%
=======================================================
(a) There are four credit tenant loans in the pool included in this range.
================================================================================
DISTRIBUTION OF LOAN TO VALUE RATIOS
================================================================================
<TABLE>
<CAPTION>
WEIGHTED
RANGE OF NUMBER OF CURRENT PERCENTAGE OF AVERAGE WEIGHTED
LOAN TO VALUE MORTGAGE CUT-OFF DATE CUT-OFF DATE AVERAGE CUT-OFF UNDERWRITTEN AVERAGE
RATIOS LOANS BALANCE BALANCE DATE BALANCE DSCR MORTGAGE RATE
==============================================================================================================================
<S> <C> <C> <C> <C> <C> <C>
15.1 - 30.0 1 $ 598,989 0.07% $ 598,989 5.41x 8.57%
30.1 - 50.0 9 16,296,287 1.83 1,810,699 2.16 6.95
50.1 - 60.0 15 52,916,836 5.94 3,527,789 1.59 7.42
60.1 - 65.0 29 85,630,418 9.62 2,952,773 1.46 7.48
65.1 - 70.0 60 137,760,490 15.47 2,296,008 1.46 7.33
70.1 - 75.0 113 323,050,311 36.27 2,858,852 1.39 7.26
75.1 - 80.0 67 242,940,017 27.28 3,625,970 1.41 6.98
80.1 - 85.0(a) 7 26,940,783 3.03 3,848,683 1.47 6.81
85.1 - 90.0(a) 1 1,561,882 0.18 1,561,882 1.06 6.35
90.1 - 95.0(a) 1 1,348,733 0.15 1,348,733 1.01 6.35
95.1 - 100.0(a) 1 1,541,161 0.17 1,541,161 1.06 6.41
------ -------------- --------- ---------- ---- ----
TOTAL/WTD. AVG. 304 $890,585,907 100.00% $2,929,559 1.44X 7.20%
==============================================================================================================================
</TABLE>
WEIGHTED
AVERAGE WEIGHTED
RANGE OF REMAINING TERM AVERAGE
LOAN TO VALUE TO MATURITY CUT-OFF DATE
RATIOS (MOS) LTV RATIO
==================================================
15.1 - 30.0 118.0 17.62%
30.1 - 50.0 152.4 41.79
50.1 - 60.0 117.8 57.82
60.1 - 65.0 117.5 63.18
65.1 - 70.0 123.3 67.85
70.1 - 75.0 125.6 73.09
75.1 - 80.0 124.7 77.96
80.1 - 85.0(a) 116.9 80.49
85.1 - 90.0(a) 180.0 89.76
90.1 - 95.0(a) 168.0 91.44
95.1 - 100.0(a) 236.0 96.32
----- -----
TOTAL/WTD. AVG. 124.3 71.46%
==================================================
(a) There are four credit tenant loans in the pool in these ranges.
<PAGE>
================================================================================
DISTRIBUTION OF CURRENT MORTGAGE RATES
================================================================================
<TABLE>
<CAPTION>
WEIGHTED
RANGE OF NUMBER OF CURRENT PERCENTAGE OF AVERAGE WEIGHTED
MORTGAGE MORTGAGE CUT-OFF DATE CUT-OFF DATE AVERAGE CUT-OFF UNDERWRITTEN AVERAGE
RATES LOANS BALANCE BALANCE DATE BALANCE DSCR MORTGAGE RATE
==============================================================================================================================
<S> <C> <C> <C> <C> <C> <C>
5.7500 - 6.0000% 4 $ 13,251,740 1.49% $3,312,935 1.93x 5.83%
6.0001 - 6.2500 2 4,222,799 0.47 2,111,399 1.61 6.16
6.2501 - 6.5000 9 35,617,449 4.00 3,957,494 1.38 6.41
6.5001 - 6.7500 27 101,069,475 11.35 3,743,314 1.45 6.64
6.7501 - 7.0000 64 220,378,475 24.75 3,443,414 1.41 6.89
7.0001 - 7.2500 41 159,066,299 17.86 3,879,666 1.43 7.15
7.2501 - 7.5000 45 133,586,366 15.00 2,968,586 1.46 7.38
7.5001 - 7.7500 35 85,096,000 9.56 2,431,314 1.41 7.67
7.7501 - 8.0000 36 77,088,293 8.66 2,141,341 1.42 7.90
8.0001 - 8.2500 24 29,370,225 3.30 1,223,759 1.42 8.18
8.2501 - 8.5000 9 20,294,424 2.28 2,254,936 1.60 8.35
8.5001 - 8.7500 7 10,948,337 1.23 1,564,048 1.84 8.60
9.2501 - 9.5000 1 596,025 0.07 596,025 1.28 9.25
------ --------------- -------- ----------- ---- ----
TOTAL/WTD. AVG. 304 $890,585,907 100.00% $2,929,559 1.44X 7.20%
==============================================================================================================================
</TABLE>
WEIGHTED
AVERAGE WEIGHTED
RANGE OF REMAINING TERM AVERAGE
MORTGAGE TO MATURITY CUT-OFF DATE
RATES (MOS) LTV RATIO
==================================================
5.7500 - 6.0000 109.8 58.62%
6.0001 - 6.2500 117.0 73.06
6.2501 - 6.5000 128.3 73.42
6.5001 - 6.7500 118.5 75.72
6.7501 - 7.0000 127.6 74.33
7.0001 - 7.2500 118.7 70.47
7.2501 - 7.5000 135.2 70.60
7.5001 - 7.7500 116.4 68.44
7.7501 - 8.0000 118.7 67.93
8.0001 - 8.2500 142.1 68.73
8.2501 - 8.5000 126.1 73.19
8.5001 - 8.7500 119.4 60.16
9.2501 - 9.5000 111.0 69.31
----- -----
TOTAL/WTD. AVG. 124.3 71.46%
==================================================
================================================================================
DISTRIBUTION OF REMAINING AMORTIZATION TERM (IN MONTHS)
================================================================================
<TABLE>
<CAPTION>
WEIGHTED
RANGE OF NUMBER OF CURRENT PERCENTAGE OF AVERAGE WEIGHTED
AMORTIZATION MORTGAGE CUT-OFF DATE CUT-OFF DATE AVERAGE CUT-OFF UNDERWRITTEN AVERAGE
TERMS (MONTHS) LOANS BALANCE BALANCE DATE BALANCE DSCR MORTGAGE RATE
==============================================================================================================================
<S> <C> <C> <C> <C> <C> <C>
151 - 170 3 $ 7,129,922 0.80% $2,376,641 1.16x 7.00%
171 - 190 9 11,370,432 1.28 1,263,381 1.45 7.10
191 - 210 1 1,880,881 0.21 1,880,881 1.17 6.90
211 - 230 2 2,980,109 0.33 1,490,055 1.34 7.20
231 - 250 23 41,452,034 4.65 1,802,262 1.58 7.28
251 - 270 5 25,657,537 2.88 5,131,507 1.45 7.93
271 - 290 14 35,841,185 4.02 2,560,085 1.49 7.45
291 - 310 133 308,096,700 34.59 2,316,517 1.49 7.39
331 - 360 114 456,177,108 51.22 4,001,554 1.40 7.02
---- ------------ ------- ---------- ---- ----
TOTAL/WTD. AVG. 304 $890,585,907 100.00% $2,929,559 1.44X 7.20%
==============================================================================================================================
</TABLE>
WEIGHTED
AVERAGE WEIGHTED
RANGE OF REMAINING TERM AVERAGE
AMORTIZATION TO MATURITY CUT-OFF DATE
TERMS (MONTHS) (MOS) LTV RATIO
==================================================
151 - 170 169.3 78.01%
171 - 190 169.4 62.06
191 - 210 80.0 78.37
211 - 230 215.6 71.72
231 - 250 169.7 67.36
251 - 270 110.7 62.65
271 - 290 137.3 70.00
291 - 310 120.3 69.16
331 - 360 120.4 74.09
----- -----
TOTAL/WTD. AVG. 124.3 71.46%
==================================================
<PAGE>
================================================================================
DISTRIBUTION OF ORIGINAL TERMS TO MATURITY
================================================================================
<TABLE>
<CAPTION>
WEIGHTED
ORIGINAL NUMBER OF CURRENT PERCENTAGE OF AVERAGE CUT-OFF AVERAGE WEIGHTED
TERM TO MORTGAGE CUT-OFF DATE CUT-OFF DATE DATE PRINCIPAL UNDERWRITTEN AVERAGE
MATURITY LOANS BALANCE BALANCE BALANCE DSCR MORTGAGE RATE
==================================================================================================================================
<S> <C> <C> <C> <C> <C> <C>
60 - 83 months 1 $ 5,926,346 0.67% $5,926,346 1.44x 7.42%
84 - 120 months 255 772,660,454 86.76 3,030,041 1.44 7.20
121 - 180 months 25 64,298,362 7.22 2,571,934 1.43 7.15
181 - 240 months 16 27,569,563 3.10 1,723,098 1.40 7.34
241 - 360 months 7 20,131,183 2.26 2,875,883 1.50 7.25
---- ------------- -------- ---------- ---- ----
TOTAL/WTD. AVG. 304 $890,585,907 100.00% $2,929,559 1.44X 7.20%
==================================================================================================================================
</TABLE>
WEIGHTED
AVERAGE WEIGHTED
ORIGINAL REMAINING TERM AVERAGE
TERM TO TO MATURITY CUT-OFF DATE
MATURITY (MOS) LTV RATIO
=================================================
60 - 83 months 49.0 77.98%
84 - 120 months 113.2 71.37
121 - 180 months 156.1 71.38
181 - 240 months 230.6 72.72
241 - 360 months 327.0 71.30
----- -----
TOTAL/WTD. AVG. 124.3 71.46%
=================================================
================================================================================
DISTRIBUTION OF REMAINING TERMS TO MATURITY
================================================================================
<TABLE>
<CAPTION>
WEIGHTED
STATED NUMBER OF CURRENT PERCENTAGE OF AVERAGE CUT-OFF AVERAGE WEIGHTED
REMAINING MORTGAGE CUT-OFF DATE CUT-OFF DATE DATE PRINCIPAL UNDERWRITTEN AVERAGE
TERM LOANS BALANCE BALANCE BALANCE DSCR MORTGAGE RATE
==================================================================================================================================
<S> <C> <C> <C> <C> <C> <C>
49 - 50 months 1 $ 5,926,346 0.67% $5,926,346 1.44x 7.42%
71 - 90 months 11 40,011,713 4.49 3,637,428 1.40 6.92
91 - 110 months 17 77,573,579 8.71 4,563,152 1.33 7.53
111 - 120 months 229 660,149,530 74.13 2,882,749 1.47 7.18
131 - 150 months 6 23,055,679 2.59 3,842,613 1.33 6.98
151 - 170 months 3 7,129,922 0.80 2,376,641 1.16 7.00
171 - 190 months 15 30,600,276 3.44 2,040,018 1.37 7.22
211 - 230 months 2 2,980,109 0.33 1,490,055 1.34 7.20
231 - 250 months 13 23,027,571 2.59 1,771,352 1.43 7.43
271 - 353 months 7 20,131,183 2.26 2,875,883 1.50 7.25
------ ------------- -------- ---------- ---- ----
TOTAL/WTD. AVG. 304 $890,585,907 100.00% $2,929,559 1.44X 7.20%
==================================================================================================================================
</TABLE>
WEIGHTED
AVERAGE WEIGHTED
STATED REMAINING TERM AVERAGE
REMAINING TO MATURITY CUT-OFF DATE
TERM (MOS) LTV RATIO
==================================================
49 - 50 months 49.0 77.98%
71 - 90 months 79.0 74.51
91 - 110 months 108.7 71.23
111 - 120 months 115.8 71.05
131 - 150 months 139.0 77.27
151 - 170 months 169.3 78.01
171 - 190 months 173.5 69.66
211 - 230 months 215.6 71.72
231 - 250 months 236.0 71.70
271 - 353 months 327.0 71.30
----- -----
TOTAL/WTD. AVG. 124.3 71.46%
==================================================
<PAGE>
================================================================================
DISTRIBUTION OF AMORTIZATION TYPES
================================================================================
<TABLE>
<CAPTION>
WEIGHTED
NUMBER OF CURRENT PERCENTAGE OF AVERAGE CUT-OFF AVERAGE WEIGHTED
AMORTIZATION MORTGAGE CUT-OFF DATE CUT-OFF DATE DATE PRINCIPAL UNDERWRITTEN AVERAGE
TYPE LOANS BALANCE BALANCE BALANCE DSCR MORTGAGE RATE
==================================================================================================================================
<S> <C> <C> <C> <C> <C> <C>
Balloon 270 $827,155,616 92.88% $3,063,539 1.45x 7.20%
Fully Amortizing 32 59,114,989 6.64 1,847,343 1.41 7.24
Hyperamortizing 2 4,315,302 0.48 2,157,651 1.56 7.32
---- ------------- ------ ---------- ---- ----
TOTAL/WTD. AVG. 304 $890,585,907 100.00% $2,929,559 1.44X 7.20%
==================================================================================================================================
</TABLE>
WEIGHTED
AVERAGE WEIGHTED
REMAINING TERM AVERAGE
AMORTIZATION TO MATURITY CUT-OFF DATE
TYPE (MOS) LTV RATIO
=====================================================
Balloon 115.6 71.57%
Fully Amortizing 247.4 70.70
Hyperamortizing 117.6 60.42
----- -----
TOTAL/WTD. AVG. 124.3 71.46%
=====================================================
================================================================================
DISTRIBUTION OF PREPAYMENT PROVISIONS
================================================================================
<TABLE>
<CAPTION>
WEIGHTED
NUMBER OF CURRENT PERCENTAGE OF AVERAGE CUT-OFF AVERAGE WEIGHTED
PREPAYMENT MORTGAGE CUT-OFF DATE CUT-OFF DATE DATE PRINCIPAL UNDERWRITTEN AVERAGE
RESTRICTION LOANS BALANCE BALANCE BALANCE DSCR MORTGAGE RATE
==================================================================================================================================
<S> <C> <C> <C> <C> <C> <C>
Lockout/Defeasance 131 $501,235,736 56.28% $3,826,227 1.47x 7.27%
Lockout/Greater of YM or 1%(a) 171 385,227,366 43.26 2,252,792 1.41 7.11
Lockout/Declining Fee 1 3,179,729 0.36 3,179,729 1.32 7.31
Lockout/Open 1 943,077 0.11 943,077 1.69 8.13
---- ------------- -------- ----------- ---- ----
TOTAL/WTD. AVG. 304 $890,585,907 100.00% $2,929,559 1.44X 7.20%
==================================================================================================================================
</TABLE>
WEIGHTED
AVERAGE WEIGHTED
REMAINING TERM AVERAGE
PREPAYMENT TO MATURITY CUT-OFF DATE
RESTRICTION (MOS) LTV RATIO
===============================================================
Lockout/Defeasance 117.0 71.47%
Lockout/Greater of YM or 1% (a) 133.9 71.46
Lockout/Declining Fee 114.0 75.71
Lockout/Open 112.0 52.39
----- -----
TOTAL/WTD. AVG. 124.3 71.46%
===============================================================
(a) Includes 1 loan with the provision "Defeasance or Greater or YM or 1%" and
3 loans with the provision "Greater of YM or Declining Fee."
================================================================================
DISTRIBUTION OF ORIGINATION YEARS
================================================================================
<TABLE>
<CAPTION>
WEIGHTED
NUMBER OF CURRENT PERCENTAGE OF AVERAGE CUT-OFF AVERAGE WEIGHTED
ORIGINATION MORTGAGE CUT-OFF DATE CUT-OFF DATE DATE PRINCIPAL UNDERWRITTEN AVERAGE
YEAR LOANS BALANCE BALANCE BALANCE DSCR MORTGAGE RATE
===============================================================================================================================
<S> <C> <C> <C> <C> <C> <C>
1998 303 $887,444,308 99.65% $2,928,859 1.44x 7.20%
1997 1 3,141,599 0.35 3,141,599 1.49 8.62
------ -------------- -------- ---------- ---- ----
TOTAL/WTD. AVG. 304 $890,585,907 100.00% $2,929,559 1.44X 7.20%
===============================================================================================================================
</TABLE>
WEIGHTED
AVERAGE WEIGHTED
REMAINING TERM AVERAGE
ORIGINATION TO MATURITY CUT-OFF DATE
YEAR (MOS) LTV RATIO
===================================================
1998 124.4 71.50%
1997 105.0 60.77
----- -----
TOTAL/WTD. AVG. 124.3 71.46%
===================================================
