MORGAN STANLEY
119 records
Balance: 446,060,133
PNCMA 2000-C2
PNC
--------------------------------------------------------------------------------
Selection Criteria: PNC
Table of Contents
1
Seller
2
Current Balances ($)
3
States
4
Property Types
5
Mortgage Rates (%)
6
Seasoning (mos)
7
Original Terms to Stated Maturity (mos)
8
Remaining Terms to Stated Maturities (mos)
9
Original Amortization Terms (mos)
10
Original Amortization Terms -Balloon Loans (mos)
11
Original Amortization Terms - Fully-Amortizing Loans (mos)
12
Remaining Amortization Terms (mos)
13
Debt Service Coverage Ratios (x)
14
Current Loan-to-Value Ratios (%)
15
Balloon Loan-to-Value Ratios (%)
16
Balloon Loan
17
Hyper Amort
18
Ownership Type
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
1. Seller
----------------------------------------------------------------------------------------------------------------------
Weighted
Percent by Weighted Average Weighted Weighted
Number of Aggregate Aggregate Average Remaining Weighted Average Average
Mortgage Current Current Mortgage Term to Average Current Balloon
Seller Loans Balance Balance (%) Rate(%) Maturity (mos) DSCR LTV (%) LTV (%)
<S> <C> <C> <C> <C> <C> <C> <C> <C>
----------------------------------------------------------------------------------------------------------------------
PNC 119 446,060,133 100 7.779 115 1.36 71.5 61.4
----------------------------------------------------------------------------------------------------------------------
Total: 119 446,060,133 100 7.779 115 1.36 71.5 61.4
----------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
2. Current Balances ($)
------------------------------------------------------------------------------------------------------------------------------
Weighted
Percent by Weighted Average Weighted Weighted
Number of Aggregate Aggregate Average Remaining Weighted Average Average
Mortgage Current Current Mortgage Term to Average Current Balloon
Current Balances ($) Loans Balance Balance (%) Rate(%) Maturity (mos) DSCR LTV (%) LTV (%)
<S> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------
1 - 1,000,000 4 3,260,962 0.73 7.053 134 1.33 68.3 42
------------------------------------------------------------------------------------------------------------------------------
1,000,001 - 2,000,000 47 70,676,370 15.84 7.35 106 1.49 67.8 56.4
------------------------------------------------------------------------------------------------------------------------------
2,000,001 - 3,000,000 28 68,772,530 15.42 7.351 104 1.42 69.7 57
------------------------------------------------------------------------------------------------------------------------------
3,000,001 - 4,000,000 15 49,954,197 11.2 7.743 122 1.38 68.6 56.4
------------------------------------------------------------------------------------------------------------------------------
4,000,001 - 5,000,000 7 31,026,569 6.96 7.382 112 1.54 67.7 58.9
------------------------------------------------------------------------------------------------------------------------------
5,000,001 - 6,000,000 5 28,016,141 6.28 7.876 131 1.32 70.9 60.4
------------------------------------------------------------------------------------------------------------------------------
7,000,001 - 8,000,000 5 37,869,977 8.49 7.784 121 1.23 76.4 66.9
------------------------------------------------------------------------------------------------------------------------------
8,000,001 - 9,000,000 1 8,862,388 1.99 8.48 176 1.22 75.4 61.7
------------------------------------------------------------------------------------------------------------------------------
9,000,001 - 10,000,000 1 10,000,000 2.24 8.61 120 1.39 67.1 56.4
------------------------------------------------------------------------------------------------------------------------------
10,000,001 - 15,000,000 1 10,287,599 2.31 6.89 95 1.42 72.7 64.6
------------------------------------------------------------------------------------------------------------------------------
15,000,001 - 20,000,000 1 18,350,000 4.11 7.915 120 1.25 79.8 71.3
------------------------------------------------------------------------------------------------------------------------------
20,000,001 - 25,000,000 1 24,093,491 5.4 8.61 117 1.26 75.3 68.5
------------------------------------------------------------------------------------------------------------------------------
25,000,001 >= 3 84,889,910 19.03 8.314 116 1.24 74.6 67.4
------------------------------------------------------------------------------------------------------------------------------
Total: 119 446,060,133 100 7.779 115 1.36 71.5 61.4
------------------------------------------------------------------------------------------------------------------------------
Min: 696,932
Max: 29,539,428
Average: 3,748,404
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
3. States
------------------------------------------------------------------------------------------------------------------------------
Weighted
Percent by Weighted Average Weighted Weighted
Number of Aggregate Aggregate Average Remaining Weighted Average Average
Mortgage Current Current Mortgage Term to Average Current Balloon
States Loans Balance Balance (%) Rate(%) Maturity (mos) DSCR LTV (%) LTV (%)
------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
California 19 78,599,646 17.62 8.085 115 1.3 70.6 62.4
------------------------------------------------------------------------------------------------------------------------------
Michigan 5 41,302,625 9.26 8.511 126 1.3 72.6 63.7
------------------------------------------------------------------------------------------------------------------------------
Arizona 6 39,842,210 8.93 8.205 111 1.24 74.1 66.9
------------------------------------------------------------------------------------------------------------------------------
District of Columbia 2 30,631,780 6.87 8.373 113 1.27 74.5 67.4
------------------------------------------------------------------------------------------------------------------------------
Texas 8 27,591,726 6.19 7.585 128 1.32 71 58
------------------------------------------------------------------------------------------------------------------------------
New Jersey 6 24,208,141 5.43 7.057 99 1.76 62.4 53.9
------------------------------------------------------------------------------------------------------------------------------
Pennsylvania 7 24,143,490 5.41 7.624 123 1.39 71.6 60.3
------------------------------------------------------------------------------------------------------------------------------
Mississippi 1 18,350,000 4.11 7.915 120 1.25 79.8 71.3
------------------------------------------------------------------------------------------------------------------------------
Ohio 5 18,212,231 4.08 8.01 142 1.25 74.9 63.6
------------------------------------------------------------------------------------------------------------------------------
Washington 8 17,752,140 3.98 7.048 108 1.4 68.4 49
------------------------------------------------------------------------------------------------------------------------------
Florida 4 15,471,757 3.47 7.956 112 1.35 75.8 67.9
------------------------------------------------------------------------------------------------------------------------------
Massachusetts 3 14,747,041 3.31 7.21 99 1.33 69.4 59.7
------------------------------------------------------------------------------------------------------------------------------
Virginia 6 12,609,178 2.83 7.675 107 1.45 69 60.2
------------------------------------------------------------------------------------------------------------------------------
Missouri 4 12,383,618 2.78 6.362 96 1.39 74.5 62.6
------------------------------------------------------------------------------------------------------------------------------
New York 5 11,981,461 2.69 7.065 105 1.4 71.6 59.5
------------------------------------------------------------------------------------------------------------------------------
Kansas 4 9,123,834 2.05 7.669 155 1.65 59.1 30
------------------------------------------------------------------------------------------------------------------------------
Illinois 2 5,894,706 1.32 7.399 97 1.22 78.1 68.7
------------------------------------------------------------------------------------------------------------------------------
Oregon 2 5,822,862 1.31 9.144 117 1.37 67.5 57.6
------------------------------------------------------------------------------------------------------------------------------
Kentucky 3 5,320,321 1.19 6.401 96 1.69 75.8 64.7
------------------------------------------------------------------------------------------------------------------------------
Nevada 2 5,017,770 1.12 6.528 143 1.5 63.2 50.2
------------------------------------------------------------------------------------------------------------------------------
Colorado 3 3,955,608 0.89 6.87 102 1.59 61.9 52.4
------------------------------------------------------------------------------------------------------------------------------
Minnesota 2 3,728,076 0.84 7.029 117 1.47 74.7 64.7
------------------------------------------------------------------------------------------------------------------------------
Nebraska 2 3,691,012 0.83 7.611 110 1.29 76.3 66.8
------------------------------------------------------------------------------------------------------------------------------
New Hampshire 1 2,748,964 0.62 6.9 95 1.37 70.5 49.8
------------------------------------------------------------------------------------------------------------------------------
Tennessee 1 2,180,096 0.49 6.49 96 1.55 78.3 68.9
------------------------------------------------------------------------------------------------------------------------------
Connecticut 2 1,929,589 0.43 6.949 96 1.3 71.2 58.8
------------------------------------------------------------------------------------------------------------------------------
Iowa 1 1,696,427 0.38 7.05 95 1.25 74.6 61.8
------------------------------------------------------------------------------------------------------------------------------
Alabama 1 1,649,708 0.37 6.73 97 1.49 71.7 58.8
------------------------------------------------------------------------------------------------------------------------------
Utah 1 1,599,613 0.36 8.51 113 1.25 66.7 60.6
------------------------------------------------------------------------------------------------------------------------------
Maryland 1 1,597,252 0.36 8.47 118 1.35 63.9 53.6
------------------------------------------------------------------------------------------------------------------------------
Idaho 1 1,231,066 0.28 7.15 95 1.34 71.4 63.8
------------------------------------------------------------------------------------------------------------------------------
Delaware 1 1,046,186 0.23 8.43 118 1.25 76.1 63.7
------------------------------------------------------------------------------------------------------------------------------
Total: 119 446,060,133 100 7.779 115 1.36 71.5 61.4
------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
4. Property Types
------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Weighted
Percent by Weighted Average Weighted Weighted
Number of Aggregate Aggregate Average Remaining Weighted Average Average
Mortgage Current Current Mortgage Term to Average Current Balloon
Property Types Loans Balance Balance (%) Rate(%) Maturity (mos) DSCR LTV (%) LTV (%)
------------------------------------------------------------------------------------------------------------------------------
Multifamily 47 151,138,060 33.88 7.518 120 1.33 74.9 63.9
------------------------------------------------------------------------------------------------------------------------------
Office 25 120,497,489 27.01 8.118 114 1.32 71.3 62.4
------------------------------------------------------------------------------------------------------------------------------
Retail 22 106,213,680 23.81 7.891 115 1.31 71.7 62.5
------------------------------------------------------------------------------------------------------------------------------
Industrial 13 27,514,266 6.17 7.607 111 1.35 68.7 54.1
------------------------------------------------------------------------------------------------------------------------------
Hospitality 3 15,822,862 3.55 8.807 119 1.38 67.2 56.9
------------------------------------------------------------------------------------------------------------------------------
Manufactured Housing 4 11,734,482 2.63 6.745 93 1.54 70.4 62.4
------------------------------------------------------------------------------------------------------------------------------
Self Storage 3 8,692,479 1.95 6.508 96 2.54 39.7 28.1
------------------------------------------------------------------------------------------------------------------------------
Other 2 4,446,815 1 7.393 107 1.45 58.8 44.6
------------------------------------------------------------------------------------------------------------------------------
Total: 119 446,060,133 100 7.779 115 1.36 71.5 61.4
------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
5. Mortgage Rates (%)
------------------------------------------------------------------------------------------------------------------------------
Weighted
Percent by Weighted Average Weighted Weighted
Number of Aggregate Aggregate Average Remaining Weighted Average Average
Mortgage Current Current Mortgage Term to Average Current Balloon
Mortgage Rates (%) Loans Balance Balance (%) Rate(%) Maturity (mos) DSCR LTV (%) LTV (%)
<S> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000 3 6,520,642 1.46 5.971 97 1.52 69.5 55.9
------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500 22 47,622,598 10.68 6.343 105 1.67 64.8 50.4
------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000 26 75,280,986 16.88 6.77 98 1.48 69.3 57.6
------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500 12 30,721,706 6.89 7.271 95 1.37 70.3 60.4
------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000 4 26,423,854 5.92 7.861 114 1.3 77.6 69.3
------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500 30 171,008,501 38.34 8.307 130 1.25 74.1 64.2
------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000 20 84,182,105 18.87 8.646 116 1.29 70.9 63.5
------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500 2 4,299,740 0.96 9.239 115 1.3 69.7 61.9
------------------------------------------------------------------------------------------------------------------------------
Total: 119 446,060,133 100 7.779 115 1.36 71.5 61.4
------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Min: 5.930
Max: 9.370
Weighted Average Coupon: 7.779
<PAGE>
<TABLE>
<CAPTION>
6. Seasoning (mos)
------------------------------------------------------------------------------------------------------------------------------
Weighted
Percent by Weighted Average Weighted Weighted
Number of Aggregate Aggregate Average Remaining Weighted Average Average
Mortgage Current Current Mortgage Term to Average Current Balloon
Seasoning (mos) Loans Balance Balance (%) Rate(%) Maturity (mos) DSCR LTV (%) LTV (%)
------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
5 38,788,000 8.7 8.18 128 1.28 74.3 63.9
------------------------------------------------------------------------------------------------------------------------------
12-Jan 48 241,066,998 54.04 8.422 124 1.26 73.5 64.8
------------------------------------------------------------------------------------------------------------------------------
13 - 24 44 89,212,617 20 6.496 104 1.62 64.8 50.6
------------------------------------------------------------------------------------------------------------------------------
25 - 36 21 74,739,769 16.76 7.012 94 1.4 72 62.4
------------------------------------------------------------------------------------------------------------------------------
37 - 48 1 2,252,749 0.51 8.27 82 1.21 66.3 49.8
------------------------------------------------------------------------------------------------------------------------------
Total: 119 446,060,133 100 7.779 115 1.36 71.5 61.4
------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Min: 0
Max: 38
Weighted Average: 11
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
7. Original Terms to Stated Maturity (mos)
------------------------------------------------------------------------------------------------------------------------------
Weighted
Percent by Weighted Average Weighted Weighted
Original Terms Number of Aggregate Aggregate Average Remaining Weighted Average Average
to Stated Mortgage Current Current Mortgage Term to Average Current Balloon
Maturity (mos) Loans Balance Balance (%) Rate(%) Maturity (mos) DSCR LTV (%) LTV (%)
<S> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------
61 - 120 106 391,368,115 87.74 7.768 108 1.37 71.6 62.7
------------------------------------------------------------------------------------------------------------------------------
121 - 180 11 50,319,313 11.28 7.839 161 1.25 73.1 55.9
------------------------------------------------------------------------------------------------------------------------------
181 - 240 2 4,372,706 0.98 8.042 234 1.58 52.1 2.7
------------------------------------------------------------------------------------------------------------------------------
Total: 119 446,060,133 100 7.779 115 1.36 71.5 61.4
------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Min: 84
Max: 240
Weighted Average: 127
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
8. Remaining Terms to Stated Maturities (mos)
------------------------------------------------------------------------------------------------------------------------------
Weighted
Percent by Weighted Average Weighted Weighted
Remaining Terms Number of Aggregate Aggregate Average Remaining Weighted Average Average
to Stated Mortgage Current Current Mortgage Term to Average Current Balloon
Maturities (mos Loans Balance Balance (%) Rate(%) Maturity (mos) DSCR LTV (%) LTV (%)
<S> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------
Jan-60 1 1,178,311 0.26 7.99 52 1.43 40.6 35.4
------------------------------------------------------------------------------------------------------------------------------
61 - 120 107 399,057,517 89.46 7.757 108 1.37 71.7 62.8
------------------------------------------------------------------------------------------------------------------------------
121 - 180 9 41,451,599 9.29 7.953 173 1.25 73.4 54.4
------------------------------------------------------------------------------------------------------------------------------
181 - 240 2 4,372,706 0.98 8.042 234 1.58 52.1 2.7
------------------------------------------------------------------------------------------------------------------------------
Total: 119 446,060,133 100 7.779 115 1.36 71.5 61.4
------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Min: 52
Max: 239
Non-Zero Weighted Average: 115
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
9. Original Amortization Terms (mos)
------------------------------------------------------------------------------------------------------------------------------
Weighted
Percent by Weighted Average Weighted Weighted
Original Number of Aggregate Aggregate Average Remaining Weighted Average Average
Amortization Mortgage Current Current Mortgage Term to Average Current Balloon
Terms (mos) Loans Balance Balance (%) Rate(%) Maturity (mos) DSCR LTV (%) LTV (%)
<S> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------
121 - 180 2 4,465,492 1 6.401 157 1.37 59.5 1.5
------------------------------------------------------------------------------------------------------------------------------
181 - 240 10 22,549,317 5.06 7.291 121 1.86 52.6 31.3
------------------------------------------------------------------------------------------------------------------------------
241 - 360 107 419,045,325 93.94 7.82 115 1.33 72.7 63.6
------------------------------------------------------------------------------------------------------------------------------
Total: 119 446,060,133 100 7.779 115 1.36 71.5 61.4
------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Min: 180
Max: 360
Weighted Average: 339
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
10. Original Amortization Terms -Balloon Loans (mos)
------------------------------------------------------------------------------------------------------------------------------
Weighted
Original Percent by Weighted Average Weighted Weighted
Amortization Number of Aggregate Aggregate Average Remaining Weighted Average Average
Terms -Balloon Mortgage Current Current Mortgage Term to Average Current Balloon
Loans (mos) Loans Balance Balance (%) Rate(%) Maturity (mos) DSCR LTV (%) LTV (%)
<S> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------
240 8 18,176,611 4.07 7.111 94 1.92 52.7 38.2
------------------------------------------------------------------------------------------------------------------------------
300 46 99,527,687 22.31 7.345 103 1.46 67.9 56.2
------------------------------------------------------------------------------------------------------------------------------
360 61 319,517,638 71.63 7.968 118 1.29 74.2 66
------------------------------------------------------------------------------------------------------------------------------
Total: 115 437,221,936 98.02 7.79 114 1.35 71.9 62.6
------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Min: 240
Max: 360
Weighted Average: 341
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
11. Original Amortization Terms - Fully-Amortizing Loans (mos)
------------------------------------------------------------------------------------------------------------------------------
Original Weighted
Amortization Percent by Weighted Average Weighted Weighted
Terms - Fully- Number of Aggregate Aggregate Average Remaining Weighted Average Average
Amortizing Loans Mortgage Current Current Mortgage Term to Average Current Balloon
(mos) Loans Balance Balance (%) Rate(%) Maturity (mos) DSCR LTV (%) LTV (%)
<S> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------
180 2 4,465,492 1 6.401 157 1.37 59.5 1.5
------------------------------------------------------------------------------------------------------------------------------
240 2 4,372,706 0.98 8.042 234 1.58 52.1 2.7
------------------------------------------------------------------------------------------------------------------------------
Total: 4 8,838,198 1.98 7.213 195 1.48 55.8 2.1
------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Min: 180
Max: 240
Weighted Average: 210
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
12. Remaining Amortization Terms (mos)
------------------------------------------------------------------------------------------------------------------------------
Weighted
Percent by Weighted Average Weighted Weighted
Remaining Number of Aggregate Aggregate Average Remaining Weighted Average Average
Amortization Mortgage Current Current Mortgage Term to Average Current Balloon
Terms (mos) Loans Balance Balance (%) Rate(%) Maturity (mos) DSCR LTV (%) LTV (%)
<S> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------
121 - 180 2 4,465,492 1 6.401 157 1.37 59.5 1.5
------------------------------------------------------------------------------------------------------------------------------
181 - 240 10 22,549,317 5.06 7.291 121 1.86 52.6 31.3
------------------------------------------------------------------------------------------------------------------------------
241 - 300 46 99,527,687 22.31 7.345 103 1.46 67.9 56.2
------------------------------------------------------------------------------------------------------------------------------
301 - 360 61 319,517,638 71.63 7.968 118 1.29 74.2 66
------------------------------------------------------------------------------------------------------------------------------
Total: 119 446,060,133 100 7.779 115 1.36 71.5 61.4
------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Min: 157
Max: 360
Weighted Average: 327
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
13. Debt Service Coverage Ratios (x)
------------------------------------------------------------------------------------------------------------------------------
Weighted
Percent by Weighted Average Weighted Weighted
Number of Aggregate Aggregate Average Remaining Weighted Average Average
Debt Service Mortgage Current Current Mortgage Term to Average Current Balloon
Coverage Ratios (x) Loans Balance Balance (%) Rate(%) Maturity (mos) DSCR LTV (%) LTV (%)
<S> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------
1.16 - 1.25 35 185,434,586 41.57 8.161 125 1.22 75.1 65.1
------------------------------------------------------------------------------------------------------------------------------
1.26 - 1.35 25 114,251,932 25.61 8.202 115 1.28 72.9 64.8
------------------------------------------------------------------------------------------------------------------------------
1.36 - 1.50 28 80,556,461 18.06 7.12 99 1.42 69.7 59.1
------------------------------------------------------------------------------------------------------------------------------
1.51 - 1.75 22 47,489,865 10.65 6.822 114 1.63 64.4 50.2
------------------------------------------------------------------------------------------------------------------------------
1.76 - 2.00 6 10,074,441 2.26 6.737 98 1.85 63 50.9
------------------------------------------------------------------------------------------------------------------------------
2.01 >= 3 8,252,849 1.85 6.561 96 2.61 40.4 30.5
------------------------------------------------------------------------------------------------------------------------------
Total: 119 446,060,133 100 7.779 115 1.36 71.5 61.4
------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Min: 1.16
Max: 2.81
Non-Zero Weighted Average: 1.36
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
14. Current Loan-to-Value Ratios (%)
------------------------------------------------------------------------------------------------------------------------------
Weighted
Percent by Weighted Average Weighted Weighted
Current Number of Aggregate Aggregate Average Remaining Weighted Average Average
Loan-to-Value Mortgage Current Current Mortgage Term to Average Current Balloon
Ratios (%) Loans Balance Balance (%) Rate(%) Maturity (mos) DSCR LTV (%) LTV (%)
<S> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------
20.1 - 30.0 1 4,417,257 0.99 6.5 96 2.81 27.5 19.5
------------------------------------------------------------------------------------------------------------------------------
30.1 - 40.0 1 1,899,896 0.43 6.5 96 2.68 39.6 28
------------------------------------------------------------------------------------------------------------------------------
40.1 - 50.0 6 11,328,638 2.54 7.503 146 1.68 46.7 21.9
------------------------------------------------------------------------------------------------------------------------------
50.1 - 60.0 6 16,393,494 3.68 7.244 102 1.49 58.7 49.4
------------------------------------------------------------------------------------------------------------------------------
60.1 - 70.0 32 86,016,107 19.28 7.728 114 1.42 66.1 53.9
------------------------------------------------------------------------------------------------------------------------------
70.1 - 80.0 72 318,374,989 71.37 7.848 114 1.3 75.1 66.1
------------------------------------------------------------------------------------------------------------------------------
80.1 - 90.0 1 7,629,751 1.71 8.1 175 1.16 83.8 67.7
------------------------------------------------------------------------------------------------------------------------------
Total: 119 446,060,133 100 7.779 115 1.36 71.5 61.4
------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Min: 27.5
Max: 83.8
Non-Zero Weighted Average: 71.5
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
15. Balloon Loan-to-Value Ratios (%)
------------------------------------------------------------------------------------------------------------------------------
Weighted
Percent by Weighted Average Weighted Weighted
Number of Aggregate Aggregate Average Remaining Weighted Average Average
Balloon Loan-to-Value Mortgage Current Current Mortgage Term to Average Current Balloon
Ratios (%) Loans Balance Balance (%) Rate(%) Maturity (mos) DSCR LTV (%) LTV (%)
<S> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------
0.1 - 10.0 4 8,838,198 1.98 7.213 195 1.48 55.8 2.1
------------------------------------------------------------------------------------------------------------------------------
10.1 - 20.0 1 4,417,257 0.99 6.5 96 2.81 27.5 19.5
------------------------------------------------------------------------------------------------------------------------------
20.1 - 30.0 1 1,899,896 0.43 6.5 96 2.68 39.6 28
------------------------------------------------------------------------------------------------------------------------------
30.1 - 40.0 4 6,439,444 1.44 7.065 88 1.65 46.7 37.6
------------------------------------------------------------------------------------------------------------------------------
40.1 - 50.0 9 23,086,113 5.18 6.783 106 1.53 61.7 47.8
------------------------------------------------------------------------------------------------------------------------------
50.1 - 60.0 35 81,526,713 18.28 7.528 111 1.45 67.5 56.2
------------------------------------------------------------------------------------------------------------------------------
60.1 - 70.0 58 279,754,972 62.72 7.962 115 1.29 74.4 65.9
------------------------------------------------------------------------------------------------------------------------------
70.1 - 80.0 7 40,097,540 8.99 8.028 118 1.24 79.6 71.4
------------------------------------------------------------------------------------------------------------------------------
Total: 119 446,060,133 100 7.779 115 1.36 71.5 61.4
------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Min: 1.3
Max: 71.9
Weighted Average: 61.4
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
16. Balloon Loan
------------------------------------------------------------------------------------------------------------------------------
Weighted
Percent by Weighted Average Weighted Weighted
Number of Aggregate Aggregate Average Remaining Weighted Average Average
Mortgage Current Current Mortgage Term to Average Current Balloon
Balloon Loan Loans Balance Balance (%) Rate(%) Maturity (mos) DSCR LTV (%) LTV (%)
<S> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------
Yes 115 437,221,936 98.02 7.79 114 1.35 71.9 62.6
------------------------------------------------------------------------------------------------------------------------------
No 4 8,838,198 1.98 7.213 195 1.48 55.8 2.1
------------------------------------------------------------------------------------------------------------------------------
Total: 119 446,060,133 100 7.779 115 1.36 71.5 61.4
------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
17. Hyper Amort
------------------------------------------------------------------------------------------------------------------------------
Weighted
Percent by Weighted Average Weighted Weighted
Number of Aggregate Aggregate Average Remaining Weighted Average Average
Mortgage Current Current Mortgage Term to Average Current Balloon
Hyper Amort Loans Balance Balance (%) Rate(%) Maturity (mos) DSCR LTV (%) LTV (%)
<S> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------
No 108 407,330,249 91.32 7.87 117 1.35 71.5 61.3
------------------------------------------------------------------------------------------------------------------------------
Yes 11 38,729,884 8.68 6.824 94 1.45 71.6 61.8
------------------------------------------------------------------------------------------------------------------------------
Total: 119 446,060,133 100 7.779 115 1.36 71.5 61.4
------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
18. Ownership Type
------------------------------------------------------------------------------------------------------------------------------
Weighted
Percent by Weighted Average Weighted Weighted
Number of Aggregate Aggregate Average Remaining Weighted Average Average
Mortgage Current Current Mortgage Term to Average Current Balloon
Ownership Type Loans Balance Balance (%) Rate(%) Maturity (mos) DSCR LTV (%) LTV (%)
<S> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------
Fee and Leasehold 1 2,363,205 0.53 9.37 116 1.35 67.5 58
------------------------------------------------------------------------------------------------------------------------------
Fee Simple 116 438,527,133 98.31 7.784 116 1.36 71.6 61.5
------------------------------------------------------------------------------------------------------------------------------
Leasehold 2 5,169,795 1.16 6.628 96 1.4 65.1 48.9
------------------------------------------------------------------------------------------------------------------------------
Total: 119 446,060,133 100 7.779 115 1.36 71.5 61.4
------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE>
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