<PAGE> 1
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 8-K
CURRENT REPORT
Pursuant to Section 13 or 15(d) of the
Securities Exchange Act of 1934
Date of Report: July 2, 1997
(Date of earliest event reported)
AMRESCO COMMERCIAL MORTGAGE FUNDING I CORPORATION
(Exact name of Registrant as specified in its charter)
Delaware 333-19591 75-2683929
(State of Incorporation) (Commission File No.) (I.R.S. Employer
Identification No.)
700 North Pearl Street
Suite 2400, L.B. 342
Dallas, Texas 75201
(Address of Principal executive offices) (Zip Code)
Registrant's Telephone Number, Including Area Code: (214) 953-7700
<PAGE> 2
Item 5. Other Events.
Reference is hereby made to Amendment No. 4 to the Registrant's
Registration Statement on Form S-3 (File No. 333-19591) filed with the
Securities and Exchange Commission (the "Commission") on June 6, 1997 (the
"Registration Statement"), pursuant to which the Registrant registered
$2,000,000,000 aggregate principal amount of its mortgage pass- through
certificates, issuable in various series, for sale in accordance with the
provisions of the Securities Act of 1933, as amended (the "Act"). Reference is
also hereby made to the Prospectus and the related Prospectus Supplement
(collectively, the "Prospectus"), which will be filed with the Commission
pursuant to Rule 424(b)(5), with respect to the Registrant's Mortgage
Pass-Through Certificates, Series 1997-C1 (the "Offered Certificates").
The Registrant is filing this Current Report on Form 8-K to provide
prospective investors with certain materials which constitute "Preliminary
Structural and Collateral Term Sheets" as described in the no-action letter
dated February 27, 1995 issued by the Division of Corporation Finance of the
Commission to the Public Securities Association (the "PSA Letter"), the filing
of which materials is a condition of the relief granted in such letters (such
materials being the "Collateral Term Sheets"). The Collateral Term Sheets were
prepared solely by Goldman, Sachs & Co. in connection with the offering of the
Offered Certificates, and the Registrant did not prepare or participate in the
preparation of the Collateral Term Sheets. The Collateral Term Sheets are set
forth in Exhibit 99.2 hereto.
The assumptions used in preparing the Collateral Term Sheets were
based upon a preliminary compilation of the underlying collateral and the
estimated principal amount and other features of the Offered Certificates. The
actual features of the Offered Certificates and a detailed description of the
final constituency of the underlying collateral will be set forth in the
Prospectus.
Due to the preliminary nature of the information regarding the
collateral and the structure of the Offered Certificates used in preparing the
Collateral Term Sheets, no assurance can be given as to either the Collateral
Term Sheets' or the underlying assumptions' accuracy, appropriateness or
completeness in any particular context; nor can assurance be given as to
whether the Collateral Term Sheets and/or the assumptions upon which they are
based reflect present market conditions or future market performance. These
Collateral Term Sheets should not be construed as either projections or
predictions or as legal, tax, financial or accounting advice.
Any yields or weighted average lives shown in the Collateral Term
Sheets are based on prepayment assumptions, and changes in such prepayment
assumptions may dramatically affect such yields or weighted average lives. In
addition, it is possible that prepayments on the collateral will occur at rates
slower or faster than the rates shown in the Collateral Term Sheets.
Furthermore, unless otherwise provided, the Collateral Term Sheets assume no
losses on the collateral and no interest shortfall. The specific
characteristics of the Offered Certificates may differ from those shown in the
Collateral Term Sheets due to differences between the actual collateral and the
hypothetical collateral used in preparing the Collateral Term Sheets. As noted
above, the principal amount and designation of any security described in the
Collateral Term Sheets are subject to change prior to issuance.
-2-
<PAGE> 3
Please be advised that mortgage-backed securities may not be
appropriate for all investors. Potential investors must be willing to assume,
among other things, market price volatility, mortgage prepayments, yield curve
and interest rate risks. Investors should make every effort to consider the
risks of these securities.
Any statement or information contained in the 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 and Exhibits.
(c) Exhibits
Exhibit No. Description
----------- -----------
99.2 Collateral Term Sheets provided by Goldman,
Sachs & Co.
- 3 -
<PAGE> 4
Signatures
Pursuant to the requirements of the Securities Exchange Act of 1934,
the Registrant has duly caused this Report to be signed on its behalf by the
undersigned hereunto duly authorized.
AMRESCO COMMERCIAL MORTGAGE
FUNDING I CORPORATION
July 8, 1997 By: /s/ MICHAEL L. McCOY
-------------------------------
Michael L. McCoy
Assistant Secretary
- 4 -
<PAGE> 5
INDEX TO EXHIBITS
Exhibit
Number Description
------- -----------
99.2 Collateral Term Sheets provided by Goldman, Sachs & Co.
<PAGE> 1
EXHIBIT 99.2
Collateral Term Sheets provided by Goldman, Sachs & Co.
[Begins on Next Page]
<PAGE> 2
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A1
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A1 Generated: 06/30/97 10:08 AM Page: 1
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 6.730 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 147,300,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 147,300,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
99-00 Yield 7.038 7.044 7.050 7.062 7.072
99-04 Yield 7.007 7.012 7.017 7.027 7.036
99-08 Yield 6.975 6.980 6.984 6.992 6.999
99-12 Yield 6.944 6.947 6.951 6.957 6.963
99-16 Yield 6.913 6.915 6.918 6.922 6.926
- -----------------------------------------------------------------------------------------------------------------------------------
99-20 Yield 6.881 6.883 6.884 6.887 6.890
99-24 Yield 6.850 6.851 6.851 6.853 6.854
99-28 Yield 6.819 6.819 6.819 6.818 6.818
100-00 Yield 6.788 6.787 6.786 6.784 6.782
100-04 Yield 6.757 6.755 6.753 6.749 6.746
- -----------------------------------------------------------------------------------------------------------------------------------
100-08 Yield 6.726 6.723 6.720 6.715 6.710
100-12 Yield 6.695 6.691 6.687 6.680 6.674
100-16 Yield 6.664 6.659 6.655 6.646 6.638
100-20 Yield 6.633 6.627 6.622 6.612 6.602
100-24 Yield 6.602 6.596 6.589 6.578 6.567
- -----------------------------------------------------------------------------------------------------------------------------------
100-28 Yield 6.571 6.564 6.557 6.544 6.531
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 4.956 4.797 4.652 4.401 4.190
Window 07/97-07/04 07/97-05/04 07/97-04/04 07/97-02/04 07/97-12/03
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6140 6.0250 6.1760 6.2560 6.3370 6.3960 6.4550 6.7440
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield N/A N/A 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 3
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A2
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A2 Generated: 06/30/97 10:08 AM Page: 2
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.180 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 40,000,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 40,000,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.182 7.180 7.178 7.173 7.169
100-20 Yield 7.162 7.160 7.157 7.152 7.142
100-24 Yield 7.143 7.139 7.136 7.130 7.125
100-28 Yield 7.123 7.119 7.115 7.108 7.102
101-00 Yield 7.103 7.099 7.095 7.087 7.080
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.083 7.078 7.074 7.065 7.058
101-08 Yield 7.063 7.058 7.053 7.044 7.035
101-12 Yield 7.043 7.038 7.033 7.022 7.013
101-16 Yield 7.024 7.018 7.012 7.001 6.991
101-20 Yield 7.004 6.998 6.991 6.980 6.969
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 6.984 6.977 6.971 6.958 6.947
101-28 Yield 6.965 6.957 6.950 6.937 6.925
102-00 Yield 6.945 6.937 6.930 6.916 6.903
102-04 Yield 6.926 6.917 6.909 6.894 6.881
102-08 Yield 6.906 6.897 6.889 6.873 6.859
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 6.886 6.877 6.869 6.852 6.837
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 8.601 8.344 8.113 7.700 7.357
Window 07/04-09/06 05/04-07/06 04/04-07/06 02/04-04/06 12/03-02/06
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6140 6.0250 6.1760 6.2560 6.3370 6.3960 6.4550 6.7440
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield N/A N/A 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 4
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A3
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A3 Generated: 06/30/97 10:08 AM Page: 3
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
CUPON: 7.190 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 141,558,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 141,558,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.199 7.199 7.199 7.199 7.198
100-20 Yield 7.181 7.181 7.180 7.180 7.180
100-24 Yield 7.162 7.162 7.162 7.161 7.161
100-28 Yield 7.143 7.143 7.143 7.142 7.142
101-00 Yield 7.125 7.125 7.124 7.124 7.123
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.106 7.106 7.106 7.105 7.104
101-08 Yield 7.088 7.087 7.087 7.086 7.086
101-12 Yield 7.069 7.069 7.069 7.068 7.067
101-16 Yield 7.051 7.050 7.050 7.049 7.048
101-20 Yield 7.032 7.032 7.032 7.031 7.030
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.014 7.014 7.013 7.012 7.011
101-28 Yield 6.996 6.995 6.995 6.994 6.993
102-00 Yield 6.977 6.977 6.976 6.975 6.974
102-04 Yield 6.959 6.958 6.958 6.957 6.956
102-08 Yield 6.941 6.940 6.940 6.938 6.937
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 6.922 6.922 6.921 6.920 6.919
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.425 9.406 9.385 9.341 9.295
Window 09/06-02/07 07/06-02/07 07/06-02/07 04/06-02/07 02/06-01/07
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6140 6.0250 6.1760 6.2560 6.3370 6.3960 6.4550 6.7440
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield N/A N/A 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 5
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS B
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING B Generated: 06/30/97 10:08 AM Page: 4
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.240 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 24,004,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 24,004,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.252 7.252 7.252 7.252 7.252
100-20 Yield 7.234 7.234 7.234 7.234 7.233
100-24 Yield 7.216 7.215 7.215 7.215 7.215
100-28 Yield 7.197 7.197 7.197 7.197 7.196
101-00 Yield 7.179 7.179 7.179 7.178 7.178
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.161 7.161 7.160 7.160 7.159
101-08 Yield 7.143 7.142 7.142 7.142 7.141
101-12 Yield 7.124 7.124 7.124 7.123 7.123
101-16 Yield 7.106 7.106 7.106 7.105 7.105
101-20 Yield 7.088 7.088 7.087 7.087 7.086
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.070 7.070 7.069 7.069 7.068
101-28 Yield 7.052 7.051 7.051 7.051 7.050
102-00 Yield 7.034 7.033 7.033 7.032 7.032
102-04 Yield 7.016 7.015 7.015 7.014 7.013
102-08 Yield 6.998 6.997 6.997 6.996 6.995
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 6.980 6.979 6.979 6.978 6.977
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.679 9.664 9.649 9.622 9.585
Window 02/07-03/07 02/07-03/07 02/07-03/07 02/07-03/07 01/07-02/07
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
YIELD MAINTENANCE TREASURY CURVE
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6140 6.0250 6.1760 6.2560 6.3370 6.3960 6.4550 6.7440
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
TREASURY CURVE
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield N/A N/A 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 6
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS C
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING C Generated: 06/30/97 10:08 AM Page: 5
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.270 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 12,002,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 12,002,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.283 7.283 7.283 7.283 7.283
100-20 Yield 7.265 7.265 7.265 7.265 7.265
100-24 Yield 7.246 7.246 7.246 7.246 7.246
100-28 Yield 7.228 7.228 7.228 7.228 7.228
101-00 Yield 7.210 7.210 7.210 7.210 7.209
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.191 7.191 7.191 7.191 7.191
101-08 Yield 7.173 7.173 7.173 7.173 7.173
101-12 Yield 7.155 7.155 7.155 7.155 7.155
101-16 Yield 7.137 7.137 7.137 7.137 7.136
101-20 Yield 7.119 7.119 7.119 7.119 7.118
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.101 7.101 7.101 7.101 7.100
101-28 Yield 7.082 7.082 7.082 7.082 7.082
102-00 Yield 7.064 7.064 7.064 7.064 7.064
102-04 Yield 7.046 7.046 7.046 7.046 7.046
102-08 Yield 7.028 7.028 7.028 7.028 7.028
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.010 7.010 7.010 7.010 7.010
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.692 9.692 9.692 9.692 9.665
Window 03/07-03/07 03/07-03/07 03/07-03/07 03/07-03/07 02/07-03/07
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6140 6.0250 6.1760 6.2560 6.3370 6.3960 6.4550 6.7440
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield N/A N/A 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 7
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS D
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING D Generated: 06/30/97 10:08 AM Page: 6
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.320 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 21,604,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 21,604,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.335 7.335 7.335 7.334 7.334
100-20 Yield 7.316 7.316 7.316 7.316 7.316
100-24 Yield 7.298 7.298 7.298 7.297 7.297
100-28 Yield 7.280 7.280 7.279 7.279 7.279
101-00 Yield 7.261 7.261 7.261 7.261 7.261
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.243 7.243 7.243 7.242 7.242
101-08 Yield 7.225 7.225 7.225 7.224 7.224
101-12 Yield 7.207 7.207 7.206 7.206 7.206
101-16 Yield 7.189 7.188 7.188 7.188 7.188
101-20 Yield 7.171 7.170 7.170 7.169 7.169
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.152 7.152 7.152 7.151 7.151
101-28 Yield 7.134 7.134 7.134 7.133 7.133
102-00 Yield 7.116 7.116 7.116 7.115 7.115
102-04 Yield 7.098 7.098 7.098 7.097 7.097
102-08 Yield 7.080 7.080 7.080 7.079 7.079
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.062 7.062 7.062 7.061 7.061
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.747 9.732 9.718 9.693 9.692
Window 03/07-04/07 03/07-04/07 03/07-04/07 03/07-04/07 03/07-04/07
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6140 6.0250 6.1760 6.2560 6.3370 6.3960 6.4550 6.7440
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield N/A N/A 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 8
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS E
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING E Generated: 06/30/97 10:08 AM Page: 7
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.440 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 26,405,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 26,405,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.458 7.458 7.458 7.458 7.458
100-20 Yield 7.439 7.439 7.439 7.439 7.439
100-24 Yield 7.421 7.421 7.421 7.421 7.421
100-28 Yield 7.402 7.402 7.402 7.402 7.402
101-00 Yield 7.384 7.384 7.384 7.384 7.384
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.366 7.366 7.366 7.366 7.366
101-08 Yield 7.348 7.348 7.348 7.348 7.347
101-12 Yield 7.329 7.329 7.329 7.329 7.329
101-16 Yield 7.311 7.311 7.311 7.311 7.311
101-20 Yield 7.293 7.293 7.293 7.293 7.293
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.275 7.275 7.275 7.275 7.274
101-28 Yield 7.257 7.257 7.257 7.257 7.256
102-00 Yield 7.238 7.238 7.238 7.238 7.238
102-04 Yield 7.220 7.220 7.220 7.220 7.220
102-08 Yield 7.202 7.202 7.202 7.202 7.202
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.184 7.184 7.184 7.184 7.184
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.775 9.775 9.775 9.775 9.756
Window 04/07-04/07 04/07-04/07 04/07-04/07 04/07-04/07 03/07-04/07
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6140 6.0250 6.1760 6.2560 6.3370 6.3960 6.4550 6.7440
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield N/A N/A 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 9
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS F
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING F Generated: 06/30/97 10:08 AM Page: 8
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7,640 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 9,601,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 9,601,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY /MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD.MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.663 7.663 7.663 7.662 7.662
100-20 Yield 7.644 7.644 7.644 7.644 7.644
100-24 Yield 7.626 7.626 7.626 7.625 7.625
100-28 Yield 7.608 7.607 7.607 7.607 7.607
101-00 Yield 7.589 7.589 7.589 7.588 7.588
----------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.571 7.570 7.570 7.570 7.570
101-08 Yield 7.552 7.552 7.552 7.551 7.551
101-12 Yield 7.534 7.534 7.533 7.533 7.533
101-16 Yield 7.516 7.515 7.515 7.514 7.514
101-20 Yield 7.498 7.497 7.497 7.496 7.496
----------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.479 7.479 7.478 7.478 7.478
101-28 Yield 7.461 7.461 7.460 7.459 7.459
102-00 Yield 7.443 7.442 7.442 7.441 7.441
102-04 Yield 7.425 7.424 7.424 7.423 7.423
102-08 Yield 7.407 7.406 7.405 7.405 7.405
----------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.389 7.388 7.387 7.387 7.387
----------------------------------------------------------------------------------------------------------------------
AvgLife 9.855 9.828 9.804 9.775 9.775
Window 04/07-05/07 04/07-05/07 04/07-05/07 04/07-04/07 04/07-04/07
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
YIELD MAINTENANCE TREASURY CURVE
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6140 6.0250 6.1760 6.2560 6.3370 6.3960 6.4550 6.7440
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
TREASURY CURVE
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield N/A N/A 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 10
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A1
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A1 Generated: 06/30/97 10:33 AM Page: 1
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 6.730 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 147,300,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 147,300,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
99-00 Yield 7.038 7.049 7.060 7.080 7.099
99-04 Yield 7.007 7.017 7.027 7.045 7.062
99-08 Yield 6.975 6.985 6.994 7.010 7.026
99-12 Yield 6.944 6.952 6.960 6.975 6.989
99-16 Yield 6.913 6.920 6.927 6.941 6.953
- -----------------------------------------------------------------------------------------------------------------------------------
99-20 Yield 6.881 6.888 6.894 6.906 6.917
99-24 Yield 6.850 6.856 6.861 6.871 6.881
99-28 Yield 6.819 6.824 6.828 6.837 6.844
100-00 Yield 6.788 6.792 6.795 6.802 6.808
100-04 Yield 6.757 6.760 6.763 6.767 6.772
- -----------------------------------------------------------------------------------------------------------------------------------
100-08 Yield 6.726 6.728 6.730 6.733 6.736
100-12 Yield 6.695 6.696 6.697 6.699 6.700
100-16 Yield 6.664 6.664 6.664 6.664 6.665
100-20 Yield 6.633 6.632 6.632 6.630 6.629
100-24 Yield 6.602 6.601 6.599 6.596 6.593
- -----------------------------------------------------------------------------------------------------------------------------------
100-28 Yield 6.571 6.569 6.567 6.562 6.558
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 4.956 4.797 4.652 4.401 4.190
Window 07/97-07/04 07/97-05/04 07/97-04/04 07/97-02/04 07/97-12/03
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield N/A N/A 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 11
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A2
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A2 Generated: 06/30/97 10:33 AM Page: 2
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.180 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 40,000,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 40,000,000 STATED FINAL: 00/00/00
FACTOR: 1.000000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.182 7.185 7.188 7.195 7.201
100-20 Yield 7.162 7.165 7.167 7.173 7.178
100-24 Yield 7.143 7.144 7.147 7.152 7.156
100-28 Yield 7.123 7.124 7.126 7.130 7.134
100-00 Yield 7.103 7.104 7.105 7.108 7.111
- -----------------------------------------------------------------------------------------------------------------------------------
100-04 Yield 7.083 7.083 7.084 7.087 7.089
100-08 Yield 7.063 7.063 7.064 7.065 7.067
100-12 Yield 7.043 7.043 7.043 7.044 7.045
100-16 Yield 7.024 7.023 7.022 7.023 7.022
100-20 Yield 7.004 7.003 7.002 7.001 7.000
- -----------------------------------------------------------------------------------------------------------------------------------
100-24 Yield 6.984 6.983 6.981 6.980 6.978
100-28 Yield 6.965 6.962 6.961 6.958 6.956
100-00 Yield 6.945 6.942 6.940 6.937 6.934
100-04 Yield 6.926 6.922 6.920 6.916 6.912
100-08 Yield 6.906 6.902 6.899 6.895 6.890
- -----------------------------------------------------------------------------------------------------------------------------------
100-12 Yield 6.886 6.882 6.879 6.873 6.868
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 8.601 8.344 8.113 7.700 7.357
Window 07/04-09/06 05/04-07/06 04/04-07/06 02/04-04/06 02/03-02/06
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield N/A N/A 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 12
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A3
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A3 Generated: 06/30/97 10:33 AM Page: 3
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.190 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 141,558,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 141,558,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.199 7.199 7.199 7.199 7.199
100-20 Yield 7.181 7.181 7.181 7.180 7.180
100-24 Yield 7.162 7.162 7.162 7.161 7.161
100-28 Yield 7.143 7.143 7.143 7.143 7.142
101-00 Yield 7.125 7.125 7.124 7.124 7.124
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.106 7.106 7.106 7.105 7.105
101-08 Yield 7.088 7.088 7.087 7.087 7.086
101-12 Yield 7.069 7.069 7.069 7.068 7.067
101-16 Yield 7.051 7.051 7.050 7.049 7.049
101-20 Yield 7.032 7.032 7.032 7.031 7.030
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.014 7.014 7.013 7.012 7.012
101-28 Yield 6.996 6.995 6.995 6.994 6.993
102-00 Yield 6.977 6.977 6.976 6.975 6.974
102-04 Yield 6.959 6.958 6.958 6.957 6.956
102-08 Yield 6.941 6.940 6.940 6.939 6.937
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 6.922 6.922 6.921 6.920 6.919
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.425 9.406 9.385 9.341 9.295
Window 09/06-02/07 07/06-02/07 07/06-02/07 04/06-02/07 02/06-01/07
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield N/A N/A 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 13
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS B
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING B Generated: 06/30/97 10:33 AM Page: 4
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.240 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 24,004,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 24,004,000 STATED FINAL: 00/00/00
FACTOR: 1.000000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.252 7.252 7.252 7.252 7.252
100-20 Yield 7.234 7.234 7.234 7.234 7.233
100-24 Yield 7.216 7.216 7.215 7.215 7.215
100-28 Yield 7.197 7.197 7.197 7.197 7.196
101-00 Yield 7.179 7.179 7.179 7.178 7.178
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.161 7.161 7.160 7.160 7.160
101-08 Yield 7.143 7.142 7.142 7.142 7.141
101-12 Yield 7.124 7.124 7.124 7.124 7.123
101-16 Yield 7.106 7.106 7.106 7.105 7.105
101-20 Yield 7.088 7.088 7.088 7.087 7.086
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.070 7.070 7.069 7.069 7.068
101-28 Yield 7.052 7.052 7.051 7.051 7.050
102-00 Yield 7.034 7.033 7.033 7.033 7.032
102-04 Yield 7.016 7.015 7.015 7.014 7.014
102-08 Yield 6.998 6.997 6.997 6.996 6.990
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 6.980 6.979 6.979 6.978 6.977
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.679 9.664 9.649 9.622 9.585
Window 02/07-03/07 02/07-03/07 02/07-03/07 02/07-03/07 01/07-02/07
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield N/A N/A 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 14
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS C
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING C Generated: 06/30/97 10:33 AM Page: 5
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.270 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 12,002,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 12,002,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.283 7.283 7.283 7.283 7.283
100-20 Yield 7.265 7.265 7.265 7.265 7.265
100-24 Yield 7.246 7.246 7.246 7.246 7.246
100-28 Yield 7.228 7.228 7.228 7.228 7.228
101-00 Yield 7.210 7.210 7.210 7.210 7.210
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.191 7.192 7.192 7.192 7.191
101-08 Yield 7.173 7.173 7.173 7.173 7.173
101-12 Yield 7.155 7.155 7.155 7.155 7.155
101-16 Yield 7.137 7.137 7.137 7.137 6.136
101-20 Yield 7.119 7.119 7.119 6.119 6.118
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.101 7.101 7.101 7.101 7.100
101-28 Yield 7.082 7.083 7.083 7.083 7.082
102-00 Yield 7.064 7.064 7.064 7.064 7.064
102-04 Yield 7.046 7.046 7.046 7.046 7.046
102-08 Yield 7.028 7.028 7.028 7.028 7.028
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.010 7.010 7.010 7.010 7.010
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.692 9.692 9.692 9.692 9.665
Window 03/07-03/07 03/07-03/07 03/07-03/07 03/07-03/07 02/07-03/07
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield N/A N/A 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 15
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS D
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING D Generated: 06/30/97 10:33 AM Page: 6
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.320 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 21,604,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 21,604,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.335 7.335 7.335 7.334 7.334
100-20 Yield 7.316 7.316 7.316 7.316 7.316
100-24 Yield 7.298 7.298 7.298 7.298 7.298
100-28 Yield 7.280 7.280 7.279 7.279 7.279
100-00 Yield 7.261 7.261 7.261 7.261 7.261
- -----------------------------------------------------------------------------------------------------------------------------------
100-04 Yield 7.243 7.243 7.243 7.243 7.242
100-08 Yield 7.225 7.225 7.225 7.224 7.224
100-12 Yield 7.207 7.207 7.206 7.206 7.206
100-16 Yield 7.189 7.188 7.188 7.188 7.188
100-20 Yield 7.171 7.170 7.170 7.170 7.170
- -----------------------------------------------------------------------------------------------------------------------------------
100-24 Yield 7.152 7.152 7.152 7.151 7.151
100-28 Yield 7.134 7.134 7.134 7.133 7.133
100-00 Yield 7.116 7.116 7.116 7.115 7.115
100-04 Yield 7.098 7.098 7.098 7.097 7.097
100-08 Yield 7.080 7.080 7.080 7.079 7.079
- -----------------------------------------------------------------------------------------------------------------------------------
100-12 Yield 7.062 7.062 7.062 7.061 7.061
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.747 9.732 9.718 9.693 9.692
Window 03/07-04/07 03/07-04/07 03/07-04/07 03/07-04/07 03/07-04/07
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield N/A N/A 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 16
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS E
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING E Generated: 06/30/97 10:33 AM Page: 7
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.440 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 26,405,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 26,405,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.458 7.458 7.458 7.458 7.458
100-20 Yield 7.439 7.439 7.439 7.439 7.439
100-24 Yield 7.421 7.421 7.421 7.421 7.421
100-28 Yield 7.402 7.402 7.402 7.402 7.402
101-00 Yield 7.384 7.384 7.384 7.384 7.384
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.366 7.366 7.366 7.366 7.366
101-08 Yield 7.348 7.348 7.348 7.348 7.347
101-12 Yield 7.329 7.329 7.329 7.329 7.329
101-16 Yield 7.311 7.311 7.311 7.311 7.311
101-20 Yield 7.293 7.293 7.293 7.293 7.293
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.275 7.275 7.275 7.275 7.274
101-28 Yield 7.257 7.257 7.257 7.257 7.256
102-00 Yield 7.238 7.239 7.239 7.239 7.238
102-04 Yield 7.220 7.220 7.220 7.220 7.220
102-08 Yield 7.202 7.202 7.202 7.202 7.202
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.184 7.184 7.184 7.184 7.184
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.775 9.775 9.775 9.775 9.756
Window 04/07-04/07 04/07-04/07 04/07-04/07 04/07-04/07 03/07-04/07
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield N/A N/A 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 17
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS F
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING F Generated: 06/30/97 10:33 AM Page: 8
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.640 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 9,601,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 9,601,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.663 7.663 7.663 7.662 7.662
100-20 Yield 7.644 7.644 7.644 7.644 7.644
100-24 Yield 7.626 7.626 7.626 7.625 7.625
100-28 Yield 7.608 7.607 7.607 7.607 7.607
101-00 Yield 7.589 7.589 7.589 7.588 7.588
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.571 7.570 7.570 7.570 7.570
101-08 Yield 7.552 7.552 7.552 7.551 7.551
101-12 Yield 7.534 7.534 7.533 7.533 7.533
101-16 Yield 7.516 7.515 7.515 7.515 7.515
101-20 Yield 7.498 7.497 7.497 7.496 7.496
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.479 7.479 7.478 7.478 7.478
101-28 Yield 7.461 7.461 7.460 7.460 7.460
102-00 Yield 7.443 7.442 7.442 7.441 7.441
102-04 Yield 7.425 7.424 7.424 7.423 7.423
102-08 Yield 7.407 7.406 7.406 7.405 7.405
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.389 7.388 7.387 7.387 7.387
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.855 9.828 9.804 9.775 9.775
Window 04/07-05/07 04/07-05/07 04/07-05/07 04/07-04/07 04/07-04/07
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield N/A N/A 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 18
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A1
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A1 Generated: 06/30/97 9:11 PM Page: 1
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 6.730 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 147,300,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 147,300,000 STATED FINAL: 00/00/00
FACTOR: 1.0000000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 12 mos 12 mos 12 mos 12 mos 12 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
99-00 Yield 7.020 7.028 7.035 7.050 7.063
99-04 Yield 6.991 6.998 7.004 7.016 7.028
99-08 Yield 6.962 6.968 6.973 6.983 6.993
99-12 Yield 6.934 6.938 6.942 6.950 6.958
99-16 Yield 6.905 6.908 6.911 6.917 6.923
- -----------------------------------------------------------------------------------------------------------------------------------
99-20 Yield 6.876 6.878 6.880 6.884 6.888
99-24 Yield 6.848 6.849 6.850 6.851 6.853
99-28 Yield 6.819 6.819 6.819 6.819 6.818
100-00 Yield 6.791 6.790 6.788 6.786 6.783
100-04 Yield 6.763 6.760 6.758 6.753 6.749
- -----------------------------------------------------------------------------------------------------------------------------------
100-08 Yield 6.734 6.731 6.727 6.720 6.714
100-12 Yield 6.706 6.701 6.697 6.688 6.680
100-16 Yield 6.678 6.672 6.666 6.655 6.645
100-20 Yield 6.649 6.643 6.636 6.623 6.611
100-24 Yield 6.621 6.613 6.605 6.590 6.576
- -----------------------------------------------------------------------------------------------------------------------------------
100-28 Yield 6.593 6.584 6.575 6.558 6.542
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 5.544 5.298 5.077 4.698 4.387
Window 07/97-02/05 07/97-12/04 07/97-12/04 07/97-09/04 07/97-08/04
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 19
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A2
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A2 Generated: 06/30/97 9:11 PM Page: 2
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.180 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 40,000,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 40,000,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 12 mos 12 mos 12 mos 12 mos 12 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.187 7.183 7.180 7.176 7.172
100-20 Yield 7.168 7.163 7.160 7.154 7.151
100-24 Yield 7.149 7.143 7.139 7.133 7.129
100-28 Yield 7.130 7.124 7.119 7.112 7.107
101-00 Yield 7.111 7.104 7.099 7.091 7.085
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.092 7.084 7.078 7.070 7.064
101-08 Yield 7.073 7.065 7.058 7.049 7.042
101-12 Yield 7.054 7.045 7.038 7.028 7.020
101-16 Yield 7.035 7.025 7.018 7.007 6.999
101-20 Yield 7.016 7.006 6.998 6.986 6.977
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 6.997 6.986 6.977 6.965 6.956
101-28 Yield 6.979 6.967 6.957 6.944 6.934
102-00 Yield 6.960 6.947 6.937 6.923 6.913
102-04 Yield 6.941 6.928 6.917 6.902 6.891
102-08 Yield 6.923 6.908 6.897 6.882 6.870
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 6.904 6.889 6.877 6.861 6.848
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.160 8.681 8.344 7.910 7.609
Window 02/05-07/07 12/04-04/07 12/04-11/06 09/04-06/06 08/04-02/06
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 20
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A3
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A3 Generated: 06/30/97 9:11 PM Page: 3
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.190 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 141,558,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 141,558,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 12 mos 12 mos 12 mos 12 mos 12 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.206 7.205 7.205 7.203 7.201
100-20 Yield 7.188 7.188 7.187 7.185 7.183
100-24 Yield 7.171 7.170 7.169 7.167 7.165
100-28 Yield 7.154 7.153 7.152 7.149 7.147
101-00 Yield 7.136 7.135 7.134 7.131 7.128
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.119 7.118 7.117 7.113 7.110
101-08 Yield 7.102 7.100 7.099 7.096 7.092
101-12 Yield 7.084 7.083 7.082 7.078 7.074
101-16 Yield 7.067 7.066 7.064 7.060 7.056
101-20 Yield 7.050 7.048 7.047 7.042 7.038
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.033 7.031 7.029 7.024 7.020
101-28 Yield 7.015 7.014 7.012 7.007 7.002
102-00 Yield 6.998 6.997 6.994 6.989 6.984
102-04 Yield 6.981 6.979 6.977 6.971 6.966
102-08 Yield 6.964 6.962 6.960 6.954 6.948
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 6.947 6.945 6.942 6.936 6.930
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 10.400 10.314 10.205 9.953 9.709
Window 07/07-02/08 04/07-02/08 11/06-01/08 06/06-12/07 02/06-11/07
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 21
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS B
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING B Generated: 06/30/97 9:11 PM Page: 4
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON 7.240 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 24,004,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 24,004,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 12 mos 12 mos 12 mos 12 mos 12 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.259 7.258 7.258 7.258 7.257
100-21 Yield 7.241 7.241 7.241 7.240 7.240
100-24 Yield 7.224 7.224 7.223 7.223 7.222
100-28 Yield 7.207 7.207 7.206 7.206 7.205
101-00 Yield 7.190 7.190 7.189 7.188 7.187
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.173 7.172 7.172 7.171 7.170
101-08 Yield 7.156 7.155 7.155 7.154 7.153
101-12 Yield 7.139 7.138 7.137 7.136 7.135
101-16 Yield 7.122 7.121 7.120 7.119 7.118
101-20 Yield 7.105 7.104 7.103 7.102 7.101
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.088 7.087 7.086 7.085 7.084
101-08 Yield 7.071 7.070 7.069 7.068 7.066
102-00 Yield 7.054 7.053 7.052 7.051 7.049
102-04 Yield 7.037 7.036 7.035 7.034 7.032
102-08 Yield 7.020 7.019 7.018 7.017 7.015
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.003 7.003 7.001 7.000 6.998
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 10.666 10.628 10.571 10.497 10.417
Window 02/08-03/08 02/08-03/08 01/08-02/08 12/07-01/08 11/07-12/07
PrincLoss %
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 22
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS C
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING C Generated: 06/30/97 9:11 PM Page: 5
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.270 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 12,002,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 12,002,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 12 mos 12 mos 12 mos 12 mos 12 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.289 7.289 7.289 7.289 7.288
100-20 Yield 7.272 7.272 7.272 7.271 7.271
100-24 Yield 7.255 7.255 7.255 7.254 7.253
100-28 Yield 7.238 7.238 7.238 7.237 7.236
101-00 Yield 7.221 7.221 7.220 7.219 7.219
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.204 7.204 7.203 7.202 7.201
101-08 Yield 7.187 7.187 7.186 7.185 7.184
101-12 Yield 7.170 7.170 7.169 7.168 7.167
101-16 Yield 7.153 7.153 7.152 7.151 7.149
101-20 Yield 7.136 7.136 7.135 7.133 7.132
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.119 7.119 7.118 7.116 7.115
101-28 Yield 7.102 7.102 7.101 7.099 7.098
102-00 Yield 7.085 7.085 7.084 7.082 7.081
102-04 Yield 7.068 7.068 7.067 7.065 7.064
102-08 Yield 7.051 7.051 7.050 7.048 7.047
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.034 7.034 7.034 7.031 7.030
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 10.692 10.692 10.657 10.552 10.476
Window 03/08-03/08 03/08-03/08 02/08-03/08 01/08-02/08 12/07-01/08
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 23
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS D
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING D Generated: 06/30/97 9:11 PM Page: 6
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.320 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 21,604,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 21,604,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 12 mos 12 mos 12 mos 12 mos 12 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.341 7.341 7.341 7.340 7.340
100-20 Yield 7.324 7.323 7.323 7.323 7.322
100-24 Yield 7.306 7.306 7.306 7.306 7.305
100-28 Yield 7.289 7.289 7.289 7.288 7.288
101-00 Yield 7.272 7.272 7.272 7.271 7.270
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.255 7.255 7.255 7.254 7.253
101-08 Yield 7.238 7.238 7.238 7.237 7.236
101-12 Yield 7.221 7.221 7.220 7.220 7.219
101-16 Yield 7.204 7.204 7.203 7.203 7.201
101-20 Yield 7.187 7.187 7.186 7.186 7.184
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.170 7.170 7.169 7.169 7.167
101-28 Yield 7.153 7.153 7.152 7.152 7.150
102-00 Yield 7.136 7.136 7.135 7.135 7.133
102-04 Yield 7.119 7.119 7.119 7.118 7.116
102-08 Yield 7.103 7.102 7.102 7.101 7.099
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.086 7.085 7.085 7.084 7.082
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 10.736 10.703 10.692 10.644 10.547
Window 03/08-04/08 03/08-04/08 03/08-03/08 03/08-03/08 03/08-02/08
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 24
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS E
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING E Generated: 06/30/97 9:11 PM Page: 7
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.440 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 26,405,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 26,405,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 12 mos 12 mos 12 mos 12 mos 12 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.464 7.464 7.464 7.464 7.463
100-20 Yield 7.447 7.447 7.446 7.446 7.446
100-24 Yield 7.429 7.429 7.429 7.429 7.428
100-28 Yield 7.412 7.412 7.412 7.412 7.411
101-00 Yield 7.395 7.395 7.395 7.394 7.394
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.378 7.378 7.378 7.377 7.377
101-08 Yield 7.361 7.361 7.361 7.360 7.359
101-12 Yield 7.344 7.344 7.343 7.343 7.342
101-16 Yield 7.327 7.327 7.326 7.326 7.325
101-20 Yield 7.309 7.309 7.309 7.309 7.308
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.292 7.292 7.292 7.291 7.291
101-28 Yield 7.275 7.275 7.275 7.274 7.274
102-00 Yield 7.259 7.259 7.258 7.257 7.257
102-04 Yield 7.242 7.242 7.241 7.240 7.239
102-08 Yield 7.225 7.225 7.224 7.223 7.222
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.208 7.208 7.207 7.207 7.205
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 10.775 10.775 10.759 10.713 10.665
Window 04/08-04/08 04/08-04/08 03/08-04/08 03/08-04/08 02/08-03/08
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 25
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS F
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING F Generated: 06/30/97 9:11 PM Page: 8
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7,640 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 9,601,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 9,601,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 12 mos 12 mos 12 mos 12 mos 12 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.669 7.669 7.669 7.669 7.668
100-20 Yield 7.652 7.651 7.651 7.651 7.651
100-24 Yield 7.634 7.634 7.634 7.634 7.633
100-28 Yield 7.617 7.617 7.616 7.616 7.616
101-00 Yield 7.600 7.599 7.599 7.599 7.599
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.582 7.582 7.582 7.582 7.581
101-08 Yield 7.565 7.565 7.564 7.564 7.564
101-12 Yield 7.548 7.547 7.547 7.547 7.546
101-16 Yield 7.531 7.530 7.530 7.530 7.529
101-20 Yield 7.514 7.513 7.513 7.513 7.512
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.497 7.496 7.496 7.496 7.495
101-28 Yield 7.479 7.479 7.478 7.478 7.477
102-00 Yield 7.462 7.462 7.461 7.461 7.460
102-04 Yield 7.445 7.444 7.444 7.444 7.443
102-08 Yield 7.428 7.427 7.427 7.427 7.426
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.411 7.410 7.410 7.410 7.409
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 10.839 10.788 10.775 10.775 10.719
Window 04/08-05/08 04/08-05/08 04/08-04/08 04/08-04/08 03/08-04/08
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 26
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A1
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A1 Generated: 06/30/97 11:45 PM Page: 1
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 6.730 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 147,300,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 147,300,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 12 mos 12 mos 12 mos 12 mos 12 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
99-00 Yield 7.020 7.033 7.046 7.071 7.096
99-04 Yield 6.991 7.003 7.015 7.038 7.060
99-08 Yield 6.962 6.973 6.984 7.005 7.025
99-12 Yield 6.934 6.943 6.953 6.972 6.990
99-16 Yield 6.905 6.914 6.922 6.939 6.955
- ------------------------------------------------------------------------------------------------------------------------------------
99-20 Yield 6.876 6.884 6.892 6.906 6.920
99-24 Yield 6.848 6.854 6.861 6.873 6.885
99-28 Yield 6.819 6.825 6.830 6.840 6.850
100-00 Yield 6.791 6.795 6.799 6.807 6.816
100-04 Yield 6.763 6.766 6.769 6.775 6.781
- ------------------------------------------------------------------------------------------------------------------------------------
100-08 Yield 6.734 6.736 6.738 6.742 6.746
100-12 Yield 6.706 6.707 6.708 6.709 6.712
100-16 Yield 6.678 6.677 6.677 6.677 6.677
100-20 Yield 6.649 6.648 6.647 6.644 6.643
100-24 Yield 6.621 6.619 6.616 6.612 6.609
- ------------------------------------------------------------------------------------------------------------------------------------
100-28 Yield 6.593 6.590 6.586 6.580 6.574
- ------------------------------------------------------------------------------------------------------------------------------------
AvgLife 5.544 5.298 5.077 4.698 4.387
Window 07/97-02/05 07/97-12/04 07/97-12/04 07/97-09/04 07/97-08/04
PrincLoss %
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 27
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A2
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A2 Generated: 06/30/97 11:45 PM Page: 2
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.180 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 40,000,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 40,000,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 12 mos 12 mos 12 mos 12 mos 12 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.187 7.186 7.186 7.187 7.188
100-20 Yield 7.168 7.166 7.165 7.166 7.166
100-24 Yield 7.149 7.147 7.145 7.145 7.144
100-28 Yield 7.130 7.127 7.125 7.124 7.122
101-00 Yield 7.111 7.107 7.104 7.103 7.100
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.092 7.087 7.084 7.082 7.079
101-08 Yield 7.073 7.068 7.064 7.061 7.057
101-12 Yield 7.054 7.048 7.044 7.040 7.035
101-16 Yield 7.035 7.028 7.023 7.019 7.014
101-20 Yield 7.016 7.009 7.003 6.998 6.992
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 6.997 6.989 6.983 6.977 6.971
101-28 Yield 6.979 6.970 6.963 6.956 6.949
102-00 Yield 6.960 6.950 6.943 6.935 6.928
102-04 Yield 6.941 6.931 6.923 6.914 6.906
102-08 Yield 6.923 6.911 6.903 6.893 6.885
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 6.904 6.892 6.883 6.873 6.864
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.160 8.681 8.344 7.910 7.609
Window 02/05-07/07 12/04-04/07 12/04-11/06 09/04-06/06 08/04-02/06
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 28
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A3
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A3 Generated: 06/30/97 11:45 PM Page: 3
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON 7.190 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 141,558,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 141,558,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 12 mos 12 mos 12 mos 12 mos 12 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.206 7.205 7.205 7.203 7.202
100-20 Yield 7.188 7.188 7.187 7.185 7.184
100-24 Yield 7.171 7.170 7.170 7.167 7.165
100-28 Yield 7.154 7.153 7.152 7.149 7.147
101-00 Yield 7.136 7.135 7.134 7.132 7.129
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.119 7.118 7.117 7.114 7.111
101-08 Yield 7.102 7.101 7.099 7.096 7.092
101-12 Yield 7.084 7.083 7.082 7.078 7.074
101-16 Yield 7.067 7.066 7.064 7.060 7.056
101-20 Yield 7.050 7.048 7.047 7.042 7.038
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.033 7.031 7.029 7.025 7.020
101-28 Yield 7.015 7.014 7.012 7.007 7.002
102-00 Yield 6.998 6.997 6.995 6.989 6.984
102-04 Yield 6.981 6.979 6.977 6.972 6.966
102-08 Yield 6.964 6.962 6.960 6.954 6.948
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 6.947 6.945 6.943 6.936 6.930
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 10.400 10.314 10.205 9.953 9.709
Window 07/07-02/08 04/07-02/08 11/06-01/08 06/06-12/07 02/06-11/07
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 29
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS B
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING B Generated: 06/30/97 11:45 AM Page: 4
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.240 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 24,004,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 24,004,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 12 mos 12 mos 12 mos 12 mos 12 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD.MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.259 7.258 7.258 7.258 7.257
100-20 Yield 7.241 7.241 7.241 7.240 7.240
100-24 Yield 7.224 7.224 7.224 7.223 7.222
100-28 Yield 7.207 7.207 7.206 7.206 7.205
101-00 Yield 7.190 7.190 7.189 7.188 7.187
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.173 7.172 7.172 7.171 7.170
101-08 Yield 7.156 7.155 7.155 7.154 7.153
101-12 Yield 7.139 7.138 7.138 7.137 7.135
101-16 Yield 7.122 7.121 7.120 7.119 7.118
101-20 Yield 7.105 7.104 7.103 7.102 7.101
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.088 7.087 7.086 7.085 7.084
101-28 Yield 7.071 7.070 7.069 7.068 7.066
102-00 Yield 7.054 7.053 7.052 7.051 7.049
102-04 Yield 7.037 7.036 7.035 7.034 7.032
102-08 Yield 7.020 7.019 7.018 7.017 7.015
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.003 7.003 7.001 7.000 6.998
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 10.666 10.628 10.571 10.497 10.417
Window 02/08-03/08 02/08-03/08 01/08-02/08 12/07-01/08 11/07-12/07
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6,7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 30
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS C
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING C Generated: 06/30/97 11:45 PM Page: 5
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.720 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 12,002,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 12,002,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 12 mos 12 mos 12 mos 12 mos 12 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.289 7.289 7.289 7.289 7.288
100-20 Yield 7.272 7.272 7.272 7.271 7.271
100-24 Yield 7.255 7.255 7.255 7.254 7.253
100-28 Yield 7.238 7.238 7.238 7.237 7.236
101-00 Yield 7.221 7.221 7.220 7.219 7.219
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.204 7.204 7.203 7.202 7.201
101-08 Yield 7.187 7.187 7.186 7.185 7.184
101-12 Yield 7.170 7.170 7.169 7.168 7.167
101-16 Yield 7.153 7.153 7.152 7.151 7.149
101-20 Yield 7.136 7.136 7.135 7.133 7.132
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.119 7.119 7.118 7.116 7.115
101-28 Yield 7.102 7.102 7.101 7.099 7.098
102-00 Yield 7.085 7.085 7.084 7.082 7.081
102-04 Yield 7.068 7.068 7.067 7.065 7.064
102-08 Yield 7.051 7.051 7.050 7.048 7.047
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.034 7.034 7.034 7.031 7.030
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 10.692 10.692 10.657 10.552 10.476
Window 03/08-03/08 03/08-03/08 02/08-03/08 01/08-02/08 12/07-01/08
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 31
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS D
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING D Generated: 06/30/97 11:45 PM Page: 6
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.320 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 21,604,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 21,604,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 12 mos 12 mos 12 mos 12 mos 12 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.341 7.341 7.341 7.340 7.340
100-20 Yield 7.324 7.323 7.323 7.323 7.322
100-24 Yield 7.306 7.306 7.306 7.306 7.305
100-28 Yield 7.289 7.289 7.289 7.289 7.288
101-00 Yield 7.272 7.272 7.272 7.271 7.270
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.255 7.255 7.255 7.254 7.253
101-08 Yield 7.238 7.238 7.238 7.237 7.236
101-12 Yield 7.221 7.221 7.220 7.220 7.219
101-16 Yield 7.204 7.204 7.203 7.203 7.201
101-20 Yield 7.187 7.187 7.186 7.186 7.184
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.170 7.170 7.169 7.169 7.167
101-28 Yield 7.153 7.153 7.152 7.152 7.150
102-00 Yield 7.136 7.136 7.135 7.135 7.133
102-04 Yield 7.119 7.119 7.119 7.118 7.116
102-08 Yield 7.103 7.102 7.102 7.101 7.099
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.086 7.085 7.085 7.084 7.082
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 10.736 10.703 10.692 10.644 10.547
Window 03/08-04/08 03/08-04/08 03/08-03/08 02/08-03/08 01/08-02/08
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 32
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS E
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO PRICING E Generated: 06/30/97 11:45 PM Page: 7
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7,440 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 26,405,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 26,405,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 12 mos 12 mos 12 mos 12 mos 12 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.464 7.464 7.464 7.464 7.463
100-20 Yield 7.447 7.447 7.447 7.446 7.446
100-24 Yield 7.429 7.429 7.429 7.429 7.429
100-28 Yield 7.412 7.412 7.412 7.412 7.411
101-00 Yield 7.395 7.395 7.395 7.394 7.394
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.378 7.378 7.378 7.377 7.377
101-08 Yield 7.361 7.361 7.361 7.360 7.359
101-12 Yield 7.344 7.344 7.343 7.343 7.342
101-16 Yield 7.327 7.327 7.326 7.326 7.325
101-20 Yield 7.309 7.310 7.309 7.309 7.308
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.292 7.292 7.292 7.292 7.291
101-28 Yield 7.275 7.276 7.275 7.274 7.274
102-00 Yield 7.259 7.259 7.258 7.257 7.257
102-04 Yield 7.242 7.242 7.241 7.240 7.240
102-08 Yield 7.225 7.225 7.224 7.223 7.223
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.208 7.208 7.208 7.207 7.206
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 10.775 10.775 10.759 10.713 10.665
Window 04/08-04/08 04/08-04/08 03/08-04/08 03/09-04/08 02/08-03/08
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 33
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS F
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING F Generated: 06/30/97 11:45 PM Page: 8
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.640 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 9,601,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 9,601,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 12 mos 12 mos 12 mos 12 mos 12 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.669 7.669 7.669 7.669 7.668
100-20 Yield 7.652 7.651 7.651 7.651 7.651
100-24 Yield 7.634 7.634 7.634 7.634 7.633
100-28 Yield 7.617 7.617 7.616 7.616 7.616
101-00 Yield 7.600 7.599 7.599 7.599 7.599
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.582 7.582 7.582 7.582 7.581
101-08 Yield 7.565 7.565 7.564 7.564 7.564
101-12 Yield 7.548 7.547 7.547 7.547 7.546
101-16 Yield 7.531 7.530 7.530 7.530 7.530
101-20 Yield 7.514 7.513 7.513 7.513 7.512
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.497 7.496 7.496 7.496 7.495
101-28 Yield 7.479 7.479 7.478 7.478 7.477
102-00 Yield 7.462 7.462 7.461 7.461 7.460
102-04 Yield 7.445 7.444 7.444 7.447 7.443
102-08 Yield 7.428 7.427 7.427 7.427 7.427
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.411 7.410 7.410 7.410 7.409
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 10.839 10.788 10.775 10.775 10.719
Window 04/08-05/08 04/08-05/08 04/08-04/08 04/08-04/08 03/08-04/08
PrincLoss %
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 34
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A1
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A1 Generated: 06/30/97 11:49 PM Page: 1
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 6.730 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 147,300,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 147,300,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.322% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 24 mos 24 mos 24 mos 24 mos 24 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
99-00 Yield 7.006 7.016 7.026 7.044 7.060
99-04 Yield 6.980 6.988 6.996 7.012 7.025
99-08 Yield 6.953 6.960 6.966 6.979 6.991
99-12 Yield 6.926 6.932 6.937 6.947 6.956
99-16 Yield 6.899 6.903 6.907 6.915 6.922
- -----------------------------------------------------------------------------------------------------------------------------------
99-20 Yield 6.873 6.875 6.878 6.883 6.887
99-24 Yield 6.846 6.847 6.849 6.851 6.853
99-28 Yield 6.820 6.820 6.819 6.819 6.818
100-00 Yield 6.793 6.792 6.790 6.787 6.784
100-04 Yield 6.767 6.764 6.761 6.755 6.750
- -----------------------------------------------------------------------------------------------------------------------------------
100-08 Yield 6.741 6.736 6.732 6.723 6.715
100-12 Yield 6.714 6.708 6.702 6.691 6.681
100-16 Yield 6.688 6.681 6.673 6.659 6.647
100-20 Yield 6.662 6.653 6.644 6.628 6.613
100-24 Yield 6.635 6.625 6.615 6.596 6.579
- -----------------------------------------------------------------------------------------------------------------------------------
100-28 Yield 6.609 6.598 6.586 6.564 6.545
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 6.087 5.717 5.393 4.847 4.456
Window 07/97-12/05 07/97-10/05 07/97-09/05 07/97-08/05 07/97-10/04
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 35
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A2
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A2 Generated: 06/30/97 11:49 PM Page: 2
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.180 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 40,000,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 40,000,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 24 mos 24 mos 24 mos 24 mos 24 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.191 7.185 7.183 7.180 7.177
100-20 Yield 7.172 7.166 7.163 7.160 7.156
100-24 Yield 7.154 7.147 7.144 7.140 7.135
100-28 Yield 7.136 7.127 7.124 7.120 7.114
101-00 Yield 7.117 7.108 7.104 7.099 7.093
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.099 7.089 7.084 7.079 7.072
101-08 Yield 7.081 7.070 7.065 7.059 7.052
101-12 Yield 7.062 7.050 7.045 7.039 7.031
101-16 Yield 7.044 7.031 7.026 7.019 7.010
101-20 Yield 7.026 7.012 7.006 6.999 6.989
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.008 6.993 6.987 6.979 6.969
101-28 Yield 6.990 6.974 6.967 6.959 6.948
102-00 Yield 6.972 6.955 6.948 6.939 6.927
102-04 Yield 6.954 6.936 6.928 6.919 6.907
102-08 Yield 6.936 6.917 6.909 6.899 6.886
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 6.918 6.898 6.889 6.879 6.866
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.654 8.953 8.680 8.377 8.021
Window 12/05-05/08 10/05-05/07 09/05-11/06 08/05-06/06 10/04-02/06
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 36
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A3
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A3 Generated: 06/30/97 11:49 PM Page: 3
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.190 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 141,558,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 141,558,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 24 mos 24 mos 24 mos 24 mos 24 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.211 7.210 7.208 7.205 7.202
100-20 Yield 7.195 7.193 7.191 7.187 7.184
100-24 Yield 7.178 7.177 7.174 7.169 7.165
100-28 Yield 7.162 7.160 7.157 7.152 7.147
101-00 Yield 7.146 7.143 7.140 7.134 7.129
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.129 7.127 7.123 7.117 7.111
101-08 Yield 7.113 7.110 7.107 7.099 7.093
101-12 Yield 7.097 7.094 7.090 7.082 7.075
101-16 Yield 7.080 7.077 7.073 7.064 7.057
101-20 Yield 7.064 7.061 7.056 7.047 7.039
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.048 7.044 7.039 7.029 7.021
101-28 Yield 7.032 7.028 7.023 7.012 7.003
102-00 Yield 7.015 7.012 7.006 6.994 6.985
102-04 Yield 6.999 6.995 6.989 6.977 6.967
102-08 Yield 6.983 6.979 6.973 6.960 6.949
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 6.967 6.963 6.956 6.943 6.932
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 11.366 11.139 10.821 10.225 9.776
Window 05/08-02/09 05/07-01/09 11/06-12/08 06/06-10/08 02/06-04/08
PrincLoss %
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 37
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS B
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING B Generated: 06/30/97 11:49 PM Page: 4
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.240 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 24,004,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 24,004,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 24 mos 24 mos 24 mos 24 mos 24 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.264 7.263 7.263 7.262 7.260
100-20 Yield 7.247 7.247 7.247 7.246 7.243
100-24 Yield 7.231 7.231 7.230 7.229 7.226
100-28 Yield 7.215 7.214 7.214 7.213 7.209
101-00 Yield 7.199 7.198 7.198 7.196 7.193
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.183 7.182 7.181 7.180 7.176
101-08 Yield 7.167 7.166 7.165 7.164 7.159
101-12 Yield 7.151 7.150 7.149 7.147 7.142
101-16 Yield 7.135 7.134 7.133 7.131 7.126
101-20 Yield 7.119 7.117 7.117 7.115 7.109
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.102 7.101 7.101 7.099 7.092
101-28 Yield 7.087 7.085 7.084 7.082 7.076
102-00 Yield 7.071 7.069 7.068 7.066 7.059
102-04 Yield 7.055 7.053 7.052 7.050 7.042
102-08 Yield 7.039 7.037 7.036 7.034 7.026
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.023 7.021 7.020 7.018 7.009
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 11.652 11.570 11.509 11.366 10.947
Window 02/09-03/09 01/09-02/09 12/08-01/09 10/08-12/08 04/08-08/08
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 38
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS C
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING C Generated: 06/30/97 11:49 PM Page: 5
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.270 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 12,002,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 12,002,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 227.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 24 mos 24 mos 24 mos 24 mos 24 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.295 7.294 7.294 7.293 7.292
100-20 Yield 7.278 7.278 7.278 7.277 7.276
100-24 Yield 7.262 7.262 7.261 7.261 7.259
100-28 Yield 7.246 7.246 7.245 7.244 7.242
101-00 Yield 7.230 7.230 7.229 7.228 7.226
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.214 7.213 7.213 7.211 7.209
101-08 Yield 7.198 7.197 7.196 7.195 7.193
101-12 Yield 7.182 7.181 7.180 7.179 7.176
101-16 Yield 7.165 7.165 7.164 7.162 7.160
101-20 Yield 7.149 7.149 7.148 7.146 7.143
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.133 7.133 7.132 7.130 7.127
101-28 Yield 7.118 7.117 7.116 7.114 7.110
102-00 Yield 7.102 7.101 7.100 7.098 7.094
102-04 Yield 7.086 7.085 7.084 7.082 7.078
102-08 Yield 7.070 7.069 7.068 7.065 7.061
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.054 7.053 7.052 7.049 7.045
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 11.692 11.660 11.580 11.442 11.208
Window 03/09-03/09 02/09-03/09 01/09-02/09 12/08-12/08 08/08-10/08
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
YIELD MAINTENANCE TREASURY CURVE
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
TREASURY CURVE
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 39
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS D
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING D Generated: 06/30/97 11:49 PM Page: 6
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.320 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 21,604,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 21,604,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 24 mos 24 mos 24 mos 24 mos 24 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.346 7.346 7.346 7.345 7.344
100-20 Yield 7.330 7.329 7.329 7.328 7.328
100-24 Yield 7.313 7.313 7.313 7.312 7.311
100-28 Yield 7.297 7.297 7.297 7.296 7.294
101-00 Yield 7.281 7.281 7.281 7.279 7.278
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.265 7.265 7.264 7.263 7.261
101-08 Yield 7.249 7.249 7.248 7.247 7.245
101-12 Yield 7.233 7.232 7.232 7.230 7.229
101-16 Yield 7.217 7.216 7.216 7.214 7.212
101-20 Yield 7.201 7.200 7.200 7.198 7.196
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.185 7.184 7.184 7.182 7.179
101-28 Yield 7.169 7.168 7.168 7.166 7.163
102-00 Yield 7.153 7.152 7.152 7.149 7.147
102-04 Yield 7.137 7.136 7.136 7.133 7.131
102-08 Yield 7.121 7.120 7.120 7.117 7.114
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.105 7.104 7.104 7.101 7.098
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 11.724 11.692 11.661 11.511 11.354
Window 03/09-04/09 03/09-03/09 02/09-03/09 12/08-01/09 10/08-12/08
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 40
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS E
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO PRICING E Generated: 06/30/97 11:49 PM Page: 7
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7,440 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 26,405,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 26,405,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.26% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 24 mos 24 mos 24 mos 24 mos 24 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.469 7.469 7.469 7.468 7.468
100-20 Yield 7.453 7.453 7.452 7.452 7.451
100-24 Yield 7.436 7.436 7.436 7.436 7.435
100-28 Yield 7.420 7.420 7.420 7.419 7.418
101-00 Yield 7.404 7.404 7.403 7.403 7.402
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.388 7.388 7.387 7.387 7.385
101-08 Yield 7.372 7.371 7.371 7.370 7.369
101-12 Yield 7.355 7.355 7.355 7.354 7.352
101-16 Yield 7.339 7.339 7.339 7.338 7.336
101-20 Yield 7.323 7.323 7.323 7.322 7.320
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.307 7.307 7.306 7.305 7.303
101-28 Yield 7.291 7.291 7.290 7.289 7.287
102-00 Yield 7.275 7.275 7.274 7.273 7.271
102-04 Yield 7.259 7.259 7.258 7.257 7.254
102-08 Yield 7.243 7.243 7.242 7.241 7.238
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.227 7.227 7.226 7.225 7.222
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 11.775 11.761 11.724 11.649 11.494
Window 04/09-04/09 03/09-04/09 03/09-04/09 01/09-03/09 12/08-02/09
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 41
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS F
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING F Generated: 06/30/97 11:49 PM Page: 8
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.640 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 9,601,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 9,601,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 24 mos 24 mos 24 mos 24 mos 24 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.674 7.674 7.674 7.673 7.673
100-20 Yield 7.658 7.657 7.657 7.657 7.656
100-24 Yield 7.641 7.641 7.641 7.640 7.640
100-28 Yield 7.625 7.624 7.624 7.624 7.623
101-00 Yield 7.608 7.608 7.608 7.607 7.607
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.592 7.592 7.592 7.591 7.590
101-08 Yield 7.576 7.575 7.575 7.574 7.574
101-12 Yield 7.559 7.559 7.559 7.558 7.557
101-16 Yield 7.543 7.543 7.543 7.542 7.541
101-20 Yield 7.527 7.526 7.526 7.525 7.524
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.511 7.510 7.510 7.509 7.508
101-28 Yield 7.495 7.494 7.494 7.493 7.492
102-00 Yield 7.478 7.478 7.478 7.477 7.475
102-04 Yield 7.462 7.462 7.462 7.460 7.459
102-08 Yield 7.446 7.445 7.445 7.444 7.443
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.430 7.429 7.429 7.428 7.427
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 11.822 11.775 11.775 11.695 11.619
Window 04/09-05/09 04/09-04/09 04/09-04/09 03/09-04/09 02/09-03/09
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 42
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A1
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A1 Generated: 07/01/97 12:06 AM Page: 1
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 6.730 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 147,300,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 147,300,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 24 mos 24 mos 24 mos 24 mos 24 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
99-00 Yield 7.006 7.022 7.038 7.069 7.093
99-04 Yield 6.980 6.994 7.008 7.036 7.059
99-08 Yield 6.953 6.966 6.978 7.004 7.024
99-12 Yield 6.926 6.938 6.949 6.972 6.989
99-16 Yield 6.899 6.909 6.919 6.939 6.955
- -----------------------------------------------------------------------------------------------------------------------------------
99-20 Yield 6.873 6.881 6.890 6.907 6.920
99-24 Yield 6.846 6.853 6.861 6.875 6.886
99-28 Yield 6.820 6.825 6.831 6.843 6.852
100-00 Yield 6.793 6.798 6.802 6.811 6.817
100-04 Yield 6.767 6.770 6.773 6.779 6.783
- -----------------------------------------------------------------------------------------------------------------------------------
100-08 Yield 6.741 6.742 6.744 6.747 6.749
100-12 Yield 6.714 6.714 6.715 6.716 6.715
100-16 Yield 6.688 6.687 6.685 6.684 6.681
100-20 Yield 6.662 6.659 6.656 6.652 6.647
100-24 Yield 6.635 6.631 6.627 6.621 6.613
- -----------------------------------------------------------------------------------------------------------------------------------
100-28 Yield 6.609 6.604 6.599 6.589 6.579
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 6.087 5.717 5.393 4.847 4.456
Window 07/97-12/05 07/97-10/05 07/97-09/05 07/97-08/05 07/97-10/04
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 43
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A2
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A2 Generated: 07/01/97 12:06 AM Page: 2
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.180 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 40,000,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 40,000,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 24 mos 24 mos 24 mos 24 mos 24 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.191 7.187 7.185 7.184 7.189
100-20 Yield 7.172 7.167 7.165 7.163 7.168
100-24 Yield 7.154 7.148 7.146 7.143 7.147
100-28 Yield 7.136 7.129 7.126 7.123 7.126
101-00 Yield 7.117 7.109 7.106 7.103 7.105
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.099 7.090 7.086 7.083 7.084
101-08 Yield 7.081 7.071 7.067 7.062 7.063
101-12 Yield 7.062 7.052 7.047 7.042 7.042
101-16 Yield 7.044 7.033 7.028 7.022 7.022
101-20 Yield 7.026 7.013 7.008 7.002 7.001
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.008 6.994 6.989 6.982 6.980
101-28 Yield 6.990 6.975 6.969 6.962 6.960
102-00 Yield 6.972 6.956 6.950 6.942 6.939
102-04 Yield 6.954 6.937 6.930 6.922 6.918
102-08 Yield 6.936 6.918 6.911 6.902 6.898
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 6.918 6.899 6.891 6.882 6.877
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.654 8.953 8.680 8.377 8.021
Window 12/05-05/08 10/05-05/07 09/05-11/06 08/05-06/06 10/04-02/06
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 44
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A3
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A3 Generated: 07/01/97 12:06 AM Page: 3
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.190 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 141,558,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 141,558,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 24 mos 24 mos 24 mos 24 mos 24 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.211 7.210 7.208 7.205 7.202
100-20 Yield 7.195 7.193 7.191 7.187 7.184
100-24 Yield 7.178 7.177 7.174 7.170 7.166
100-28 Yield 7.162 7.160 7.157 7.152 7.148
101-00 Yield 7.146 7.144 7.141 7.135 7.130
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.129 7.127 7.124 7.117 7.111
101-08 Yield 7.113 7.110 7.107 7.099 7.093
101-12 Yield 7.097 7.094 7.090 7.082 7.075
101-16 Yield 7.080 7.077 7.073 7.064 7.057
101-20 Yield 7.064 7.061 7.056 7.047 7.039
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.048 7.044 7.040 7.030 7.021
101-28 Yield 7.032 7.028 7.023 7.012 7.003
102-00 Yield 7.015 7.012 7.006 6.995 6.986
102-04 Yield 6.999 6.995 6.989 6.977 6.968
102-08 Yield 6.983 6.979 6.973 6.960 6.950
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 6.967 6.963 6.956 6.943 6.932
----------------------------------------------------------------------------------------------------------------------
AvgLife 11.366 11.139 10.821 10.225 9.776
Window 05/08-02/09 05/07-01/09 11/06-12/08 06/06-10/08 02/06-04/08
PrincLoss %
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 45
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS B
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING B Generated: 07/01/97 12:06 AM Page: 4
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.240 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 24,004,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 24,004,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 24 mos 24 mos 24 mos 24 mos 24 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.264 7.263 7.263 7.262 7.260
100-20 Yield 7.247 7.247 7.247 7.246 7.243
100-24 Yield 7.231 7.231 7.230 7.229 7.226
100-28 Yield 7.215 7.214 7.214 7.213 7.210
101-00 Yield 7.199 7.198 7.198 7.197 7.193
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.183 7.182 7.181 7.180 7.176
101-08 Yield 7.167 7.166 7.165 7.164 7.159
101-12 Yield 7.151 7.150 7.149 7.147 7.142
101-16 Yield 7.135 7.134 7.133 7.131 7.126
101-20 Yield 7.119 7.117 7.117 7.115 7.109
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.102 7.101 7.101 7.099 7.092
101-28 Yield 7.087 7.085 7.084 7.082 7.076
102-00 Yield 7.071 7.069 7.068 7.066 7.059
102-04 Yield 7.055 7.053 7.052 7.050 7.042
102-08 Yield 7.039 7.037 7.036 7.034 7.026
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.023 7.021 7.020 7.018 7.009
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 11.652 11.570 11.509 11.366 10.947
Window 02/09-03/09 01/09-02/09 12/08-01/09 10/08-12/08 04/08-08/08
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 46
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS C
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING C Generated: 07/01/97 12:06 AM Page: 5
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.270 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 12,002,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 12,002,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 24 mos 24 mos 24 mos 24 mos 24 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.295 7.294 7.294 7.293 7.292
100-20 Yield 7.278 7.278 7.278 7.277 7.276
100-24 Yield 7.262 7.262 7.261 7.261 7.259
100-28 Yield 7.246 7.246 7.245 7.244 7.242
101-00 Yield 7.230 7.230 7.229 7.228 7.226
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.214 7.213 7.213 7.211 7.209
101-08 Yield 7.198 7.197 7.196 7.195 7.193
101-12 Yield 7.182 7.181 7.180 7.179 7.176
101-16 Yield 7.165 7.165 7.164 7.162 7.160
101-20 Yield 7.149 7.149 7.148 7.146 7.143
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.133 7.133 7.132 7.130 7.127
101-28 Yield 7.118 7.117 7.116 7.114 7.110
102-00 Yield 7.102 7.101 7.100 7.098 7.094
102-04 Yield 7.086 7.085 7.084 7.082 7.078
102-08 Yield 7.070 7.069 7.068 7.065 7.061
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.054 7.053 7.052 7.049 7.045
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 11.692 11.660 11.580 11.442 11.208
Window 03/09-03/09 02/09-03/09 01/09-02/09 12/08-12/08 08/08-10/08
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 47
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS D
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING D Generated: 07/01/97 12:06 AM Page: 6
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.320 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 21,604,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 21,604,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 24 mos 24 mos 24 mos 24 mos 24 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.346 7.346 7.346 7.345 7.344
100-20 Yield 7.330 7.329 7.329 7.328 7.328
100-24 Yield 7.313 7.313 7.313 7.312 7.311
100-28 Yield 7.297 7.297 7.297 7.296 7.294
101-00 Yield 7.281 7.281 7.281 7.279 7.278
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.265 7.265 7.264 7.263 7.261
101-08 Yield 7.249 7.249 7.248 7.247 7.245
101-12 Yield 7.233 7.232 7.232 7.230 7.229
101-16 Yield 7.217 7.216 7.216 7.214 7.212
101-20 Yield 7.201 7.200 7.200 7.198 7.196
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.185 7.184 7.184 7.182 7.180
101-28 Yield 7.169 7.168 7.168 7.166 7.163
102-00 Yield 7.153 7.152 7.152 7.149 7.147
102-04 Yield 7.137 7.136 7.136 7.133 7.131
102-08 Yield 7.121 7.120 7.120 7.117 7.114
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.105 7.104 7.104 7.101 7.098
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 11.724 11.692 11.661 11.511 11.354
Window 03/09-04/09 03/09-03/09 02/09-03/09 12/08-01/09 10/08-12/08
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 48
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS E
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO PRICING E Generated: 07/01/97 12:06 AM Page: 7
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7,440 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 26,405,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 26,405,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 888,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,930
MAX 10.26% 10.267% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 24 mos 24 mos 24 mos 24 mos 24 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.469 7.469 7.469 7.468 7.468
100-20 Yield 7.453 7.453 7.452 7.452 7.451
100-24 Yield 7.436 7.436 7.436 7.436 7.435
100-28 Yield 7.420 7.420 7.420 7.419 7.418
101-00 Yield 7.404 7.404 7.403 7.403 7.402
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.388 7.388 7.387 7.387 7.385
101-08 Yield 7.372 7.371 7.371 7.370 7.369
101-12 Yield 7.355 7.355 7.355 7.354 7.352
101-16 Yield 7.339 7.339 7.339 7.338 7.336
101-20 Yield 7.323 7.323 7.323 7.322 7.320
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.307 7.307 7.306 7.305 7.303
101-28 Yield 7.291 7.291 7.290 7.289 7.287
102-00 Yield 7.275 7.275 7.274 7.273 7.271
102-04 Yield 7.259 7.259 7.258 7.257 7.254
102-08 Yield 7.243 7.243 7.242 7.241 7.238
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.227 7.227 7.226 7.225 7.222
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 11.775 11.761 11.724 11.649 11.494
Window 04/09-04/09 03/09-04/09 03/09-04/09 01/09-03/09 12/08-02/09
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 49
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS F
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING F Generated: 07/01/97 12:06 AM Page: 8
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7,640 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 9,601,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 9,601,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949.330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 24 mos 24 mos 24 mos 24 mos 24 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.674 7.674 7.674 7.673 7.673
100-20 Yield 7.658 7.657 7.657 7.657 7.656
100-24 Yield 7.641 7.641 7.641 7.640 7.640
100-28 Yield 7.625 7.624 7.624 7.624 7.623
101-00 Yield 7.608 7.608 7.608 7.607 7.607
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.592 7.592 7.592 7.591 7.590
101-08 Yield 7.576 7.575 7.575 7.574 7.574
101-12 Yield 7.559 7.559 7.559 7.558 7.557
101-16 Yield 7.543 7.543 7.543 7.542 7.541
101-20 Yield 7.527 7.526 7.526 7.525 7.524
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.511 7.510 7.510 7.509 7.508
101-28 Yield 7.495 7.494 7.494 7.493 7.492
102-00 Yield 7.478 7.478 7.478 7.477 7.475
102-04 Yield 7.462 7.462 7.462 7.460 7.459
102-08 Yield 7.446 7.445 7.445 7.444 7.443
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.430 7.429 7.429 7.428 7.427
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 11.822 11.775 11.775 11.695 11.619
Window 04/09-05/09 04/09-04/09 04/09-04/09 03/09-04/09 02/09-03/09
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 50
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A1
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A1 Generated: 07/01/97 12:27 AM Page: 1
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 6.730 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 147,300,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 147,300,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD See (1) See (2) See (3) See (4) See (5)
OPEN PERIOD See (1) See (2) See (3) See (4) See (5)
DEFAULT RATE
SEVERITY/MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
99-00 Yield 7.060 7.065 7.069 7.078 7.087
99-04 Yield 7.025 7.029 7.033 7.041 7.048
99-08 Yield 6.990 6.994 6.997 7.004 7.009
99-12 Yield 6.956 6.959 6.961 6.966 6.971
99-16 Yield 6.921 6.923 6.925 6.929 6.932
- -----------------------------------------------------------------------------------------------------------------------------------
99-20 Yield 6.887 6.888 6.889 6.892 6.894
99-24 Yield 6.853 6.853 6.854 6.855 6.856
99-28 Yield 6.818 6.818 6.818 6.818 6.817
100-00 Yield 6.784 6.783 6.782 6.781 6.779
100-04 Yield 6.750 6.748 6.747 6.744 6.741
- -----------------------------------------------------------------------------------------------------------------------------------
100-08 Yield 6.716 6.713 6.711 6.707 6.703
100-12 Yield 6.682 6.679 6.676 6.670 6.665
100-16 Yield 6.648 6.644 6.640 6.634 6.627
100-20 Yield 6.614 6.609 6.605 6.597 6.590
100-24 Yield 6.580 6.575 6.570 6.561 6.552
- -----------------------------------------------------------------------------------------------------------------------------------
100-28 Yield 6.546 6.540 6.535 6.524 6.514
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 4.511 4.403 4.303 4.126 3.973
Window 07/97-07/04 07/97-05/04 07/97-04/04 07/97-02/04 07/97-12/03
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
(1) PREPAY: 0CPR>>Group 1:Prepay 100CPR>>Group OTHER:Prepay:0CPR>>Pnlty:
YMCpr:0, LOCpr:0, >>Balloon: 100% extended for 0 Mos. >>
(2) PREPAY: 0CPR>>Group 1:Prepay 100CPR>>Group OTHER:Prepay:5CPR>>Pnlty:
YMCpr:0, LOCpr:0, >>Balloon: 100% extended for 0 Mos. >>
(3) PREPAY: 0CPR>>Group 1:Prepay 100CPR>>Group OTHER:Prepay:10CPR>>Pnlty:
YMCpr:0, LOCpr:0, >>Balloon: 100% extended for 0 Mos. >>
(4) PREPAY: 0CPR>>Group 1:Prepay 100CPR>>Group OTHER:Prepay:20CPR>>Pnlty:
YMCpr:0, LOCpr:0, >>Balloon: 100% extended for 0 Mos. >>
(5) PREPAY: 0CPR>>Group 1:Prepay 100CPR>>Group OTHER:Prepay:30CPR>>Pnlty:
YMCpr:0, LOCpr:0, >>Balloon: 100% extended for 0 Mos. >>
* ORDWAY IS PREPAID IN FULL FIRST PERIOD
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 51
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A1
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A1 Generated: 07/01/97 12:24 AM Page: 1
<TABLE>
<S> <C>
- --------------------------------------------------------------------------------
CUPON: 6,730 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 147,300,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 147,300,000 STATED FINAL: 00/00/00
FACTOR: 1.0000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD See(1) See(2) See(3) See(4) See(5)
OPEN PERIOD See(1) See(2) See(3) See(4) See(5)
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
99-00 Yield 7.060 7.070 7.080 7.098 7.115
99-04 Yield 7.025 7.035 7.044 7.061 7.076
99-08 Yield 6.990 6.999 7.008 7.023 7.037
99-12 Yield 6.956 6.964 6.972 6.986 6.999
99-16 Yield 6.921 6.929 6.936 6.949 6.960
- -----------------------------------------------------------------------------------------------------------------------------------
99-20 Yield 6.887 6.894 6.900 6.911 6.922
99-24 Yield 6.853 6.859 6.864 6.874 6.884
99-28 Yield 6.818 6.824 6.828 6.837 6.845
100-00 Yield 6.784 6.789 6.793 6.800 6.807
100-04 Yield 6.750 6.754 6.757 6.763 6.769
- -----------------------------------------------------------------------------------------------------------------------------------
100-08 Yield 6.716 6.719 6.722 6.727 6.731
100-12 Yield 6.682 6.684 6.686 6.690 6.693
100-16 Yield 6.648 6.649 6.651 6.653 6.655
100-20 Yield 6.614 6.615 6.616 6.617 6.618
100-24 Yield 6.580 6.580 6.580 6.580 6.580
- -----------------------------------------------------------------------------------------------------------------------------------
100-28 Yield 6.546 6.546 6.545 6.544 6.542
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 4.511 4.403 4.303 4.126 3.973
Window 07/97-07/04 07/97-05/04 07/97-04/04 07/97-02/04 07/97-12/03
PrincLoss %
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
(1) Prepay: OCPR>>Group 1:Prepay:100CPR>>Group OTHER:Prepay: OCPR>>Pnlty:
YMCpr: 0, LOCpr:0,>> Balloon: 100% extended for 0 Mos. >>
(2) Prepay: OCPR>>Group 1:Prepay:100CPR>>Group OTHER:Prepay: 5CPR>>Pnlty:
YMCpr: 0, LOCpr:0,>> Balloon: 100% extended for 0 Mos. >>
(3) Prepay: OCPR>>Group 1:Prepay:100CPR>>Group OTHER:Prepay: 10CPR>>Pnlty:
YMCpr: 0, LOCpr:0,>> Balloon: 100% extended for 0 Mos. >>
(4) Prepay: OCPR>>Group 1:Prepay:100CPR>>Group OTHER:Prepay: 20CPR>>Pnlty:
YMCpr: 0, LOCpr:0,>> Balloon: 100% extended for 0 Mos. >>
(5) Prepay: OCPR>>Group 1:Prepay:100CPR>>Group OTHER:Prepay: 3OCPR>>Pnlty:
YMCpr: 0, LOCpr:0,>> Balloon: 100% extended for 0 Mos. >>
* ORDWAY is prepaid in full first period
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 52
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A1
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A1 Generated: 07/01/97 12:41 AM Page: 1
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 6.730 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 147,300,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 147,300,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY /MTHLIQ
BALLOON EXT See (1) See (2) See (3) See (4) See (5)
CALL No No No No No
APPLY PENALTY No No No No No
YLD.MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
99-00 Yield 6.997 7.009 7.021 7.042 7.058
99-04 Yield 6.972 6.982 6.992 7.010 7.024
99-08 Yield 6.946 6.955 6.963 6.978 6.990
99-12 Yield 6.921 6.928 6.934 6.946 6.955
99-16 Yield 6.896 6.901 6.905 6.914 6.921
- -----------------------------------------------------------------------------------------------------------------------------------
99-20 Yield 6.870 6.874 6.877 6.882 6.887
99-24 Yield 6.845 6.847 6.848 6.850 6.852
99-28 Yield 6.820 6.820 6.819 6.819 6.818
100-00 Yield 6.795 6.793 6.791 6.787 6.784
100-04 Yield 6.770 6.766 6.762 6.756 6.750
- -----------------------------------------------------------------------------------------------------------------------------------
100-08 Yield 6.745 6.739 6.734 6.724 6.716
100-12 Yield 6.720 6.713 6.705 6.693 6.682
100-16 Yield 6.695 6.686 6.677 6.661 6.649
100-20 Yield 6.670 6.659 6.649 6.630 6.615
100-24 Yield 6.645 6.633 6.621 6.599 6.581
- -----------------------------------------------------------------------------------------------------------------------------------
100-28 Yield 6.620 6.606 6.592 6.567 6.548
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 6.533 6.022 5.577 4.915 4.499
Window 07/97-08/06 07/97-08/06 07/97-07/06 07/97-08/05 07/97-12/04
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
(1) Prepay: 0CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Group 1: Balloon: 100%
extended for 36 Mos. >> Group OTHER: Balloon: 100% extended for 0 Mos. >>
(2) Prepay: 5CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Group 1: Balloon: 100%
extended for 36 Mos. >> Group OTHER: Balloon: 100% extended for 0 Mos. >>
(3) Prepay: 10CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Group 1: Balloon: 100%
extended for 36 Mos. >> Group OTHER: Balloon: 100% extended for 0 Mos. >>
(4) Prepay: 20CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Group 1: Balloon: 100%
extended for 36 Mos. >> Group OTHER: Balloon: 100% extended for 0 Mos. >>
(5) Prepay: 30CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Group 1: Balloon: 100%
extended for 36 Mos. >> Group OTHER: Balloon: 100% extended for 0 Mos. >>
* Loans with Remaining Term <= 84 were extended by 3 years
<TABLE>
YIELD MAINTENANCE TREASURY CURVE
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
TREASURY CURVE
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 53
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A1
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A1 Generated: 07/01/97 12:44 AM Page: 1
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 6,730 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 147,300,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 147,300,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT See (1) See (2) See (3) See (4) See (5)
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
99-00 Yield 6.997 7.015 7.033 7.066 7.092
99-04 Yield 6.972 6.988 7.004 7.034 7.058
99-08 Yield 6.946 6.961 6.975 7.002 7.023
99-12 Yield 6.921 6.934 6.947 6.970 6.989
99-16 Yield 6.896 6.907 6.918 6.938 6.955
- -----------------------------------------------------------------------------------------------------------------------------------
99-20 Yield 6.870 6.880 6.889 6.906 6.921
99-24 Yield 6.845 6.853 6.860 6.875 6.886
99-28 Yield 6.820 6.826 6.832 6.843 6.852
100-00 Yield 6.795 6.799 6.803 6.811 6.818
100-04 Yield 6.770 6.772 6.775 6.780 6.784
- -----------------------------------------------------------------------------------------------------------------------------------
100-08 Yield 6.745 6.745 6.746 6.748 6.750
100-12 Yield 6.720 6.719 6.718 6.717 6.716
100-16 Yield 6.695 6.692 6.690 6.685 6.683
100-20 Yield 6.670 6.666 6.661 6.654 6.649
100-24 Yield 6.645 6.639 6.633 6.623 6.615
- -----------------------------------------------------------------------------------------------------------------------------------
100-28 Yield 6.620 6.612 6.605 6.592 6.581
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 6.533 6.022 5.577 4.915 4.499
Window 07/97-08/06 07/97-08/06 07/97-07/06 07/97-08/05 07/97-12/04
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
(1) Prepay: 0CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Group 1: Balloon:
100% extended for 36 Mos. >> Group OTHER: Balloon: 100% extended
for 0 Mos. >>
(2) Prepay: 5CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Group 1: Balloon:
100% extended for 36 Mos. >> Group OTHER: Balloon: 100% extended
for 0 Mos. >>
(3) Prepay: 10CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Group 1: Balloon:
100% extended for 36 Mos. >> Group OTHER: Balloon: 100% extended
for 0 Mos. >>
(4) Prepay: 20CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Group 1: Balloon:
100% extended for 36 Mos. >> Group OTHER: Balloon: 100% extended
for 0 Mos. >>
(5) Prepay: 30CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Group 1: Balloon:
100% extended for 36 Mos. >> Group OTHER: Balloon: 100% extended
for 0 Mos. >>
* Loans with Remaining Term <= 84 were extended by 3 years
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 54
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A1
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FORWARD A1 Generated: 07/01/97 2:44 AM Page: 1
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 6.730 SETTLEMENT: 07/08/98
ORIGINAL BALANCE: 147,300,000 NEXT PROJ: 07/17/98
CURRENT BALANCE: 147,300,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No
APPLY PENALTY No No No No No
YLD. MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
99-00 Yield 7.072 7.080 7.087 7.101 7.114
99-04 Yield 7.035 7.042 7.048 7.060 7.071
99-08 Yield 6.999 7.004 7.010 7.020 7.028
99-12 Yield 6.963 6.967 6.977 6.979 6.986
99-16 Yield 6.926 6.930 6.933 6.938 6.944
- -----------------------------------------------------------------------------------------------------------------------------------
99-20 Yield 6.890 6.892 6.894 6.898 6.901
99-24 Yield 6.854 6.855 6.856 6.857 6.859
99-28 Yield 6.818 6.818 6.817 6.817 6.817
100-00 Yield 6.782 6.781 6.779 6.777 6.775
100-04 Yield 6.746 6.743 6.741 6.737 6.732
- -----------------------------------------------------------------------------------------------------------------------------------
100-08 Yield 6.710 6.706 6.703 6.696 6.691
100-12 Yield 6.674 6.669 6.665 6.656 6.649
100-16 Yield 6.638 6.632 6.627 6.616 6.607
100-20 Yield 6.603 6.596 6.589 6.576 6.565
100-24 Yield 6.567 6.559 6.551 6.536 6.523
- -----------------------------------------------------------------------------------------------------------------------------------
100-28 Yield 6.531 6.522 6.513 6.497 6.482
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 4.163 4.022 3.894 3.675 3.496
Window 07/98-07/04 07/98-05/04 07/98-04/04 07/98-02/04 07/98-12/03
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield N/A N/A 5.6680 6.0840 6.2360 6.3140 6.3920 6.4500 6.5090 6.7950
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 55
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A1
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FORWARD A1 Generated: 07/01/97 2:47 PM Page: 1
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 6.730 SETTLEMENT: 07/08/98
ORIGINAL BALANCE: 147,300,000 NEXT PROJ: 07/17/98
CURRENT BALANCE: 147,300,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
OPEN PERIOD 0 CPR 5 CPR 10 CPR 20 CPR 30 CPR
DEFAULT RATE
SEVERITY / MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes
YLD.MAINT. SHIFT 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
99-00 Yield 7.072 7.086 7.100 7.126 7.150
99-04 Yield 7.035 7.049 7.061 7.085 7.107
99-08 Yield 6.999 7.011 7.023 7.044 7.064
99-12 Yield 6.963 6.974 6.984 7.003 7.022
99-16 Yield 6.926 6.936 6.945 6.963 6.979
- -----------------------------------------------------------------------------------------------------------------------------------
99-20 Yield 6.890 6.899 6.907 6.922 6.937
99-24 Yield 6.854 6.861 6.869 6.882 6.895
99-28 Yield 6.818 6.824 6.830 6.842 6.852
100-00 Yield 6.782 6.787 6.792 6.801 6.810
00-04 Yield 6.746 6.750 6.754 6.761 6.768
- -----------------------------------------------------------------------------------------------------------------------------------
100-08 Yield 6.710 6.713 6.716 6.721 6.726
100-12 Yield 6.674 6.676 6.678 6.681 6.684
100-16 Yield 6.638 6.639 6.640 6.641 6.643
100-20 Yield 6.603 6.602 6.602 6.601 6.601
100-24 Yield 6.567 6.565 6.564 6.561 6.559
- -----------------------------------------------------------------------------------------------------------------------------------
100-28 Yield 6.531 6.529 6.526 6.521 6.517
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 4.163 4.022 3.894 3.675 3.496
Window 07/98-07/04 07/98-05/04 07/98-04/04 07/98-02/04 07/98-12/03
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
YIELD MAINTENANCE TREASURY CURVE
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
TREASURY CURVE
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield N/A N/A 5.6680 6.0840 6.2360 6.3140 6.3920 6.4500 6.5090 6.7950
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 56
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A3
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A3 Generated: 07/01/97 2:59 AM Page: 1
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.190 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 141,558,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 141,558,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 2 CPR 4 CPR 8 CPR 10 CPR 20 CPR
OPEN PERIOD 0 CPR 2 CPR 4 CPR 8 CPR 10 CPR 20 CPR
DEFAULT RATE 3 CDR 3 CDR 3 CDR 3 CDR 3 CDR 3 CDR
SEVERITY / MTHLIQ 40 / 12 40 / 12 40 / 12 40 / 12 40 / 12 40 / 12
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.199 7.199 7.199 7.199 7.199 7.199
100-20 Yield 7.180 7.180 7.180 7.180 7.180 7.180
100-24 Yield 7.161 7.161 7.161 7.161 7.161 7.161
100-28 Yield 7.142 7.142 7.142 7.142 7.142 7.142
101-00 Yield 7.123 7.123 7.123 7.123 7.123 7.123
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.105 7.105 7.104 7.104 7.104 7.104
101-08 Yield 7.086 7.086 7.086 7.085 7.085 7.085
101-12 Yield 7.067 7.067 7.067 7.066 7.066 7.066
101-16 Yield 7.049 7.049 7.048 7.048 7.048 7.047
101-20 Yield 7.030 7.030 7.030 7.029 7.029 7.028
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.012 7.011 7.011 7.010 7.010 7.009
101-28 Yield 6.993 6.993 6.992 6.992 6.992 6.990
102-00 Yield 6.975 6.974 6.974 6.973 6.973 6.971
102-04 Yield 6.956 6.956 6.955 6.955 6.954 6.953
102-08 Yield 6.938 6.937 6.937 6.936 6.936 6.934
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 6.919 6.919 6.918 6.917 6.917 6.915
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.315 9.297 9.278 9.236 9.215 9.106
Window 10/05-02/07 08/05-02/07 07/05-02/07 04/05-02/07 03/05-02/07 10/04-02/07
PrincLoss %
- -----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5,1420 5,2310 5,6200 6,0210 6,1700 6,2490 6,3290 6,3900 6,4510 6,7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5,1880 5,2670 5,6680 6,0840 6,2360 6,3070 6,3780 6,4380 6,4980 6,7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 57
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS B
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING B Generated: 07/01/97 2:59 AM Page: 2
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7,240 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 24,004,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 24,004,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 2 CPR 4 CPR 8 CPR 10 CPR 20 CPR
OPEN PERIOD 0 CPR 2 CPR 4 CPR 8 CPR 10 CPR 20 CPR
DEFAULT RATE 3 CDR 3 CDR 3 CDR 3 CDR 3 CDR 3 DCR
SEVERITY / MTHLIQ 40/12 40/12 40/12 40/12 40/12 40/12
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.252 7.252 7.252 7.252 7.252 7.252
100-20 Yield 7.234 7.234 7.234 7.234 7.234 7.234
100-24 Yield 7.216 7.216 7.216 7.216 7.216 7.215
100-28 Yield 7.197 7.197 7.197 7.197 7.197 7.197
101-00 Yield 7.179 7.179 7.179 7.179 7.179 7.179
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.161 7.161 7.161 7.161 7.161 7.160
101-08 Yield 7.143 7.143 7.143 7.142 7.142 7.142
101-12 Yield 7.125 7.124 7.124 7.124 7.124 7.124
101-16 Yield 7.106 7.106 7.106 7.106 7.106 7.106
101-20 Yield 7.088 7.088 7.088 7.088 7.088 7.087
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.070 7.070 7.070 7.070 7.070 7.069
101-28 Yield 7.052 7.052 7.052 7.052 7.052 7.051
102-00 Yield 7.034 7.034 7.034 7.034 7.034 7.033
102-04 Yield 7.016 7.016 7.016 7.016 7.016 7.015
102-08 Yield 6.998 6.998 6.998 6.998 6.997 6.997
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 6.980 6.980 6.980 6.980 6.980 6.979
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.691 9.686 9.681 9.672 9.667 9.645
Window 02/07-03/07 02/07-03/07 02/07-03/07 02/07-03/07 02/07-03/07 02/07-03/07
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 58
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS C
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING C Generated: 07/01/97 2:59 AM Page: 3
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.270 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 12,002,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 12,002,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 2 CPR 4 CPR 8 CPR 10 CPR 20 CPR
OPEN PERIOD 0 CPR 2 CPR 4 CPR 8 CPR 10 CPR 20 CPR
DEFAULT RATE 3 CDR 3 CDR 3 CDR 3 CDR 3 CDR 3 CDR
SEVERITY / MTHLIQ 40 / 12 40 / 12 40 / 12 40 / 12 40 / 12 40 / 12
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.283 7.283 7.283 7.283 7.283 7.283
100-20 Yield 7.265 7.265 7.265 7.265 7.265 7.265
100-24 Yield 7.247 7.247 7.247 7.246 7.246 7.246
100-28 Yield 7.228 7.228 7.228 7.228 7.228 7.228
101-00 Yield 7.210 7.210 7.210 7.210 7.210 7.210
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.192 7.192 7.192 7.192 7.192 7.192
101-08 Yield 7.174 7.174 7.174 7.173 7.173 7.173
101-12 Yield 7.156 7.156 7.155 7.155 7.155 7.155
101-16 Yield 7.138 7.137 7.137 7.137 7.137 7.137
101-20 Yield 7.119 7.119 7.119 7.119 7.119 7.119
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.101 7.101 7.101 7.101 7.101 7.101
101-28 Yield 7.083 7.083 7.083 7.083 7.083 7.083
102-00 Yield 7.065 7.065 7.065 7.065 7.064 7.064
102-04 Yield 7.047 7.047 7.047 7.046 7.046 7.046
102-08 Yield 7.029 7.029 7.029 7.028 7.028 7.028
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.011 7.011 7.011 7.011 7.010 7.010
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.729 9.720 9.711 9.694 9.692 9.692
Window 03/07-04/07 03/07-04/07 03/07-04/07 03/07-04/07 03/07-03/07 03/07-03/07
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 59
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A3
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A3 Generated: 07/01/97 3:04 AM Page: 1
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.190 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 141,558,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 141,558,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 2 CPR 4 CPR 8 CPR 10 CPR 20 CPR
OPEN PERIOD 0 CPR 2 CPR 4 CPR 8 CPR 10 CPR 20 CPR
DEFAULT RATE See (1) See (2) See (3) See (4) See (5) See (6)
SEVERITY / MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.196 7.196 7.197 7.197 7.197 7.197
100-20 Yield 7.177 7.177 7.177 7.177 7.177 7.178
100-24 Yield 7.158 7.158 7.158 7.158 7.158 7.158
100-28 Yield 7.139 7.139 7.139 7.139 7.139 7.139
101-00 Yield 7.119 7.119 7.119 7.119 7.119 7.119
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.100 7.100 7.100 7.100 7.100 7.100
101-08 Yield 7.081 7.081 7.081 7.081 7.081 7.080
101-12 Yield 7.062 7.062 7.062 7.061 7.061 7.061
101-16 Yield 7.043 7.043 7.043 7.042 7.042 7.041
101-20 Yield 7.024 7.024 7.024 7.023 7.023 7.022
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.005 7.005 7.004 7.004 7.004 7.003
101-28 Yield 6.986 6.986 6.985 6.985 6.985 6.983
102-00 Yield 6.967 6.967 6.966 6.966 6.965 6.964
102-04 Yield 6.948 6.948 6.947 6.947 6.946 6.945
102-08 Yield 6.929 6.929 6.928 6.928 6.927 6.926
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 6.910 6.910 6.910 6.909 6.908 6.906
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.045 9.022 8.999 8.955 8.934 8.831
Window 12/03-03/07 12/03-03/07 12/03-03/07 12/03-03/07 12/03-03/07 11/03-03/07
PricLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
(1) Prepay: 0CPR >> Pnlty: YMCpr: 0, LOCpr:0,>> Group 1:Default Model: CDR,
3/24, 100/1,3, Severity: 40, MLiq: 12, AdvPl, >> Group OTHER:Default Model:
CDR, 3, Severity: 40, MLiq: 12, AdvPl, >> Balloon:
(2) Prepay: 2CPR >> Pnlty: YMCpr: 0, LOCpr:0, >> Group 1:Default Model: CDR,
3/24, 100/1,3, Severity: 40, MLiq: 12, AdvPl, >> Group OTHER:Default Model:
CDR, 3, Severity: 40, MLiq: 12, AdvPl, >> Balloon:
(3) Prepay: 4CPR >> Pnlty: YMCpr: 0, LOCpr:0, >> Group 1:Default Model: CDR,
3/24, 100/1,3, Severity: 40, MLiq: 12, AdvPl, >> Group OTHER:Default Model:
CDR, 3, Severity: 40, MLiq: 12, AdvPl, >> Balloon:
(4) Prepay: 8CPR >> Pnlty: YMCpr: 0, LOCpr:0, >> Group 1:Default Model: CDR,
3/24, 100/1,3, Severity: 40, MLiq: 12, AdvPl, >> Group OTHER:Default Model:
CDR, 3, Severity: 40, MLiq: 12, AdvPl, >> Balloon:
(5) Prepay: 10CPR >> Pnlty: YMCpr: 0, LOCpr:0, >> Group 1:Default Model: CDR,
3/24, 100/1,3, Severity: 40, MLiq: 12, AdvPl, >> Group OTHER:Default Model:
CDR, 3, Severity: 40, MLiq: 12, AdvPl, >> Balloon:
(6) Prepay: 20CPR >> Pnlty: YMCpr: 0, LOCpr:0, >> Group 1:Default Model: CDR,
3/24, 100/1,3, Severity: 40, MLiq: 12, AdvPl, >> Group OTHER:Default Model:
CDR, 3, Severity: 40, MLiq: 12, AdvPl, >> Balloon:
* Default the largest 15 loans in period 25
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 60
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS B
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING B Generated: 07/01/97 3:04 AM Page: 2
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.240 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 24,004,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 24,004,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 2 CPR 4 CPR 8 CPR 10 CPR 20 CPR
OPEN PERIOD 0 CPR 2 CPR 4 CPR 8 CPR 10 CPR 20 CPR
DEFAULT RATE See (1) See (2) See (3) See (4) See (5) See (6)
SEVERITY / MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes Yes
YLD.MAINT. SHIFT 0 0 0 0 0 0
- -----------------------
PRICE OUTPUT
</TABLE>
<TABLE>
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.253 7.253 7.253 7.253 7.253 7.253
100-20 Yield 7.235 7.235 7.235 7.235 7.235 7.234
100-24 Yield 7.216 7.216 7.216 7.216 7.216 7.216
100-28 Yield 7.198 7.198 7.198 7.198 7.198 7.198
101-00 Yield 7.180 7.180 7.180 7.180 7.180 7.180
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.162 7.162 7.162 7.162 7.162 7.162
101-08 Yield 7.144 7.144 7.144 7.144 7.144 7.143
101-12 Yield 7.126 7.126 7.126 7.126 7.125 7.125
101-16 Yield 7.108 7.108 7.108 7.107 7.107 7.107
101-20 Yield 7.090 7.090 7.089 7.089 7.089 7.089
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.072 7.072 7.071 7.071 7.071 7.071
101-28 Yield 7.054 7.054 7.053 7.053 7.053 7.053
102-00 Yield 7.036 7.036 7.036 7.035 7.035 7.035
102-04 Yield 7.018 7.018 7.018 7.017 7.017 7.017
102-08 Yield 7.000 7.000 7.000 7.000 7.000 6.999
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 6.982 6.982 6.982 6.982 6.982 6.981
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.763 9.760 9.758 9.753 9.751 9.739
Window 03/07-04/07 03/07-04/07 03/07-04/07 03/07-04/07 03/07-04/07 03/07-04/07
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
(1) Prepay: 0CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Group 1: Default Model: CDR,
3/24, 100/1,3, Severity: 40, Mliq: 12, AdvPl, >> Group OTHER: Default
Model: CDR, 3, Severity: 40, Mliq: 12, AdvPl, >> Balloon
(2) Prepay: 2CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Group 1: Default Model: CDR,
3/24, 100/1,3, Severity: 40, Mliq: 12, AdvPl, >> Group OTHER: Default
Model: CDR, 3, Severity: 40, Mliq: 12, AdvPl, >> Balloon
(3) Prepay: 4CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Group 1: Default Model: CDR,
3/24, 100/1,3, Severity: 40, Mliq: 12, AdvPl, >> Group OTHER: Default
Model: CDR, 3, Severity: 40, Mliq: 12, AdvPl, >> Balloon
(4) Prepay: 8CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Group 1: Default Model: CDR,
3/24, 100/1,3, Severity: 40, Mliq: 12, AdvPl, >> Group OTHER: Default
Model: CDR, 3, Severity: 40, Mliq: 12, AdvPl, >> Balloon
(5) Prepay: 10CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Group 1: Default Model: CDR,
3/24, 100/1,3, Severity: 40, Mliq: 12, AdvPl, >> Group OTHER: Default
Model: CDR, 3, Severity: 40, Mliq: 12, AdvPl, >> Balloon
(6) Prepay: 20CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Group 1: Default Model: CDR,
3/24, 100/1,3, Severity: 40, Mliq: 12, AdvPl, >> Group OTHER: Default
Model: CDR, 3, Severity: 40, Mliq: 12, AdvPl, >> Balloon
* Default the largest 15 loans in period 25
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 61
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS C
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING C Generated: 07/01/97 3:04 AM Page: 3
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.270 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 12,002,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 12,002,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,380
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 2 CPR 4 CPR 8 CPR 10 CPR 20 CPR
OPEN PERIOD 0 CPR 2 CPR 4 CPR 8 CPR 10 CPR 20 CPR
DEFAULT RATE See (1) See(2) See (3) See (4) See (5) See (6)
SEVERITY / MTHLIQ
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.284 7.284 7.284 7.284 7.284 7.284
100-20 Yield 7.265 7.265 7.265 7.265 7.265 7.265
100-24 Yield 7.247 7.247 7.247 7.247 7.247 7.247
100-28 Yield 7.229 7.229 7.229 7.229 7.229 7.229
101-00 Yield 7.211 7.211 7.211 7.211 7.211 7.211
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.193 7.193 7.193 7.193 7.193 7.193
101-08 Yield 7.175 7.175 7.174 7.174 7.174 7.174
101-12 Yield 7.156 7.156 7.156 7.156 7.156 7.156
101-16 Yield 7.138 7.138 7.138 7.138 7.138 7.138
101-20 Yield 7.120 7.120 7.120 7.120 7.120 7.120
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.102 7.102 7.102 7.102 7.102 7.102
101-28 Yield 7.084 7.084 7.084 7.084 7.084 7.084
102-00 Yield 7.066 7.066 7.066 7.066 7.066 7.066
102-04 Yield 7.049 7.048 7.048 7.048 7.048 7.048
102-08 Yield 7.031 7.031 7.030 7.030 7.030 7.030
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.013 7.013 7.013 7.013 7.013 7.013
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.781 9.779 9.776 9.775 9.775 9.775
Window 04/07-05/07 04/07-05/07 04/07-05/07 04/07-04/07 04/07-04/07 04/07-04/07
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
(1) Prepay: 0CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Group 1:Default Model: CDR,
3/24, 100/1,3 Severity: 40, MLiq: 12, AdvPi, >> Group OTHER: Default Model:
CDR, 3, Severity: 40, MLiq: 12, AdvPi, >> Balloon:
(2) Prepay: 2CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Group 1:Default Model: CDR,
3/24, 100/1,3 Severity: 40, MLiq: 12, AdvPi, >> Group OTHER: Default Model:
CDR, 3, Severity: 40, MLiq: 12, AdvPi, >> Balloon:
(3) Prepay: 4CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Group 1:Default Model: CDR,
3/24, 100/1,3 Severity: 40, MLiq: 12, AdvPi, >> Group OTHER: Default Model:
CDR, 3, Severity: 40, MLiq: 12, AdvPi, >> Balloon:
(4) Prepay: 8CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Group 1:Default Model: CDR,
3/24, 100/1,3 Severity: 40, MLiq: 12, AdvPi, >> Group OTHER: Default Model:
CDR, 3, Severity: 40, MLiq: 12, AdvPi, >> Balloon:
(5) Prepay: 10CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Group 1:Default Model: CDR,
3/24, 100/1,3 Severity: 40, MLiq: 12, AdvPi, >> Group OTHER: Default Model:
CDR, 3, Severity: 40, MLiq: 12, AdvPi, >> Balloon:
(6) Prepay: 20CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Group 1:Default Model: CDR,
3/24, 100/1,3 Severity: 40, MLiq: 12, AdvPi, >> Group OTHER: Default Model:
CDR, 3, Severity: 40, MLiq: 12, AdvPi, >> Balloon:
* Default the largest 15 loans in period 25
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 62
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A3
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A3 Generated: 07/01/97 9:34 AM Page: 1
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.190 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 141,558,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 141,558,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD See (1) See (2) See (3) See (4) See (5) See (6)
YLDMAINT PERIOD See (1) See (2) See (3) See (4) See (5) See (6)
%PENALTY PERIOD See (1) See (2) See (3) See (4) See (5) See (6)
OPEN PERIOD 0 CPR 2 CPR 4 CPR 8 CPR 10 CPR 20 CPR
DEFAULT RATE 3 CDR 3 CDR 3 CDR 3 CDR 3 CDR 3 CDR
SEVERITY / MTHLIQ 40/12 40/12 40/12 40/12 40/12 40/12
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.199 7.203 7.211 7.226 7.232 7.309
100-20 Yield 7.180 7.184 7.191 7.205 7.210 7.285
100-24 Yield 7.161 7.165 7.172 7.184 7.189 7.260
100-28 Yield 7.142 7.146 7.152 7.163 7.167 7.236
101-00 Yield 7.123 7.127 7.132 7.142 7.146 7.211
----------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.105 7.107 7.112 7.121 7.125 7.187
101-08 Yield 7.086 7.088 7.093 7.101 7.103 7.162
101-12 Yield 7.067 7.069 7.073 7.080 7.082 7.138
101-16 Yield 7.049 7.050 7.054 7.059 7.061 7.113
101-20 Yield 7.030 7.031 7.034 7.038 7.039 7.089
----------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.012 7.012 7.015 7.018 7.018 7.065
101-28 Yield 6.993 6.993 6.995 6.997 6.997 7.041
102-00 Yield 6.975 6.974 6.976 6.977 6.976 7.016
102-04 Yield 6.956 6.956 6.956 6.956 6.955 6.992
102-08 Yield 6.938 6.937 6.937 6.935 6.933 6.968
----------------------------------------------------------------------------------------------------------------------
102-12 Yield 6.919 6.918 6.918 6.915 6.912 6.944
----------------------------------------------------------------------------------------------------------------------
AvgLife 9.315 9.055 8.727 8.090 7.800 6.534
Window 10/05-02/07 06/04-02/07 12/03-01/07 09/03-12/06 08/03-12/06 08/02-03/06
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
(1) Prepay: 0CPR>>Group 1:Pnlty: YMCpr: 0, LOCpr: 0, >>Group OTHER:Pnlty:
YMCpr: 0, LOCpr: 0, >>Default Model: CDR, 3, Severity: 40, MLiq: 12,
AdvPl, >>Balloon: 100% extended for 0 Mos. >>
(2) Prepay: 2CPR>>Group 1:Pnlty: YMCpr: 2, LOCpr: 0, >>Group OTHER:Pnlty:
YMCpr: 0, LOCpr: 0, >>Default Model: CDR, 3, Severity: 40, MLiq: 12,
AdvPl, >>Balloon: 100% extended for 0 Mos. >>
(3) Prepay: 4CPR>>Group 1:Pnlty: YMCpr: 4, LOCpr: 0, >>Group OTHER:Pnlty:
YMCpr: 0, LOCpr: 0, >>Default Model: CDR, 3, Severity: 40, MLiq: 12,
AdvPl, >>Balloon: 100% extended for 0 Mos. >>
(4) Prepay: 8CPR>>Group 1:Pnlty: YMCpr: 8, LOCpr: 0, >>Group OTHER:Pnlty:
YMCpr: 0, LOCpr: 0, >>Default Model: CDR, 3, Severity: 40, MLiq: 12,
AdvPl, >>Balloon: 100% extended for 0 Mos. >>
(5) Prepay: 10CPR>>Group 1:Pnlty: YMCpr: 10, LOCpr: 0, >>Group OTHER:Pnlty:
YMCpr: 0, LOCpr: 0, >>Default Model: CDR, 3, Severity: 40, MLiq: 12,
AdvPl, >>Balloon: 100% extended for 0 Mos. >>
(6) Prepay: 20CPR>>Group 1:Pnlty: YMCpr: 20, LOCpr: 0, >>Group OTHER:Pnlty:
YMCpr: 0, LOCpr: 0, >>Default Model: CDR, 3, Severity: 40, MLiq: 12,
AdvPl, >>Balloon: 100% extended for 0 Mos. >>
* Prepay all loans with mortgage rates > 8.5%
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield N/A N/A 5.6680 6.0840 6.2360 6.3140 6.3920 6.4500 6.5090 6.7950
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 63
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS B
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING B Generated: 07/01/97 9:34 AM Page: 2
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.240 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 24,004,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 24,004,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD See(1) See(2) See(3) See(4) See(5) See(6)
YLDMAINT PERIOD See(1) See(2) See(3) See(4) See(5) See(6)
%PENALTY PERIOD See(1) See(2) See(3) See(4) See(5) See(6)
OPEN PERIOD 0 CPR 2 CPR 4 CPR 8 CPR 10 CPR 20 CPR
DEFAULT RATE 3 CPR 3 CPR 3 CPR 3 CPR 3 CPR 3 CPR
SEVERITY / MTHLIQ 40 / 12 40 / 12 40 / 12 40 / 12 40 / 12 40 / 12
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes Yes
YLD.MAINT. SHIFT 0 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.252 7.252 7.252 7.252 7.251 7.265
100-20 Yield 7.234 7.234 7.234 7.233 7.233 7.246
100-24 Yield 7.216 7.216 7.215 7.214 7.214 7.226
100-28 Yield 7.197 7.197 7.197 7.196 7.195 7.206
101-00 Yield 7.179 7.179 7.178 7.177 7.177 7.188
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.161 7.161 7.160 7.159 7.158 7.169
101-08 Yield 7.143 7.142 7.142 7.141 7.140 7.150
101-12 Yield 7.125 7.124 7.124 7.122 7.121 7.130
101-16 Yield 7.106 7.106 7.105 7.104 7.103 7.111
101-20 Yield 7.088 7.088 7.087 7.086 7.085 7.092
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.070 7.070 7.069 7.067 7.066 7.073
101-28 Yield 7.052 7.052 7.051 7.049 7.048 7.054
102-00 Yield 7.034 7.033 7.033 7.031 7.030 7.035
102-04 Yield 7.016 7.015 7.015 7.012 7.011 7.016
102-08 Yield 6.998 6.997 6.996 6.994 6.993 6.997
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 6.980 6.979 6.978 6.976 6.975 6.979
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.691 9.662 9.624 9.533 9.487 9.021
Window 02/07-03/07 02/07-03/07 01/07-03/07 12/06-02/07 12/06-01/07 03/06-11/06
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
(1) Prepay: 0CPR >> Group 1:Pnlty: YMCpr: 0, LOCpr: 0, >> Group OTHER:Pnlty:
YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3, Severity: 40, MLiq: 12,
AdvPl, >> Balloon: 100% extended for 0 Mos. >>
(2) Prepay: 2CPR >> Group 1:Pnlty: YMCpr: 2, LOCpr: 0, >> Group OTHER:Pnlty:
YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3, Severity: 40, MLiq: 12,
AdvPl, >> Balloon: 100% extended for 0 Mos. >>
(3) Prepay: 4CPR >> Group 1:Pnlty: YMCpr: 4, LOCpr: 0, >> Group OTHER:Pnlty:
YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3, Severity: 40, MLiq: 12,
AdvPl, >> Balloon: 100% extended for 0 Mos. >>
(4) Prepay: 8CPR >> Group 1:Pnlty: YMCpr: 8, LOCpr: 0, >> Group OTHER:Pnlty:
YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3, Severity: 40, MLiq: 12,
AdvPl, >> Balloon: 100% extended for 0 Mos. >>
(5) Prepay: 10CPR >> Group 1:Pnlty: YMCpr: 10, LOCpr: 0, >> Group OTHER:Pnlty:
YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3, Severity: 40, MLiq: 12,
AdvPl, >> Balloon: 100% extended for 0 Mos. >>
(6) Prepay: 20CPR >> Group 1:Pnlty: YMCpr: 20, LOCpr: 0, >> Group OTHER:Pnlty:
YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3, Severity: 40, MLiq: 12,
AdvPl, >> Balloon: 100% extended for 0 Mos. >>
* Prepay all loans with mortgage rates > 8.5%
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield N/A N/A 5.6680 6.0840 6.2360 6.3140 6.3920 6.4500 6.5090 6.7950
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 64
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS C
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING C Generated: 07/01/97 9:34 AM Page: 3
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.270 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 12,002,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 12,002,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD See (1) See (2) See (3) See (4) See (5) See (6)
YLDMAINT PERIOD See (1) See (2) See (3) See (4) See (5) See (6)
%PENALTY PERIOD See (1) See (2) See (3) See (4) See (5) See (6)
OPEN PERIOD 0 CPR 2 CPR 4 CPR 8 CPR 10 CPR 20 CPR
DEFAULT RATE 3 CDR 3 CDR 3 CDR 3 CDR 3 CDR 3 CDR
SEVERITY / MTHLIQ 40/12 40/12 40/12 40/12 40/12 40/12
BALLOON EXT 0 mos 0 mos 0 mos 0 mos 0 mos 0 mos
CALL No No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes Yes
YLD.MAINT. SHIFT 0 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.283 7.283 7.283 7.283 7.283 7.282
100-20 Yield 7.265 7.265 7.265 7.265 7.264 7.263
100-24 Yield 7.247 7.246 7.246 7.246 7.246 7.244
100-28 Yield 7.228 7.228 7.228 7.228 7.227 7.226
101-00 Yield 7.210 7.210 7.210 7.210 7.209 7.207
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.192 7.192 7.192 7.191 7.191 7.188
101-08 Yield 7.174 7.173 7.173 7.173 7.172 7.170
101-12 Yield 7.156 7.155 7.155 7.155 7.154 7.151
101-16 Yield 7.138 7.137 7.137 7.136 7.136 7.133
101-20 Yield 7.119 7.119 7.119 7.118 7.117 7.114
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.101 7.101 7.101 7.100 7.099 7.096
101-28 Yield 7.083 7.083 7.083 7.082 7.081 7.077
102-00 Yield 7.065 7.064 7.064 7.064 7.063 7.059
102-04 Yield 7.047 7.046 7.046 7.046 7.045 7.040
102-08 Yield 7.029 7.028 7.028 7.028 7.026 7.022
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.011 7.010 7.010 7.010 7.008 7.003
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 9.729 9.692 9.692 9.651 9.596 9.403
Window 03/07-04/07 03/07-03/07 03/07-03/07 02/07-03/07 01/07-03/07 11/06-12/06
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
(1) Prepay: 0CPR >> Group 1: Pnlty: YMCpr: 0, LOCpr: 0, >> Group OTHER: Pnlty:
YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3, Severity: 40, MLiq: 12,
AdvPl, >> Balloon: 100% extended for 0 Mos. >>
(2) Prepay: 2CPR >> Group 1: Pnlty: YMCpr: 2, LOCpr: 0, >> Group OTHER: Pnlty:
YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3, Severity: 40, MLiq: 12,
AdvPl, >> Balloon: 100% extended for 0 Mos. >>
(3) Prepay: 4CPR >> Group 1: Pnlty: YMCpr: 4, LOCpr: 0, >> Group OTHER: Pnlty:
YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3, Severity: 40, MLiq: 12,
AdvPl, >> Balloon: 100% extended for 0 Mos. >>
(4) Prepay: 8CPR >> Group 1: Pnlty: YMCpr: 8, LOCpr: 0, >> Group OTHER: Pnlty:
YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3, Severity: 40, MLiq: 12,
AdvPl, >> Balloon: 100% extended for 0 Mos. >>
(5) Prepay: 10CPR >> Group 1: Pnlty: YMCpr: 10, LOCpr: 0, >> Group OTHER: Pnlty:
YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3, Severity: 40, MLiq: 12,
AdvPl, >> Balloon: 100% extended for 0 Mos. >>
(6) Prepay: 20CPR >> Group 1: Pnlty: YMCpr: 20, LOCpr: 0, >> Group OTHER: Pnlty:
YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3, Severity: 40, MLiq: 12,
AdvPl, >> Balloon: 100% extended for 0 Mos. >>
* Prepay all loans with mortgage rates > 8.5%.
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield N/A N/A 5.6680 6.0840 6.2360 6.3140 6.3920 6.4500 6.5090 6.950
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 65
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS A3
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING A3 Generated: 07/01/97 3:09 AM Page: 1
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
CUPON: 7.190 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 141,558,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 141,558,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 2 CPR 4 CPR 8 CPR 10 CPR 20 CPR
OPEN PERIOD 0 CPR 2 CPR 4 CPR 8 CPR 10 CPR 20 CPR
DEFAULT RATE 3 CDR 3 CDR 3 CDR 3 CDR 3 CDR 3 CDR
SEVERITY / MTHLIQ 40 / 12 40 / 12 40 / 12 40 / 12 40 / 12 40 / 12
BALLOON EXT See (1) See (2) See (3) See (4) See (5) See (6)
CALL No No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.208 7.207 7.207 7.206 7.205 7.202
100-20 Yield 7.191 7.190 7.189 7.188 7.187 7.184
100-24 Yield 7.174 7.173 7.172 7.170 7.170 7.166
100-28 Yield 7.157 7.156 7.155 7.153 7.152 7.147
101-00 Yield 7.140 7.139 7.138 7.135 7.134 7.129
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.123 7.122 7.120 7.118 7.117 7.111
101-08 Yield 7.106 7.105 7.103 7.101 7.099 7.093
101-12 Yield 7.089 7.088 7.086 7.083 7.082 7.075
101-16 Yield 7.072 7.071 7.069 7.066 7.064 7.057
101-20 Yield 7.055 7.054 7.052 7.048 7.047 7.039
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.039 7.037 7.035 7.031 7.029 7.021
101-28 Yield 7.022 7.020 7.018 7.014 7.012 7.003
102-00 Yield 7.005 7.003 7.001 6.996 6.994 6.985
102-04 Yield 6.988 6.986 6.984 6.979 6.977 6.967
102-08 Yield 6.972 6.969 6.967 6.962 6.960 6.949
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 6.955 6.952 6.950 6.945 6.942 6.931
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 10.788 10.666 10.548 10.321 10.214 9.735
Window 02/06-01/09 02/06-01/09 12/05-01/09 12/05-12/08 11/05-12/08 08/05-09/08
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
(1) Prepay: 0CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3,
Severity: 40, MLiq: 12, AdvPi, >> Group 1: Balloon: 100% extended for 24
Mos. >> Group OTHER:Ballon: 100% extended for 0 mos.
(2) Prepay: 2CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3,
Severity: 40, MLiq: 12, AdvPi, >> Group 1: Balloon: 100% extended for 24
Mos. >> Group OTHER:Ballon: 100% extended for 0 mos.
(3) Prepay: 4CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3,
Severity: 40, MLiq: 12, AdvPi, >> Group 1: Balloon: 100% extended for 24
Mos. >> Group OTHER:Ballon: 100% extended for 0 mos.
(4) Prepay: 8CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3,
Severity: 40, MLiq: 12, AdvPi, >> Group 1: Balloon: 100% extended for 24
Mos. >> Group OTHER:Ballon: 100% extended for 0 mos.
(5) Prepay: 10CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3,
Severity: 40, MLiq: 12, AdvPi, >> Group 1: Balloon: 100% extended for 24
Mos. >> Group OTHER:Ballon: 100% extended for 0 mos.
(6) Prepay: 20CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3,
Severity: 40, MLiq: 12, AdvPi, >> Group 1: Balloon: 100% extended for 24
Mos. >> Group OTHER:Ballon: 100% extended for 0 mos.
* Extended all loans with LTV =>, 60% by 2 years
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 66
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS B
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING B Generated: 07/01/97 3:09 AM Page: 2
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.240 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 24,004,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 24,004,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 2 CPR 4 CPR 8 CPR 10 CPR 20 CPR
OPEN PERIOD 0 CPR 2 CPR 4 CPR 8 CPR 10 CPR 20 CPR
DEFAULT RATE 3 CDR 3 CDR 3 CDR 3 CDR 3 CDR 3 CDR
SEVERITY / MTHLIQ 40 / 12 40 / 12 40 / 12 40 / 12 40 / 12 40 / 12
BALLOON EXT See (1) See (2) See (3) See (4) See (5) See (6)
CALL No No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes Yes
YLD.MAINT. SHIFT 0 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.264 7.264 7.263 7.263 7.263 7.262
100-20 Yield 7.247 7.247 7.247 7.247 7.247 7.246
100-24 Yield 7.231 7.231 7.231 7.230 7.230 7.229
100-28 Yield 7.215 7.215 7.215 7.214 7.214 7.213
101-00 Yield 7.199 7.199 7.198 7.198 7.198 7.196
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.183 7.182 7.182 7.181 7.181 7.180
101-08 Yield 7.167 7.166 7.166 7.165 7.165 7.163
101-12 Yield 7.151 7.150 7.150 7.149 7.149 7.147
101-16 Yield 7.135 7.134 7.134 7.133 7.133 7.131
101-20 Yield 7.119 7.118 7.118 7.117 7.116 7.114
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.103 7.102 7.102 7.101 7.100 7.098
101-28 Yield 7.087 7.086 7.086 7.084 7.084 7.082
102-00 Yield 7.071 7.070 7.070 7.068 7.068 7.065
102-04 Yield 7.055 7.054 7.054 7.052 7.052 7.049
102-08 Yield 7.039 7.038 7.038 7.036 7.036 7.033
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.023 7.022 7.022 7.020 7.020 7.017
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 11.654 11.618 11.582 11.511 11.486 11.320
Window 01/09-03/09 01/09-03/09 01/09-03/09 12/08-02/09 12/08-01/09 09/08-12/08
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
(1) Prepay: 0CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3,
Severity: 40, MLiq 12, AdvPI, >> Group 1: Balloon: 100% extended for 24 Mos. >>
Group OTHER: Balloon: 100% extended for 0 Mos.
(2) Prepay: 2CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3,
Severity: 40, MLiq 12, AdvPI, >> Group 1: Balloon: 100% extended for 24 Mos. >>
Group OTHER: Balloon: 100% extended for 0 Mos.
(3) Prepay: 4CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3,
Severity: 40, MLiq 12, AdvPI, >> Group 1: Balloon: 100% extended for 24 Mos. >>
Group OTHER: Balloon: 100% extended for 0 Mos.
(4) Prepay: 8CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3,
Severity: 40, MLiq 12, AdvPI, >> Group 1: Balloon: 100% extended for 24 Mos. >>
Group OTHER: Balloon: 100% extended for 0 Mos.
(5) Prepay: 10CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3,
Severity: 40, MLiq 12, AdvPI, >> Group 1: Balloon: 100% extended for 24 Mos. >>
Group OTHER: Balloon: 100% extended for 0 Mos.
(6) Prepay: 20CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3,
Severity: 40, MLiq 12, AdvPI, >> Group 1: Balloon: 100%
extended for 24 Mos. >> Group OTHER: Balloon: 100% extended for 0 Mos.
*Extended all loans with LTV => 60% by 2 years
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 mo 6 mo 1 yr 2 yr 3 yr 4 yr 5 yr 7 yr 10 yr 30 yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<PAGE> 67
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
CLASS C
GOLDMAN
SACHS
Goldman, Sachs & Co. User: Erik Lambert
AMRESCO FPRICING B Generated: 07/01/97 3:09 AM Page: 3
<TABLE>
<S> <C> <C> <C>
- --------------------------------------------------------------------------------
COUPON: 7.270 SETTLEMENT: 07/08/97
ORIGINAL BALANCE: 12,002,000 NEXT PROJ: 07/17/97
CURRENT BALANCE: 12,002,000 STATED FINAL: 00/00/00
FACTOR: 1.00000000 NEXT PAYMENT: 07/17/97
DELAY: 8 FACTOR DATE: 06/17/97
CUSIP: FREQUENCY: Monthly
- --------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
NEWAC GRWAC WAM WALA TERM SVC BAL
<S> <C> <C> <C> <C> <C> <C> <C>
MIN 7.190% 7.950% 39.0 83.0 0.065% 866,575
AVG 8.500% 8.738% 108.9 15.3 314.6 0.238% 4,949,330
MAX 10.267% 10.332% 238.0 277.0 360.0 1.310% 22,419,415
NUMBER OF ASSETS: 97 TOTAL BALANCE: 480,085,034
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
PREPAY LOCKOUT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
YLDMAINT PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
%PENALTY PERIOD 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR
OPEN PERIOD 0 CPR 2 CPR 4 CPR 8 CPR 10 CPR 20 CPR
DEFAULT RATE 3 CDR 3 CDR 3 CDR 3 CDR 3 CDR 3 CDR
SEVERITY / MTHLIQ 40 / 12 40 / 12 40 / 12 40 / 12 40 / 12 40 / 12
BALLOON EXT See (1) See (2) See (3) See (4) See (5) See (6)
CALL No No No No No No
APPLY PENALTY Yes Yes Yes Yes Yes Yes
YLD. MAINT. SHIFT 0 0 0 0 0 0
- -----------------------
PRICE OUTPUT
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
100-16 Yield 7.295 7.295 7.295 7.294 7.294 7.293
100-20 Yield 7.278 7.278 7.278 7.278 7.278 7.277
100-24 Yield 7.262 7.262 7.262 7.262 7.262 7.261
100-28 Yield 7.246 7.246 7.246 7.246 7.245 7.244
101-00 Yield 7.230 7.230 7.230 7.230 7.229 7.228
- -----------------------------------------------------------------------------------------------------------------------------------
101-04 Yield 7.214 7.214 7.214 7.213 7.213 7.211
101-08 Yield 7.198 7.198 7.198 7.197 7.197 7.195
101-12 Yield 7.182 7.182 7.182 7.181 7.181 7.179
101-16 Yield 7.166 7.165 7.165 7.165 7.165 7.163
101-20 Yield 7.150 7.149 7.149 7.149 7.148 7.146
- -----------------------------------------------------------------------------------------------------------------------------------
101-24 Yield 7.134 7.133 7.133 7.133 7.132 7.130
101-28 Yield 7.118 7.118 7.118 7.117 7.116 7.114
102-00 Yield 7.102 7.102 7.102 7.101 7.100 7.098
102-04 Yield 7.086 7.086 7.086 7.085 7.084 7.082
102-08 Yield 7.070 7.070 7.070 7.069 7.068 7.066
- -----------------------------------------------------------------------------------------------------------------------------------
102-12 Yield 7.054 7.054 7.054 7.053 7.052 7.049
- -----------------------------------------------------------------------------------------------------------------------------------
AvgLife 11.696 11.692 11.692 11.662 11.611 11.447
Window 03/09-04/09 03/09-03/09 03/09-03/09 02/09-03/09 01/09-03/09 12/08-01/09
PrincLoss %
----------------------------------------------------------------------------------------------------------------------
</TABLE>
(1) Prepay: 0CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3,
Severity: 40, MLiq: 12, AdvPi, >> Group 1: Balloon: 100% extended for 24
Mos. >> Group OTHER:Ballon: 100% extended for 0 mos.
(2) Prepay: 2CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3,
Severity: 40, MLiq: 12, AdvPi, >> Group 1: Balloon: 100% extended for 24
Mos. >> Group OTHER:Ballon: 100% extended for 0 mos.
(3) Prepay: 4CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3,
Severity: 40, MLiq: 12, AdvPi, >> Group 1: Balloon: 100% extended for 24
Mos. >> Group OTHER:Ballon: 100% extended for 0 mos.
(4) Prepay: 8CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3,
Severity: 40, MLiq: 12, AdvPi, >> Group 1: Balloon: 100% extended for 24
Mos. >> Group OTHER:Ballon: 100% extended for 0 mos.
(5) Prepay: 10CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3,
Severity: 40, MLiq: 12, AdvPi, >> Group 1: Balloon: 100% extended for 24
Mos. >> Group OTHER:Ballon: 100% extended for 0 mos.
(6) Prepay: 20CPR >> Pnlty: YMCpr: 0, LOCpr: 0, >> Default Model: CDR, 3,
Severity: 40, MLiq: 12, AdvPi, >> Group 1: Balloon: 100% extended for 24
Mos. >> Group OTHER:Ballon: 100% extended for 0 mos.
* Extended all loans with LTV => 60% by 2 years
YIELD MAINTENANCE TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1420 5.2310 5.6200 6.0210 6.1700 6.2490 6.3290 6.3900 6.4510 6.7790
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
TREASURY CURVE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
Term 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 7 Yr 10 Yr 30 Yr
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yield 5.1880 5.2670 5.6680 6.0840 6.2360 6.3070 6.3780 6.4380 6.4980 6.7970
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 68
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 1
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING A1
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 0] 19970617 147300000.00
[ 1] 19970717 146771328.70 826107.50 6.730000 528671.30 0.00
[ 2] 19970817 146253146.26 823142.54 6.730000 518182.43 0.00
[ 3] 19970917 145731205.62 820236.40 6.730000 521940.65 0.00
[ 4] 19971017 145191175.76 817309.18 6.730000 540029.86 0.00
[ 5] 19971117 144661529.69 814280.51 6.730000 529646.07 0.00
[ 6] 19971217 144113754.86 811310.08 6.730000 547774.82 0.00
[ 7] 19980117 143576291.10 808237.98 6.730000 537463.76 0.00
[ 8] 19980217 143034929.02 805223.70 6.730000 541362.08 0.00
[ 9] 19980317 142446848.78 802187.56 6.730000 588080.24 0.00
[ 10] 19980417 141897285.08 798889.41 6.730000 549563.70 0.00
[ 11] 19980517 141329495.22 795807.27 6.730000 567789.86 0.00
[ 12] 19980617 140771823.56 792622.92 6.730000 557671.66 0.00
[ 13] 19980717 140195884.22 789495.31 6.730000 575939.35 0.00
[ 14] 19980817 139629986.46 786265.25 6.730000 565897.76 0.00
[ 15] 19980917 139059983.70 783091.51 6.730000 570002.76 0.00
[ 16] 19981017 138471648.50 779894.74 6.730000 588335.20 0.00
[ 17] 19981117 137893239.95 776595.16 6.730000 578408.55 0.00
[ 18] 19981217 137296455.88 773351.25 6.730000 596784.07 0.00
[ 19] 19990117 136709519.04 770004.29 6.730000 586936.83 0.00
[ 20] 19990217 136118324.31 766712.55 6.730000 591194.73 0.00
[ 21] 19990317 135480379.32 763396.94 6.730000 637945.00 0.00
[ 22] 19990417 134880258.40 759819.13 6.730000 600120.92 0.00
[ 23] 19990517 134261655.44 756453.45 6.730000 618602.96 0.00
[ 24] 19990617 133652689.78 752984.12 6.730000 608965.66 0.00
[ 25] 19990717 133025196.82 749568.84 6.730000 627492.96 0.00
[ 26] 19990817 132407257.51 746049.65 6.730000 617939.31 0.00
[ 27] 19990917 131784834.93 742584.04 6.730000 622422.58 0.00
[ 28] 19991017 131143814.62 739093.28 6.730000 641020.31 0.00
[ 29] 19991117 130512222.28 735498.23 6.730000 631592.34 0.00
[ 30] 19991217 129861985.27 731956.05 6.730000 650237.01 0.00
[ 31] 20000117 129221089.52 728309.30 6.730000 640895.75 0.00
[ 32] 20000217 128575543.64 724714.94 6.730000 645545.88 0.00
[ 33] 20000317 127897246.32 721094.51 6.730000 678297.31 0.00
[ 34] 20000417 127242088.77 717290.39 6.730000 655157.56 0.00
[ 35] 20000517 126568167.47 713616.05 6.730000 673921.30 0.00
[ 36] 20000617 125903363.02 709836.47 6.730000 664804.45 0.00
[ 37] 20000717 125219745.47 706108.03 6.730000 683617.55 0.00
[ 38] 20000817 124545153.51 702274.07 6.730000 674591.96 0.00
[ 39] 20000917 117347935.82 698490.74 6.730000 7197217.69 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 0] 19970617
[ 1] 19970717 528671.30 1354778.80 0.00 0.00 0.00 0.00
[ 2] 19970817 518182.43 1341324.97 0.00 0.00 0.00 0.00
[ 3] 19970917 521940.65 1342177.04 0.00 0.00 0.00 0.00
[ 4] 19971017 540029.86 1357339.04 0.00 0.00 0.00 0.00
[ 5] 19971117 529646.07 1343926.58 0.00 0.00 0.00 0.00
[ 6] 19971217 547774.82 1359084.90 0.00 0.00 0.00 0.00
[ 7] 19980117 537463.76 1345701.74 0.00 0.00 0.00 0.00
[ 8] 19980217 541362.08 1346585.78 0.00 0.00 0.00 0.00
[ 9] 19980317 588080.24 1390267.80 0.00 0.00 0.00 0.00
[ 10] 19980417 549563.70 1348453.11 0.00 0.00 0.00 0.00
[ 11] 19980517 567789.86 1363597.13 0.00 0.00 0.00 0.00
[ 12] 19980617 557671.66 1350294.58 0.00 0.00 0.00 0.00
[ 13] 19980717 575939.35 1365434.66 0.00 0.00 0.00 0.00
[ 14] 19980817 565897.76 1352163.02 0.00 0.00 0.00 0.00
[ 15] 19980917 570002.76 1353094.26 0.00 0.00 0.00 0.00
[ 16] 19981017 588335.20 1368229.94 0.00 0.00 0.00 0.00
[ 17] 19981117 578408.55 1355003.71 0.00 0.00 0.00 0.00
[ 18] 19981217 596784.07 1370135.33 0.00 0.00 0.00 0.00
[ 19] 19990117 586936.83 1356941.12 0.00 0.00 0.00 0.00
[ 20] 19990217 591194.73 1357907.28 0.00 0.00 0.00 0.00
[ 21] 19990317 637945.00 1401341.93 0.00 0.00 0.00 0.00
[ 22] 19990417 600120.92 1359940.05 0.00 0.00 0.00 0.00
[ 23] 19990517 618602.96 1375056.41 0.00 0.00 0.00 0.00
[ 24] 19990617 608965.66 1361949.78 0.00 0.00 0.00 0.00
[ 25] 19990717 627492.96 1377061.79 0.00 0.00 0.00 0.00
[ 26] 19990817 617939.31 1363988.96 0.00 0.00 0.00 0.00
[ 27] 19990917 622422.58 1365006.62 0.00 0.00 0.00 0.00
[ 28] 19991017 641020.31 1380113.59 0.00 0.00 0.00 0.00
[ 29] 19991117 631592.34 1367090.57 0.00 0.00 0.00 0.00
[ 30] 19991217 650237.01 1382193.06 0.00 0.00 0.00 0.00
[ 31] 20000117 640895.75 1369205.05 0.00 0.00 0.00 0.00
[ 32] 20000217 645545.88 1370260.82 0.00 0.00 0.00 0.00
[ 33] 20000317 678297.31 1399391.82 0.00 0.00 0.00 0.00
[ 34] 20000417 655157.56 1372447.95 0.00 0.00 0.00 0.00
[ 35] 20000517 673921.30 1387537.35 0.00 0.00 0.00 0.00
[ 36] 20000617 664804.45 1374640.92 0.00 0.00 0.00 0.00
[ 37] 20000717 683617.55 1389725.58 0.00 0.00 0.00 0.00
[ 38] 20000817 674591.96 1376866.03 0.00 0.00 0.00 0.00
[ 39] 20000917 7197217.69 7895708.43 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 69
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 2
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING A1
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 40] 20001017 116659530.35 658126.34 6.730000 688405.47 0.00
[ 41] 20001117 115980086.52 654265.53 6.730000 679443.82 0.00
[ 42] 20001217 115281775.62 650454.99 6.730000 698310.90 0.00
[ 43] 20010117 114592332.86 646538.62 6.730000 689442.76 0.00
[ 44] 20010217 113897887.95 642672.00 6.730000 694444.91 0.00
[ 45] 20010317 113156685.26 638777.32 6.730000 741202.69 0.00
[ 46] 20010417 112451814.89 634620.41 6.730000 704870.38 0.00
[ 47] 20010517 111727952.81 630667.26 6.730000 723862.08 0.00
[ 48] 20010617 111012712.88 626607.60 6.730000 715239.93 0.00
[ 49] 20010717 110278428.58 622596.30 6.730000 734284.30 0.00
[ 50] 20010817 109552667.97 618478.19 6.730000 725760.62 0.00
[ 51] 20010917 106202269.07 614407.88 6.730000 3350398.89 0.00
[ 52] 20011017 105455929.24 595617.73 6.730000 746339.84 0.00
[ 53] 20011117 104717993.79 591432.00 6.730000 737935.45 0.00
[ 54] 20011217 103960906.92 587293.42 6.730000 757086.87 0.00
[ 55] 20020117 91792455.88 583047.42 6.730000 12168451.03 0.00
[ 56] 20020217 91049322.76 514802.69 6.730000 743133.13 0.00
[ 57] 20020317 90259504.94 510634.95 6.730000 789817.81 0.00
[ 58] 20020417 89505237.50 506205.39 6.730000 754267.44 0.00
[ 59] 20020517 88731763.09 501975.21 6.730000 773474.41 0.00
[ 60] 20020617 87966404.76 497637.30 6.730000 765358.33 0.00
[ 61] 20020717 87181783.66 493344.92 6.730000 784621.11 0.00
[ 62] 20020817 86405172.74 488944.50 6.730000 776610.91 0.00
[ 63] 20020917 85622925.15 484589.01 6.730000 782247.59 0.00
[ 64] 20021017 84821328.27 480201.91 6.730000 801596.88 0.00
[ 65] 20021117 84027581.88 475706.28 6.730000 793746.39 0.00
[ 66] 20021217 83214428.32 471254.69 6.730000 813153.56 0.00
[ 67] 20030117 82409015.48 466694.25 6.730000 805412.84 0.00
[ 68] 20030217 81597756.53 462177.23 6.730000 811258.95 0.00
[ 69] 20030317 80739784.30 457627.42 6.730000 857972.23 0.00
[ 70] 20030417 79916400.11 452815.62 6.730000 823384.19 0.00
[ 71] 20030517 79073464.15 448197.81 6.730000 842935.96 0.00
[ 72] 20030617 78237981.37 443470.34 6.730000 835482.79 0.00
[ 73] 20030717 77382885.99 438784.68 6.730000 855095.38 0.00
[ 74] 20030817 44725283.11 433989.02 6.730000 32657602.87 0.00
[ 75] 20030917 25800952.43 250834.30 6.730000 18924330.68 0.00
[ 76] 20031017 21900896.35 144700.34 6.730000 3900056.07 0.00
[ 77] 20031117 21086500.07 122827.53 6.730000 814396.29 0.00
[ 78] 20031217 11193513.60 118260.12 6.730000 9892986.46 0.00
[ 79] 20040117 10377768.73 62776.96 6.730000 815744.88 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 40] 20001017 688405.47 1346531.81 0.00 0.00 0.00 0.00
[ 41] 20001117 679443.82 1333709.36 0.00 0.00 0.00 0.00
[ 42] 20001217 698310.90 1348765.88 0.00 0.00 0.00 0.00
[ 43] 20010117 689442.76 1335981.39 0.00 0.00 0.00 0.00
[ 44] 20010217 694444.91 1337116.91 0.00 0.00 0.00 0.00
[ 45] 20010317 741202.69 1379980.01 0.00 0.00 0.00 0.00
[ 46] 20010417 704870.38 1339490.79 0.00 0.00 0.00 0.00
[ 47] 20010517 723862.08 1354529.34 0.00 0.00 0.00 0.00
[ 48] 20010617 715239.93 1341847.53 0.00 0.00 0.00 0.00
[ 49] 20010717 734284.30 1356880.59 0.00 0.00 0.00 0.00
[ 50] 20010817 725760.62 1344238.80 0.00 0.00 0.00 0.00
[ 51] 20010917 3350398.89 3964806.77 0.00 0.00 0.00 0.00
[ 52] 20011017 746339.84 1341957.56 0.00 0.00 0.00 0.00
[ 53] 20011117 737935.45 1329367.45 0.00 0.00 0.00 0.00
[ 54] 20011217 757086.87 1344380.29 0.00 0.00 0.00 0.00
[ 55] 20020117 12168451.03 12751498.45 0.00 0.00 0.00 0.00
[ 56] 20020217 743133.13 1257935.82 0.00 0.00 0.00 0.00
[ 57] 20020317 789817.81 1300452.77 0.00 0.00 0.00 0.00
[ 58] 20020417 754267.44 1260472.83 0.00 0.00 0.00 0.00
[ 59] 20020517 773474.41 1275449.62 0.00 0.00 0.00 0.00
[ 60] 20020617 765358.33 1262995.64 0.00 0.00 0.00 0.00
[ 61] 20020717 784621.11 1277966.03 0.00 0.00 0.00 0.00
[ 62] 20020817 776610.91 1265555.41 0.00 0.00 0.00 0.00
[ 63] 20020917 782247.59 1266836.60 0.00 0.00 0.00 0.00
[ 64] 20021017 801596.88 1281798.78 0.00 0.00 0.00 0.00
[ 65] 20021117 793746.39 1269452.68 0.00 0.00 0.00 0.00
[ 66] 20021217 813153.56 1284408.25 0.00 0.00 0.00 0.00
[ 67] 20030117 805412.84 1272107.09 0.00 0.00 0.00 0.00
[ 68] 20030217 811258.95 1273436.18 0.00 0.00 0.00 0.00
[ 69] 20030317 857972.23 1315599.64 0.00 0.00 0.00 0.00
[ 70] 20030417 823384.19 1276199.81 0.00 0.00 0.00 0.00
[ 71] 20030517 842935.96 1291133.77 0.00 0.00 0.00 0.00
[ 72] 20030617 835482.79 1278953.13 0.00 0.00 0.00 0.00
[ 73] 20030717 855095.38 1293880.06 0.00 0.00 0.00 0.00
[ 74] 20030817 32657602.87 33091591.89 0.00 0.00 0.00 0.00
[ 75] 20030917 18924330.68 19175164.98 0.00 0.00 0.00 0.00
[ 76] 20031017 3900056.07 4044756.42 0.00 0.00 0.00 0.00
[ 77] 20031117 814396.29 937223.82 0.00 0.00 0.00 0.00
[ 78] 20031217 9892986.46 10011246.59 0.00 0.00 0.00 0.00
[ 79] 20040117 815744.88 878521.83 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 70
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 3
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING A1
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 80] 20040217 5518627.89 58201.99 6.730000 4859140.83 0.00
[ 81] 20040317 4686562.48 30950.30 6.730000 832065.41 0.00
[ 82] 20040417 3860337.37 26283.80 6.730000 826225.11 0.00
[ 83] 20040517 694429.61 21650.06 6.730000 3165907.76 0.00
[ 84] 20040617 139365.67 3894.59 6.730000 555063.94 0.00
[ 85] 20040717 0.00 781.61 6.730000 139365.67 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 80] 20040217 4859140.83 4917342.82 0.00 0.00 0.00 0.00
[ 81] 20040317 832065.41 863015.72 0.00 0.00 0.00 0.00
[ 82] 20040417 826225.11 852508.92 0.00 0.00 0.00 0.00
[ 83] 20040517 3165907.76 3187557.82 0.00 0.00 0.00 0.00
[ 84] 20040617 555063.94 558958.53 0.00 0.00 0.00 0.00
[ 85] 20040717 139365.67 140147.28 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 71
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 4
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING A2
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 0] 19970617 40000000.00
[ 1] 19970717 40000000.00 239333.33 7.180000 0.00 0.00
[ 2] 19970817 40000000.00 239333.33 7.180000 0.00 0.00
[ 3] 19970917 40000000.00 239333.33 7.180000 0.00 0.00
[ 4] 19971017 40000000.00 239333.33 7.180000 0.00 0.00
[ 5] 19971117 40000000.00 239333.33 7.180000 0.00 0.00
[ 6] 19971217 40000000.00 239333.33 7.180000 0.00 0.00
[ 7] 19980117 40000000.00 239333.33 7.180000 0.00 0.00
[ 8] 19980217 40000000.00 239333.33 7.180000 0.00 0.00
[ 9] 19980317 40000000.00 239333.33 7.180000 0.00 0.00
[ 10] 19980417 40000000.00 239333.33 7.180000 0.00 0.00
[ 11] 19980517 40000000.00 239333.33 7.180000 0.00 0.00
[ 12] 19980617 40000000.00 239333.33 7.180000 0.00 0.00
[ 13] 19980717 40000000.00 239333.33 7.180000 0.00 0.00
[ 14] 19980817 40000000.00 239333.33 7.180000 0.00 0.00
[ 15] 19980917 40000000.00 239333.33 7.180000 0.00 0.00
[ 16] 19981017 40000000.00 239333.33 7.180000 0.00 0.00
[ 17] 19981117 40000000.00 239333.33 7.180000 0.00 0.00
[ 18] 19981217 40000000.00 239333.33 7.180000 0.00 0.00
[ 19] 19990117 40000000.00 239333.33 7.180000 0.00 0.00
[ 20] 19990217 40000000.00 239333.33 7.180000 0.00 0.00
[ 21] 19990317 40000000.00 239333.33 7.180000 0.00 0.00
[ 22] 19990417 40000000.00 239333.33 7.180000 0.00 0.00
[ 23] 19990517 40000000.00 239333.33 7.180000 0.00 0.00
[ 24] 19990617 40000000.00 239333.33 7.180000 0.00 0.00
[ 25] 19990717 40000000.00 239333.33 7.180000 0.00 0.00
[ 26] 19990817 40000000.00 239333.33 7.180000 0.00 0.00
[ 27] 19990917 40000000.00 239333.33 7.180000 0.00 0.00
[ 28] 19991017 40000000.00 239333.33 7.180000 0.00 0.00
[ 29] 19991117 40000000.00 239333.33 7.180000 0.00 0.00
[ 30] 19991217 40000000.00 239333.33 7.180000 0.00 0.00
[ 31] 20000117 40000000.00 239333.33 7.180000 0.00 0.00
[ 32] 20000217 40000000.00 239333.33 7.180000 0.00 0.00
[ 33] 20000317 40000000.00 239333.33 7.180000 0.00 0.00
[ 34] 20000417 40000000.00 239333.33 7.180000 0.00 0.00
[ 35] 20000517 40000000.00 239333.33 7.180000 0.00 0.00
[ 36] 20000617 40000000.00 239333.33 7.180000 0.00 0.00
[ 37] 20000717 40000000.00 239333.33 7.180000 0.00 0.00
[ 38] 20000817 40000000.00 239333.33 7.180000 0.00 0.00
[ 39] 20000917 40000000.00 239333.33 7.180000 0.00 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 0] 19970617
[ 1] 19970717 0.00 239333.33 0.00 0.00 0.00 0.00
[ 2] 19970817 0.00 239333.33 0.00 0.00 0.00 0.00
[ 3] 19970917 0.00 239333.33 0.00 0.00 0.00 0.00
[ 4] 19971017 0.00 239333.33 0.00 0.00 0.00 0.00
[ 5] 19971117 0.00 239333.33 0.00 0.00 0.00 0.00
[ 6] 19971217 0.00 239333.33 0.00 0.00 0.00 0.00
[ 7] 19980117 0.00 239333.33 0.00 0.00 0.00 0.00
[ 8] 19980217 0.00 239333.33 0.00 0.00 0.00 0.00
[ 9] 19980317 0.00 239333.33 0.00 0.00 0.00 0.00
[ 10] 19980417 0.00 239333.33 0.00 0.00 0.00 0.00
[ 11] 19980517 0.00 239333.33 0.00 0.00 0.00 0.00
[ 12] 19980617 0.00 239333.33 0.00 0.00 0.00 0.00
[ 13] 19980717 0.00 239333.33 0.00 0.00 0.00 0.00
[ 14] 19980817 0.00 239333.33 0.00 0.00 0.00 0.00
[ 15] 19980917 0.00 239333.33 0.00 0.00 0.00 0.00
[ 16] 19981017 0.00 239333.33 0.00 0.00 0.00 0.00
[ 17] 19981117 0.00 239333.33 0.00 0.00 0.00 0.00
[ 18] 19981217 0.00 239333.33 0.00 0.00 0.00 0.00
[ 19] 19990117 0.00 239333.33 0.00 0.00 0.00 0.00
[ 20] 19990217 0.00 239333.33 0.00 0.00 0.00 0.00
[ 21] 19990317 0.00 239333.33 0.00 0.00 0.00 0.00
[ 22] 19990417 0.00 239333.33 0.00 0.00 0.00 0.00
[ 23] 19990517 0.00 239333.33 0.00 0.00 0.00 0.00
[ 24] 19990617 0.00 239333.33 0.00 0.00 0.00 0.00
[ 25] 19990717 0.00 239333.33 0.00 0.00 0.00 0.00
[ 26] 19990817 0.00 239333.33 0.00 0.00 0.00 0.00
[ 27] 19990917 0.00 239333.33 0.00 0.00 0.00 0.00
[ 28] 19991017 0.00 239333.33 0.00 0.00 0.00 0.00
[ 29] 19991117 0.00 239333.33 0.00 0.00 0.00 0.00
[ 30] 19991217 0.00 239333.33 0.00 0.00 0.00 0.00
[ 31] 20000117 0.00 239333.33 0.00 0.00 0.00 0.00
[ 32] 20000217 0.00 239333.33 0.00 0.00 0.00 0.00
[ 33] 20000317 0.00 239333.33 0.00 0.00 0.00 0.00
[ 34] 20000417 0.00 239333.33 0.00 0.00 0.00 0.00
[ 35] 20000517 0.00 239333.33 0.00 0.00 0.00 0.00
[ 36] 20000617 0.00 239333.33 0.00 0.00 0.00 0.00
[ 37] 20000717 0.00 239333.33 0.00 0.00 0.00 0.00
[ 38] 20000817 0.00 239333.33 0.00 0.00 0.00 0.00
[ 39] 20000917 0.00 239333.33 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 72
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 5
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING A2
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 40] 20001017 40000000.00 239333.33 7.180000 0.00 0.00
[ 41] 20001117 40000000.00 239333.33 7.180000 0.00 0.00
[ 42] 20001217 40000000.00 239333.33 7.180000 0.00 0.00
[ 43] 20010117 40000000.00 239333.33 7.180000 0.00 0.00
[ 44] 20010217 40000000.00 239333.33 7.180000 0.00 0.00
[ 45] 20010317 40000000.00 239333.33 7.180000 0.00 0.00
[ 46] 20010417 40000000.00 239333.33 7.180000 0.00 0.00
[ 47] 20010517 40000000.00 239333.33 7.180000 0.00 0.00
[ 48] 20010617 40000000.00 239333.33 7.180000 0.00 0.00
[ 49] 20010717 40000000.00 239333.33 7.180000 0.00 0.00
[ 50] 20010817 40000000.00 239333.33 7.180000 0.00 0.00
[ 51] 20010917 40000000.00 239333.33 7.180000 0.00 0.00
[ 52] 20011017 40000000.00 239333.33 7.180000 0.00 0.00
[ 53] 20011117 40000000.00 239333.33 7.180000 0.00 0.00
[ 54] 20011217 40000000.00 239333.33 7.180000 0.00 0.00
[ 55] 20020117 40000000.00 239333.33 7.180000 0.00 0.00
[ 56] 20020217 40000000.00 239333.33 7.180000 0.00 0.00
[ 57] 20020317 40000000.00 239333.33 7.180000 0.00 0.00
[ 58] 20020417 40000000.00 239333.33 7.180000 0.00 0.00
[ 59] 20020517 40000000.00 239333.33 7.180000 0.00 0.00
[ 60] 20020617 40000000.00 239333.33 7.180000 0.00 0.00
[ 61] 20020717 40000000.00 239333.33 7.180000 0.00 0.00
[ 62] 20020817 40000000.00 239333.33 7.180000 0.00 0.00
[ 63] 20020917 40000000.00 239333.33 7.180000 0.00 0.00
[ 64] 20021017 40000000.00 239333.33 7.180000 0.00 0.00
[ 65] 20021117 40000000.00 239333.33 7.180000 0.00 0.00
[ 66] 20021217 40000000.00 239333.33 7.180000 0.00 0.00
[ 67] 20030117 40000000.00 239333.33 7.180000 0.00 0.00
[ 68] 20030217 40000000.00 239333.33 7.180000 0.00 0.00
[ 69] 20030317 40000000.00 239333.33 7.180000 0.00 0.00
[ 70] 20030417 40000000.00 239333.33 7.180000 0.00 0.00
[ 71] 20030517 40000000.00 239333.33 7.180000 0.00 0.00
[ 72] 20030617 40000000.00 239333.33 7.180000 0.00 0.00
[ 73] 20030717 40000000.00 239333.33 7.180000 0.00 0.00
[ 74] 20030817 40000000.00 239333.33 7.180000 0.00 0.00
[ 75] 20030917 40000000.00 239333.33 7.180000 0.00 0.00
[ 76] 20031017 40000000.00 239333.33 7.180000 0.00 0.00
[ 77] 20031117 40000000.00 239333.33 7.180000 0.00 0.00
[ 78] 20031217 40000000.00 239333.33 7.180000 0.00 0.00
[ 79] 20040117 40000000.00 239333.33 7.180000 0.00 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 40] 20001017 0.00 239333.33 0.00 0.00 0.00 0.00
[ 41] 20001117 0.00 239333.33 0.00 0.00 0.00 0.00
[ 42] 20001217 0.00 239333.33 0.00 0.00 0.00 0.00
[ 43] 20010117 0.00 239333.33 0.00 0.00 0.00 0.00
[ 44] 20010217 0.00 239333.33 0.00 0.00 0.00 0.00
[ 45] 20010317 0.00 239333.33 0.00 0.00 0.00 0.00
[ 46] 20010417 0.00 239333.33 0.00 0.00 0.00 0.00
[ 47] 20010517 0.00 239333.33 0.00 0.00 0.00 0.00
[ 48] 20010617 0.00 239333.33 0.00 0.00 0.00 0.00
[ 49] 20010717 0.00 239333.33 0.00 0.00 0.00 0.00
[ 50] 20010817 0.00 239333.33 0.00 0.00 0.00 0.00
[ 51] 20010917 0.00 239333.33 0.00 0.00 0.00 0.00
[ 52] 20011017 0.00 239333.33 0.00 0.00 0.00 0.00
[ 53] 20011117 0.00 239333.33 0.00 0.00 0.00 0.00
[ 54] 20011217 0.00 239333.33 0.00 0.00 0.00 0.00
[ 55] 20020117 0.00 239333.33 0.00 0.00 0.00 0.00
[ 56] 20020217 0.00 239333.33 0.00 0.00 0.00 0.00
[ 57] 20020317 0.00 239333.33 0.00 0.00 0.00 0.00
[ 58] 20020417 0.00 239333.33 0.00 0.00 0.00 0.00
[ 59] 20020517 0.00 239333.33 0.00 0.00 0.00 0.00
[ 60] 20020617 0.00 239333.33 0.00 0.00 0.00 0.00
[ 61] 20020717 0.00 239333.33 0.00 0.00 0.00 0.00
[ 62] 20020817 0.00 239333.33 0.00 0.00 0.00 0.00
[ 63] 20020917 0.00 239333.33 0.00 0.00 0.00 0.00
[ 64] 20021017 0.00 239333.33 0.00 0.00 0.00 0.00
[ 65] 20021117 0.00 239333.33 0.00 0.00 0.00 0.00
[ 66] 20021217 0.00 239333.33 0.00 0.00 0.00 0.00
[ 67] 20030117 0.00 239333.33 0.00 0.00 0.00 0.00
[ 68] 20030217 0.00 239333.33 0.00 0.00 0.00 0.00
[ 69] 20030317 0.00 239333.33 0.00 0.00 0.00 0.00
[ 70] 20030417 0.00 239333.33 0.00 0.00 0.00 0.00
[ 71] 20030517 0.00 239333.33 0.00 0.00 0.00 0.00
[ 72] 20030617 0.00 239333.33 0.00 0.00 0.00 0.00
[ 73] 20030717 0.00 239333.33 0.00 0.00 0.00 0.00
[ 74] 20030817 0.00 239333.33 0.00 0.00 0.00 0.00
[ 75] 20030917 0.00 239333.33 0.00 0.00 0.00 0.00
[ 76] 20031017 0.00 239333.33 0.00 0.00 0.00 0.00
[ 77] 20031117 0.00 239333.33 0.00 0.00 0.00 0.00
[ 78] 20031217 0.00 239333.33 0.00 0.00 0.00 0.00
[ 79] 20040117 0.00 239333.33 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 73
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 6
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING A2
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 80] 20040217 40000000.00 239333.33 7.180000 0.00 0.00
[ 81] 20040317 40000000.00 239333.33 7.180000 0.00 0.00
[ 82] 20040417 40000000.00 239333.33 7.180000 0.00 0.00
[ 83] 20040517 40000000.00 239333.33 7.180000 0.00 0.00
[ 84] 20040617 40000000.00 239333.33 7.180000 0.00 0.00
[ 85] 20040717 39574309.91 239333.33 7.180000 425690.09 0.00
[ 86] 20040817 39011014.03 236786.29 7.180000 563295.88 0.00
[ 87] 20040917 38443579.17 233415.90 7.180000 567434.86 0.00
[ 88] 20041017 37866082.58 230020.75 7.180000 577496.58 0.00
[ 89] 20041117 37290233.08 226565.39 7.180000 575849.50 0.00
[ 90] 20041217 36704274.76 223119.89 7.180000 585958.32 0.00
[ 91] 20050117 36119886.34 219613.91 7.180000 584388.42 0.00
[ 92] 20050217 35531203.61 216117.32 7.180000 588682.73 0.00
[ 93] 20050317 34920628.77 212595.03 7.180000 610574.84 0.00
[ 94] 20050417 34323128.07 208941.76 7.180000 597500.70 0.00
[ 95] 20050517 33715399.41 205366.72 7.180000 607728.66 0.00
[ 96] 20050617 33109039.96 201730.47 7.180000 606359.44 0.00
[ 97] 20050717 32492403.01 198102.42 7.180000 616636.95 0.00
[ 98] 20050817 31877053.98 194412.88 7.180000 615349.04 0.00
[ 99] 20050917 31257182.59 190731.04 7.180000 619871.39 0.00
[100] 20051017 30626957.45 187022.14 7.180000 630225.14 0.00
[101] 20051117 29997896.89 183251.30 7.180000 629060.57 0.00
[102] 20051217 29358431.16 179487.42 7.180000 639465.73 0.00
[103] 20060117 28720045.67 175661.28 7.180000 638385.49 0.00
[104] 20060217 28076968.16 171841.61 7.180000 643077.51 0.00
[105] 20060317 26121323.60 167993.86 7.180000 1955644.56 0.00
[106] 20060417 18008114.11 156292.59 7.180000 8113209.49 0.00
[107] 20060517 14070410.23 107748.55 7.180000 3937703.88 0.00
[108] 20060617 13429860.99 84187.95 7.180000 640549.25 0.00
[109] 20060717 4546772.89 80355.33 7.180000 8883088.10 0.00
[110] 20060817 1091027.70 27204.86 7.180000 3455745.19 0.00
[111] 20060917 0.00 6527.98 7.180000 1091027.70 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 80] 20040217 0.00 239333.33 0.00 0.00 0.00 0.00
[ 81] 20040317 0.00 239333.33 0.00 0.00 0.00 0.00
[ 82] 20040417 0.00 239333.33 0.00 0.00 0.00 0.00
[ 83] 20040517 0.00 239333.33 0.00 0.00 0.00 0.00
[ 84] 20040617 0.00 239333.33 0.00 0.00 0.00 0.00
[ 85] 20040717 425690.09 665023.42 0.00 0.00 0.00 0.00
[ 86] 20040817 563295.88 800082.17 0.00 0.00 0.00 0.00
[ 87] 20040917 567434.86 800850.76 0.00 0.00 0.00 0.00
[ 88] 20041017 577496.58 807517.33 0.00 0.00 0.00 0.00
[ 89] 20041117 575849.50 802414.90 0.00 0.00 0.00 0.00
[ 90] 20041217 585958.32 809078.21 0.00 0.00 0.00 0.00
[ 91] 20050117 584388.42 804002.33 0.00 0.00 0.00 0.00
[ 92] 20050217 588682.73 804800.05 0.00 0.00 0.00 0.00
[ 93] 20050317 610574.84 823169.87 0.00 0.00 0.00 0.00
[ 94] 20050417 597500.70 806442.47 0.00 0.00 0.00 0.00
[ 95] 20050517 607728.66 813095.38 0.00 0.00 0.00 0.00
[ 96] 20050617 606359.44 808089.92 0.00 0.00 0.00 0.00
[ 97] 20050717 616636.95 814739.37 0.00 0.00 0.00 0.00
[ 98] 20050817 615349.04 809761.91 0.00 0.00 0.00 0.00
[ 99] 20050917 619871.39 810602.43 0.00 0.00 0.00 0.00
[100] 20051017 630225.14 817247.28 0.00 0.00 0.00 0.00
[101] 20051117 629060.57 812311.86 0.00 0.00 0.00 0.00
[102] 20051217 639465.73 818953.14 0.00 0.00 0.00 0.00
[103] 20060117 638385.49 814046.77 0.00 0.00 0.00 0.00
[104] 20060217 643077.51 814919.12 0.00 0.00 0.00 0.00
[105] 20060317 1955644.56 2123638.42 0.00 0.00 0.00 0.00
[106] 20060417 8113209.49 8269502.08 0.00 0.00 0.00 0.00
[107] 20060517 3937703.88 4045452.43 0.00 0.00 0.00 0.00
[108] 20060617 640549.25 724737.20 0.00 0.00 0.00 0.00
[109] 20060717 8883088.10 8963443.43 0.00 0.00 0.00 0.00
[110] 20060817 3455745.19 3482950.05 0.00 0.00 0.00 0.00
[111] 20060917 1091027.70 1097555.68 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 74
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 7
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING A3
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 0] 19970617 141558000.00
[ 1] 19970717 141558000.00 848168.35 7.190000 0.00 0.00
[ 2] 19970817 141558000.00 848168.35 7.190000 0.00 0.00
[ 3] 19970917 141558000.00 848168.35 7.190000 0.00 0.00
[ 4] 19971017 141558000.00 848168.35 7.190000 0.00 0.00
[ 5] 19971117 141558000.00 848168.35 7.190000 0.00 0.00
[ 6] 19971217 141558000.00 848168.35 7.190000 0.00 0.00
[ 7] 19980117 141558000.00 848168.35 7.190000 0.00 0.00
[ 8] 19980217 141558000.00 848168.35 7.190000 0.00 0.00
[ 9] 19980317 141558000.00 848168.35 7.190000 0.00 0.00
[ 10] 19980417 141558000.00 848168.35 7.190000 0.00 0.00
[ 11] 19980517 141558000.00 848168.35 7.190000 0.00 0.00
[ 12] 19980617 141558000.00 848168.35 7.190000 0.00 0.00
[ 13] 19980717 141558000.00 848168.35 7.190000 0.00 0.00
[ 14] 19980817 141558000.00 848168.35 7.190000 0.00 0.00
[ 15] 19980917 141558000.00 848168.35 7.190000 0.00 0.00
[ 16] 19981017 141558000.00 848168.35 7.190000 0.00 0.00
[ 17] 19981117 141558000.00 848168.35 7.190000 0.00 0.00
[ 18] 19981217 141558000.00 848168.35 7.190000 0.00 0.00
[ 19] 19990117 141558000.00 848168.35 7.190000 0.00 0.00
[ 20] 19990217 141558000.00 848168.35 7.190000 0.00 0.00
[ 21] 19990317 141558000.00 848168.35 7.190000 0.00 0.00
[ 22] 19990417 141558000.00 848168.35 7.190000 0.00 0.00
[ 23] 19990517 141558000.00 848168.35 7.190000 0.00 0.00
[ 24] 19990617 141558000.00 848168.35 7.190000 0.00 0.00
[ 25] 19990717 141558000.00 848168.35 7.190000 0.00 0.00
[ 26] 19990817 141558000.00 848168.35 7.190000 0.00 0.00
[ 27] 19990917 141558000.00 848168.35 7.190000 0.00 0.00
[ 28] 19991017 141558000.00 848168.35 7.190000 0.00 0.00
[ 29] 19991117 141558000.00 848168.35 7.190000 0.00 0.00
[ 30] 19991217 141558000.00 848168.35 7.190000 0.00 0.00
[ 31] 20000117 141558000.00 848168.35 7.190000 0.00 0.00
[ 32] 20000217 141558000.00 848168.35 7.190000 0.00 0.00
[ 33] 20000317 141558000.00 848168.35 7.190000 0.00 0.00
[ 34] 20000417 141558000.00 848168.35 7.190000 0.00 0.00
[ 35] 20000517 141558000.00 848168.35 7.190000 0.00 0.00
[ 36] 20000617 141558000.00 848168.35 7.190000 0.00 0.00
[ 37] 20000717 141558000.00 848168.35 7.190000 0.00 0.00
[ 38] 20000817 141558000.00 848168.35 7.190000 0.00 0.00
[ 39] 20000917 141558000.00 848168.35 7.190000 0.00 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 0] 19970617
[ 1] 19970717 0.00 848168.35 0.00 0.00 0.00 0.00
[ 2] 19970817 0.00 848168.35 0.00 0.00 0.00 0.00
[ 3] 19970917 0.00 848168.35 0.00 0.00 0.00 0.00
[ 4] 19971017 0.00 848168.35 0.00 0.00 0.00 0.00
[ 5] 19971117 0.00 848168.35 0.00 0.00 0.00 0.00
[ 6] 19971217 0.00 848168.35 0.00 0.00 0.00 0.00
[ 7] 19980117 0.00 848168.35 0.00 0.00 0.00 0.00
[ 8] 19980217 0.00 848168.35 0.00 0.00 0.00 0.00
[ 9] 19980317 0.00 848168.35 0.00 0.00 0.00 0.00
[ 10] 19980417 0.00 848168.35 0.00 0.00 0.00 0.00
[ 11] 19980517 0.00 848168.35 0.00 0.00 0.00 0.00
[ 12] 19980617 0.00 848168.35 0.00 0.00 0.00 0.00
[ 13] 19980717 0.00 848168.35 0.00 0.00 0.00 0.00
[ 14] 19980817 0.00 848168.35 0.00 0.00 0.00 0.00
[ 15] 19980917 0.00 848168.35 0.00 0.00 0.00 0.00
[ 16] 19981017 0.00 848168.35 0.00 0.00 0.00 0.00
[ 17] 19981117 0.00 848168.35 0.00 0.00 0.00 0.00
[ 18] 19981217 0.00 848168.35 0.00 0.00 0.00 0.00
[ 19] 19990117 0.00 848168.35 0.00 0.00 0.00 0.00
[ 20] 19990217 0.00 848168.35 0.00 0.00 0.00 0.00
[ 21] 19990317 0.00 848168.35 0.00 0.00 0.00 0.00
[ 22] 19990417 0.00 848168.35 0.00 0.00 0.00 0.00
[ 23] 19990517 0.00 848168.35 0.00 0.00 0.00 0.00
[ 24] 19990617 0.00 848168.35 0.00 0.00 0.00 0.00
[ 25] 19990717 0.00 848168.35 0.00 0.00 0.00 0.00
[ 26] 19990817 0.00 848168.35 0.00 0.00 0.00 0.00
[ 27] 19990917 0.00 848168.35 0.00 0.00 0.00 0.00
[ 28] 19991017 0.00 848168.35 0.00 0.00 0.00 0.00
[ 29] 19991117 0.00 848168.35 0.00 0.00 0.00 0.00
[ 30] 19991217 0.00 848168.35 0.00 0.00 0.00 0.00
[ 31] 20000117 0.00 848168.35 0.00 0.00 0.00 0.00
[ 32] 20000217 0.00 848168.35 0.00 0.00 0.00 0.00
[ 33] 20000317 0.00 848168.35 0.00 0.00 0.00 0.00
[ 34] 20000417 0.00 848168.35 0.00 0.00 0.00 0.00
[ 35] 20000517 0.00 848168.35 0.00 0.00 0.00 0.00
[ 36] 20000617 0.00 848168.35 0.00 0.00 0.00 0.00
[ 37] 20000717 0.00 848168.35 0.00 0.00 0.00 0.00
[ 38] 20000817 0.00 848168.35 0.00 0.00 0.00 0.00
[ 39] 20000917 0.00 848168.35 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 75
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 8
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING A3
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 40] 20001017 141558000.00 848168.35 7.190000 0.00 0.00
[ 41] 20001117 141558000.00 848168.35 7.190000 0.00 0.00
[ 42] 20001217 141558000.00 848168.35 7.190000 0.00 0.00
[ 43] 20010117 141558000.00 848168.35 7.190000 0.00 0.00
[ 44] 20010217 141558000.00 848168.35 7.190000 0.00 0.00
[ 45] 20010317 141558000.00 848168.35 7.190000 0.00 0.00
[ 46] 20010417 141558000.00 848168.35 7.190000 0.00 0.00
[ 47] 20010517 141558000.00 848168.35 7.190000 0.00 0.00
[ 48] 20010617 141558000.00 848168.35 7.190000 0.00 0.00
[ 49] 20010717 141558000.00 848168.35 7.190000 0.00 0.00
[ 50] 20010817 141558000.00 848168.35 7.190000 0.00 0.00
[ 51] 20010917 141558000.00 848168.35 7.190000 0.00 0.00
[ 52] 20011017 141558000.00 848168.35 7.190000 0.00 0.00
[ 53] 20011117 141558000.00 848168.35 7.190000 0.00 0.00
[ 54] 20011217 141558000.00 848168.35 7.190000 0.00 0.00
[ 55] 20020117 141558000.00 848168.35 7.190000 0.00 0.00
[ 56] 20020217 141558000.00 848168.35 7.190000 0.00 0.00
[ 57] 20020317 141558000.00 848168.35 7.190000 0.00 0.00
[ 58] 20020417 141558000.00 848168.35 7.190000 0.00 0.00
[ 59] 20020517 141558000.00 848168.35 7.190000 0.00 0.00
[ 60] 20020617 141558000.00 848168.35 7.190000 0.00 0.00
[ 61] 20020717 141558000.00 848168.35 7.190000 0.00 0.00
[ 62] 20020817 141558000.00 848168.35 7.190000 0.00 0.00
[ 63] 20020917 141558000.00 848168.35 7.190000 0.00 0.00
[ 64] 20021017 141558000.00 848168.35 7.190000 0.00 0.00
[ 65] 20021117 141558000.00 848168.35 7.190000 0.00 0.00
[ 66] 20021217 141558000.00 848168.35 7.190000 0.00 0.00
[ 67] 20030117 141558000.00 848168.35 7.190000 0.00 0.00
[ 68] 20030217 141558000.00 848168.35 7.190000 0.00 0.00
[ 69] 20030317 141558000.00 848168.35 7.190000 0.00 0.00
[ 70] 20030417 141558000.00 848168.35 7.190000 0.00 0.00
[ 71] 20030517 141558000.00 848168.35 7.190000 0.00 0.00
[ 72] 20030617 141558000.00 848168.35 7.190000 0.00 0.00
[ 73] 20030717 141558000.00 848168.35 7.190000 0.00 0.00
[ 74] 20030817 141558000.00 848168.35 7.190000 0.00 0.00
[ 75] 20030917 141558000.00 848168.35 7.190000 0.00 0.00
[ 76] 20031017 141558000.00 848168.35 7.190000 0.00 0.00
[ 77] 20031117 141558000.00 848168.35 7.190000 0.00 0.00
[ 78] 20031217 141558000.00 848168.35 7.190000 0.00 0.00
[ 79] 20040117 141558000.00 848168.35 7.190000 0.00 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 40] 20001017 0.00 848168.35 0.00 0.00 0.00 0.00
[ 41] 20001117 0.00 848168.35 0.00 0.00 0.00 0.00
[ 42] 20001217 0.00 848168.35 0.00 0.00 0.00 0.00
[ 43] 20010117 0.00 848168.35 0.00 0.00 0.00 0.00
[ 44] 20010217 0.00 848168.35 0.00 0.00 0.00 0.00
[ 45] 20010317 0.00 848168.35 0.00 0.00 0.00 0.00
[ 46] 20010417 0.00 848168.35 0.00 0.00 0.00 0.00
[ 47] 20010517 0.00 848168.35 0.00 0.00 0.00 0.00
[ 48] 20010617 0.00 848168.35 0.00 0.00 0.00 0.00
[ 49] 20010717 0.00 848168.35 0.00 0.00 0.00 0.00
[ 50] 20010817 0.00 848168.35 0.00 0.00 0.00 0.00
[ 51] 20010917 0.00 848168.35 0.00 0.00 0.00 0.00
[ 52] 20011017 0.00 848168.35 0.00 0.00 0.00 0.00
[ 53] 20011117 0.00 848168.35 0.00 0.00 0.00 0.00
[ 54] 20011217 0.00 848168.35 0.00 0.00 0.00 0.00
[ 55] 20020117 0.00 848168.35 0.00 0.00 0.00 0.00
[ 56] 20020217 0.00 848168.35 0.00 0.00 0.00 0.00
[ 57] 20020317 0.00 848168.35 0.00 0.00 0.00 0.00
[ 58] 20020417 0.00 848168.35 0.00 0.00 0.00 0.00
[ 59] 20020517 0.00 848168.35 0.00 0.00 0.00 0.00
[ 60] 20020617 0.00 848168.35 0.00 0.00 0.00 0.00
[ 61] 20020717 0.00 848168.35 0.00 0.00 0.00 0.00
[ 62] 20020817 0.00 848168.35 0.00 0.00 0.00 0.00
[ 63] 20020917 0.00 848168.35 0.00 0.00 0.00 0.00
[ 64] 20021017 0.00 848168.35 0.00 0.00 0.00 0.00
[ 65] 20021117 0.00 848168.35 0.00 0.00 0.00 0.00
[ 66] 20021217 0.00 848168.35 0.00 0.00 0.00 0.00
[ 67] 20030117 0.00 848168.35 0.00 0.00 0.00 0.00
[ 68] 20030217 0.00 848168.35 0.00 0.00 0.00 0.00
[ 69] 20030317 0.00 848168.35 0.00 0.00 0.00 0.00
[ 70] 20030417 0.00 848168.35 0.00 0.00 0.00 0.00
[ 71] 20030517 0.00 848168.35 0.00 0.00 0.00 0.00
[ 72] 20030617 0.00 848168.35 0.00 0.00 0.00 0.00
[ 73] 20030717 0.00 848168.35 0.00 0.00 0.00 0.00
[ 74] 20030817 0.00 848168.35 0.00 0.00 0.00 0.00
[ 75] 20030917 0.00 848168.35 0.00 0.00 0.00 0.00
[ 76] 20031017 0.00 848168.35 0.00 0.00 0.00 0.00
[ 77] 20031117 0.00 848168.35 0.00 0.00 0.00 0.00
[ 78] 20031217 0.00 848168.35 0.00 0.00 0.00 0.00
[ 79] 20040117 0.00 848168.35 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 76
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 9
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING A3
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 80] 20040217 141558000.00 848168.35 7.190000 0.00 0.00
[ 81] 20040317 141558000.00 848168.35 7.190000 0.00 0.00
[ 82] 20040417 141558000.00 848168.35 7.190000 0.00 0.00
[ 83] 20040517 141558000.00 848168.35 7.190000 0.00 0.00
[ 84] 20040617 141558000.00 848168.35 7.190000 0.00 0.00
[ 85] 20040717 141558000.00 848168.35 7.190000 0.00 0.00
[ 86] 20040817 141558000.00 848168.35 7.190000 0.00 0.00
[ 87] 20040917 141558000.00 848168.35 7.190000 0.00 0.00
[ 88] 20041017 141558000.00 848168.35 7.190000 0.00 0.00
[ 89] 20041117 141558000.00 848168.35 7.190000 0.00 0.00
[ 90] 20041217 141558000.00 848168.35 7.190000 0.00 0.00
[ 91] 20050117 141558000.00 848168.35 7.190000 0.00 0.00
[ 92] 20050217 141558000.00 848168.35 7.190000 0.00 0.00
[ 93] 20050317 141558000.00 848168.35 7.190000 0.00 0.00
[ 94] 20050417 141558000.00 848168.35 7.190000 0.00 0.00
[ 95] 20050517 141558000.00 848168.35 7.190000 0.00 0.00
[ 96] 20050617 141558000.00 848168.35 7.190000 0.00 0.00
[ 97] 20050717 141558000.00 848168.35 7.190000 0.00 0.00
[ 98] 20050817 141558000.00 848168.35 7.190000 0.00 0.00
[ 99] 20050917 141558000.00 848168.35 7.190000 0.00 0.00
[100] 20051017 141558000.00 848168.35 7.190000 0.00 0.00
[101] 20051117 141558000.00 848168.35 7.190000 0.00 0.00
[102] 20051217 141558000.00 848168.35 7.190000 0.00 0.00
[103] 20060117 141558000.00 848168.35 7.190000 0.00 0.00
[104] 20060217 141558000.00 848168.35 7.190000 0.00 0.00
[105] 20060317 141558000.00 848168.35 7.190000 0.00 0.00
[106] 20060417 141558000.00 848168.35 7.190000 0.00 0.00
[107] 20060517 141558000.00 848168.35 7.190000 0.00 0.00
[108] 20060617 141558000.00 848168.35 7.190000 0.00 0.00
[109] 20060717 141558000.00 848168.35 7.190000 0.00 0.00
[110] 20060817 141558000.00 848168.35 7.190000 0.00 0.00
[111] 20060917 127841491.63 848168.35 7.190000 13716508.37 0.00
[112] 20061017 111281470.10 765983.60 7.190000 16560021.53 0.00
[113] 20061117 90547418.48 666761.48 7.190000 20734051.62 0.00
[114] 20061217 48586301.69 542529.95 7.190000 41961116.79 0.00
[115] 20070117 17256962.48 291112.92 7.190000 31329339.21 0.00
[116] 20070217 0.00 103397.97 7.190000 17256962.48 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 80] 20040217 0.00 848168.35 0.00 0.00 0.00 0.00
[ 81] 20040317 0.00 848168.35 0.00 0.00 0.00 0.00
[ 82] 20040417 0.00 848168.35 0.00 0.00 0.00 0.00
[ 83] 20040517 0.00 848168.35 0.00 0.00 0.00 0.00
[ 84] 20040617 0.00 848168.35 0.00 0.00 0.00 0.00
[ 85] 20040717 0.00 848168.35 0.00 0.00 0.00 0.00
[ 86] 20040817 0.00 848168.35 0.00 0.00 0.00 0.00
[ 87] 20040917 0.00 848168.35 0.00 0.00 0.00 0.00
[ 88] 20041017 0.00 848168.35 0.00 0.00 0.00 0.00
[ 89] 20041117 0.00 848168.35 0.00 0.00 0.00 0.00
[ 90] 20041217 0.00 848168.35 0.00 0.00 0.00 0.00
[ 91] 20050117 0.00 848168.35 0.00 0.00 0.00 0.00
[ 92] 20050217 0.00 848168.35 0.00 0.00 0.00 0.00
[ 93] 20050317 0.00 848168.35 0.00 0.00 0.00 0.00
[ 94] 20050417 0.00 848168.35 0.00 0.00 0.00 0.00
[ 95] 20050517 0.00 848168.35 0.00 0.00 0.00 0.00
[ 96] 20050617 0.00 848168.35 0.00 0.00 0.00 0.00
[ 97] 20050717 0.00 848168.35 0.00 0.00 0.00 0.00
[ 98] 20050817 0.00 848168.35 0.00 0.00 0.00 0.00
[ 99] 20050917 0.00 848168.35 0.00 0.00 0.00 0.00
[100] 20051017 0.00 848168.35 0.00 0.00 0.00 0.00
[101] 20051117 0.00 848168.35 0.00 0.00 0.00 0.00
[102] 20051217 0.00 848168.35 0.00 0.00 0.00 0.00
[103] 20060117 0.00 848168.35 0.00 0.00 0.00 0.00
[104] 20060217 0.00 848168.35 0.00 0.00 0.00 0.00
[105] 20060317 0.00 848168.35 0.00 0.00 0.00 0.00
[106] 20060417 0.00 848168.35 0.00 0.00 0.00 0.00
[107] 20060517 0.00 848168.35 0.00 0.00 0.00 0.00
[108] 20060617 0.00 848168.35 0.00 0.00 0.00 0.00
[109] 20060717 0.00 848168.35 0.00 0.00 0.00 0.00
[110] 20060817 0.00 848168.35 0.00 0.00 0.00 0.00
[111] 20060917 13716508.37 14564676.72 0.00 0.00 0.00 0.00
[112] 20061017 16560021.53 17326005.13 0.00 0.00 0.00 0.00
[113] 20061117 20734051.62 21400813.10 0.00 0.00 0.00 0.00
[114] 20061217 41961116.79 42503646.74 0.00 0.00 0.00 0.00
[115] 20070117 31329339.21 31620452.13 0.00 0.00 0.00 0.00
[116] 20070217 17256962.48 17360360.45 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 77
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 10
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING B
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 0] 19970617 24004000.00
[ 1] 19970717 24004000.00 144824.13 7.240000 0.00 0.00
[ 2] 19970817 24004000.00 144824.13 7.240000 0.00 0.00
[ 3] 19970917 24004000.00 144824.13 7.240000 0.00 0.00
[ 4] 19971017 24004000.00 144824.13 7.240000 0.00 0.00
[ 5] 19971117 24004000.00 144824.13 7.240000 0.00 0.00
[ 6] 19971217 24004000.00 144824.13 7.240000 0.00 0.00
[ 7] 19980117 24004000.00 144824.13 7.240000 0.00 0.00
[ 8] 19980217 24004000.00 144824.13 7.240000 0.00 0.00
[ 9] 19980317 24004000.00 144824.13 7.240000 0.00 0.00
[ 10] 19980417 24004000.00 144824.13 7.240000 0.00 0.00
[ 11] 19980517 24004000.00 144824.13 7.240000 0.00 0.00
[ 12] 19980617 24004000.00 144824.13 7.240000 0.00 0.00
[ 13] 19980717 24004000.00 144824.13 7.240000 0.00 0.00
[ 14] 19980817 24004000.00 144824.13 7.240000 0.00 0.00
[ 15] 19980917 24004000.00 144824.13 7.240000 0.00 0.00
[ 16] 19981017 24004000.00 144824.13 7.240000 0.00 0.00
[ 17] 19981117 24004000.00 144824.13 7.240000 0.00 0.00
[ 18] 19981217 24004000.00 144824.13 7.240000 0.00 0.00
[ 19] 19990117 24004000.00 144824.13 7.240000 0.00 0.00
[ 20] 19990217 24004000.00 144824.13 7.240000 0.00 0.00
[ 21] 19990317 24004000.00 144824.13 7.240000 0.00 0.00
[ 22] 19990417 24004000.00 144824.13 7.240000 0.00 0.00
[ 23] 19990517 24004000.00 144824.13 7.240000 0.00 0.00
[ 24] 19990617 24004000.00 144824.13 7.240000 0.00 0.00
[ 25] 19990717 24004000.00 144824.13 7.240000 0.00 0.00
[ 26] 19990817 24004000.00 144824.13 7.240000 0.00 0.00
[ 27] 19990917 24004000.00 144824.13 7.240000 0.00 0.00
[ 28] 19991017 24004000.00 144824.13 7.240000 0.00 0.00
[ 29] 19991117 24004000.00 144824.13 7.240000 0.00 0.00
[ 30] 19991217 24004000.00 144824.13 7.240000 0.00 0.00
[ 31] 20000117 24004000.00 144824.13 7.240000 0.00 0.00
[ 32] 20000217 24004000.00 144824.13 7.240000 0.00 0.00
[ 33] 20000317 24004000.00 144824.13 7.240000 0.00 0.00
[ 34] 20000417 24004000.00 144824.13 7.240000 0.00 0.00
[ 35] 20000517 24004000.00 144824.13 7.240000 0.00 0.00
[ 36] 20000617 24004000.00 144824.13 7.240000 0.00 0.00
[ 37] 20000717 24004000.00 144824.13 7.240000 0.00 0.00
[ 38] 20000817 24004000.00 144824.13 7.240000 0.00 0.00
[ 39] 20000917 24004000.00 144824.13 7.240000 0.00 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 0] 19970617
[ 1] 19970717 0.00 144824.13 0.00 0.00 0.00 0.00
[ 2] 19970817 0.00 144824.13 0.00 0.00 0.00 0.00
[ 3] 19970917 0.00 144824.13 0.00 0.00 0.00 0.00
[ 4] 19971017 0.00 144824.13 0.00 0.00 0.00 0.00
[ 5] 19971117 0.00 144824.13 0.00 0.00 0.00 0.00
[ 6] 19971217 0.00 144824.13 0.00 0.00 0.00 0.00
[ 7] 19980117 0.00 144824.13 0.00 0.00 0.00 0.00
[ 8] 19980217 0.00 144824.13 0.00 0.00 0.00 0.00
[ 9] 19980317 0.00 144824.13 0.00 0.00 0.00 0.00
[ 10] 19980417 0.00 144824.13 0.00 0.00 0.00 0.00
[ 11] 19980517 0.00 144824.13 0.00 0.00 0.00 0.00
[ 12] 19980617 0.00 144824.13 0.00 0.00 0.00 0.00
[ 13] 19980717 0.00 144824.13 0.00 0.00 0.00 0.00
[ 14] 19980817 0.00 144824.13 0.00 0.00 0.00 0.00
[ 15] 19980917 0.00 144824.13 0.00 0.00 0.00 0.00
[ 16] 19981017 0.00 144824.13 0.00 0.00 0.00 0.00
[ 17] 19981117 0.00 144824.13 0.00 0.00 0.00 0.00
[ 18] 19981217 0.00 144824.13 0.00 0.00 0.00 0.00
[ 19] 19990117 0.00 144824.13 0.00 0.00 0.00 0.00
[ 20] 19990217 0.00 144824.13 0.00 0.00 0.00 0.00
[ 21] 19990317 0.00 144824.13 0.00 0.00 0.00 0.00
[ 22] 19990417 0.00 144824.13 0.00 0.00 0.00 0.00
[ 23] 19990517 0.00 144824.13 0.00 0.00 0.00 0.00
[ 24] 19990617 0.00 144824.13 0.00 0.00 0.00 0.00
[ 25] 19990717 0.00 144824.13 0.00 0.00 0.00 0.00
[ 26] 19990817 0.00 144824.13 0.00 0.00 0.00 0.00
[ 27] 19990917 0.00 144824.13 0.00 0.00 0.00 0.00
[ 28] 19991017 0.00 144824.13 0.00 0.00 0.00 0.00
[ 29] 19991117 0.00 144824.13 0.00 0.00 0.00 0.00
[ 30] 19991217 0.00 144824.13 0.00 0.00 0.00 0.00
[ 31] 20000117 0.00 144824.13 0.00 0.00 0.00 0.00
[ 32] 20000217 0.00 144824.13 0.00 0.00 0.00 0.00
[ 33] 20000317 0.00 144824.13 0.00 0.00 0.00 0.00
[ 34] 20000417 0.00 144824.13 0.00 0.00 0.00 0.00
[ 35] 20000517 0.00 144824.13 0.00 0.00 0.00 0.00
[ 36] 20000617 0.00 144824.13 0.00 0.00 0.00 0.00
[ 37] 20000717 0.00 144824.13 0.00 0.00 0.00 0.00
[ 38] 20000817 0.00 144824.13 0.00 0.00 0.00 0.00
[ 39] 20000917 0.00 144824.13 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 78
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 11
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING B
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 40] 20001017 24004000.00 144824.13 7.240000 0.00 0.00
[ 41] 20001117 24004000.00 144824.13 7.240000 0.00 0.00
[ 42] 20001217 24004000.00 144824.13 7.240000 0.00 0.00
[ 43] 20010117 24004000.00 144824.13 7.240000 0.00 0.00
[ 44] 20010217 24004000.00 144824.13 7.240000 0.00 0.00
[ 45] 20010317 24004000.00 144824.13 7.240000 0.00 0.00
[ 46] 20010417 24004000.00 144824.13 7.240000 0.00 0.00
[ 47] 20010517 24004000.00 144824.13 7.240000 0.00 0.00
[ 48] 20010617 24004000.00 144824.13 7.240000 0.00 0.00
[ 49] 20010717 24004000.00 144824.13 7.240000 0.00 0.00
[ 50] 20010817 24004000.00 144824.13 7.240000 0.00 0.00
[ 51] 20010917 24004000.00 144824.13 7.240000 0.00 0.00
[ 52] 20011017 24004000.00 144824.13 7.240000 0.00 0.00
[ 53] 20011117 24004000.00 144824.13 7.240000 0.00 0.00
[ 54] 20011217 24004000.00 144824.13 7.240000 0.00 0.00
[ 55] 20020117 24004000.00 144824.13 7.240000 0.00 0.00
[ 56] 20020217 24004000.00 144824.13 7.240000 0.00 0.00
[ 57] 20020317 24004000.00 144824.13 7.240000 0.00 0.00
[ 58] 20020417 24004000.00 144824.13 7.240000 0.00 0.00
[ 59] 20020517 24004000.00 144824.13 7.240000 0.00 0.00
[ 60] 20020617 24004000.00 144824.13 7.240000 0.00 0.00
[ 61] 20020717 24004000.00 144824.13 7.240000 0.00 0.00
[ 62] 20020817 24004000.00 144824.13 7.240000 0.00 0.00
[ 63] 20020917 24004000.00 144824.13 7.240000 0.00 0.00
[ 64] 20021017 24004000.00 144824.13 7.240000 0.00 0.00
[ 65] 20021117 24004000.00 144824.13 7.240000 0.00 0.00
[ 66] 20021217 24004000.00 144824.13 7.240000 0.00 0.00
[ 67] 20030117 24004000.00 144824.13 7.240000 0.00 0.00
[ 68] 20030217 24004000.00 144824.13 7.240000 0.00 0.00
[ 69] 20030317 24004000.00 144824.13 7.240000 0.00 0.00
[ 70] 20030417 24004000.00 144824.13 7.240000 0.00 0.00
[ 71] 20030517 24004000.00 144824.13 7.240000 0.00 0.00
[ 72] 20030617 24004000.00 144824.13 7.240000 0.00 0.00
[ 73] 20030717 24004000.00 144824.13 7.240000 0.00 0.00
[ 74] 20030817 24004000.00 144824.13 7.240000 0.00 0.00
[ 75] 20030917 24004000.00 144824.13 7.240000 0.00 0.00
[ 76] 20031017 24004000.00 144824.13 7.240000 0.00 0.00
[ 77] 20031117 24004000.00 144824.13 7.240000 0.00 0.00
[ 78] 20031217 24004000.00 144824.13 7.240000 0.00 0.00
[ 79] 20040117 24004000.00 144824.13 7.240000 0.00 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 40] 20001017 0.00 144824.13 0.00 0.00 0.00 0.00
[ 41] 20001117 0.00 144824.13 0.00 0.00 0.00 0.00
[ 42] 20001217 0.00 144824.13 0.00 0.00 0.00 0.00
[ 43] 20010117 0.00 144824.13 0.00 0.00 0.00 0.00
[ 44] 20010217 0.00 144824.13 0.00 0.00 0.00 0.00
[ 45] 20010317 0.00 144824.13 0.00 0.00 0.00 0.00
[ 46] 20010417 0.00 144824.13 0.00 0.00 0.00 0.00
[ 47] 20010517 0.00 144824.13 0.00 0.00 0.00 0.00
[ 48] 20010617 0.00 144824.13 0.00 0.00 0.00 0.00
[ 49] 20010717 0.00 144824.13 0.00 0.00 0.00 0.00
[ 50] 20010817 0.00 144824.13 0.00 0.00 0.00 0.00
[ 51] 20010917 0.00 144824.13 0.00 0.00 0.00 0.00
[ 52] 20011017 0.00 144824.13 0.00 0.00 0.00 0.00
[ 53] 20011117 0.00 144824.13 0.00 0.00 0.00 0.00
[ 54] 20011217 0.00 144824.13 0.00 0.00 0.00 0.00
[ 55] 20020117 0.00 144824.13 0.00 0.00 0.00 0.00
[ 56] 20020217 0.00 144824.13 0.00 0.00 0.00 0.00
[ 57] 20020317 0.00 144824.13 0.00 0.00 0.00 0.00
[ 58] 20020417 0.00 144824.13 0.00 0.00 0.00 0.00
[ 59] 20020517 0.00 144824.13 0.00 0.00 0.00 0.00
[ 60] 20020617 0.00 144824.13 0.00 0.00 0.00 0.00
[ 61] 20020717 0.00 144824.13 0.00 0.00 0.00 0.00
[ 62] 20020817 0.00 144824.13 0.00 0.00 0.00 0.00
[ 63] 20020917 0.00 144824.13 0.00 0.00 0.00 0.00
[ 64] 20021017 0.00 144824.13 0.00 0.00 0.00 0.00
[ 65] 20021117 0.00 144824.13 0.00 0.00 0.00 0.00
[ 66] 20021217 0.00 144824.13 0.00 0.00 0.00 0.00
[ 67] 20030117 0.00 144824.13 0.00 0.00 0.00 0.00
[ 68] 20030217 0.00 144824.13 0.00 0.00 0.00 0.00
[ 69] 20030317 0.00 144824.13 0.00 0.00 0.00 0.00
[ 70] 20030417 0.00 144824.13 0.00 0.00 0.00 0.00
[ 71] 20030517 0.00 144824.13 0.00 0.00 0.00 0.00
[ 72] 20030617 0.00 144824.13 0.00 0.00 0.00 0.00
[ 73] 20030717 0.00 144824.13 0.00 0.00 0.00 0.00
[ 74] 20030817 0.00 144824.13 0.00 0.00 0.00 0.00
[ 75] 20030917 0.00 144824.13 0.00 0.00 0.00 0.00
[ 76] 20031017 0.00 144824.13 0.00 0.00 0.00 0.00
[ 77] 20031117 0.00 144824.13 0.00 0.00 0.00 0.00
[ 78] 20031217 0.00 144824.13 0.00 0.00 0.00 0.00
[ 79] 20040117 0.00 144824.13 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 79
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 12
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING B
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 80] 20040217 24004000.00 144824.13 7.240000 0.00 0.00
[ 81] 20040317 24004000.00 144824.13 7.240000 0.00 0.00
[ 82] 20040417 24004000.00 144824.13 7.240000 0.00 0.00
[ 83] 20040517 24004000.00 144824.13 7.240000 0.00 0.00
[ 84] 20040617 24004000.00 144824.13 7.240000 0.00 0.00
[ 85] 20040717 24004000.00 144824.13 7.240000 0.00 0.00
[ 86] 20040817 24004000.00 144824.13 7.240000 0.00 0.00
[ 87] 20040917 24004000.00 144824.13 7.240000 0.00 0.00
[ 88] 20041017 24004000.00 144824.13 7.240000 0.00 0.00
[ 89] 20041117 24004000.00 144824.13 7.240000 0.00 0.00
[ 90] 20041217 24004000.00 144824.13 7.240000 0.00 0.00
[ 91] 20050117 24004000.00 144824.13 7.240000 0.00 0.00
[ 92] 20050217 24004000.00 144824.13 7.240000 0.00 0.00
[ 93] 20050317 24004000.00 144824.13 7.240000 0.00 0.00
[ 94] 20050417 24004000.00 144824.13 7.240000 0.00 0.00
[ 95] 20050517 24004000.00 144824.13 7.240000 0.00 0.00
[ 96] 20050617 24004000.00 144824.13 7.240000 0.00 0.00
[ 97] 20050717 24004000.00 144824.13 7.240000 0.00 0.00
[ 98] 20050817 24004000.00 144824.13 7.240000 0.00 0.00
[ 99] 20050917 24004000.00 144824.13 7.240000 0.00 0.00
[100] 20051017 24004000.00 144824.13 7.240000 0.00 0.00
[101] 20051117 24004000.00 144824.13 7.240000 0.00 0.00
[102] 20051217 24004000.00 144824.13 7.240000 0.00 0.00
[103] 20060117 24004000.00 144824.13 7.240000 0.00 0.00
[104] 20060217 24004000.00 144824.13 7.240000 0.00 0.00
[105] 20060317 24004000.00 144824.13 7.240000 0.00 0.00
[106] 20060417 24004000.00 144824.13 7.240000 0.00 0.00
[107] 20060517 24004000.00 144824.13 7.240000 0.00 0.00
[108] 20060617 24004000.00 144824.13 7.240000 0.00 0.00
[109] 20060717 24004000.00 144824.13 7.240000 0.00 0.00
[110] 20060817 24004000.00 144824.13 7.240000 0.00 0.00
[111] 20060917 24004000.00 144824.13 7.240000 0.00 0.00
[112] 20061017 24004000.00 144824.13 7.240000 0.00 0.00
[113] 20061117 24004000.00 144824.13 7.240000 0.00 0.00
[114] 20061217 24004000.00 144824.13 7.240000 0.00 0.00
[115] 20070117 24004000.00 144824.13 7.240000 0.00 0.00
[116] 20070217 20481113.51 144824.13 7.240000 3522886.49 0.00
[117] 20070317 0.00 123569.38 7.240000 20481113.51 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 80] 20040217 0.00 144824.13 0.00 0.00 0.00 0.00
[ 81] 20040317 0.00 144824.13 0.00 0.00 0.00 0.00
[ 82] 20040417 0.00 144824.13 0.00 0.00 0.00 0.00
[ 83] 20040517 0.00 144824.13 0.00 0.00 0.00 0.00
[ 84] 20040617 0.00 144824.13 0.00 0.00 0.00 0.00
[ 85] 20040717 0.00 144824.13 0.00 0.00 0.00 0.00
[ 86] 20040817 0.00 144824.13 0.00 0.00 0.00 0.00
[ 87] 20040917 0.00 144824.13 0.00 0.00 0.00 0.00
[ 88] 20041017 0.00 144824.13 0.00 0.00 0.00 0.00
[ 89] 20041117 0.00 144824.13 0.00 0.00 0.00 0.00
[ 90] 20041217 0.00 144824.13 0.00 0.00 0.00 0.00
[ 91] 20050117 0.00 144824.13 0.00 0.00 0.00 0.00
[ 92] 20050217 0.00 144824.13 0.00 0.00 0.00 0.00
[ 93] 20050317 0.00 144824.13 0.00 0.00 0.00 0.00
[ 94] 20050417 0.00 144824.13 0.00 0.00 0.00 0.00
[ 95] 20050517 0.00 144824.13 0.00 0.00 0.00 0.00
[ 96] 20050617 0.00 144824.13 0.00 0.00 0.00 0.00
[ 97] 20050717 0.00 144824.13 0.00 0.00 0.00 0.00
[ 98] 20050817 0.00 144824.13 0.00 0.00 0.00 0.00
[ 99] 20050917 0.00 144824.13 0.00 0.00 0.00 0.00
[100] 20051017 0.00 144824.13 0.00 0.00 0.00 0.00
[101] 20051117 0.00 144824.13 0.00 0.00 0.00 0.00
[102] 20051217 0.00 144824.13 0.00 0.00 0.00 0.00
[103] 20060117 0.00 144824.13 0.00 0.00 0.00 0.00
[104] 20060217 0.00 144824.13 0.00 0.00 0.00 0.00
[105] 20060317 0.00 144824.13 0.00 0.00 0.00 0.00
[106] 20060417 0.00 144824.13 0.00 0.00 0.00 0.00
[107] 20060517 0.00 144824.13 0.00 0.00 0.00 0.00
[108] 20060617 0.00 144824.13 0.00 0.00 0.00 0.00
[109] 20060717 0.00 144824.13 0.00 0.00 0.00 0.00
[110] 20060817 0.00 144824.13 0.00 0.00 0.00 0.00
[111] 20060917 0.00 144824.13 0.00 0.00 0.00 0.00
[112] 20061017 0.00 144824.13 0.00 0.00 0.00 0.00
[113] 20061117 0.00 144824.13 0.00 0.00 0.00 0.00
[114] 20061217 0.00 144824.13 0.00 0.00 0.00 0.00
[115] 20070117 0.00 144824.13 0.00 0.00 0.00 0.00
[116] 20070217 3522886.49 3667710.62 0.00 0.00 0.00 0.00
[117] 20070317 20481113.51 20604682.90 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 80
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 13
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING C
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 0] 19970617 12002000.00
[ 1] 19970717 12002000.00 72712.12 7.270000 0.00 0.00
[ 2] 19970817 12002000.00 72712.12 7.270000 0.00 0.00
[ 3] 19970917 12002000.00 72712.12 7.270000 0.00 0.00
[ 4] 19971017 12002000.00 72712.12 7.270000 0.00 0.00
[ 5] 19971117 12002000.00 72712.12 7.270000 0.00 0.00
[ 6] 19971217 12002000.00 72712.12 7.270000 0.00 0.00
[ 7] 19980117 12002000.00 72712.12 7.270000 0.00 0.00
[ 8] 19980217 12002000.00 72712.12 7.270000 0.00 0.00
[ 9] 19980317 12002000.00 72712.12 7.270000 0.00 0.00
[ 10] 19980417 12002000.00 72712.12 7.270000 0.00 0.00
[ 11] 19980517 12002000.00 72712.12 7.270000 0.00 0.00
[ 12] 19980617 12002000.00 72712.12 7.270000 0.00 0.00
[ 13] 19980717 12002000.00 72712.12 7.270000 0.00 0.00
[ 14] 19980817 12002000.00 72712.12 7.270000 0.00 0.00
[ 15] 19980917 12002000.00 72712.12 7.270000 0.00 0.00
[ 16] 19981017 12002000.00 72712.12 7.270000 0.00 0.00
[ 17] 19981117 12002000.00 72712.12 7.270000 0.00 0.00
[ 18] 19981217 12002000.00 72712.12 7.270000 0.00 0.00
[ 19] 19990117 12002000.00 72712.12 7.270000 0.00 0.00
[ 20] 19990217 12002000.00 72712.12 7.270000 0.00 0.00
[ 21] 19990317 12002000.00 72712.12 7.270000 0.00 0.00
[ 22] 19990417 12002000.00 72712.12 7.270000 0.00 0.00
[ 23] 19990517 12002000.00 72712.12 7.270000 0.00 0.00
[ 24] 19990617 12002000.00 72712.12 7.270000 0.00 0.00
[ 25] 19990717 12002000.00 72712.12 7.270000 0.00 0.00
[ 26] 19990817 12002000.00 72712.12 7.270000 0.00 0.00
[ 27] 19990917 12002000.00 72712.12 7.270000 0.00 0.00
[ 28] 19991017 12002000.00 72712.12 7.270000 0.00 0.00
[ 29] 19991117 12002000.00 72712.12 7.270000 0.00 0.00
[ 30] 19991217 12002000.00 72712.12 7.270000 0.00 0.00
[ 31] 20000117 12002000.00 72712.12 7.270000 0.00 0.00
[ 32] 20000217 12002000.00 72712.12 7.270000 0.00 0.00
[ 33] 20000317 12002000.00 72712.12 7.270000 0.00 0.00
[ 34] 20000417 12002000.00 72712.12 7.270000 0.00 0.00
[ 35] 20000517 12002000.00 72712.12 7.270000 0.00 0.00
[ 36] 20000617 12002000.00 72712.12 7.270000 0.00 0.00
[ 37] 20000717 12002000.00 72712.12 7.270000 0.00 0.00
[ 38] 20000817 12002000.00 72712.12 7.270000 0.00 0.00
[ 39] 20000917 12002000.00 72712.12 7.270000 0.00 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 0] 19970617
[ 1] 19970717 0.00 72712.12 0.00 0.00 0.00 0.00
[ 2] 19970817 0.00 72712.12 0.00 0.00 0.00 0.00
[ 3] 19970917 0.00 72712.12 0.00 0.00 0.00 0.00
[ 4] 19971017 0.00 72712.12 0.00 0.00 0.00 0.00
[ 5] 19971117 0.00 72712.12 0.00 0.00 0.00 0.00
[ 6] 19971217 0.00 72712.12 0.00 0.00 0.00 0.00
[ 7] 19980117 0.00 72712.12 0.00 0.00 0.00 0.00
[ 8] 19980217 0.00 72712.12 0.00 0.00 0.00 0.00
[ 9] 19980317 0.00 72712.12 0.00 0.00 0.00 0.00
[ 10] 19980417 0.00 72712.12 0.00 0.00 0.00 0.00
[ 11] 19980517 0.00 72712.12 0.00 0.00 0.00 0.00
[ 12] 19980617 0.00 72712.12 0.00 0.00 0.00 0.00
[ 13] 19980717 0.00 72712.12 0.00 0.00 0.00 0.00
[ 14] 19980817 0.00 72712.12 0.00 0.00 0.00 0.00
[ 15] 19980917 0.00 72712.12 0.00 0.00 0.00 0.00
[ 16] 19981017 0.00 72712.12 0.00 0.00 0.00 0.00
[ 17] 19981117 0.00 72712.12 0.00 0.00 0.00 0.00
[ 18] 19981217 0.00 72712.12 0.00 0.00 0.00 0.00
[ 19] 19990117 0.00 72712.12 0.00 0.00 0.00 0.00
[ 20] 19990217 0.00 72712.12 0.00 0.00 0.00 0.00
[ 21] 19990317 0.00 72712.12 0.00 0.00 0.00 0.00
[ 22] 19990417 0.00 72712.12 0.00 0.00 0.00 0.00
[ 23] 19990517 0.00 72712.12 0.00 0.00 0.00 0.00
[ 24] 19990617 0.00 72712.12 0.00 0.00 0.00 0.00
[ 25] 19990717 0.00 72712.12 0.00 0.00 0.00 0.00
[ 26] 19990817 0.00 72712.12 0.00 0.00 0.00 0.00
[ 27] 19990917 0.00 72712.12 0.00 0.00 0.00 0.00
[ 28] 19991017 0.00 72712.12 0.00 0.00 0.00 0.00
[ 29] 19991117 0.00 72712.12 0.00 0.00 0.00 0.00
[ 30] 19991217 0.00 72712.12 0.00 0.00 0.00 0.00
[ 31] 20000117 0.00 72712.12 0.00 0.00 0.00 0.00
[ 32] 20000217 0.00 72712.12 0.00 0.00 0.00 0.00
[ 33] 20000317 0.00 72712.12 0.00 0.00 0.00 0.00
[ 34] 20000417 0.00 72712.12 0.00 0.00 0.00 0.00
[ 35] 20000517 0.00 72712.12 0.00 0.00 0.00 0.00
[ 36] 20000617 0.00 72712.12 0.00 0.00 0.00 0.00
[ 37] 20000717 0.00 72712.12 0.00 0.00 0.00 0.00
[ 38] 20000817 0.00 72712.12 0.00 0.00 0.00 0.00
[ 39] 20000917 0.00 72712.12 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 81
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 14
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING C
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 40] 20001017 12002000.00 72712.12 7.270000 0.00 0.00
[ 41] 20001117 12002000.00 72712.12 7.270000 0.00 0.00
[ 42] 20001217 12002000.00 72712.12 7.270000 0.00 0.00
[ 43] 20010117 12002000.00 72712.12 7.270000 0.00 0.00
[ 44] 20010217 12002000.00 72712.12 7.270000 0.00 0.00
[ 45] 20010317 12002000.00 72712.12 7.270000 0.00 0.00
[ 46] 20010417 12002000.00 72712.12 7.270000 0.00 0.00
[ 47] 20010517 12002000.00 72712.12 7.270000 0.00 0.00
[ 48] 20010617 12002000.00 72712.12 7.270000 0.00 0.00
[ 49] 20010717 12002000.00 72712.12 7.270000 0.00 0.00
[ 50] 20010817 12002000.00 72712.12 7.270000 0.00 0.00
[ 51] 20010917 12002000.00 72712.12 7.270000 0.00 0.00
[ 52] 20011017 12002000.00 72712.12 7.270000 0.00 0.00
[ 53] 20011117 12002000.00 72712.12 7.270000 0.00 0.00
[ 54] 20011217 12002000.00 72712.12 7.270000 0.00 0.00
[ 55] 20020117 12002000.00 72712.12 7.270000 0.00 0.00
[ 56] 20020217 12002000.00 72712.12 7.270000 0.00 0.00
[ 57] 20020317 12002000.00 72712.12 7.270000 0.00 0.00
[ 58] 20020417 12002000.00 72712.12 7.270000 0.00 0.00
[ 59] 20020517 12002000.00 72712.12 7.270000 0.00 0.00
[ 60] 20020617 12002000.00 72712.12 7.270000 0.00 0.00
[ 61] 20020717 12002000.00 72712.12 7.270000 0.00 0.00
[ 62] 20020817 12002000.00 72712.12 7.270000 0.00 0.00
[ 63] 20020917 12002000.00 72712.12 7.270000 0.00 0.00
[ 64] 20021017 12002000.00 72712.12 7.270000 0.00 0.00
[ 65] 20021117 12002000.00 72712.12 7.270000 0.00 0.00
[ 66] 20021217 12002000.00 72712.12 7.270000 0.00 0.00
[ 67] 20030117 12002000.00 72712.12 7.270000 0.00 0.00
[ 68] 20030217 12002000.00 72712.12 7.270000 0.00 0.00
[ 69] 20030317 12002000.00 72712.12 7.270000 0.00 0.00
[ 70] 20030417 12002000.00 72712.12 7.270000 0.00 0.00
[ 71] 20030517 12002000.00 72712.12 7.270000 0.00 0.00
[ 72] 20030617 12002000.00 72712.12 7.270000 0.00 0.00
[ 73] 20030717 12002000.00 72712.12 7.270000 0.00 0.00
[ 74] 20030817 12002000.00 72712.12 7.270000 0.00 0.00
[ 75] 20030917 12002000.00 72712.12 7.270000 0.00 0.00
[ 76] 20031017 12002000.00 72712.12 7.270000 0.00 0.00
[ 77] 20031117 12002000.00 72712.12 7.270000 0.00 0.00
[ 78] 20031217 12002000.00 72712.12 7.270000 0.00 0.00
[ 79] 20040117 12002000.00 72712.12 7.270000 0.00 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 40] 20001017 0.00 72712.12 0.00 0.00 0.00 0.00
[ 41] 20001117 0.00 72712.12 0.00 0.00 0.00 0.00
[ 42] 20001217 0.00 72712.12 0.00 0.00 0.00 0.00
[ 43] 20010117 0.00 72712.12 0.00 0.00 0.00 0.00
[ 44] 20010217 0.00 72712.12 0.00 0.00 0.00 0.00
[ 45] 20010317 0.00 72712.12 0.00 0.00 0.00 0.00
[ 46] 20010417 0.00 72712.12 0.00 0.00 0.00 0.00
[ 47] 20010517 0.00 72712.12 0.00 0.00 0.00 0.00
[ 48] 20010617 0.00 72712.12 0.00 0.00 0.00 0.00
[ 49] 20010717 0.00 72712.12 0.00 0.00 0.00 0.00
[ 50] 20010817 0.00 72712.12 0.00 0.00 0.00 0.00
[ 51] 20010917 0.00 72712.12 0.00 0.00 0.00 0.00
[ 52] 20011017 0.00 72712.12 0.00 0.00 0.00 0.00
[ 53] 20011117 0.00 72712.12 0.00 0.00 0.00 0.00
[ 54] 20011217 0.00 72712.12 0.00 0.00 0.00 0.00
[ 55] 20020117 0.00 72712.12 0.00 0.00 0.00 0.00
[ 56] 20020217 0.00 72712.12 0.00 0.00 0.00 0.00
[ 57] 20020317 0.00 72712.12 0.00 0.00 0.00 0.00
[ 58] 20020417 0.00 72712.12 0.00 0.00 0.00 0.00
[ 59] 20020517 0.00 72712.12 0.00 0.00 0.00 0.00
[ 60] 20020617 0.00 72712.12 0.00 0.00 0.00 0.00
[ 61] 20020717 0.00 72712.12 0.00 0.00 0.00 0.00
[ 62] 20020817 0.00 72712.12 0.00 0.00 0.00 0.00
[ 63] 20020917 0.00 72712.12 0.00 0.00 0.00 0.00
[ 64] 20021017 0.00 72712.12 0.00 0.00 0.00 0.00
[ 65] 20021117 0.00 72712.12 0.00 0.00 0.00 0.00
[ 66] 20021217 0.00 72712.12 0.00 0.00 0.00 0.00
[ 67] 20030117 0.00 72712.12 0.00 0.00 0.00 0.00
[ 68] 20030217 0.00 72712.12 0.00 0.00 0.00 0.00
[ 69] 20030317 0.00 72712.12 0.00 0.00 0.00 0.00
[ 70] 20030417 0.00 72712.12 0.00 0.00 0.00 0.00
[ 71] 20030517 0.00 72712.12 0.00 0.00 0.00 0.00
[ 72] 20030617 0.00 72712.12 0.00 0.00 0.00 0.00
[ 73] 20030717 0.00 72712.12 0.00 0.00 0.00 0.00
[ 74] 20030817 0.00 72712.12 0.00 0.00 0.00 0.00
[ 75] 20030917 0.00 72712.12 0.00 0.00 0.00 0.00
[ 76] 20031017 0.00 72712.12 0.00 0.00 0.00 0.00
[ 77] 20031117 0.00 72712.12 0.00 0.00 0.00 0.00
[ 78] 20031217 0.00 72712.12 0.00 0.00 0.00 0.00
[ 79] 20040117 0.00 72712.12 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 82
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 15
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING C
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 80] 20040217 12002000.00 72712.12 7.270000 0.00 0.00
[ 81] 20040317 12002000.00 72712.12 7.270000 0.00 0.00
[ 82] 20040417 12002000.00 72712.12 7.270000 0.00 0.00
[ 83] 20040517 12002000.00 72712.12 7.270000 0.00 0.00
[ 84] 20040617 12002000.00 72712.12 7.270000 0.00 0.00
[ 85] 20040717 12002000.00 72712.12 7.270000 0.00 0.00
[ 86] 20040817 12002000.00 72712.12 7.270000 0.00 0.00
[ 87] 20040917 12002000.00 72712.12 7.270000 0.00 0.00
[ 88] 20041017 12002000.00 72712.12 7.270000 0.00 0.00
[ 89] 20041117 12002000.00 72712.12 7.270000 0.00 0.00
[ 90] 20041217 12002000.00 72712.12 7.270000 0.00 0.00
[ 91] 20050117 12002000.00 72712.12 7.270000 0.00 0.00
[ 92] 20050217 12002000.00 72712.12 7.270000 0.00 0.00
[ 93] 20050317 12002000.00 72712.12 7.270000 0.00 0.00
[ 94] 20050417 12002000.00 72712.12 7.270000 0.00 0.00
[ 95] 20050517 12002000.00 72712.12 7.270000 0.00 0.00
[ 96] 20050617 12002000.00 72712.12 7.270000 0.00 0.00
[ 97] 20050717 12002000.00 72712.12 7.270000 0.00 0.00
[ 98] 20050817 12002000.00 72712.12 7.270000 0.00 0.00
[ 99] 20050917 12002000.00 72712.12 7.270000 0.00 0.00
[100] 20051017 12002000.00 72712.12 7.270000 0.00 0.00
[101] 20051117 12002000.00 72712.12 7.270000 0.00 0.00
[102] 20051217 12002000.00 72712.12 7.270000 0.00 0.00
[103] 20060117 12002000.00 72712.12 7.270000 0.00 0.00
[104] 20060217 12002000.00 72712.12 7.270000 0.00 0.00
[105] 20060317 12002000.00 72712.12 7.270000 0.00 0.00
[106] 20060417 12002000.00 72712.12 7.270000 0.00 0.00
[107] 20060517 12002000.00 72712.12 7.270000 0.00 0.00
[108] 20060617 12002000.00 72712.12 7.270000 0.00 0.00
[109] 20060717 12002000.00 72712.12 7.270000 0.00 0.00
[110] 20060817 12002000.00 72712.12 7.270000 0.00 0.00
[111] 20060917 12002000.00 72712.12 7.270000 0.00 0.00
[112] 20061017 12002000.00 72712.12 7.270000 0.00 0.00
[113] 20061117 12002000.00 72712.12 7.270000 0.00 0.00
[114] 20061217 12002000.00 72712.12 7.270000 0.00 0.00
[115] 20070117 12002000.00 72712.12 7.270000 0.00 0.00
[116] 20070217 12002000.00 72712.12 7.270000 0.00 0.00
[117] 20070317 0.00 72712.12 7.270000 12002000.00 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 80] 20040217 0.00 72712.12 0.00 0.00 0.00 0.00
[ 81] 20040317 0.00 72712.12 0.00 0.00 0.00 0.00
[ 82] 20040417 0.00 72712.12 0.00 0.00 0.00 0.00
[ 83] 20040517 0.00 72712.12 0.00 0.00 0.00 0.00
[ 84] 20040617 0.00 72712.12 0.00 0.00 0.00 0.00
[ 85] 20040717 0.00 72712.12 0.00 0.00 0.00 0.00
[ 86] 20040817 0.00 72712.12 0.00 0.00 0.00 0.00
[ 87] 20040917 0.00 72712.12 0.00 0.00 0.00 0.00
[ 88] 20041017 0.00 72712.12 0.00 0.00 0.00 0.00
[ 89] 20041117 0.00 72712.12 0.00 0.00 0.00 0.00
[ 90] 20041217 0.00 72712.12 0.00 0.00 0.00 0.00
[ 91] 20050117 0.00 72712.12 0.00 0.00 0.00 0.00
[ 92] 20050217 0.00 72712.12 0.00 0.00 0.00 0.00
[ 93] 20050317 0.00 72712.12 0.00 0.00 0.00 0.00
[ 94] 20050417 0.00 72712.12 0.00 0.00 0.00 0.00
[ 95] 20050517 0.00 72712.12 0.00 0.00 0.00 0.00
[ 96] 20050617 0.00 72712.12 0.00 0.00 0.00 0.00
[ 97] 20050717 0.00 72712.12 0.00 0.00 0.00 0.00
[ 98] 20050817 0.00 72712.12 0.00 0.00 0.00 0.00
[ 99] 20050917 0.00 72712.12 0.00 0.00 0.00 0.00
[100] 20051017 0.00 72712.12 0.00 0.00 0.00 0.00
[101] 20051117 0.00 72712.12 0.00 0.00 0.00 0.00
[102] 20051217 0.00 72712.12 0.00 0.00 0.00 0.00
[103] 20060117 0.00 72712.12 0.00 0.00 0.00 0.00
[104] 20060217 0.00 72712.12 0.00 0.00 0.00 0.00
[105] 20060317 0.00 72712.12 0.00 0.00 0.00 0.00
[106] 20060417 0.00 72712.12 0.00 0.00 0.00 0.00
[107] 20060517 0.00 72712.12 0.00 0.00 0.00 0.00
[108] 20060617 0.00 72712.12 0.00 0.00 0.00 0.00
[109] 20060717 0.00 72712.12 0.00 0.00 0.00 0.00
[110] 20060817 0.00 72712.12 0.00 0.00 0.00 0.00
[111] 20060917 0.00 72712.12 0.00 0.00 0.00 0.00
[112] 20061017 0.00 72712.12 0.00 0.00 0.00 0.00
[113] 20061117 0.00 72712.12 0.00 0.00 0.00 0.00
[114] 20061217 0.00 72712.12 0.00 0.00 0.00 0.00
[115] 20070117 0.00 72712.12 0.00 0.00 0.00 0.00
[116] 20070217 0.00 72712.12 0.00 0.00 0.00 0.00
[117] 20070317 12002000.00 12074712.12 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 83
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 16
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING D
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 0] 19970617 21604000.00
[ 1] 19970717 21604000.00 131784.40 7.320000 0.00 0.00
[ 2] 19970817 21604000.00 131784.40 7.320000 0.00 0.00
[ 3] 19970917 21604000.00 131784.40 7.320000 0.00 0.00
[ 4] 19971017 21604000.00 131784.40 7.320000 0.00 0.00
[ 5] 19971117 21604000.00 131784.40 7.320000 0.00 0.00
[ 6] 19971217 21604000.00 131784.40 7.320000 0.00 0.00
[ 7] 19980117 21604000.00 131784.40 7.320000 0.00 0.00
[ 8] 19980217 21604000.00 131784.40 7.320000 0.00 0.00
[ 9] 19980317 21604000.00 131784.40 7.320000 0.00 0.00
[ 10] 19980417 21604000.00 131784.40 7.320000 0.00 0.00
[ 11] 19980517 21604000.00 131784.40 7.320000 0.00 0.00
[ 12] 19980617 21604000.00 131784.40 7.320000 0.00 0.00
[ 13] 19980717 21604000.00 131784.40 7.320000 0.00 0.00
[ 14] 19980817 21604000.00 131784.40 7.320000 0.00 0.00
[ 15] 19980917 21604000.00 131784.40 7.320000 0.00 0.00
[ 16] 19981017 21604000.00 131784.40 7.320000 0.00 0.00
[ 17] 19981117 21604000.00 131784.40 7.320000 0.00 0.00
[ 18] 19981217 21604000.00 131784.40 7.320000 0.00 0.00
[ 19] 19990117 21604000.00 131784.40 7.320000 0.00 0.00
[ 20] 19990217 21604000.00 131784.40 7.320000 0.00 0.00
[ 21] 19990317 21604000.00 131784.40 7.320000 0.00 0.00
[ 22] 19990417 21604000.00 131784.40 7.320000 0.00 0.00
[ 23] 19990517 21604000.00 131784.40 7.320000 0.00 0.00
[ 24] 19990617 21604000.00 131784.40 7.320000 0.00 0.00
[ 25] 19990717 21604000.00 131784.40 7.320000 0.00 0.00
[ 26] 19990817 21604000.00 131784.40 7.320000 0.00 0.00
[ 27] 19990917 21604000.00 131784.40 7.320000 0.00 0.00
[ 28] 19991017 21604000.00 131784.40 7.320000 0.00 0.00
[ 29] 19991117 21604000.00 131784.40 7.320000 0.00 0.00
[ 30] 19991217 21604000.00 131784.40 7.320000 0.00 0.00
[ 31] 20000117 21604000.00 131784.40 7.320000 0.00 0.00
[ 32] 20000217 21604000.00 131784.40 7.320000 0.00 0.00
[ 33] 20000317 21604000.00 131784.40 7.320000 0.00 0.00
[ 34] 20000417 21604000.00 131784.40 7.320000 0.00 0.00
[ 35] 20000517 21604000.00 131784.40 7.320000 0.00 0.00
[ 36] 20000617 21604000.00 131784.40 7.320000 0.00 0.00
[ 37] 20000717 21604000.00 131784.40 7.320000 0.00 0.00
[ 38] 20000817 21604000.00 131784.40 7.320000 0.00 0.00
[ 39] 20000917 21604000.00 131784.40 7.320000 0.00 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 0] 19970617
[ 1] 19970717 0.00 131784.40 0.00 0.00 0.00 0.00
[ 2] 19970817 0.00 131784.40 0.00 0.00 0.00 0.00
[ 3] 19970917 0.00 131784.40 0.00 0.00 0.00 0.00
[ 4] 19971017 0.00 131784.40 0.00 0.00 0.00 0.00
[ 5] 19971117 0.00 131784.40 0.00 0.00 0.00 0.00
[ 6] 19971217 0.00 131784.40 0.00 0.00 0.00 0.00
[ 7] 19980117 0.00 131784.40 0.00 0.00 0.00 0.00
[ 8] 19980217 0.00 131784.40 0.00 0.00 0.00 0.00
[ 9] 19980317 0.00 131784.40 0.00 0.00 0.00 0.00
[ 10] 19980417 0.00 131784.40 0.00 0.00 0.00 0.00
[ 11] 19980517 0.00 131784.40 0.00 0.00 0.00 0.00
[ 12] 19980617 0.00 131784.40 0.00 0.00 0.00 0.00
[ 13] 19980717 0.00 131784.40 0.00 0.00 0.00 0.00
[ 14] 19980817 0.00 131784.40 0.00 0.00 0.00 0.00
[ 15] 19980917 0.00 131784.40 0.00 0.00 0.00 0.00
[ 16] 19981017 0.00 131784.40 0.00 0.00 0.00 0.00
[ 17] 19981117 0.00 131784.40 0.00 0.00 0.00 0.00
[ 18] 19981217 0.00 131784.40 0.00 0.00 0.00 0.00
[ 19] 19990117 0.00 131784.40 0.00 0.00 0.00 0.00
[ 20] 19990217 0.00 131784.40 0.00 0.00 0.00 0.00
[ 21] 19990317 0.00 131784.40 0.00 0.00 0.00 0.00
[ 22] 19990417 0.00 131784.40 0.00 0.00 0.00 0.00
[ 23] 19990517 0.00 131784.40 0.00 0.00 0.00 0.00
[ 24] 19990617 0.00 131784.40 0.00 0.00 0.00 0.00
[ 25] 19990717 0.00 131784.40 0.00 0.00 0.00 0.00
[ 26] 19990817 0.00 131784.40 0.00 0.00 0.00 0.00
[ 27] 19990917 0.00 131784.40 0.00 0.00 0.00 0.00
[ 28] 19991017 0.00 131784.40 0.00 0.00 0.00 0.00
[ 29] 19991117 0.00 131784.40 0.00 0.00 0.00 0.00
[ 30] 19991217 0.00 131784.40 0.00 0.00 0.00 0.00
[ 31] 20000117 0.00 131784.40 0.00 0.00 0.00 0.00
[ 32] 20000217 0.00 131784.40 0.00 0.00 0.00 0.00
[ 33] 20000317 0.00 131784.40 0.00 0.00 0.00 0.00
[ 34] 20000417 0.00 131784.40 0.00 0.00 0.00 0.00
[ 35] 20000517 0.00 131784.40 0.00 0.00 0.00 0.00
[ 36] 20000617 0.00 131784.40 0.00 0.00 0.00 0.00
[ 37] 20000717 0.00 131784.40 0.00 0.00 0.00 0.00
[ 38] 20000817 0.00 131784.40 0.00 0.00 0.00 0.00
[ 39] 20000917 0.00 131784.40 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 84
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 17
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING D
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 40] 20001017 21604000.00 131784.40 7.320000 0.00 0.00
[ 41] 20001117 21604000.00 131784.40 7.320000 0.00 0.00
[ 42] 20001217 21604000.00 131784.40 7.320000 0.00 0.00
[ 43] 20010117 21604000.00 131784.40 7.320000 0.00 0.00
[ 44] 20010217 21604000.00 131784.40 7.320000 0.00 0.00
[ 45] 20010317 21604000.00 131784.40 7.320000 0.00 0.00
[ 46] 20010417 21604000.00 131784.40 7.320000 0.00 0.00
[ 47] 20010517 21604000.00 131784.40 7.320000 0.00 0.00
[ 48] 20010617 21604000.00 131784.40 7.320000 0.00 0.00
[ 49] 20010717 21604000.00 131784.40 7.320000 0.00 0.00
[ 50] 20010817 21604000.00 131784.40 7.320000 0.00 0.00
[ 51] 20010917 21604000.00 131784.40 7.320000 0.00 0.00
[ 52] 20011017 21604000.00 131784.40 7.320000 0.00 0.00
[ 53] 20011117 21604000.00 131784.40 7.320000 0.00 0.00
[ 54] 20011217 21604000.00 131784.40 7.320000 0.00 0.00
[ 55] 20020117 21604000.00 131784.40 7.320000 0.00 0.00
[ 56] 20020217 21604000.00 131784.40 7.320000 0.00 0.00
[ 57] 20020317 21604000.00 131784.40 7.320000 0.00 0.00
[ 58] 20020417 21604000.00 131784.40 7.320000 0.00 0.00
[ 59] 20020517 21604000.00 131784.40 7.320000 0.00 0.00
[ 60] 20020617 21604000.00 131784.40 7.320000 0.00 0.00
[ 61] 20020717 21604000.00 131784.40 7.320000 0.00 0.00
[ 62] 20020817 21604000.00 131784.40 7.320000 0.00 0.00
[ 63] 20020917 21604000.00 131784.40 7.320000 0.00 0.00
[ 64] 20021017 21604000.00 131784.40 7.320000 0.00 0.00
[ 65] 20021117 21604000.00 131784.40 7.320000 0.00 0.00
[ 66] 20021217 21604000.00 131784.40 7.320000 0.00 0.00
[ 67] 20030117 21604000.00 131784.40 7.320000 0.00 0.00
[ 68] 20030217 21604000.00 131784.40 7.320000 0.00 0.00
[ 69] 20030317 21604000.00 131784.40 7.320000 0.00 0.00
[ 70] 20030417 21604000.00 131784.40 7.320000 0.00 0.00
[ 71] 20030517 21604000.00 131784.40 7.320000 0.00 0.00
[ 72] 20030617 21604000.00 131784.40 7.320000 0.00 0.00
[ 73] 20030717 21604000.00 131784.40 7.320000 0.00 0.00
[ 74] 20030817 21604000.00 131784.40 7.320000 0.00 0.00
[ 75] 20030917 21604000.00 131784.40 7.320000 0.00 0.00
[ 76] 20031017 21604000.00 131784.40 7.320000 0.00 0.00
[ 77] 20031117 21604000.00 131784.40 7.320000 0.00 0.00
[ 78] 20031217 21604000.00 131784.40 7.320000 0.00 0.00
[ 79] 20040117 21604000.00 131784.40 7.320000 0.00 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 40] 20001017 0.00 131784.40 0.00 0.00 0.00 0.00
[ 41] 20001117 0.00 131784.40 0.00 0.00 0.00 0.00
[ 42] 20001217 0.00 131784.40 0.00 0.00 0.00 0.00
[ 43] 20010117 0.00 131784.40 0.00 0.00 0.00 0.00
[ 44] 20010217 0.00 131784.40 0.00 0.00 0.00 0.00
[ 45] 20010317 0.00 131784.40 0.00 0.00 0.00 0.00
[ 46] 20010417 0.00 131784.40 0.00 0.00 0.00 0.00
[ 47] 20010517 0.00 131784.40 0.00 0.00 0.00 0.00
[ 48] 20010617 0.00 131784.40 0.00 0.00 0.00 0.00
[ 49] 20010717 0.00 131784.40 0.00 0.00 0.00 0.00
[ 50] 20010817 0.00 131784.40 0.00 0.00 0.00 0.00
[ 51] 20010917 0.00 131784.40 0.00 0.00 0.00 0.00
[ 52] 20011017 0.00 131784.40 0.00 0.00 0.00 0.00
[ 53] 20011117 0.00 131784.40 0.00 0.00 0.00 0.00
[ 54] 20011217 0.00 131784.40 0.00 0.00 0.00 0.00
[ 55] 20020117 0.00 131784.40 0.00 0.00 0.00 0.00
[ 56] 20020217 0.00 131784.40 0.00 0.00 0.00 0.00
[ 57] 20020317 0.00 131784.40 0.00 0.00 0.00 0.00
[ 58] 20020417 0.00 131784.40 0.00 0.00 0.00 0.00
[ 59] 20020517 0.00 131784.40 0.00 0.00 0.00 0.00
[ 60] 20020617 0.00 131784.40 0.00 0.00 0.00 0.00
[ 61] 20020717 0.00 131784.40 0.00 0.00 0.00 0.00
[ 62] 20020817 0.00 131784.40 0.00 0.00 0.00 0.00
[ 63] 20020917 0.00 131784.40 0.00 0.00 0.00 0.00
[ 64] 20021017 0.00 131784.40 0.00 0.00 0.00 0.00
[ 65] 20021117 0.00 131784.40 0.00 0.00 0.00 0.00
[ 66] 20021217 0.00 131784.40 0.00 0.00 0.00 0.00
[ 67] 20030117 0.00 131784.40 0.00 0.00 0.00 0.00
[ 68] 20030217 0.00 131784.40 0.00 0.00 0.00 0.00
[ 69] 20030317 0.00 131784.40 0.00 0.00 0.00 0.00
[ 70] 20030417 0.00 131784.40 0.00 0.00 0.00 0.00
[ 71] 20030517 0.00 131784.40 0.00 0.00 0.00 0.00
[ 72] 20030617 0.00 131784.40 0.00 0.00 0.00 0.00
[ 73] 20030717 0.00 131784.40 0.00 0.00 0.00 0.00
[ 74] 20030817 0.00 131784.40 0.00 0.00 0.00 0.00
[ 75] 20030917 0.00 131784.40 0.00 0.00 0.00 0.00
[ 76] 20031017 0.00 131784.40 0.00 0.00 0.00 0.00
[ 77] 20031117 0.00 131784.40 0.00 0.00 0.00 0.00
[ 78] 20031217 0.00 131784.40 0.00 0.00 0.00 0.00
[ 79] 20040117 0.00 131784.40 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 85
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 18
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING D
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 80] 20040217 21604000.00 131784.40 7.320000 0.00 0.00
[ 81] 20040317 21604000.00 131784.40 7.320000 0.00 0.00
[ 82] 20040417 21604000.00 131784.40 7.320000 0.00 0.00
[ 83] 20040517 21604000.00 131784.40 7.320000 0.00 0.00
[ 84] 20040617 21604000.00 131784.40 7.320000 0.00 0.00
[ 85] 20040717 21604000.00 131784.40 7.320000 0.00 0.00
[ 86] 20040817 21604000.00 131784.40 7.320000 0.00 0.00
[ 87] 20040917 21604000.00 131784.40 7.320000 0.00 0.00
[ 88] 20041017 21604000.00 131784.40 7.320000 0.00 0.00
[ 89] 20041117 21604000.00 131784.40 7.320000 0.00 0.00
[ 90] 20041217 21604000.00 131784.40 7.320000 0.00 0.00
[ 91] 20050117 21604000.00 131784.40 7.320000 0.00 0.00
[ 92] 20050217 21604000.00 131784.40 7.320000 0.00 0.00
[ 93] 20050317 21604000.00 131784.40 7.320000 0.00 0.00
[ 94] 20050417 21604000.00 131784.40 7.320000 0.00 0.00
[ 95] 20050517 21604000.00 131784.40 7.320000 0.00 0.00
[ 96] 20050617 21604000.00 131784.40 7.320000 0.00 0.00
[ 97] 20050717 21604000.00 131784.40 7.320000 0.00 0.00
[ 98] 20050817 21604000.00 131784.40 7.320000 0.00 0.00
[ 99] 20050917 21604000.00 131784.40 7.320000 0.00 0.00
[100] 20051017 21604000.00 131784.40 7.320000 0.00 0.00
[101] 20051117 21604000.00 131784.40 7.320000 0.00 0.00
[102] 20051217 21604000.00 131784.40 7.320000 0.00 0.00
[103] 20060117 21604000.00 131784.40 7.320000 0.00 0.00
[104] 20060217 21604000.00 131784.40 7.320000 0.00 0.00
[105] 20060317 21604000.00 131784.40 7.320000 0.00 0.00
[106] 20060417 21604000.00 131784.40 7.320000 0.00 0.00
[107] 20060517 21604000.00 131784.40 7.320000 0.00 0.00
[108] 20060617 21604000.00 131784.40 7.320000 0.00 0.00
[109] 20060717 21604000.00 131784.40 7.320000 0.00 0.00
[110] 20060817 21604000.00 131784.40 7.320000 0.00 0.00
[111] 20060917 21604000.00 131784.40 7.320000 0.00 0.00
[112] 20061017 21604000.00 131784.40 7.320000 0.00 0.00
[113] 20061117 21604000.00 131784.40 7.320000 0.00 0.00
[114] 20061217 21604000.00 131784.40 7.320000 0.00 0.00
[115] 20070117 21604000.00 131784.40 7.320000 0.00 0.00
[116] 20070217 21604000.00 131784.40 7.320000 0.00 0.00
[117] 20070317 14415256.72 131784.40 7.320000 7188743.28 0.00
[118] 20070417 0.00 87933.07 7.320000 14415256.72 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 80] 20040217 0.00 131784.40 0.00 0.00 0.00 0.00
[ 81] 20040317 0.00 131784.40 0.00 0.00 0.00 0.00
[ 82] 20040417 0.00 131784.40 0.00 0.00 0.00 0.00
[ 83] 20040517 0.00 131784.40 0.00 0.00 0.00 0.00
[ 84] 20040617 0.00 131784.40 0.00 0.00 0.00 0.00
[ 85] 20040717 0.00 131784.40 0.00 0.00 0.00 0.00
[ 86] 20040817 0.00 131784.40 0.00 0.00 0.00 0.00
[ 87] 20040917 0.00 131784.40 0.00 0.00 0.00 0.00
[ 88] 20041017 0.00 131784.40 0.00 0.00 0.00 0.00
[ 89] 20041117 0.00 131784.40 0.00 0.00 0.00 0.00
[ 90] 20041217 0.00 131784.40 0.00 0.00 0.00 0.00
[ 91] 20050117 0.00 131784.40 0.00 0.00 0.00 0.00
[ 92] 20050217 0.00 131784.40 0.00 0.00 0.00 0.00
[ 93] 20050317 0.00 131784.40 0.00 0.00 0.00 0.00
[ 94] 20050417 0.00 131784.40 0.00 0.00 0.00 0.00
[ 95] 20050517 0.00 131784.40 0.00 0.00 0.00 0.00
[ 96] 20050617 0.00 131784.40 0.00 0.00 0.00 0.00
[ 97] 20050717 0.00 131784.40 0.00 0.00 0.00 0.00
[ 98] 20050817 0.00 131784.40 0.00 0.00 0.00 0.00
[ 99] 20050917 0.00 131784.40 0.00 0.00 0.00 0.00
[100] 20051017 0.00 131784.40 0.00 0.00 0.00 0.00
[101] 20051117 0.00 131784.40 0.00 0.00 0.00 0.00
[102] 20051217 0.00 131784.40 0.00 0.00 0.00 0.00
[103] 20060117 0.00 131784.40 0.00 0.00 0.00 0.00
[104] 20060217 0.00 131784.40 0.00 0.00 0.00 0.00
[105] 20060317 0.00 131784.40 0.00 0.00 0.00 0.00
[106] 20060417 0.00 131784.40 0.00 0.00 0.00 0.00
[107] 20060517 0.00 131784.40 0.00 0.00 0.00 0.00
[108] 20060617 0.00 131784.40 0.00 0.00 0.00 0.00
[109] 20060717 0.00 131784.40 0.00 0.00 0.00 0.00
[110] 20060817 0.00 131784.40 0.00 0.00 0.00 0.00
[111] 20060917 0.00 131784.40 0.00 0.00 0.00 0.00
[112] 20061017 0.00 131784.40 0.00 0.00 0.00 0.00
[113] 20061117 0.00 131784.40 0.00 0.00 0.00 0.00
[114] 20061217 0.00 131784.40 0.00 0.00 0.00 0.00
[115] 20070117 0.00 131784.40 0.00 0.00 0.00 0.00
[116] 20070217 0.00 131784.40 0.00 0.00 0.00 0.00
[117] 20070317 7188743.28 7320527.68 0.00 0.00 0.00 0.00
[118] 20070417 14415256.72 14503189.79 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 86
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 19
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING E
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 0] 19970617 26405000.00
[ 1] 19970717 26405000.00 163711.00 7.440000 0.00 0.00
[ 2] 19970817 26405000.00 163711.00 7.440000 0.00 0.00
[ 3] 19970917 26405000.00 163711.00 7.440000 0.00 0.00
[ 4] 19971017 26405000.00 163711.00 7.440000 0.00 0.00
[ 5] 19971117 26405000.00 163711.00 7.440000 0.00 0.00
[ 6] 19971217 26405000.00 163711.00 7.440000 0.00 0.00
[ 7] 19980117 26405000.00 163711.00 7.440000 0.00 0.00
[ 8] 19980217 26405000.00 163711.00 7.440000 0.00 0.00
[ 9] 19980317 26405000.00 163711.00 7.440000 0.00 0.00
[ 10] 19980417 26405000.00 163711.00 7.440000 0.00 0.00
[ 11] 19980517 26405000.00 163711.00 7.440000 0.00 0.00
[ 12] 19980617 26405000.00 163711.00 7.440000 0.00 0.00
[ 13] 19980717 26405000.00 163711.00 7.440000 0.00 0.00
[ 14] 19980817 26405000.00 163711.00 7.440000 0.00 0.00
[ 15] 19980917 26405000.00 163711.00 7.440000 0.00 0.00
[ 16] 19981017 26405000.00 163711.00 7.440000 0.00 0.00
[ 17] 19981117 26405000.00 163711.00 7.440000 0.00 0.00
[ 18] 19981217 26405000.00 163711.00 7.440000 0.00 0.00
[ 19] 19990117 26405000.00 163711.00 7.440000 0.00 0.00
[ 20] 19990217 26405000.00 163711.00 7.440000 0.00 0.00
[ 21] 19990317 26405000.00 163711.00 7.440000 0.00 0.00
[ 22] 19990417 26405000.00 163711.00 7.440000 0.00 0.00
[ 23] 19990517 26405000.00 163711.00 7.440000 0.00 0.00
[ 24] 19990617 26405000.00 163711.00 7.440000 0.00 0.00
[ 25] 19990717 26405000.00 163711.00 7.440000 0.00 0.00
[ 26] 19990817 26405000.00 163711.00 7.440000 0.00 0.00
[ 27] 19990917 26405000.00 163711.00 7.440000 0.00 0.00
[ 28] 19991017 26405000.00 163711.00 7.440000 0.00 0.00
[ 29] 19991117 26405000.00 163711.00 7.440000 0.00 0.00
[ 30] 19991217 26405000.00 163711.00 7.440000 0.00 0.00
[ 31] 20000117 26405000.00 163711.00 7.440000 0.00 0.00
[ 32] 20000217 26405000.00 163711.00 7.440000 0.00 0.00
[ 33] 20000317 26405000.00 163711.00 7.440000 0.00 0.00
[ 34] 20000417 26405000.00 163711.00 7.440000 0.00 0.00
[ 35] 20000517 26405000.00 163711.00 7.440000 0.00 0.00
[ 36] 20000617 26405000.00 163711.00 7.440000 0.00 0.00
[ 37] 20000717 26405000.00 163711.00 7.440000 0.00 0.00
[ 38] 20000817 26405000.00 163711.00 7.440000 0.00 0.00
[ 39] 20000917 26405000.00 163711.00 7.440000 0.00 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 0] 19970617
[ 1] 19970717 0.00 163711.00 0.00 0.00 0.00 0.00
[ 2] 19970817 0.00 163711.00 0.00 0.00 0.00 0.00
[ 3] 19970917 0.00 163711.00 0.00 0.00 0.00 0.00
[ 4] 19971017 0.00 163711.00 0.00 0.00 0.00 0.00
[ 5] 19971117 0.00 163711.00 0.00 0.00 0.00 0.00
[ 6] 19971217 0.00 163711.00 0.00 0.00 0.00 0.00
[ 7] 19980117 0.00 163711.00 0.00 0.00 0.00 0.00
[ 8] 19980217 0.00 163711.00 0.00 0.00 0.00 0.00
[ 9] 19980317 0.00 163711.00 0.00 0.00 0.00 0.00
[ 10] 19980417 0.00 163711.00 0.00 0.00 0.00 0.00
[ 11] 19980517 0.00 163711.00 0.00 0.00 0.00 0.00
[ 12] 19980617 0.00 163711.00 0.00 0.00 0.00 0.00
[ 13] 19980717 0.00 163711.00 0.00 0.00 0.00 0.00
[ 14] 19980817 0.00 163711.00 0.00 0.00 0.00 0.00
[ 15] 19980917 0.00 163711.00 0.00 0.00 0.00 0.00
[ 16] 19981017 0.00 163711.00 0.00 0.00 0.00 0.00
[ 17] 19981117 0.00 163711.00 0.00 0.00 0.00 0.00
[ 18] 19981217 0.00 163711.00 0.00 0.00 0.00 0.00
[ 19] 19990117 0.00 163711.00 0.00 0.00 0.00 0.00
[ 20] 19990217 0.00 163711.00 0.00 0.00 0.00 0.00
[ 21] 19990317 0.00 163711.00 0.00 0.00 0.00 0.00
[ 22] 19990417 0.00 163711.00 0.00 0.00 0.00 0.00
[ 23] 19990517 0.00 163711.00 0.00 0.00 0.00 0.00
[ 24] 19990617 0.00 163711.00 0.00 0.00 0.00 0.00
[ 25] 19990717 0.00 163711.00 0.00 0.00 0.00 0.00
[ 26] 19990817 0.00 163711.00 0.00 0.00 0.00 0.00
[ 27] 19990917 0.00 163711.00 0.00 0.00 0.00 0.00
[ 28] 19991017 0.00 163711.00 0.00 0.00 0.00 0.00
[ 29] 19991117 0.00 163711.00 0.00 0.00 0.00 0.00
[ 30] 19991217 0.00 163711.00 0.00 0.00 0.00 0.00
[ 31] 20000117 0.00 163711.00 0.00 0.00 0.00 0.00
[ 32] 20000217 0.00 163711.00 0.00 0.00 0.00 0.00
[ 33] 20000317 0.00 163711.00 0.00 0.00 0.00 0.00
[ 34] 20000417 0.00 163711.00 0.00 0.00 0.00 0.00
[ 35] 20000517 0.00 163711.00 0.00 0.00 0.00 0.00
[ 36] 20000617 0.00 163711.00 0.00 0.00 0.00 0.00
[ 37] 20000717 0.00 163711.00 0.00 0.00 0.00 0.00
[ 38] 20000817 0.00 163711.00 0.00 0.00 0.00 0.00
[ 39] 20000917 0.00 163711.00 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 87
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 20
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING E
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 40] 20001017 26405000.00 163711.00 7.440000 0.00 0.00
[ 41] 20001117 26405000.00 163711.00 7.440000 0.00 0.00
[ 42] 20001217 26405000.00 163711.00 7.440000 0.00 0.00
[ 43] 20010117 26405000.00 163711.00 7.440000 0.00 0.00
[ 44] 20010217 26405000.00 163711.00 7.440000 0.00 0.00
[ 45] 20010317 26405000.00 163711.00 7.440000 0.00 0.00
[ 46] 20010417 26405000.00 163711.00 7.440000 0.00 0.00
[ 47] 20010517 26405000.00 163711.00 7.440000 0.00 0.00
[ 48] 20010617 26405000.00 163711.00 7.440000 0.00 0.00
[ 49] 20010717 26405000.00 163711.00 7.440000 0.00 0.00
[ 50] 20010817 26405000.00 163711.00 7.440000 0.00 0.00
[ 51] 20010917 26405000.00 163711.00 7.440000 0.00 0.00
[ 52] 20011017 26405000.00 163711.00 7.440000 0.00 0.00
[ 53] 20011117 26405000.00 163711.00 7.440000 0.00 0.00
[ 54] 20011217 26405000.00 163711.00 7.440000 0.00 0.00
[ 55] 20020117 26405000.00 163711.00 7.440000 0.00 0.00
[ 56] 20020217 26405000.00 163711.00 7.440000 0.00 0.00
[ 57] 20020317 26405000.00 163711.00 7.440000 0.00 0.00
[ 58] 20020417 26405000.00 163711.00 7.440000 0.00 0.00
[ 59] 20020517 26405000.00 163711.00 7.440000 0.00 0.00
[ 60] 20020617 26405000.00 163711.00 7.440000 0.00 0.00
[ 61] 20020717 26405000.00 163711.00 7.440000 0.00 0.00
[ 62] 20020817 26405000.00 163711.00 7.440000 0.00 0.00
[ 63] 20020917 26405000.00 163711.00 7.440000 0.00 0.00
[ 64] 20021017 26405000.00 163711.00 7.440000 0.00 0.00
[ 65] 20021117 26405000.00 163711.00 7.440000 0.00 0.00
[ 66] 20021217 26405000.00 163711.00 7.440000 0.00 0.00
[ 67] 20030117 26405000.00 163711.00 7.440000 0.00 0.00
[ 68] 20030217 26405000.00 163711.00 7.440000 0.00 0.00
[ 69] 20030317 26405000.00 163711.00 7.440000 0.00 0.00
[ 70] 20030417 26405000.00 163711.00 7.440000 0.00 0.00
[ 71] 20030517 26405000.00 163711.00 7.440000 0.00 0.00
[ 72] 20030617 26405000.00 163711.00 7.440000 0.00 0.00
[ 73] 20030717 26405000.00 163711.00 7.440000 0.00 0.00
[ 74] 20030817 26405000.00 163711.00 7.440000 0.00 0.00
[ 75] 20030917 26405000.00 163711.00 7.440000 0.00 0.00
[ 76] 20031017 26405000.00 163711.00 7.440000 0.00 0.00
[ 77] 20031117 26405000.00 163711.00 7.440000 0.00 0.00
[ 78] 20031217 26405000.00 163711.00 7.440000 0.00 0.00
[ 79] 20040117 26405000.00 163711.00 7.440000 0.00 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 40] 20001017 0.00 163711.00 0.00 0.00 0.00 0.00
[ 41] 20001117 0.00 163711.00 0.00 0.00 0.00 0.00
[ 42] 20001217 0.00 163711.00 0.00 0.00 0.00 0.00
[ 43] 20010117 0.00 163711.00 0.00 0.00 0.00 0.00
[ 44] 20010217 0.00 163711.00 0.00 0.00 0.00 0.00
[ 45] 20010317 0.00 163711.00 0.00 0.00 0.00 0.00
[ 46] 20010417 0.00 163711.00 0.00 0.00 0.00 0.00
[ 47] 20010517 0.00 163711.00 0.00 0.00 0.00 0.00
[ 48] 20010617 0.00 163711.00 0.00 0.00 0.00 0.00
[ 49] 20010717 0.00 163711.00 0.00 0.00 0.00 0.00
[ 50] 20010817 0.00 163711.00 0.00 0.00 0.00 0.00
[ 51] 20010917 0.00 163711.00 0.00 0.00 0.00 0.00
[ 52] 20011017 0.00 163711.00 0.00 0.00 0.00 0.00
[ 53] 20011117 0.00 163711.00 0.00 0.00 0.00 0.00
[ 54] 20011217 0.00 163711.00 0.00 0.00 0.00 0.00
[ 55] 20020117 0.00 163711.00 0.00 0.00 0.00 0.00
[ 56] 20020217 0.00 163711.00 0.00 0.00 0.00 0.00
[ 57] 20020317 0.00 163711.00 0.00 0.00 0.00 0.00
[ 58] 20020417 0.00 163711.00 0.00 0.00 0.00 0.00
[ 59] 20020517 0.00 163711.00 0.00 0.00 0.00 0.00
[ 60] 20020617 0.00 163711.00 0.00 0.00 0.00 0.00
[ 61] 20020717 0.00 163711.00 0.00 0.00 0.00 0.00
[ 62] 20020817 0.00 163711.00 0.00 0.00 0.00 0.00
[ 63] 20020917 0.00 163711.00 0.00 0.00 0.00 0.00
[ 64] 20021017 0.00 163711.00 0.00 0.00 0.00 0.00
[ 65] 20021117 0.00 163711.00 0.00 0.00 0.00 0.00
[ 66] 20021217 0.00 163711.00 0.00 0.00 0.00 0.00
[ 67] 20030117 0.00 163711.00 0.00 0.00 0.00 0.00
[ 68] 20030217 0.00 163711.00 0.00 0.00 0.00 0.00
[ 69] 20030317 0.00 163711.00 0.00 0.00 0.00 0.00
[ 70] 20030417 0.00 163711.00 0.00 0.00 0.00 0.00
[ 71] 20030517 0.00 163711.00 0.00 0.00 0.00 0.00
[ 72] 20030617 0.00 163711.00 0.00 0.00 0.00 0.00
[ 73] 20030717 0.00 163711.00 0.00 0.00 0.00 0.00
[ 74] 20030817 0.00 163711.00 0.00 0.00 0.00 0.00
[ 75] 20030917 0.00 163711.00 0.00 0.00 0.00 0.00
[ 76] 20031017 0.00 163711.00 0.00 0.00 0.00 0.00
[ 77] 20031117 0.00 163711.00 0.00 0.00 0.00 0.00
[ 78] 20031217 0.00 163711.00 0.00 0.00 0.00 0.00
[ 79] 20040117 0.00 163711.00 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 88
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 21
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING E
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 80] 20040217 26405000.00 163711.00 7.440000 0.00 0.00
[ 81] 20040317 26405000.00 163711.00 7.440000 0.00 0.00
[ 82] 20040417 26405000.00 163711.00 7.440000 0.00 0.00
[ 83] 20040517 26405000.00 163711.00 7.440000 0.00 0.00
[ 84] 20040617 26405000.00 163711.00 7.440000 0.00 0.00
[ 85] 20040717 26405000.00 163711.00 7.440000 0.00 0.00
[ 86] 20040817 26405000.00 163711.00 7.440000 0.00 0.00
[ 87] 20040917 26405000.00 163711.00 7.440000 0.00 0.00
[ 88] 20041017 26405000.00 163711.00 7.440000 0.00 0.00
[ 89] 20041117 26405000.00 163711.00 7.440000 0.00 0.00
[ 90] 20041217 26405000.00 163711.00 7.440000 0.00 0.00
[ 91] 20050117 26405000.00 163711.00 7.440000 0.00 0.00
[ 92] 20050217 26405000.00 163711.00 7.440000 0.00 0.00
[ 93] 20050317 26405000.00 163711.00 7.440000 0.00 0.00
[ 94] 20050417 26405000.00 163711.00 7.440000 0.00 0.00
[ 95] 20050517 26405000.00 163711.00 7.440000 0.00 0.00
[ 96] 20050617 26405000.00 163711.00 7.440000 0.00 0.00
[ 97] 20050717 26405000.00 163711.00 7.440000 0.00 0.00
[ 98] 20050817 26405000.00 163711.00 7.440000 0.00 0.00
[ 99] 20050917 26405000.00 163711.00 7.440000 0.00 0.00
[100] 20051017 26405000.00 163711.00 7.440000 0.00 0.00
[101] 20051117 26405000.00 163711.00 7.440000 0.00 0.00
[102] 20051217 26405000.00 163711.00 7.440000 0.00 0.00
[103] 20060117 26405000.00 163711.00 7.440000 0.00 0.00
[104] 20060217 26405000.00 163711.00 7.440000 0.00 0.00
[105] 20060317 26405000.00 163711.00 7.440000 0.00 0.00
[106] 20060417 26405000.00 163711.00 7.440000 0.00 0.00
[107] 20060517 26405000.00 163711.00 7.440000 0.00 0.00
[108] 20060617 26405000.00 163711.00 7.440000 0.00 0.00
[109] 20060717 26405000.00 163711.00 7.440000 0.00 0.00
[110] 20060817 26405000.00 163711.00 7.440000 0.00 0.00
[111] 20060917 26405000.00 163711.00 7.440000 0.00 0.00
[112] 20061017 26405000.00 163711.00 7.440000 0.00 0.00
[113] 20061117 26405000.00 163711.00 7.440000 0.00 0.00
[114] 20061217 26405000.00 163711.00 7.440000 0.00 0.00
[115] 20070117 26405000.00 163711.00 7.440000 0.00 0.00
[116] 20070217 26405000.00 163711.00 7.440000 0.00 0.00
[117] 20070317 26405000.00 163711.00 7.440000 0.00 0.00
[118] 20070417 0.00 163711.00 7.440000 26405000.00 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 80] 20040217 0.00 163711.00 0.00 0.00 0.00 0.00
[ 81] 20040317 0.00 163711.00 0.00 0.00 0.00 0.00
[ 82] 20040417 0.00 163711.00 0.00 0.00 0.00 0.00
[ 83] 20040517 0.00 163711.00 0.00 0.00 0.00 0.00
[ 84] 20040617 0.00 163711.00 0.00 0.00 0.00 0.00
[ 85] 20040717 0.00 163711.00 0.00 0.00 0.00 0.00
[ 86] 20040817 0.00 163711.00 0.00 0.00 0.00 0.00
[ 87] 20040917 0.00 163711.00 0.00 0.00 0.00 0.00
[ 88] 20041017 0.00 163711.00 0.00 0.00 0.00 0.00
[ 89] 20041117 0.00 163711.00 0.00 0.00 0.00 0.00
[ 90] 20041217 0.00 163711.00 0.00 0.00 0.00 0.00
[ 91] 20050117 0.00 163711.00 0.00 0.00 0.00 0.00
[ 92] 20050217 0.00 163711.00 0.00 0.00 0.00 0.00
[ 93] 20050317 0.00 163711.00 0.00 0.00 0.00 0.00
[ 94] 20050417 0.00 163711.00 0.00 0.00 0.00 0.00
[ 95] 20050517 0.00 163711.00 0.00 0.00 0.00 0.00
[ 96] 20050617 0.00 163711.00 0.00 0.00 0.00 0.00
[ 97] 20050717 0.00 163711.00 0.00 0.00 0.00 0.00
[ 98] 20050817 0.00 163711.00 0.00 0.00 0.00 0.00
[ 99] 20050917 0.00 163711.00 0.00 0.00 0.00 0.00
[100] 20051017 0.00 163711.00 0.00 0.00 0.00 0.00
[101] 20051117 0.00 163711.00 0.00 0.00 0.00 0.00
[102] 20051217 0.00 163711.00 0.00 0.00 0.00 0.00
[103] 20060117 0.00 163711.00 0.00 0.00 0.00 0.00
[104] 20060217 0.00 163711.00 0.00 0.00 0.00 0.00
[105] 20060317 0.00 163711.00 0.00 0.00 0.00 0.00
[106] 20060417 0.00 163711.00 0.00 0.00 0.00 0.00
[107] 20060517 0.00 163711.00 0.00 0.00 0.00 0.00
[108] 20060617 0.00 163711.00 0.00 0.00 0.00 0.00
[109] 20060717 0.00 163711.00 0.00 0.00 0.00 0.00
[110] 20060817 0.00 163711.00 0.00 0.00 0.00 0.00
[111] 20060917 0.00 163711.00 0.00 0.00 0.00 0.00
[112] 20061017 0.00 163711.00 0.00 0.00 0.00 0.00
[113] 20061117 0.00 163711.00 0.00 0.00 0.00 0.00
[114] 20061217 0.00 163711.00 0.00 0.00 0.00 0.00
[115] 20070117 0.00 163711.00 0.00 0.00 0.00 0.00
[116] 20070217 0.00 163711.00 0.00 0.00 0.00 0.00
[117] 20070317 0.00 163711.00 0.00 0.00 0.00 0.00
[118] 20070417 26405000.00 26568711.00 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 89
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 22
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING F
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 0] 19970617 9601000.00
[ 1] 19970717 9601000.00 61126.37 7.640000 0.00 0.00
[ 2] 19970817 9601000.00 61126.37 7.640000 0.00 0.00
[ 3] 19970917 9601000.00 61126.37 7.640000 0.00 0.00
[ 4] 19971017 9601000.00 61126.37 7.640000 0.00 0.00
[ 5] 19971117 9601000.00 61126.37 7.640000 0.00 0.00
[ 6] 19971217 9601000.00 61126.37 7.640000 0.00 0.00
[ 7] 19980117 9601000.00 61126.37 7.640000 0.00 0.00
[ 8] 19980217 9601000.00 61126.37 7.640000 0.00 0.00
[ 9] 19980317 9601000.00 61126.37 7.640000 0.00 0.00
[ 10] 19980417 9601000.00 61126.37 7.640000 0.00 0.00
[ 11] 19980517 9601000.00 61126.37 7.640000 0.00 0.00
[ 12] 19980617 9601000.00 61126.37 7.640000 0.00 0.00
[ 13] 19980717 9601000.00 61126.37 7.640000 0.00 0.00
[ 14] 19980817 9601000.00 61126.37 7.640000 0.00 0.00
[ 15] 19980917 9601000.00 61126.37 7.640000 0.00 0.00
[ 16] 19981017 9601000.00 61126.37 7.640000 0.00 0.00
[ 17] 19981117 9601000.00 61126.37 7.640000 0.00 0.00
[ 18] 19981217 9601000.00 61126.37 7.640000 0.00 0.00
[ 19] 19990117 9601000.00 61126.37 7.640000 0.00 0.00
[ 20] 19990217 9601000.00 61126.37 7.640000 0.00 0.00
[ 21] 19990317 9601000.00 61126.37 7.640000 0.00 0.00
[ 22] 19990417 9601000.00 61126.37 7.640000 0.00 0.00
[ 23] 19990517 9601000.00 61126.37 7.640000 0.00 0.00
[ 24] 19990617 9601000.00 61126.37 7.640000 0.00 0.00
[ 25] 19990717 9601000.00 61126.37 7.640000 0.00 0.00
[ 26] 19990817 9601000.00 61126.37 7.640000 0.00 0.00
[ 27] 19990917 9601000.00 61126.37 7.640000 0.00 0.00
[ 28] 19991017 9601000.00 61126.37 7.640000 0.00 0.00
[ 29] 19991117 9601000.00 61126.37 7.640000 0.00 0.00
[ 30] 19991217 9601000.00 61126.37 7.640000 0.00 0.00
[ 31] 20000117 9601000.00 61126.37 7.640000 0.00 0.00
[ 32] 20000217 9601000.00 61126.37 7.640000 0.00 0.00
[ 33] 20000317 9601000.00 61126.37 7.640000 0.00 0.00
[ 34] 20000417 9601000.00 61126.37 7.640000 0.00 0.00
[ 35] 20000517 9601000.00 61126.37 7.640000 0.00 0.00
[ 36] 20000617 9601000.00 61126.37 7.640000 0.00 0.00
[ 37] 20000717 9601000.00 61126.37 7.640000 0.00 0.00
[ 38] 20000817 9601000.00 61126.37 7.640000 0.00 0.00
[ 39] 20000917 9601000.00 61126.37 7.640000 0.00 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 0] 19970617
[ 1] 19970717 0.00 61126.37 0.00 0.00 0.00 0.00
[ 2] 19970817 0.00 61126.37 0.00 0.00 0.00 0.00
[ 3] 19970917 0.00 61126.37 0.00 0.00 0.00 0.00
[ 4] 19971017 0.00 61126.37 0.00 0.00 0.00 0.00
[ 5] 19971117 0.00 61126.37 0.00 0.00 0.00 0.00
[ 6] 19971217 0.00 61126.37 0.00 0.00 0.00 0.00
[ 7] 19980117 0.00 61126.37 0.00 0.00 0.00 0.00
[ 8] 19980217 0.00 61126.37 0.00 0.00 0.00 0.00
[ 9] 19980317 0.00 61126.37 0.00 0.00 0.00 0.00
[ 10] 19980417 0.00 61126.37 0.00 0.00 0.00 0.00
[ 11] 19980517 0.00 61126.37 0.00 0.00 0.00 0.00
[ 12] 19980617 0.00 61126.37 0.00 0.00 0.00 0.00
[ 13] 19980717 0.00 61126.37 0.00 0.00 0.00 0.00
[ 14] 19980817 0.00 61126.37 0.00 0.00 0.00 0.00
[ 15] 19980917 0.00 61126.37 0.00 0.00 0.00 0.00
[ 16] 19981017 0.00 61126.37 0.00 0.00 0.00 0.00
[ 17] 19981117 0.00 61126.37 0.00 0.00 0.00 0.00
[ 18] 19981217 0.00 61126.37 0.00 0.00 0.00 0.00
[ 19] 19990117 0.00 61126.37 0.00 0.00 0.00 0.00
[ 20] 19990217 0.00 61126.37 0.00 0.00 0.00 0.00
[ 21] 19990317 0.00 61126.37 0.00 0.00 0.00 0.00
[ 22] 19990417 0.00 61126.37 0.00 0.00 0.00 0.00
[ 23] 19990517 0.00 61126.37 0.00 0.00 0.00 0.00
[ 24] 19990617 0.00 61126.37 0.00 0.00 0.00 0.00
[ 25] 19990717 0.00 61126.37 0.00 0.00 0.00 0.00
[ 26] 19990817 0.00 61126.37 0.00 0.00 0.00 0.00
[ 27] 19990917 0.00 61126.37 0.00 0.00 0.00 0.00
[ 28] 19991017 0.00 61126.37 0.00 0.00 0.00 0.00
[ 29] 19991117 0.00 61126.37 0.00 0.00 0.00 0.00
[ 30] 19991217 0.00 61126.37 0.00 0.00 0.00 0.00
[ 31] 20000117 0.00 61126.37 0.00 0.00 0.00 0.00
[ 32] 20000217 0.00 61126.37 0.00 0.00 0.00 0.00
[ 33] 20000317 0.00 61126.37 0.00 0.00 0.00 0.00
[ 34] 20000417 0.00 61126.37 0.00 0.00 0.00 0.00
[ 35] 20000517 0.00 61126.37 0.00 0.00 0.00 0.00
[ 36] 20000617 0.00 61126.37 0.00 0.00 0.00 0.00
[ 37] 20000717 0.00 61126.37 0.00 0.00 0.00 0.00
[ 38] 20000817 0.00 61126.37 0.00 0.00 0.00 0.00
[ 39] 20000917 0.00 61126.37 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 90
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 23
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING F
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 40] 20001017 9601000.00 61126.37 7.640000 0.00 0.00
[ 41] 20001117 9601000.00 61126.37 7.640000 0.00 0.00
[ 42] 20001217 9601000.00 61126.37 7.640000 0.00 0.00
[ 43] 20010117 9601000.00 61126.37 7.640000 0.00 0.00
[ 44] 20010217 9601000.00 61126.37 7.640000 0.00 0.00
[ 45] 20010317 9601000.00 61126.37 7.640000 0.00 0.00
[ 46] 20010417 9601000.00 61126.37 7.640000 0.00 0.00
[ 47] 20010517 9601000.00 61126.37 7.640000 0.00 0.00
[ 48] 20010617 9601000.00 61126.37 7.640000 0.00 0.00
[ 49] 20010717 9601000.00 61126.37 7.640000 0.00 0.00
[ 50] 20010817 9601000.00 61126.37 7.640000 0.00 0.00
[ 51] 20010917 9601000.00 61126.37 7.640000 0.00 0.00
[ 52] 20011017 9601000.00 61126.37 7.640000 0.00 0.00
[ 53] 20011117 9601000.00 61126.37 7.640000 0.00 0.00
[ 54] 20011217 9601000.00 61126.37 7.640000 0.00 0.00
[ 55] 20020117 9601000.00 61126.37 7.640000 0.00 0.00
[ 56] 20020217 9601000.00 61126.37 7.640000 0.00 0.00
[ 57] 20020317 9601000.00 61126.37 7.640000 0.00 0.00
[ 58] 20020417 9601000.00 61126.37 7.640000 0.00 0.00
[ 59] 20020517 9601000.00 61126.37 7.640000 0.00 0.00
[ 60] 20020617 9601000.00 61126.37 7.640000 0.00 0.00
[ 61] 20020717 9601000.00 61126.37 7.640000 0.00 0.00
[ 62] 20020817 9601000.00 61126.37 7.640000 0.00 0.00
[ 63] 20020917 9601000.00 61126.37 7.640000 0.00 0.00
[ 64] 20021017 9601000.00 61126.37 7.640000 0.00 0.00
[ 65] 20021117 9601000.00 61126.37 7.640000 0.00 0.00
[ 66] 20021217 9601000.00 61126.37 7.640000 0.00 0.00
[ 67] 20030117 9601000.00 61126.37 7.640000 0.00 0.00
[ 68] 20030217 9601000.00 61126.37 7.640000 0.00 0.00
[ 69] 20030317 9601000.00 61126.37 7.640000 0.00 0.00
[ 70] 20030417 9601000.00 61126.37 7.640000 0.00 0.00
[ 71] 20030517 9601000.00 61126.37 7.640000 0.00 0.00
[ 72] 20030617 9601000.00 61126.37 7.640000 0.00 0.00
[ 73] 20030717 9601000.00 61126.37 7.640000 0.00 0.00
[ 74] 20030817 9601000.00 61126.37 7.640000 0.00 0.00
[ 75] 20030917 9601000.00 61126.37 7.640000 0.00 0.00
[ 76] 20031017 9601000.00 61126.37 7.640000 0.00 0.00
[ 77] 20031117 9601000.00 61126.37 7.640000 0.00 0.00
[ 78] 20031217 9601000.00 61126.37 7.640000 0.00 0.00
[ 79] 20040117 9601000.00 61126.37 7.640000 0.00 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 40] 20001017 0.00 61126.37 0.00 0.00 0.00 0.00
[ 41] 20001117 0.00 61126.37 0.00 0.00 0.00 0.00
[ 42] 20001217 0.00 61126.37 0.00 0.00 0.00 0.00
[ 43] 20010117 0.00 61126.37 0.00 0.00 0.00 0.00
[ 44] 20010217 0.00 61126.37 0.00 0.00 0.00 0.00
[ 45] 20010317 0.00 61126.37 0.00 0.00 0.00 0.00
[ 46] 20010417 0.00 61126.37 0.00 0.00 0.00 0.00
[ 47] 20010517 0.00 61126.37 0.00 0.00 0.00 0.00
[ 48] 20010617 0.00 61126.37 0.00 0.00 0.00 0.00
[ 49] 20010717 0.00 61126.37 0.00 0.00 0.00 0.00
[ 50] 20010817 0.00 61126.37 0.00 0.00 0.00 0.00
[ 51] 20010917 0.00 61126.37 0.00 0.00 0.00 0.00
[ 52] 20011017 0.00 61126.37 0.00 0.00 0.00 0.00
[ 53] 20011117 0.00 61126.37 0.00 0.00 0.00 0.00
[ 54] 20011217 0.00 61126.37 0.00 0.00 0.00 0.00
[ 55] 20020117 0.00 61126.37 0.00 0.00 0.00 0.00
[ 56] 20020217 0.00 61126.37 0.00 0.00 0.00 0.00
[ 57] 20020317 0.00 61126.37 0.00 0.00 0.00 0.00
[ 58] 20020417 0.00 61126.37 0.00 0.00 0.00 0.00
[ 59] 20020517 0.00 61126.37 0.00 0.00 0.00 0.00
[ 60] 20020617 0.00 61126.37 0.00 0.00 0.00 0.00
[ 61] 20020717 0.00 61126.37 0.00 0.00 0.00 0.00
[ 62] 20020817 0.00 61126.37 0.00 0.00 0.00 0.00
[ 63] 20020917 0.00 61126.37 0.00 0.00 0.00 0.00
[ 64] 20021017 0.00 61126.37 0.00 0.00 0.00 0.00
[ 65] 20021117 0.00 61126.37 0.00 0.00 0.00 0.00
[ 66] 20021217 0.00 61126.37 0.00 0.00 0.00 0.00
[ 67] 20030117 0.00 61126.37 0.00 0.00 0.00 0.00
[ 68] 20030217 0.00 61126.37 0.00 0.00 0.00 0.00
[ 69] 20030317 0.00 61126.37 0.00 0.00 0.00 0.00
[ 70] 20030417 0.00 61126.37 0.00 0.00 0.00 0.00
[ 71] 20030517 0.00 61126.37 0.00 0.00 0.00 0.00
[ 72] 20030617 0.00 61126.37 0.00 0.00 0.00 0.00
[ 73] 20030717 0.00 61126.37 0.00 0.00 0.00 0.00
[ 74] 20030817 0.00 61126.37 0.00 0.00 0.00 0.00
[ 75] 20030917 0.00 61126.37 0.00 0.00 0.00 0.00
[ 76] 20031017 0.00 61126.37 0.00 0.00 0.00 0.00
[ 77] 20031117 0.00 61126.37 0.00 0.00 0.00 0.00
[ 78] 20031217 0.00 61126.37 0.00 0.00 0.00 0.00
[ 79] 20040117 0.00 61126.37 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 91
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 24
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING F
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
[ 80] 20040217 9601000.00 61126.37 7.640000 0.00 0.00
[ 81] 20040317 9601000.00 61126.37 7.640000 0.00 0.00
[ 82] 20040417 9601000.00 61126.37 7.640000 0.00 0.00
[ 83] 20040517 9601000.00 61126.37 7.640000 0.00 0.00
[ 84] 20040617 9601000.00 61126.37 7.640000 0.00 0.00
[ 85] 20040717 9601000.00 61126.37 7.640000 0.00 0.00
[ 86] 20040817 9601000.00 61126.37 7.640000 0.00 0.00
[ 87] 20040917 9601000.00 61126.37 7.640000 0.00 0.00
[ 88] 20041017 9601000.00 61126.37 7.640000 0.00 0.00
[ 89] 20041117 9601000.00 61126.37 7.640000 0.00 0.00
[ 90] 20041217 9601000.00 61126.37 7.640000 0.00 0.00
[ 91] 20050117 9601000.00 61126.37 7.640000 0.00 0.00
[ 92] 20050217 9601000.00 61126.37 7.640000 0.00 0.00
[ 93] 20050317 9601000.00 61126.37 7.640000 0.00 0.00
[ 94] 20050417 9601000.00 61126.37 7.640000 0.00 0.00
[ 95] 20050517 9601000.00 61126.37 7.640000 0.00 0.00
[ 96] 20050617 9601000.00 61126.37 7.640000 0.00 0.00
[ 97] 20050717 9601000.00 61126.37 7.640000 0.00 0.00
[ 98] 20050817 9601000.00 61126.37 7.640000 0.00 0.00
[ 99] 20050917 9601000.00 61126.37 7.640000 0.00 0.00
[100] 20051017 9601000.00 61126.37 7.640000 0.00 0.00
[101] 20051117 9601000.00 61126.37 7.640000 0.00 0.00
[102] 20051217 9601000.00 61126.37 7.640000 0.00 0.00
[103] 20060117 9601000.00 61126.37 7.640000 0.00 0.00
[104] 20060217 9601000.00 61126.37 7.640000 0.00 0.00
[105] 20060317 9601000.00 61126.37 7.640000 0.00 0.00
[106] 20060417 9601000.00 61126.37 7.640000 0.00 0.00
[107] 20060517 9601000.00 61126.37 7.640000 0.00 0.00
[108] 20060617 9601000.00 61126.37 7.640000 0.00 0.00
[109] 20060717 9601000.00 61126.37 7.640000 0.00 0.00
[110] 20060817 9601000.00 61126.37 7.640000 0.00 0.00
[111] 20060917 9601000.00 61126.37 7.640000 0.00 0.00
[112] 20061017 9601000.00 61126.37 7.640000 0.00 0.00
[113] 20061117 9601000.00 61126.37 7.640000 0.00 0.00
[114] 20061217 9601000.00 61126.37 7.640000 0.00 0.00
[115] 20070117 9601000.00 61126.37 7.640000 0.00 0.00
[116] 20070217 9601000.00 61126.37 7.640000 0.00 0.00
[117] 20070317 9601000.00 61126.37 7.640000 0.00 0.00
[118] 20070417 9193070.25 61126.37 7.640000 407929.75 0.00
[119] 20070517 0.00 58529.21 7.640000 9193070.25 0.00
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
[ 80] 20040217 0.00 61126.37 0.00 0.00 0.00 0.00
[ 81] 20040317 0.00 61126.37 0.00 0.00 0.00 0.00
[ 82] 20040417 0.00 61126.37 0.00 0.00 0.00 0.00
[ 83] 20040517 0.00 61126.37 0.00 0.00 0.00 0.00
[ 84] 20040617 0.00 61126.37 0.00 0.00 0.00 0.00
[ 85] 20040717 0.00 61126.37 0.00 0.00 0.00 0.00
[ 86] 20040817 0.00 61126.37 0.00 0.00 0.00 0.00
[ 87] 20040917 0.00 61126.37 0.00 0.00 0.00 0.00
[ 88] 20041017 0.00 61126.37 0.00 0.00 0.00 0.00
[ 89] 20041117 0.00 61126.37 0.00 0.00 0.00 0.00
[ 90] 20041217 0.00 61126.37 0.00 0.00 0.00 0.00
[ 91] 20050117 0.00 61126.37 0.00 0.00 0.00 0.00
[ 92] 20050217 0.00 61126.37 0.00 0.00 0.00 0.00
[ 93] 20050317 0.00 61126.37 0.00 0.00 0.00 0.00
[ 94] 20050417 0.00 61126.37 0.00 0.00 0.00 0.00
[ 95] 20050517 0.00 61126.37 0.00 0.00 0.00 0.00
[ 96] 20050617 0.00 61126.37 0.00 0.00 0.00 0.00
[ 97] 20050717 0.00 61126.37 0.00 0.00 0.00 0.00
[ 98] 20050817 0.00 61126.37 0.00 0.00 0.00 0.00
[ 99] 20050917 0.00 61126.37 0.00 0.00 0.00 0.00
[100] 20051017 0.00 61126.37 0.00 0.00 0.00 0.00
[101] 20051117 0.00 61126.37 0.00 0.00 0.00 0.00
[102] 20051217 0.00 61126.37 0.00 0.00 0.00 0.00
[103] 20060117 0.00 61126.37 0.00 0.00 0.00 0.00
[104] 20060217 0.00 61126.37 0.00 0.00 0.00 0.00
[105] 20060317 0.00 61126.37 0.00 0.00 0.00 0.00
[106] 20060417 0.00 61126.37 0.00 0.00 0.00 0.00
[107] 20060517 0.00 61126.37 0.00 0.00 0.00 0.00
[108] 20060617 0.00 61126.37 0.00 0.00 0.00 0.00
[109] 20060717 0.00 61126.37 0.00 0.00 0.00 0.00
[110] 20060817 0.00 61126.37 0.00 0.00 0.00 0.00
[111] 20060917 0.00 61126.37 0.00 0.00 0.00 0.00
[112] 20061017 0.00 61126.37 0.00 0.00 0.00 0.00
[113] 20061117 0.00 61126.37 0.00 0.00 0.00 0.00
[114] 20061217 0.00 61126.37 0.00 0.00 0.00 0.00
[115] 20070117 0.00 61126.37 0.00 0.00 0.00 0.00
[116] 20070217 0.00 61126.37 0.00 0.00 0.00 0.00
[117] 20070317 0.00 61126.37 0.00 0.00 0.00 0.00
[118] 20070417 407929.75 469056.12 0.00 0.00 0.00 0.00
[119] 20070517 9193070.25 9251599.46 0.00 0.00 0.00 0.00
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
<PAGE> 92
AMRESCO COMMERCIAL MORTGAGE SECURITIES 1997-C1
Printed on 07/01/97 Page 25
Time Created: 07/01/97 16:54:57
>> Balloon: 100% extended for 0 Mos.
********* BOND: AMRESCO FPRICING F
<TABLE>
<CAPTION>
Month PayDate Ending Interest Coupon Amortization Prepay
Balance Principal Principal
<S> <C> <C> <C> <C> <C>
<CAPTION>
Month PayDate Principal Total Gross Total Prepay Prepay Prepay
Cash Cash Penalty Penalty YM Penalty %
<S> <C> <C> <C> <C> <C> <C>
</TABLE>
No securities are being offered by these summary materials. If the securities
described herein or other securities are ultimately offered, they will be
offered only pursuant to a definitive offering circular, and prospective
investors who consider purchasing any such securities should make their
investment decision based only upon the information provided therein and
consultation with their own advisers. 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 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 not pertain to any securities that will actually
be sold. 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. Any information in the material, 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 solely by Goldman, Sachs & Co. Goldman,
Sachs & Co. is acting as underwriter.
