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Previous: SCHWAB TRUSTS SCHWAB TEN TRUST 2000 SERIES B, S-6, 2000-04-07 |
Next: ACME UNITED CORP, SC 13G, 2000-04-10 |
<PAGE>
8-K
Current Report
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 (Date of earliest event reported): April 6, 2000
PRUDENTIAL SECURITIES SECURED FINANCING CORPORATION
(Exact name of registrant as specified in its charter)
DELAWARE 333-75209 13-3411414
(State or other Jurisdiction (Commission (I.R.S. Employer
Incorporation) File Number) Identification Number)
---------------------
One New York Plaza, 18th Floor
New York, NY 10292-2018
(principal executive offices)
(212) 214-1000
<PAGE>
Item 5. OTHER EVENTS
Description of the Certificates
Prudential Securities Secured Financing Corporation (the "Depositor") will
cause to be filed with the Securities and Exchange Commission (the "Commission")
pursuant to the Commission's Rule 424 a Prospectus Supplement and the Prospectus
filed as part of Registration Statement, File No. 333-75209, in connection with
the Depositor's issuance of a series of certificates, entitled Commercial
Mortgage Pass-Through Certificates, Series 2000-KEY1 (the "Certificates"), to be
issued pursuant to a Pooling and Servicing Agreement among the Depositor, a
trustee to be determined, a master servicer to be determined and a special
servicer to be determined.
Computational Materials
Prudential Securities Incorporated as underwriter of certain of the
Certificates (the "Underwriter") has provided certain prospective purchasers of
the Certificates with certain computational materials and collateral term sheets
(the "Computational Materials") in written form, which Computational Materials
are in the nature of data tables and/or term sheet information relating to the
assets of the trust fund (in which the Certificates represent beneficial
ownership) and are based on collateral information provided by Bridger
Commercial Realty Finance LLC, Key Commercial Mortgage and Salomon Brothers
Realty Corp. under certain assumptions and scenarios.
Item 7. FINANCIAL STATEMENTS AND EXHIBITS
(a) Not applicable
(b) Not applicable
(c) Exhibits
EXHIBIT NO. 99 DESCRIPTION
Computational Materials (as defined in Item 5) that have been provided by
the Underwriter to certain prospective purchasers of the Offered Certificates.
1
<PAGE>
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 thereunto duly authorized.
Dated: April 6, 2000
PRUDENTIAL SECURITIES SECURED
FINANCING CORPORATION
By: /s/ David Rodgers
-----------------------
Name: David Rodgers
Title: Director
<PAGE>
- --------------------------------------------------------------------------------
PROSPECTIVE INVESTORS ARE ADVISED TO READ CAREFULLY, AND SHOULD RELY SOLELY
ON, THE FINAL PROSPECTUS SUPPLEMENT RELATING TO THE PRELIMINARY PROSPECTUS
SUPPLEMENT DATED ______ __, 2000 ("PRELIMINARY PROSPECTUS SUPPLEMENT"), WHICH IS
SUBJECT TO COMPLETION, TO THE PROSPECTUS DATED ______ __, 2000 (TOGETHER, THE
"PROSPECTUS") RELATING TO THE CERTIFICATES REFERRED TO BELOW IN MAKING THEIR
INVESTMENT DECISION.
The information contained in this diskette is an electronic copy of certain
of the information set forth on Annex A to the Preliminary Prospectus Supplement
relating to the Prudential Securities Secured Financing Corporation Commerical
Mortgage Pass-Through Certificates, Series 2000-KEY1 (the "Certificates") and
should be reviewed only in conjunction with a careful review of the Prospectus.
Such information does not include any information relating to the structure of
the Certificates and does not include all relevant information relating to the
underlying Mortgage Loans. Such information is set forth in the Prospectus, and
particular attention should be paid to the risks and special considerations
associated with an investment in the Certificates described in the Prospectus.
The information contained in this diskette should not be viewed as projections,
forecasts, predictions or opinions with respect to value. See "DESCRIPTION OF
THE MORTGAGE POOL-Certain Characteristics of the Mortgage Pool Other
Information" for a listing of the assumptions used in preparing such
information.
Any information contained in this diskette and in the Preliminary
Prospectus Supplement is subject to completion or amendment. Furthermore, any
information contained in this diskette will be more fully described in the Final
Prospectus Supplement, and such information will be fully superseded by the
information set forth in the Final Prospectus Supplement. Prior to making any
investment decision, a prospective investor shall receive and should carefully
review the Prospectus.
NOTHING IN THIS DISKETTE SHOULD BE CONSIDERED AN OFFER TO SELL OR A SOLICITATION
OF AN OFFER TO BUY THE NEW CERTIFICATES.
NOTE: THIS DISK CONTAINS A "READ ONLY" FILE VERSION OF ANNEX A in Microsoft
Excel 7.0a. Please follow these steps to create a file that can be edited.
1. Highlight all cells on this Annex A tab of the "PSSFC 2000-KEY1.xls" file.
2. "Copy" the highlighted worksheet cells.
3. Select "New" file from the menu and then "Paste" these cells on the "New"
file.
4. Your "New" file should contain the "Read-Only" data provided on this tab of
the diskette; this "New" file can be edited and saved.
- --------------------------------------------------------------------------------
<PAGE>
THIS ANNEX SUPERSEDES ANY PREVIOUS ANNEX, AND WILL BE SUPERSEDED BY THE
COLLATERAL INFORMATION IN ANY SUBSEQUENT ANNEX OR IN THE FINAL PROSPECTUS
SUPPLEMENT. THIS PAGE MUST BE ACCOMPANIED BY A DISCLAIMER. IF YOU DID NOT
RECEIVE SUCH A DISCLAIMER, PLEASE CONTACT YOUR PRUDENTIAL SECURITIES
INCORPORATED, SALOMON SMITH BARNEY, INC., OR MCDONALD INVESTMENTS, INC.
FINANCIAL ADVISOR IMMEDIATELY. THE SECURITIES DESCRIBED HEREIN ARE OFFERED ONLY
PURSUANT TO A DEFINITIVE FINAL PROSPECTUS SUPPLEMENT. PROSPECTIVE INVESTORS WHO
CONSIDER PURCHASING ANY SUCH SECURITIES SHOULD MAKE THEIR INVESTMENT DECISION
BASED ONLY UPON THE INFORMATION PROVIDED THEREIN. CAPITALIZED TERMS USED BUT NOT
DEFINED HEREIN HAVE THE MEANINGS GIVEN TO SUCH TERMS IN THE FINAL PROSPECTUS
SUPPLEMENT.
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
CONTROL LOAN
NUMBER NUMBER SELLER PROPERTY NAME PROPERTY ADDRESS
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C>
10312 KEY SouthPointe Pavilions Shopping Center 2910 Pine Lake Road, Suite Q
6603515 Salomon Gateway Village Shopping Center 150 Defense Highway
5557 NRF The Bristol Apartments 1221 Redford
ROLLUP BRIDGER VARIOUS VARIOUS
260990081 Bridger Quality Inn - Boardwalk 17th Street & Baltimore Ave
260990082 Bridger Quality Inn - Ocean Front 54th Street & Coastal Highway
6603656 Salomon 4000 Alameda 4000 W. Alameda
7816 NRF Aerospace Corporation 180 & 200 N. Aviation Blvd
415990039 Bridger Highlander Apartments 620 Iris Avenue
6603700 Salomon Lenoxgate Apartments 100 Lenoxplace
9569 NRF Meadowood Court Power Center 5505-5575 Virginia
7035 NRF Chandler Commons NEC Ray Road & Rural Road
2806 NRF Pickering Square 1802-1810 12th Ave NW
ROLLUP NRF VARIOUS VARIOUS
1906 NRF Shiloh Medical Park 921 Shiloh Rd
1906 NRF LAM Research Building 1524 IH-35 South
1906 NRF 2550 Downing Rd 2550 Downing Rd
1906 NRF Ranch Plaza 820 E Bruton Rd
1906 NRF Richland Business Center 445 E Walnut Street
1906 NRF Richland Commons 8251 Bedford/Evlen Rd
7598 NRF NEC America 14040 Park Center Rd
1889 NRF Northcrest Village Shopping 3044 and 3052 Old Denton Road
6603028 Salomon 9201 Belmont Ave. 9201 Belmont Avenue
6392 NRF Inman Grove Shopping Center 1125 Inman Avenue
9776 NRF Market Pointe I 15102 Indiana Avenue East
10384 KEY Roseland Shopping Center 3225 NYS Route 364
10315 KEY Hawk Pacific Warehouse 175 Tower Road
810000132 Bridger Bridge Point Business Center 4120 & 4142 Point Eden Way
8355 NRF Doubletree Riverfront Hotel 50 Warren Street
8987 NRF Greenwood Square Shopping Ctr 2945 Scottsville Road
9519 NRF 599 Broadway 599 Broadway
7529 NRF Bixby Knolls SC (North) 4500-4558 N. Atlantic Ave
410990101 Bridger Bensalem Crossing 2200-2290 Neshaminy Blvd
6516 NRF Streetsboro Market Square 9244-9300 Market Square Dr
9272 NRF Garden Quarter Apartments 1200 Elmwood Drive
6604092 Salomon Gatehouse Plaza 3040-3070 Gatehouse Plaza
6600365 Salomon Deposit Guaranty Bank Building 3525 North Causeway Boulevard
9069 NRF 11th & Main Street 11th & Main Street
6602253 SALOMON KENNEY PORTFOLIO #2 VARIOUS
6602253A Salomon Hampton Inn - Columbus 4280 International Gateway
6602253B Salomon Comfort Suites Hotel 4270 Sawyer Road
6603157 Salomon Wilshire Office Building 8447 Wilshire office Building
240990070 Bridger Citrus Village 700 Redlands
6949 NRF Vista Industrial 1125 Joshua
10487 KEY Hornbrook Estates 5001 E. Riverside Drive
6603490 Salomon Stephens Business Park Parker Court
7000 NRF Havenwood Apts 6501 Boca Raton
8770 NRF Champlin Marketplace 8600 114th Avenue North
10489 KEY Martin Estates Apartments 2301 Raleigh Blvd
6603048 Salomon Chowder Bay Apartments 4700 South Rio Grande Ave
9462 NRF Kennedy Center 10200 E. Girard Avenue
6603050 Salomon Airport Plaza Office Complex - Airport II 1762 Technology Drive
10382 KEY General Motors Design Studio 5353 Clybourn Ave
9155 NRF Glendora Homebase 725 South Grand Avenue
7198 NRF 32 West 39th Street 32 West 39th Street
6600532 Salomon The Gathering Apartments 2700 West Pensacola Street
400990115 Bridger Citrus Center 2635 E. Gulf to Lakes Hwy
400990084 Bridger 769 Northfield Avenue 769 Northfield Avenue
8489 NRF Fox Hunt Apartments 2905 Valley Green Drive
400990109 Bridger Southwood Village 440 60th Street SE
6603029 SALOMON BALDUCCI'S VARIOUS
6603029A Salomon Balducci's-424 6th Ave. 424 Sixth Avenue
6603029B Salomon Balducci-11-02 Queens Plaza South 11-02 Queens Plaza South
240990106 Bridger ABI Distribution Center 1701 Exchange Parkway
8512 NRF Huntington Beach Medical 17742 Beach Boulevard
410990052 Bridger East Gate Office 125-139 Gaither Drive
7723 NRF San Bruno Square 881-883, 901-903 Sneath Lane
7361 NRF Weber Distribution Bldg. 13530 Resecrans Ave
6603425 Salomon Kings Cove Apartments 12350 Mercy Boulevard
6603961 Salomon ABCO Desert Market 13940 W. Meeker Blvd
ROLLUP NRF VARIOUS VARIOUS
6643 NRF Smith/American Mobile Homes 14115 S. Western Avenue/14149 S. Western Avenue
9198 NRF Sycamore Mobile Home Park 1750 West Broadway
7001 NRF Copper Creek Apts 6011 Oakland Hills
ROLLUP BRIDGER TROPICANA BLVD. MHP ROLL UP VARIOUS
400000134 Bridger Tropicana Mobile Home Park 300 East Tropicana Avenue
400000134 Bridger Golden Mobile Manor 252 East Tropicana Avenue
400000134 Bridger Bond Trailer Lodge 284 East Tropicana Avenue
250990091 Bridger Executive Ridge (Cardiff) 3220 Executive Ridge Drive
10319 KEY Underwood Gartland 216 8415 & 8329 216th St. SE
6913 NRF Redwood Park Apts 4103 W. 18th Avenue
10320 KEY AHFC Office Building 4300 Boniface Parkway
6603463 Salomon Walnut Street Portfolio Belfonte & Walnut Streets
6603498 Salomon Tower Apartments 5400 & 5404 Montgomery Blvd. NE
7488 NRF Baldwin Building 201 Baldwin Avenue
7815 NRF Birch Plaza 236 South 1st West
800990098 Bridger Evergreen Business Center 8625 Evergreen Way
7371 NRF Client Distribution Services 193 Edwards Drive
6603237 Salomon Evergreen Apartments 6190 Pegasus Drive
7805 NRF Salem Woods Apts. 5291 Wood Creek Dr
6988 NRF San Marcos Freeway Center 960-680 Los Vallecitos Blvd
7827 NRF Colonial Garden Apartments 334 E. Main Street
285990114 Bridger Essen Crossing 5725 Essen Lane
10385 KEY Maple Leaf Square Warrensville Center Road
8714 NRF Warrington Shopping Center Route 611 & Bristol Road
400990085 Bridger 349 E. Northfield Road 349 E. Northfield Road
400990071 Bridger Philadelphia Design Center 2300 Chestnut Street
245990073 Bridger Country Meadows Estates 701 Ridgeview Drive
9082 NRF River Valley Mobile Home Park 10910 Turner Blvd
400990062 Bridger Mountain View Plaza 3400 - 3420 South Jones Boulevard
10314 KEY Milford Corporate Office Park 1050 and 1150 Corporate Office Drive
9179 NRF Summit Ridge Apartments 9500 Summit Drive
7261 NRF Best Buy, Inc 5550 SW Loop 820
240000136 Bridger Corinthian Plaza 4341 & 4343 MacArthur Blvd
240990103 Bridger Linens N' Things 2240 Betteravia Road
6600069 Salomon Frank's Nursery 715 Dobbs Ferry Road
6603419 Salomon Lamar Crossing 3945-4045 Lamar Avenue
410990083 Bridger 1035 Mill Road 1035 Mill Road
7551 NRF Weston Shoppes Michigan Road & 106th Street
ROLLUP NRF VARIOUS VARIOUS
6251 NRF Homestead Mobile Home Park County Rte 442 & 431
6251 NRF Pine Acres/Urlich Mobile Home 3330 Route 60
6251 NRF Pine Ridge Mobile Home Park 1 North Street
6251 NRF Sunset Mobile Home Park 637 Route 17C
9704 NRF Colonial Corners 5600 W Colonial Drive
6909 NRF Charleston Apartments 1801 9th Street, 1429-1435 7th
10308 KEY Oceanside Village Apartments 207 Chandler Street
7184 NRF Battlefield Place Shopping Center
6809 NRF Star Wholesale Warehouse 8223 Stemmons Freeway
6885 NRF North Village Apartments 1602 Jacaman Road
10390 KEY Berkshire Glens Falls 216 Quaker Road
255990080 Bridger Owens Corning Whse 2710 Laude Road
6000070 Salomon K-Mart Store 103 Oak Avenue
6601140 Salomon Cochituate Village Shopping Center 25 - 35 Main Street
7015 NRF Misty Bayou Apartments #1 Stonesthrow Dr
10311 KEY Festival Center 185 North Kennedy Drive
245990087 Bridger Quivira Square 7820-7880 Quivira Road
7404 NRF Mission Valley Office 2525 Camino del Rio South
10318 KEY River Falls Shopping Center 1865-1895 SW Blakenship Road
10307 KEY Hearthstone Alzheimer Residential Care 1932 Jessie Street
10391 KEY 56 Court Street 56 Court Street
6569 NRF 300 I Street 300 I St, NE
10313 KEY S.L. Austintown 427 Thatcher Lane
400980023 Bridger Escondido Terrace MHP 1380 Oak Hill Drive
5151 NRF Mira Mesa Commercial Center 9175-9225 Mira Mesa Blvd
7552 NRF Burnsville Heights Business 11975 Portland Avenue South
410990050 Bridger Plaza Americana Retail 217-31 West Lehigh Avenue
10306 KEY Eagle Run Apartments - Phase II 2000 Bouldercrest Road
9391 NRF Coral Way Garden Apartments 2150 SW 16th Avenue
10309 KEY MAC Equipment Headquarters 7901 NW 107th Terrace
800990076 Bridger 13000 Bel-Red Road 13000 NE Bel-Red Road
8399 NRF K-Mart 1290 N. Monroe Street
7747 NRF Madison Court Apartments One Madison Avenue
10400 KEY Renaissance Village Suites 5019 S. Catherine St
300980019 Bridger Kimberly Gardens MHP 24922 Muirlands Blvd
240990104 Bridger Lazy Boy Furniture 2104 Bradley Road
8719 NRF Office Max 2802 Curtie Rd.
10408 KEY Continental Apartments 3315 E. Longview Avenue
400990086 Bridger 120 Littleton Road 120 Littleton Road
10336 KEY Alderview Apartments 300 11th Avenue
6602981 Salomon Scoop Office Bldg. 416 W. Muhammad Ali Blvd
8698 NRF Palm Desert Apts 8429 N. 27th Ave
405990030 Bridger Aspen Village Apts. 545 South 2nd East
8841 NRF Office Max 4525 S Hwy 29
7766 NRF Stor-More I & II 1506 Industrial Blvd
10409 KEY Cheyenne Mountain - Phase II 1670 E. Cheyenne Mountain Blvd
10388 KEY Ruskin Kmart 431 N.E. 19th Avenue
8335 NRF Oakwood Manor/Monterey Apts 808 Washburn/1015 Garfield
6568 NRF 220 I Street 220 I Street NE
245990072 Bridger Nancene Apartments 805 S. Mill Street
220990034 Bridger 1344-1350 University Ave. 1344-1350 University Avenue
9496 NRF Coliseum Self-Storage 1121 Coliseum Blvd North
10322 KEY The Cambridge Building 11059 East Bethany Drive
7237 NRF Bellwood Terrace 2554 Noel Street
415990117 Bridger Casa de Barcelona 2800 South 25th Street
10393 KEY JTR Properties 7700 South 700 East
10405 KEY Churchill Mobile Home Park 5705 / 5905 Churchill Way
400990065 Bridger 3701 Birch Street 3701 Birch Street
6567 NRF 1413 K Street NW 1413 K Street NW
245990074 Bridger University Properties 1533 Merchant Street, 1610 & 1622 Merchant Street
400990047 Bridger Parkway MHP 9355 South 500 West
6732 NRF Sunshine Care Homes 12725-12750 Monte Vista Road
400990118 Bridger Sunrise MHP 3900 Lenore Drive
420990049 Bridger 1128-1142 Valencia Street Apts. 1128-1142 Valencia Street and 27-41 San Jose Avenue
10323 KEY Kissing Camels Office Building 2950 Professional Place
400990051 Bridger 2823-35 S. Bristol St. Office 2823 & 2835 S. Bristol Street
400990029 Bridger Oak Grove MHP 307 1/2 Mehigan Street Northwest
ROLLUP BRIDGER VARIOUS VARIOUS
410990077 Bridger 14001 Townsend 14001 Townsend Road
410990090 Bridger 203 Lincoln Highway 203 Lincoln Highway
3314 NRF Camp Wisdom Village Shopping 222 Camp Wisdom
415000131 Bridger Desert Dorado Villas 850 E. Vista Chino Drive
400990048 Bridger Northcrest MHP 3980 South 1950 West
10334 KEY Arctic Office Building 3940 Arctic Blvd, Ste. 103
400990041 Bridger Woischke's MHP Route 4 Box 36C
10389 KEY Sutherland Lumber 5221 Yellowstone Road
10310 KEY Gallatin Manor 332 East William Street
400990055 Bridger Hollywood Video, Powertel 6800 Dixie Highway
10327 KEY Birmingham Drug 33877 Woodward Ave
410990045 Bridger Green St. Manor Apts. 1806-1814 Green Street
410990032 Bridger President & Bel Air Apts. 425 & 427 West Chelten Avenue
245990116 Bridger Noah's Ark Self Storage 30435 Highway 281 North
8669 NRF Monterey Shore Plaza 72-750 Dinah Shore Drive
10392 KEY Cumberland Technological Center 4311 West Waters Avenue
410990061 Bridger 1841 South 4th Street 1841 South 4th Street
400990119 Bridger Country Village MHP 801 East Rittenhouse
400990095 Bridger North Bonita Self Storage 26300 Old 41 Road
410990031 Bridger Morris Manor Apts. 5721-45 Morris Street
7748 NRF 728 Dawson Dr. 728 Dawson Dr.
10407 KEY The Franklin Building 1524 - 1536 Franklin Street
6010 NRF Montgomery Center 3615 Kearny Villa Road
400990107 Bridger Townhouse MHP 3811 North 27th Avenue
415990102 Bridger La Villa Vegas MHP 1190 S. Mojave Road
400990089 Bridger Leisure Village MHC 1620 Nooseneck Hill Road
400990092 Bridger Hollywood Video - Ridgeland, MS 1250 E. County Line Road
400980012 Bridger Bamboo MHP 2430 Charles Rd
400990093 Bridger Hollywood Video - Montgomery 2392 East South Boulevard
400990064 Bridger El Rancho MHP 12955 Yorba Avenue
10399 KEY Fairhaven Mobile Home Park 1322 Paddock Drive
410990066 Bridger Fairwinds Plaza 703-707 Pulaski Highway
10386 KEY CVS Ground Lease - Loizos Pearl and Memphis
400990097 Bridger Harbor Mobile Home Park 22503 Meyler Street
410990033 Bridger Chelten Arms Apartments 500-502 West Chelten Avenue
5847 NRF Summerfield Apartments 1650 7th Street SE
415990043 Bridger Hollywood Video, Mesa 5950 East Brown Road
400990060 Bridger Chesapeake Point MHP 800 Chesapeake Dr
10335 KEY Waterside Mobile Home Park 5010 North Douglas Hwy
8526 NRF Ajax Corporation Building 605 East Houston Street
245990111 Bridger Washington Street Building 302 Washington Street
10326 KEY LeMoyne Townhomes 1200 LeMoyne Ave
10337 KEY Twin Oaks/Beaver Creek Mobile Home Community 9230 State Route 45
ROLLUP NRF VARIOUS VARIOUS
6667 NRF 410 Third Avenue 410 Third Avenue
6668 NRF 407 Third Avenue 407 Third Avenue
10339 KEY Summit Plaza 894-896 Summit Street
10332 KEY 1735 Central Ave. Office Bldg. 1735 Central Ave
10338 KEY North Valley Mini Storage 222 Brookside Blvd
10401 KEY Rego Realty Apartments 411 Franklin, 808 Maple, 70 Wilson
6285 KEY Safe Haven Indianapolis Apt Bd 6220-6260 East 11th Street
10328 KEY Fayettevillager 294 Highbridge St
3946 KEY Frontier Mobile Home Park 1927 Electric Ave
7428 KEY West Coast Video-Milville 801 North High Street
10402 KEY 8422-8434 Telegraph Road 8422-8434 Telegraph Road
10333 KEY 6021-6025 Royalton Road 6021-6025 Royalton Road
10330 KEY Orvilton Townhouses 5579 Thompson Road
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
CONTROL LOAN PROPERTY PROPERTY
NUMBER NUMBER PROPERTY CITY STATE ZIP CODE PROPERTY TYPE BORROWER NAME
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
10312 Lincoln NE 68516 Retail - Anchored RED Capital Management, LLC
6603515 Annapolis MD 21401 Retail - Anchored Cordish Gateway Village LLC
5557 Houston TX 77034 Multifamily Brigadoon Associates Limited P
ROLLUP OCEAN CITY MD 21842 HOTEL VARIOUS
260990081 Ocean City MD 21842 Hotel Harrison Q1 17 Funding LLC
260990082 Ocean City MD 21842 Hotel Harrison Q1 54 Funding LLC
6603656 Burbank CA 91505 Office Alameda Enterprise Inc.
7816 El Segundo CA 90245 Industrial Aviation Business Park
415990039 Sunnyvale CA 94086 Multifamily Northwest Investments and
Central Investments
6603700 Goodlettsville TN 37072 Multifamily J.P. Realty II Inc.
9569 Reno NV 89509 Retail - Anchored Shankar Nevada LLC
7035 Chandler AZ 85226 Retail - Shadow Anchored Chandler-Sunset, LLC
2806 Issaquah WA 98027 Retail - Anchored Schroeder Properties Corp. &
Realfund, Inc.
ROLLUP VARIOUS TX VARIOUS VARIOUS ABERFELDY II LIMITED PARTNERSH
1906 Tyler TX 75703 Office Aberfeldy II Limited Partnersh
1906 Austin TX 78704 Office Aberfeldy II Limited Partnersh
1906 Fort Worth TX 76106 Industrial Aberfeldy II Limited Partnersh
1906 Mesquite TX 75149 Office Aberfeldy II Limited Partnersh
1906 Richardson TX 76180 Retail - Unanchored Aberfeldy II Limited Partnersh
1906 N. Richland Hills TX 76180 Retail - Unanchored Aberfeldy II Limited Partnersh
7598 Herndon VA 20171 Office Lexington Herndon L.L.C.
1889 Carrollton TX 75007 Retail - Anchored David E. Claassen
6603028 Franklin Park IL 60131 Industrial Coolidge-Chicago Equities L.L.C..
6392 Edison NJ 08820 Retail - Anchored Oak Grove Associates
9776 Spokane WA 99216 Retail - Anchored Market Pointe I, LLC
10384 Canandaigua NY 14424 Retail - Anchored Widewaters Roseland Center Company
10315 Napa CA 94588 Industrial Skihawk Development
810000132 Hayward CA 94545 Mixed Use Luba Properties
8355 Lowell MA 01852 Hotel LHG, LLC
8987 Bowling Green KY 42103 Retail - Anchored Greenwood Square Holdings, LLC
9519 New York NY 10012 Office 599 Broadway LLC
7529 Long Beach CA 90807 Retail - Anchored GGF, LLC
410990101 Bensalem Township PA 19020 Retail - Anchored Bensalem Crossing Associates, L.P.
6516 Streetsboro OH 44241 Retail - Anchored Coral Market Square LP
9272 Terre Haute IN 47802 Multifamily Southern Indiana Investments C
6604092 Fairfax VA 22042 Retail - Unanchored Terrabrook Merrifield Gatehouse
L.L.C.
6600365 Metairie LA 70002 Office Causeway Partners LLC
9069 Los Angeles CA 90015 Retail - Unanchored 11th & Main Partners, LLC
6602253 VARIOUS VARIOUS VARIOUS VARIOUS KENNEY AIRPORT HOTEL CORP
6602253A Columbus OH 43219 Hotel-Limited Service Kenney Airport Hotel Corp
6602253B Columbus OH 43219 Hotel-Limited Service Kenney Airport Hotel Corp
6603157 Beverly Hills CA 90211 Office KOAR-8447 Associates LLC a Delaware
limited liability company and F&F
Investment Properties LLC a
California limited liability
company as Tenants in Common
240990070 Redlands CA 92373 Retail - Anchored Redlands Palm Associates, Ltd.
6949 Vista CA 92083 Industrial RCI Vista, LLC
10487 Knight Township IN 47715 Multifamily Evansville Place Apartments Limited
Partn
6603490 Stone Mountain GA 30087 Industrial Matana Realty L.P.
7000 Ft Worth TX 76112 Multifamily Havenwood Associates LP
8770 Champlin MN 55369 Retail - Anchored Champlin Marketplace, LLC
10489 Shelbyville IN 46176 Multifamily Shelbyville Place Apartments Ltd.
Partnership
6603048 Orlando FL 32839 Multifamily Holgrand Limited Partnership
9462 Denver CO 80231 Office Kennedy Center Partnership, LL
6603050 San Jose CA 95110 Office Airport II a California general
partnership
10382 North Hollywood CA 91601 Office Bill and Bill Property Management,
LLC
9155 Glendora CA 91740 Retail - Single Tenant Peer Properties VI
7198 New York NY 10018 Office 32 West 39th Street Associates
6600532 Tallahassee FL 32304 Multifamily Cypress Housing Inc. Trustee under
Declaration of Trust for The
Gaterhings dated June 30 1998
400990115 Inverness FL 34453 Retail - Anchored CMC Real Estate Program 1988-1, Ltd.
400990084 West Orange NJ 07052 Office 769 Associates, LLC
8489 Kettering OH 45440-3034 Multifamily Realmark/Fox Hun, LP
400990109 Grand Rapids MI 49548 Manufactured Housing Southwood Village Mobile Home Park
Limited Partnership
6603029 VARIOUS VARIOUS VARIOUS VARIOUS SPGNY LLC
6603029A New York NY 10011 Retail - Unanchored SPGNY LLC
6603029B Long Island City NY 11101 Industrial SPGNY LLC
240990106 Waco TX 76712 Industrial Matsushita International Corporation
8512 Huntington Beach CA 92647 Office Greenglass Associates, LLC
410990052 Mt. Laurel NJ 08054 Office East Gate Business Center, LLC
7723 San Bruno CA 94066 Office San Bruno Office Associates, L
7361 Santa Fe CA 90670 Industrial Weber Family Trust
6603425 Savannah GA 31419 Multifamily Kings Cove LLC
6603961 Sun City West AZ 85375 Retail - Unanchored Abart Properties I LLC an Arizona
limited liability company
ROLLUP DIXMOOR IL 60406 MANUFACTURED HOUSING SMITH MOBILE HOMES, INC
6643 Dixmoor IL 60406 Manufactured Housing Smith Mobile Homes, Inc
9198 Dixmoor IL 60406 Manufactured Housing Smith Mobile Homes, Inc
7001 Ft. Worth TX 76112 Multifamily Price Copper Creek, Ltd
ROLLUP VARIOUS NV VARIOUS MANUFACTURED HOUSING WEST PARK, INC.; TIEN FU HSU, CO-
TRUSTEE OF THE LISA SU FAMILY
TRUST OF 1992, U/D/T DATED JUNE
26, 1992; AND LISA SU, CO-TRUSTEE
OF THE LISA SU FAMILY TRUST OF
1992, U/D/T DATED JUNE 26, 1992
400000134 Las Vegas NV 89109 Manufactured Housing
400000134 Las Vegas NV 89109 Manufactured Housing
400000134 Las Vegas NV 89109 Manufactured Housing
250990091 Vista CA 92067 Office Moxie Pacific Palomar #9, LLC
10319 Woodinville WA 98072 Industrial Underwood Gartland 216 LLC
6913 Eugene OR 97402 Multifamily Redwood Park Associates
10320 Anchorage AK 99504 Self Storage 4300 Boniface Corporation
6603463 Pittsburgh PA 15232 Retail - Unanchored Walnut Capital Partners - Shadyside
Retail L.P.
6603498 Albuquerque NM 87109 Multifamily Triad Towers LLC a Washington
limited liability company
7488 San Mateo CA 94401 Office 201 Baldwin Avenue Associates
7815 Rexburg ID 83440 Multifamily ProTrust Birch Plaza, LLC
800990098 Everett WA 98203 Office Evergreen Business Center
Investments LLC
7371 Jackson TN 38301 Industrial Client Distribution Services,
6603237 Riverside CA 92503 Multifamily Tomanek & Associates LLC a
California limited liability
company
7805 Dayton OH 45426 Multifamily New Salem Woods, LP
6988 San Marcos CA 92069 Industrial San Marcos Freeway Center
7827 Newark DE 19711 Multifamily New Colonial Gardens, L.P.
285990114 Baton Rouge LA 70810 Mixed Use Animate Corporation
10385 Maple Heights OH 44137 Retail - Shadow Anchored TBD
8714 Warrington Township PA 18976 Retail - Anchored Juniper-Warrington Associates
400990085 Livingston NJ 07051 Office 349 Associates, LLC
400990071 Philadelphia PA 19103 Office 2300 Chestnut Associates Limited
245990073 Lee's Summit MO 64086 Multifamily Woodcliff Associates, a California
Limited Partnership
9082 Longmont CO 80504 Manufactured Housing River Valley Mobile Home Park
400990062 Las Vegas NV 89103 Retail - Unanchored M.V. College Fund, Limited Liability
Company
10314 Milford Township MI 48381 Office Milford Investment, LLC
9179 Benbrook TX 76126 Multifamily Smallwood Summit Partners, LP
7261 Fort Worth TX 76132 Retail - Single Tenant E.H. Fort Worth L.L.C., Palisa
240000136 Newport Beach CA 92660 Retail - Anchored To Be Formed
240990103 Santa Maria CA 93455 Retail - Single Tenant SM101 Five LLC
6600069 White Plains NY 10530 Retail - Unanchored S&D Realty LLC
6603419 Paris TX 75462 Retail - Anchored Lamar Crossing LLC
410990083 Fogelsville PA 18051 Industrial 1035 Mill Road Associates L.P.
7551 Carmel IN 46032 Retail - Shadow Anchored Glendale Partners of Weston Sh
ROLLUP VARIOUS VARIOUS VARIOUS MANUFACTURED HOUSING PINECREST PROPERTIES MHP, LLC
6251 Georgetown DE 19947 Manufactured Housing Pinecrest Properties MHP, LLC
6251 Charlotte NY 14718 Manufactured Housing Pinecrest Properties MHP, LLC
6251 Adams NY 13606 Manufactured Housing Pinecrest Properties MHP, LLC
6251 Barton NY 14982 Manufactured Housing Pinecrest Properties MHP, LLC
9704 Orlando FL 32808 Retail - Unanchored FF Colonial, LLC
6909 Charleston IL 61920 Multifamily Unique Homes Properties, Inc.
10308 Cape Canaveral FL 32920 Multifamily TBD
7184 Chickamauga GA 30707 Retail - Anchored Battlefield Partners, LLC
6809 Dallas TX 75247 Retail - Single Tenant I-35 Star Partners I, Ltd.
6885 Laredo TX 78041 Multifamily N.W. Laredo Development, Ltd.
10390 Queensbury NY 14203 Retail - Anchored Berkshire Glens Falls LLC
255990080 Rockford IL 61109 Industrial The Cornerstone Group X, L.L.C.
6000070 Menomonie WI 54751 Retail - Anchored KM of Menomonie Wisconsin L.P.
6601140 Wayland MA 01778 Retail - Anchored Main Street Property Inc.
7015 Houma LA 70364 Multifamily B&T Leasing, Inc.
10311 Bradley IL 60915 Retail - Anchored EIG Bradley, L.L.C.
245990087 Lenexa KS 66216 Retail - Unanchored Quivira Shopping Center-91, L.C.
7404 San Diego CA 92108 Office Dr. Samuel Markarian
10318 West Linn OR 97068 Retail - Shadow Anchored West Linn Associates, LLC
10307 Bakersfield CA 93305 Assisted Living Boyd Kearney LLC
10391 Brooklyn NY 11201 Multifamily BIL 1LLC
6569 Washington DC 20002 Office 300 I Street N.E., LLC
10313 Austintown OH 44515 Industrial S.L. Austintown LLC
400980023 Escondido CA 92027 Manufactured Housing Escondido Terrace Ownership
Corporation
5151 San Diego CA 92126 Retail - Unanchored Gitinem Enterprises,Inc.
7552 Burnsville MN 55337 Mixed Use Portland Avenue, LLC
410990050 Philadelphia PA 19133 Retail - Unanchored Plaza Americana, Inc.
10306 Atlanta GA 30316 Multifamily Eagles Run Housing Partners, II, LTD
9391 Miami FL 33145 Multifamily Frank W Guilford, Jr
10309 Kansas City MO 64153 Office TBD
800990076 Bellevue WA 98005 Mixed Use Bel-Red, LLC
8399 Frenchtown MI 48162 Retail - Single Tenant DW Properties, LLC
7747 Warminster PA 18974 Multifamily Madison Management Associates
10400 Plattsburgh NY 12901 Multifamily Mary J. Johnson
300980019 Lake Forest CA 92630 Manufactured Housing Kimberly Gardens Owners Association
240990104 Santa Maria CA 93455 Retail - Single Tenant SM101, Four, LLC
8719 Northwood OH 43619 Retail - Single Tenant Norledo Company, Ltd
10408 Bloomington IN 47401 Multifamily Continental Terrace, LLC
400990086 Parsippany NJ 07054 Office Groton Associates, LLC
10336 Seattle WA 98122 Multifamily Gerald & Yvonne Vierthaler
6602981 Louisville KY 40202 Office T. J. Associates Inc.
8698 Phoenix AZ 85051 Multifamily Phoenix PHC, Inc
405990030 Rexburg ID 83440 Multifamily MKH Properties Co., Ltd.
8841 Alexandria MN 56308 Retail - Single Tenant Minnalex Company, Ltd.
7766 Laredo TX 78041 Self Storage Stor-More, Ltd.
10409 Colorado Springs CO 80906 Retail - Shadow Anchored Dial Realty-Cheyenne Mountain II LLC
10388 Ruskin FL 33570 Retail - Shadow Anchored EIG Ruskin, LLC
8335 Topeka KS 66606 Multifamily TB Paramount, LLP
6568 Washington DC 20002 Office 220 I Street N.E., LLC
245990072 Lee's Summit MO 64063 Multifamily Strother Investment Properties, LLC
220990034 Rochester NY 14607 Industrial 1344-1350 University Avenue LLC
9496 Fort Wayne IN 46805 Self Storage Fort Wayne Self-Storage, LLC
10322 Aurora CO 80014 Office National Real Estate Group, LLC
7237 Richmond VA 23237 Multifamily Keck & Smith
415990117 Abilene TX 79605 Multifamily Otay Lakes Associates, LLC
10393 Sandy UT 84047 Retail - Shadow Anchored JTR 700, L.C.
10405 Juneau AK 99801 Manufactured Housing Myron Klein
400990065 Newport Beach CA 92660 Office Ruth L. Ko
6567 Washington DC 20002 Office 1413 K Street NW Associates
245990074 Emporia KS 66801 Multifamily University Properties
400990047 Sandy UT 84070 Manufactured Housing Parkway Manufactured Housing
Community, LLC
6732 Poway CA 92064 Assisted Living JMS Properties, LLC
400990118 Witchita Falls TX 76306 Manufactured Housing Sunrise Park, LP
420990049 San Francisco CA 94110 Mixed Use 1128 Valencia Associates, LLC
10323 Colorado Springs CO 80904 Self Storage Sullivan Comm. Kissing Camels Off.
Park I, LLC
400990051 Santa Ana CA 92704 Office Bristol South Coast Properties, LLC
400990029 New Brighton MN 55112 Manufactured Housing Oak Grove Park Properties, LLP
ROLLUP VARIOUS PA VARIOUS INDUSTRIAL VARIOUS
410990077 Philadelphia PA 19154 Industrial Sant Properties
410990090 Falls Township PA 19030 Industrial Sant Properties
3314 Duncanville TX 75116 Retail - Shadow Anchored 222 Camp Wisdom Village L.P.
415000131 Palm Springs CA 92262 Multifamily Carl Bruno and Stefan & Zaina
Kulesza
400990048 Roy UT 84067 Manufactured Housing Northcrest Manufactured Housing
Community, LLC
10334 Anchorage AK 99504 Office 3940 Arctic Office Building
Partnership
400990041 Pine City MN 55063 Manufactured Housing William P. Woischke and Shirley M.
Woischke
10389 Cheyenne WY 82009 Retail - Shadow Anchored EIG Cheyenne, LLC
10310 Ann Arbor MI 48104 Multifamily Gallatin Manor, L.L.C.
400990055 Louisville KY 40258 Retail - Anchored Valencia-Midvale, LLC
10327 Birmingham MI 48009 Retail - Unanchored Krasnick Properties, L.L.C.
410990045 Philadelphia PA 19123 Multifamily 1804-1814 Green Street Associates
Limited Partnership
410990032 Philadelphia PA 19144 Multifamily SAS President/Bel-Air, L.P.
245990116 Bulverde TX 78163 Self Storage Noah's Ark Self Storage I, L.P.
8669 Palm Desert CA 92260 Retail - Unanchored J. M. Madera, L.L.C.
10392 Tampa FL 33614 Retail - Unanchored Kimmins Partnership, Ltd.
410990061 Allentown PA 18103 Retail - Anchored Joseph T. Posh, Sr., John C. Posh,
Joseph Posh, and Jody Lynn Posh
400990119 Houston TX 77076 Manufactured Housing Country Village Park, LP
400990095 Bonita Springs FL 34135 Self Storage Newman & Newman
410990031 Philadelphia PA 19144 Multifamily Morris Manor Properties, L.P.
7748 Newark DE 19713 Industrial 728 Dawson Associates
10407 Denver CO 80218 Retail - Unanchored The Franklin Company, LLC
6010 San Diego CA 92123 Office BOS Properties
400990107 Phoenix AZ 85017 Manufactured Housing MHP #9, LLC
415990102 Las Vegas NV 89104 Manufactured Housing DRC Investments, Inc.
400990089 Coventry RI 02816 Manufactured Housing Leisure Village, Inc.
400990092 Ridgeland MS 39157 Retail - Single Tenant AmREIT SPE 1, Inc.
400980012 Pembroke Park FL 33009 Manufactured Housing William Corrigan, Sr. and Clara H.
Corrigan
400990093 Montgomery AL 361111 Retail - Single Tenant Centurion Video, Ltd.
400990064 Chino CA 91710 Manufactured Housing Dale E. McNeely and Janet M. McNeely
10399 Mansfield OH 44096 Manufactured Housing Fairhaven Limited Partnership
410990066 New Castle Hundred DE 19701 Mixed Use Fairwinds Associates, L.L.C.
10386 Cleveland OH 44109 Retail - Anchored Loizos, LLC
400990097 Torrance CA 90746 Manufactured Housing Dzikowski Family Trust
410990033 Philadelphia PA 19144 Multifamily SAS Chelten Arms, L.P.
5847 St. Cloud MN 55356 Multifamily Tapestry/Summerfield Real Esta
415990043 Mesa AZ 85205 Retail - Single Tenant Steffy Buick Company
400990060 Tarpon Springs FL 34689 Manufactured Housing Chesapeake Investments, Inc.
10335 Juneau AK 99801 Multifamily Myron Klein
8526 Broken Arrow OK 74012 Industrial Arch Property Company, LLC
245990111 Laredo TX 78040 Office Paul Garza, Jr.
10326 Syracuse NY 13088 Multifamily Syracuse Properties, LLC
10337 Lisbon OH 44453 Manufactured Housing Lisbon Associates Limited
Partnership
ROLLUP ASBURY PARK NJ 07712 MULTIFAMILY RICHARD C. KOVACH
6667 Asbury Park NJ 07712 Multifamily Richard C. Kovach
6668 Asbury Park NJ 07712 Multifamily Richard C. Kovach
10339 Round Rock TX 78664 Office Eagle Investment Company L P
10332 Town of Colonie NY 12205 Office Howmur Associates
10338 Grant Pass OR 97526 Self Storage North Valley Mini Storage, Inc.
10401 Hartford CT 06114 Multifamily Rego Realty Corporation
6285 Indianapolis IN 46204 Assisted Living Safe Haven Indianapolis, LC
10328 Fayetteville NY 13066 Multifamily Syracuse Properties, LLC
3946 Blasdell NY 14219 Manufactured Housing Mohammed I. Charlie
7428 Millville NJ 08332 Retail - Single Tenant Russell Properties, LLC
10402 Downey CA 90240 Retail - Unanchored Saeed Hekmat-Niaz and Pari
Mirharooni
10333 North Royalton OH 44133 Retail - Unanchored Philip K. and Mary Ellen Heim
10330 Dewitt NY 13214 Multifamily Syracuse Properties, LLC
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
1ST INT. &
ORIGINAL GROSS NET PRIN. INTEREST
CONTROL LOAN PRINCIPAL CUT-OFF DATE MORTGAGE MORTGAGE PAYMENT ACCRUAL
NUMBER NUMBER BALANCE BALANCE LOAN TYPE RATE RATE NOTE DATE DATE METHOD DUE DATE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
10312 30,492,000 30,422,662 Fixed 8.38% 12/31/99 Actual/360
6603515 26,000,000 25,861,176 Fixed 7.96% 07/02/99 Actual/360
5557 21,000,000 20,868,142 Fixed 7.67% 06/30/1999 Actual/360
ROLLUP 20,500,000 20,404,433 FIXED 9.30% 10/22/99 ACTUAL/360
260990081 11,415,000 11,361,785 Fixed 9.30% 10/22/99 Actual/360
260990082 9,085,000 9,042,647 Fixed 9.30% 10/22/99 Actual/360
6603656 20,100,000 20,051,295 Fixed 8.11% 12/02/99 Actual/360
7816 17,500,000 17,449,335 Fixed 8.07% 11/15/1999 Actual/360
415990039 14,850,000 14,762,036 Fixed 7.90% 06/04/99 Actual/360
6603700 14,800,000 14,756,934 Fixed 8.14% 11/23/99 Actual/360
9569 14,100,000 14,071,172 Fixed 7.96% 01/05/2000 Actual/360
7035 14,000,000 14,000,000 Fixed 8.55% Actual/360
2806 14,000,000 13,719,463 Fixed 7.53% 12/31/1997 Actual/360
ROLLUP 13,703,000 13,392,871 FIXED 7.50% 12/15/1997 30/360
1906 576,611 563,561 Fixed 7.50% 12/15/1997 30/360
1906 3,663,178 3,580,272 Fixed 7.50% 12/15/1997 30/360
1906 3,832,770 3,746,026 Fixed 7.50% 12/15/1997 30/360
1906 1,051,468 1,027,671 Fixed 7.50% 12/15/1997 30/360
1906 780,121 762,465 Fixed 7.50% 12/15/1997 30/360
1906 3,798,852 3,712,876 Fixed 7.50% 12/15/1997 30/360
7598 12,375,000 12,269,466 Fixed 7.60% 08/13/1999 Actual/360
1889 12,000,000 11,792,374 Fixed 7.01% 08/19/1998 30/360
6603028 11,500,000 11,443,648 Fixed 8.29% 07/30/99 Actual/360
6392 10,500,000 10,439,958 Fixed 7.81% 09/01/1999 Actual/360
9776 10,100,000 10,069,432 Fixed 8.30% 01/31/2000 Actual/360
10384 9,725,000 9,725,000 Fixed 8.65% 03/08/00 Actual/360
10315 9,800,000 9,693,264 Fixed 7.96% 05/27/99 Actual/360
810000132 9,600,000 9,600,000 Fixed 8.75% 04/01/00 Actual 360
8355 9,500,000 9,379,356 Fixed 8.74% 08/31/1999 30/360
8987 9,250,000 9,224,466 Fixed 7.91% 12/23/1999 Actual/360
9519 9,177,000 9,168,501 Fixed 8.80% 02/28/00 Actual/360
7529 9,012,000 8,947,634 Fixed 8.03% 08/30/1999 Actual/360
410990101 8,960,000 8,938,238 Fixed 8.10% 12/20/99 Actual/360
6516 8,951,000 8,891,918 Fixed 8.03% 06/23/1999 Actual/360
9272 8,800,000 8,789,453 Fixed 8.56% 02/28/00 30/360
6604092 8,700,000 8,682,952 Fixed 8.17% 01/05/00 Actual/360
6600365 8,400,000 8,207,369 Fixed 7.38% 08/18/98 Actual/360
9069 8,000,000 7,986,884 Fixed 9.04% 01/28/2000 Actual/360
6602253 8,080,000 7,843,028 FIXED 7.26% 09/04/98 ACTUAL/360
6602253A 6,000,000 5,824,031 Fixed 7.26% 09/04/98 Actual/360
6602253B 2,080,000 2,018,997 Fixed 7.26% 09/04/98 Actual/360
6603157 7,875,000 7,833,595 Fixed 8.02% 07/09/99 Actual/360
240990070 8,000,000 7,633,221 Fixed 8.20% 08/20/99 Actual/360
6949 7,653,000 7,621,961 Fixed 8.05% 09/27/1999 Actual/360
10487 7,500,000 7,500,000 Fixed 8.30% Actual/360
6603490 7,500,000 7,470,356 Fixed 8.15% 09/21/99 Actual/360
7000 7,200,000 7,152,410 Fixed 7.68% 07/30/1999 30/360
8770 6,850,000 6,838,676 Fixed 9.00% 01/19/2000 30/360
10489 6,800,000 6,800,000 Fixed 8.30% Actual/360
6603048 6,800,000 6,760,194 Fixed 7.94% 06/24/99 Actual/360
9462 6,600,000 6,582,108 Fixed 8.00% 12/16/1999 Actual/360
6603050 6,600,000 6,564,760 Fixed 7.96% 07/15/99 Actual/360
10382 6,500,000 6,500,000 Fixed 8.72% 03/14/00 Actual/360
9155 6,225,000 6,225,000 Fixed 8.95% 03/27/00 Actual/360
7198 6,139,000 6,108,127 Fixed 8.44% 08/31/1999 30/360
6600532 6,150,000 6,044,008 Fixed 6.97% 06/30/98 Actual/360
400990115 6,030,000 6,019,109 Fixed 8.57% 01/31/00 Actual/360
400990084 6,000,000 5,983,196 Fixed 8.20% 11/23/99 Actual/360
8489 6,000,000 5,979,805 Fixed 8.05% 11/17/1999 30/360
400990109 6,000,000 5,975,688 Fixed 7.96% 12/29/99 Actual/360
6603029 6,000,000 5,967,235 FIXED 8.20% 06/22/99 ACTUAL/360
6603029A 4,675,862 4,650,328 Fixed 8.20% 06/22/99 Actual/360
6603029B 1,324,138 1,316,907 Fixed 8.20% 06/22/99 Actual/360
240990106 5,700,000 5,683,623 Fixed 8.10% 11/30/99 Actual/360
8512 5,550,000 5,534,852 Fixed 8.30% 11/12/1999 Actual/360
410990052 5,545,000 5,516,737 Fixed 8.14% 07/14/99 Actual/360
7723 5,500,000 5,465,275 Fixed 7.88% 08/26/1999 Actual/360
7361 5,500,000 5,453,917 Fixed 8.16% 08/12/1999 Actual/360
6603425 5,400,000 5,370,830 Fixed 8.24% 06/25/99 Actual/360
6603961 5,330,000 5,321,719 Fixed 8.85% 01/13/00 Actual/360
ROLLUP 5,258,000 5,236,860 FIXED 8.34% 12/13/1999 30/360
6643 3,818,000 3,802,649 Fixed 8.34% 12/13/1999 30/360
9198 1,440,000 1,434,210 Fixed 8.34% 12/13/1999 30/360
7001 5,200,000 5,165,629 Fixed 7.68% 07/30/1999 30/360
ROLLUP 5,150,000 5,140,938 FIXED 8.35% 02/25/00 ACTUAL/360
400000134 2,043,505 2,039,910 Fixed 8.35% Actual/360
400000134 1,948,814 1,945,385 Fixed 8.35% Actual/360
400000134 1,157,681 1,155,644 Fixed 8.35% Actual/360
250990091 5,068,000 5,059,287 Fixed 8.81% 01/03/00 Actual/360
10319 5,060,000 5,040,616 Fixed 8.27% 09/13/99 Actual/360
6913 5,000,000 4,968,552 Fixed 7.93% 07/16/1999 30/360
10320 4,941,000 4,929,657 Fixed 8.34% 12/23/99 Actual/360
6603463 4,903,850 4,879,312 Fixed 7.84% 08/03/99 Actual/360
6603498 4,900,000 4,868,440 Fixed 7.57% 06/18/99 Actual/360
7488 4,750,000 4,736,697 Fixed 8.20% 12/01/1999 Actual/360
7815 4,720,000 4,686,174 Fixed 7.82% 06/30/1999 30/360
800990098 4,600,000 4,592,690 Fixed 9.19% 01/06/00 Actual/360
7371 4,500,000 4,477,268 Fixed 8.33% 11/18/1999 30/360
6603237 4,300,000 4,267,787 Fixed 7.42% 05/15/99 Actual/360
7805 4,300,000 4,261,410 Fixed 7.74% 08/31/1999 30/360
6988 4,300,000 4,261,110 Fixed 8.45% 07/06/1999 30/360
7827 4,246,000 4,207,834 Fixed 7.73% 08/31/1999 30/360
285990114 4,150,000 4,150,000 Fixed 8.79% 04/01/00 Actual/360
10385 4,021,000 4,021,000 Fixed 9.08% Actual/360
8714 4,000,000 3,995,784 Fixed 9.19% 02/03/2000 30/360
400990085 4,000,000 3,988,797 Fixed 8.20% 11/19/99 Actual/360
400990071 4,000,000 3,980,755 Fixed 8.00% 08/30/99 Actual/360
245990073 3,950,000 3,939,427 Fixed 8.38% 11/19/99 Actual/360
9082 3,910,000 3,896,342 Fixed 8.17% 10/29/1999 30/360
400990062 3,900,000 3,865,355 Fixed 8.44% 06/30/99 Actual/360
10314 3,825,000 3,816,668 Fixed 8.56% 12/29/99 Actual/360
9179 3,750,000 3,736,238 Fixed 8.54% 10/28/1999 30/360
7261 3,750,000 3,725,506 Fixed 7.74% 07/06/1999 30/360
240000136 3,500,000 3,500,000 Fixed 8.42% 04/01/00 Actual/360
240990103 3,435,000 3,430,613 Fixed 8.26% 02/29/00 30/360
6600069 3,540,000 3,401,327 Fixed 7.71% 06/23/98 Actual/360
6603419 3,330,000 3,321,398 Fixed 8.51% 11/03/99 Actual/360
410990083 3,300,000 3,289,381 Fixed 8.50% 10/14/99 Actual/360
7551 3,288,000 3,282,542 Fixed 8.98% 01/20/2000 Actual/360
ROLLUP 3,229,000 3,207,113 FIXED 8.10% 06/04/1999 30/360
6251 1,142,692 1,134,947 Fixed 8.10% 06/04/1999 30/360
6251 899,820 893,721 Fixed 8.10% 06/04/1999 30/360
6251 637,041 632,723 Fixed 8.10% 06/04/1999 30/360
6251 549,447 545,723 Fixed 8.10% 06/04/1999 30/360
9704 3,200,000 3,194,561 Fixed 8.86% 01/07/2000 30/360
6909 3,180,000 3,146,833 Fixed 8.24% 06/30/1999 30/360
10308 3,100,000 3,087,810 Fixed 8.17% 09/15/99 Actual/360
7184 3,056,000 3,042,083 Fixed 8.38% 10/12/1999 30/360
6809 2,985,000 2,940,322 Fixed 8.39% 07/21/1999 30/360
6885 2,914,000 2,903,153 Fixed 8.47% 10/04/1999 30/360
10390 2,748,000 2,748,000 Fixed 8.80% Actual/360
255990080 2,750,000 2,731,229 Fixed 8.00% 09/10/99 Actual/360
6000070 2,800,000 2,725,895 Fixed 7.08% 06/30/98 Actual/360
6601140 2,800,000 2,695,293 Fixed 6.88% 09/04/98 Actual/360
7015 2,700,000 2,674,662 Fixed 8.22% 07/14/1999 30/360
10311 2,640,000 2,629,825 Fixed 8.24% 12/10/99 Actual/360
245990087 2,600,000 2,585,866 Fixed 8.50% 10/07/99 Actual/360
7404 2,600,000 2,576,219 Fixed 8.38% 07/14/1999 30/360
10318 2,597,000 2,573,746 Fixed 7.91% 07/23/99 Actual/360
10307 2,610,000 2,553,635 Fixed 8.52% 02/17/99 Actual/360
10391 2,468,000 2,465,654 Fixed 8.38% 02/29/00 Actual/360
6569 2,471,000 2,445,718 Fixed 8.36% 06/22/1999 30/360
10313 2,453,000 2,444,507 Fixed 8.83% 12/23/99 Actual/360
400980023 2,450,000 2,425,945 Fixed 8.50% 05/27/99 Actual/360
5151 2,400,000 2,363,616 Fixed 8.09% 02/03/1999 30/360
7552 2,375,000 2,360,619 Fixed 8.12% 07/12/1999 30/360
410990050 2,360,000 2,339,801 Fixed 8.63% 06/25/99 Actual/360
10306 2,362,000 2,319,323 Fixed 8.38% 09/17/97 Actual/360
9391 2,300,000 2,295,475 Fixed 8.43% 02/07/2000 30/360
10309 2,286,000 2,278,991 Fixed 8.69% 10/01/99 Actual/360
800990076 2,250,000 2,242,668 Fixed 8.45% 10/26/99 Actual/360
8399 2,200,000 2,187,120 Fixed 8.10% 10/21/1999 Actual/360
7747 2,136,000 2,123,153 Fixed 8.40% 10/27/1999 30/360
10400 2,100,000 2,094,287 Fixed 8.95% 01/07/00 Actual/360
300980019 2,400,000 2,088,685 Fixed 10.30% 09/10/96 Actual/360
240990104 2,085,000 2,079,724 Fixed 8.34% 12/09/99 30/360
8719 2,025,000 2,000,597 Fixed 8.05% 09/29/1999 Actual/360
10408 2,000,000 2,000,000 Fixed 8.50%
400990086 2,000,000 1,994,399 Fixed 8.20% 11/19/99 Actual/360
10336 2,000,000 1,992,714 Fixed 8.46% 09/16/99 Actual/360
6602981 2,000,000 1,990,032 Fixed 8.53% 06/30/99 Actual/360
8698 2,000,000 1,989,361 Fixed 8.01% 11/18/1999 30/360
405990030 2,000,000 1,988,855 Fixed 8.13% 05/28/99 Actual/360
8841 1,997,000 1,987,901 Fixed 8.95% 01/31/2000 Actual/360
7766 2,000,000 1,961,052 Fixed 8.67% 09/30/1999 30/360
10409 1,946,000 1,933,528 Fixed 8.33% Actual/360
10388 1,916,000 1,911,259 Fixed 9.52% 01/21/00 Actual/360
8335 1,900,000 1,888,536 Fixed 8.38% 11/10/1999 30/360
6568 1,894,000 1,874,622 Fixed 8.36% 06/22/1999 30/360
245990072 1,880,000 1,845,048 Fixed 8.38% 11/23/99 Actual/360
220990034 1,850,000 1,841,959 Fixed 9.00% 06/18/99 Actual/360
9496 1,780,000 1,780,000 Fixed 8.85% 30/360
10322 1,700,000 1,672,273 Fixed 8.00% 12/24/98 Actual/360
7237 1,680,000 1,666,257 Fixed 8.32% 08/04/1999 30/360
415990117 1,660,000 1,658,519 Fixed 9.00% 03/14/00 Actual/360
10393 1,660,000 1,656,547 Fixed 8.75% 12/06/99 Actual/360
10405 1,660,000 1,650,959 Fixed 8.49% 10/04/99 Actual/360
400990065 1,650,000 1,638,368 Fixed 8.63% 08/31/99 Actual/360
6567 1,611,000 1,594,909 Fixed 8.51% 06/18/1999 30/360
245990074 1,600,000 1,591,302 Fixed 8.50% 10/29/99 Actual/360
400990047 1,595,000 1,584,478 Fixed 7.93% 05/18/99 Actual/360
6732 1,579,000 1,563,102 Fixed 8.46% 06/23/1999 30/360
400990118 1,550,000 1,548,510 Fixed 8.55% 03/14/00 Actual/360
420990049 1,500,000 1,494,411 Fixed 8.38% 09/07/99 Actual/360
10323 1,495,000 1,486,735 Fixed 8.41% 10/12/99 Actual/360
400990051 1,500,000 1,484,541 Fixed 8.25% 05/27/99 Actual/360
400990029 1,500,000 1,480,721 Fixed 9.00% 07/23/99 Actual/360
ROLLUP 1,450,000 1,445,960 FIXED 8.63% 12/27/99 ACTUAL/360
410990077 770,000 768,349 Fixed 8.63% 12/27/99 Actual/360
410990090 680,000 677,611 Fixed 8.75% 12/27/99 Actual/360
3314 1,441,000 1,403,040 Fixed 6.94% 09/01/1998 30/360
415000131 1,400,000 1,399,235 Fixed 9.00% 02/28/00 Actual/360
400990048 1,405,000 1,395,731 Fixed 7.93% 05/18/99 Actual/360
10334 1,400,000 1,392,945 Fixed 8.90% 10/28/99 Actual/360
400990041 1,450,000 1,382,611 Fixed 8.00% 05/04/99 Actual/360
10389 1,370,000 1,366,610 Fixed 9.52% 01/31/00 Actual/360
10310 1,300,000 1,295,149 Fixed 8.42% 12/06/99 Actual/360
400990055 1,300,000 1,294,378 Fixed 8.75% 07/09/99 Actual/360
10327 1,285,000 1,278,939 Fixed 9.24% 10/22/99 Actual/360
410990045 1,275,000 1,268,591 Fixed 8.50% 06/17/99 Actual/360
410990032 1,240,000 1,235,264 Fixed 7.80% 10/01/99 Actual/360
245990116 1,220,000 1,215,907 Fixed 9.00% 12/16/99 Actual/360
8669 1,157,000 1,155,081 Fixed 9.46% 02/23/2000 30/360
10392 1,150,000 1,146,984 Fixed 9.17% 01/31/00 Actual/360
410990061 1,135,000 1,130,326 Fixed 8.88% 11/09/99 Actual/360
400990119 1,115,000 1,111,932 Fixed 8.55% 03/14/00 Actual/360
400990095 1,100,000 1,094,431 Fixed 8.88% 10/06/99 Actual/360
410990031 1,100,000 1,093,806 Fixed 7.75% 07/28/99 Actual/360
7748 1,100,000 1,093,648 Fixed 8.65% 10/27/1999 30/360
10407 1,050,000 1,047,389 Fixed 9.49% 01/21/00 Actual/360
6010 1,050,000 1,039,411 Fixed 8.45% 06/03/1999 30/360
400990107 1,025,000 1,022,702 Fixed 8.44% 12/27/99 Actual/360
415990102 1,000,000 998,214 Fixed 8.63% 01/06/00 Actual/360
400990089 1,000,000 996,355 Fixed 8.55% 12/29/99 Actual/360
400990092 1,000,000 991,579 Fixed 8.38% 03/02/99 30/360
400980012 1,000,000 989,629 Fixed 8.88% 04/30/99 Actual/360
400990093 980,000 971,945 Fixed 8.50% 03/26/99 30/360
400990064 960,000 956,768 Fixed 8.75% 09/08/99 Actual/360
10399 930,000 928,760 Fixed 9.66% Actual/360
410990066 923,000 918,214 Fixed 8.75% 10/20/99 Actual/360
10386 882,000 874,851 Fixed 8.84% 01/04/00 Actual/360
400990097 865,000 851,626 Fixed 9.13% 10/29/99 Actual/360
410990033 855,000 850,886 Fixed 8.00% 08/20/99 Actual/360
5847 826,000 821,088 Fixed 8.21% 07/16/1999 30/360
415990043 820,000 816,454 Fixed 8.75% 07/07/99 Actual/360
400990060 783,000 779,272 Fixed 8.13% 11/18/99 Actual/360
10335 750,000 745,915 Fixed 8.49% 10/04/99 Actual/360
8526 750,000 743,910 Fixed 9.38% 12/30/1999 30/360
245990111 735,000 734,609 Fixed 9.13% 03/13/00 Actual/360
10326 733,000 722,652 Fixed 8.48% 01/28/99 Actual/360
10337 712,500 708,791 Fixed 8.73% 10/15/99 Actual/360
ROLLUP 710,000 703,974 FIXED 9.51% 06/03/1999 30/360
6667 355,000 351,987 Fixed 9.51% 06/03/1999 30/360
6668 355,000 351,987 Fixed 9.51% 06/03/1999 30/360
10339 665,000 661,019 Fixed 8.68% 09/17/99 Actual/360
10332 624,000 621,017 Fixed 8.70% 09/30/99 Actual/360
10338 620,000 617,920 Fixed 9.00% 12/08/99 Actual/360
10401 610,000 610,000 Fixed 9.20%
6285 532,500 521,988 Fixed 7.61% 10/26/1998 Actual/360
10328 476,000 469,280 Fixed 8.48% 01/28/99 Actual/360
3946 445,500 434,055 Fixed 8.24% 02/20/1998 Actual/360
7428 375,000 370,981 Fixed 8.45% 04/20/1999 Actual/360
10402 337,500 337,500 Fixed 9.70% Actual/360
10333 295,000 287,784 Fixed 8.71% 06/18/99 Actual/360
10330 279,000 275,062 Fixed 8.48% 01/28/99 Actual/360
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
GRACE CROSS
CONTROL LOAN PERIOD PAYMENT MONTHLY DEBT COLLATERALIZED/
NUMBER NUMBER (DAYS) FREQUENCY SERVICE CROSS DEFAULTED SEASONING LO DEF YM5 YM4 YM3 YM2 YM1
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
10312 12 231,869 29 88
6603515 12 190,054 31 83
5557 12 149,287 36 81
ROLLUP 12 176,266 60 57
260990081 12 98,150 60 57
260990082 12 78,116 60 57
6603656 12 149,031 26 91
7816 12 129,264 31 98
415990039 12 107,879 36 81
6603700 12 109,113 27 90
9569 12 103,068 29 112
7035 12 108,940 27 93
2806 12 98,178 49 29
ROLLUP 12 95,813 144
1906 12 95,813
1906 12 95,813
1906 12 95,813
1906 12 95,813
1906 12 95,813
1906 12 95,813
7598 12 92,257 34 95
1889 12 79,917 72 48
6603028 12 86,719 31 82
6392 12 76,529 33 84
9776 12 79,971 29 88
10384 12 75,813 48 66
10315 12 75,378 37 80
810000132 12 75,523 36 81
8355 12 83,892 34 83
8987 12 67,294 30 87
9519 12 71,640 28 101
7529 12 66,315 34 80
410990101 12 66,371 24 93
6516 12 66,634 36 81
9272 12 68,039 28 113
6604092 12 64,872 49 69
6600365 12 61,421 36 81
9069 12 64,600 29 88
6602253 12 61,369 36 201
6602253A 12 45,571 36 201
6602253B 12 15,798 36 201
6603157 12 57,894 31 86
240990070 12 57,391 36 81
6949 12 56,422 33 108
10487 12 56,609 25 92
6603490 12 55,819 29 88
7000 12 51,234 36 81
8770 12 55,117 29 88
10489 12 51,325 25 92
6603048 12 49,612 32 85
9462 12 48,428 30 99
6603050 12 48,245 31 86
10382 12 50,996 27 90
9155 12 52,368 28 89
7198 12 46,943 34 83
6600532 12 40,792 84
400990115 12 46,665 36 81
400990084 12 44,865 36 80
8489 12 44,235 117
400990109 12 46,150 60 57
6603029 12 44,865 32 85
6603029A 12 34,964 32 85
6603029B 12 9,901 32 85
240990106 12 42,223 36 81
8512 12 41,891 31 110
410990052 12 41,230 36 81
7723 12 40,359 34 83
7361 12 43,492 34 83
6603425 12 40,530 32 85
6603961 12 42,045 26 91
ROLLUP 12 41,773 30 87
6643 12 30,333 30 87
9198 12 11,440 30 87
7001 12 37,002 36 81
ROLLUP 12 40,950 36 81
400000134 12 40,950 36 81
400000134 12 40,950 36 81
400000134 12 40,950 36 81
250990091 12 40,087 48 69
10319 12 38,589 30 87
6913 12 36,445 72 12 12 12 9
10320 12 37,433 30 87
6603463 12 35,437 30 87
6603498 12 34,497 32 85
7488 12 35,518 30 99
7815 12 34,043 48 36 33
800990098 12 37,643 60 57
7371 12 35,721 31 86
6603237 12 29,831 33 84
7805 12 32,451 34 83
6988 12 34,480 35 82
7827 12 32,016 34 83
285990114 12 32,767 48 69
10385 12 32,586 25 92
8714 12 32,733 28 89
400990085 12 29,910 36 80
400990071 12 29,351 48 68
245990073 12 30,023 60 57
9082 12 29,155 30 51
400990062 12 31,246 36 81
10314 12 29,574 30 87
9179 12 28,941 36 81
7261 12 26,840 35 82
240000136 12 26,714 36 81
240990103 12 25,830 36 81
6600069 12 28,974 36 201
6603419 12 25,628 27 90
410990083 12 25,374 48 69
7551 12 26,409 30 111
ROLLUP 12 23,919 36 81
6251 12 23,919
6251 12 23,919
6251 12 23,919
6251 12 23,919
9704 12 25,426 29 88
6909 12 25,051 36 81
10308 12 23,115 32 82
7184 12 23,620 32 85
6809 12 25,697 35 106
6885 12 22,344 32 85
10390 12 21,717 48 69
255990080 12 21,225 60 57
6000070 12 19,931 84 118
6601140 12 21,507 36 201
7015 12 21,234 35 82
10311 12 20,797 29 88
245990087 12 20,936 36 81
7404 12 20,726 35 82
10318 12 19,889 36 81
10307 12 22,683 39 78
10391 12 19,011 60 57
6569 12 19,665 36 81
10313 12 20,301 30 84
400980023 12 19,728 48 69
5151 12 18,667 28 113
7552 12 17,626 35 106
410990050 12 19,203 36 81
10306 12 17,961 72 72 36 24
9391 12 18,412 28 113
10309 12 17,877 32 85
800990076 12 17,221 60 57
8399 12 17,126 32 84
7747 12 17,056 117
10400 12 17,551 60 57
300980019 12 26,233 48 126
240990104 12 15,796 36 81
8719 12 17,001 48 48 21
10408 12 15,378
400990086 12 14,955 36 80
10336 12 15,279 60 57
6602981 12 15,421 32 85
8698 12 15,450 31 86
405990030 12 14,850 36 78
8841 12 17,903 27 90
7766 12 19,895 33 108
10409 12 15,447 33 84
10388 12 16,767 36
8335 12 15,146 31 86
6568 12 15,073 36 81
245990072 12 14,061 60 57
220990034 12 14,886 60 57
9496 12 15,935 96
10322 12 13,121 41 76
7237 12 13,325 34 83
415990117 12 13,931 36 81
10393 12 13,059 30 87
10405 12 13,251 60 57
400990065 12 13,426 48 69
6567 12 12,983 36 81
245990074 12 12,884 36 81
400990047 12 11,626 36 81
6732 12 12,672 36 81
400990118 12 12,533
420990049 12 11,401 60 57
10323 12 11,948 32 85
400990051 12 11,827 48 69
400990029 12 13,496 60 176
ROLLUP 12 11,580 36 81
410990077 12 5,989 36 81
410990090 12 5,591 36 81
3314 12 10,130 96
415000131 12 11,265 48 69
400990048 12 10,241 48 69
10334 12 11,653 60 57
400990041 12 10,805 60 57
10389 12 11,989 36
10310 12 10,398 29 88
400990055 12 10,227 36 81
10327 12 10,996 60 57
410990045 12 9,804 36 81
410990032 12 8,926 60 57
245990116 12 10,238 48 69
8669 12 10,077 96
10392 12 9,785 29 88
410990061 12 9,428 60 57
400990119 12 11,013 84 93
400990095 12 9,137 36 81
410990031 12 7,881 60 57
7748 12 8,969 117
10407 12 9,167 60 57
6010 12 8,420 117
400990107 12 7,838 48 69
415990102 12 7,778 48 69
400990089 12 8,086 60 57
400990092 12 7,600 48 69
400980012 12 8,307 36 24
400990093 12 7,535 48 69
400990064 12 7,552 48 69
10399 12 8,229 60 57
410990066 12 7,588 60 57
10386 12 8,862 29 88
400990097 12 8,838 48 129
410990033 12 6,274 60 57
5847 12 6,182 117
415990043 12 6,451 48 69
400990060 12 6,108 36 81
10335 12 7,213 60 57
8526 12 7,367 27 102
245990111 12 5,980 60 57
10326 12 5,888 60 57
10337 12 5,848 60 57
ROLLUP 12 6,208 117
6667 12 3,104 117
6668 12 3,104 117
10339 12 5,436 60 57
10332 12 5,006 60 57
10338 12 5,203 60 57
10401 12 5,203
6285 12 3,973 60 57
10328 12 3,823 60 57
3946 12 3,510 60 57
7428 12 3,007 60 57
10402 12 2,887 60 57
10333 12 2,417 60 57
10330 12 2,241 60 57
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
YIELD ORIGINAL
MAINTENANCE ORIGINAL TERM TO MATURITY REMAINING
CONTROL LOAN DESCRIPTION AMORTIZATION MATURITY OR DATE OR AMORTIZATION
NUMBER NUMBER YM.5 YM 5% 4% 3% 2% 1% OPEN CATEGORY TERM ARD ARD TERM
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
10312 3 360 120 1/1/10 356
6603515 6 360 120 8/1/29 351
5557 3 360 120 7/1/09 350
ROLLUP 3 300 120 11/1/09 294
260990081 3 300 120 11/1/09 294
260990082 3 300 120 11/1/09 294
6603656 3 360 120 1/1/10 357
7816 3 360 132 12/1/10 355
415990039 3 360 120 7/1/09 350
6603700 3 360 120 12/1/09 356
9569 3 360 144 2/1/12 357
7035 3 360 123 8/31/10 360
2806 6 360 84 1/1/05 332
ROLLUP 24 12 360 180 01/01/2013 332
1906 360 180 1/1/13 332
1906 360 180 1/1/13 332
1906 360 180 1/1/13 332
1906 360 180 1/1/13 332
1906 360 180 1/1/13 332
1906 360 180 1/1/13 332
7598 3 300 132 9/1/10 292
1889 12 12 360 144 09/01/2010 340
6603028 7 360 120 8/1/09 352
6392 3 360 144 9/1/11 352
9776 3 300 120 2/1/10 297
10384 6 360 120 4/1/10 360
10315 3 300 120 6/1/09 289
810000132 3 360 120 5/1/10 360
8355 3 240 120 9/1/09 232
8987 3 360 120 1/1/10 356
9519 3 360 120 3/1/10 358
7529 3 360 120 9/1/09 352
410990101 3 360 120 1/1/10 356
6516 3 360 120 7/1/09 350
9272 3 360 144 3/1/12 358
6604092 2 360 120 2/1/10 358
6600365 3 300 120 9/1/08 281
9069 3 360 120 2/1/10 357
6602253 3 264 240 10/31/18 246
6602253A 3 264 240 10/31/18 246
6602253B 3 264 240 10/31/18 246
6603157 3 360 120 8/1/09 352
240990070 3 360 120 9/1/09 351
6949 3 360 144 10/1/11 353
10487 3 360 120 360
6603490 3 360 120 10/1/09 354
7000 3 360 120 8/1/09 351
8770 3 360 120 2/1/10 357
10489 3 360 120 360
6603048 3 360 120 7/1/09 351
9462 3 360 132 1/1/11 356
6603050 3 360 120 8/1/09 352
10382 3 360 120 4/1/10 360
9155 3 300 120 3/1/10 300
7198 3 360 120 9/1/09 352
6600532 39 57 360 180 7/1/13 339
400990115 3 360 120 2/1/10 357
400990084 4 360 120 12/1/09 355
8489 3 360 120 12/1/09 355
400990109 3 300 120 1/1/10 296
6603029 3 360 120 7/1/09 351
6603029A 3 360 120 7/1/09 351
6603029B 3 360 120 7/1/09 351
240990106 3 360 120 12/1/09 355
8512 3 360 144 12/1/11 355
410990052 3 360 120 8/1/09 351
7723 3 360 120 9/1/09 352
7361 3 300 120 9/1/09 292
6603425 3 360 120 7/1/09 351
6603961 3 360 120 12/31/09 358
ROLLUP 3 300 120 1/1/10 296
6643 3 300 120 1/1/10 296
9198 3 300 120 1/1/10 296
7001 3 360 120 8/1/09 351
ROLLUP 3 300 120 3/1/10 298
400000134 3 300 120 3/1/10 298
400000134 3 300 120 3/1/10 298
400000134 3 300 120 3/1/10 298
250990091 3 360 120 2/1/10 357
10319 3 360 120 10/1/09 353
6913 3 360 120 8/1/09 351
10320 3 360 120 1/1/10 356
6603463 3 360 120 9/1/09 353
6603498 3 360 120 7/1/09 351
7488 3 360 132 12/1/10 355
7815 3 360 120 7/1/09 350
800990098 3 360 120 2/1/10 357
7371 3 300 120 12/1/09 295
6603237 3 360 120 6/1/09 350
7805 3 300 120 9/1/09 292
6988 3 300 120 8/1/09 291
7827 3 300 120 9/1/09 292
285990114 3 360 120 5/1/10 360
10385 3 360 120 360
8714 3 360 120 1/1/10 358
400990085 4 360 120 12/1/09 355
400990071 4 360 120 9/1/09 352
245990073 3 360 120 12/1/09 355
9082 3 360 84 11/1/06 354
400990062 3 300 120 7/1/09 290
10314 3 360 120 1/1/30 356
9179 3 360 120 11/1/09 354
7261 3 360 144 8/1/11 351
240000136 3 360 120 5/1/10 360
240990103 3 360 120 3/1/10 358
6600069 3 240 240 7/1/18 219
6603419 3 360 120 12/1/09 356
410990083 3 360 120 11/1/09 354
7551 3 360 144 2/1/12 357
ROLLUP 3 360 120 7/1/09 350
6251 360 120 7/1/09 350
6251 360 120 7/1/09 350
6251 360 120 7/1/09 350
6251 360 120 7/1/09 350
9704 3 360 120 2/1/10 357
6909 3 300 120 7/1/09 290
10308 6 360 120 10/1/09 353
7184 3 336 120 11/1/09 330
6809 3 240 144 8/1/11 231
6885 3 360 120 11/1/09 354
10390 3 360 120 360
255990080 3 300 120 10/1/09 293
6000070 2 300 204 7/1/15 273
6601140 3 240 240 10/1/18 222
7015 3 300 120 8/1/09 291
10311 3 300 120 1/1/10 296
245990087 3 300 120 11/1/09 292
7404 3 300 120 8/1/09 291
10318 3 300 120 8/1/09 291
10307 3 300 120 3/1/09 286
10391 3 360 120 3/1/10 358
6569 3 300 120 7/1/09 290
10313 6 300 120 1/1/10 296
400980023 3 300 120 5/27/09 289
5151 3 300 120 3/1/09 286
7552 3 360 144 8/1/11 351
410990050 3 300 120 7/31/09 290
10306 12 360 216 10/1/15 329
9391 3 300 144 12/1/11 298
10309 3 360 120 11/1/09 354
800990076 3 360 120 11/1/09 354
8399 4 300 120 11/1/09 294
7747 3 300 120 11/1/09 294
10400 3 300 120 2/1/10 297
300980019 6 180 180 11/1/11 138
240990104 3 360 120 1/1/10 356
8719 3 240 120 10/1/09 233
10408 360 120 360
400990086 4 360 120 12/1/09 355
10336 3 360 120 10/1/09 353
6602981 3 360 120 7/1/09 351
8698 3 300 120 12/1/09 295
405990030 6 360 120 7/1/09 350
8841 3 240 120 2/1/10 237
7766 3 180 144 10/1/11 173
10409 3 300 120 293
10388 81 3 300 120 2/1/25 297
8335 3 300 120 11/1/09 294
6568 3 300 120 7/1/09 290
245990072 3 360 120 12/1/09 360
220990034 3 360 120 7/1/09 350
9496 21 3 240 120 5/1/10 240
10322 3 300 120 1/1/09 284
7237 3 300 120 9/1/09 292
415990117 3 300 120 4/1/10 299
10393 3 360 120 1/1/10 356
10405 3 300 120 11/1/09 294
400990065 3 300 120 9/1/09 292
6567 3 300 120 7/1/09 290
245990074 3 300 120 11/1/09 294
400990047 3 360 120 6/1/09 349
6732 3 300 120 7/1/09 290
400990118 300 120 4/1/10 299
420990049 3 360 120 10/1/09 353
10323 3 300 120 11/1/09 294
400990051 3 300 120 6/1/09 289
400990029 4 240 240 8/1/19 231
ROLLUP 3 360 120 1/1/10 356
410990077 3 360 120 1/1/10 356
410990090 3 300 120 1/1/10 296
3314 12 12 300 120 9/1/08 280
415000131 3 360 120 4/1/10 359
400990048 3 360 120 6/1/09 349
10334 3 300 120 11/1/09 294
400990041 3 300 120 5/1/09 288
10389 81 3 300 120 2/1/25 297
10310 3 300 120 12/1/09 296
400990055 3 360 120 8/1/09 351
10327 3 300 120 11/1/09 294
410990045 3 360 120 7/1/09 350
410990032 3 360 120 11/1/09 354
245990116 3 300 120 1/1/10 296
8669 21 3 300 120 1/1/10 298
10392 3 300 120 2/1/10 297
410990061 3 300 120 12/1/09 294
400990119 3 180 180 4/1/15 179
400990095 3 300 120 11/1/09 294
410990031 3 360 120 8/1/09 351
7748 3 300 120 11/1/09 294
10407 3 300 120 2/1/10 297
6010 3 300 120 7/1/09 290
400990107 3 360 120 1/1/10 356
415990102 3 300 120 2/1/10 357
400990089 3 300 120 1/1/10 296
400990092 3 360 120 4/1/09 347
400980012 12 12 12 12 9 3 300 120 5/12/09 288
400990093 3 360 120 4/1/09 347
400990064 3 360 120 10/1/09 353
10399 3 300 120 298
410990066 3 300 120 11/1/09 294
10386 3 180 120 2/1/10 177
400990097 3 180 180 11/1/14 174
410990033 3 360 120 9/1/09 352
5847 3 360 120 8/1/09 351
415990043 3 360 120 8/1/09 351
400990060 3 300 120 12/1/09 295
10335 3 300 120 11/1/09 294
8526 3 204 132 1/1/11 200
245990111 3 360 120 4/1/10 359
10326 3 300 120 2/1/09 285
10337 3 300 120 11/1/09 294
ROLLUP 3 300 120 7/1/09 290
6667 3 300 120 7/1/09 290
6668 3 300 120 7/1/09 290
10339 3 300 120 10/1/09 293
10332 3 324 120 10/1/09 317
10338 3 300 120 1/1/10 296
10401 300 120 300
6285 3 300 120 11/1/08 282
10328 3 300 120 2/1/09 285
3946 3 300 120 3/1/08 274
7428 3 300 120 5/1/09 288
10402 3 360 120 360
10333 3 300 120 7/1/09 290
10330 3 300 120 2/1/09 285
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
- ----------------------------------------------------------------------------------------------------------------------------
REMAINING CURRENT OR
TERM TO BALLOON, FULLY FUTURE
CONTROL LOAN MATURITY OR AMORTIZING OR BALLOON/ARD BALLOON/ARD DUE ON DUE ON SUBORDINATE APPRAISAL
NUMBER NUMBER ARD HYPER AMORTIZING BALANCE LTV RATIO SALE ENCUMBRANCE FINANCING VALUE
- ----------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
10312 116 Amortizing Balloon 26,953,871 68.41% N 42,000,000
6603515 111 Hyper Amortizing 23,237,299 69.37% N 33,500,000
5557 110 Amortizing Balloon 18,341,335 66.94% N 27,400,000
ROLLUP 114 AMORTIZING BALLOON 17,546,514 59.3% N 29,600,000
260990081 114 Amortizing Balloon 9,770,412 58.9% N 16,600,000
260990082 114 Amortizing Balloon 7,776,102 59.8% N 13,000,000
6603656 117 Amortizing Balloon 18,023,593 66.75% N 27,000,000
7816 127 Amortizing Balloon 15,070,443 54.80% N 27,500,000
415990039 110 Amortizing Balloon 13,274,244 60.9% Y 21,800,000
6603700 116 Amortizing Balloon 13,455,969 72.74% N 18,500,000
9569 141 Hyper Amortizing 11,812,335 60.73% N 19,450,000
7035 123 Amortizing Balloon 11,997,164 68.50% N 17,515,000
2806 56 Hyper Amortizing 12,862,339 73.40% N 19,050,000
ROLLUP 152 AMORTIZING BALLOON 10,335,717 51.17% N 20,200,000
1906 152 Amortizing Balloon 434,919 51.17% N 850,000
1906 152 Amortizing Balloon 2,763,014 51.17% N 5,400,000
1906 152 Amortizing Balloon 2,890,931 51.17% N 5,650,000
1906 152 Amortizing Balloon 793,087 51.17% N 1,550,000
1906 152 Amortizing Balloon 588,420 51.17% N 1,150,000
1906 152 Amortizing Balloon 2,865,346 51.17% N 5,600,000
7598 124 Amortizing Balloon 9,540,895 59.63% N 16,000,000
1889 124 Amortizing Balloon 9,792,701 65.28% N 15,000,000
6603028 112 Amortizing Balloon 10,358,391 67.70% N 15,300,000
6392 136 Amortizing Balloon 8,572,391 59.12% N 14,500,000
9776 117 Hyper Amortizing 8,218,602 56.68% N 14,500,000
10384 120 Amortizing Balloon 8,641,242 65.74% N 13,145,000
10315 109 Amortizing Balloon 7,906,744 59.45% N 13,400,000
810000132 120 Amortizing Balloon 8,743,395 64.2% N 13,610,000
8355 112 Amortizing Balloon 6,696,730 43.80% N 15,290,000
8987 116 Amortizing Balloon 8,099,413 69.26% N 11,694,000
9519 118 Amortizing Balloon 9,063,094 74.82% N 12,114,000
7529 112 Amortizing Balloon 7,887,627 60.67% N 13,000,000
410990101 116 Amortizing Balloon 8,042,777 71.8% N 11,200,000
6516 110 Amortizing Balloon 7,737,966 67.05% N 11,540,000
9272 142 Amortizing Balloon 7,483,797 66.71% N 11,218,000
6604092 118 Amortizing Balloon 7,810,722 70.37% N 11,100,000
6600365 101 Amortizing Balloon 6,798,266 62.95% N 10,800,000
9069 117 Amortizing Balloon 7,159,502 59.66% N 12,000,000
6602253 222 AMORTIZING BALLOON 1,668,578 14.26% N 11,700,000
6602253A 222 Amortizing Balloon 1,239,043 14.26% N 7,500,000
6602253B 222 Amortizing Balloon 429,535 14.26% N 4,200,000
6603157 112 Amortizing Balloon 7,048,335 67.13% N 10,500,000
240990070 111 Amortizing Balloon 6,891,603 64.8% N 10,630,000
6949 137 Amortizing Balloon 6,439,468 66.76% N 9,646,000
10487 120 Amortizing Balloon 6,619,317 70.05% N 10,000,000
6603490 114 Amortizing Balloon 6,733,137 82.41% N 8,170,000
7000 111 Amortizing Balloon 6,273,772 66.39% N 9,450,000
8770 117 Amortizing Balloon 6,125,937 66.23% Y 9,250,000
10489 120 Amortizing Balloon 6,001,514 66.60% N 9,400,000
6603048 111 Amortizing Balloon 6,075,636 70.24% N 8,650,000
9462 128 Amortizing Balloon 5,667,453 37.04% N 15,300,000
6603050 112 Amortizing Balloon 5,898,699 69.40% Y 8,500,000
10382 120 Amortizing Balloon 5,783,224 62.98% N 9,183,000
9155 120 Amortizing Balloon 5,078,810 60.82% N 8,350,000
7198 112 Amortizing Balloon 5,433,009 54.33% N 10,000,000
6600532 159 Amortizing Balloon 4,700,978 58.76% N 8,000,000
400990115 117 Amortizing Balloon 5,469,717 67.5% N 8,100,000
400990084 115 Amortizing Balloon 5,400,569 44.3% N 12,200,000
8489 115 Amortizing Balloon 5,268,888 63.48% N 8,300,000
400990109 116 Amortizing Balloon 4,952,186 53.2% N 9,300,000
6603029 111 AMORTIZING BALLOON 5,394,106 74.40% 7,250,000
6603029A 111 Amortizing Balloon 4,203,682 74.40% 5,650,000
6603029B 111 Amortizing Balloon 1,190,423 74.40% 1,600,000
240990106 115 Amortizing Balloon 5,118,617 62.4% N 8,200,000
8512 139 Amortizing Balloon 4,696,775 60.22% N 7,800,000
410990052 111 Amortizing Balloon 4,983,362 66.4% N 7,500,000
7723 112 Amortizing Balloon 4,729,140 59.11% N 8,000,000
7361 112 Amortizing Balloon 4,383,651 46.88% N 9,350,000
6603425 111 Amortizing Balloon 4,859,244 69.42% N 7,000,000
6603961 118 Amortizing Balloon 4,919,898 69.05% N 7,125,000
ROLLUP 116 AMORTIZING BALLOON 4,282,769 60.32% N 7,100,000
6643 116 Amortizing Balloon 3,109,854 58.68% N 5,300,000
9198 116 Amortizing Balloon 1,172,915 65.16% N 1,800,000
7001 111 Amortizing Balloon 4,531,057 69.07% N 6,560,000
ROLLUP 118 AMORTIZING BALLOON 4,301,023 51.0% N 8,430,000
400000134 118 Amortizing Balloon 1,706,634 3,345,000
400000134 118 Amortizing Balloon 1,627,552 3,190,000
400000134 118 Amortizing Balloon 966,837 1,895,000
250990091 117 Amortizing Balloon 4,621,284 64.2% Y 7,200,000
10319 113 Amortizing Balloon 4,606,565 66.79% N 7,150,000
6913 111 Amortizing Balloon 4,379,885 54.07% N 8,100,000
10320 116 Amortizing Balloon 4,364,247 67.95% N 6,700,000
6603463 113 Amortizing Balloon 4,369,306 64.07% N 6,820,000
6603498 111 Amortizing Balloon 4,338,402 70.89% N 6,120,000
7488 127 Amortizing Balloon 4,102,818 56.98% N 7,200,000
7815 110 Amortizing Balloon 4,125,093 69.92% N 5,900,000
800990098 117 Amortizing Balloon 4,228,401 67.1% N 6,300,000
7371 115 Hyper Amortizing 3,664,459 56.38% N 6,500,000
6603237 110 Amortizing Balloon 3,792,290 70.23% N 5,400,000
7805 112 Amortizing Balloon 3,449,645 62.72% Y 5,500,000
6988 111 Amortizing Balloon 3,511,877 60.55% N 5,800,000
7827 112 Amortizing Balloon 3,405,434 63.06% Y 5,400,000
285990114 120 Amortizing Balloon 3,782,984 63.6% N 5,950,000
10385 120 Amortizing Balloon 3,601,107 68.49% N 5,258,000
8714 118 Amortizing Balloon 3,589,244 65.98% N 5,440,000
400990085 115 Amortizing Balloon 3,600,380 41.4% N 8,700,000
400990071 112 Amortizing Balloon 3,583,716 56.9% N 6,300,000
245990073 115 Amortizing Balloon 3,569,675 71.4% N 5,000,000
9082 78 Amortizing Balloon 3,627,129 71.97% N 5,040,000
400990062 110 Amortizing Balloon 3,265,111 61.0% N 5,350,000
10314 116 Amortizing Balloon 3,392,946 67.79% N 5,100,000
9179 114 Hyper Amortizing 3,325,146 67.86% N 4,900,000
7261 135 Hyper Amortizing 3,123,405 56.28% N 5,550,000
240000136 120 Amortizing Balloon 3,041,953 53.1% N 5,725,000
240990103 118 Amortizing Balloon 2,977,675 62.0% N 4,800,000
6600069 219 Fully Amortizing 144,385 3.26% N 4,425,000
6603419 116 Amortizing Balloon 3,014,332 70.93% N 4,250,000
410990083 114 Amortizing Balloon 2,989,494 65.0% N 4,600,000
7551 141 Amortizing Balloon 2,823,866 61.55% N 4,588,000
ROLLUP 110 AMORTIZING BALLOON 2,838,433 70.00% N 4,055,000
6251 110 Amortizing Balloon 1,004,476 70.00% N 1,435,000
6251 110 Amortizing Balloon 790,981 70.00% N 1,130,000
6251 110 Amortizing Balloon 559,987 70.00% N 800,000
6251 110 Amortizing Balloon 482,989 70.00% N 690,000
9704 117 Amortizing Balloon 2,854,502 65.47% N 4,360,000
6909 110 Amortizing Balloon 2,583,801 59.06% N 4,375,000
10308 113 Amortizing Balloon 2,728,897 68.09% N 4,000,000
7184 114 Amortizing Balloon 2,630,055 67.44% N 3,900,000
6809 135 Amortizing Balloon 1,792,524 35.15% N 5,100,000
6885 114 Amortizing Balloon 2,580,386 65.49% N 3,940,000
10390 120 Amortizing Balloon 2,448,601 71.24% N 3,437,000
255990080 113 Amortizing Balloon 2,273,426 56.5% N 4,025,000
6000070 177 Amortizing Balloon 1,540,519 40.01% N 3,850,000
6601140 222 Fully Amortizing 87,628 2.43% N 3,600,000
7015 111 Amortizing Balloon 2,192,705 61.18% N 3,584,000
10311 116 Amortizing Balloon 2,145,042 63.24% N 3,400,000
245990087 112 Amortizing Balloon 2,178,695 62.2% N 3,500,000
7404 111 Amortizing Balloon 2,119,841 51.70% N 4,100,000
10318 111 Amortizing Balloon 2,092,608 63.28% N 3,400,000
10307 106 Amortizing Balloon 1,827,927 52.50% N 3,480,000
10391 118 Amortizing Balloon 2,209,913 69.87% N 3,400,000
6569 110 Amortizing Balloon 2,013,677 54.87% N 3,670,000
10313 116 Amortizing Balloon 2,021,621 55.46% N 3,900,000
400980023 109 Amortizing Balloon 2,053,685 59.0% N 3,480,000
5151 106 Amortizing Balloon 1,942,738 40.81% N 4,760,000
7552 135 Amortizing Balloon 1,997,877 61.47% N 3,250,000
410990050 110 Amortizing Balloon 1,985,867 50.9% N 3,900,000
10306 185 Amortizing Balloon 1,627,814 60.38% N 3,100,000
9391 142 Amortizing Balloon 1,741,535 56.71% N 3,071,000
10309 114 Amortizing Balloon 2,049,464 66.54% N 3,080,000
800990076 114 Amortizing Balloon 2,036,006 64.6% N 3,150,000
8399 114 Hyper Amortizing 1,783,472 36.03% N 4,950,000
7747 114 Amortizing Balloon 1,742,381 62.79% N 2,775,000
10400 117 Amortizing Balloon 1,735,526 61.78% N 2,775,000
300980019 138 Fully Amortizing - 0.0% N 6,600,000
240990104 116 Amortizing Balloon 1,844,599 65.9% N 2,800,000
8719 113 Hyper Amortizing 1,398,199 51.79% N 2,700,000
10408 120 Amortizing Balloon 1,772,051 69.52% N 2,549,000
400990086 115 Amortizing Balloon 1,800,190 60.0% N 3,000,000
10336 113 Amortizing Balloon 1,769,655 65.45% N 2,704,000
6602981 111 Amortizing Balloon 1,811,775 65.88% N 2,750,000
8698 115 Amortizing Balloon 1,615,676 42.41% N 3,810,000
405990030 110 Amortizing Balloon 1,797,542 62.0% N 2,900,000
8841 117 Hyper Amortizing 1,416,345 46.14% N 3,070,000
7766 137 Amortizing Balloon 628,653 15.56% N 4,040,000
10409 113 Amortizing Balloon 1,584,675 60.90% N 2,700,000
10388 117 Amortizing Balloon 1,603,804 57.26% N 3,240,000
8335 114 Amortizing Balloon 1,549,115 62.72% N 2,470,000
6568 110 Amortizing Balloon 1,543,466 60.39% N 2,556,000
245990072 120 Amortizing Balloon 1,671,872 69.1% N 2,420,000
220990034 110 Amortizing Balloon 1,695,589 67.0% N 2,530,000
9496 120 Amortizing Balloon 1,241,278 51.87% N 2,393,000
10322 104 Amortizing Balloon 1,372,976 55.56% N 2,530,000
7237 112 Amortizing Balloon 1,367,729 60.12% N 2,275,000
415990117 119 Amortizing Balloon 1,409,580 64.1% N 2,200,000
10393 116 Amortizing Balloon 1,477,772 65.74% N 2,500,000
10405 114 Amortizing Balloon 1,346,436 61.31% N 2,215,000
400990065 112 Amortizing Balloon 1,387,420 60.1% N 2,310,000
6567 110 Amortizing Balloon 1,317,641 55.78% N 2,362,000
245990074 114 Amortizing Balloon 1,340,736 55.6% N 2,410,000
400990047 109 Amortizing Balloon 1,426,426 71.3% N 2,000,000
6732 110 Amortizing Balloon 1,289,907 55.24% N 2,335,000
400990118 119 Amortizing Balloon 1,300,413 60.5% N 2,150,000
420990049 113 Amortizing Balloon 1,355,632 61.9% N 2,190,000
10323 114 Amortizing Balloon 1,219,802 57.51% N 2,250,000
400990051 109 Amortizing Balloon 1,248,676 53.6% N 2,330,000
400990029 231 Fully Amortizing 100,027 4.0% N 2,480,000
ROLLUP 116 AMORTIZING BALLOON 1,273,110 59.9% N 2,125,000
410990077 116 Amortizing Balloon 699,456 59.5% N 1,175,000
410990090 116 Amortizing Balloon 573,654 60.4% N 950,000
3314 100 Amortizing Balloon 1,131,196 51.42% N 2,200,000
415000131 119 Amortizing Balloon 1,281,949 73.2% N 1,750,000
400990048 109 Amortizing Balloon 1,256,508 67.9% N 1,850,000
10334 114 Amortizing Balloon 1,155,680 57.93% N 1,995,000
400990041 108 Amortizing Balloon 1,155,654 65.7% N 1,760,000
10389 117 Amortizing Balloon 1,146,770 57.34% N 2,000,000
10310 116 Amortizing Balloon 1,060,956 57.32% N 1,995,000
400990055 111 Amortizing Balloon 1,184,514 66.9% N 1,770,000
10327 114 Amortizing Balloon 1,068,998 60.33% N 1,772,000
410990045 110 Amortizing Balloon 1,153,733 69.9% N 1,650,000
410990032 114 Amortizing Balloon 1,105,222 71.3% N 1,550,000
245990116 116 Amortizing Balloon 1,036,059 49.3% N 2,100,000
8669 118 Amortizing Balloon 967,212 55.97% N 1,728,000
10392 117 Amortizing Balloon 955,188 61.55% N 1,570,000
410990061 114 Amortizing Balloon 961,182 59.1% N 1,625,000
400990119 179 Fully Amortizing 40,765 25.3% N 1,610,000
400990095 114 Amortizing Balloon 931,122 54.8% N 1,700,000
410990031 111 Amortizing Balloon 979,463 68.7% N 1,425,000
7748 114 Amortizing Balloon 902,716 56.42% N 1,600,000
10407 117 Amortizing Balloon 878,337 56.70% N 1,400,000
6010 110 Amortizing Balloon 857,552 42.88% N 2,000,000
400990107 116 Amortizing Balloon 927,264 65.3% N 1,420,000
415990102 117 Amortizing Balloon 908,186 49.1% N 1,850,000
400990089 116 Amortizing Balloon 839,062 43.9% N 1,910,000
400990092 107 Amortizing Balloon 885,424 63.2% N 1,400,000
400980012 108 Amortizing Balloon 842,655 58.5% N 1,440,000
400990093 107 Amortizing Balloon 875,085 66.5% N 1,315,000
400990064 113 Amortizing Balloon 874,890 64.8% N 1,350,000
10399 118 Amortizing Balloon 780,819 59.42% N 1,600,000
410990066 114 Amortizing Balloon 778,693 56.6% N 1,375,000
10386 117 Amortizing Balloon 428,517 29.01% N 1,475,000
400990097 174 Fully Amortizing 33,358 2.4% N 1,400,000
410990033 112 Amortizing Balloon 772,407 72.2% N 1,070,000
5847 111 Amortizing Balloon 727,703 66.15% N 1,100,000
415990043 111 Amortizing Balloon 747,156 59.8% N 1,250,000
400990060 115 Amortizing Balloon 649,580 56.5% N 1,150,000
10335 114 Amortizing Balloon 455,456 43.96% N 1,036,000
8526 128 Amortizing Balloon 404,470 24.51% N 1,650,000
245990111 119 Amortizing Balloon 674,800 68.9% N 980,000
10326 105 Amortizing Balloon 598,943 65.32% N 917,000
10337 114 Amortizing Balloon 585,824 58.41% N 1,003,000
ROLLUP 110 AMORTIZING BALLOON 594,183 62.55% N 950,000
6667 110 Amortizing Balloon 297,091 62.55% N 475,000
6668 110 Amortizing Balloon 297,091 62.55% N 475,000
10339 113 Amortizing Balloon 546,123 57.85% N 1,000,000
10332 113 Amortizing Balloon 532,299 58.69% N 907,000
10338 116 Amortizing Balloon 512,983 60.07% N 854,000
10401 120 Amortizing Balloon 507,007 61.75% N 821,000
6285 102 Amortizing Balloon 427,304 60.18% N 710,000
10328 105 Amortizing Balloon 388,945 65.26% N 596,000
3946 94 Amortizing Balloon 364,509 62.31% N 585,000
7428 108 Amortizing Balloon 307,446 61.29% N 501,600
10402 120 Amortizing Balloon 305,456 67.73% N 445,000
10333 110 Amortizing Balloon 242,437 66.06% N 367,000
10330 105 Amortizing Balloon 227,974 58.01% N 393,000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
- ---------------------------------------------------------------------------------------------------------------
APPRAISAL NET
CONTROL LOAN VALUE "AS CURRENT YEAR RENTABLE
NUMBER NUMBER OF" DATE LTV RATIO YEAR BUILT RENOVATED OWNERSHIP INTEREST SF / UNITS
- ---------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
10312 4/1/00 72.43% 1998/1999 Fee Simple 197,601
6603515 3/1/99 77.25% 1996 Fee Simple 255,408
5557 5/10/99 76.16% 1980 Fee Simple 856
ROLLUP 8/19/99 68.9% VARIOUS VARIOUS FEE SIMPLE 309
260990081 8/19/99 68.4% 1965 1998 Fee Simple 179
260990082 8/19/99 69.6% 1962 1980 Fee Simple 130
6603656 8/6/99 74.31% 1983 1998 Fee Simple 112,764
7816 10/6/99 63.45% 1978 Fee Simple 219,300
415990039 5/3/99 67.7% 1969 1996-1998 Fee Simple 173
6603700 9/10/99 79.82% 1998 Fee Simple
9569 11/26/99 72.35% 1999 Fee Simple 98,500
7035 79.93% 1999 Fee Simple 105,054
2806 12/4/97 72.02% 1995 1999 Fee Simple 118,280
ROLLUP VARIOUS 66.30% VARIOUS 1996 FEE SIMPLE 481,802
1906 9/18/97 66.30% 1983 1996 Fee Simple 22,212
1906 66.30% 1980 1996 Fee Simple 75,069
1906 66.30% 1977 1996 Fee Simple 251,800
1906 66.30% 1987 1996 Fee Simple 21,509
1906 9/19/97 66.30% 1985 1996 Fee Simple 26,923
1906 9/19/97 66.30% 1986 1996 Fee Simple 84,289
7598 6/21/99 76.68% 1987 Fee Simple 108,000
1889 3/9/98 78.62% 1986 Fee Simple 136,275
6603028 5/7/99 74.84% 1967 1998 Fee Simple 536,800
6392 7/6/99 72.00% 1985 Fee Simple 112,406
9776 11/30/99 69.44% 1998 Fee Simple 111,849
10384 73.98% 1988 Fee Simple 199,193
10315 1/21/99 72.34% 1999 Fee Simple 254,002
810000132 2/7/00 70.5% 1981 1997-1999 Fee Simple 153,819
8355 8/1/99 61.34% 1985 Fee Simple 154
8987 78.88% 1987 Fee Simple 208,308
9519 75.69% 1917 Fee Simple 30,407
7529 7/2/99 68.83% 1960 Fee Simple 124,120
410990101 10/19/99 79.8% 1999 Fee Simple 67,215
6516 5/12/99 77.05% 1994 Fee Simple 135,410
9272 78.35% 1979 Fee Simple 272
6604092 11/17/99 78.28% 1997 Fee Simple 122,121
6600365 4/17/98 76.09% 1969 1998 Fee Simple 122,869
9069 11/15/99 66.56% 1983 Fee Simple 67,450
6602253 VARIOUS 67.03% VARIOUS LEASEHOLD
6602253A 7/3/98 67.03% 1997 Leasehold
6602253B 6/16/98 67.03% 1997 Leasehold
6603157 5/3/99 74.66% 1962 1998 Fee Simple 62,300
240990070 7/1/99 72.0% 1960 1998-1999 Fee Simple 97,010
6949 8/9/99 79.02% 1989 Fee Simple 168,013
10487 3/1/00 75.00% 1999 Fee Simple 204
6603490 6/23/99 91.50% 1989 Fee Simple 238,938
7000 7/27/99 75.69% 1985 Fee Simple 316
8770 11/1/99 73.93% 1998 Fee Simple 69,204
10489 3/1/00 72.34% 1999 Fee Simple 192
6603048 4/21/99 78.21% 1972 1999 Fee Simple
9462 11/28/99 43.02% 1980 Fee Simple 178,000
6603050 3/17/99 77.29% 1980 Fee Simple 42,380
10382 70.78% 1952/1956/1983 2000 Fee Simple 54,200
9155 74.55% 1967 Fee Simple 99,200
7198 6/28/99 61.08% 1925 Fee Simple 88,100
6600532 4/2/98 75.62% 1989 Fee Simple
400990115 9/17/99 74.3% 1988 Fee Simple 142,786
400990084 9/1/99 49.0% 1975 1998/1999 Fee Simple 69,197
8489 11/5/99 72.05% 1975 1996 Fee Simple 250
400990109 10/28/99 64.3% 1969/72/82 Fee Simple 394
6603029 VARIOUS 82.36% VARIOUS VARIOUS FEE SIMPLE 34,806
6603029A 4/13/99 82.36% 1957 UAV Fee Simple 6,666
6603029B 4/12/99 82.36% 1947 1,987.00 Fee Simple 28,140
240990106 10/22/99 69.3% 1999 Fee Simple 145,416
8512 10/12/99 70.96% 1986 Fee Simple 49,347
410990052 5/20/99 73.6% 1975 Fee Simple 114,879
7723 6/22/99 68.32% 1977 Fee Simple 55,259
7361 7/1/99 58.33% 1979 Fee Simple 220,526
6603425 5/7/99 76.78% 1968 1993 Fee Simple
6603961 11/19/99 74.73% 1997 Fee Simple 62,760
ROLLUP 8/11/99 73.76% 1990 FEE SIMPLE
6643 8/11/99 71.75% 1980 Fee Simple 230
9198 8/11/99 79.68% 1990 Fee Simple 82
7001 7/27/99 78.74% 1986 Fee Simple 274
ROLLUP VARIOUS 61.1% VARIOUS FEE SIMPLE 362
400000134 1/31/00 1962 Fee Simple 156
400000134 1/25/00 1964 Fee Simple 129
400000134 1/25/00 1953 Fee Simple 77
250990091 9/2/99 70.3% 1999 Fee Simple 60,010
10319 4/9/99 70.50% 1999 Fee Simple 110,750
6913 5/26/99 61.34% 1996 Fee Simple 216
10320 7/14/99 73.58% 1984 1997 Fee Simple 62,577
6603463 7/16/99 71.60% 1920 1998 Fee Simple 33,632
6603498 3/26/99 79.61% 1974 1998 Fee Simple
7488 9/14/99 65.79% 1999 Fee Simple 23,173
7815 6/1/99 79.43% 1990 Fee Simple 69
800990098 10/1/99 72.9% 1979 1999 Fee Simple 50,884
7371 4/7/99 68.88% 1978 1987 Fee Simple 295,392
6603237 4/7/99 79.10% 1986 UAV Fee Simple
7805 8/12/99 77.48% 1972 Fee Simple 226
6988 6/8/99 73.47% 1987 Fee Simple 73,900
7827 7/15/99 77.92% 1966 Fee Simple 137
285990114 12/14/99 69.7% 1983 1997-1999 Fee Simple 76,824
10385 76.47% 1998 Fee Simple 49,608
8714 73.45% 1969 Fee Simple 54,682
400990085 9/1/99 45.8% 1970 1997/1999 Fee Simple 50,255
400990071 6/22/99 63.2% 1920 1984 Fee Simple 81,222
245990073 7/20/99 78.8% 1970 1997 Fee Simple 187
9082 7/7/99 77.31% 1967 Fee Simple 210
400990062 1/29/99 72.2% 1980 Fee Simple 62,513
10314 11/16/99 74.84% 1999 Fee Simple 41,126
9179 4/28/98 76.25% 1984 Fee Simple 164
7261 4/30/99 67.13% 1999 Fee Simple 45,472
240000136 3/1/00 1995 Fee Simple 28,036
240990103 11/3/99 71.5% 1999 Fee Simple 32,000
6600069 4/13/98 77.03% 1992 Fee Simple 26,833
6603419 6/3/99 78.20% 1999 Fee Simple 50,060
410990083 7/8/99 71.5% 1981 1996 Fee Simple 114,770
7551 71.55% 1998 Fee Simple 32,600
ROLLUP 3/16/99 79.09% VARIOUS FEE SIMPLE
6251 3/16/99 79.09% 1977 Fee Simple 81
6251 3/16/99 79.09% 1970 Fee Simple 62
6251 3/19/99 79.09% 1985 Fee Simple 52
6251 3/16/99 79.09% 1976 Fee Simple 42
9704 12/5/99 73.27% 1984 Fee Simple 50,000
6909 4/21/99 71.93% 1993 Fee Simple 68
10308 4/27/99 77.20% 1963 1997 Fee Simple 180
7184 9/3/99 78.00% 1999 Fee Simple 44,200
6809 9/30/98 57.65% 1997 Fee Simple 69,917
6885 7/23/99 73.68% 1998 Fee Simple 90
10390 79.95% 1997 Fee Simple 25,225
255990080 6/12/99 67.9% 1989 Fee Simple 175,000
6000070 3/18/98 70.90% 1989 Fee Simple 86,600
6601140 6/2/98 75.04% 1960 1986 Fee Simple 44,055
7015 7/14/99 74.63% 1974 Fee Simple 202
10311 10/1/00 77.35% 1989 1999 Fee Simple 63,960
245990087 4/23/99 73.9% 1977 1996 Fee Simple 53,525
7404 6/16/99 62.83% 1998 Fee Simple 52,258
10318 5/11/99 75.70% 1998 Fee Simple 11,713
10307 9/18/98 73.38% 1955 1991 Fee Simple 41
10391 7/15/99 72.52% 1927 1998 Fee Simple 11
6569 6/21/99 66.64% 1926 1986 Fee Simple 51,669
10313 62.68% 1973/1975 1985/1994 Fee Simple 163,383
400980023 1/6/99 69.7% 1968 Fee Simple 86
5151 5/22/98 49.66% 1978 Leasehold 27,403
7552 4/14/99 72.63% 1986 Fee Simple 63,864
410990050 4/16/99 60.0% 1996/1997 Fee Simple 41,140
10306 8/1/97 74.82% 1972 1997 Fee Simple 78
9391 74.75% 1972 Fee Simple 81
10309 2/8/99 73.99% 1998 Fee Simple 44,000
800990076 8/2/99 71.2% 1970 1984/1999 Fee Simple 33,816
8399 8/17/99 44.18% 1966 Fee Simple 88,530
7747 8/26/99 76.51% 1964 Fee Simple 97
10400 12/1/99 75.47% 1987 Fee Simple 46
300980019 8/1/96 31.6% 1972 Leasehold 159
240990104 11/3/99 74.3% 1999 Fee Simple 14,600
8719 8/23/99 74.10% 1999 Fee Simple 23,500
10408 78.46% 1967 1998 Fee Simple 78
400990086 8/19/99 66.5% 1973 1999 Fee Simple 34,075
10336 8/23/99 73.70% 1995 Fee Simple 36
6602981 3/29/99 72.41% 1910 1998 Fee Simple 26,268
8698 9/23/99 52.21% 1970 Fee Simple 102
405990030 2/26/99 68.6% 1976/1978 Fee Simple 112
8841 12/20/99 64.75% 1999 Fee Simple 23,500
7766 7/15/99 48.54% 1975 Fee Simple 932
10409 8/25/99 71.61% 1999 Fee Simple 20,002
10388 12/28/99 58.99% 1981 1994 Fee Simple 68,337
8335 10/5/99 76.46% 1978 Fee Simple 154
6568 5/10/99 73.34% 1929 1985 Fee Simple 27,451
245990072 7/13/99 76.2% 1972 Fee Simple 94
220990034 3/3/99 72.8% 1913/1970s 1998 Fee Simple 122,534
9496 74.38% 1996 Fee Simple 599
10322 9/14/98 66.10% 1974 Fee Simple 47,749
7237 6/30/99 73.24% 1962 1989 Fee Simple 104
415990117 12/15/99 75.4% 1970 Fee Simple 120
10393 8/16/99 66.26% 1998 Fee Simple 14,133
10405 7/9/99 74.54% 1965 Fee Simple 89
400990065 5/26/99 70.9% 1981 Fee Simple 14,185
6567 67.52% 1954 1980 Fee Simple 41,250
245990074 9/21/99 66.0% 1963/67/76 Fee Simple 120
400990047 3/15/99 79.2% 1970 Fee Simple 71
6732 4/12/99 66.94% 1991 Fee Simple 24
400990118 12/7/99 72.0% 1971 1997-1999 Fee Simple 243
420990049 3/23/99 68.2% 1909 1998 Fee Simple 17,747
10323 3/30/99 66.08% 1998 Fee Simple 19,734
400990051 4/1/99 63.7% 1964/1987 1998/99 Fee Simple 19,135
400990029 3/1/99 59.7% 1960s 1990 Fee Simple 121
ROLLUP VARIOUS 68.0% VARIOUS FEE SIMPLE 44,854
410990077 8/4/99 65.4% 1989 Fee Simple 34,000
410990090 10/7/99 71.3% 1970 Fee Simple 10,854
3314 6/14/98 63.77% 1982 Fee Simple 34,459
415000131 1/6/00 80.0% 1977 1999 Leasehold 49
400990048 3/15/99 75.4% 1972 Fee Simple 73
10334 7/15/99 69.82% 1984 Fee Simple 24,559
400990041 3/2/99 78.6% 1971-1999 Fee Simple 115
10389 11/20/99 68.33% 1981 1994 Fee Simple 77,328
10310 9/3/99 64.92% 1930 1996 Fee Simple 38
400990055 4/7/99 73.1% 1998 Fee Simple 9,888
10327 7/20/99 72.17% 1935 1993 Fee Simple 11,728
410990045 3/19/99 76.9% 1900 1986 Fee Simple 31
410990032 3/11/99 79.7% 1920/1930 1999 Fee Simple 62
245990116 5/13/99 57.9% 1997 Fee Simple 252
8669 66.84% 1988 Fee Simple 35,700
10392 7/19/99 73.06% 1987 1999 Fee Simple 22,885
410990061 9/1/99 69.6% 1956 1974-1997 Fee Simple 22,380
400990119 12/14/99 69.1% 1960s 1998-1999 Fee Simple 126
400990095 8/23/99 64.4% 1991 Fee Simple 328
410990031 3/11/99 76.8% 1930 Fee Simple 54
7748 8/19/99 68.35% 1974 Fee Simple 50,000
10407 12/9/99 74.81% 1978 Fee Simple 40,566
6010 1/20/99 51.97% 1982 Fee Simple 25,372
400990107 10/20/99 72.0% 1962 Fee Simple 69
415990102 10/19/99 54.0% 1962 Fee Simple 67
400990089 8/19/99 52.2% 1984 Fee Simple 70
400990092 2/5/99 70.8% 1997 Fee Simple 7,488
400980012 12/8/98 68.7% 1968 Fee Simple 46
400990093 2/4/99 73.9% 1997 Fee Simple 7,488
400990064 5/28/99 70.9% 1959 Fee Simple 50
10399 9/15/99 58.05% 1976 Fee Simple 145
410990066 6/21/99 66.8% 1987 1996/1997 Fee Simple 14,403
10386 8/17/99 59.31% 2000 Fee Simple 80,150
400990097 9/13/99 60.8% 1950+ Fee Simple Pads
410990033 3/11/99 79.5% 1930 Fee Simple 32
5847 3/12/99 74.64% 1997 Fee Simple 25
415990043 4/10/99 65.3% 1998 Fee Simple 6,000
400990060 4/26/99 67.8% 1970 1996 Fee Simple 65
10335 7/9/99 72.00% 1960 1996 Fee Simple 35
8526 11/29/99 45.09% 1969 Fee Simple 72,609
245990111 12/30/99 75.0% 1982 1992 Fee Simple 13,500
10326 9/22/98 78.81% 1950 Fee Simple 42
10337 7/21/99 70.67% 1980 Fee Simple 70
ROLLUP 1/5/99 74.10% 1963 FEE SIMPLE
6667 1/5/99 74.10% 1963 Fee Simple 13
6668 1/5/99 74.10% 1963 Fee Simple 13
10339 8/19/99 66.10% 1985 Fee Simple 14,744
10332 68.47% 1986 Fee Simple 11,824
10338 72.36% 1992/1996 Fee Simple 234
10401 74.30% 1922/1927/1931 1985/1999 Fee Simple 13
6285 9/24/98 73.52% 1962 1997 Fee Simple 91
10328 9/22/98 78.74% 1970 Fee Simple 24
3946 10/7/97 74.20% 1950 Fee Simple 50
7428 8/27/98 73.96% 1964 1994 Fee Simple 6,565
10402 12/17/99 75.84% 1959 1989 Fee Simple 15
10333 5/12/99 78.42% 1951 1997 Fee Simple 9,252
10330 9/22/98 69.99% 1980 Fee Simple 12
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
- -------------------------------------------------------------------------------------------------------------------------------
LARGEST
TENANT SF
CONTROL LOAN LARGEST AS A % OF PHYSICAL OCCUPANCY ORIGINAL
NUMBER NUMBER LARGEST TENANT NAME TENANT SF TOTAL OCCUPANCY % AS OF DATE LTV RATIO
- -------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
10312 Bed, Bath, & Beyond 35,450 17.94% 98.90% 72.60%
6603515 Burlington Coat 68,400 97.43% 10/12/99 77.61%
5557 90.65% 12/31/99 76.64%
ROLLUP 67.68% 11/30/99 69.3%
260990081 63.22% 11/30/99 68.8%
260990082 73.28% 11/30/99 69.9%
6603656 Time Warner Entertainment Co 38,854 100.00% 11/29/99 74.44%
7816 The Aerospace Corporation 219,300 100.00% 100.00% 12/31/99 63.64%
415990039 100.00% 12/23/99 68.1%
6603700 88.60% 10/4/99 80.00%
9569 Best Buy 45,000 45.69% 100.00% 10/1/99 72.49%
7035 CORT Furniture 37,107 35.32% 96.46% 2/22/00 79.93%
2806 Michaels 32,163 27.19% 97.50% 12/1/99 73.49%
ROLLUP 336,103 96.52% 67.84%
1906 Roy R. Smith 4,072 18.33% 8482.00% 10/1/99 67.84%
1906 LAM Research 24,804 33.04% 100.00% 9/30/99 67.84%
1906 Quorum International 251,800 100.00% 100.00% 9/30/99 67.84%
1906 First Teamcare PA 6,300 29.29% 100.00% 9/30/99 67.84%
1906 Richard Ferrara 5,666 21.05% 68.15% 9/1/99 67.84%
1906 Haverty's Furniture 43,461 51.56% 94.28% 9/30/99 67.84%
7598 NEC America 108,000 100.00% 100.00% 10/20/99 77.34%
1889 The Kroger Co. 53,450 39.22% 92.85% 12/31/99 80.00%
6603028 Transilwrap Company 247,000 100.00% 6/2/99 75.16%
6392 Edwards 46,725 41.57% 98.96% 9/29/99 72.41%
9776 Gart Sports 32,400 28.97% 100.00% 11/15/99 69.66%
10384 Ames 78,823 39.57% 99.37% 12/1/99 73.98%
10315 Hawk Pacific Warehouse 254,002 100.00% 100.00% 1/1/99 73.13%
810000132 Harbor Printing 98,563 100.00% 2/14/00 70.5%
8355 52.59% 11/30/99 62.13%
8987 Kmart/Big K 86,479 41.51% 99.30% 2/22/00 79.10%
9519 Adidas, America, Inc 20,000 65.77% 100.00% 2/22/00 75.76%
7529 Vons 80,000 64.45% 95.88% 9/30/99 69.32%
410990101 Genuardi's 50,065 100.00% 10/1/99 80.0%
6516 Giant Eagle 49,109 36.27% 94.08% 10/19/99 77.56%
9272 97.06% 11/16/99 78.45%
6604092 Sweetwater Tavern 21,144 100.00% 11/15/99 78.38%
6600365 Deposit Guaranty Bank 44,068 94.00% 11/30/99 77.78%
9069 Ana Trading 8,700 12.90% 95.53% 2/22/00 66.67%
6602253 VARIOUS 6/30/99 69.06%
6602253A 73.30% 6/30/99 69.06%
6602253B 80.80% 6/30/99 69.06%
6603157 Oliver Peoples 17,853 95.40% 1/11/00 75.00%
240990070 Rite Aid 17,700 81.75% 2/1/00 75.3%
6949 Creative Nail 55,300 32.91% 100.00% 9/30/99 79.34%
10487 91.18% 2/1/00 75.00%
6603490 John D. Stephens 25,840 98.81% 9/8/99 91.80%
7000 93.67% 9/26/99 76.19%
8770 T&K Foods 46,007 66.48% 98.27% 1/12/00 74.05%
10489 91.67% 2/2/00 72.34%
6603048 91.45% 6/16/99 78.61%
9462 Real Education dba eCollege.co 45,751 25.70% 97.13% 10/21/99 43.14%
6603050 Calibre Inc. 5,500 97.20% 10/20/99 77.65%
10382 General Motors 54,200 100.00% 100.00% 70.78%
9155 Home Base 99,200 100.00% 100.00% 2/22/00 74.55%
7198 Tommy Hilfiger 7,700 8.74% 100.00% 2/10/00 61.39%
6600532 94.70% 9/25/99 76.88%
400990115 Winn Dixie 46,358 92.51% 12/31/99 74.4%
400990084 Reproductive Medical Assoc. 4,928 92.02% 3/6/00 49.2%
8489 93.20% 10/26/99 72.29%
400990109 100.00% 11/30/99 64.5%
6603029 BALDUCCI ENTERPRISES INC. VARIOUS 100.00% 6/22/99 82.76%
6603029A Balducci Enterprises Inc. 6666 100.00% 6/22/99 82.76%
6603029B Balducci Enterprises Inc. 28140 100.00% 6/22/99 82.76%
240990106 Anheuser-Busch, Inc. 145,416 100.00% 10/22/99 69.5%
8512 Dr. Brender 5,833 11.82% 100.00% 11/10/99 71.15%
410990052 Universal Synergetics 4,573 96.24% 12/31/99 73.9%
7723 Provident Funding 9,073 16.42% 93.92% 12/31/99 68.75%
7361 Weber Distribution 219,300 99.44% 100.00% 4/1/99 58.82%
6603425 95.40% 9/27/99 77.14%
6603961 ABCO Desert Market 42,678 100.00% 5/8/71 74.81%
ROLLUP 93.48% VARIOUS 74.06%
6643 94.24% 9/1/99 72.04%
9198 91.46% 11/18/99 80.00%
7001 96.72% 9/25/99 79.27%
ROLLUP 95.85% 12/31/99 61.1%
400000134 95.50% 12/31/99
400000134 94.57% 12/31/99
400000134 98.70% 12/31/99
250990091 Cardiff Software 60,010 100.00% 9/2/99 70.4%
10319 Precor-Warehouse 71,750 64.79% 100.00% 70.77%
6913 96.30% 9/30/99 61.73%
10320 Alaska Housing Finance Corp 52,191 83.40% 95.10% 73.75%
6603463 Pottery Barn 15,784 100.00% 7/19/99 71.90%
6603498 92.26% 5/21/99 80.07%
7488 A&R Partners 23,173 100.00% 100.00% 10/4/99 65.97%
7815 100.00% 6/18/99 80.00%
800990098 Department of Corrections 12,462 98.97% 1/14/00 73.0%
7371 Client Distribution 295,392 100.00% 100.00% 10/28/99 69.23%
6603237 97.66% 6/30/99 79.63%
7805 90.27% 9/30/99 78.18%
6988 SAI 19,444 26.31% 97.09% 12/31/99 74.14%
7827 98.54% 12/31/99 78.63%
285990114 Provident Home Care 10,618 90.22% 2/1/00 69.7%
10385 100.00% 76.47%
8714 Spain's Cards & Gifts, Inc dba 15,840 28.97% 95.86% 2/22/00 73.53%
400990085 Select Management Service 5,250 89.65% 3/6/00 46.0%
400990071 GBQC Architects 10,755 100.00% 3/6/00 63.5%
245990073 96.00% 11/1/99 79.0%
9082 94.76% 11/2/99 77.58%
400990062 92.32% 12/31/99 72.9%
10314 The PM Group 20,960 50.97% 100.00% 12/13/99 75.00%
9179 95.12% 9/30/99 76.53%
7261 Best Buy 45,521 100.11% 100.00% 12/31/99 67.57%
240000136 Staples 19,092 100.00% 12/20/99 61.1%
240990103 Linens N' Things 32,000 100.00% 11/3/99 71.6%
6600069 Frank's Nursery & Crafts 26,833 100.00% 9/24/99 80.00%
6603419 Goody's 22,560 100.00% 9/1/99 78.35%
410990083 R&R Operating Partnership 114,770 100.00% 10/6/99 71.7%
7551 Health Clubs of America 7,200 22.09% 100.00% 10/1/99 71.67%
ROLLUP 90.08% 79.63%
6251 98.77% 11/3/99 79.63%
6251 88.06% 11/3/99 79.63%
6251 92.31% 8/31/99 79.63%
6251 76.92% 11/1/99 79.63%
9704 World Gym 9,000 18.00% 95.76% 2/22/00 73.39%
6909 98.53% 9/30/99 72.69%
10308 91.67% 5/1/99 77.50%
7184 Food Lion 33,000 74.66% 96.83% 12/1/99 78.36%
6809 Star Wholesale 69,917 100.00% 100.00% 9/30/99 58.53%
6885 98.89% 8/31/99 73.96%
10390 99.14% 79.95%
255990080 Owens Corning 175,000 100.00% 6/12/99 68.3%
6000070 K-Mart Corporation 86,600 100.00% 9/30/99 72.73%
6601140 Donelan's Supermarket 14,500 100.00% 9/1/99 77.78%
7015 90.10% 12/31/99 75.33%
10311 Festival Foods 44,877 70.16% 100.00% 9/15/99 77.65%
245990087 Quivira Sports 28,425 95.52% 12/31/91 74.3%
7404 Primary Provider Management Co 10,498 20.09% 94.55% 7/1/99 63.41%
10318 Hollywood Video 6,672 56.96% 100.00% 7/21/99 76.38%
10307 95.80% 11/4/98 75.00%
10391 100.00% 5/1/99 72.59%
6569 University Legal Services 7,889 15.27% 93.70% 10/1/99 67.33%
10313 VinylSource 163,383 100.00% 100.00% 12/14/99 62.90%
400980023 100.00% 8/23/99 70.4%
5151 Wendy's 3,200 11.68% 97.01% 12/31/99 50.42%
7552 QC Inspection 10,267 16.08% 97.00% 9/30/99 73.08%
410990050 American Beverage 12,086 100.00% 6/1/99 60.5%
10306 92.31% 6/25/99 76.19%
9391 98.77% 2/22/00 74.89%
10309 MAC Equipment, Inc 44,000 100.00% 100.00% 74.22%
800990076 Circuit Services 19,849 100.00% 12/31/99 71.4%
8399 K-Mart 96,696 109.22% 100.00% 10/15/99 44.44%
7747 100.00% 10/1/99 76.97%
10400 100.00% 8/29/99 75.68%
300980019 100.00% 8/30/99 36.4%
240990104 S&J Schatz Enterprises 146,000 100.00% 11/1/99 74.5%
8719 Office Max 23,500 100.00% 100.00% 9/30/99 75.00%
10408 97.40% 8/20/99 78.46%
400990086 New Jersey Title Insurance Company 8,648 89.10% 3/3/00 66.7%
10336 97.14% 5/16/99 73.96%
6602981 Hyperion Telecommunications 20,368 100.00% 6/28/99 72.73%
8698 92.16% 11/9/99 52.49%
405990030 12/31/99 69.0%
8841 Office Max 23,500 100.00% 100.00% 1/21/00 65.05%
7766 83.91% 9/30/99 49.50%
10409 Petco 15,000 74.99% 100.00% 72.07%
10388 K-Mart 68,337 100.00% 100.00% 11/19/99 59.14%
8335 93.51% 12/31/99 76.92%
6568 World Vision 13,670 49.80% 100.00% 10/1/99 74.10%
245990072 90.40% 10/1/99 77.7%
220990034 Action Box & Containers 40,000 96.80% 12/31/99 73.1%
9496 93.49% 11/1/99 74.38%
10322 Cambridge College 13,027 27.28% 100.00% 9/1/98 67.19%
7237 100.00% 9/30/99 73.85%
415990117 96.00% 12/22/99 75.5%
10393 Hollywood Video 6,000 42.45% 100.00% 66.40%
10405 100.00% 4/1/99 74.94%
400990065 Elliot & True Medical Group 7,279 100.00% 8/31/99 71.4%
6567 WA & WA SERVICES 8,488 20.58% 100.00% 10/1/99 68.20%
245990074 100.00% 12/31/99 66.4%
400990047 100.00% 12/30/99 79.8%
6732 100.00% 12/31/99 67.62%
400990118 93.00% 12/1/99 72.1%
420990049 95.92% 12/31/99 68.5%
10323 Daniel, Mann, Johnson, & Mendenhall, Inc 16,707 84.66% 94.00% 5/1/99 66.44%
400990051 Pacific Clinics 8,000 100.00% 12/22/99 64.4%
400990029 97.52% 12/31/99 60.5%
ROLLUP 100.00% VARIOUS 68.2%
410990077 Decora Industries 34,000 100.00% 12/17/99 65.5%
410990090 Sherwin-Williams 4,689 100.00% 12/18/99 71.6%
3314 Family Dollar 9,366 27.18% 100.00% 9/25/99 65.50%
415000131 95.92% 2/28/00 80.0%
400990048 100.00% 12/30/99 75.9%
10334 Schlumberger Technology Corp 16,162 65.81% 100.00% 70.18%
400990041 96.50% 11/1/99 82.4%
10389 K-Mart 77,328 100.00% 106.09% 11/19/99 68.50%
10310 100.00% 11/1/99 65.16%
400990055 Hollywood Video 7,488 100.00% 4/13/99 73.4%
10327 Birmingham Drug 11,728 100.00% 100.00% 3/1/99 72.52%
410990045 100.00% 12/22/99 77.3%
410990032 96.77% 9/1/99 80.0%
245990116 86.00% 11/30/99 58.1%
8669 The Office Furniture Space 20,000 56.02% 100.00% 2/22/00 66.96%
10392 Cumberland Casualty 8,775 38.34% 100.00% 73.25%
410990061 Hollywood Video 10,300 100.00% 7/16/99 69.8%
400990119 93.65% 11/18/99 69.3%
400990095 82.00% 7/28/99 64.7%
410990031 92.78% 6/30/99 77.2%
7748 Eastern Seaboard Packaging 50,000 100.00% 100.00% 10/21/99 68.75%
10407 Furniture Galleries 40,566 100.00% 100.00% 75.00%
6010 SB &O Inc. 7,062 27.83% 94.98% 9/30/99 52.50%
400990107 97.00% 12/1/99 72.2%
415990102 95.52% 11/1/99 54.1%
400990089 100.00% 8/31/99 52.4%
400990092 Hollywood Video 7,488 100.00% 12/28/98 71.4%
400980012 100.00% 9/30/99 69.4%
400990093 Hollywood Video 7,488 100.00% 7/26/99 74.5%
400990064 94.00% 9/30/99 71.1%
10399 100.00% 8/1/99 58.13%
410990066 Wawa, Inc. 3,000 100.00% 1/17/00 67.1%
10386 100.00% 59.80%
400990097 100.00% 9/6/99 61.8%
410990033 90.60% 7/31/99 79.9%
5847 96.00% 9/30/99 75.09%
415990043 Hollywood Video 6,000 100.00% 4/10/99 65.6%
400990060 97.00% 9/1/99 68.1%
10335 100.00% 4/1/99 72.39%
8526 AJAX Corporation 75,000 103.29% 100.00% 11/8/99 45.45%
245990111 El Concilio Adult Day Care, Inc. 6,750 100.00% 1/6/00 75.0%
10326 97.62% 7/10/98 79.93%
10337 98.57% 6/1/99 71.04%
ROLLUP 100.00% 10/20/99 74.74%
6667 1.00% 10/20/99 74.74%
6668 100.00% 10/20/99 74.74%
10339 100.00% 6/1/99 66.50%
10332 The Howard Group 3,000 25.37% 100.00% 12/1/99 68.80%
10338 90.94% 5/31/99 72.60%
10401 100.00% 9/16/99 74.30%
6285 94.51% 9/10/98 75.00%
10328 91.70% 7/10/98 79.87%
3946 72.55% 12/1/99 76.15%
7428 West Coast Video 6,565 100.00% 100.00% 12/1/99 74.76%
10402 100.00% 75.84%
10333 Suburban Insulation 4,392 47.47% 96.33% 6/30/99 80.38%
10330 100.00% 10/1/98 70.99%
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
- --------------------------------------------------------------------------------------------------------------------------------
ANNUAL
ANNUAL UNDERWRITTEN
UNDERWRITTEN REPLACEMENT U/W NET ORIGINAL CUT-OFF
CONTROL LOAN UNDERWRITTEN UNDERWRITTEN REPLACEMENT RESERVES PER U/W NOI CASH FLOW LOAN PER DATE LOAN
NUMBER NUMBER NOI NET CASH FLOW RESERVES UNIT/SF DSCR DSCR UNIT/SF PER UNIT/SF
- --------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
10312 3,545,866 3,478,054 1.25 154.25 1,529,078
6603515 3,154,566 2,984,838 1.31 101.33 19,275
5557 2,363,287 2,363,287 1.32 24,433.75
ROLLUP 3,187,308 3,187,308 1.51 133,032.49 127,794
260990081 1,780,772 1,780,772 1.51 63,473.66 74,697
260990082 1,406,536 1,406,536 1.50 69,558.83 53,097
6603656 2,381,163 2,245,846 1.26 177.94 14,219
7816 2,505,788 2,330,495 1.50 79.73
415990039 1,846,674 1,846,674 1.43 85,329.69
6603700 1,649,714 1,583,714 1.21 55,952.82 11,015
9569 1,554,341 1,548,823 1.25 143.15 1,231
7035 1,658,639 1,583,843 1.21 133.26
2806 1,576,595 1,480,157 1.26 - 15,774
ROLLUP 1,762,849 1,434,180 1.25 27.87
1906 70,605 48,400 1.25 27.87
1906 529,823 397,089 1.25 27.87
1906 422,323 367,783 1.25 27.87
1906 171,115 152,186 1.25 27.87
1906 105,281 88,998 1.25 27.87
1906 463,702 379,724 1.25 27.87
7598 1,617,870 1,500,085 1.35 114.01
1889 1,264,749 1,202,345 1.25 86.77
6603028 1,463,151 1,352,420 1.30 21.33 16,209
6392 1,278,133 1,221,201 1.33 93.10 8,430
9776 1,263,623 1,229,287 1.28 90.30
10384 1,208,038 1,137,246 1.25 48.82
10315 1,163,700 1,126,250 1.25 38.29 190,405
810000132 1,315,197 1,135,371 1.25 62.41
8355 1,558,856 1,558,856 1.55 37,551.48 95,105
8987 1,080,615 1,043,461 1.29 44.38 2,604
9519 1,059,959 1,034,480 1.20 312.43
7529 1,029,807 994,732 1.25 72.28
410990101 1,004,442 967,783 1.22 132.98 3,364
6516 1,041,149 998,024 1.25 65.82
9272 1,009,645 1,009,645 1.24 32,352.94
6604092 948,603 936,390 1.20 71.15 UAV
6600365 1,056,668 943,927 1.28 66.89 24,573
9069 1,051,449 987,442 1.27 118.61 1,242
6602253 1,389,888 1,232,606 1.67 VARIOUS
6602253A 1,054,563 948,488 1.67 39,042.25
6602253B 335,325 284,118 1.67 42,095.71
6603157 925,486 869,416 1.25 125.83 4,673
240990070 922,646 866,868 1.26 78.68
6949 892,213 846,370 1.25 45.46
10487 897,624 897,624 1.32 39.95
6603490 1,029,535 926,792 1.38 31.29 10,383
7000 789,016 789,016 1.28 22,685.37
8770 842,814 826,856 1.25 98.98 865
10489 856,008 856,008 1.39 38.51
6603048 805,308 719,884 1.21 22,253.43
9462 1,225,295 999,605 1.72 37.05
6603050 813,023 762,167 1.32 155.01 2,896
10382 826,497 783,643 1.28 119.93
9155 855,883 803,332 1.28 62.75
7198 809,041 705,131 1.25 69.47
6600532 740,634 683,745 1.40 32,008.79 UAV
400990115 735,800 671,575 1.20 42.15 7,095
400990084 1,056,671 953,727 1.77 86.47
8489 675,657 675,657 1.27 23,968.01 5,451
400990109 864,360 864,360 1.56 15,166.72
6603029 683,689 666,901 1.24 745.26
6603029A 532,806 519,723 1.24 698.41
6603029B 150,883 147,178 1.24 46.85
240990106 695,263 662,376 1.31 39.09
8512 694,734 629,299 1.25 112.38 3,456
410990052 700,508 620,949 1.26 48.02 12,924
7723 712,651 631,472 1.30 99.14 6,907
7361 830,631 786,595 1.51 24.82
6603425 707,552 643,754 1.32 24,767.08 UAV
6603961 639,803 606,277 1.20 84.84
ROLLUP 639,709 639,709 1.28 14,767.25 3,033
6643 467,756 467,756 1.30 13,720.15 2,317
9198 171,953 171,953 1.25 17,543.51 717
7001 569,856 569,856 1.28 18,895.28
ROLLUP 656,119 656,119 1.34 14,240.83 4,599
400000134 271,113 271,113 0.55
400000134 267,553 267,553 0.54
400000134 117,453 117,453 0.24
250990091 657,280 618,648 1.29 84.31
10319 603,481 578,881 1.25 45.60 1,341
6913 601,278 601,278 1.37 23,052.05
10320 642,291 576,738 1.28 78.93 2,050
6603463 532,158 510,297 1.20 145.18 6,608
6603498 640,715 599,330 1.45 31,433.55 22,604
7488 585,638 554,325 1.30 204.81
7815 526,974 526,974 1.29 68,065.99 13,122
800990098 595,347 545,903 1.21 90.26
7371 595,578 564,300 1.32 15.20
6603237 496,189 453,949 1.27 33,368.81 13,507
7805 498,132 498,132 1.28 18,920.86
6988 578,449 537,043 1.30 57.84
7827 480,341 480,341 1.25 30,820.27
285990114 596,489 545,764 1.39 54.02
10385 499,539 488,824 1.25 81.06
8714 557,606 513,561 1.31 73.15
400990085 689,129 609,788 1.70 79.37
400990071 573,554 461,291 1.31 49.01
245990073 435,768 435,768 1.21 21,066.46 19,480
9082 441,276 441,276 1.26 18,591.07 4,394
400990062 576,637 530,974 1.42 61.83 7,758
10314 455,485 446,015 1.26 92.97 29,750
9179 390,726 390,726 1.50 22,824.34 6,461
7261 416,508 416,508 1.29 82.11
240000136 489,330 452,023 1.41 124.84
240990103 401,235 387,564 1.25 107.21
6600069 444,210 441,527 1.27 127.02 UAV
6603419 401,693 369,154 1.20 66.39 UAV
410990083 419,720 388,435 1.28 28.66 5,742
7551 424,402 396,223 1.25 100.86 408
ROLLUP 385,012 385,012 1.34 12,753.31
6251 142,276 142,276 1.34 12,753.31
6251 100,955 100,955 1.34 12,753.31
6251 76,615 76,615 1.34 12,753.31
6251 65,166 65,166 1.34 12,753.31
9704 456,598 418,847 1.37 64.00 1,460
6909 377,544 377,544 1.26 46,426.80 11,333
10308 370,785 370,785 1.34 26.04 14,591
7184 360,341 354,410 1.25 68.98
6809 409,769 385,531 1.25 42.27
6885 338,492 338,492 1.26 32,318.15
10390 317,967 312,788 1.20 108.94
255990080 376,906 352,799 1.39 15.61 4,550
6000070 327,815 306,165 1.28 31.52 UAV
6601140 356,830 328,194 1.27 61.32
7015 376,313 376,313 1.48 13,283.57
10311 330,738 325,119 1.30 41.24 206,157
245990087 388,414 360,332 1.43 48.31 6,690
7404 381,029 321,007 1.29 49.45
10318 297,598 289,478 1.21 220.47
10307 529,412 410,817 1.53 245.89 197,219
10391 284,682 280,663 1.23 432.61
6569 385,302 306,873 1.30 47.48
10313 346,310 309,446 1.27 15.00 19,569
400980023 275,759 275,759 1.16 28,208.66 3,978
5151 296,847 276,156 1.23 86.55
7552 308,667 266,141 1.26 37.04
410990050 342,397 300,657 1.30 56.87 3,773
10306 242,598 242,598 1.13 23.35
9391 276,385 276,385 1.25 28,395.06
10309 289,559 268,364 1.25 51.89 1,417
800990076 282,314 262,498 1.27 66.32 1,188
8399 349,052 323,821 1.58 24.78
7747 255,927 255,927 1.25 21,955.09
10400 308,967 308,967 1.47 41.51
300980019 529,932 529,932 1.68 13,136.38
240990104 259,368 248,084 1.31 142.45
8719 255,102 255,102 1.25 85.58
10408 229,422 229,422 1.24 34.46
400990086 298,459 243,485 1.36 58.53
10336 243,372 243,372 1.33 75.00
6602981 263,410 232,094 1.25 75.84 UAV
8698 232,907 232,907 1.26 19,566.54
405990030 268,847 268,847 1.51 17,757.63 19,602
8841 257,914 257,914 1.20 84.98
7766 307,645 307,645 1.29 2,122.30
10409 247,204 241,226 1.30 97.29
10388 267,223 251,531 1.25 28.04 18,339
8335 233,386 233,386 1.28 12,300.83 12,833
6568 268,382 235,222 1.30 68.51
245990072 202,249 202,249 1.20 19,628.17 9,790
220990034 284,401 231,680 1.30 15.03 10,210
9496 251,307 251,307 1.31 2,971.62
10322 265,673 201,481 1.28 35.14 125,720
7237 215,660 215,660 1.35 16,072.11
415990117 213,346 213,346 1.28 13,820.99 5,000
10393 219,133 204,692 1.31 117.42 259
10405 237,197 237,197 1.49 23.26
400990065 223,553 202,787 1.26 115.50 23,805
6567 248,043 202,580 1.30 38.78
245990074 198,117 198,117 1.28 13,260.85 18,500
400990047 173,297 173,297 1.24 22,316.59
6732 199,127 199,127 1.31 65,332.87
400990118 196,299 196,299 1.31 6,372.47 1,013
420990049 169,895 167,385 1.22 84.21 3,600
10323 212,063 187,325 1.31 75.57 14,802
400990051 218,801 201,406 1.42 77.58 3,010
400990029 214,476 214,476 1.32 12,237.36
ROLLUP 199,544 173,155 1.25 85.03 7,200
410990077 108,191 89,618 1.25 22.60 2,268
410990090 91,353 83,537 1.25 62.43 4,932
3314 187,510 163,849 1.35 20.44
415000131 164,300 164,300 1.22 28,555.82
400990048 151,300 151,300 1.23 19,119.61
10334 199,499 175,318 1.25 56.88
400990041 161,574 161,574 1.25 12,022.70 7,664
10389 194,112 179,930 1.25 17.72 206,104
10310 180,427 173,292 1.39 63.21 6,943
400990055 162,730 159,763 1.30 130.90
10327 177,157 165,188 1.25 109.34 1,969
410990045 169,687 169,687 1.44 40,922.29 10,330
410990032 133,730 133,730 1.25 19,923.61 7,752
245990116 172,405 172,405 1.40 4,825.03 1,159
8669 181,604 151,463 1.25 32.41
10392 162,957 148,848 1.27 50.25 1,997
410990061 165,137 146,572 1.30 50.51 1,865
400990119 163,086 163,086 1.23 8,824.86 525
400990095 157,025 157,025 1.43 3,336.68 2,400
410990031 120,373 120,373 1.27 20,255.67 10,611
7748 143,738 134,594 1.25 21.94
10407 154,931 145,259 1.32 25.88 5,250
6010 167,195 135,605 1.34 41.10
400990107 115,243 115,243 1.23 14,821.77
415990102 161,475 161,475 1.73 14,898.72
400990089 177,950 177,950 1.83 14,233.65
400990092 126,461 126,461 1.39 132.42
400980012 130,810 130,810 1.31 21,513.68
400990093 120,390 120,390 1.33 129.80
400990064 117,266 117,266 1.29 19,135.36 1,670
10399 124,836 124,836 1.26 12.83
410990066 135,234 119,580 1.31 63.75 2,022
10386 132,938 132,938 1.25 11.00 463,615
400990097 119,953 119,953 1.13 24,332.17 877
410990033 93,317 93,317 1.24 26,590.20 5,336
5847 92,942 92,942 1.25 32,910.35
415990043 98,622 98,622 1.27 136.08
400990060 91,631 91,631 1.25 11,988.79
10335 103,617 103,617 1.20 22.31
8526 149,112 132,338 1.50 10.31
245990111 105,666 92,146 1.28 54.42 225
10326 97,155 97,155 1.38 19.29
10337 100,259 100,259 1.43 101.55
ROLLUP 100,960 100,960 1.36 27,147.38
6667 50,979 50,979 1.37 27,147.38
6668 49,981 49,981 1.34 27,147.38
10339 108,581 95,290 1.46 44.96
10332 90,682 75,753 1.26 52.65
10338 85,367 85,367 1.37 17.27
10401 90,298 86,948 1.39 40.66
6285 61,422 61,422 1.29 5,757.72 4,671
10328 59,558 59,558 1.30 15.30
3946 59,108 59,108 1.40 8,541.61
7428 55,924 51,671 1.43 56.69
10402 48,481 43,449 1.25 41.10
10333 38,587 29,697 1.02 31.21
10330 39,306 39,306 1.46 18.40
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
- -------------------------------------------------------------------------------------------------------------------------------
MONTHLY CURRENT
ECONOMIC REPAIR & CURRENT
MONTHLY MONTHLY MONTHLY MONTHLY RESERVE REMEDIATION REPLACEMENT
CONTROL LOAN PAID TO REPLACEMENT TAX INSURANCE TI/LC (& OTHER) RESERVE RESERVE
NUMBER NUMBER DATE RESERVES ESCROW ESCROW PAYMENT PAYMENT BALANCE BALANCE
- --------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
10312 1,529,078 N N
6603515 19,275 Y Y
5557 Y N
ROLLUP 127,794 Y Y
260990081 74,697 Y Y
260990082 53,097 Y Y
6603656 14,219 Y Y
7816 N N
415990039 Y Y
6603700 11,015 Y Y
9569 1,231 Y Y
7035 N N
2806 15,774 Y N
ROLLUP Y N
1906 Y N
1906 Y N
1906 Y N
1906 Y N
1906 Y N
1906 Y N
7598 N N
1889 Y N
6603028 16,209 Y Y
6392 8,430 Y Y
9776 Y N
10384
10315 190,405 Y Y
810000132 Y Y
8355 95,105 Y Y
8987 2,604 Y Y
9519 N N
7529 Y N
410990101 3,364 Y Y
6516 Y N
9272 N N
6604092 UAV Y Y
6600365 24,573 Y Y
9069 1,242 Y Y
6602253 297000 (TAX & DEFERRED MAINT. LOC)
6602253A
6602253B
6603157 4,673 Y Y
240990070 Y Y
6949 Y Y
10487
6603490 10,383 Y Y
7000 Y Y
8770 865 Y Y
10489
6603048 Y Y
9462 Y Y
6603050 2,896 Y Y
10382
9155 N N
7198 Y Y
6600532 UAV Y Y
400990115 7,095 Y Y
400990084 Y N
8489 5,451 Y N
400990109 Y Y
6603029 Y Y
6603029A
6603029B
240990106 N N
8512 3,456 Y Y
410990052 12,924 Y Y
7723 6,907 Y Y
7361 Y Y
6603425 UAV Y Y
6603961 Y Y
ROLLUP 3,033 Y Y
6643 2,317 Y Y
9198 717 Y Y
7001 Y Y
ROLLUP 4,599 Y Y
400000134
400000134
400000134
250990091 Y N
10319 1,341 Y N
6913 Y Y
10320 2,050 Y Y
6603463 6,608 Y Y
6603498 22,604 Y Y
7488 Y Y
7815 13,122 Y Y
800990098 Y Y
7371 Y Y
6603237 13,507 Y Y
7805 Y Y
6988 Y Y
7827 Y Y
285990114 Y Y
10385
8714 N N
400990085 Y N
400990071 Y N
245990073 19,480 Y Y
9082 4,394 Y Y
400990062 7,758 Y Y
10314 29,750 Y Y
9179 6,461 Y Y
7261 N N
240000136 Y N
240990103 Y Y
6600069 UAV Y Y
6603419 UAV Y Y
410990083 5,742 Y Y
7551 408 Y Y
ROLLUP Y Y
6251 Y Y
6251 Y Y
6251 Y Y
6251 Y Y
9704 1,460 Y Y
6909 11,333 Y Y
10308 14,591 Y Y
7184 Y Y
6809 Y Y
6885 Y Y
10390
255990080 4,550 N N
6000070 UAV Y Y
6601140 Y Y
7015 Y Y
10311 206,157 Y Y
245990087 6,690 Y Y
7404 Y Y
10318 N N
10307 197,219 Y Y
10391
6569 Y Y
10313 19,569 Y Y
400980023 3,978 Y Y
5151 Y Y
7552 Y Y
410990050 3,773 Y Y
10306 Y Y
9391 N N
10309 1,417 Y Y
800990076 1,188 Y Y
8399 N N
7747 Y N
10400 Y Y
300980019 Y N
240990104 Y Y
8719 Y Y
10408
400990086 Y N
10336 Y Y
6602981 UAV Y Y
8698 Y Y
405990030 19,602 Y Y
8841 Y Y
7766 Y Y
10409
10388 18,339 N N
8335 12,833 Y N
6568 Y Y
245990072 9,790 Y Y
220990034 10,210 Y Y
9496 N N
10322 125,720 Y Y
7237 Y Y
415990117 5,000 Y Y
10393 259 Y Y
10405 Y Y
400990065 23,805 Y Y
6567 Y Y
245990074 18,500 Y Y
400990047 Y Y
6732 Y Y
400990118 1,013 Y Y
420990049 3,600 Y Y
10323 14,802 Y Y
400990051 3,010 Y Y
400990029 Y N
ROLLUP 7,200 Y Y
410990077 2,268 Y Y
410990090 4,932 Y Y
3314 Y Y
415000131 Y Y
400990048 Y Y
10334 Y Y
400990041 7,664 Y Y
10389 206,104 N N
10310 6,943 Y Y
400990055 Y Y
10327 1,969 Y Y
410990045 10,330 Y Y
410990032 7,752 Y Y
245990116 1,159 Y Y
8669 N N
10392 1,997 Y Y
410990061 1,865 Y Y
400990119 525 Y Y
400990095 2,400 Y Y
410990031 10,611 Y Y
7748 Y N
10407 5,250 Y Y
6010 Y Y
400990107 Y Y
415990102 Y Y
400990089 Y Y
400990092 N N
400980012 Y Y
400990093 N N
400990064 1,670 Y Y
10399
410990066 2,022 Y Y
10386 463,615 N N
400990097 877 Y Y
410990033 5,336 Y Y
5847 Y Y
415990043 N N
400990060 Y Y
10335 Y Y
8526 Y Y
245990111 225 Y Y
10326 Y Y
10337 Y Y
ROLLUP Y Y
6667 Y Y
6668 Y Y
10339 Y Y
10332 Y Y
10338 Y Y
10401
6285 4,671 Y Y
10328 Y Y
3946 Y Y
7428 Y Y
10402
10333 Y Y
10330 Y Y
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------
CURRENT
CURRENT CURRENT CURRENT CURRENT ECONOMIC
TAX INSURANCE TI/LC ENVIRONMENTAL RESERVE
CONTROL LOAN RESERVE RESERVE RESERVE RESERVE (& OTHER)
NUMBER NUMBER BALANCE BALANCE BALANCE BALANCE BALANCE
- ------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
10312
6603515 88,400 3,884 123,110
5557 42,357
ROLLUP 303,330
260990081 178,330
260990082 125,000
6603656 75,683 1,834 3,109,397
7816
415990039 19,672 41,152
6603700 28,880 2,707
9569 9,984 123,689
7035
2806 66,455 5,000
ROLLUP 30,617
1906 30,617
1906 30,617
1906 30,617
1906 30,617
1906 30,617
1906 30,617
7598
1889 52,200
6603028 162,250 8,671 UAV
6392 33,378 25,580
9776 46,381
10384
10315 3,365 2,027
810000132 40,922
8355 18,842 10,824
8987 22,855 10,124
9519
7529 7,748
410990101 16,804 7,545 12,220
6516 8,704
9272
6604092 UAV UAV UAV
6600365 13,422 15,777 136,251
9069 51,950 3,090
6602253 297000 (TAX & DEFERRED MAINT. LOC)
6602253A
6602253B
6603157 21,337 11,157 15,570
240990070 55,600 24,910 101,747
6949 44,435 22,412 52,085
10487
6603490 11,797 5,555 23,963
7000 31,059 27,192
8770 31,250 1,675
10489
6603048 35,790 20,775 UAV
9462 131,499 9,875
6603050 37,731 3,547
10382
9155
7198 63,622 4,723
6600532 UAV UAV
400990115 57,321 25,089 16,422
400990084 80,330
8489 20,607
400990109 77,740 2,606
6603029 28,922 17,576 6,546
6603029A
6603029B
240990106
8512 32,594 2,859
410990052 14,826 5,250 59,670
7723 34,696 8,480
7361 37,486 22,497
6603425 UAV UAV
6603961 25,939 3,172
ROLLUP 1,366
6643 4,816
9198 1,366
7001 21,818 21,629
ROLLUP 25,278 4,551
400000134
400000134
400000134
250990091 44,271 9,450
10319 30,997
6913 31,575 1,836
10320 67,833 4,773
6603463 38,168 3,548
6603498 25,538 15,308
7488 21,887 10,233 6,070
7815 11,410 7,871
800990098 14,511 6,549 79,320
7371 5,641 16,629
6603237 22,916 4,390
7805 20,923 13,955
6988 16,980 3,393 51,351
7827 18,560 7,547
285990114 44,024 150,000
10385
8714
400990085 47,693
400990071 35,230
245990073 39,466 23,068
9082 23,933 2,240
400990062 9,377 7,068 178,625
10314 3,473 3,328
9179 26,057 6,859
7261
240000136 13,539
240990103 4,737 816
6600069 UAV UAV
6603419 UAV UAV UAV
410990083 71,732 7,968 15,579
7551 11,333 1,412 2,250
ROLLUP 10,723 8,064
6251 10,723 8,064
6251 10,723 8,064
6251 10,723 8,064
6251 10,723 8,064
9704 17,856 1,666 7,512
6909 55,140 1,531
10308 18,281 11,953
7184 21,230 5,096
6809 17,588 4,771 307,237
6885 17,920 6,347
10390
255990080
6000070 UAV UAV UAV
6601140 8,046 14,500 8,372
7015 2,323 8,857
10311 32,858
245990087 22,751 3,635 14,040
7404 26,707 2,785 64,485
10318
10307 10,323 681
10391
6569 28,148 379
10313 21,494 2,072
400980023 15,966
5151 12,905 3,914
7552 34,281 2,405
410990050 7,350 41,800 37,338
10306 4,988 5,657
9391
10309 1,394 15,545
800990076 5,330 4,242
8399
7747 11,566
10400 48,552 3,376
300980019 29,862
240990104 3,392 3,624
8719 28,764 1,396
10408
400990086 11,222
10336 17,384 4,268
6602981 UAV UAV UAV
8698 7,676 2,069
405990030 13,343 2,856
8841 37 1,343
7766 15,709 2,434
10409
10388
8335 11,650
6568 23,360 203
245990072 12,250 2,210
220990034 43,398 2,340 43,460
9496
10322 27,285 600
7237 4,931 4,014
415990117 28,730 8,001
10393 4,719 568
10405 5,762 3,376
400990065 13,319 2,173 13,482
6567 21,011 310
245990074 18,212 30,840
400990047 6,861 1,602
6732 6,222 5,613
400990118 10,915 814
420990049 9,319 5,683
10323 3,116 2,320
400990051 13,520 8,093 18,395
400990029 22,486
ROLLUP 19,483 2,101 18,792
410990077 7,856 1,406 6,192
410990090 11,627 695 12,600
3314 3,031 2,036
415000131 9,493 2,360
400990048 3,723 1,696
10334 14,708 1,592
400990041 34,082 1,622
10389
10310 13,109 865
400990055 1,843 3,580
10327 14,853 7,598
410990045 9,622 11,023
410990032 8,957 12,056
245990116 12,660 4,067
8669
10392 6,453 11,814
410990061 17,216 5,400 7,735
400990119 7,308 948
400990095 10,330 4,644
410990031 6,051 3,528
7748 7,258 5,635
10407 993
6010 9,299 279
400990107 8,273 2,000
415990102 2,768 1,673
400990089 8,840 3,600
400990092
400980012 5,274 386
400990093
400990064 8,933 2,728
10399
410990066 7,452 3,920 7,812
10386 4,800
400990097 9,503 1,233
410990033 5,259 1,983
5847 11,023 1,596
415990043
400990060 14,144 2,606
10335 3,144 2,243
8526 6,858 1,659 2,668
245990111 3,514 2,849 1,130
10326 8,068 463
10337 1,642 315
ROLLUP 2,370 8,753
6667 1,185 4,377
6668 1,185 4,377
10339 1,309 2,072
10332 9,588 777
10338 718 225
10401
6285 5,665 8,930
10328 11,279 3,103
3946 4,877 606
7428 1,293 2,098
10402
10333 669 108
10330 3,357 1,187
</TABLE>
<PAGE>
- -------------------------------------------------------------------
LOAN SIZE AS
# OF A % OF TOTAL LOAN
ORIGINATOR LOANS TOTAL POOL AMOUNT
- -------------------------------------------------------------------
NRF 73 43% 386,787,641
Key 50 16% 144,664,253
- --- -- --- -----------
Subtotal 123 59% 531,451,894
Bridger 67 22% 199,044,978
Salomon 23 19% 176,328,582
- ------- -- --- -----------
Total 213 100% 906,825,454
- -------------------------------------------------------------------
- -------------------------------------------------------------------
CURRENT GENERAL PARAMETERS
- -------------------------------------------------------------------
Loan Count 213
Property Count 226
Pool Balance 906,825,454
Average Loan Balance 4,257,396
Current WAC 8.23
Weighted Avg. Rem. Term (Months) 119
Weighted Avg. Rem. Amort. Term (Months) 333
Weighted Orig. Am Term (Yrs) 340
Weighted Orig. Terms (Years) 126
Weighted Seasoning (Months) 7
Weighted Avg. UW DSC 1.31
Weighted Curr LTV 71.89
- -------------------------------------------------------------------
- -------------------------------------------------------------------
CURRENT LTV
- -------------------------------------------------------------------
Count % of $
----- ------
20.0% 55.0 12 3.4
55.1 60.0 8 1.9
60.1 65.0 16 7.7
65.1 70.0 40 16.3
70.1 75.0 80 37.1
75.1 80.0 55 32.2
80.1 85.0 1 0.7
85.1 91.4 1 0.8
- -------------------------------------------------------------------
- -------------------------------------------------------------------
GROSS COUPON
- -------------------------------------------------------------------
Count % of $
----- ------
6.5% 7.00 3 1.1
7.01 7.50 6 5.3
7.51 8.00 35 25.2
8.01 8.50 91 43.2
8.51 9.00 57 19.0
9.01 9.50 14 5.4
9.51 10.00 6 0.6
10.01 10.30 1 0.2
- -------------------------------------------------------------------
- -------------------------------------------------------------------
UW DSCR DISTRIBUTION
- -------------------------------------------------------------------
Count % of $
----- ------
1.00 1.10 1 0.03
1.11 1.20 8 2.80
1.21 1.30 123 60.91
1.31 1.40 48 20.80
1.41 1.50 19 8.03
1.51 1.60 7 4.29
1.61 1.70 3 1.54
1.71 1.80 3 1.50
1.81 1.90 1 0.11
- -------------------------------------------------------------------
- ------------------------------------------------------
PROPERTY TYPES
- ------------------------------------------------------
Count % of $
----- ------
Retail - Anchored 26 23.22
Multifamily 52 21.63
Office 37 17.77
Industrial 20 10.72
Retail - Unanchored 19 6.51
Manufactured Housing 30 5.16
Retail - Shadow Anchored 9 3.55
Hotel 3 3.28
Retail - Single Tenant 12 3.06
Mixed Use 6 2.29
Self Storage 7 1.44
Assisted Living 3 0.51
Hotel-Limited Service 2 0.86
- ------------------------------------------------------
- ------------------------------------------------------
CURRENT BALANCE DISTRIBUTION
- ------------------------------------------------------
Count % of $
----- ------
- 1,000,000 34 2.6
1,000,001 2,000,000 52 8.8
2,000,001 4,000,000 49 15.6
4,000,001 8,000,000 48 30.5
8,000,001 15,000,000 25 29.8
15,000,001 25,000,000 3 6.4
25,000,001 30,422,662 2 6.2
- ------------------------------------------------------
- ------------------------------------------------------
SEASONING (MONTHS)
- ------------------------------------------------------
Count % of $
----- ------
Zero 16 9.0
1 5 68 35.5
6 10 99 43.8
11 15 15 3.1
16 20 7 3.8
21 25 2 1.0
26 30 4 3.3
31 42 2 0.5
- ------------------------------------------------------
- ------------------------------------------------
STATE CONCENTRATIONS
- ------------------------------------------------
Count % of $
----- ------
CALIFORNIA 38 21.90
TEXAS 24 10.03
NEW YORK 18 5.31
MARYLAND 3 5.10
OHIO 12 4.22
WASHINGTON 6 4.15
PENNSYLVANIA 14 4.03
States with less than 4% (32) 111 45.26
- ------------------------------------------------
- ------------------------------------------------
INTEREST RATE TYPE
- ------------------------------------------------
Count % of $
----- ------
Fixed 213 100.0
- ------------------------------------------------
AMORTIZATION TYPE
- ------------------------------------------------
Count % of $
----- ------
Amortizing Balloon 197 89.7
Hyper Amortizing 10 9.0
Fully Amortizing 6 1.3
- ------------------------------------------------
- ------------------------------------------------
REMAINING TERM (MONTHS)
- ------------------------------------------------
Count % of $
----- ------
56 60 1 1.5
61 108 16 3.0
109 120 167 76.2
121 132 7 7.5
133 144 12 7.2
145 156 1 1.5
157 231 9 3.1
- ------------------------------------------------
- ------------------------------------------------
REMAINING AMORTIZATION (MONTHS)
- ------------------------------------------------
Count % of $
----- ------
12 180 5 0.8
181 204 1 0.1
205 228 2 0.7
229 252 7 3.0
253 276 2 0.3
277 300 82 23.0
301 324 1 0.1
325 360 113 72.1
- ------------------------------------------------
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