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Previous: MORGAN STANLEY CAPITAL I INC, S-3, 1997-05-08 |
Next: MORGAN STANLEY CAPITAL I INC, 8-K, 1997-05-08 |
ABNAMRO LaSalle ABSTS 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) March 17,
1997
Morgan Stanley Capital I Inc.
(Exact name of Registrant as specified in its
Charter)
Delaware 33-46723 13-3291626
(State or Other (Commission (I.R.S.
Juridiction Employer File No.) Identification
of Formation) No.)
Morgan Stanley Capital I Inc., Series 1995-HF1
1585 Broadway 37th Floor
New York, N Y 10036
Registrant's telephone number, including area code: (212)
761-4000
The Exhibit Index is on page 2.
Page - 1
Item 1. Changes in control of Registrant.
Not Applicable.
Item 2. Acquisition or Disposition of Assets.
Not Applicable.
Item 3. Bankruptcy or Receivership.
Not Applicable.
Item 4. Changes in Registrant's Certifying Accountant.
Not Applicable.
Item 5. Other Events. Bondholder Statements.
Attached as Exhibits.
Item 6. Resignations of Registrant's Directors.
Not Applicable.
Item 7. Financial Statements,
Pro Forma Financial Information and
Exhibits.
Not Applicable.
Exhibits
Monthly Remittance Statement to the Certificateholders
dated as of
March 17, 1997.
SIGNATURE
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.
LaSalle National Bank, not in its
individual
capacity but solely as a duly
authorized agent of
the Registrant pursuant to Section
3.14 of the
Pooling & Servicing Agreement dated as
of October
1, 1995
By: LaSalle National Bank
/s/ Russell Goldenberg
By: Russell Goldenberg
Title: Vice President
Date: March 17, 1997
EXHIBIT INDEX
Sequential
Document
Page Number
Monthly Statement to the Certificateholders
3
dated as of October 16, 1996
Page - 2
ABN AMRO
LaSalle National Bank
Administrator:
Brian Ames (800) 246-5761
135 S. LaSalle Street Suite 1740
Chicago, IL 60603
^Morgan Stanley Capital I Inc.
^Heller Financial, Inc., as Servicer
^Commercial Mortgage Pass-Through Certificates
^Series 1995-HF1
^ABN AMRO Acct: 67-7410-508
Statement Date: 03/17/97
Payment Date: 03/17/97
Prior Payment: 02/18/97
Record Date: 02/28/97
WAC: 9.346332%
WAMM: 81
Original Opening
Class Face Value (1) Balance
CUSIP Per $1,000 Per $1,000
A 144,141,000.00 124,930,239.34
617445BE0 1000.000000 866.722441
I-O 220,062,977.00 N 200,852,216.34
617445BF7 1000.000000 912.703350
B 14,304,000.00 14,304,000.00
617445BG5 1000.000000 1000.000000
C 15,404,000.00 15,404,000.00
617445BH3 1000.000000 1000.000000
D 9,903,000.00 9,903,000.00
617445BJ9 1000.000000 1000.000000
E 20,906,000.00 20,906,000.00
617445BK6 1000.000000 1000.000000
F 7,702,000.00 7,702,000.00
617445BL4 1000.000000 1000.000000
G 7,702,977.00 7,702,977.00
617445BM2 1000.000000 1000.000000
R 0.00 0.00
9ABSM518 1000.000000 0.000000
220,062,977.00 200,852,216.34
Principal Principal Negative
Class Payment Adj. or Loss Amortization
CUSIP Per $1,000 Per $1,000 Per $1,000
A 211,354.85 0.00 0.00
617445BE0 1.466306 0.000000 0.000000
I-O 0.00 0.00 0.00
617445BF7 0.000000 0.000000 0.000000
B 0.00 0.00 0.00
617445BG5 0.000000 0.000000 0.000000
C 0.00 0.00 0.00
617445BH3 0.000000 0.000000 0.000000
D 0.00 0.00 0.00
617445BJ9 0.000000 0.000000 0.000000
E 0.00 0.00 0.00
617445BK6 0.000000 0.000000 0.000000
F 0.00 0.00 0.00
617445BL4 0.000000 0.000000 0.000000
G 0.00 0.00 0.00
617445BM2 0.000000 0.000000 0.000000
R 0.00 0.00 0.00
9ABSM518 0.000000 0.000000 0.000000
211,354.85 0.00 0.00
Closing Interest Interest
Class Balance Payment Adjustment
CUSIP Per $1,000 Per $1,000 Per $1,000
A 124,718,884.49 570,558.62 0.00
617445BE0 865.256135 3.958337 0.000000
I-O 200,640,861.49 508,774.59 0.00
617445BF7 911.742921 2.311950 0.000000
B 14,304,000.00 66,995.42 0.00
617445BG5 1000.000000 4.683684 0.000000
C 15,404,000.00 76,340.79 0.00
617445BH3 1000.000000 4.955907 0.000000
D 9,903,000.00 54,084.86 0.00
617445BJ9 1000.000000 5.461462 0.000000
E 20,906,000.00 141,496.69 0.00
617445BK6 1000.000000 6.768234 0.000000
F 7,702,000.00 52,128.93 0.00
617445BL4 1000.000000 6.768233 0.000000
G 7,702,977.00 52,135.55 0.00
617445BM2 1000.000000 6.768234 0.000000
R 0.00 0.00 0.00
9ABSM518 0.000000 0.000000 0.000000
200,640,861.49 1,522,515.45 0.00
Total P&I Payment 1,733,870.30
Pass-Through
Class Rate (2)
CUSIP Next Rate (3)
A 5.871880%
617445BE0 5.887500%
I-O 3.039695%
617445BF7 0.000000%
B 6.021880%
617445BG5 6.037500%
C 6.371880%
617445BH3 6.387500%
D 7.021880%
617445BJ9 7.037500%
E 8.121880%
617445BK6 8.137500%
F 8.121880%
617445BL4 8.137500%
G 8.121880%
617445BM2 8.137500%
R None
9ABSM518 0.000000%
Original Opening
Class Face Value (1) Balance
CUSIP Per $1,000 Per $1,000
Regular-A 144,141,000.00 124,930,239.34
None 1000.000000 866.722441
Regular-B 14,304,000.00 14,304,000.00
None 1000.000000 1000.000000
Regular-C 15,404,000.00 15,404,000.00
None 1000.000000 1000.000000
Regular-D 9,903,000.00 9,903,000.00
None 1000.000000 1000.000000
Regular-E 20,906,000.00 20,906,000.00
None 1000.000000 1000.000000
Regular-F 7,702,000.00 7,702,000.00
None 1000.000000 1000.000000
Regular-G 7,702,977.00 7,702,977.00
None 1000.000000 1000.000000
LR 0.00 0.00
None 1000.000000 0.000000
220,062,977.00 200,852,216.34
Notes: (1) N denotes notional balance not included in total
(2) Interest Paid minus Interest Adjustment minus Deferred
Interest equals Accrual (3) Estimated
Principal Principal Negative
Class Payment Adj. or Loss Amortization
CUSIP Per $1,000 Per $1,000 Per $1,000
Regular-A 211,354.85 0.00 0.00
None 1.466306 0.000000 0.000000
Regular-B 0.00 0.00 0.00
None 0.000000 0.000000 0.000000
Regular-C 0.00 0.00 0.00
None 0.000000 0.000000 0.000000
Regular-D 0.00 0.00 0.00
None 0.000000 0.000000 0.000000
Regular-E 0.00 0.00 0.00
None 0.000000 0.000000 0.000000
Regular-F 0.00 0.00 0.00
None 0.000000 0.000000 0.000000
Regular-G 0.00 0.00 0.00
None 0.000000 0.000000 0.000000
LR 0.00 0.00 0.00
None 0.000000 0.000000 0.000000
211,354.85 0.00 0.00
Closing Interest Interest
Class Balance Payment Adjustment
CUSIP Per $1,000 Per $1,000 Per $1,000
Regular-A 124,718,884.49 947,005.83 0.00
None 865.256135 6.569996 0.000000
Regular-B 14,304,000.00 108,428.28 0.00
None 1000.000000 7.580277 0.000000
Regular-C 15,404,000.00 116,766.59 0.00
None 1000.000000 7.580277 0.000000
Regular-D 9,903,000.00 75,067.48 0.00
None 1000.000000 7.580277 0.000000
Regular-E 20,906,000.00 158,473.27 0.00
None 1000.000000 7.580277 0.000000
Regular-F 7,702,000.00 58,383.29 0.00
None 1000.000000 7.580277 0.000000
Regular-G 7,702,977.00 58,390.71 0.00
None 1000.000000 7.580278 0.000000
LR 0.00 0.00 0.00
None 0.000000 0.000000 0.000000
200,640,861.49 1,522,515.45 0.00
Total P&I Payment 1,733,870.30
Pass-Through
Class Rate (2)
CUSIP Next Rate (3)
Regular-A 9.096332%
None Not Available
Regular-B 9.096332%
None Not Available
Regular-C 9.096332%
None Not Available
Regular-D 9.096332%
None Not Available
Regular-E 9.096332%
None Not Available
Regular-F 9.096332%
None Not Available
Regular-G 9.096332%
None Not Available
LR None
None 0.000000%
Servicer / Pool Information
Beginning
Balance 200,852,216.34
Scheduled
Principal 211,354.85
Unscheduled
Principal 0.00
Realized
Losses 0.00
Ending
Balance 200,640,861.49
Scheduled
Interest 1,564,359.66
Prepayment Interest
Shortfall 0.00
Excess 0.00
Weighted Average
Coupon 9.34633245%
Beginning
Loan Count 103
Ending
Loan Count 103
Gross
Servicing Fees 39,333.56
W/Avg Months
To Maturity 81
Prepayment
Penalties 0
Disposition
Fees 0
Current Cumulative
Unpaid Unpaid
Class Interest Interest
Regular-A 0 0
Regular-B 0 0
Regular-C 0 0
Regular-D 0 0
Regular-E 0 0
Regular-F 0 0
Regular-G 0 0
Current Cumulative
Unpaid Unpaid
Class Interest Interest
A 0 0
B 0 0
C 0 0
D 0 0
E 0 0
F 0 0
G 0 0
I-O 0 0
Prior Outstanding
Principal Interest
Servicer 40,391.60 444,218.71
Special Servicer 0.00 0.00
Trustee 0.00 0.00
Fiscal Agent 0.00 0.00
Total 40,391.60 444,218.71
Current Month
Principal Interest
Servicer 37,997.23 433,258.35
Special Servicer 0.00 0.00
Trustee 0.00 0.00
Fiscal Agent 0.00 0.00
Total 37,997.23 433,258.35
Recovered
Principal Interest
Servicer 34,723.10 409,145.75
Special Servicer 0.00 0.00
Trustee 0.00 0.00
Fiscal Agent 0.00 0.00
Total 34,723.10 409,145.75
Advances Outstanding
Principal Interest
Servicer 43,665.73 468,331.31
Special Servicer 0.00 0.00
Trustee 0.00 0.00
Fiscal Agent 0.00 0.00
Total 43,665.73 468,331.31
Delinquency /Prepayment / Rate History
Distribution Delinq 1 Month
Date # Balance
03/17/97 2 4,218,241
1.94% 2.100%
02/18/97 1 2,867,136
0.97% 1.426%
01/15/97 0 0
0.00% 0.000%
12/16/96 0 0
0.00% 0.000%
11/15/96 0 0
0.00% 0.000%
10/15/96 0 0
0.00% 0.000%
09/16/96 0 0
0.00% 0.000%
08/15/96 0 0
0.00% 0.000%
07/15/96 0 0
0.00% 0.000%
06/17/96 0 0
0.00% 0.000%
05/15/96 0 0
0.00% 0.000%
04/15/96 0 0
0.00% 0.000%
03/15/96 0 0
0.00% 0.000%
02/15/96 0 0
0.00% 0.000%
01/16/96 0 0
0.00% 0.000%
12/15/95 0 0
0.00% 0.000%
Distribution Delinq 2 Months
Date # Balance
03/17/97 0 0
0.00% 0.000%
02/18/97 0 0
0.00% 0.000%
01/15/97 0 0
0.00% 0.000%
12/16/96 0 0
0.00% 0.000%
11/15/96 0 0
0.00% 0.000%
10/15/96 0 0
0.00% 0.000%
09/16/96 0 0
0.00% 0.000%
08/15/96 0 0
0.00% 0.000%
07/15/96 0 0
0.00% 0.000%
06/17/96 0 0
0.00% 0.000%
05/15/96 0 0
0.00% 0.000%
04/15/96 0 0
0.00% 0.000%
03/15/96 0 0
0.00% 0.000%
02/15/96 0 0
0.00% 0.000%
01/16/96 0 0
0.00% 0.000%
12/15/95 0 0
0.00% 0.000%
Distribution Delinq 3+ Months
Date # Balance
03/17/97 0 0
0.00% 0.000%
02/18/97 0 0
0.00% 0.000%
01/15/97 0 0
0.00% 0.000%
12/16/96 0 0
0.00% 0.000%
11/15/96 0 0
0.00% 0.000%
10/15/96 0 0
0.00% 0.000%
09/16/96 0 0
0.00% 0.000%
08/15/96 0 0
0.00% 0.000%
07/15/96 0 0
0.00% 0.000%
06/17/96 0 0
0.00% 0.000%
05/15/96 0 0
0.00% 0.000%
04/15/96 0 0
0.00% 0.000%
03/15/96 0 0
0.00% 0.000%
02/15/96 0 0
0.00% 0.000%
01/16/96 0 0
0.00% 0.000%
12/15/95 0 0
0.00% 0.000%
Distribution Foreclosure/Bankruptcy
Date # Balance
03/17/97 0 0
0.00% 0.000%
02/18/97 0 0
0.00% 0.000%
01/15/97 0 0
0.00% 0.000%
12/16/96 0 0
0.00% 0.000%
11/15/96 0 0
0.00% 0.000%
10/15/96 0 0
0.00% 0.000%
09/16/96 0 0
0.00% 0.000%
08/15/96 0 0
0.00% 0.000%
07/15/96 0 0
0.00% 0.000%
06/17/96 0 0
0.00% 0.000%
05/15/96 0 0
0.00% 0.000%
04/15/96 0 0
0.00% 0.000%
03/15/96 0 0
0.00% 0.000%
02/15/96 0 0
0.00% 0.000%
01/16/96 0 0
0.00% 0.000%
12/15/95 0 0
0.00% 0.000%
Note: Foreclosure and REO Totals are Included in the
Appropriate
Delinquency Aging Category
Distribution REO
Date # Balance
03/17/97 0 0
0.00% 0.000%
02/18/97 0 0
0.00% 0.000%
01/15/97 0 0
0.00% 0.000%
12/16/96 0 0
0.00% 0.000%
11/15/96 0 0
0.00% 0.000%
10/15/96 0 0
0.00% 0.000%
09/16/96 0 0
0.00% 0.000%
08/15/96 0 0
0.00% 0.000%
07/15/96 0 0
0.00% 0.000%
06/17/96 0 0
0.00% 0.000%
05/15/96 0 0
0.00% 0.000%
04/15/96 0 0
0.00% 0.000%
03/15/96 0 0
0.00% 0.000%
02/15/96 0 0
0.00% 0.000%
01/16/96 0 0
0.00% 0.000%
12/15/95 0 0
0.00% 0.000%
Note: Foreclosure and REO Totals are Included in the
Appropriate
Delinquency Aging Category
Distribution Modifications
Date # Balance
03/17/97 0 0
0.00% 0.000%
02/18/97 0 0
0.00% 0.000%
01/15/97 0 0
0.00% 0.000%
12/16/96 0 0
0.00% 0.000%
11/15/96 0 0
0.00% 0.000%
10/15/96 0 0
0.00% 0.000%
09/16/96 0 0
0.00% 0.000%
08/15/96 0 0
0.00% 0.000%
07/15/96 0 0
0.00% 0.000%
06/17/96 0 0
0.00% 0.000%
05/15/96 0 0
0.00% 0.000%
04/15/96 0 0
0.00% 0.000%
03/15/96 0 0
0.00% 0.000%
02/15/96 0 0
0.00% 0.000%
01/16/96 0 0
0.00% 0.000%
12/15/95 0 0
0.00% 0.000%
Distribution Prepayments
Date # Balance
03/17/97 0 0
0.00% 0.000%
02/18/97 0 0
0.00% 0.000%
01/15/97 0 0
0.00% 0.000%
12/16/96 2 2,266,279
1.90% 1.112%
11/15/96 0 0
0.00% 0.000%
10/15/96 2 3,222,938
1.87% 1.554%
09/16/96 0 0
0.00% 0.000%
08/15/96 2 5,007,563
1.83% 2.353%
07/15/96 1 1,280,036
0.91% 0.597%
06/17/96 0 0
0.00% 0.000%
05/15/96 1 2,476,233
0.90% 1.140%
04/15/96 0 0
0.00% 0.000%
03/15/96 0 0
0.00% 0.000%
02/15/96 0 0
0.00% 0.000%
01/16/96 1 1,418,987
0.89% 0.647%
12/15/95 0 0
0.00% 0.000%
Distribution Curr Weighted Avg.
Date Coupon Remit
03/17/97 9.34633% 9.0963%
02/18/97 9.45464% 9.2046%
01/15/97 9.36151% 9.1115%
12/16/96 9.39249% 9.1425%
11/15/96 9.45971% 9.2097%
10/15/96 9.41365% 9.1636%
09/16/96 9.51539% 9.2654%
08/15/96 9.27289% 9.0229%
07/15/96 9.18392% 8.9339%
06/17/96 9.17875% 8.9288%
05/15/96 9.19476% 8.9448%
04/15/96 9.08258% 8.8326%
03/15/96 9.16093% 8.9109%
02/15/96 9.49969% 9.2497%
01/16/96 9.67087% 9.4209%
12/15/95 9.70893% 9.4589%
Delinquency Loan Detail
Disclosure Paid
Doc Thru Current P&I
Control # Period Date Advance
94057 199703 01/01/97 29,264.10
95079 199703 01/01/97 11,079.62
94107 199703 02/01/97 33,819.17
95093 199703 02/01/97 16,488.92
95083 199703 02/01/97 31,988.69
95089 199703 02/01/97 24,093.99
95099 199703 02/01/97 11,078.33
95098 199703 02/01/97 7,616.35
95128 199703 02/01/97 39,466.56
95074 199703 02/01/97 8,862.20
95126 199703 02/01/97 7,595.58
95115 199703 02/01/97 9,278.10
95116 199703 02/01/97 10,732.14
95066 199703 02/01/97 14,194.12
94217 199703 02/01/97 8,616.76
95035 199703 02/01/97 25,283.11
94131 199703 02/01/97 37,584.74
94120 199703 02/01/97 7,205.84
94142 199703 02/01/97 14,759.04
94222 199703 02/01/97 25,729.47
94260 199703 02/01/97 41,326.32
95026 199703 02/01/97 24,969.83
95010 199703 02/01/97 13,697.68
95011 199703 02/01/97 16,524.93
Outstanding
Disclosure Outstanding Property
Doc P&I Protection
Control # Period Advances** Advances
94057 199703 58,904.79 0.00
95079 199703 22,180.39 0.00
94107 199703 33,819.17 0.00
95093 199703 16,488.92 0.00
95083 199703 31,988.69 0.00
95089 199703 24,093.99 0.00
95099 199703 11,078.33 0.00
95098 199703 7,616.35 0.00
95128 199703 39,466.56 0.00
95074 199703 8,862.20 0.00
95126 199703 7,595.58 0.00
95115 199703 9,278.10 0.00
95116 199703 10,732.14 0.00
95066 199703 14,194.12 0.00
94217 199703 8,616.76 0.00
95035 199703 25,283.11 0.00
94131 199703 37,584.74 0.00
94120 199703 7,205.84 0.00
94142 199703 14,759.04 0.00
94222 199703 25,729.47 0.00
94260 199703 41,326.32 0.00
95026 199703 24,969.83 0.00
95010 199703 13,697.68 0.00
95011 199703 16,524.93 0.00
** Outstanding P&I Advances include the current period
P&I Advance
Disclosure
Doc Advance Loan
Control # Period Description (1) Status (2)
94057 199703 1 0
95079 199703 1 0
94107 199703 B 0
95093 199703 B 0
95083 199703 B 0
95089 199703 B 0
95099 199703 B 0
95098 199703 B 0
95128 199703 B 0
95074 199703 B 0
95126 199703 B 0
95115 199703 B 0
95116 199703 B 0
95066 199703 B 0
94217 199703 B 0
95035 199703 B 0
94131 199703 B 0
94120 199703 B 0
94142 199703 B 0
94222 199703 B 0
94260 199703 B 0
95026 199703 B 0
95010 199703 B 0
95011 199703 B 0
(1) Advance Description:
A. P&I Advance - Loan in Grace Period
B. P&I Advance - Late Payment but < one month delinq
1. P&I Advance - Loan delinquent 1 month
2. P&I Advance - Loan delinquent 2 months
3. P&I Advance - Loan delinquent 3 months or More
(2) Loan Status:
1. Specially Serviced
2. Foreclosure
3. Bankruptcy
4. REO
5. Prepaid in Full
6. DPO
7. Foreclosure Sale
8. Bankruptcy Sale
9. REO Disposition
10. Modification/Workout
Special
Disclosure Servicer
Doc Transfer Foreclosure
Control # Period Date Date
94057 199703
95079 199703
94107 199703
95093 199703
95083 199703
95089 199703
95099 199703
95098 199703
95128 199703
95074 199703
95126 199703
95115 199703
95116 199703
95066 199703
94217 199703
95035 199703
94131 199703
94120 199703
94142 199703
94222 199703
94260 199703
95026 199703
95010 199703
95011 199703
Disclosure
Doc Bankruptcy REO
Control # Period Date Date
94057 199703
95079 199703
94107 199703
95093 199703
95083 199703
95089 199703
95099 199703
95098 199703
95128 199703
95074 199703
95126 199703
95115 199703
95116 199703
95066 199703
94217 199703
95035 199703
94131 199703
94120 199703
94142 199703
94222 199703
94260 199703
95026 199703
95010 199703
95011 199703
Distribution of Principal Balances
Current
Scheduled
Principal Number
Balances of Loans
$0 to $500,000 1
$500,000 to $750,000 3
$750,000 to $1,000,000 14
$1,000,000 to $1,250,000 11
$1,250,000 to $1,500,000 10
$1,500,000 to $1,750,000 15
$1,750,000 to $2,000,000 11
$2,000,000 to $2,250,000 7
$2,250,000 to $2,500,000 7
$2,500,000 to $2,750,000 3
$2,750,000 to $3,000,000 6
$3,000,000 to $3,250,000 4
$3,250,000 to $3,500,000 3
$3,500,000 to $3,750,000 0
$3,750,000 to $4,000,000 2
$4,000,000 to $4,250,000 1
$4,250,000 to $4,500,000 2
$4,500,000 to $4,750,000 1
$4,750,000 to $5,000,000 1
$5,000,000 & above 1
Total 103
Distribution of Principal Balances
Current
Scheduled Scheduled
Principal Principal
Balances Balance
$0 to $500,000 442,068
$500,000 to $750,000 2,034,084
$750,000 to $1,000,000 12,719,148
$1,000,000 to $1,250,000 12,126,568
$1,250,000 to $1,500,000 13,661,630
$1,500,000 to $1,750,000 24,475,438
$1,750,000 to $2,000,000 20,523,925
$2,000,000 to $2,250,000 14,716,524
$2,250,000 to $2,500,000 16,496,143
$2,500,000 to $2,750,000 7,956,055
$2,750,000 to $3,000,000 17,112,008
$3,000,000 to $3,250,000 12,285,760
$3,250,000 to $3,500,000 10,211,283
$3,500,000 to $3,750,000 0
$3,750,000 to $4,000,000 7,786,460
$4,000,000 to $4,250,000 4,230,426
$4,250,000 to $4,500,000 8,635,362
$4,500,000 to $4,750,000 4,620,000
$4,750,000 to $5,000,000 4,907,981
$5,000,000 & above 5,700,000
Total 200,640,861
Distribution of Principal Balances
Current
Scheduled Based
Principal on
Balances Balance
$0 to $500,000 0.22%
$500,000 to $750,000 1.01%
$750,000 to $1,000,000 6.34%
$1,000,000 to $1,250,000 6.04%
$1,250,000 to $1,500,000 6.81%
$1,500,000 to $1,750,000 12.20%
$1,750,000 to $2,000,000 10.23%
$2,000,000 to $2,250,000 7.33%
$2,250,000 to $2,500,000 8.22%
$2,500,000 to $2,750,000 3.97%
$2,750,000 to $3,000,000 8.53%
$3,000,000 to $3,250,000 6.12%
$3,250,000 to $3,500,000 5.09%
$3,500,000 to $3,750,000 0.00%
$3,750,000 to $4,000,000 3.88%
$4,000,000 to $4,250,000 2.11%
$4,250,000 to $4,500,000 4.30%
$4,500,000 to $4,750,000 2.30%
$4,750,000 to $5,000,000 2.45%
$5,000,000 & above 2.84%
Total 100.00%
Average Scheduled Balance is 1,947,970
Maximum Scheduled Balance is 5,700,000
Minimum Scheduled Balance is 442,068
Distribution of Property Types
Scheduled
Property Number Principal
Types of Loans Balance
Self Service Storage 54 96,347,827
Manufactured Housing 43 86,455,861
Limited Service Hotel 6 17,837,174
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
Total 103 200,640,861
Distribution of Property Types
Property Based on
Types Balance
Self Service Storage 48.02%
Manufactured Housing 43.09%
Limited Service Hotel 8.89%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
Total 100.00%
Distribution of Mortgage Interest Rates
Curent
Mortgage Niumber
Interest of
Rate (1) Loans
8.000% or less 0
8.000% to 8.250% 0
8.250% to 8.500% 0
8.500% to 8.750% 12
8.750% to 9.000% 12
9.000% to 9.250% 21
9.250% to 9.500% 22
9.500% to 9.750% 16
9.750% to 10.000% 3
10.000% to 10.250% 6
10.250% to 10.500% 10
10.500% to 10.750% 1
10.750% to 11.000% 0
11.000% to 11.250% 0
11.250% & above 0
Total 103
Weighted Average Mortgage Interest Rate is 9.34630%
Minimum Mortgage Interest Rate is 8.54380%
Maximum Mortgage Interest Rate is 10.59380%
Distribution of Mortgage Interest Rates
Curent
Mortgage Scheduled
Interest Principal
Rate (1) Balance
8.000% or less 0
8.000% to 8.250% 0
8.250% to 8.500% 0
8.500% to 8.750% 28,847,580
8.750% to 9.000% 26,950,149
9.000% to 9.250% 38,166,471
9.250% to 9.500% 40,717,268
9.500% to 9.750% 31,291,755
9.750% to 10.000% 6,890,554
10.000% to 10.250% 9,771,262
10.250% to 10.500% 15,964,762
10.500% to 10.750% 2,041,061
10.750% to 11.000% 0
11.000% to 11.250% 0
11.250% & above 0
Total 200,640,861
Distribution of Mortgage Interest Rates
Curent
Mortgage Based
Interest on
Rate (1) Balance
8.000% or less 0.00%
8.000% to 8.250% 0.00%
8.250% to 8.500% 0.00%
8.500% to 8.750% 14.38%
8.750% to 9.000% 13.43%
9.000% to 9.250% 19.02%
9.250% to 9.500% 20.29%
9.500% to 9.750% 15.60%
9.750% to 10.000% 3.43%
10.000% to 10.250% 4.87%
10.250% to 10.500% 7.96%
10.500% to 10.750% 1.02%
10.750% to 11.000% 0.00%
11.000% to 11.250% 0.00%
11.250% & above 0.00%
Total 100.00%
Geographic Distribution
Scheduled
Geographic Number Principal
Location of Loans Balance
California 18 38,919,225
Florida 9 26,644,788
Arizona 13 20,781,453
New York 8 18,703,906
Texas 7 14,207,346
Ohio 7 11,904,800
Colorado 5 9,209,741
New Jersey 4 6,704,584
Massachusetts 3 6,365,514
Washington 3 5,840,657
Virginia 4 4,555,624
Wisconsin 4 4,361,812
Connecticut 1 4,230,426
New Mexico 2 4,127,128
Maryland 1 3,073,897
Utah 1 3,000,506
Georgia 3 2,959,922
Kentucky 1 2,935,072
Maine 1 2,329,826
North Carolina 1 2,041,061
Idaho 1 1,476,876
Kansas 1 1,340,000
Michigan 1 1,259,288
Pennsylvania 1 1,025,212
Oregon 1 966,489
New Hampshire 1 958,377
Iowa 1 717,331
Other 0 0
Total 103 200,640,861
Geographic Distribution
Based
Geographic on
Location Balance
California 19.40%
Florida 13.28%
Arizona 10.36%
New York 9.32%
Texas 7.08%
Ohio 5.93%
Colorado 4.59%
New Jersey 3.34%
Massachusetts 3.17%
Washington 2.91%
Virginia 2.27%
Wisconsin 2.17%
Connecticut 2.11%
New Mexico 2.06%
Maryland 1.53%
Utah 1.50%
Georgia 1.48%
Kentucky 1.46%
Maine 1.16%
North Carolina 1.02%
Idaho 0.74%
Kansas 0.67%
Michigan 0.63%
Pennsylvania 0.51%
Oregon 0.48%
New Hampshire 0.48%
Iowa 0.36%
Other 0.00%
Total 100.00%
Loan Seasoning
Scheduled
Number Principal
Number of Years of Loans Balance
1 year or less 0 0.00
1+ to 2 years 48 99,709,870.12
2+ to 3 years 54 99,946,554.60
3+ to 4 years 1 984,436.77
4+ to 5 years 0 0.00
5+ to 6 years 0 0.00
6+ to 7 years 0 0.00
7+ to 8 years 0 0.00
8+ to 9 years 0 0.00
9+ to 10 years 0 0.00
10 years or more 0 0.00
Total 103 200,640,861.49
Loan Seasoning
Based on
Number of Years Balance
1 year or less 0.00%
1+ to 2 years 49.70%
2+ to 3 years 49.81%
3+ to 4 years 0.49%
4+ to 5 years 0.00%
5+ to 6 years 0.00%
6+ to 7 years 0.00%
7+ to 8 years 0.00%
8+ to 9 years 0.00%
9+ to 10 years 0.00%
10 years or more 0.00%
Total 100.00%
Weighted Average Seasoning is 2.0
Distribution of Amortization Type
Number
Amortization Type of Loans
Amortizing Balloon 94
Interest Only Balloon 9
0
0
0
Total 103
Distribution of Amortization Type
Scheduled
Principal
Amortization Type Balance
Amortizing Balloon 178,104,061
Interest Only Balloon 22,536,800
0
0
0
Total 200,640,861
Distribution of Amortization Type
Based on
Amortization Type Balance
Amortizing Balloon 88.77%
Interest Only Balloon 11.23%
0.00%
0.00%
0.00%
Total 100.00%
Distribution of Remaining Term
Fully Amortizing
Fully Amortizing Number
Mortgage Loans of Loans
60 months or less 0
61 to 120 months 0
121 to 180 months 0
181 to 240 months 0
241 to 360 months 0
Total 0
Distribution of Remaining Term
Fully Amortizing
Scheduled
Fully Amortizing Principal
Mortgage Loans Balance
60 months or less 0
61 to 120 months 0
121 to 180 months 0
181 to 240 months 0
241 to 360 months 0
Total 0
Distribution of Remaining Term
Fully Amortizing
Fully Amortizing Based on
Mortgage Loans Balance
60 months or less 0.00%
61 to 120 months 0.00%
121 to 180 months 0.00%
181 to 240 months 0.00%
241 to 360 months 0.00%
Total 0.00%
Weighted Average Months to Maturity is NA
Distribution of Remaining Term
Balloon Loans
Scheduled
Balloon Number Principal
Mortgage Loans of Loans Balance
12 months or less 0 0
13 to 24 months 0 0
25 to 36 months 0 0
37 to 48 months 2 2,403,889
49 to 60 months 22 39,074,526
61 to 120 months 79 159,162,446
121 to 180 months 0 0
181 to 240 months 0 0
Total 103 200,640,861
Distribution of Remaining Term
Balloon Loans
Balloon Based on
Mortgage Loans Balance
12 months or less 0.00%
13 to 24 months 0.00%
25 to 36 months 0.00%
37 to 48 months 1.20%
49 to 60 months 19.47%
61 to 120 months 79.33%
121 to 180 months 0.00%
181 to 240 months 0.00%
Total 100.00%
Weighted Average Months to Maturity is 81
Distribution of DSCR
Debt Service Number
Coverage Ratio (1) of Loans
1.000 or less 2
1.000 to 1.125 5
1.125 to 1.250 6
1.250 to 1.375 10
1.375 to 1.500 11
1.500 to 1.625 22
1.625 to 1.750 17
1.750 to 1.875 10
1.875 to 2.000 5
2.000 to 2.125 1
2.125 to 2.250 5
2.250 to 2.375 4
2.375 to 2.500 1
2.500 to 2.625 3
2.625 & above 1
Total 103
Distribution of DSCR
Debt
Service Scheduled
Coverage Principal
Ratio (1) Balance
1.000 or less 5,383,743
1.000 to 1.125 7,705,802
1.125 to 1.250 11,688,996
1.250 to 1.375 17,614,787
1.375 to 1.500 23,007,295
1.500 to 1.625 48,059,398
1.625 to 1.750 30,289,290
1.750 to 1.875 18,876,377
1.875 to 2.000 7,194,400
2.000 to 2.125 1,070,634
2.125 to 2.250 15,577,768
2.250 to 2.375 7,806,357
2.375 to 2.500 1,340,000
2.500 to 2.625 4,583,946
2.625 & above 442,068
Total 200,640,861
Distribution of DSCR
Debt
Service Based
Coverage on
Ratio (1) Balance
1.000 or less 2.68%
1.000 to 1.125 3.84%
1.125 to 1.250 5.83%
1.250 to 1.375 8.78%
1.375 to 1.500 11.47%
1.500 to 1.625 23.95%
1.625 to 1.750 15.10%
1.750 to 1.875 9.41%
1.875 to 2.000 3.59%
2.000 to 2.125 0.53%
2.125 to 2.250 7.76%
2.250 to 2.375 3.89%
2.375 to 2.500 0.67%
2.500 to 2.625 2.28%
2.625 & above 0.22%
Total 100.00%
Weighted Average Debt Service Coverage Ratio is 1.624
(1) Debt Service Coverage Ratios are calculated as described
in the
prospectus, values are updated periodically as new NOI
figures
became available from borrowers on an asset level.
Neither the Trustee, Servicer, Special Servicer or
Underwriter
makes any representation as to the accuracy of the
data provided
by the borrower for this calculation.
NOI Aging
Number
NOI Date of Loans
1 year or less 97
1+ to 2 years 6
2+ & above 0
Unknown 0
Total 103
NOI Aging Scheduled
Principal
NOI Date Balance
1 year or less 189,832,021
1+ to 2 years 10,808,840
2+ & above 0
Unknown 0
Total 200,640,861
NOI Aging
Based on
NOI Date Balance
1 year or less 94.61%
1+ to 2 years 5.39%
2+ & above 0.00%
Unknown 0.00%
Total 100.00%
Distribution of Maximum Rates
Number
Maximum Rates of Loans
0.00% to 12.00% 0
12.00% to 12.50% 36
12.50% to 12.95% 34
12.95% to 13.00% 2
13.00% to 13.50% 31
Total 103
Distribution of Maximum Rates
Scheduled
Principal
Maximum Rates Balance
0.00% to 12.00% 0
12.00% to 12.50% 65,289,167
12.50% to 12.95% 64,902,956
12.95% to 13.00% 3,846,760
13.00% to 13.50% 66,601,979
Total 200,640,861
Distribution of Maximum Rates
Based on
Maximum Rates Balance
0.00% to 12.00% 0.00%
12.00% to 12.50% 32.54%
12.50% to 12.95% 32.35%
12.95% to 13.00% 1.92%
13.00% to 13.50% 33.19%
Total 100.00%
Weighted Average for Mtge with a Maximum Rate is 12.99%
Distribution of Indices of Mortgage Loans
Number
Indices of Loans
Three-Month LIBOR 64
Six-Month LIBOR 39
Total 103
Distribution of Indices of Mortgage Loans
Scheduled
Principal
Indices Balance
Three-Month LIBOR 133,448,671
Six-Month LIBOR 67,192,190
Total 200,640,861
Distribution of Indices of Mortgage Loans
Based on
Indices Balance
Three-Month LIBOR 66.51%
Six-Month LIBOR 33.49%
Total 100.00%
Distribution of Minimum Rates
Scheduled
Number Principal
Minimum Rates (1) of Loans Balance
6.50% 47 93,319,298
7.50% 28 49,885,842
8.00% 28 57,435,722
Total 103 200,640,861
Distribution of Minimum Rates
Based on
Minimum Rates (1) Balance
6.50% 46.51%
7.50% 24.86%
8.00% 28.63%
Total 100.00%
(1) For adjustable mortgage loans where a minimum rate does
not
exist the gross margin was used.
Weighted Average for Mtge with a Minimum Rate is 7.18%
Distribution of Interest Adjustment
Interest Adjustment Number
Frequency Loans
Monthly 64
Semi-Annually 39
0
0
0
0
0
Total 103
Distribution of Interest Adjustment Scheduled
Interest Adjustment Principal
Frequency Balance
Monthly 133,448,671
Semi-Annually 67,192,190
0
0
0
0
0
Total 200,640,861
Distribution of Interest Adjustment
Interest Adjustment Based on
Frequency Balance
Monthly 66.51%
Semi-Annually 33.49%
0.00%
0.00%
0.00%
0.00%
0.00%
Total 100.00%
Distribution of Mortgage Loan Margins
Number
Mortgage Loan Margins Loans
No Margin 0
0.001% to 3.000% 12
3.001% to 3.250% 10
3.251% to 3.500% 22
3.501% to 3.750% 23
3.751% to 4.000% 16
4.001% to 4.250% 3
4.251% to 4.500% 6
4.501% to 4.750% 10
4.751% & above 1
0
Total 103
Distribution of Mortgage Loan Margins
Mortgage Loan Margins
No Margin
0.001% to 3.000%
3.001% to 3.250%
3.251% to 3.500%
3.501% to 3.750%
3.751% to 4.000%
4.001% to 4.250%
4.251% to 4.500%
4.501% to 4.750%
4.751% & above
Total
Distribution of Mortgage Loan Margins
Mortgage Loan Margins
No Margin
0.001% to 3.000%
3.001% to 3.250%
3.251% to 3.500%
3.501% to 3.750%
3.751% to 4.000%
4.001% to 4.250%
4.251% to 4.500%
4.501% to 4.750%
4.751% & above
Total
Weighted Average for Mtge with a Margin is
Distribution of Payment Adjustment
Payment Adjustment Number
Frequency Loans
Monthly 64
Semi-Annually 39
Total 103
Distribution of Payment Adjustment Scheduled
Payment Adjustment Principal
Frequency Balance
Monthly 133,448,671
Semi-Annually 67,192,190
Total 200,640,861
Distribution of Payment Adjustment
Payment Adjustment Based on
Frequency Balance
Monthly 66.51%
Semi-Annually 33.49%
Total 100.00%
Loan Level Detail
Disclosure Doc *NOI
Control # *NOI Date *DSCR
94015 418,397 09/30/95 0.0135
94092 NA 12/31/94 0.0149
93181 226,549 12/31/96 1.8413
94016 276,796 12/31/96 1.9304
94017 378,516 09/30/96 1.6671
94030 297,612 12/31/96 1.6611
94031 455,643 03/31/96 NA
94045 468,795 09/30/96 1.5089
94049 284,811 12/31/95 1.1309
94055 135,984 09/30/95 1.4581
94056 153,902 12/31/95 NA
94057 281,984 12/31/96 0.7859
94066 131,094 12/31/96 1.3817
94072 222,046 12/31/96 1.7697
94091 416,670 09/30/96 1.8607
94095 201,051 09/30/96 1.6316
94096 214,869 12/31/96 1.3503
94097 273,613 09/30/96 1.3163
94098 367,478 09/30/96 2.3676
94099 276,405 12/31/96 1.3867
94100 282,235 12/31/96 2.2704
94104 362,266 12/31/96 1.8955
94105 294,646 09/30/96 1.2979
94106 286,855 06/30/96 1.6049
94107 886,198 06/30/96 1.7065
94108 330,117 12/31/96 1.6275
94109 458,429 12/31/95 1.2299
94118 123,068 09/30/96 1.0423
94120 91,101 09/30/96 1.0308
94129 273,798 09/30/96 1.7037
94131 642,415 09/30/96 1.3892
94133 241,463 09/30/96 1.4056
94134 135,598 09/30/96 1.3747
94136 185,734 06/30/96 1.5893
94137 475,513 12/31/96 1.5594
94142 276,296 09/30/96 1.5221
94143 337,253 12/31/96 1.5857
94149 227,930 09/30/96 2.0140
94150 198,829 09/30/96 2.2750
94154 558,718 09/30/96 1.7072
94161 466,336 12/31/96 1.3854
94166 174,854 09/30/96 1.6741
94167 162,599 09/30/96 1.6322
94171 293,206 09/30/96 1.8671
94172 256,870 09/30/96 1.4955
94173 291,292 09/30/96 1.5621
94174 198,768 09/30/95 0.0150
94175 329,634 12/31/96 1.6836
94176 221,509 09/30/96 1.3074
94177 283,817 09/30/96 2.2003
94181 156,207 12/31/96 1.6464
94190 215,676 12/31/96 1.5668
94191 170,320 12/31/96 1.5250
94192 162,344 12/31/96 1.9533
94193 253,569 09/30/96 1.1225
94194 301,728 09/30/96 1.5582
94196 546,639 12/31/96 1.7743
94204 244,858 12/31/96 1.4496
94205 429,457 12/31/96 1.4320
94212 642,455 09/30/96 1.6180
94213 384,558 09/30/96 1.6142
94214 286,136 09/30/96 1.8597
94215 162,641 09/30/96 1.6804
94216 153,945 09/30/96 3.4467
94217 136,814 09/30/96 1.2914
94218 399,218 12/31/96 1.6760
94219 631,759 12/31/96 2.2733
94221 173,165 12/31/96 1.5980
94222 520,248 09/30/96 1.6440
94231 274,824 12/31/96 1.1111
94248 212,735 09/30/96 1.1816
94249 866,996 12/31/96 2.3588
94255 254,588 09/30/96 1.2939
94257 229,592 09/30/96 1.8061
94258 169,383 09/30/96 1.2233
94260 795,414 12/31/96 1.5635
94262 426,452 12/31/96 1.2152
94267 442,806 12/31/96 2.2311
95001 237,101 12/31/95 1.3364
95002 121,039 12/31/95 1.7084
95003 160,462 12/31/95 1.2391
95005 58,168 12/31/95 1.8282
95007 903,475 12/31/96 2.1424
95008 290,499 12/31/96 1.6831
95009 329,263 12/31/96 1.7722
95010 216,500 09/30/96 1.2832
95011 307,050 09/30/96 1.5094
95013 366,103 09/30/96 1.4087
95022 253,350 09/30/96 2.5157
95023 668,380 09/30/96 1.3139
95026 470,170 12/31/95 1.5324
95034 433,980 09/30/96 1.7136
95035 7,133 12/31/96 0.0230
95045 225,868 12/31/96 1.5960
95053 599,030 09/30/96 1.5698
95054 280,960 09/30/96 1.6243
95064 312,578 09/30/96 1.4070
95066 332,365 09/30/96 2.5302
95072 500,497 12/31/96 1.9357
95074 121,262 12/31/96 1.1107
95079 167,160 12/31/96 1.2248
95081 130,820 09/30/96 1.5091
95083 646,539 09/30/96 2.1840
95089 647,601 12/31/96 2.1728
95093 308,364 12/31/96 1.5172
95094 308,670 12/31/96 1.5196
95098 185,331 12/31/96 1.9671
95099 235,443 12/31/96 1.7180
95115 286,288 12/31/96 2.4944
95116 256,759 09/30/96 2.5851
95126 136,154 12/31/96 1.4491
95128 900,100 12/31/96 1.8437
* NOI and DSCR, if available and reportable under the
terms of the
trust agreement, are based on information obtained
from the
related borrower, and no other party to the
agreement shall be
held liable for the accuracy or methodology used to
determine
such figures.
Disclosure Beginning
Doc Maturity Scheduled
Control # State Date Balance
94015 CA 03/31/2001 0.00
94092 NY 07/31/2001 0.00
93181 CA 12/31/2000 986,265.71
94016 AZ 04/30/2001 1,138,004.29
94017 AZ 04/30/2001 1,801,942.38
94030 VA 03/31/2001 1,421,940.54
94031 CA 04/30/2004 0.00
94045 NY 05/31/2001 2,474,301.58
94049 CA 06/30/2001 0.00
94055 IL 05/31/2004 0.00
94056 NH 06/30/2001 0.00
94057 TX 07/31/2004 2,867,135.77
94066 VA 08/31/2001 660,501.20
94072 CA 05/31/2001 999,211.05
94091 MA 09/30/2004 1,823,771.20
94095 CA 07/31/2004 0.00
94096 CA 07/31/2004 1,330,657.81
94097 NJ 08/31/2001 1,447,106.73
94098 CA 07/31/2004 0.00
94099 NM 08/31/2004 1,850,248.03
94100 AZ 08/31/2004 1,153,971.09
94104 AZ 07/31/2004 1,739,385.11
94105 AZ 08/31/2004 2,261,313.94
94106 NY 08/31/2004 3,337,713.54
94107 NY 08/31/2004 3,861,079.82
94108 CA 08/31/2004 1,846,021.02
94109 CA 07/31/2004 3,400,839.63
94118 NH 08/31/2004 960,017.04
94120 IA 08/31/2001 718,558.55
94129 CA 11/30/2004 1,468,510.36
94131 CA 09/30/2004 4,374,975.49
94133 WA 07/31/2005 1,630,991.00
94134 TX 10/31/2004 817,558.64
94136 PA 09/30/2001 1,026,187.89
94137 CA 08/31/2004 2,778,099.03
94142 TX 09/30/2004 1,686,833.64
94143 FL 08/31/2004 2,139,532.00
94149 AZ 10/31/2004 1,071,807.53
94150 AZ 10/31/2004 827,724.53
94154 AZ 11/30/2004 3,165,263.51
94161 NY 11/30/2004 2,835,008.57
94166 GA 11/30/2001 954,435.39
94167 GA 11/30/2001 910,347.42
94171 OH 10/31/2004 1,563,937.00
94172 OH 10/31/2004 1,710,562.00
94173 NJ 10/31/2004 1,857,178.00
94174 PA 10/31/2004 0.00
94175 VA 10/31/2004 1,821,322.33
94176 MA 11/30/2004 1,589,892.00
94177 NY 10/31/2001 1,280,536.20
94181 VA 08/31/2001 660,501.18
94190 CA 11/30/2004 1,294,106.99
94191 CA 11/30/2004 1,049,935.88
94192 CA 11/30/2004 781,347.56
94193 WA 11/30/2004 2,249,904.00
94194 WA 12/31/2004 1,964,814.00
94196 NM 11/30/2004 2,286,276.00
94204 CA 12/31/2004 2,102,453.51
94205 CA 11/30/2004 2,740,551.62
94212 CO 01/31/2005 3,932,692.00
94213 CO 01/31/2005 2,359,614.00
94214 CO 01/31/2005 1,523,924.00
94215 CO 01/31/2005 958,590.00
94216 CO 01/31/2005 442,428.00
94217 OR 12/31/2004 967,960.00
94218 TX 01/31/2002 2,361,524.00
94219 TX 02/28/2002 2,755,121.00
94221 NJ 01/31/2002 967,960.00
94222 KY 12/31/2004 2,937,889.00
94231 FL 12/31/2001 2,698,056.00
94248 NY 01/31/2002 1,572,937.00
94249 MD 12/31/2001 3,079,192.00
94255 NY 01/31/2005 1,690,252.00
94257 MI 02/28/2002 1,260,304.00
94258 TX 01/31/2002 1,211,702.00
94260 CA 12/31/2001 4,912,022.00
94262 UT 02/28/2005 3,005,026.00
94267 AZ 03/31/2005 1,969,464.00
95001 WI 02/28/2005 1,591,689.00
95002 WI 02/28/2005 757,478.44
95003 WI 02/28/2005 1,156,612.00
95005 WI 08/01/2005 862,572.00
95007 CT 02/28/2002 4,233,838.00
95008 OH 03/31/2005 1,752,093.19
95009 OH 03/31/2005 1,890,682.00
95010 OH 02/28/2005 1,672,744.00
95011 OH 02/28/2005 1,967,944.00
95013 ME 03/31/2005 2,333,262.00
95022 AZ 04/30/2002 984,732.00
95023 FL 03/31/2005 4,271,575.00
95026 CA 04/30/2005 3,052,145.41
95034 NC 04/30/2002 2,044,068.00
95035 TX 04/30/2005 2,525,429.00
95045 ID 05/31/2005 1,478,055.00
95053 MA 05/31/2002 2,958,790.00
95054 NY 05/31/2005 1,676,442.00
95064 CA 06/30/2002 1,699,898.00
95066 AZ 04/30/2002 2,050,000.00
95072 NJ 06/30/2002 2,443,762.00
95074 AZ 06/30/2002 1,086,410.00
95079 OH 06/30/2005 1,356,980.00
95081 FL 08/30/2005 1,047,343.00
95083 FL 07/31/2002 4,620,000.00
95089 FL 06/30/2002 3,479,800.00
95093 CA 06/30/2005 2,072,484.00
95094 CA 06/30/2005 2,071,152.00
95098 FL 06/30/2002 1,100,000.00
95099 FL 06/30/2002 1,600,000.00
95115 KS 09/30/2002 1,340,000.00
95116 AZ 09/30/2002 1,550,000.00
95126 GA 09/30/2002 1,097,000.00
95128 FL 08/31/2002 5,700,000.00
200,852,216.34
Disclosure Scheduled
Doc Note P&I Prepayments
Control # Rate Payment /Liquidations
94015 0.000% 0.00 0.00
94092 0.000% 0.00 0.00
93181 10.219% 10,227.61 0.00
94016 10.469% 11,919.25 0.00
94017 10.469% 18,873.22 0.00
94030 10.469% 14,893.15 0.00
94031 0.000% 0.00 0.00
94045 10.469% 25,826.18 0.00
94049 0.000% 0.00 0.00
94055 0.000% 0.00 0.00
94056 0.000% 0.00 0.00
94057 10.469% 29,825.58 0.00
94066 10.469% 7,886.78 0.00
94072 10.469% 10,429.53 0.00
94091 10.219% 18,614.72 0.00
94095 0.000% 0.00 0.00
94096 9.719% 13,227.86 0.00
94097 10.469% 17,279.34 0.00
94098 0.000% 0.00 0.00
94099 9.469% 16,568.65 0.00
94100 9.469% 10,333.61 0.00
94104 9.719% 15,886.83 0.00
94105 9.219% 18,870.60 0.00
94106 9.469% 29,888.65 0.00
94107 9.469% 34,575.30 0.00
94108 9.719% 16,860.80 0.00
94109 9.719% 31,061.89 0.00
94118 10.219% 9,815.22 0.00
94120 10.219% 7,346.56 0.00
94129 9.719% 13,358.59 0.00
94131 9.219% 38,441.51 0.00
94133 9.594% 14,279.43 0.00
94134 9.969% 8,199.33 0.00
94136 10.219% 9,714.59 0.00
94137 9.719% 25,348.01 0.00
94142 9.469% 15,089.37 0.00
94143 8.544% 17,679.02 0.00
94149 9.219% 9,407.32 0.00
94150 9.219% 7,264.99 0.00
94154 8.944% 27,205.10 0.00
94161 9.719% 27,980.33 0.00
94166 9.719% 8,682.20 0.00
94167 9.719% 8,281.15 0.00
94171 8.844% 13,053.89 0.00
94172 8.844% 14,277.49 0.00
94173 8.844% 15,501.01 0.00
94174 0.000% 0.00 0.00
94175 9.469% 16,275.39 0.00
94176 9.469% 14,084.24 0.00
94177 9.219% 10,722.45 0.00
94181 10.469% 7,886.78 0.00
94190 9.344% 11,442.85 0.00
94191 9.344% 9,283.83 0.00
94192 9.338% 6,908.90 0.00
94193 8.844% 18,777.32 0.00
94194 8.844% 16,096.27 0.00
94196 9.544% 25,610.04 0.00
94204 9.469% 18,768.13 0.00
94205 9.719% 24,929.97 0.00
94212 9.094% 33,005.43 0.00
94213 9.094% 19,803.45 0.00
94214 9.094% 12,789.49 0.00
94215 9.094% 8,045.31 0.00
94216 9.094% 3,712.77 0.00
94217 9.094% 8,806.32 0.00
94218 9.094% 19,799.92 0.00
94219 9.094% 23,100.65 0.00
94221 9.344% 9,007.98 0.00
94222 9.594% 26,304.81 0.00
94231 8.594% 20,560.02 0.00
94248 9.594% 14,966.30 0.00
94249 9.844% 30,554.00 0.00
94255 9.594% 16,356.21 0.00
94257 9.094% 10,566.74 0.00
94258 9.594% 11,510.31 0.00
94260 9.344% 42,288.25 0.00
94262 9.844% 29,170.60 0.00
94267 9.094% 16,497.84 0.00
95001 9.344% 14,784.62 0.00
95002 9.344% 7,042.50 0.00
95003 9.344% 10,791.91 0.00
95005 9.344% 7,934.38 0.00
95007 8.969% 35,055.53 0.00
95008 8.844% 14,347.56 0.00
95009 8.844% 15,443.93 0.00
95010 9.094% 14,025.26 0.00
95011 9.344% 16,910.31 0.00
95013 9.344% 21,603.85 0.00
95022 9.244% 8,371.51 0.00
95023 10.094% 42,287.18 0.00
95026 9.094% 25,567.54 0.00
95034 10.594% 21,052.29 0.00
95035 10.344% 25,777.67 0.00
95045 8.594% 11,764.03 0.00
95053 9.344% 25,354.50 0.00
95054 9.344% 14,378.55 0.00
95064 9.094% 15,834.04 0.00
95066 8.544% 14,595.57 0.00
95072 8.844% 21,493.02 0.00
95074 9.094% 9,074.95 0.00
95079 9.094% 11,345.36 0.00
95081 9.344% 9,632.09 0.00
95083 8.544% 32,893.44 0.00
95089 8.544% 24,775.45 0.00
95093 8.844% 16,894.78 0.00
95094 8.844% 16,884.96 0.00
95098 8.544% 7,831.77 0.00
95099 8.544% 11,391.67 0.00
95115 8.544% 9,540.52 0.00
95116 8.544% 11,035.68 0.00
95126 8.544% 7,810.41 0.00
95128 8.544% 40,582.81 0.00
1,775,716.87 0.00
Disclosure Paid Prepayment
Doc Prepayment Through Premium
Control # Date Date Amount
94015 05/10/96 0.00
94092 12/27/95 0.00
93181 03/01/97 0.00
94016 03/01/97 0.00
94017 03/01/97 0.00
94030 03/01/97 0.00
94031 07/31/96 0.00
94045 03/01/97 0.00
94049 10/01/96 0.00
94055 10/01/96 0.00
94056 08/01/96 0.00
94057 01/01/97 0.00
94066 03/01/97 0.00
94072 03/01/97 0.00
94091 03/01/97 0.00
94095 12/10/96 0.00
94096 03/01/97 0.00
94097 03/01/97 0.00
94098 12/10/96 0.00
94099 03/01/97 0.00
94100 03/01/97 0.00
94104 03/01/97 0.00
94105 03/01/97 0.00
94106 03/01/97 0.00
94107 02/01/97 0.00
94108 03/01/97 0.00
94109 03/01/97 0.00
94118 03/01/97 0.00
94120 02/01/97 0.00
94129 03/01/97 0.00
94131 02/01/97 0.00
94133 03/01/97 0.00
94134 03/01/97 0.00
94136 03/01/97 0.00
94137 03/01/97 0.00
94142 02/01/97 0.00
94143 03/01/97 0.00
94149 03/01/97 0.00
94150 03/01/97 0.00
94154 03/01/97 0.00
94161 03/01/97 0.00
94166 03/01/97 0.00
94167 03/01/97 0.00
94171 03/01/97 0.00
94172 03/01/97 0.00
94173 03/01/97 0.00
94174 07/01/96 0.00
94175 03/01/97 0.00
94176 03/01/97 0.00
94177 03/01/97 0.00
94181 03/01/97 0.00
94190 03/01/97 0.00
94191 03/01/97 0.00
94192 03/01/97 0.00
94193 03/01/97 0.00
94194 03/01/97 0.00
94196 03/01/97 0.00
94204 03/01/97 0.00
94205 03/01/97 0.00
94212 03/01/97 0.00
94213 03/01/97 0.00
94214 03/01/97 0.00
94215 03/01/97 0.00
94216 03/01/97 0.00
94217 02/01/97 0.00
94218 03/01/97 0.00
94219 03/01/97 0.00
94221 03/01/97 0.00
94222 02/01/97 0.00
94231 03/01/97 0.00
94248 03/01/97 0.00
94249 03/01/97 0.00
94255 03/01/97 0.00
94257 03/01/97 0.00
94258 03/01/97 0.00
94260 02/01/97 0.00
94262 03/01/97 0.00
94267 03/01/97 0.00
95001 03/01/97 0.00
95002 03/01/97 0.00
95003 03/01/97 0.00
95005 03/01/97 0.00
95007 03/01/97 0.00
95008 03/01/97 0.00
95009 03/01/97 0.00
95010 02/01/97 0.00
95011 02/01/97 0.00
95013 03/01/97 0.00
95022 03/01/97 0.00
95023 03/01/97 0.00
95026 02/01/97 0.00
95034 03/01/97 0.00
95035 02/01/97 0.00
95045 03/01/97 0.00
95053 03/01/97 0.00
95054 03/01/97 0.00
95064 03/01/97 0.00
95066 02/01/97 0.00
95072 03/01/97 0.00
95074 02/01/97 0.00
95079 01/01/97 0.00
95081 03/01/97 0.00
95083 02/01/97 0.00
95089 02/01/97 0.00
95093 02/01/97 0.00
95094 03/01/97 0.00
95098 02/01/97 0.00
95099 02/01/97 0.00
95115 02/01/97 0.00
95116 02/01/97 0.00
95126 02/01/97 0.00
95128 02/01/97 0.00
0.00
Disclosure Loan
Doc Status
Control # Code (1)
94015 5
94092 5
93181
94016
94017
94030
94031 5
94045
94049 5
94055 5
94056 5
94057
94066
94072
94091
94095 5
94096
94097
94098 5
94099
94100
94104
94105
94106
94107
94108
94109
94118
94120
94129
94131
94133
94134
94136
94137
94142
94143
94149
94150
94154
94161
94166
94167
94171
94172
94173
94174 5
94175
94176
94177
94181
94190
94191
94192
94193
94194
94196
94204
94205
94212
94213
94214
94215
94216
94217
94218
94219
94221
94222
94231
94248
94249
94255
94257
94258
94260
94262
94267
95001
95002
95003
95005
95007
95008
95009
95010
95011
95013
95022
95023
95026
95034
95035
95045
95053
95054
95064
95066
95072
95074
95079
95081
95083
95089
95093
95094
95098
95099
95115
95116
95126
95128
Modified Loan Detail
No Modified Loan Detail as of the current due date
Disclosure
Distribution Doc Modification Modification
Date Control # Date Description
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
Realized Loss Detail
No Realized Loss Detail as of the current due date
Disclosure
Distribution Doc Appraisal Appraisal
Date Control # Date Value
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
Current Total 0
Cumulative 0
Gross
Proceeds
Beginning as a % of
Distribution Scheduled Gross Scheduled
Date Balance Proceeds Principal
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
Current Total 0 0.000%
Cumulative 0 0.000%
Net
Proceeds
Aggregate Net as a % of
Distribution Liquidation Liquidation Schedule
Date Expenses * Proceeds Balance
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
Current Total 0 0
Cumulative 0 0
* Aggregate liquidation expenses also include
outstanding
P&I advances and unpaid servicing fees, unpaid
trustee fees, etc..
Distribution Realized
Date Loss
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Current Total 0
Cumulative 0
Specially Serviced Loan Detail
No Specially Serviced Loan Detail as of the current due date
Disclosure Beginning
Distribution Doc Scheduled Interest
Date Control # Balance Rate
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
0 0 0.000%
Distribution Maturity Property
Date Date Type
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Specially
Distribution Serviced
Date Status Code (1) Comments
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
(1) Legend :
1) Request for waiver of Prepayment Penalty
2) Payment default
3) Request for Loan Modification or Workout
4) Loan with Borrower Bankruptcy
5) Loan in Process of Foreclosure
6) Loan now REO Property
7) Loans Paid Off
8) Loans Returned to Master Servicer
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