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Previous: MANUFACTURERS INVESTMENT TRUST, DEF 14C, 1998-01-05 |
Next: MORGAN STANLEY CAPITAL I INC, 8-K, 1998-01-05 |
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)
November 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.
Jurisdiction 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
November 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: November 26, 1997
EXHIBIT INDEX
Sequential
Document Page
Number
Monthly Statement to the Certificateholders
3
dated as of November 17, 1997
Page - 2
ABN AMRO
LaSalle National Bank
Administrator:
Alyssa Stahl (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: 11/17/97
Payment Date: 11/17/97
Prior Payment: 10/15/97
Record Date: 10/31/97
WAC: 9.500456%
WAMM: 71
Original Opening
Class Face Value (1) Balance
CUSIP Per $1,000 Per $1,000
A 144,141,000.00 95,037,038.98
617445BE0 1000.000000 659.333840
I-O 220,062,977.00 N 170,959,015.98
617445BF7 1000.000000 776.864052
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
220,062,977.00 170,959,015.98
Principal Principal Negative
Class Payment Adj. or Loss Amortization
CUSIP Per $1,000 Per $1,000 Per $1,000
A 21,515,282.28 0.00 0.00
617445BE0 149.265527 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
21,515,282.28 0.00 0.00
Closing Interest Interest
Class Balance Payment Adjustment
CUSIP Per $1,000 Per $1,000 Per $1,000
A 73,521,756.70 497,162.51 0.00
617445BE0 510.068313 3.449140 0.000000
I-O 149,443,733.70 953,961.87 610,659.41
617445BF7 679.095301 4.334949 2.774930
B 14,304,000.00 76,675.40 0.00
617445BG5 1000.000000 5.360417 0.000000
C 15,404,000.00 87,214.45 0.00
617445BH3 1000.000000 5.661805 0.000000
D 9,903,000.00 61,611.79 0.00
617445BJ9 1000.000000 6.221528 0.000000
E 20,906,000.00 145,035.38 0.00
617445BK6 1000.000000 6.937500 0.000000
F 7,702,000.00 53,432.63 0.00
617445BL4 1000.000000 6.937501 0.000000
G 7,702,977.00 53,439.40 0.00
617445BM2 1000.000000 6.937500 0.000000
R 0.00 16,054.51 0.00
9ABSM518 0.000000 0.072954 0.000000
149,443,733.70 1,944,587.94 610,659.41
Total P&I Payment 23,459,870.22
Pass-Through
Class Rate (2)
CUSIP Next Rate (3)
A 6.075000%
617445BE0 6.137500%
I-O 2.409718%
617445BF7 0.000000%
B 6.225000%
617445BG5 6.287500%
C 6.575000%
617445BH3 6.637500%
D 7.225000%
617445BJ9 7.287500%
E 8.325000%
617445BK6 8.387500%
F 8.325000%
617445BL4 8.387500%
G 8.325000%
617445BM2 8.387500%
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 95,037,038.98
None 1000.000000 659.333840
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
220,062,977.00 170,959,015.98
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 21,515,282.28 0.00 0.00
None 149.265527 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
21,515,282.28 0.00 0.00
Closing Interest Interest
Class Balance Payment Adjustment
CUSIP Per $1,000 Per $1,000 Per $1,000
Regular-A 73,521,756.70 1,072,082.14 339,468.86
None 510.068313 7.437732 2.355117
Regular-B 14,304,000.00 161,358.80 51,093.37
None 1000.000000 11.280677 3.571964
Regular-C 15,404,000.00 173,767.55 55,022.53
None 1000.000000 11.280677 3.571964
Regular-D 9,903,000.00 111,712.55 35,373.16
None 1000.000000 11.280678 3.571964
Regular-E 20,906,000.00 235,833.83 74,675.47
None 1000.000000 11.280677 3.571964
Regular-F 7,702,000.00 86,883.78 27,511.27
None 1000.000000 11.280678 3.571964
Regular-G 7,702,977.00 86,894.79 27,514.75
None 1000.000000 11.280676 3.571963
LR 0.00 16,054.50 0.00
None 0.000000 0.072954 0.000000
149,443,733.70 1,944,587.94 610,659.41
Total P&I Payment 23,459,870.22
Pass-Through
Class Rate (2)
CUSIP Next Rate (3)
Regular-A 9.250456%
None Not Available
Regular-B 9.250456%
None Not Available
Regular-C 9.250456%
None Not Available
Regular-D 9.250456%
None Not Available
Regular-E 9.250456%
None Not Available
Regular-F 9.250456%
None Not Available
Regular-G 9.250456%
None Not Available
LR None
None 0.000000%
Servicer / Pool Information
Beginning
Balance 170,959,015.98
Scheduled
Principal 179,169.18
Unscheduled
Principal 21,336,113.10
Realized
Losses 0.00
Ending
Balance 149,443,733.70
Scheduled
Interest 1,353,490.49
Prepayment Interest
Shortfall 0.00
Excess 16,054.51
Weighted Average
Coupon 9.50045585%
Beginning
Loan Count 90
Ending
Loan Count 78
Gross
Servicing Fees 33,479.47
W/Avg Months
To Maturity 70.85604866
Prepayment
Penalties 610659.41
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 44,594.51 393,326.68
Special Ser 0.00 0.00
Trustee 0.00 0.00
Fiscal Agen 0.00 0.00
Total 44,594.51 393,326.68
Current Month
Principal Interest
Servicer 27,908.20 322,218.35
Special Ser 0.00 0.00
Trustee 0.00 0.00
Fiscal Agen 0.00 0.00
Total 27,908.20 322,218.35
Recovered
Principal Interest
Servicer 44,594.51 393,326.69
Special Ser 0.00 0.00
Trustee 0.00 0.00
Fiscal Agen 0.00 0.00
Total 44,594.51 393,326.69
Advances Outstanding
Principal Interest
Servicer 27,908.20 322,218.34
Special Ser 0.00 0.00
Trustee 0.00 0.00
Fiscal Agen 0.00 0.00
Total 27,908.20 322,218.34
Delinquency /Prepayment / Rate History
Distribution Delinq 1 Month
Date # Balance
11/17/97 0 0
0.00% 0.000%
10/15/97 0 0
0.00% 0.000%
09/15/97 0 0
0.00% 0.000%
08/15/97 0 0
0.00% 0.000%
07/15/97 0 0
0.00% 0.000%
06/16/97 0 0
0.00% 0.000%
05/15/97 0 0
0.00% 0.000%
04/15/97 0 0
0.00% 0.000%
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%
Distribution Delinq 2 Months
Date # Balance
11/17/97 0 0
0.00% 0.000%
10/15/97 0 0
0.00% 0.000%
09/15/97 0 0
0.00% 0.000%
08/15/97 0 0
0.00% 0.000%
07/15/97 0 0
0.00% 0.000%
06/16/97 0 0
0.00% 0.000%
05/15/97 0 0
0.00% 0.000%
04/15/97 0 0
0.00% 0.000%
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%
Distribution Delinq 3+ Months
Date # Balance
11/17/97 0 0
0.00% 0.000%
10/15/97 0 0
0.00% 0.000%
09/15/97 0 0
0.00% 0.000%
08/15/97 0 0
0.00% 0.000%
07/15/97 0 0
0.00% 0.000%
06/16/97 0 0
0.00% 0.000%
05/15/97 0 0
0.00% 0.000%
04/15/97 0 0
0.00% 0.000%
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%
Distribution Foreclosure/Bankruptcy
Date # Balance
11/17/97 0 0
0.00% 0.000%
10/15/97 0 0
0.00% 0.000%
09/15/97 0 0
0.00% 0.000%
08/15/97 0 0
0.00% 0.000%
07/15/97 0 0
0.00% 0.000%
06/16/97 0 0
0.00% 0.000%
05/15/97 0 0
0.00% 0.000%
04/15/97 0 0
0.00% 0.000%
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%
Note: Foreclosure and REO Totals are Included in the
Appropriate
Delinquency Aging Category
Distribution REO
Date # Balance
11/17/97 0 0
0.00% 0.000%
10/15/97 0 0
0.00% 0.000%
09/15/97 0 0
0.00% 0.000%
08/15/97 0 0
0.00% 0.000%
07/15/97 0 0
0.00% 0.000%
06/16/97 0 0
0.00% 0.000%
05/15/97 0 0
0.00% 0.000%
04/15/97 0 0
0.00% 0.000%
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%
Note: Foreclosure and REO Totals are Included in the
Appropriate
Delinquency Aging Category
Distribution Modifications
Date # Balance
11/17/97 0 0
0.00% 0.000%
10/15/97 0 0
0.00% 0.000%
09/15/97 0 0
0.00% 0.000%
08/15/97 0 0
0.00% 0.000%
07/15/97 0 0
0.00% 0.000%
06/16/97 0 0
0.00% 0.000%
05/15/97 0 0
0.00% 0.000%
04/15/97 0 0
0.00% 0.000%
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%
Distribution Prepayments
Date # Balance
11/17/97 12 21,336,113
13.33% 12.480%
10/15/97 4 7,559,908
4.26% 4.230%
09/15/97 5 13,496,084
5.05% 7.014%
08/15/97 2 3,616,933
1.98% 1.843%
07/15/97 1 777,158
0.98% 0.394%
06/16/97 0 0
0.00% 0.000%
05/15/97 1 2,769,485
0.97% 1.382%
04/15/97 0 0
0.00% 0.000%
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%
Distribution Curr Weighted Avg.
Date Coupon Remit
11/17/97 9.50046% 9.2505%
10/15/97 9.44955% 9.1995%
09/15/97 9.45601% 9.2060%
08/15/97 9.48806% 9.2381%
07/15/97 9.49907% 9.2491%
06/16/97 9.53639% 9.2864%
05/15/97 9.48661% 9.2366%
04/15/97 9.28870% 9.0387%
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%
Delinquency Loan Detail
Disclosure Paid
Doc Thru Current P&I
Control # Period Date Advance
94057 199711 10/01/97 29,471.16
95099 199711 10/01/97 11,328.33
95089 199711 10/01/97 24,637.71
95098 199711 10/01/97 7,788.23
95116 199711 10/01/97 10,974.33
95115 199711 10/01/97 9,487.48
95066 199711 10/01/97 14,514.43
95126 199711 10/01/97 7,766.99
94120 199711 10/01/97 7,257.48
95083 199711 10/01/97 32,710.56
95128 199711 10/01/97 40,357.19
95035 199711 10/01/97 25,623.66
95026 199711 10/01/97 25,434.62
94221 199711 10/01/97 8,960.21
95011 199711 10/01/97 16,821.68
94191 199711 10/01/97 9,156.62
94190 199711 10/01/97 11,286.07
94248 199711 10/01/97 14,884.73
94255 199711 10/01/97 16,265.83
95010 199711 10/01/97 13,952.55
94258 199711 10/01/97 11,446.70
Outstanding
Disclosure Outstanding Property
Doc P&I Protection
Control # Period Advances** Advances
94057 199711 29,471.16 0.00
95099 199711 11,328.33 0.00
95089 199711 24,637.71 0.00
95098 199711 7,788.23 0.00
95116 199711 10,974.33 0.00
95115 199711 9,487.48 0.00
95066 199711 14,514.43 0.00
95126 199711 7,766.99 0.00
94120 199711 7,257.48 0.00
95083 199711 32,710.56 0.00
95128 199711 40,357.19 0.00
95035 199711 25,623.66 0.00
95026 199711 25,434.62 0.00
94221 199711 8,960.21 0.00
95011 199711 16,821.68 0.00
94191 199711 9,156.62 0.00
94190 199711 11,286.07 0.00
94248 199711 14,884.73 0.00
94255 199711 16,265.83 0.00
95010 199711 13,952.55 0.00
94258 199711 11,446.70 0.00
** Outstanding P&I Advances include the current period
P&I Advance
Disclosure
Doc Advance Loan
Control # Period Description (Status (2)
94057 199711 B 0
95099 199711 B 0
95089 199711 B 0
95098 199711 B 0
95116 199711 B 0
95115 199711 B 0
95066 199711 B 0
95126 199711 B 0
94120 199711 B 0
95083 199711 B 0
95128 199711 B 0
95035 199711 B 0
95026 199711 B 0
94221 199711 B 0
95011 199711 B 0
94191 199711 B 0
94190 199711 B 0
94248 199711 B 0
94255 199711 B 0
95010 199711 B 0
94258 199711 B 0
0
0
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 199711
95099 199711
95089 199711
95098 199711
95116 199711
95115 199711
95066 199711
95126 199711
94120 199711
95083 199711
95128 199711
95035 199711
95026 199711
94221 199711
95011 199711
94191 199711
94190 199711
94248 199711
94255 199711
95010 199711
94258 199711
Disclosure
Doc Bankruptcy REO
Control # Period Date Date
94057 199711
95099 199711
95089 199711
95098 199711
95116 199711
95115 199711
95066 199711
95126 199711
94120 199711
95083 199711
95128 199711
95035 199711
95026 199711
94221 199711
95011 199711
94191 199711
94190 199711
94248 199711
94255 199711
95010 199711
94258 199711
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 10
$1,000,000 to $1,250,000 8
$1,250,000 to $1,500,000 9
$1,500,000 to $1,750,000 11
$1,750,000 to $2,000,000 7
$2,000,000 to $2,250,000 7
$2,250,000 to $2,500,000 5
$2,500,000 to $2,750,000 2
$2,750,000 to $3,000,000 5
$3,000,000 to $3,250,000 3
$3,250,000 to $3,500,000 2
$3,500,000 to $3,750,000 0
$3,750,000 to $4,000,000 1
$4,000,000 to $4,250,000 1
$4,250,000 to $4,500,000 0
$4,500,000 to $4,750,000 1
$4,750,000 to $5,000,000 1
$5,000,000 & above 1
Total 78
Distribution of Principal Balances
Current
Scheduled Scheduled
Principal Principal
Balances Balance
$0 to $500,000 439,125
$500,000 to $750,000 1,988,674
$750,000 to $1,000,000 9,237,464
$1,000,000 to $1,250,000 8,731,125
$1,250,000 to $1,500,000 12,252,563
$1,500,000 to $1,750,000 17,789,849
$1,750,000 to $2,000,000 13,056,796
$2,000,000 to $2,250,000 14,728,526
$2,250,000 to $2,500,000 12,021,489
$2,500,000 to $2,750,000 5,421,455
$2,750,000 to $3,000,000 14,424,222
$3,000,000 to $3,250,000 9,192,759
$3,250,000 to $3,500,000 6,848,101
$3,500,000 to $3,750,000 0
$3,750,000 to $4,000,000 3,903,325
$4,000,000 to $4,250,000 4,213,288
$4,250,000 to $4,500,000 0
$4,500,000 to $4,750,000 4,620,000
$4,750,000 to $5,000,000 4,874,972
$5,000,000 & above 5,700,000
Total 149,443,734
Distribution of Principal Balances
Current
Scheduled Based
Principal on
Balances Balance
$0 to $500,000 0.29%
$500,000 to $750,000 1.33%
$750,000 to $1,000,000 6.18%
$1,000,000 to $1,250,000 5.84%
$1,250,000 to $1,500,000 8.20%
$1,500,000 to $1,750,000 11.90%
$1,750,000 to $2,000,000 8.74%
$2,000,000 to $2,250,000 9.86%
$2,250,000 to $2,500,000 8.04%
$2,500,000 to $2,750,000 3.63%
$2,750,000 to $3,000,000 9.65%
$3,000,000 to $3,250,000 6.15%
$3,250,000 to $3,500,000 4.58%
$3,500,000 to $3,750,000 0.00%
$3,750,000 to $4,000,000 2.61%
$4,000,000 to $4,250,000 2.82%
$4,250,000 to $4,500,000 0.00%
$4,500,000 to $4,750,000 3.09%
$4,750,000 to $5,000,000 3.26%
$5,000,000 & above 3.81%
Total 100.00%
Average Scheduled Balance is 1,660,486
Maximum Scheduled Balance is 5,700,000
Minimum Scheduled Balance is 439,125
Distribution of Property Types
Scheduled
Property Number Principal
Types of Loans Balance
Self Storage 41 68,913,147
Other 31 62,905,713
Lodging 6 17,624,874
Total 78 149,443,734
Distribution of Property Types
Property Based on
Types Balance
Self Storage 46.11%
Other 42.09%
Lodging 11.79%
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% 9
8.750% to 9.000% 2
9.000% to 9.250% 8
9.250% to 9.500% 20
9.500% to 9.750% 11
9.750% to 10.000% 11
10.000% to 10.250% 3
10.250% to 10.500% 5
10.500% to 10.750% 8
10.750% to 11.000% 1
11.000% to 11.250% 0
11.250% & above 0.000% 0
Total 78
Weighted Average Mortgage Interest Rate is 9.50050%
Minimum Mortgage Interest Rate is 8.73130%
Maximum Mortgage Interest Rate is 10.78130%
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% 22,536,800
8.750% to 9.000% 4,153,950
9.000% to 9.250% 16,664,269
9.250% to 9.500% 32,930,378
9.500% to 9.750% 23,039,524
9.750% to 10.000% 19,812,362
10.000% to 10.250% 6,798,824
10.250% to 10.500% 8,677,576
10.500% to 10.750% 12,813,552
10.750% to 11.000% 2,016,498
11.000% to 11.250% 0
11.250% & above 0
Total 149,443,734
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% 15.08%
8.750% to 9.000% 2.78%
9.000% to 9.250% 11.15%
9.250% to 9.500% 22.04%
9.500% to 9.750% 15.42%
9.750% to 10.000% 13.26%
10.000% to 10.250% 4.55%
10.250% to 10.500% 5.81%
10.500% to 10.750% 8.57%
10.750% to 11.000% 1.35%
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 11 23,536,719
Florida 7 23,399,795
Arizona 11 17,736,697
Texas 6 12,389,443
Ohio 6 10,126,737
New York 5 10,102,952
Colorado 5 9,148,416
New Jersey 4 6,610,708
Massachusetts 3 6,308,524
Virginia 4 4,484,072
New Mexico 2 4,050,350
Maryland 1 3,030,727
Utah 1 2,963,584
Georgia 3 2,944,579
Kentucky 1 2,912,104
North Carolina 1 2,016,498
Idaho 1 1,467,243
Kansas 1 1,340,000
Michigan 1 1,250,989
Pennsylvania 1 1,017,148
Oregon 1 954,472
New Hampshire 1 944,804
Iowa 1 707,172
Other 0 0
Other 0 0
Other 0 0
Other 0 0
0.000% 0 0
Total 78 149,443,734
Geographic Distribution
Based
Geographic on
Location Balance
California 15.75%
Florida 15.66%
Arizona 11.87%
Texas 8.29%
Ohio 6.78%
New York 6.76%
Colorado 6.12%
New Jersey 4.42%
Massachusetts 4.22%
Virginia 3.00%
New Mexico 2.71%
Maryland 2.03%
Utah 1.98%
Georgia 1.97%
Kentucky 1.95%
North Carolina 1.35%
Idaho 0.98%
Kansas 0.90%
Michigan 0.84%
Pennsylvania 0.68%
Oregon 0.64%
New Hampshire 0.63%
Iowa 0.47%
Other 0.00%
Other 0.00%
Other 0.00%
Other 0.00%
0.000% 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 0 0.00
2+ to 3 years 65 127,513,885.75
3+ to 4 years 13 21,929,847.95
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 78 149,443,733.70
Loan Seasoning
Based on
Number of Years Balance
1 year or less 0.00%
1+ to 2 years 0.00%
2+ to 3 years 85.33%
3+ to 4 years 14.67%
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 2.7
Distribution of Amortization Type
Number
Amortization Type of Loans
Amortizing Balloon 69
Interest Only / Balloon 9
0
0
0
Total 78
Distribution of Amortization Type
Scheduled
Principal
Amortization Type Balance
Amortizing Balloon 126,906,934
Interest Only / Balloon 22,536,800
0
0
0
Total 149,443,734
Distribution of Amortization Type
Based on
Amortization Type Balance
Amortizing Balloon 84.92%
Interest Only / Balloon 15.08%
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 10 11,074,323
49 to 60 months 23 52,581,573
61 to 120 months 45 85,787,838
121 to 180 months 0 0
181 to 240 months 0 0
Total 78 149,443,734
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 7.41%
49 to 60 months 35.18%
61 to 120 months 57.40%
121 to 180 months 0.00%
181 to 240 months 0.00%
Total 100.00%
Weighted Average Months to Maturity is 71
Distribution of DSCR
Debt Service Number
Coverage Ratio (1) of Loans
1.000 or less 3
1.000 to 1.125 4
1.125 to 1.250 3
1.250 to 1.375 10
1.375 to 1.500 8
1.500 to 1.625 10
1.625 to 1.750 15
1.750 to 1.875 5
1.875 to 2.000 6
2.000 to 2.125 2
2.125 to 2.250 2
2.250 to 2.375 4
2.375 to 2.500 0
2.500 to 2.625 2
2.625 & above 4
Total 78
Distribution of DSCR
Debt
Service Scheduled
Coverage Principal
Ratio (1) Balance
1.000 or less 6,255,933
1.000 to 1.125 7,908,476
1.125 to 1.250 6,227,475
1.250 to 1.375 17,688,208
1.375 to 1.500 13,560,533
1.500 to 1.625 19,897,988
1.625 to 1.750 27,380,550
1.750 to 1.875 12,402,849
1.875 to 2.000 9,622,211
2.000 to 2.125 4,457,323
2.125 to 2.250 6,636,498
2.250 to 2.375 6,651,774
2.375 to 2.500 0
2.500 to 2.625 3,390,000
2.625 & above 7,363,916
Total 149,443,734
Distribution of DSCR
Debt
Service Based
Coverage on
Ratio (1) Balance
1.000 or less 4.19%
1.000 to 1.125 5.29%
1.125 to 1.250 4.17%
1.250 to 1.375 11.84%
1.375 to 1.500 9.07%
1.500 to 1.625 13.31%
1.625 to 1.750 18.32%
1.750 to 1.875 8.30%
1.875 to 2.000 6.44%
2.000 to 2.125 2.98%
2.125 to 2.250 4.44%
2.250 to 2.375 4.45%
2.375 to 2.500 0.00%
2.500 to 2.625 2.27%
2.625 & above 4.93%
Total 100.00%
Weighted Average Debt Service Coverage Rat 1.686
(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 73
1+ to 2 years 5
2+ & above 0
Unknown 0
Total 78
NOI Aging Scheduled
Principal
NOI Date Balance
1 year or less 135,567,704
1+ to 2 years 13,876,030
2+ & above 0
Unknown 0
Total 149,443,734
NOI Aging
Based on
NOI Date Balance
1 year or less 90.71%
1+ to 2 years 9.29%
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% 27
12.50% to 12.95% 25
12.95% to 13.00% 1
13.00% to 13.50% 25
Total 78
Distribution of Maximum Rates
Scheduled
Principal
Maximum Rates Balance
0.00% to 12.00% 0
12.00% to 12.50% 42,378,589
12.50% to 12.95% 45,723,670
12.95% to 13.00% 2,822,456
13.00% to 13.50% 58,519,019
Total 149,443,734
Distribution of Maximum Rates
Based on
Maximum Rates Balance
0.00% to 12.00% 0.00%
12.00% to 12.50% 28.36%
12.50% to 12.95% 30.60%
12.95% to 13.00% 1.89%
13.00% to 13.50% 39.16%
Total 0.00% 100.00%
Weighted Average for Mtge with a Maximum R 13.04%
Distribution of Indices of Mortgage Loans
Number
Indices of Loans
6 Month LIBOR 28
0
Total 78
Distribution of Indices of Mortgage Loans
Scheduled
Principal
Indices Balance
6 Month LIBOR 41,393,507
0
Total 149,443,734
Distribution of Indices of Mortgage Loans
Based on
Indices Balance
6 Month LIBOR 27.70%
0.00%
Total 100.00%
Distribution of Minimum Rates
Scheduled
Number Principal
Minimum Rates (1) of Loans Balance
6.50% 33 66,777,993
7.50% 21 36,425,641
8.00% 24 46,240,099
Total 78 149,443,734
Distribution of Minimum Rates
Based on
Minimum Rates (1) Balance
6.50% 44.68%
7.50% 24.37%
8.00% 30.94%
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 R 7.17%
Distribution of Interest Adjustment
Interest Adjustment Number
Frequency Loans
Monthly 50
Semi-Annually 28
0
0
0
0
0
Total 78
Distribution of Interest Adjustment Scheduled
Interest Adjustment Principal
Frequency Balance
Monthly 108,050,227
Semi-Annually 41,393,507
0
0
0
0
0
Total 149,443,734
Distribution of Interest Adjustment
Interest Adjustment Based on
Frequency Balance
Monthly 72.30%
Semi-Annually 27.70%
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% 11
3.001% to 3.250% 7
3.251% to 3.500% 18
3.501% to 3.750% 13
3.751% to 4.000% 12
4.001% to 4.250% 3
4.251% to 4.500% 5
4.501% to 4.750% 8
4.751% & above 1
0
Total 78
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 50
Semi-Annually 28
Total 78
Distribution of Payment Adjustment Scheduled
Payment Adjustment Principal
Frequency Balance
Monthly 108,050,227
Semi-Annually 41,393,507
Total 149,443,734
Distribution of Payment Adjustment
Payment Adjustment Based on
Frequency Balance
Monthly 72.30%
Semi-Annually 27.70%
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 411,805 03/31/97 3.3553
94016 276,805 03/31/97 1.9353
94017 286,652 03/31/97 1.6600
94030 229,423 03/31/97 1.6900
94031 455,643 03/31/96 NA
94045 533,478 03/31/97 1.7214
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 0.7857
94066 128,256 03/31/97 1.3552
94072 225,215 03/31/97 1.7995
94091 418,729 03/31/97 1.8745
94095 201,051 09/30/96 1.6316
94096 217,289 03/31/97 1.3689
94097 295,679 03/31/97 1.4260
94098 367,478 09/30/96 2.3676
94099 231,812 03/31/97 1.5300
94100 218,031 03/31/97 2.3000
94104 274,665 03/31/97 1.8900
94105 294,646 09/30/96 1.2976
94106 565,024 12/31/96 1.5711
94107 746,072 12/31/96 1.7933
94108 253,042 03/31/97 1.6400
94109 458,429 12/31/95 1.2299
94118 77,421 03/31/97 0.8788
94120 95,796 03/31/97 1.0866
94129 278,711 03/31/97 1.7386
94131 480,571 03/31/97 1.3600
94133 241,463 09/30/96 1.3705
94134 124,839 03/31/97 1.2688
94136 185,734 06/30/96 1.5889
94137 356,773 12/31/96 1.5400
94142 267,711 03/31/97 1.4785
94143 337,555 03/31/97 1.5507
94149 225,046 12/31/96 1.9881
94150 196,641 03/31/97 2.2556
94154 387,474 03/31/97 1.5600
94161 467,314 03/31/97 1.3918
94166 173,661 12/31/96 1.6623
94167 169,568 03/31/97 1.7064
94171 315,413 03/31/97 1.9621
94172 275,463 03/31/97 1.5668
94173 289,352 03/31/97 1.5159
94174 198,768 09/30/95 0.0150
94175 332,669 03/31/97 1.7033
94176 250,164 03/31/97 1.4355
94177 73,618 09/30/96 0.5519
94181 160,090 03/31/97 1.6915
94190 223,436 03/31/97 1.6272
94191 165,703 03/31/97 1.4874
94192 171,892 03/31/97 2.0733
94193 253,569 09/30/96 1.0936
94194 301,728 09/30/96 1.5167
94196 546,639 12/31/96 1.7487
94204 269,493 03/31/97 1.5998
94205 423,033 03/31/97 1.4141
94212 667,367 03/31/97 1.6416
94213 378,331 03/31/97 1.5510
94214 293,831 03/31/97 1.8652
94215 169,848 03/31/97 1.7140
94216 165,021 03/31/97 3.6085
94217 101,684 03/31/97 1.2700
94218 725,896 03/31/97 2.9763
94219 650,861 03/31/97 2.2874
94221 181,068 03/31/97 1.6391
94222 420,553 03/31/97 1.3008
94231 278,938 03/31/97 1.0974
94248 206,203 12/31/96 1.1211
94249 834,881 03/31/97 3.0000
94255 250,453 12/31/96 1.2469
94257 253,876 03/31/97 1.9505
94258 163,269 12/31/96 1.1541
94260 646,984 03/31/97 1.6800
94262 381,895 03/31/97 1.0687
94267 466,582 03/31/97 2.2959
95001 237,101 12/31/95 1.3076
95002 121,039 12/31/95 1.6716
95003 160,462 12/31/95 1.2391
95005 58,168 12/31/95 1.7876
95007 903,475 12/31/96 2.0859
95008 290,499 12/31/96 1.6382
95009 329,263 12/31/96 1.7248
95010 224,302 03/31/97 1.2984
95011 309,508 03/31/97 1.4869
95013 366,103 09/30/96 1.3778
95022 206,232 03/31/97 2.0007
95023 668,380 09/30/96 1.2872
95026 249,935 12/31/95 1.6200
95034 576,346 03/31/97 2.2378
95035 171,560 12/31/96 0.8200
95045 221,712 03/31/97 1.5277
95053 613,895 12/31/96 1.9614
95054 252,048 03/31/97 1.4240
95064 271,006 03/31/97 1.3963
95066 460,698 03/31/97 2.5443
95072 476,928 03/31/97 1.8064
95074 115,241 03/31/97 1.3900
95079 181,108 03/31/97 1.2958
95081 169,562 03/31/97 1.4347
95083 909,691 03/31/97 2.2292
95089 617,037 03/31/97 2.0075
95093 243,749 03/31/97 1.5800
95094 230,931 03/31/97 1.5000
95098 185,976 03/31/97 1.9141
95099 182,253 03/31/97 1.2896
95115 300,305 03/31/97 2.5372
95116 365,274 03/31/97 2.6680
95126 153,662 03/31/97 1.5858
95128 908,177 03/31/97 1.8038
* 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 0.00
94016 AZ 04/30/2001 1,121,626.47
94017 AZ 04/30/2001 0.00
94030 VA 03/31/2001 1,401,476.36
94031 CA 04/30/2004 0.00
94045 NY 05/31/2001 2,439,427.08
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 2,827,555.68
94066 VA 08/31/2001 643,011.26
94072 CA 05/31/2001 985,127.48
94091 MA 09/30/2004 1,798,426.34
94095 CA 07/31/2004 0.00
94096 CA 07/31/2004 1,310,544.64
94097 NJ 08/31/2001 1,408,787.54
94098 CA 07/31/2004 0.00
94099 NM 08/31/2004 1,834,118.73
94100 AZ 08/31/2004 1,143,911.48
94104 AZ 07/31/2004 1,724,632.85
94105 AZ 08/31/2004 2,249,061.30
94106 NY 08/31/2004 0.00
94107 NY 08/31/2004 0.00
94108 CA 08/31/2004 0.00
94109 CA 07/31/2004 3,371,995.95
94118 NH 08/31/2004 946,539.10
94120 IA 08/31/2001 708,470.45
94129 CA 11/30/2004 1,456,500.52
94131 CA 09/30/2004 0.00
94133 WA 08/31/2005 1,620,933.00
94134 TX 10/31/2004 805,999.60
94136 PA 09/30/2001 1,018,176.36
94137 CA 08/31/2004 0.00
94142 TX 09/30/2004 1,672,259.64
94143 FL 08/31/2004 2,119,738.00
94149 AZ 10/31/2004 1,062,202.77
94150 AZ 10/31/2004 820,307.06
94154 AZ 11/30/2004 3,136,019.51
94161 NY 11/30/2004 2,793,817.73
94166 GA 11/30/2001 946,629.83
94167 GA 11/30/2001 902,902.38
94171 OH 10/31/2004 1,551,557.00
94172 OH 10/31/2004 0.00
94173 NJ 10/31/2004 1,842,480.00
94174 PA 10/31/2004 0.00
94175 VA 10/31/2004 1,805,726.20
94176 MA 11/30/2004 1,577,424.00
94177 NY 10/31/2001 1,273,374.20
94181 VA 08/31/2001 643,011.24
94190 CA 11/30/2004 1,282,919.21
94191 CA 11/30/2004 1,040,858.95
94192 CA 11/30/2004 0.00
94193 WA 11/30/2004 0.00
94194 WA 12/31/2004 0.00
94196 NM 11/30/2004 2,226,102.00
94204 CA 12/31/2004 2,084,609.75
94205 CA 11/30/2004 2,718,138.62
94212 CO 01/31/2005 3,906,708.00
94213 CO 01/31/2005 2,344,022.00
94214 CO 01/31/2005 1,513,856.00
94215 CO 01/31/2005 952,254.00
94216 CO 01/31/2005 439,506.00
94217 OR 12/31/2004 956,026.00
94218 TX 01/31/2002 2,346,076.00
94219 TX 01/31/2002 2,737,095.00
94221 NJ 12/31/2001 956,026.00
94222 KY 12/31/2004 2,915,065.00
94231 FL 12/31/2001 2,688,014.00
94248 NY 01/31/2002 1,553,539.00
94249 MD 12/31/2001 3,036,292.00
94255 NY 01/31/2005 1,667,188.00
94257 MI 02/28/2002 1,252,062.00
94258 TX 01/31/2002 1,196,914.00
94260 CA 12/31/2001 4,879,240.00
94262 UT 02/28/2005 2,968,358.00
94267 AZ 03/31/2005 1,956,704.00
95001 WI 02/28/2005 1,572,291.00
95002 WI 02/28/2005 748,194.10
95003 WI 02/28/2005 1,142,122.00
95005 WI 07/31/2005 852,692.00
95007 CT 02/28/2002 4,206,158.00
95008 OH 03/31/2005 1,740,451.19
95009 OH 03/31/2005 1,878,432.00
95010 OH 02/28/2005 1,661,800.00
95011 OH 02/28/2005 1,955,070.00
95013 ME 03/31/2005 2,305,388.00
95022 AZ 04/30/2002 978,354.00
95023 FL 03/31/2005 4,220,003.00
95026 CA 04/30/2005 3,032,367.41
95034 NC 04/30/2002 2,019,674.00
95035 TX 04/30/2005 2,492,907.00
95045 ID 05/31/2005 1,468,489.00
95053 MA 05/31/2002 2,940,000.00
95054 NY 05/31/2005 1,665,694.00
95064 CA 06/30/2002 0.00
95066 AZ 05/31/2002 2,050,000.00
95072 NJ 06/30/2002 2,415,506.00
95074 AZ 06/30/2002 1,079,580.00
95079 OH 06/30/2005 1,348,366.00
95081 FL 07/31/2005 0.00
95083 FL 06/30/2002 4,620,000.00
95089 FL 06/30/2002 3,479,800.00
95093 CA 06/30/2005 2,059,332.00
95094 CA 06/30/2005 2,058,000.00
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
170,959,015.98
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 0.000% 0.00 0.00
94016 10.578% 11,997.89 1,119,515.84
94017 0.000% 0.00 0.00
94030 10.578% 14,991.41 0.00
94031 0.000% 0.00 0.00
94045 10.578% 25,997.66 0.00
94049 0.000% 0.00 0.00
94055 0.000% 0.00 0.00
94056 0.000% 0.00 0.00
94057 10.578% 30,024.89 0.00
94066 10.578% 7,928.29 0.00
94072 10.578% 10,498.79 0.00
94091 10.328% 18,740.99 0.00
94095 0.000% 0.00 0.00
94096 9.828% 13,318.25 0.00
94097 10.578% 17,370.27 0.00
94098 0.000% 0.00 0.00
94099 9.578% 16,703.76 0.00
94100 9.578% 10,417.88 0.00
94104 9.828% 16,014.66 0.00
94105 9.328% 19,044.47 0.00
94106 0.000% 0.00 0.00
94107 0.000% 0.00 0.00
94108 0.000% 0.00 0.00
94109 9.828% 31,311.81 0.00
94118 10.328% 9,881.59 0.00
94120 10.328% 7,396.22 0.00
94129 9.828% 13,466.99 0.00
94131 0.000% 0.00 0.00
94133 9.781% 14,521.29 1,619,624.00
94134 10.078% 8,255.60 0.00
94136 10.328% 9,791.18 0.00
94137 0.000% 0.00 0.00
94142 9.578% 13,347.60 1,672,259.64
94143 8.731% 17,982.30 2,119,738.00
94149 9.328% 9,485.07 0.00
94150 9.328% 7,325.03 0.00
94154 9.131% 27,643.15 0.00
94161 9.828% 28,174.04 0.00
94166 9.828% 8,752.66 0.00
94167 9.828% 8,348.35 0.00
94171 9.031% 13,283.08 0.00
94172 0.000% 0.00 0.00
94173 9.031% 15,773.58 0.00
94174 0.000% 0.00 0.00
94175 9.578% 16,408.68 0.00
94176 9.602% 14,238.44 0.00
94177 9.352% 9,923.36 1,273,374.20
94181 10.578% 7,928.29 0.00
94190 9.453% 11,537.31 0.00
94191 9.453% 9,360.46 0.00
94192 0.000% 0.00 0.00
94193 0.000% 0.00 0.00
94194 0.000% 0.00 0.00
94196 9.731% 25,858.30 0.00
94204 9.578% 18,922.16 0.00
94205 9.828% 25,132.27 2,715,268.20
94212 9.281% 33,598.94 0.00
94213 9.281% 20,159.55 0.00
94214 9.281% 13,019.73 0.00
94215 9.281% 8,190.09 0.00
94216 9.281% 3,780.30 0.00
94217 9.281% 8,948.26 0.00
94218 9.281% 20,157.43 0.00
94219 9.281% 23,516.72 0.00
94221 9.531% 9,147.44 0.00
94222 9.781% 26,721.82 0.00
94231 8.781% 20,977.10 0.00
94248 9.781% 15,188.96 0.00
94249 10.031% 30,946.50 0.00
94255 9.781% 16,592.32 0.00
94257 9.281% 10,756.92 0.00
94258 9.781% 11,681.10 0.00
94260 9.531% 43,022.38 0.00
94262 10.031% 29,587.62 0.00
94267 9.281% 16,794.88 0.00
95001 9.531% 15,014.25 1,569,765.00
95002 9.531% 7,151.57 746,985.22
95003 9.531% 10,958.54 1,140,235.00
95005 9.531% 8,058.68 851,406.00
95007 9.156% 35,697.86 4,202,554.00
95008 9.031% 14,614.71 0.00
95009 9.031% 15,732.16 0.00
95010 9.281% 14,277.98 0.00
95011 9.531% 17,204.55 0.00
95013 9.531% 18,311.02 2,305,388.00
95022 9.431% 8,520.25 0.00
95023 10.281% 42,870.75 0.00
95026 9.281% 26,028.47 0.00
95034 10.781% 21,321.51 0.00
95035 10.531% 26,111.86 0.00
95045 8.781% 11,991.97 0.00
95053 9.531% 25,798.56 0.00
95054 9.531% 14,629.12 0.00
95064 0.000% 0.00 0.00
95066 8.731% 14,915.89 0.00
95072 9.031% 21,858.20 0.00
95074 9.281% 9,238.88 0.00
95079 9.281% 11,549.77 0.00
95081 0.000% 0.00 0.00
95083 8.731% 33,615.31 0.00
95089 8.731% 25,319.17 0.00
95093 9.031% 17,211.62 0.00
95094 9.031% 17,201.59 0.00
95098 8.731% 8,003.65 0.00
95099 8.731% 11,641.67 0.00
95115 8.731% 9,749.90 0.00
95116 8.731% 11,277.86 0.00
95126 8.731% 7,981.82 0.00
95128 8.731% 41,473.44 0.00
1,535,218.66 21,336,113.10
Disclosure Paid Prepayment
Doc Prepayment Through Premium
Control # Date Date Amount
94015 05/10/96 0.00
94092 12/27/95 0.00
93181 09/10/97 0.00
94016 11/04/97 11/01/97 22,432.53
94017 08/08/97 0.00
94030 11/01/97 0.00
94031 07/31/96 0.00
94045 11/01/97 0.00
94049 10/01/96 0.00
94055 10/01/96 0.00
94056 08/01/96 0.00
94057 10/01/97 0.00
94066 11/01/97 0.00
94072 11/01/97 0.00
94091 11/01/97 0.00
94095 12/10/96 0.00
94096 11/01/97 0.00
94097 11/01/97 0.00
94098 12/10/96 0.00
94099 11/01/97 0.00
94100 11/01/97 0.00
94104 11/01/97 0.00
94105 11/01/97 0.00
94106 09/05/97 0.00
94107 09/05/97 0.00
94108 08/08/97 0.00
94109 11/01/97 0.00
94118 11/01/97 0.00
94120 10/01/97 0.00
94129 11/01/97 0.00
94131 09/10/97 0.00
94133 11/05/97 11/01/97 48,627.99
94134 11/01/97 0.00
94136 11/01/97 0.00
94137 05/02/97 0.00
94142 11/01/97 11/01/97 33,482.20
94143 10/31/97 11/01/97 74,190.83
94149 11/01/97 0.00
94150 11/01/97 0.00
94154 11/01/97 0.00
94161 11/01/97 0.00
94166 11/01/97 0.00
94167 11/01/97 0.00
94171 11/01/97 0.00
94172 10/02/97 0.00
94173 11/01/97 0.00
94174 07/01/96 0.00
94175 11/01/97 0.00
94176 11/01/97 0.00
94177 11/01/97 11/01/97 25,467.48
94181 11/01/97 0.00
94190 10/01/97 0.00
94191 10/01/97 0.00
94192 07/02/97 0.00
94193 10/08/97 0.00
94194 10/08/97 0.00
94196 11/01/97 0.00
94204 11/01/97 0.00
94205 11/05/97 11/01/97 81,544.16
94212 11/01/97 0.00
94213 11/01/97 0.00
94214 11/01/97 0.00
94215 11/01/97 0.00
94216 11/01/97 0.00
94217 11/01/97 0.00
94218 11/01/97 0.00
94219 11/01/97 0.00
94221 10/01/97 0.00
94222 11/01/97 0.00
94231 11/01/97 0.00
94248 10/01/97 0.00
94249 11/01/97 0.00
94255 10/01/97 0.00
94257 11/01/97 0.00
94258 10/01/97 0.00
94260 11/01/97 0.00
94262 11/01/97 0.00
94267 11/01/97 0.00
95001 11/05/97 11/01/97 47,168.73
95002 11/06/97 11/01/97 22,445.82
95003 11/05/97 11/01/97 34,263.66
95005 11/05/97 11/01/97 25,580.76
95007 11/04/97 11/01/97 126,184.74
95008 11/01/97 0.00
95009 11/01/97 0.00
95010 10/01/97 0.00
95011 10/01/97 0.00
95013 11/01/97 11/01/97 69,270.51
95022 11/01/97 0.00
95023 11/01/97 0.00
95026 10/01/97 0.00
95034 11/01/97 0.00
95035 10/01/97 0.00
95045 11/01/97 0.00
95053 11/01/97 0.00
95054 11/01/97 0.00
95064 10/01/97 0.00
95066 10/01/97 0.00
95072 11/01/97 0.00
95074 11/01/97 0.00
95079 11/01/97 0.00
95081 08/18/97 0.00
95083 10/01/97 0.00
95089 10/01/97 0.00
95093 11/01/97 0.00
95094 11/01/97 0.00
95098 10/01/97 0.00
95099 10/01/97 0.00
95115 10/01/97 0.00
95116 10/01/97 0.00
95126 10/01/97 0.00
95128 10/01/97 0.00
610,659.41
Disclosure Loan
Doc Status
Control # Code (1)
94015 5
94092 5
93181 5
94016 5
94017 5
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 5
94107 5
94108 5
94109
94118
94120
94129
94131 5
94133 5
94134
94136
94137 5
94142 5
94143 5
94149
94150
94154
94161
94166
94167
94171
94172 5
94173
94174 5
94175
94176
94177 5
94181
94190
94191
94192 5
94193 5
94194 5
94196
94204
94205 5
94212
94213
94214
94215
94216
94217
94218
94219
94221
94222
94231
94248
94249
94255
94257
94258
94260
94262
94267
95001 5
95002 5
95003 5
95005 5
95007 5
95008
95009
95010
95011
95013 5
95022
95023
95026
95034
95035
95045
95053
95054
95064 5
95066
95072
95074
95079
95081 5
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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