|
|
|
|
|
|
|
|
|
|
Previous: MERRILL LYNCH MORTGAGE INVESTORS INC, 424B5, 1997-12-12 |
Next: CMS ENERGY CORP, 424B5, 1997-12-12 |
ABNAMRO LaSalle ABSTSSECURITIES 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: November 18, 1997
(Date of earliest event reported)
Merrill Lynch Mortgage Investors, Inc.
(Sponsor)
(Issuer in Respect of
Mortgage Pass-Through Certificates
Series 1997-C1)
(Exact name of registrant as specified in charter)
Delaware 333-170401 13-3416059
(State or other juris- (Commission (I.R.S.
Employer
diction of organization) File No.) Identification
No.)
World Financial Center, North Tower, New York, N.Y. 10281
(Address of principal executive offices) (Zip Code)
Registrant's Telephone Number, including area code (212)
449-0336
(Former name or former address, if changed since last
report.)
ITEM 5. OTHER EVENTS
This report and the attached exhibit is being
filed with respect to the Registrant's (description of the
securities) pursuant to
"no-action" positions taken by the Securities and Exchange
Commission
with respect to alternative means of satisfying the
Registrant's
reporting obligations under the Securities Exchange Act of
1934, as
amended.
This Current Report on Form 8-K relates to the
Trust Fund formed, and the Mortgage Pass-Through
Certificates Series 1997-C1 issued pursuant to, a Pooling
and Servicing Agreement, dated as of June 1, 1997 (the
"Pooling and Servicing Agreement"), by and among Merrill
Lynch Mortgage Investors, Inc., as sponsor, GE Capital Asset
Management Corp., as master servicer and special servicer,
LaSalle National Bank, as trustee and REMIC administrator,
and ABN AMRO Bank, N.V., as fiscal agent. The Class A-1,
Class A-2, Class A-3, Class B, Class C, Class D and Class E
Certificates have been registered pursuant to the Act under
a Registration Statement on Form S-3 (File No.333-24489)
(the "Registration Statement").
Capitalized terms used herein and not defined
herein have the same meanings ascribed to such terms in the
Pooling and Servicing Agreement.
Pursuant to Section 8.14 of the Pooling and
Servicing Agreement, the Trustee is filing this Current
Report containing the November 18, 1997 monthly distribution
report prepared by the Trustee pursuant to Section 4.02
thereof.
This Current Report is being filed by the Trustee,
in its capacity as such under the Pooling and Servicing
Agreement, on behalf of the Registrant. The information
reported and contained herein has been supplied to the
Trustee by one or more of the Master Servicer, the Special
Servicer or other third parties without independent review
or investigation by the Trustee. Pursuant to the Pooling
and Servicing Agreement, the Trustee is not responsible for
the accuracy or completeness of such information.
ITEM 7. FINANCIAL STATEMENTS, PRO FORMA FINANCIAL
INFORMATION
AND EXHIBITS
(c) Exhibits
Exhibit No. Description
99 Monthly distribution report
pursuant to
Section 4.2 of the Pooling and
Servicing
Agreement for the distribution on
November 20, 1997
Pursuant to the requirements of the Securities Exchange Act
of 1934, the Registrant has duly caused this report to be
signed on behalf of the Registrant by the undersigned
thereunto duly authorized.
LASALLE NATIONAL BANK, IN
ITS CAPACITY AS TRUSTEE
UNDER THE POOLING AND
SERVICING AGREEMENT ON
BEHALF OF Merrill Lynch
Mortgage Investors, Inc.,
REGISTRANT
By: /s Russell Goldenberg
Russell Goldenberg,
Senior Vice
President
Date: November 25, 1997
ABN AMRO
LaSalle National Bank
Administrator:
Linda Wirfel (800) 246-5761
135 S. LaSalle Street Suite 1740
Chicago, IL 60603
Merrill Lynch Mortgage Investors, Inc.
GE Capital Asset Management Corp., as Master Servicer
Mortgage Pass-Through Certificates
Series 1997-C1
ABN AMRO Acct: 67-7769-50-7
Statement Date: 11/18/97
Payment Date: 11/18/97
Prior Payment: 10/20/97
Record Date: 10/31/97
WAC: 8.940144%
WAMM: 131
Original Opening Principal
Class Face Value (1) Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
A-1 251,675,000.00 248,652,554.16 3,230,109.44
589929MU9 1000.000000000 987.990679090 12.834446965
A-2 86,719,000.00 86,719,000.00 0.00
589929MV7 1000.000000000 1000.000000000 0.000000000
A-3 254,361,000.00 254,361,000.00 0.00
589929MW5 1000.000000000 1000.000000000 0.000000000
IO 1,179,181,856.00 1,173,136,964.32 0.00
589929NB0 1000.000000000 994.873656129 0.000000000
B 46,243,000.00 46,243,000.00 0.00
589929MX3 1000.000000000 1000.000000000 0.000000000
C 46,244,000.00 46,244,000.00 0.00
589929MY1 1000.000000000 1000.000000000 0.000000000
D 42,039,000.00 42,039,000.00 0.00
589929MZ8 1000.000000000 1000.000000000 0.000000000
E 16,816,000.00 16,816,000.00 0.00
589929NA2 1000.000000000 1000.000000000 0.000000000
F 50,447,000.00 50,447,000.00 0.00
589929ND6 1000.000000000 1000.000000000 0.000000000
G 8,408,000.00 8,408,000.00 0.00
589929NE4 1000.000000000 1000.000000000 0.000000000
H 16,816,000.00 16,816,000.00 0.00
589929NF1 1000.000000000 1000.000000000 0.000000000
J 21,019,856.00 21,019,856.00 0.00
589929NG9 1000.000000000 1000.000000000 0.000000000
R-III 0.00 0.00 0.00
9ABSA575 1000.000000000 0.000000000 0.000000000
840,787,856.00 837,765,410.16 3,230,109.44
Notes: (1) N denotes notional balance not included in total
(2) Interest Paid minus Interest Adjustment minus Deferred
Interest equals Accrual (3) Estimated
Principal Negative Closing
Class Adj. or Loss Amortization Balance
CUSIP Per $1,000 Per $1,000 Per $1,000
A-1 0.00 0.00 245,422,444.72
589929MU9 0.000000000 0.000000000
975.156232125
A-2 0.00 0.00 86,719,000.00
589929MV7 0.000000000 0.000000000
1000.000000000
A-3 0.00 0.00 254,361,000.00
589929MW5 0.000000000 0.000000000
1000.000000000
IO 0.00 0.00 1,166,676,745.44
589929NB0 0.000000000 0.000000000
989.395095849
B 0.00 0.00 46,243,000.00
589929MX3 0.000000000 0.000000000
1000.000000000
C 0.00 0.00 46,244,000.00
589929MY1 0.000000000 0.000000000
1000.000000000
D 0.00 0.00 42,039,000.00
589929MZ8 0.000000000 0.000000000
1000.000000000
E 0.00 0.00 16,816,000.00
589929NA2 0.000000000 0.000000000
1000.000000000
F 0.00 0.00 50,447,000.00
589929ND6 0.000000000 0.000000000
1000.000000000
G 0.00 0.00 8,408,000.00
589929NE4 0.000000000 0.000000000
1000.000000000
H 0.00 0.00 16,816,000.00
589929NF1 0.000000000 0.000000000
1000.000000000
J 0.00 0.00 21,019,856.00
589929NG9 0.000000000 0.000000000
1000.000000000
R-III 0.00 0.00 0.00
9ABSA575 0.000000000 0.000000000
0.000000000
0.00 0.00 834,535,300.72
Total P&I Payment 9,776,145.47
Interest Interest Pass-Through
Class Payment Adjustment Rate (2)
CUSIP Per $1,000 Per $1,000 Next Rate (3)
A-1 1,530,735.82 90,623.11 6.95000000%
589929MU9 6.082192590 0.360079905 Fixed
A-2 508,028.81 0.00 7.03000000%
589929MV7 5.858333353 0.000000000 Fixed
A-3 1,509,208.60 0.00 7.12000000%
589929MW5 5.933333333 0.000000000 Fixed
IO 1,527,387.48 249,728.44 1.30691547%
589929NB0 1.295294252 0.211781108 1.27436887%
B 274,375.13 0.00 7.12000000%
589929MX3 5.933333261 0.000000000 Fixed
C 274,381.07 0.00 7.12000000%
589929MY1 5.933333405 0.000000000 Fixed
D 249,431.40 0.00 7.12000000%
589929MZ8 5.933333333 0.000000000 Fixed
E 99,774.93 0.00 7.12000000%
589929NA2 5.933333135 0.000000000 Fixed
F 299,318.87 0.00 7.12000000%
589929ND6 5.933333399 0.000000000 Fixed
G 49,887.47 0.00 7.12000000%
589929NE4 5.933333730 0.000000000 Fixed
H 99,774.93 0.00 7.12000000%
589929NF1 5.933333135 0.000000000 Fixed
J 123,731.52 (986.29) 7.12000000%
589929NG9 5.886411401 -0.046921825 Fixed
R-III 0.00 0.00
9ABSA575 0.000000000 0.000000000
6,546,036.03 339,365.26
Original Opening Principal
Class Face Value (1) Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
P 251,675,000.00 248,652,554.16 3,230,109.44
None 1000.000000000 987.990679090 12.834446965
Q 86,719,000.00 86,719,000.00 0.00
None 1000.000000000 1000.000000000 0.000000000
R 254,361,000.00 254,361,000.00 0.00
None 1000.000000000 1000.000000000 0.000000000
IO-1 840,787,856.00 837,765,410.16 0.00
None 1000.000000000 996.405221819 0.000000000
S 46,243,000.00 46,243,000.00 0.00
None 1000.000000000 1000.000000000 0.000000000
T 46,244,000.00 46,244,000.00 0.00
None 1000.000000000 1000.000000000 0.000000000
U 42,039,000.00 42,039,000.00 0.00
None 1000.000000000 1000.000000000 0.000000000
V 16,816,000.00 16,816,000.00 0.00
None 1000.000000000 1000.000000000 0.000000000
W 50,447,000.00 50,447,000.00 0.00
None 1000.000000000 1000.000000000 0.000000000
X 8,408,000.00 8,408,000.00 0.00
None 1000.000000000 1000.000000000 0.000000000
Y 16,816,000.00 16,816,000.00 0.00
None 1000.000000000 1000.000000000 0.000000000
Z 21,019,856.00 21,019,856.00 0.00
None 1000.000000000 1000.000000000 0.000000000
R-II 0.00 0.00 0.00
9ABSA576 1000.000000000 0.000000000 0.000000000
840,787,856.00 837,765,410.16 3,230,109.44
Principal Negative Closing
Class Adj. or Loss Amortization Balance
CUSIP Per $1,000 Per $1,000 Per $1,000
P 0.00 0.00 245,422,444.72
None 0.000000000 0.000000000 975.156232125
Q 0.00 0.00 86,719,000.00
None 0.000000000 0.000000000 1000.000000000
R 0.00 0.00 254,361,000.00
None 0.000000000 0.000000000 1000.000000000
IO-1 0.00 0.00 834,535,300.72
None 0.000000000 0.000000000 992.563456721
S 0.00 0.00 46,243,000.00
None 0.000000000 0.000000000 1000.000000000
T 0.00 0.00 46,244,000.00
None 0.000000000 0.000000000 1000.000000000
U 0.00 0.00 42,039,000.00
None 0.000000000 0.000000000 1000.000000000
V 0.00 0.00 16,816,000.00
None 0.000000000 0.000000000 1000.000000000
W 0.00 0.00 50,447,000.00
None 0.000000000 0.000000000 1000.000000000
X 0.00 0.00 8,408,000.00
None 0.000000000 0.000000000 1000.000000000
Y 0.00 0.00 16,816,000.00
None 0.000000000 0.000000000 1000.000000000
Z 0.00 0.00 21,019,856.00
None 0.000000000 0.000000000 1000.000000000
R-II 0.00 0.00 0.00
9ABSA576 0.000000000 0.000000000 0.000000000
0.00 0.00 834,535,300.72
Interest Interest Pass-Through
Class Payment Adjustment Rate (2)
CUSIP Per $1,000 Per $1,000 Next Rate (3)
P 1,565,961.60 90,623.11 7.12000000%
None 6.222157942 0.360079905Fixed
Q 514,532.73 0.00 7.12000000%
None 5.933333295 0.000000000Fixed
R 1,509,208.60 0.00 7.12000000%
None 5.933333333 0.000000000Fixed
IO-1 1,485,657.77 249,728.44 1.77032279%
None 1.766982907 0.297017182 1.72221594%
S 274,375.13 0.00 7.12000000%
None 5.933333261 0.000000000Fixed
T 274,381.07 0.00 7.12000000%
None 5.933333405 0.000000000Fixed
U 249,431.40 0.00 7.12000000%
None 5.933333333 0.000000000Fixed
V 99,774.93 0.00 7.12000000%
None 5.933333135 0.000000000Fixed
W 299,318.87 0.00 7.12000000%
None 5.933333399 0.000000000Fixed
X 49,887.47 0.00 7.12000000%
None 5.933333730 0.000000000Fixed
Y 99,774.93 0.00 7.12000000%
None 5.933333135 0.000000000Fixed
Z 123,731.53 (986.28) 7.12000000%
None 5.886411876 -0.046921349Fixed
R-II 0.00 0.00
9ABSA576 0.000000000 0.000000000
Original Opening Principal
Class Face Value (1) Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
Regular Int 840,787,856.00 837,765,410.16
3,230,109.44
None 1000.000000000 996.405221819
3.841765098
R-I 0.00 0.00
0.00
9ABSA577 1000.000000000 0.000000000
0.000000000
840,787,856.00 837,765,410.16
3,230,109.44
Principal Negative Closing
Class Adj. or Loss Amortization Balance
CUSIP Per $1,000 Per $1,000 Per $1,000
Regular Int 0.00 0.00 834,535,300.72
None 0.000000000 0.000000000
992.563456721
R-I 0.00 0.00 0.00
9ABSA577 0.000000000 0.000000000
0.000000000
0.00 0.00 834,535,300.72
Total P&I Payment 9,776,145.47
Interest Interest Pass-Through
Class Payment Adjustment Rate (2)
CUSIP Per $1,000 Per $1,000 Next Rate (3)
Regular Int 6,546,036.03 339,365.25 8.89032279%
None 7.785597738 0.403627678 8.84221594%
R-I 0.00 0.00
9ABSA577 0.000000000 0.000000000
6,546,036.03 339,365.25
Other Related Information
Aggregate Pool Summary
Stated Principal Balance Of The Mortgage
Pool Prior to Current Distribution Date:
837,765,410.45
Stated Principal Balance Of The Mortgage
Pool Subsequent to Current Distribution Date:
834,535,301.01
Available Distribution Amount
9,776,145
Beginning Loan Count:
219
Ending Count:
218
Weighted Average Remaining Term To Maturity:
131
Weighted Average Mortgage Rate:
8.94014%
Weighted Average Effective Net Mortgage Rate:
8.89032%
Aggregate Pool Interest Summary
Component Current Shortfall
Gross 5,786,775.34 1,926.01
Servicing 28,280.76 51.36
Trustee 3,231.71 1.03
Remittance 5,755,262.87 1,873.62
Less PPIS 0.00
Less Int on Adv (986.30)
Less Special Serv 0.00
Plus Penalties 340,351.55
Net Remittance 6,094,628.12
Aggregate Pool Interest Summary
Component Delinquent Total Rate
Gross 452,751.17 6,241,452.53 8.940144%
Servicing 2,958.95 31,291.07 0.044821%
Trustee 257.95 3,490.69 0.005000%
Remittance 449,534.28 6,206,670.77 8.890323%
Less PPIS 0.00
Less Int on Adv (986.30)
Less Special Serv 0.00
Plus Penalties 340,351.55
Net Remittance 6,546,036.02
Advance Summary
Master Servicer P&I Advances Made (Current Period):
506,886.25
Master Servicer Unreimbursed P&I Advances Outstanding
506,886.25
Interest Accrued & Payable To Master Servicer
In Respect Of Advances Made
986.30
Servicing Fee Breakdown
Current Period Accrued Servicing Fees
31,291.07
Less Delinquent Servicing Fees
(2,958.95)
Plus Additional Servicing Fees
0.00
Less Reductions To Servicing Fees
(1,926.01)
Total Servicing Fees Collected
26,406.11
Allocation Of Interest Shortfalls, Losses & Expenses
Accrued Prepayment Beginning
Certificate Interest Unpaid
Class Interest Shortfall Interest
A-1 1,440,112.71 0.00 0.00
A-2 508,028.81 0.00 0.00
A-3 1,509,208.60 0.00 0.00
IO 1,277,659.04 0.00 0.00
B 274,375.13 0.00 0.00
C 274,381.07 0.00 0.00
D 249,431.40 0.00 0.00
E 99,774.93 0.00 0.00
F 299,318.87 0.00 0.00
G 49,887.47 0.00 0.00
H 99,774.93 0.00 0.00
J 124,717.81 0.00 1,040.46
6,206,670.77 0.00 1,040.46
Interest
Class Loss Expenses
A-1 0.00 0.00
A-2 0.00 0.00
A-3 0.00 0.00
IO 0.00 0.00
B 0.00 0.00
C 0.00 0.00
D 0.00 0.00
E 0.00 0.00
F 0.00 0.00
G 0.00 0.00
H 0.00 0.00
J 0.00 0.00
0.00 0.00
Ending
Unpaid
Class Distributable Interest
A-1 1,530,735.82 0.00
A-2 508,028.81 0.00
A-3 1,509,208.60 0.00
IO 1,527,387.48 0.00
B 274,375.13 0.00
C 274,381.07 0.00
D 249,431.40 0.00
E 99,774.93 0.00
F 299,318.87 0.00
G 49,887.47 0.00
H 99,774.93 0.00
J 125,758.27 2,026.75
6,548,062.78 2,026.75
Aggregate Pool Principal Allocation Summary
Balance
Count
Beginning Pool : 837,765,410.45
219.00
Scheduled Prin Pmts (Non Balloon): 739,726.91
Assumed Scheduled Payments: 0.00
Partial Prepayments: 25,088.56
Payoffs: 2,465,293.97
1.00
Balloon Payments: 0.00
Liquidations/Insurance Proceeds: 0.00
Assumed Payments on REO's: 0.00
Liquid./Insur. Proceeds on REO's: 0.00
Ending Pool : 834,535,301.01
218.00
Current Period Listing Of Liquidating Loans
Beginning Principal Ending
Loan Number Balance Amount Balance
000000000000155 2,465,293.97 2,465,293.97 0.00
Maturity Prepayment
Loan Number Date Premium
000000000000155 09/01/02 340,351.55
Class Principal Balance Information
Class Class
Principal Prepayment Prepayment
Class Balance Amount Percentage
A-1 248,652,554.16 3,230,109.44 100.000%
A-2 86,719,000.00 0.00 0.000%
A-3 254,361,000.00 0.00 0.000%
IO 0.00 0.00 0.000%
B 46,243,000.00 0.00 0.000%
C 46,244,000.00 0.00 0.000%
D 42,039,000.00 0.00 0.000%
E 16,816,000.00 0.00 0.000%
F 50,447,000.00 0.00 0.000%
G 8,408,000.00 0.00 0.000%
H 16,816,000.00 0.00 0.000%
J 21,019,856.00 0.00 0.000%
837,765,410.16 3,230,109.44 100.000%
Realized Loss Penalty
Class Reimbursement Allocation
A-1 0.00 0.00
A-2 0.00 0.00
A-3 0.00 0.00
IO 0.00 0.00
B 0.00 0.00
C 0.00 0.00
D 0.00 0.00
E 0.00 0.00
F 0.00 0.00
G 0.00 0.00
H 0.00 0.00
J 0.00 0.00
Principal Allocation
Class Scheduled Unscheduled Total
A-1 739,726.91 2,490,382.53 3,230,109.44
A-2 0.00 0.00 0.00
A-3 0.00 0.00 0.00
IO 0.00 0.00 0.00
B 0.00 0.00 0.00
C 0.00 0.00 0.00
D 0.00 0.00 0.00
E 0.00 0.00 0.00
F 0.00 0.00 0.00
G 0.00 0.00 0.00
H 0.00 0.00 0.00
J 0.00 0.00 0.00
Loan Level Detail Part I
Terms as of Cutoff Date
Disclosure Maturity
Control # Balance Rate Date
1 4,684,339 8.1000% 01/01/02
2 4,058,609 8.1000% 01/01/02
3 1,593,544 9.9000% 03/01/17
4 1,603,503 9.9000% 03/01/17
5 4,142,389 8.4900% 03/01/07
6 1,389,664 9.2300% 01/01/17
7 5,610,170 8.4800% 02/01/04
8 5,502,436 8.4800% 02/01/04
9 3,090,382 8.4800% 02/01/04
10 6,264,557 8.4800% 02/01/04
11 1,195,781 8.7500% 12/01/06
12 4,187,765 8.5300% 03/01/07
13 4,984,185 8.6300% 02/01/07
14 7,770,812 8.6900% 01/01/04
15 3,136,042 9.1300% 01/01/07
16 1,371,084 9.0600% 02/01/07
17 2,173,660 8.5400% 03/01/04
18 2,793,658 8.8800% 02/01/07
19 9,803,536 8.7500% 01/01/07
20 3,533,635 8.8900% 01/01/04
21 846,082 8.8900% 01/01/04
22 2,835,715 8.9700% 11/01/06
23 5,482,702 8.9700% 11/01/06
24 1,592,315 8.6400% 01/01/07
25 998,025 9.3400% 03/01/07
26 9,616,137 8.1700% 03/01/02
27 3,573,298 8.3900% 03/01/04
28 7,585,773 8.3900% 03/01/04
29 1,926,718 9.3100% 04/01/07
30 4,081,392 8.6400% 04/01/07
31 3,645,376 8.3000% 04/01/04
32 2,195,915 8.4300% 03/01/07
33 2,696,608 8.3400% 04/01/04
34 2,245,897 8.8900% 04/01/07
35 2,127,285 8.2700% 04/01/04
36 1,846,513 8.6900% 04/01/07
37 1,396,585 8.5200% 02/01/07
38 1,195,368 8.5900% 02/01/07
39 4,192,469 8.6000% 03/01/07
40 2,386,260 8.3900% 04/01/02
41 4,592,165 9.3000% 04/01/09
42 6,488,273 8.5700% 03/01/07
43 6,580,646 9.2200% 11/01/16
44 5,680,136 9.2200% 11/01/16
45 4,433,277 9.2200% 11/01/16
46 10,733,361 8.4500% 04/01/09
47 4,987,437 9.2200% 11/01/16
48 11,083,192 9.2200% 11/01/16
49 3,404,123 9.2200% 11/01/16
50 6,573,483 8.6400% 04/01/04
51 6,490,779 8.9200% 04/01/07
52 2,018,083 9.5100% 11/01/06
53 1,093,309 8.3300% 12/01/06
54 2,579,176 8.9700% 03/01/12
55 8,170,700 8.9400% 01/01/17
56 4,039,703 9.4400% 12/01/16
57 4,783,207 9.4400% 12/01/16
58 1,966,969 8.8100% 11/01/06
59 3,276,334 9.4600% 01/01/17
60 4,380,206 8.7000% 12/01/06
61 14,926,238 8.4700% 12/01/03
62 1,391,566 8.3900% 12/01/06
63 5,472,217 8.3300% 01/01/02
64 1,529,382 9.7700% 01/01/17
65 4,806,120 8.8800% 12/01/01
66 3,389,512 8.4800% 01/01/04
67 3,084,841 8.5300% 01/01/07
68 4,384,488 9.1400% 02/01/12
69 5,384,062 8.4500% 03/01/07
70 1,988,822 8.8500% 12/01/06
71 3,488,183 9.4000% 02/01/07
72 2,528,143 9.8300% 02/01/17
73 1,648,137 8.8600% 04/01/12
74 7,187,022 8.9600% 04/01/07
75 1,846,461 8.6000% 04/01/07
76 7,245,768 8.6800% 05/01/07
77 2,397,343 9.6300% 05/01/19
78 2,097,162 9.8000% 05/01/17
79 987,128 9.0600% 05/01/12
80 1,228,914 9.0600% 05/01/12
81 6,996,348 9.2200% 05/01/07
82 1,220,098 10.1800% 05/01/12
83 1,998,866 8.8200% 05/01/07
84 1,448,689 8.9200% 05/01/12
85 12,792,920 8.9400% 05/01/07
86 2,068,293 9.4700% 05/01/07
87 4,517,284 8.5400% 05/01/07
88 3,197,059 8.8200% 05/01/07
89 1,159,373 9.0500% 05/01/07
90 1,598,608 9.1500% 05/01/07
91 1,478,723 9.2000% 05/01/04
92 4,536,490 9.9600% 11/01/16
93 2,458,535 8.7500% 11/01/03
94 1,618,161 9.4400% 01/01/07
95 1,743,190 8.5400% 02/01/07
96 3,491,411 8.4900% 02/01/07
97 3,586,708 8.5100% 12/01/11
98 799,530 8.6500% 05/01/02
99 1,800,000 9.4800% 06/01/17
100 1,950,000 8.7200% 06/01/07
101 3,600,000 8.8500% 06/01/07
102 3,600,000 9.2800% 06/01/17
103 2,564,756 9.1200% 05/01/22
104 3,841,644 9.1300% 05/01/04
105 5,060,000 8.4700% 06/01/07
106 2,233,884 9.4700% 01/01/17
107 2,581,378 9.4700% 01/01/17
108 2,759,216 9.1300% 01/01/17
109 6,316,541 9.6900% 12/01/16
110 1,456,256 8.8300% 12/01/16
111 1,344,882 8.3800% 12/01/06
112 846,778 8.3800% 12/01/06
113 1,494,313 8.3800% 12/01/06
114 1,552,446 8.5900% 01/01/07
115 2,015,348 8.8000% 02/01/07
116 1,544,172 8.7500% 02/01/04
117 2,508,438 8.3700% 05/01/02
118 2,578,440 8.5100% 05/01/07
119 3,000,000 8.6200% 06/01/07
120 2,750,000 9.3100% 06/01/17
121 1,750,000 9.3100% 06/01/17
122 3,955,000 8.2800% 06/01/04
123 2,250,000 8.2800% 06/01/04
124 2,500,000 9.5700% 06/01/17
125 2,600,000 8.6600% 06/01/07
126 9,500,000 8.9200% 06/01/07
127 1,750,000 9.4600% 06/01/19
128 1,700,000 9.5600% 06/01/19
129 3,250,000 8.8100% 06/01/07
130 5,400,000 8.5900% 06/01/04
131 5,690,000 9.5700% 06/01/22
132 10,550,000 9.5700% 06/01/22
133 11,770,000 8.5700% 06/01/07
134 1,402,154 8.8750% 02/01/09
135 1,322,582 10.3500% 04/01/02
136 1,519,333 8.8000% 10/01/02
137 1,730,840 8.8300% 11/01/06
138 3,329,755 8.7400% 11/01/06
139 2,233,541 9.7000% 05/01/07
140 2,880,433 9.5000% 10/01/06
141 4,058,693 9.6250% 06/01/06
142 708,991 9.5700% 08/01/06
143 1,303,659 8.9100% 09/01/01
144 2,799,270 8.8400% 09/01/06
145 2,185,376 10.3200% 09/01/11
146 1,501,373 10.0000% 09/01/11
147 1,679,167 10.0000% 09/01/11
148 1,955,735 10.0000% 09/01/11
149 2,433,332 9.4500% 10/01/06
150 8,629,348 9.2950% 10/01/06
151 7,361,948 8.3300% 10/01/03
152 3,089,015 8.9600% 11/01/06
153 3,761,047 8.9300% 11/01/06
154 2,819,978 9.1400% 11/01/03
155 2,471,310 9.3750% 09/01/02
156 1,956,168 8.8750% 10/01/05
157 1,783,444 9.6250% 07/01/01
158 2,908,489 8.5000% 12/01/15
159 1,850,991 9.1250% 04/01/11
160 2,660,360 8.7500% 03/01/06
161 1,602,984 9.2500% 03/01/21
162 1,708,816 9.7500% 07/01/03
163 2,287,271 8.9100% 12/01/06
164 4,672,725 8.6200% 12/01/03
165 2,563,533 9.1000% 01/01/07
166 6,043,116 9.0000% 02/01/04
167 6,158,337 9.1900% 02/01/07
168 10,853,610 8.5500% 03/01/07
169 5,185,025 8.6000% 03/01/07
170 1,897,302 9.3800% 04/01/07
171 5,445,335 8.7200% 06/01/01
172 4,020,626 9.1700% 07/01/06
173 3,627,413 9.0400% 07/01/06
174 7,346,257 9.0400% 07/01/03
175 6,582,518 8.9900% 08/01/03
176 2,959,572 9.0400% 07/01/06
177 5,817,174 8.7100% 10/01/03
178 8,295,321 8.7100% 10/01/03
179 4,478,598 8.7000% 01/01/02
180 2,322,993 8.2200% 01/01/04
181 5,896,181 8.9700% 05/01/07
182 2,173,808 9.5500% 05/01/07
183 2,938,245 9.2600% 05/01/07
184 4,100,000 8.9100% 06/01/07
185 3,672,032 8.6800% 03/01/07
186 10,372,056 8.0500% 01/31/07
187 3,719,891 8.7200% 01/31/07
188 4,555,861 8.7470% 04/01/07
189 7,974,914 8.6000% 11/30/06
190 9,779,433 8.6400% 04/01/07
191 5,391,492 8.8800% 04/01/07
193 3,493,628 8.9000% 05/01/22
194 1,991,115 8.7800% 12/31/06
195 1,343,474 8.8400% 04/01/07
196 2,585,222 8.7500% 01/31/07
197 6,981,169 8.0500% 01/31/07
198 2,835,606 8.8900% 11/30/06
199 2,968,148 9.1100% 10/31/06
200 1,455,097 8.4500% 01/01/07
201 3,864,084 8.8690% 09/30/06
202 2,524,947 8.0300% 01/26/03
203 5,475,918 9.4000% 06/26/06
204 2,439,102 9.1300% 07/17/03
205 4,771,985 9.0400% 03/27/06
207 3,635,776 9.0400% 05/01/07
208 1,998,932 9.1100% 05/01/07
209 2,023,856 8.8400% 04/23/09
210 2,833,428 8.9000% 05/01/07
211 1,998,283 9.2300% 05/01/07
212 8,100,000 8.9800% 06/01/07
213 2,500,000 8.9500% 06/01/07
214 10,200,000 9.3800% 08/01/01
215 10,715,936 9.3800% 12/31/00
217 6,361,564 9.6300% 07/31/06
218 1,693,653 9.7300% 07/31/06
219 13,000,000 8.7300% 06/01/07
220 4,672,265 9.3100% 08/31/06
216A 2,725,966 8.6800% 10/31/02
216B 323,900 8.9200% 10/31/02
840787856.3
Disclosure Remaining
Control # Term P&I DSCR
1 55 04/26/95 1.26
2 55 12/14/86 1.44
3 237 12/24/41 1.44
4 237 03/30/42 1.61
5 117 04/13/87 1.25
6 235 01/19/35 1.41
7 80 03/05/18 1.20
8 80 11/27/15 1.21
9 80 02/04/65 1.20
10 80 12/16/31 1.26
11 114 11/04/25 1.32
12 117 10/27/92 1.37
13 116 02/25/09 1.23
14 79 05/25/70 1.33
15 115 02/20/73 1.34
16 116 10/07/31 1.69
17 81 03/20/48 1.58
18 116 01/07/61 1.47
19 115 09/18/21 1.42
20 79 10/30/80 1.40
21 79 05/09/19 1.33
22 113 10/15/63 1.27
23 113 10/19/22 1.25
24 115 09/07/35 1.26
25 117 02/04/23 1.32
26 57 09/10/96 1.32
27 81 08/07/74 1.22
28 81 05/15/58 1.25
29 118 06/20/45 1.61
30 118 11/26/88 1.28
31 82 06/04/75 1.24
32 117 01/05/46 1.23
33 82 01/01/56 1.23
34 118 03/25/51 1.99
35 82 11/21/43 1.26
36 118 06/07/41 1.53
37 116 07/10/29 1.24
38 116 08/26/26 1.32
39 117 03/25/89 1.28
40 58 11/06/50 1.36
41 142 04/14/08 1.28
42 117 09/19/37 1.21
43 233 05/23/66 1.54
44 233 08/16/43 1.64
45 233 02/04/12 1.45
46 142 12/12/29 1.25
47 233 02/08/26 1.61
48 233 03/30/80 1.65
49 233 01/26/86 1.55
50 82 11/24/46 1.25
51 118 11/09/44 1.36
52 113 08/05/48 1.47
53 114 11/26/23 1.44
54 177 01/26/72 1.86
55 235 01/22/83 1.32
56 234 07/22/03 1.40
57 234 08/13/22 1.41
58 113 10/08/42 1.34
59 235 12/24/83 1.26
60 114 03/15/96 1.35
61 78 12/10/22 1.28
62 114 07/30/30 1.22
63 55 07/13/19 1.49
64 235 01/17/40 1.55
65 54 12/14/09 1.31
66 79 06/10/71 1.26
67 115 07/05/68 1.39
68 176 04/01/02 1.39
69 117 07/19/18 1.30
70 114 05/21/45 1.30
71 116 01/20/83 1.66
72 236 05/18/66 1.43
73 178 11/22/35 1.37
74 118 11/19/64 1.32
75 118 02/14/41 1.25
76 119 02/28/55 1.29
77 263 01/01/60 1.35
78 239 09/20/54 1.41
79 179 10/22/22 1.25
80 179 05/24/28 1.27
81 119 03/31/57 1.26
82 179 05/07/36 1.35
83 119 05/08/43 1.34
84 179 02/04/33 1.29
85 119 06/18/80 1.43
86 119 05/24/49 1.36
87 119 07/03/95 1.20
88 119 06/10/72 1.29
89 119 08/31/25 1.27
90 119 03/17/37 1.51
91 83 07/23/34 1.36
92 233 09/02/20 1.52
93 77 09/16/55 1.31
94 115 09/06/38 1.26
95 116 09/15/38 1.31
96 116 08/11/73 1.69
97 174 11/08/75 1.34
98 59 01/26/17 1.32
99 240 11/13/45 1.83
100 120 10/13/43 1.26
101 120 09/13/81 1.35
102 240 06/17/90 1.37
103 299 07/22/59 1.20
104 83 04/12/89 1.31
105 120 03/23/06 1.46
106 235 04/18/57 1.35
107 235 03/18/66 1.48
108 235 02/11/69 1.45
109 234 09/24/64 1.45
110 234 10/08/35 1.21
111 114 02/07/28 1.42
112 114 09/10/17 1.31
113 114 03/24/31 1.35
114 115 08/25/34 1.48
115 116 09/14/43 1.26
116 80 11/20/34 1.26
117 59 03/15/52 1.29
118 119 05/12/54 1.38
119 120 10/19/66 1.30
120 240 03/31/69 1.82
121 240 01/24/44 1.78
122 84 07/29/81 1.20
123 84 05/28/46 1.20
124 240 02/10/64 1.41
125 120 01/31/58 1.29
126 120 08/20/12 1.30
127 264 03/16/43 1.41
128 264 04/13/42 1.44
129 120 07/07/73 1.27
130 84 12/11/19 1.28
131 300 11/11/36 1.54
132 300 10/07/53 1.75
133 120 05/18/49 1.32
134 140 02/07/44 1.36
135 58 07/02/34 1.48
136 64 01/11/35 1.44
137 113 08/01/42 1.28
138 113 07/18/74 1.31
139 119 11/11/57 1.73
140 112 05/14/69 1.51
141 108 01/18/99 1.24
142 110 03/12/17 1.39
143 51 12/27/29 1.47
144 111 02/06/61 1.34
145 171 02/04/56 1.46
146 171 02/27/40 1.31
147 171 11/29/44 1.21
148 171 04/23/52 1.37
149 112 05/15/58 1.45
150 112 06/27/04 1.32
151 76 05/06/53 1.60
152 113 03/13/71 1.68
153 113 06/23/86 1.25
154 77 11/27/70 1.35
155 63 12/04/56 1.17
156 100 02/16/43 1.55
157 49 06/26/43 1.18
158 222 04/11/71 1.92
159 166 11/05/53 1.38
160 105 10/08/60 1.62
161 285 02/05/38 1.56
162 73 05/29/40 1.17
163 114 06/14/52 1.47
164 78 08/27/04 1.27
165 115 08/23/59 1.41
166 80 05/07/39 1.30
167 116 03/12/44 1.43
168 117 11/11/40 1.32
169 117 08/06/15 1.43
170 118 01/05/45 1.30
171 48 10/25/17 1.46
172 109 06/18/90 1.70
173 109 09/09/80 1.27
174 73 06/03/63 1.47
175 74 09/13/45 1.34
176 109 11/01/65 1.22
177 76 06/07/25 1.24
178 76 11/14/78 1.28
179 55 11/13/00 1.86
180 79 04/10/50 1.20
181 119 03/23/35 1.39
182 119 03/25/52 1.33
183 119 12/25/68 1.30
184 120 07/04/93 1.36
185 117 05/30/82 1.23
186 116 12/03/09 1.35
187 116 11/02/83 1.29
188 118 03/09/98 1.21
189 114 12/18/69 1.47
190 118 10/12/08 1.24
191 118 01/02/21 1.24
193 299 10/04/79 1.29
194 115 02/15/45 2.17
195 118 03/16/29 1.20
196 116 05/29/58 1.33
197 116 04/17/41 1.38
198 114 11/21/64 1.95
199 113 03/31/66 1.27
200 115 02/04/32 1.26
201 112 06/13/84 1.84
202 68 05/16/51 1.46
203 109 07/08/25 1.23
204 74 08/07/54 1.39
205 107 02/12/06 1.22
207 119 11/18/83 1.20
208 119 06/28/44 1.28
209 143 12/21/43 1.26
210 119 08/16/64 1.28
211 119 10/25/46 1.23
212 120 10/19/85 1.21
213 120 03/15/57 1.57
214 50 04/16/18 1.19
215 43 05/14/78 1.36
217 110 09/19/50 1.25
218 110 12/01/39 1.35
219 120 02/19/92 1.31
220 111 08/18/07 1.20
216A 65 12/28/63 1.24
216B 65 06/02/07 1.24
Current Terms
Disclosure Maturity
Control # Balance Rate Date
1 4,668,143 8.100% 01/01/02
2 4,036,486 8.100% 01/01/02
3 1,582,423 9.900% 03/01/07
4 1,592,313 9.900% 03/01/17
5 4,129,340 8.490% 03/01/07
6 1,378,924 9.230% 01/01/17
7 5,592,326 8.480% 02/01/04
8 5,484,934 8.480% 02/01/04
9 3,080,552 8.480% 02/01/04
10 6,244,631 8.480% 02/01/04
11 1,192,123 8.750% 12/01/06
12 4,166,787 8.530% 03/01/07
13 4,963,769 8.630% 02/01/07
14 7,740,552 8.690% 01/01/04
15 3,121,545 9.130% 01/01/07
16 1,364,728 9.060% 02/01/07
17 2,162,789 8.540% 03/01/04
18 2,785,462 8.880% 02/01/07
19 9,755,353 8.750% 01/01/07
20 3,516,654 8.890% 01/01/04
21 842,016 8.890% 01/01/04
22 2,825,046 8.970% 11/01/06
23 5,463,060 8.970% 11/01/06
24 1,584,350 8.640% 01/01/07
25 994,630 9.340% 03/01/07
26 9,583,833 8.170% 03/01/02
27 3,561,813 8.390% 03/01/04
28 7,561,391 8.390% 03/01/04
29 1,918,288 9.310% 04/01/07
30 4,065,731 8.640% 04/01/07
31 3,633,535 8.300% 04/01/04
32 2,188,914 8.430% 03/01/07
33 2,687,918 8.340% 04/01/04
34 2,235,370 8.890% 04/01/07
35 2,120,333 8.270% 04/01/04
36 1,837,572 8.690% 04/01/07
37 1,391,279 8.520% 02/01/07
38 1,189,389 8.590% 02/01/07
39 4,179,553 8.600% 03/01/07
40 2,376,678 8.390% 04/01/02
41 4,572,040 9.300% 04/01/09
42 6,468,162 8.570% 03/01/07
43 6,528,782 9.220% 11/01/16
44 5,635,369 9.220% 11/01/16
45 4,398,337 9.220% 11/01/16
46 10,682,021 8.450% 04/01/09
47 4,948,129 9.220% 11/01/16
48 10,995,843 9.220% 11/01/16
49 3,377,295 9.220% 11/01/16
50 6,541,395 8.640% 04/01/04
51 6,467,119 8.920% 04/01/07
52 2,009,158 9.510% 11/01/06
53 1,087,517 8.330% 12/01/06
54 2,543,420 8.970% 03/01/12
55 8,140,291 8.940% 01/01/17
56 4,008,995 9.440% 12/01/16
57 4,746,847 9.440% 12/01/16
58 1,960,976 8.810% 11/01/06
59 3,251,720 9.460% 01/01/17
60 4,363,044 8.700% 12/01/06
61 14,862,347 8.470% 12/01/03
62 1,384,264 8.390% 12/01/06
63 5,443,456 8.330% 01/01/02
64 1,518,325 9.770% 01/01/17
65 4,782,795 8.880% 12/01/01
66 3,378,648 8.480% 01/01/04
67 3,069,137 8.530% 01/01/07
68 4,364,414 9.140% 02/01/12
69 5,356,741 8.450% 03/01/07
70 1,979,123 8.850% 12/01/06
71 3,472,883 9.400% 02/01/07
72 2,510,173 9.830% 02/01/17
73 1,643,359 8.860% 04/01/12
74 7,153,718 8.960% 04/01/07
75 1,837,389 8.600% 04/01/07
76 7,224,144 8.680% 05/01/07
77 2,383,736 9.630% 05/01/19
78 2,082,621 9.800% 05/01/17
79 982,665 9.060% 05/01/12
80 1,223,359 9.060% 05/01/12
81 6,977,664 9.220% 05/01/07
82 1,205,213 10.180% 05/01/12
83 1,993,069 8.820% 05/01/07
84 1,441,988 8.920% 05/01/12
85 12,756,723 8.940% 05/01/27
86 2,059,556 9.470% 05/01/07
87 4,503,516 8.540% 05/01/07
88 3,182,027 8.820% 05/01/07
89 1,156,166 9.050% 05/01/07
90 1,591,488 9.150% 05/01/07
91 1,472,191 9.200% 05/01/04
92 4,503,833 9.960% 11/01/16
93 2,446,251 8.750% 11/01/03
94 1,611,048 9.440% 01/01/07
95 1,734,401 8.540% 02/01/07
96 3,480,328 8.490% 02/01/07
97 3,575,192 8.510% 12/01/11
98 797,129 8.650% 05/01/02
99 1,787,124 9.480% 06/01/17
100 1,940,756 8.720% 06/01/07
101 3,583,295 8.850% 06/01/07
102 3,573,589 9.280% 06/01/17
103 2,553,276 9.120% 05/01/22
104 3,824,477 9.130% 05/01/04
105 5,044,359 8.470% 06/01/07
106 2,217,123 9.470% 01/01/17
107 2,562,009 9.470% 01/01/17
108 2,737,628 9.130% 01/01/17
109 6,269,979 9.690% 12/01/16
110 1,444,331 8.830% 12/01/16
111 1,340,451 8.380% 12/01/06
112 843,987 8.380% 12/01/06
113 1,489,390 8.380% 12/01/06
114 1,544,618 8.590% 01/01/07
115 2,009,339 8.800% 02/01/07
116 1,536,645 8.750% 02/01/04
117 2,502,082 8.370% 06/01/02
118 2,570,474 8.510% 05/01/07
119 2,985,544 8.620% 06/01/07
120 2,729,901 9.310% 06/01/17
121 1,737,210 9.310% 06/01/17
122 3,942,293 8.280% 06/01/04
123 2,242,771 8.280% 06/01/04
124 2,482,319 9.570% 06/01/17
125 2,587,553 8.660% 06/01/07
126 9,464,226 8.920% 06/01/07
127 1,739,916 9.460% 06/01/19
128 1,690,342 9.560% 06/01/19
129 3,234,819 8.810% 06/01/07
130 5,373,852 8.590% 06/01/04
131 5,639,124 9.570% 06/01/22
132 10,460,907 9.570% 06/01/22
133 11,734,353 8.570% 06/01/07
134 1,372,669 8.875% 02/01/09
135 1,316,107 10.350% 04/01/02
136 1,510,940 8.800% 10/01/02
137 1,716,540 8.830% 11/01/06
138 3,314,652 8.740% 11/01/06
139 2,219,710 9.700% 05/01/07
140 2,867,562 9.500% 10/01/06
141 4,040,278 9.625% 06/01/06
142 705,803 9.570% 08/01/06
143 1,297,885 8.910% 09/01/01
144 2,790,656 8.840% 09/01/06
145 2,176,751 10.320% 08/01/11
146 1,490,407 10.000% 09/01/11
147 1,666,903 10.000% 09/01/11
148 1,941,451 10.000% 09/01/11
149 2,422,371 9.450% 10/01/06
150 8,589,495 9.295% 10/01/06
151 7,337,074 8.330% 10/02/03
152 3,074,090 8.960% 11/01/06
153 3,742,787 8.930% 11/01/06
154 2,797,536 9.140% 11/01/03
155 0 9.375% 09/01/02
156 1,949,641 8.875% 10/01/05
157 1,775,423 9.625% 07/01/01
158 2,880,937 8.500% 12/01/15
159 1,822,599 9.125% 04/01/11
160 2,646,158 8.750% 03/01/06
161 1,595,064 9.250% 03/01/21
162 1,704,364 9.750% 07/01/03
163 2,276,223 8.910% 12/01/06
164 4,649,084 8.620% 12/01/03
165 2,551,625 9.100% 01/01/07
166 6,014,826 9.000% 02/01/04
167 6,135,149 9.190% 02/01/07
168 10,807,437 8.550% 03/01/07
169 5,159,342 8.600% 03/01/07
170 1,890,617 9.380% 04/01/07
171 5,427,763 8.720% 06/01/01
172 4,008,854 9.170% 07/01/06
173 3,616,513 9.040% 07/01/06
174 7,324,183 9.040% 07/01/03
175 6,562,702 8.990% 08/01/03
176 2,950,679 9.040% 07/01/06
177 5,798,948 8.710% 10/01/03
178 8,269,329 8.710% 10/01/03
179 4,456,410 8.700% 01/01/02
180 2,310,569 8.220% 01/01/04
181 5,873,648 8.970% 05/01/07
182 2,166,522 9.550% 05/01/07
183 2,927,719 9.260% 05/01/07
184 4,084,238 8.910% 06/01/07
185 3,654,074 8.680% 03/01/07
186 10,343,129 8.050% 01/31/07
187 3,701,670 8.720% 01/31/07
188 4,545,806 8.750% 04/01/07
189 7,955,697 8.600% 11/30/06
190 9,749,779 8.640% 04/01/27
191 5,369,666 8.880% 04/01/07
193 3,477,280 8.900% 05/01/22
194 1,982,869 8.780% 12/31/06
195 1,339,562 8.840% 04/01/27
196 2,574,523 8.750% 01/31/07
197 6,961,696 8.050% 01/31/07
198 2,824,049 8.890% 11/30/06
199 2,961,977 9.110% 10/31/06
200 1,448,642 8.450% 01/01/07
201 3,855,363 8.869% 09/30/06
202 2,517,187 8.030% 01/26/03
203 5,465,270 9.400% 06/26/06
204 2,433,945 9.130% 07/17/03
205 4,761,352 9.040% 03/27/06
207 3,619,286 9.040% 05/01/07
208 1,993,471 9.110% 05/01/07
209 2,018,011 8.840% 05/01/27
210 2,820,263 8.900% 05/01/07
211 1,990,179 9.230% 05/01/07
212 8,063,208 8.980% 06/01/07
213 2,488,588 8.950% 06/01/07
214 10,200,000 9.380% 08/01/01
215 10,633,714 9.380% 12/31/00
217 6,346,151 9.630% 07/31/06
218 1,690,738 9.730% 07/31/06
219 12,938,476 8.730% 05/01/22
220 4,660,180 9.310% 08/31/06
216A 2,710,760 8.680% 10/31/02
216B 322,376 8.920% 10/31/02
834,535,301
Disclosure Remaining
Control # Term P&I DSCR
1 50 04/26/95 1.26
2 50 12/14/86 1.44
3 112 12/24/41 1.44
4 232 03/30/42 1.61
5 112 04/13/87 1.25
6 230 01/19/35 1.41
7 75 03/04/18 1.20
8 75 11/27/15 1.21
9 75 02/04/65 1.20
10 75 12/16/31 1.26
11 109 11/04/25 1.32
12 112 10/27/92 1.37
13 111 02/25/09 1.23
14 74 05/25/70 1.33
15 110 02/20/73 1.34
16 111 10/07/31 1.69
17 76 03/20/48 1.58
18 111 01/07/61 1.47
19 110 09/18/21 1.42
20 74 10/30/80 1.40
21 74 05/09/19 1.33
22 108 10/15/63 1.27
23 108 10/19/22 1.25
24 110 09/07/35 1.26
25 112 02/04/23 1.32
26 52 09/10/96 1.32
27 76 08/07/74 1.22
28 76 05/15/58 1.25
29 113 06/20/45 1.61
30 113 11/26/88 1.28
31 77 06/04/75 1.24
32 112 01/05/46 1.23
33 77 01/01/56 1.23
34 113 03/25/51 1.99
35 77 11/21/43 1.26
36 113 06/07/41 1.53
37 111 07/10/29 1.24
38 111 08/26/26 1.32
39 112 03/25/89 1.28
40 53 11/06/50 1.36
41 137 04/14/08 1.28
42 112 09/19/37 1.21
43 228 05/23/66 1.54
44 228 08/16/43 1.64
45 228 02/04/12 1.45
46 137 12/12/29 1.25
47 228 02/08/26 1.61
48 228 03/30/80 1.65
49 228 01/26/86 1.55
50 77 11/24/46 1.25
51 113 11/09/44 1.36
52 108 08/05/48 1.47
53 109 11/26/23 1.44
54 172 01/26/72 1.86
55 230 01/22/83 1.32
56 229 07/22/03 1.40
57 229 08/13/22 1.41
58 108 10/08/42 1.34
59 230 12/24/83 1.26
60 109 03/15/96 1.35
61 73 12/10/22 1.28
62 109 07/30/30 1.22
63 50 07/13/19 1.49
64 230 01/17/40 1.55
65 49 12/14/09 1.31
66 74 06/10/71 1.26
67 110 07/05/68 1.39
68 171 04/02/02 1.39
69 112 07/19/18 1.30
70 109 05/21/45 1.30
71 111 01/20/83 1.66
72 231 05/18/66 1.43
73 173 11/22/35 1.37
74 113 11/19/64 1.32
75 113 02/14/41 1.25
76 114 02/28/55 1.29
77 258 01/01/60 1.35
78 234 09/20/54 1.41
79 174 10/22/22 1.25
80 174 05/24/28 1.27
81 114 03/31/57 1.26
82 174 05/07/36 1.35
83 114 05/08/43 1.34
84 174 02/04/33 1.29
85 354 06/18/80 1.43
86 114 05/24/49 1.36
87 114 07/03/95 1.20
88 114 06/10/72 1.29
89 114 08/31/25 1.27
90 114 03/17/37 1.51
91 78 07/23/34 1.36
92 228 09/02/20 1.52
93 72 09/16/55 1.31
94 110 09/06/38 1.26
95 111 09/15/38 1.31
96 111 08/11/73 1.69
97 169 11/08/75 1.34
98 54 01/26/17 1.32
99 235 11/13/45 1.83
100 115 10/13/43 1.26
101 115 09/13/81 1.35
102 235 06/17/90 1.37
103 294 07/22/59 1.20
104 78 04/12/89 1.31
105 115 03/23/06 1.46
106 230 04/18/57 1.35
107 230 03/18/66 1.48
108 230 02/11/69 1.45
109 229 09/24/64 1.45
110 229 10/08/35 1.21
111 109 02/07/28 1.42
112 109 09/10/17 1.31
113 109 03/24/31 1.35
114 110 08/25/34 1.48
115 111 09/14/43 1.26
116 75 11/20/34 1.26
117 55 03/15/52 1.29
118 114 05/12/54 1.38
119 115 10/19/66 1.30
120 235 03/31/69 1.82
121 235 01/24/44 1.78
122 79 07/29/81 1.20
123 79 05/28/46 1.20
124 235 02/10/64 1.41
125 115 01/31/58 1.29
126 115 08/20/12 1.30
127 259 03/16/43 1.41
128 259 04/13/42 1.44
129 115 07/07/73 1.27
130 79 12/11/19 1.28
131 289 11/11/36 1.54
132 290 10/07/53 1.75
133 115 05/18/49 1.32
134 135 02/07/44 1.36
135 53 07/02/34 1.48
136 59 01/11/35 1.44
137 108 08/01/42 1.28
138 108 07/18/74 1.31
139 114 11/11/57 1.73
140 107 05/14/69 1.51
141 103 01/18/99 1.24
142 105 03/12/17 1.39
143 46 12/27/29 1.47
144 106 02/06/61 1.34
145 165 02/04/56 1.46
146 166 02/27/40 1.31
147 166 11/29/44 1.21
148 166 04/23/52 1.37
149 107 05/15/58 1.45
150 107 06/27/04 1.32
151 71 05/06/53 1.60
152 108 03/13/71 1.68
153 108 06/23/86 1.25
154 72 11/27/70 1.35
155 0 09/23/52 1.17
156 95 02/16/43 1.55
157 44 06/26/43 1.18
158 217 04/11/71 1.92
159 161 11/05/53 1.38
160 100 10/08/60 1.62
161 280 02/05/38 1.56
162 68 05/29/40 1.17
163 109 06/14/52 1.47
164 73 08/27/04 1.27
165 110 08/23/59 1.41
166 75 05/07/39 1.30
167 111 03/12/44 1.43
168 112 11/11/40 1.32
169 112 08/06/15 1.43
170 113 01/05/45 1.30
171 43 10/25/17 1.46
172 104 06/18/90 1.70
173 104 09/09/80 1.27
174 68 06/03/63 1.47
175 69 09/13/45 1.34
176 104 11/01/65 1.22
177 71 06/07/25 1.24
178 71 11/14/78 1.28
179 50 11/13/00 1.86
180 74 04/10/50 1.20
181 114 03/23/35 1.39
182 114 03/25/52 1.33
183 114 12/25/68 1.30
184 115 07/04/93 1.36
185 112 05/30/82 1.23
186 110 12/03/09 1.35
187 110 11/02/83 1.29
188 113 03/09/98 1.21
189 108 12/18/69 1.47
190 353 10/12/08 1.24
191 113 01/02/21 1.24
193 293 10/04/79 1.29
194 109 02/15/45 2.17
195 353 03/15/29 1.20
196 110 05/29/58 1.33
197 110 04/17/41 1.38
198 108 11/21/64 1.95
199 107 03/31/66 1.27
200 110 02/04/32 1.26
201 106 06/13/84 1.84
202 62 05/16/51 1.46
203 103 07/07/25 1.23
204 68 08/07/54 1.39
205 100 02/12/06 1.22
207 114 11/18/83 1.20
208 114 06/27/44 1.28
209 354 12/21/43 1.26
210 114 08/16/64 1.28
211 114 10/25/46 1.23
212 115 10/18/85 1.21
213 115 03/15/57 1.57
214 45 07/25/25 1.19
215 37 05/14/78 1.36
217 104 09/19/50 1.25
218 104 12/01/39 1.35
219 294 02/19/92 1.31
220 105 08/18/07 1.20
216A 59 12/24/63 1.24
216B 59 06/02/07 1.24
Loan Level Detail Part II
Disclosure Property
Control # Name City
1 INT - The Crescent City Apartments Houston
2 INT - The Park Apartments Corpus
Christi
3 PP-Days Inn-Cody Cody
4 Days Inn-Norfolk Norfolk
5 Towne Center Apartments Gilbert
6 Ramada Limited - Austin Austin
7 Sunrise Commons Apartments Citrus
Heights
8 IRM-Meadow Lakes Apartments Modesto
9 Diablo View Apartments Concord
10 IRM-Glenbrook Apartments
Sacramento
11 Casa Del Sol Apartments
Victorville
12 Rush Creek Apartments Dallas
13 Northaven Apartments Dallas
14 Salvio Pacheco Square Concord
15 Roosevelt Center Carlsbad
16 Eastgate Square Shopping Center East
Palatka
17 Lochwood Apartments Dallas
18 Southpoint Apartments Phoenix
19 MacArthur Crossing Irving
20 Carondelet Building Clayton
21 Guild Building St. Louis
22 Lease-All Orangethorpe Anaheim
23 Lease-All Anaheim Anaheim
24 Westlake Business Center Westlake
Village
25 Oregon Building Salem
26 Riverview Apartments Santa Ana
27 Walnut Woods Apartments Turlock
28 Creekside Gardens Apartments Vacaville
29 Willowbrook Business Park Tigard
30 Callens Corner Phase II Fountain
Valley
31 Driftwood Apartments Tracy
32 Lincoln Village Apartments Phoenix
33 Country Glen Apartments
Sacramento
34 Mountain Park Apartments Atlanta
35 Foxworth Apartments
Carmichael
36 New Peachtree Apartments Chamblee
37 Ashdale Garden Apartments Austin
38 Western Apartments Trinidad
39 The Highlands Apartments Dallas
40 10 Corporate Park Irvine
41 SCO Training Facility Santa
Cruz
42 McCallum Meadows Apts. Dallas
43 Shilo Inn-Bend Bend
44 Shilo Inn-Coeur d'Alene Coeur
d'Alene
45 Shilo Inn-Nampa Nampa
46 Plaza Las Palmas Escondido
47 Shilo Inn-Tillamook Tillamook
48 Shilo Inn-Salt Lake City Salt Lake
City
49 Shilo Inn-Elko Elko
50 Crosspointe Plaza Naugatuck
51 Back Bay Court Newport
Beach
52 Park Central Capitol
Heights
53 Lindberg Station Atlanta
54 Westway Business Plaza Houston
55 Hastings Ranch Plaza Pasadena
56 Pirani Best Western - Airport Execute Seattle
57 Best Western - Federal Way Executel Federal
Way
58 Blue Mountain View Apartments Walla
Walla
59 Ramada Inn Austin
60 Waterford Marketplace San Jose
61 Union Square Shopping Center
Harrisburg
62 Club Secane Apartments Darby
Township
63 Bryton Hill Manor Apartments Pasadena
64 Greeley Super 8 Motel Greeley
65 Meridian Executive Center Miami
66 North View Business Center Oceanside
67 Palisades Business Park Plano
68 Maple Leaf Building Cambridge
69 Centlivre Village Apartments Ft. Wayne
70 Pinewood Place Mobile Home Park Tomball
71 Southbrooke Manor Edna
(Victoria)
72 Hampton Inn-Anderson Anderson
73 Creekview Apartments Cedar
Hill
74 The Marketplace in University City San Diego
75 Greenview Apartments Phoenix
76 Whitemarsh Shopping Center
Montgomery Cty
77 Hampton Inn - Houston Houston
78 Holiday Inn Express Temple
79 Telstar Apartments Dallas
80 Mill Run Apartments Dallas
81 Aldrich Plaza Howell
Township
82 Ho Jo Inn - Wilmington
Wilmington
83 Springwood Apartments
Greenville
84 Woodley Downs Apartments
Montgomery
85 Rowland Heights Shopping Ctr Rowland
Heights
86 Goose Creek Plaza S. C. Baytown
87 Oaks of Arlington Apartments Arlington
88 Quail Meadows Apartments Houston
89 Sherwood Court Apartments St Louis
90 Three Fountains Apartments Abilene
91 Avenel Blockbuster
Woodbridge
92 St. Augustine Beach Holiday Inn St.
Augustine Beach
93 Barkwood Apartments Houston
94 Wing Ong Plaza Phoenix
95 Parkside Aparments Mesa
96 Ridgeway Village Apartments Glendale
97 The Trails Apartments - Multifamily Dallas
98 Crestridge Apartments Dallas
99 Comfort Inn - Richardson
Richardson
100 Cherrywood Square Apartments Norcross
101 Elkins Park Square
Cheltenham
102 Fairfield Inn by Marriott
Chesapeake
103 Wildwood Apartments Decatur
104 Thunderbird Business Park Phoenix
105 Long Beach Avenue Los
Angeles
106 Ball Park Inn - Arlington Arlington
107 Best Western Inn Garland
108 Holiday Inn Express-Plano Plano
109 Quality Inn/Airport Salt Lake
City
110 Cinnamon Tree Apartments Cedar
City
111 BDR - Francis Court III - Multifamily Rialto
112 BDR - Francis Court IV - Multifamily Rialto
113 BDR - Francis Court V - Multifamily Rialto
114 Whispering Oaks Apartments Houston
115 BDR - Sierra Point Apartments Rialto
116 Falls of Maplewood Apts. Houston
117 Huntington Apartments Fort
Worth
118 Greenfield Apartments Baytown
119 Moors Landing Apartments Carney's
Point
120 Best Western - Park Suites Plano
121 Comfort Inn - Plano Plano
122 Parkwood Apartments Fairfield
123 Peachwood Apartments Fairfield
124 Days Inn-Union City Union
City
125 Riverview Manor Apartments Highland
Park
126 Kasco Industrial Portfolio El Paso
127 Best Western-Courtyard Inn Ft.
Atkinson
128 Super 8 - Whitewater
Whitewater
129 Pompano Plaza Pompano
Beach
130 Lincoln Menlo Phase VIII Menlo
Park
131 AAAAA Rent-A-Space - Foster City Foster
City
132 AAAAA Rent-A-Space - Colma Colma
133 Caruth Plaza Shopping Dallas
134 River Oaks Village Shopping Cr Hoover
135 Wyncove Apartments East
Point
136 Wyncreek Apartments Marietta
137 Brookside Apartments Decatur
138 Highland Point Shopping Center Highland
Village
139 Holiday Inn - St. Augustine St.
Augustine
140 Rustic Village Apartments Houston
141 Northrich Village Shopping Ctr
Richardson
142 2-8 Washington Avenue Chelsea
143 Riverview Apartments
Peterborough
144 Del Norte Apartments Los
Ranchos
145 Budgetel Inn - Atlanta Airport College
Park
146 Holiday Inn Express-Oakhurst Oakhurst
147 Holiday Inn Express-Mariposa Mariposa
148 Holiday Inn Express-Fresno Fresno
149 Flower Avenue Shopping Center Silver
Spring
150 Riverwalk Plaza South
Charleston
151 Ashley Gables Apartments Tampa
152 Plymouth Towne Apartments Plymouth
153 Brook Apartments
Albuquerque
154 Woodridge Plaza Shopping Ctr Houston
155 El Royale Apartments Rialto
156 Terrytown Village Apartments Gretna
157 Santa Fe Square San
Antonio
158 Lochhaven Apartments
Lauderhill
159 Valle Sereno Apartments El Paso
160 Landmark Towers Apartments
Plantation
161 Spring Ridge Apartments Dallas
162 Danubia Apartments McAllen
163 Harker Heights Shopping Center Killeen
164 Capitol Plaza Shopping Center
Montgomery
165 9343 North Loop East Houston
166 Belleview Plaza Shopping Ctr Fairfield
167 Enterprise Square Shopping Ctr Plano
168 Waverly Place Shopping Center Cary
169 Polo Grounds Shopping Center West Palm
Beach
170 Marshall Plaza Marshall
171 The Woods of Mandarin
Jacksonville
172 Kristopher Woods Apartments Clarkston
173 Lantern Ridge Apartments Marietta
174 The Thicket Apartments Decatur
175 Lakeside Villa Apartments Atlanta
176 Shoreham Apartments Albany
177 Tahoe North Apartments-Phase I Roswell
178 Tahoe North Apartments-PhaseII Roswell
179 Century American Insurance Blg Durham
180 Apopka Square Center Apopka
181 Castro Commons Prof. Center Mountain
View
182 Markham Building Gulfport
183 Morristown Plaza Shopping Ctr
Morristown
184 Atlantic Square Shopping Ctr. Pompano
Beach
185 264 Water Street New York
186 Banyan Bay Apartments Miami
187 Bentsen Grove Mission
188 Collegiate Suites
Blacksburg
189 Cottonwood Apartments Santa Fe
190 El Dorado/Pipers Cove Apartments Houston
191 Glen Apartments Falls
Church
193 Las Brisas Las
Cruces
194 Morningstar Self Storage Matthews
195 Oak Meadow Park North
Plains
196 Pepper Hill Apartments N.
Charleston
197 Pines of Green Run Virginia
Beach
198 Quail Hill Colorado
Springs
199 Stockdale Villa
Bakersfield
200 The Chalet
Greenville
201 Vista Village Boulder
202 Arizona Acres Mesa
203 Bonita Vista Apache
Junction
204 Country Club Tucson
205 Rock Shadows Apache
Junction
207 Sandy Lakes Apartments Las Vegas
208 Tuckertown Village S.
Kingstown
209 6550 Collins Miami
Beach
210 The Landings Apartments Kalamazoo
211 Claire Tower Columbia
212 Holden Crossing
Greensboro
213 West Chase Little
Rock
214 InnsbrookApartments
Northville
215 Holiday/Hampton Hampton
217 Springfield Apartments Redmond
218 Lakehurst Shurguard Mini-Storage Orlando
219 Boca / Deerfield Self Storage Boca
Raton
220 Devonshire Apartments Kirkland
216A Terrace View Baltimore
216B Terrace View Baltimore
Loan
Disclosure Property Status
Control # State Type Code (1)
1 TX MF
2 TX MF
3 WY LO
4 NE LO
5 AZ MF
6 TX LO
7 CA MF
8 CA MF B
9 CA MF
10 CA MF
11 CA MF
12 TX MF
13 TX MF
14 CA MU B
15 CA RT
16 FL RT
17 TX MF
18 AZ MF
19 TX RT
20 MO OF
21 MO OF
22 CA IN
23 CA IN
24 CA IN
25 OR OF
26 CA MF
27 CA MF
28 CA MF
29 OR RT
30 CA RT
31 CA MF
32 AZ MF
33 CA MF
34 GA MF
35 CA MF B
36 GA MF
37 TX MF
38 CO MF
39 TX MF
40 CA OF
41 CA OF
42 TX MF
43 OR LO
44 ID LO
45 ID LO
46 CA RT
47 OR LO
48 UT LO
49 NV LO
50 CT RT
51 CA RT
52 MD RT
53 GA MF
54 TX IN
55 CA RT
56 WA LO
57 WA LO
58 WA MF
59 TX LO
60 CA RT
61 PA RT
62 PA MF
63 TX MF
64 CO LO
65 FL OF
66 CA IN
67 TX IN
68 MA OF
69 IN MF
70 TX MH
71 TX HC
72 SC LO
73 TX MF
74 CA RT
75 AZ MF
76 PA RT
77 TX LO B
78 TX LO B
79 TX MF
80 TX MF
81 NJ RT
82 NC LO
83 SC MF
84 AL MF
85 CA RT
86 TX RT
87 TX MF
88 TX MF
89 MO MF
90 TX MF B
91 NJ RT
92 FL LO
93 TX MF
94 AZ RT
95 AZ MF
96 AZ MF
97 TX MF
98 TX MF B
99 TX LO
100 GA MF
101 PA RT
102 VA LO
103 GA MF
104 AZ IN
105 CA MF
106 TX LO
107 TX LO
108 TX LO
109 UT LO
110 UT MF
111 CA MF
112 CA MF
113 CA MF
114 TX MF
115 CA MF
116 TX MF
117 TX MF B
118 TX MF
119 NJ MF B
120 TX LO
121 TX LO
122 CA MF
123 CA MF B
124 GA LO
125 NJ MF
126 TX IN
127 WI LO
128 WI LO
129 FL RT
130 CA IN
131 CA SS
132 CA SS
133 TX RT
134 AL RT
135 GA MF
136 GA MF
137 GA MF
138 TX RT B
139 FL LO
140 TX MF
141 TX RT
142 MA MU
143 NH MF
144 NM MF
145 GA LO
146 CA LO
147 CA LO
148 CA LO
149 MD RT
150 WV RT
151 FL MF
152 MI HC
153 NM MF
154 TX RT
155 CA MF 5
156 LA MF B
157 TX MF B
158 FL MF B
159 TX MF
160 FL MF
161 TX MF
162 TX MF B
163 TX RT
164 AL RT
165 TX OF
166 AL RT
167 TX RT
168 NC RT
169 FL RT
170 MO RT
171 FL MF
172 GA MF
173 GA MF
174 GA MF
175 GA MF
176 GA MF
177 GA MF
178 GA MF
179 NC OF
180 FL RT
181 CA OF
182 MS OF
183 NJ RT
184 FL RT
185 NY MF B
186 FL MF
187 TX MH B
188 VA MF
189 NM MH
190 TX MF
191 VA MF
193 NM MH
194 NC SS
195 OR MH
196 SC MF
197 VA MF
198 CO MH
199 CA MH
200 TX MF
201 CO MH
202 AZ MH
203 AZ MH
204 AZ MH
205 AZ MH
207 NV MF
208 RI MH
209 FL RT
210 MI MF
211 SC MF
212 NC RT
213 AR RT
214 MI MF
215 VA LO
217 WA MF
218 FL SS
219 FL SS B
220 WA MF
216A MD MH
216B MD MH
HC - Health Care
IN - Industrial
LO - Lodging
MF - Multifamily
MH - Mobile Home
MU - Mixed Use
OF - Office
OT - Other
RT - Retail
SS - Self Storage
WH - Warehouse
(1) Legend:
A. P&I Adv - in Grace Period
B. P&I Adv - < one month delinq
1. P&I Adv - delinquent 1 month
2. P&I Adv - delinquent 2 months
3. P&I Adv - delinquent 3+ months
4. Mat. Balloon/Assumed P&I
Disclosure Number of Times
Control # Delinquent
1 30 60 90+
2 0 0 0
3 0 0 0
4 0 0 0
5 0 0 0
6 0 0 0
7 0 0 0
8 0 0 0
9 0 0 0
10 0 0 0
11 0 0 0
12 0 0 0
13 0 0 0
14 0 0 0
15 0 0 0
16 0 0 0
17 0 0 0
18 0 0 0
19 0 0 0
20 0 0 0
21 0 0 0
22 0 0 0
23 0 0 0
24 0 0 0
25 0 0 0
26 0 0 0
27 0 0 0
28 0 0 0
29 0 0 0
30 0 0 0
31 0 0 0
32 0 0 0
33 0 0 0
34 0 0 0
35 0 0 0
36 0 0 0
37 0 0 0
38 0 0 0
39 0 0 0
40 0 0 0
41 0 0 0
42 0 0 0
43 0 0 0
44 0 0 0
45 0 0 0
46 0 0 0
47 0 0 0
48 0 0 0
49 0 0 0
50 0 0 0
51 0 0 0
52 0 0 0
53 0 0 0
54 0 0 0
55 0 0 0
56 0 0 0
57 0 0 0
58 0 0 0
59 0 0 0
60 0 0 0
61 0 0 0
62 0 0 0
63 0 0 0
64 0 0 0
65 0 0 0
66 0 0 0
67 0 0 0
68 0 0 0
69 0 0 0
70 0 0 0
71 0 0 0
72 0 0 0
73 0 0 0
74 0 0 0
75 0 0 0
76 0 0 0
77 0 0 0
78 0 0 0
79 0 0 0
80 0 0 0
81 0 0 0
82 0 0 0
83 0 0 0
84 0 0 0
85 0 0 0
86 0 0 0
87 0 0 0
88 0 0 0
89 0 0 0
90 0 0 0
91 0 0 0
92 0 0 0
93 0 0 0
94 0 0 0
95 0 0 0
96 0 0 0
97 0 0 0
98 0 0 0
99 0 0 0
100 0 0 0
101 0 0 0
102 0 0 0
103 0 0 0
104 0 0 0
105 0 0 0
106 0 0 0
107 0 0 0
108 0 0 0
109 0 0 0
110 0 0 0
111 0 0 0
112 0 0 0
113 0 0 0
114 0 0 0
115 0 0 0
116 0 0 0
117 0 0 0
118 0 0 0
119 0 0 0
120 0 0 0
121 0 0 0
122 0 0 0
123 0 0 0
124 0 0 0
125 0 0 0
126 0 0 0
127 0 0 0
128 0 0 0
129 0 0 0
130 0 0 0
131 0 0 0
132 0 0 0
133 0 0 0
134 0 0 0
135 0 0 0
136 0 0 0
137 0 0 0
138 0 0 0
139 0 0 0
140 0 0 0
141 0 0 0
142 0 0 0
143 0 0 0
144 0 0 0
145 0 0 0
146 0 0 0
147 0 0 0
148 0 0 0
149 0 0 0
150 0 0 0
151 0 0 0
152 0 0 0
153 0 0 0
154 0 0 0
155 0 0 0
156 0 0 0
157 0 0 0
158 0 0 0
159 0 0 0
160 0 0 0
161 0 0 0
162 0 0 0
163 0 0 0
164 0 0 0
165 0 0 0
166 0 0 0
167 0 0 0
168 0 0 0
169 0 0 0
170 0 0 0
171 0 0 0
172 0 0 0
173 0 0 0
174 0 0 0
175 0 0 0
176 0 0 0
177 0 0 0
178 0 0 0
179 0 0 0
180 0 0 0
181 0 0 0
182 0 0 0
183 0 0 0
184 0 0 0
185 0 0 0
186 0 0 0
187 0 0 0
188 0 0 0
189 0 0 0
190 0 0 0
191 0 0 0
193 0 0 0
194 0 0 0
195 0 0 0
196 0 0 0
197 0 0 0
198 0 0 0
199 0 0 0
200 0 0 0
201 0 0 0
202 0 0 0
203 0 0 0
204 0 0 0
205 0 0 0
207 0 0 0
208 0 0 0
209 0 0 0
210 0 0 0
211 0 0 0
212 0 0 0
213 0 0 0
214 0 0 0
215 0 0 0
217 0 0 0
218 0 0 0
219 0 0 0
220 0 0 0
216A 0 0 0
216B 0 0 0
In Modifi- In
Disclosure Special cation Fore-
Control # Servicing Date closure
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
193
194
195
196
197
198
199
200
201
202
203
204
205
207
208
209
210
211
212
213
214
215
217
218
219
220
216A
216B
In
Disclosure Bank-
Control # ruptcy REO
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
193
194
195
196
197
198
199
200
201
202
203
204
205
207
208
209
210
211
212
213
214
215
217
218
219
220
216A
216B
Delinquent Loan Detail
Disclosure Paid Outstanding
Doc Thru Current P&I P&I
Control # Date Advance Advances**
187 10/01/97 30,622.77 30,622.77
185 10/01/97 30,101.00 30,101.00
219 10/01/97 106,702.08 106,702.08
8 10/01/97 42,060.69 42,060.69
14 10/01/97 61,851.33 61,851.33
35 10/01/97 15,925.86 15,925.86
123 10/01/97 16,838.77 16,838.77
77 10/01/97 21,916.76 21,916.76
78 10/01/97 19,987.98 19,987.98
90 10/01/97 13,591.87 13,591.87
98 10/01/97 6,236.55 6,236.55
117 10/01/97 19,068.96 19,068.96
119 10/01/97 24,399.89 24,399.89
156 10/01/97 15,347.32 15,347.32
157 10/01/97 15,513.01 15,513.01
158 10/01/97 25,433.34 25,433.34
162 10/01/97 14,405.00 14,405.00
138 10/01/97 26,883.07 26,883.07
Total 506,886.25 506,886.25
Disclosure Out. Property Special
Doc Protection Advance Servicer
Control # Advances Description (1) Transfer Date
187 0.00 B
185 0.00 B
219 0.00 B
8 0.00 B
14 0.00 B
35 0.00 B
123 0.00 B
77 0.00 B
78 0.00 B
90 0.00 B
98 0.00 B
117 0.00 B
119 0.00 B
156 0.00 B
157 0.00 B
158 0.00 B
162 0.00 B
138 0.00 B
Total 0.00 0
Disclosure
Doc Foreclosure Bankruptcy REO
Control # Date Date Date
187
185
219
8
14
35
123
77
78
90
98
117
119
156
157
158
162
138
Total
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
4. Matured Balloon/Assumed Scheduled Payment
Specially Serviced Loan Detail
Beginning
Disclosure Scheduled Interest Maturity
Control # Balance Rate Date
0
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
Specially
Disclosure Property Serviced
Control # Type Status Code (1) Comments
Modified Loan Detail
Disclosure Modification Modification
Control # Date Description
Realized Loss Detail
Dist. Disclosure Appraisal Appraisal
Date Control # Date Value
Current Total
Cumulative
* Aggregate liquidation expenses also include outstanding
P&I
advances and unpaid servicing fees, unpaid trustee fees,
etc..
Dist. Beginning Gross Proceeds
Date Scheduled Gross as a % of
Balance Proceeds Sched Principal
Current Total
Cumulative
Aggregate Net
Dist. Liquidation Liquidation
Date Expenses * Proceeds
Current Total
Cumulative
Net Proceeds
Dist. as a % of Realized
Date Sched. Balance Loss
Current Total
Cumulative
Distribution Delinq 1 Month Delinq 2 Months Delinq 3+
Months
Date # Balance # Balance #
Balance
11/18/97 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
10/20/97 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
9/18/97 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
8/18/97 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
7/18/97 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
1/0/00 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
1/0/00 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
1/0/00 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
1/0/00 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
1/0/00 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
1/0/00 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
1/0/00 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
1/0/00 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
1/0/00 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
1/0/00 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
1/0/00 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
07/16/97 - 07:15 (A563-A577) 1997 LaSalle National Bank
Foreclosure/
Distribution Bankruptcy REO
Modifications
Date # Balance # Balance #
Balance
11/18/97 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
10/20/97 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
9/18/97 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
8/18/97 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
7/18/97 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
1/0/00 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
1/0/00 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
1/0/00 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
1/0/00 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
1/0/00 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
1/0/00 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
1/0/00 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
1/0/00 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
1/0/00 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
1/0/00 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
1/0/00 0 0 0 0 0
0
0.00% 0.000% 0.00% 0.000% 0.00%
0.000%
Distribution Prepayments Curr Weighted Avg.
Date # Balance Coupon Remit
11/18/97 1 2465294 8.9401% 8.8903%
0.46% 0.294%
10/20/97 0 0 8.8928% 8.8432%
0.00% 0.000%
9/18/97 0 0 8.9402% 8.8904%
0.00% 0.000%
8/18/97 0 0 8.9403% 8.8904%
0.00% 0.000%
7/18/97 0 0 8.8930% 8.8433%
0.00% 0.000%
1/0/00 0 0 0.0000% 0.0000%
0.00% 0.000%
1/0/00 0 0 0.0000% 0.0000%
0.00% 0.000%
1/0/00 0 0 0.0000% 0.0000%
0.00% 0.000%
1/0/00 0 0 0.0000% 0.0000%
0.00% 0.000%
1/0/00 0 0 0.0000% 0.0000%
0.00% 0.000%
1/0/00 0 0 0.0000% 0.0000%
0.00% 0.000%
1/0/00 0 0 0.0000% 0.0000%
0.00% 0.000%
1/0/00 0 0 0.0000% 0.0000%
0.00% 0.000%
1/0/00 0 0 0.0000% 0.0000%
0.00% 0.000%
1/0/00 0 0 0.0000% 0.0000%
0.00% 0.000%
1/0/00 0 0 0.0000% 0.0000%
0.00% 0.000%
1/0/00 0 0 0.0000% 0.0000%
0.00% 0.000%
1/0/00 0 0 0.0000% 0.0000%
0.00% 0.000%
Distribution of Principal Balances
Current Number Based
Scheduled of Scheduled on
Balances Loans Balance
Balance
$0to $250,000 0 0.00
0.00%
$250,000to $750,000 2 1,028,179.38
0.12%
$750,000to $1,250,000 11 11,514,194.08
1.38%
$1,250,000to $1,750,000 34 51,963,803.11
6.23%
$1,750,000to $2,250,000 30 60,509,515.61
7.25%
$2,250,000to $2,750,000 24 60,605,366.72
7.26%
$2,750,000to $3,250,000 18 53,179,599.41
6.37%
$3,250,000to $3,750,000 18 63,531,213.69
7.61%
$3,750,000to $4,750,000 24 102,774,046.60
12.32%
$4,750,000to $5,750,000 17 89,911,307.36
10.77%
$5,750,000to $6,750,000 12 75,251,489.87
9.02%
$6,750,000to $7,750,000 8 58,280,421.26
6.98%
$7,750,000to $8,750,000 5 41,018,021.53
4.92%
$8,750,000to $9,750,000 3 28,797,837.42
3.45%
$9,750,000to $10,750,000 6 62,075,125.14
7.44%
$10,750,000to $11,750,000 3 33,537,633.03
4.02%
$11,750,000to $12,750,000 0 0.00
0.00%
$12,750,000to $13,750,000 2 25,695,199.40
3.08%
$13,750,000to $14,750,000 0 0.00
0.00%
$14,750,000& Above 1 14,862,347.40
1.78%
Total 218 34,535,301.01
100.00%
Average Scheduled Balance is 3,810,663
Maximum Scheduled Balance is 14,862,347
Minimum Scheduled Balance is 322,376
Distribution of Property Types
Number Based
of Scheduled on
Property Types Loans Balance Balance
Multifamily 98 335,741,631.41 40.23%
Retail 41 212,460,546.76 25.46%
Lodging 35 116,304,951.83 13.94%
Mobile Home 15 48,299,083.23 5.79%
Industrial 9 37,526,215.01 4.50%
Office 11 36,497,430.75 4.37%
Self Storage 5 32,712,114.28 3.92%
Mixed Use 2 8,446,354.57 1.01%
Health Care 2 6,546,973.17 0.78%
Total 218 834,535,301.01 100.00%
Geographic Distribution
Number Based
of Scheduled on
Geographic Location Loans Balance Balance
California 41 187,754,813 22.50%
Texas 54 178,305,840 21.37%
Florida 16 72,942,319 8.74%
Georgia 17 57,388,356 6.88%
Arizona 12 36,769,112 4.41%
Virginia 5 31,084,470 3.72%
Pennsylvania 4 27,054,050 3.24%
North Carolina 5 26,515,137 3.18%
Washington 5 21,723,148 2.60%
Utah 3 18,710,153 2.24%
New Mexico 4 17,966,419 2.15%
New Jersey 5 16,950,672 2.03%
Michigan 3 16,094,352 1.93%
Oregon 5 15,729,392 1.88%
Alabama 4 13,478,567 1.62%
Idaho 2 10,033,706 1.20%
Colorado 4 9,387,126 1.12%
South Carolina 4 9,067,945 1.09%
West Virginia 1 8,589,495 1.03%
Maryland 4 7,464,665 0.89%
Missouri 4 7,405,453 0.89%
Nevada 2 6,996,581 0.84%
Connecticut 1 6,541,395 0.78%
Indiana 1 5,356,741 0.64%
Massachusetts 2 5,070,217 0.61%
New York 1 3,654,074 0.44%
Wisconsin 2 3,430,258 0.41%
Arkansas 1 2,488,588 0.30%
Mississippi 1 2,166,522 0.26%
Rhode Island 1 1,993,471 0.24%
Other 4 6,422,262 0.77%
Total 218 834,535,301 100.00%
Distribution of Mortgage Interest Rates
Current
Mortgage Number Based
Interest of Scheduled on
Rate Loans Balance Balance
8.000%or less 0 0 0.00%
8.000%to 8.125% 5 28,526,641 3.42%
8.125%to 8.375% 11 42,891,380 5.14%
8.375%to 8.625% 41 179,470,685 21.51%
8.625%to 8.875% 46 167,931,306 20.12%
8.875%to 9.125% 43 167,591,595 20.08%
9.125%to 9.375% 29 112,015,865 13.42%
9.375%to 9.625% 25 91,906,632 11.01%
9.625%to 9.875% 9 26,725,798 3.20%
9.875%to 10.125% 6 12,777,330 1.53%
10.125%to 10.375% 3 4,698,070 0.56%
10.375%to 10.625% 0 0 0.00%
10.625%to 10.875% 0 0 0.00%
10.875%to 11.125% 0 0 0.00%
11.125%& Above 0 0 0.00%
Total 218 834,535,301 100.00%
W/Avg Mortgage Interest Rate is 8.8927%
Minimum Mortgage Interest Rate is 8.0300%
Maximum Mortgage Interest Rate is 10.3500%
Loan Seasoning
Number Based
of Scheduled on
Number of Years Loans Balance Balance
1 year or less 176 679,078,756 81.37%
1+ to 2 years 38 149,307,187 17.89%
2+ to 3 years 3 4,776,688 0.57%
3+ to 4 years 1 1,372,669 0.16%
4+ to 5 years 0 0 0.00%
5+ to 6 years 0 0 0.00%
6+ to 7 years 0 0 0.00%
7+ to 8 years 0 0 0.00%
8+ to 9 years 0 0 0.00%
9+ to 10 years 0 0 0.00%
10 years or more 0 0 0.00%
Total 218 834,535,301 100.00%
Weighted Average Seasoning is 0.8
Distribution of Amortization Type
Number Based
of Scheduled on
Amortization Type Loans Balance Balance
Fully Amortizing 39 129,965,621 15.57%
Amortizing Balloon 179 704,569,680 84.43%
Total 218 834,535,301 100.00%
Distribution of Remaining Term
Fully Amortizing Number Based
Fully Amortizing of Scheduled on
Mortgage Loans Loans Balance Balance
60 months or less 0 0 0.00%
61 to 120 months 1 1,582,423 0.19%
121 to 180 months 4 6,943,900 0.83%
181 to 240 months 26 91,899,654 11.01%
241 to 360 months 8 29,539,644 3.54%
Total 39 129,965,621 15.57%
Weighted Average Months to Maturity is 237
Distribution of Remaining Term
Balloon Loans
Number Based
Balloon of Scheduled on
Mortgage Loans Loans Balance Balance
12 months or less 0 0 0.00%
13 to 24 months 0 0 0.00%
25 to 36 months 0 0 0.00%
37 to 48 months 5 29,334,786 3.52%
49 to 60 months 13 44,507,193 5.33%
61 to 120 months 143 548,024,307 65.67%
121 to 180 months 12 35,760,550 4.29%
181 to 240 months 6 46,942,843 5.63%
Total 179 704,569,680 84.43%
Weighted Average Months to Maturity is
112
Distribution of DSCR
Number Based
Debt Service of Scheduled on
Coverage Ratio (1) Loans Balance Balance
0.500or less 0 0 0.00%
0.500to 0.625 0 0 0.00%
0.625to 0.750 0 0 0.00%
0.750to 0.875 0 0 0.00%
0.875to 1.000 0 0 0.00%
1.000to 1.125 0 0 0.00%
1.125to 1.250 43 177,455,112 21.26%
1.250to 1.375 94 367,449,113 44.03%
1.375to 1.500 45 163,383,689 19.58%
1.500to 1.625 17 54,502,023 6.53%
1.625to 1.750 9 44,712,712 5.36%
1.750to 1.875 6 17,109,427 2.05%
1.875to 2.000 3 7,940,356 0.95%
2.000to 2.125 0 0 0.00%
2.125& above 1 1,982,869 0.24%
Unknown 0 0 0.00%
Total 218 834,535,301 100.00%
Weighted Average Debt Service Coverage Ratio is 1.370
(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 Based
of Scheduled on
NOI Date Loans Balance Balance
1 year or less 0 0 0.00%
1 to 2 years 0 0 0.00%
2 Years or More 0 0 0.00%
Unknown 218 834,535,301 100.00%
Total 218 834,535,301 100.00%
|
|