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Previous: GABELLI FUNDS INC ET AL, SC 13D/A, 1997-10-02 |
Next: BIOJECT MEDICAL TECHNOLOGIES INC, S-8, 1997-10-02 |
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: September 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 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 September 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
September 18, 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: September 24, 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: 09/18/97
Payment Date: 09/18/97
Prior Payment: 08/18/97
Record Date: 08/29/97
WAC: 8.940248%
WAMM: 133
Original Opening
Principal
Class Face Value (1) Balance Payment
CUSIP Per $1,000 Per $1,000 Per
$1,000
A-1 251,675,000.00 250,168,023.38
744,509.29
589929MU9 1000.000000000 994.012211702
2.958217105
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 1,176,167,902.76
0.00
589929NB0 1000.000000000 997.444030177
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
840,787,856.00 839,280,879.38
744,509.29
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 0.00 249,423,514.09
589929MU9 0.000000000 0.000000000
991.053994596
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 1,174,678,884.18
589929NB0 0.000000000 0.000000000
996.181274502
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 0.00 838,536,370.09
Total P&I Payment 6,961,439.36
Interest Interest Pass-Through
Class Payment Adjustment Rate (2)
CUSIP Per $1,000 Per $1,000 Next Rate
(3)
A-1 1,448,889.80 0.00
6.95000000%
589929MU9 5.756987385 0.000000000 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 1,280,178.11 0.00
1.30611771%
589929NB0 1.085649430 0.000000000
1.27280833%
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 123,680.95 (1,036.86)
7.12000000%
589929NG9 5.884005580 -0.049327645 Fixed
R-III 0.00 0.00
9ABSA575 0.000000000 0.000000000
6,216,930.07 (1,036.86)
Original Opening Principal
Class Face Value (1) Balance Payment
CUSIP Per $1,000 Per $1,000 Per $1,000
P 251,675,000.00 250,168,023.38 744,509.29
None 1000.000000000 994.012211702 2.958217105
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-1 840,787,856.00 839,280,879.38 0.00
None 1000.000000000 998.207661291 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
840,787,856.00 839,280,879.38 744,509.29
Principal Negative Closing
Class Adj. or Loss Amortization Balance
CUSIP Per $1,000 Per $1,000 Per $1,000
P 0.00 0.00 249,423,514.09
None 0.000000000 0.000000000 991.053994596
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 0.00 838,536,370.09
None 0.000000000 0.000000000 997.322171230
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 0.00 838,536,370.09
Interest Interest Pass-Through
Class Payment Adjustment Rate (2)
CUSIP Per $1,000 Per $1,000 Next Rate (3)
P 1,484,330.27 0.00 7.12000000%
None 5.897805781 0.000000000 Fixed
Q 514,532.73 0.00 7.12000000%
None 5.933333295 0.000000000 Fixed
R 1,509,208.60 0.00 7.12000000%
None 5.933333333 0.000000000 Fixed
IO-1 1,238,233.72 0.00 1.77042095%
None 1.472706475 0.000000000 1.72316242%
S 274,375.13 0.00 7.12000000%
None 5.933333261 0.000000000 Fixed
T 274,381.07 0.00 7.12000000%
None 5.933333405 0.000000000 Fixed
U 249,431.40 0.00 7.12000000%
None 5.933333333 0.000000000 Fixed
V 99,774.93 0.00 7.12000000%
None 5.933333135 0.000000000 Fixed
W 299,318.87 0.00 7.12000000%
None 5.933333399 0.000000000 Fixed
X 49,887.47 0.00 7.12000000%
None 5.933333730 0.000000000 Fixed
Y 99,774.93 0.00 7.12000000%
None 5.933333135 0.000000000 Fixed
Z 123,680.95 (1,036.86) 7.12000000%
None 5.884005580 -0.049327645 Fixed
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 840,787,856.00 839,280,879.38 744,509.29
None 1000.000000000 998.207661291 0.885490061
R-I 0.00 0.00 0.00
9ABSA577 1000.000000000 0.000000000 0.000000000
840,787,856.00 839,280,879.38 744,509.29
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
838,536,370.09
None 0.000000000 0.000000000
997.322171230
R-I 0.00 0.00
0.00
9ABSA577 0.000000000 0.000000000
0.000000000
0.00 0.00
838,536,370.09
Total P&I Payment 6,961,439.36
Interest Interest Pass-Through
Class Payment Adjustment Rate (2)
CUSIP Per $1,000 Per $1,000 Next Rate (3)
Regular Int 6,216,930.07 (1,036.86) 8.89042095%
None 7.394172056 -0.001233200 8.84316242%
R-I 0.00 0.00
9ABSA577 0.000000000 0.000000000
6,216,930.07 (1,036.86)
Other Related Information
Aggregate Pool Summary
Stated Principal Balance Of The Mortgage
Pool Prior to Current Distribution Date:
839,280,879.67
Stated Principal Balance Of The Mortgage
Pool Subsequent to Current Distribution Date:
838,536,370.38
Available Distribution Amount
6,961,439
Beginning Loan Count:
219
Ending Count:
219
Weighted Average Remaining Term To Maturity:
133
Weighted Average Mortgage Rate:
8.94025%
Weighted Average Effective Net Mortgage Rate:
8.89042%
Aggregate Pool Interest Summary
Component Current Shortfall
Gross 6,059,849.26 0.00
Servicing 30,044.53 0.00
Trustee 3,391.76 0.00
Remittance 6,026,412.97 0.00
Less PPIS 0.00
Less Int on Adv (1,036.86)
Less Special Serv 0.00
Plus Penalties 0.00
Net Remittance 6,025,376.11
Aggregate Pool Interest Summary
Component Delinquent Total Rate
Gross 192,967.06 6,252,816.32 8.940248%
Servicing 1,307.86 31,352.39 0.044828%
Trustee 105.24 3,497.00 0.005000%
Remittance 191,553.96 6,217,966.93 8.890421%
Less PPIS 0.00
Less Int on Adv (1,036.86)
Less Special Serv 0.00
Plus Penalties 0.00
Net Remittance 6,025,376.11
Advance Summary
Master Servicer P&I Advances Made (Current Period):
211,760.29
Master Servicer Unreimbursed P&I Advances Outstanding
211,760.29
Interest Accrued & Payable To Master Servicer
In Respect Of Advances Made
1,036.86
Servicing Fee Breakdown
Current Period Accrued Servicing Fees
31,352.39
Less Delinquent Servicing Fees
(1,307.86)
Plus Additional Servicing Fees
0.00
Less Reductions To Servicing Fees
0.00
Total Servicing Fees Collected
30,044.53
Allocation Of Interest Shortfalls, Losses & Expenses
Accrued Prepayment Beginning
Certificate Interest Unpaid
Class Interest Shortfall Interest
A-1 1,448,889.80 0.00 0.00
A-2 508,028.81 0.00 0.00
A-3 1,509,208.60 0.00 0.00
IO 1,280,178.11 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 0.00
6,217,966.93 0.00 0.00
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 1,448,889.80 0.00
A-2 508,028.81 0.00
A-3 1,509,208.60 0.00
IO 1,280,178.11 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 124,717.81 0.00
6,217,966.93 0.00
Aggregate Pool Principal Allocation Summary
Balance
Count
Beginning Pool : 839,280,879.67
219.00
Scheduled Prin Pmts (Non Balloon): 729,242.52
Assumed Scheduled Payments: 0.00
Partial Prepayments: 15,266.77
Payoffs: 0.00
0.00
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 : 838,536,370.38
219.00
Current Period Listing Of Liquidating Loans
Beginning Principal Ending
Loan Number Balance Amount
Balance
Maturity Prepayment
Loan Number Date Premium
Class Principal Balance Information
Class Class
Principal Prepayment Prepayment
Class Balance Amount Percentage
A-1 250,168,023.38 744,509.29 100.000%
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%
839,280,879.38 744,509.29 100.000%
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-1 729,242.52 15,266.77 744,509.29
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
840,787,856
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 4,674,687 8.100%
01/01/02
2 4,045,425 8.100%
01/01/02
3 1,586,926 9.900%
03/01/07
4 1,596,844 9.900%
03/01/17
5 4,134,615 8.490%
03/01/07
6 1,383,270 9.230%
01/01/17
7 5,599,539 8.480%
02/01/04
8 5,492,009 8.480%
02/01/04
9 3,084,525 8.480%
02/01/04
10 6,252,686 8.480%
02/01/04
11 1,193,602 8.750%
12/01/06
12 4,175,267 8.530%
03/01/07
13 4,972,024 8.630%
02/01/07
14 7,752,787 8.690%
01/01/04
15 3,127,410 9.130%
01/01/07
16 1,367,299 9.060%
02/01/07
17 2,167,183 8.540%
03/01/04
18 2,788,777 8.880%
02/01/07
19 9,774,837 8.750%
01/01/07
20 3,523,522 8.890%
01/01/04
21 843,660 8.890%
01/01/04
22 2,829,361 8.970%
11/01/06
23 5,471,005 8.970%
11/01/06
24 1,587,571 8.640%
01/01/07
25 996,004 9.340%
03/01/07
26 9,596,886 8.170%
03/01/02
27 3,566,455 8.390%
03/01/04
28 7,571,246 8.390%
03/01/04
29 1,921,699 9.310%
04/01/07
30 4,072,063 8.640%
04/01/07
31 3,638,321 8.300%
04/01/04
32 2,191,744 8.430%
03/01/07
33 2,691,430 8.340%
04/01/04
34 2,239,628 8.890%
04/01/07
35 2,123,143 8.270%
04/01/04
36 1,841,187 8.690%
04/01/07
37 1,393,073 8.520%
02/01/07
38 1,191,806 8.590%
02/01/07
39 4,184,775 8.600%
03/01/07
40 2,380,551 8.390%
04/01/02
41 4,580,183 9.300%
04/01/09
42 6,476,292 8.570%
03/01/07
43 6,549,766 9.220%
11/01/16
44 5,653,482 9.220%
11/01/16
45 4,412,474 9.220%
11/01/16
46 10,699,375 8.450%
04/01/09
47 4,964,033 9.220%
11/01/16
48 11,031,184 9.220%
11/01/16
49 3,388,149 9.220%
11/01/16
50 6,554,369 8.640%
04/01/04
51 6,476,688 8.920%
04/01/07
52 2,012,770 9.510%
11/01/06
53 1,089,858 8.330%
12/01/06
54 2,557,882 8.970%
03/01/12
55 8,152,590 8.940%
01/01/17
56 4,021,423 9.440%
12/01/16
57 4,761,562 9.440%
12/01/16
58 1,963,399 8.810%
11/01/06
59 3,261,682 9.460%
01/01/17
60 4,369,983 8.700%
12/01/06
61 14,888,174 8.470%
12/01/03
62 1,387,215 8.390%
12/01/06
63 5,455,080 8.330%
01/01/02
64 1,522,802 9.770%
01/01/17
65 4,792,228 8.880%
12/01/01
66 3,383,039 8.480%
01/01/04
67 3,075,485 8.530%
01/01/07
68 4,372,533 9.140%
02/01/12
69 5,367,785 8.450%
03/01/07
70 1,983,045 8.850%
12/01/06
71 3,479,075 9.400%
02/01/07
72 2,517,449 9.830%
02/01/17
73 1,645,291 8.860%
04/01/12
74 7,167,188 8.960%
04/01/07
75 1,841,056 8.600%
04/01/07
76 7,232,887 8.680%
05/01/07
77 2,389,244 9.630%
05/01/19
78 2,088,508 9.800%
05/01/17
79 984,470 9.060%
05/01/12
80 1,225,606 9.060%
05/01/12
81 6,985,223 9.220%
05/01/07
82 1,211,242 10.180%
05/01/12
83 1,995,413 8.820%
05/01/07
84 1,444,699 8.920%
05/01/12
85 12,771,364 8.940%
05/01/27
86 2,063,092 9.470%
05/01/07
87 4,509,122 8.540%
05/01/07
88 3,188,106 8.820%
05/01/07
89 1,157,463 9.050%
05/01/07
90 1,594,369 9.150%
05/01/07
91 1,474,834 9.200%
05/01/04
92 4,517,058 9.960%
11/01/16
93 2,451,218 8.750%
11/01/03
94 1,613,927 9.440%
01/01/07
95 1,737,954 8.540%
02/01/07
96 3,484,808 8.490%
02/01/07
97 3,579,847 8.510%
12/01/11
98 798,100 8.650%
05/01/02
99 1,792,335 9.480%
06/01/17
100 1,944,494 8.720%
06/01/07
101 3,590,051 8.850%
06/01/07
102 3,584,275 9.280%
06/01/17
103 2,557,920 9.120%
05/01/22
104 3,831,422 9.130%
05/01/04
105 5,050,682 8.470%
06/01/07
106 2,223,907 9.470%
01/01/17
107 2,569,848 9.470%
01/01/17
108 2,746,362 9.130%
01/01/17
109 6,288,829 9.690%
12/01/16
110 1,449,154 8.830%
12/01/16
111 1,342,242 8.380%
12/01/06
112 845,115 8.380%
12/01/06
113 1,491,380 8.380%
12/01/06
114 1,547,783 8.590%
01/01/07
115 2,011,769 8.800%
02/01/07
116 1,539,689 8.750%
02/01/04
117 2,505,282 8.370%
06/01/02
118 2,573,694 8.510%
05/01/07
119 2,991,389 8.620%
06/01/07
120 2,738,034 9.310%
06/01/17
121 1,742,385 9.310%
06/01/17
122 3,947,428 8.280%
06/01/04
123 2,245,692 8.280%
06/01/04
124 2,489,476 9.570%
06/01/17
125 2,592,586 8.660%
06/01/07
126 9,478,695 8.920%
06/01/07
127 1,743,997 9.460%
06/01/19
128 1,694,251 9.560%
06/01/19
129 3,240,958 8.810%
06/01/07
130 5,384,423 8.590%
06/01/04
131 5,658,924 9.570%
06/01/22
132 10,498,977 9.570%
06/01/22
133 11,748,764 8.570%
06/01/07
134 1,384,453 8.875%
02/01/09
135 1,318,576 10.350%
04/01/02
136 1,514,334 8.800%
10/01/02
137 1,722,323 8.830%
11/01/06
138 3,320,759 8.740%
11/01/06
139 2,225,430 9.700%
05/01/07
140 2,872,772 9.500%
10/01/06
141 4,047,732 9.625%
06/01/06
142 707,093 9.570%
08/01/06
143 1,300,492 8.910%
09/01/01
144 2,794,139 8.840%
09/01/06
145 2,180,245 10.320%
08/01/11
146 1,494,848 10.000%
09/01/11
147 1,671,869 10.000%
09/01/11
148 1,947,236 10.000%
09/01/11
149 2,426,807 9.450%
10/01/06
150 8,605,621 9.295%
10/01/06
151 7,347,127 8.330%
10/02/03
152 3,080,127 8.960%
11/01/06
153 3,750,172 8.930%
11/01/06
154 2,806,615 9.140%
11/01/03
155 2,466,816 9.375%
09/01/02
156 1,952,281 8.875%
10/01/05
157 1,778,670 9.625%
07/01/01
158 2,892,074 8.500%
12/01/15
159 1,834,085 9.125%
04/01/11
160 2,651,901 8.750%
03/01/06
161 1,598,268 9.250%
03/01/21
162 1,706,166 9.750%
07/01/03
163 2,280,691 8.910%
12/01/06
164 4,658,642 8.620%
12/01/03
165 2,556,442 9.100%
01/01/07
166 6,026,269 9.000%
02/01/04
167 6,144,844 9.190%
02/01/07
168 10,826,618 8.550%
03/01/07
169 5,169,725 8.600%
03/01/07
170 1,893,421 9.380%
04/01/07
171 5,434,868 8.720%
06/01/01
172 4,013,617 9.170%
07/01/06
173 3,620,922 9.040%
07/01/06
174 7,333,112 9.040%
07/01/03
175 6,570,717 8.990%
08/01/03
176 2,954,276 9.040%
07/01/06
177 5,806,318 8.710%
10/01/03
178 8,279,839 8.710%
10/01/03
179 4,465,381 8.700%
01/01/02
180 2,315,589 8.220%
01/01/04
181 5,883,055 8.970%
05/01/07
182 2,169,586 9.550%
05/01/07
183 2,932,129 9.260%
05/01/07
184 4,090,815 8.910%
06/01/07
185 3,661,335 8.680%
03/01/07
186 10,355,278 8.050%
01/31/07
187 3,709,038 8.720%
01/31/07
188 4,550,092 8.750%
04/01/07
189 7,963,845 8.600%
11/30/06
190 9,761,769 8.640%
04/01/27
191 5,378,493 8.880%
04/01/07
193 3,483,892 8.900%
05/01/22
194 1,986,300 8.780%
12/31/06
195 1,341,144 8.840%
04/01/27
196 2,578,974 8.750%
01/31/07
197 6,969,875 8.050%
01/31/07
198 2,828,862 8.890%
11/30/06
199 2,964,623 9.110%
10/31/06
200 1,451,319 8.450%
01/01/07
201 3,859,079 8.869%
09/30/06
202 2,520,434 8.030%
01/26/03
203 5,469,864 9.400%
06/26/06
204 2,436,154 9.130%
07/17/03
205 4,765,892 9.040%
03/27/06
207 3,625,956 9.040%
05/01/07
208 1,995,680 9.110%
05/01/07
209 2,020,375 8.840%
05/01/27
210 2,825,581 8.900%
05/01/07
211 1,993,723 9.230%
05/01/07
212 8,078,090 8.980%
06/01/07
213 2,493,204 8.950%
06/01/07
214 10,200,000 9.380%
08/01/01
215 10,667,665 9.380%
12/31/00
217 6,352,627 9.630%
07/31/06
218 1,692,009 9.730%
07/31/06
219 12,963,353 8.730%
05/01/22
220 4,665,235 9.310%
08/31/06
216A 2,717,585 8.680%
10/31/02
216B 322,919 8.920%
10/31/02 838,536,370
Disclosure Remaining
Control # Term P&I
DSCR
1 52 04/26/95
1.26
2 52 12/14/86
1.44
3 114 12/24/41
1.44
4 234 03/30/42
1.61
5 114 04/13/87
1.25
6 232 01/19/35
1.41
7 77 03/05/18
1.20
8 77 11/27/15
1.21
9 77 02/04/65
1.20
10 77 12/16/31
1.26
11 111 11/04/25
1.32
12 114 10/27/92
1.37
13 113 02/25/09
1.23
14 76 05/25/70
1.33
15 112 02/20/73
1.34
16 113 10/07/31
1.69
17 78 03/20/48
1.58
18 113 01/07/61
1.47
19 112 09/18/21
1.42
20 76 10/30/80
1.40
21 76 05/09/19
1.33
22 110 10/15/63
1.27
23 110 10/19/22
1.25
24 112 09/07/35
1.26
25 114 02/04/23
1.32
26 54 09/10/96
1.32
27 78 08/07/74
1.22
28 78 05/15/58
1.25
29 115 06/20/45
1.61
30 115 11/26/88
1.28
31 79 06/04/75
1.24
32 114 01/05/46
1.23
33 79 01/01/56
1.23
34 115 03/25/51
1.99
35 79 11/21/43
1.26
36 115 06/07/41
1.53
37 113 07/10/29
1.24
38 113 08/26/26
1.32
39 114 03/25/89
1.28
40 55 11/06/50
1.36
41 139 04/14/08
1.28
42 114 09/19/37
1.21
43 230 05/23/66
1.54
44 230 08/16/43
1.64
45 230 02/04/12
1.45
46 139 12/12/29
1.25
47 230 02/08/26
1.61
48 230 03/30/80
1.65
49 230 01/26/86
1.55
50 79 11/24/46
1.25
51 115 11/09/44
1.36
52 110 08/05/48
1.47
53 111 11/26/23
1.44
54 174 01/26/72
1.86
55 232 01/22/83
1.32
56 231 07/22/03
1.40
57 231 08/13/22
1.41
58 110 10/08/42
1.34
59 232 12/24/83
1.26
60 111 03/15/96
1.35
61 75 12/10/22
1.28
62 111 07/30/30
1.22
63 52 07/13/19
1.49
64 232 01/17/40
1.55
65 51 12/14/09
1.31
66 76 06/10/71
1.26
67 112 07/05/68
1.39
68 173 04/02/02
1.39
69 114 07/19/18
1.30
70 111 05/21/45
1.30
71 113 01/20/83
1.66
72 233 05/18/66
1.43
73 175 11/22/35
1.37
74 115 11/19/64
1.32
75 115 02/14/41
1.25
76 116 02/28/55
1.29
77 260 01/01/60
1.35
78 236 09/20/54
1.41
79 176 10/22/22
1.25
80 176 05/24/28
1.27
81 116 03/31/57
1.26
82 176 05/07/36
1.35
83 116 05/08/43
1.34
84 176 02/04/33
1.29
85 356 06/18/80
1.43
86 116 05/24/49
1.36
87 116 07/03/95
1.20
88 116 06/10/72
1.29
89 116 08/31/25
1.27
90 116 03/17/37
1.51
91 80 07/23/34
1.36
92 230 09/02/20
1.52
93 74 09/16/55
1.31
94 112 09/06/38
1.26
95 113 09/15/38
1.31
96 113 08/11/73
1.69
97 171 11/08/75
1.34
98 56 01/26/17
1.32
99 237 11/13/45
1.83
100 117 10/13/43
1.26
101 117 09/13/81
1.35
102 237 06/17/90
1.37
103 296 07/22/59
1.20
104 80 04/12/89
1.31
105 117 03/23/06
1.46
106 232 04/18/57
1.35
107 232 03/18/66
1.48
108 232 02/11/69
1.45
109 231 09/24/64
1.45
110 231 10/08/35
1.21
111 111 02/07/28
1.42
112 111 09/10/17
1.31
113 111 03/24/31
1.35
114 112 08/25/34
1.48
115 113 09/14/43
1.26
116 77 11/20/34
1.26
117 57 03/15/52
1.29
118 116 05/12/54
1.38
119 117 10/19/66
1.30
120 237 03/31/69
1.82
121 237 01/24/44
1.78
122 81 07/29/81
1.20
123 81 05/28/46
1.20
124 237 02/10/64
1.41
125 117 01/31/58
1.29
126 117 08/20/12
1.30
127 261 03/16/43
1.41
128 261 04/13/42
1.44
129 117 07/07/73
1.27
130 81 12/11/19
1.28
131 293 11/11/36
1.54
132 294 10/07/53
1.75
133 117 05/18/49
1.32
134 137 02/07/44
1.36
135 55 07/02/34
1.48
136 61 01/11/35
1.44
137 110 08/01/42
1.28
138 110 07/18/74
1.31
139 116 11/11/57
1.73
140 109 05/14/69
1.51
141 105 01/18/99
1.24
142 107 03/12/17
1.39
143 48 12/27/29
1.47
144 108 02/06/61
1.34
145 167 02/04/56
1.46
146 168 02/27/40
1.31
147 168 11/29/44
1.21
148 168 04/23/52
1.37
149 109 05/15/58
1.45
150 109 06/27/04
1.32
151 73 05/06/53
1.60
152 110 03/13/71
1.68
153 110 06/23/86
1.25
154 74 11/27/70
1.35
155 60 12/04/56
1.17
156 97 02/16/43
1.55
157 46 06/26/43
1.18
158 219 04/11/71
1.92
159 163 11/05/53
1.38
160 102 10/08/60
1.62
161 282 02/05/38
1.56
162 70 05/29/40
1.17
163 111 06/14/52
1.47
164 75 08/27/04
1.27
165 112 08/23/59
1.41
166 77 05/07/39
1.30
167 113 03/12/44
1.43
168 114 11/11/40
1.32
169 114 08/06/15
1.43
170 115 01/05/45
1.30
171 45 10/25/17
1.46
172 106 06/18/90
1.70
173 106 09/09/80
1.27
174 70 06/03/63
1.47
175 71 09/13/45
1.34
176 106 11/01/65
1.22
177 73 06/07/25
1.24
178 73 11/14/78
1.28
179 52 11/13/00
1.86
180 76 04/10/50
1.20
181 116 03/23/35
1.39
182 116 03/25/52
1.33
183 116 12/25/68
1.30
184 117 07/04/93
1.36
185 114 05/30/82
1.23
186 112 12/03/09
1.35
187 112 11/02/83
1.29
188 115 03/09/98
1.21
189 110 12/18/69
1.47
190 355 10/12/08
1.24
191 115 01/02/21
1.24
193 295 10/04/79
1.29
194 111 02/15/45
2.17
195 355 03/15/29
1.20
196 112 05/29/58
1.33
197 112 04/16/41
1.38
198 110 11/21/64
1.95
199 109 03/31/66
1.27
200 112 02/04/32
1.26
201 108 06/13/84
1.84
202 64 05/16/51
1.46
203 105 07/07/25
1.23
204 70 08/07/54
1.39
205 102 02/12/06
1.22
207 116 11/18/83
1.20
208 116 06/28/44
1.28
209 356 12/21/43
1.26
210 116 08/16/64
1.28
211 116 10/25/46
1.23
212 117 10/19/85
1.21
213 117 03/15/57
1.57
214 47 07/25/25
1.19
215 39 05/14/78
1.36
217 106 09/19/50
1.25
218 106 12/01/39
1.35
219 296 02/19/92
1.31
220 107 08/18/07
1.20
216A 61 03/10/62
1.24
216B 61 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 Executel
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
9 CA MF
10 CA MF
11 CA MF
12 TX MF
13 TX MF
14 CA MU
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
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 B
71 TX HC
72 SC LO
73 TX MF
74 CA RT
75 AZ MF
76 PA RT
77 TX LO
78 TX LO
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
91 NJ RT
92 FL LO
93 TX MF
94 AZ RT
95 AZ MF
96 AZ MF
97 TX MF
98 TX MF
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
118 TX MF
119 NJ MF
120 TX LO
121 TX LO
122 CA MF
123 CA MF
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
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
156 LA MF
157 TX MF B
158 FL MF B
159 TX MF
160 FL MF
161 TX MF B
162 TX MF
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
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 B
204 AZ MH
205 AZ MH B
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
220 WA MF
216A MD MH B
216B MD MH B
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 08/01/97 30,622.77
30,622.77
203 08/01/97 45,846.00
45,846.00
205 08/01/97 38,760.12
38,760.12
00000000000216A 08/01/97 22,715.36
22,715.36
00000000000216B 08/01/97 2,710.80
2,710.80
70 08/01/97 16,578.97
16,578.97
157 08/01/97 15,512.34
15,512.34
158 08/01/97 25,431.03
25,431.03
161 08/01/97 13,582.90
13,582.90
Total 211,760.29
211,760.29
Disclosure Out. Property
Special
Doc Protection Advance
Servicer
Control # Advances Description (1)
Transfer Date
187 0.00 B
203 0.00 B
205 0.00 B
00000000000216A 0.00 B
00000000000216B 0.00 B
70 0.00 B
157 0.00 B
158 0.00 B
161 0.00 B
Total 0.00 0
Disclosure
Doc Foreclosure Bankruptcy
REO
Control # Date Date
Date
187
203
205
00000000000216A
00000000000216B
70
157
158
161
Total 01/00/00 01/00/00
01/00/00
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
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
Modified Loan Detail
Disclosure Modification Modification
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 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
Dist. Disclosure 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
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 0
0
Cumulative 0 0
0
* 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
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 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 0 0
Cumulative 0 0 0
Aggregate Net
Dist. Liquidation Liquidation
Date Expenses * Proceeds
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
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 0
Cumulative 0 0
Net Proceeds
Dist. as a % of Realized
Date Sched. Balance 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 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 0
Cumulative 0 0
Distribution Delinq 1 Month Delinq 2 Months Delinq 3+
Months
Date # Balance # Balance #
Balance
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%
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%
Foreclosure/
Distribution Bankruptcy REO
Modifications
Date # Balance # Balance #
Balance
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%
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
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%
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 1,030,012.00
0.12%
$750,000to $1,250,000 11 11,536,927.13
1.38%
$1,250,000to $1,750,000 34 52,082,755.07
6.21%
$1,750,000to $2,250,000 30 60,627,098.90
7.23%
$2,250,000to $2,750,000 25 63,205,575.22
7.54%
$2,750,000to $3,250,000 18 53,277,209.79
6.35%
$3,250,000to $3,750,000 17 59,901,126.30
7.14%
$3,750,000to $4,750,000 24 101,949,223.28
12.16%
$4,750,000to $5,750,000 18 94,841,615.64
11.31%
$5,750,000to $6,750,000 12 75,382,457.85
8.99%
$6,750,000to $7,750,000 7 50,606,658.41
6.04%
$7,750,000to $8,750,000 6 48,832,772.13
5.82%
$8,750,000to $9,750,000 2 19,075,580.53
2.27%
$9,750,000to $10,750,000 7 71,957,901.16
8.58%
$10,750,000to $11,750,000 3 33,606,566.13
4.01%
$11,750,000to $12,750,000 0 0.00
0.00%
$12,750,000to $13,750,000 2 25,734,717.10
3.07%
$13,750,000to $14,750,000 0 0.00
0.00%
$14,750,000& Above 1 14,888,173.74
1.78%
Total 219 838,536,370.38
100.00%
Average Scheduled Balance is 3,828,933
Maximum Scheduled Balance is 14,888,174
Minimum Scheduled Balance is 322,919
Distribution of Property Types
Number Based
of Scheduled on
Property Types Loans Balance Balance
Multifamily 99 338,707,600.93 40.39%
Retail 41 212,827,946.16 25.38%
Lodging 35 116,658,089.95 13.91%
Mobile Home 15 48,362,058.00 5.77%
Industrial 9 37,598,883.47 4.48%
Office 11 36,563,145.76 4.36%
Self Storage 5 32,799,564.13 3.91%
Mixed Use 2 8,459,880.36 1.01%
Health Care 2 6,559,201.62 0.78%
Total 219 838,536,370.38 100.00%
Geographic Distribution
Number Based
of Scheduled on
Geographic Location Loans Balance Balance
California 42 190,536,078 22.72%
Texas 54 178,652,003 21.31%
Florida 16 73,076,089 8.71%
Georgia 17 57,476,841 6.85%
Arizona 12 36,816,646 4.39%
Virginia 5 31,150,400 3.71%
Pennsylvania 4 27,098,327 3.23%
North Carolina 5 26,567,631 3.17%
Washington 5 21,764,245 2.60%
Utah 3 18,769,167 2.24%
New Mexico 4 17,992,048 2.15%
New Jersey 5 16,976,161 2.02%
Michigan 3 16,105,707 1.92%
Oregon 5 15,772,647 1.88%
Alabama 4 13,514,063 1.61%
Idaho 2 10,065,956 1.20%
Colorado 4 9,402,550 1.12%
South Carolina 4 9,085,560 1.08%
West Virginia 1 8,605,621 1.03%
Maryland 4 7,480,081 0.89%
Missouri 4 7,418,066 0.88%
Nevada 2 7,014,106 0.84%
Connecticut 1 6,554,369 0.78%
Indiana 1 5,367,785 0.64%
Massachusetts 2 5,079,627 0.61%
New York 1 3,661,335 0.44%
Wisconsin 2 3,438,248 0.41%
Arkansas 1 2,493,204 0.30%
Mississippi 1 2,169,586 0.26%
Rhode Island 1 1,995,680 0.24%
Other 4 6,436,543 0.77%
Total 219 838,536,370 100.00%
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 28,565,699
3.41%
8.125%to 8.375% 11 42,955,836
5.12%
8.375%to 8.625% 41 179,753,321
21.44%
8.625%to 8.875% 46 168,220,226
20.06%
8.875%to 9.125% 43 167,874,411
20.02%
9.125%to 9.375% 30 114,740,112
13.68%
9.375%to 9.625% 25 92,118,855
10.99%
9.625%to 9.875% 9 26,783,065
3.19%
9.875%to 10.125% 6 12,814,782
1.53%
10.125%to 10.375% 3 4,710,064
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 219 838,536,370
100.00%
W/Avg Mortgage Interest Rate is 8.8929%
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 190 735,611,258 87.73%
1+ to 2 years 27 100,222,083 11.95%
2+ to 3 years 1 1,318,576 0.16%
3+ to 4 years 1 1,384,453 0.17%
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 219 838,536,370 100.00%
Weighted Average Seasoning is 0.7
Distribution of Amortization Type
Number Based
of Scheduled on
Amortization Type Loans Balance Balance
Fully Amortizing 39 130,386,426 15.55%
Amortizing Balloon 180 708,149,945 84.45%
Total 219 838,536,370 100.00%
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 1,586,926 0.19%
121 to 180 months 4 6,987,663 0.83%
181 to 240 months 26 92,186,363 10.99%
241 to 360 months 8 29,625,474 3.53%
Total 39 130,386,426 15.55%
Weighted Average Months to Maturity is
239
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 29,381,695 3.50%
49 to 60 months 11 42,499,011 5.07%
61 to 120 months 146 553,432,439 66.00%
121 to 180 months 12 35,826,204 4.27%
181 to 240 months 6 47,010,595 5.61%
Total 180 708,149,945 84.45%
Weighted Average Months to Maturity is
114
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 44 180,166,956
21.49%
1.250to 1.375 94 368,092,784
43.90%
1.375to 1.500 45 163,703,103
19.52%
1.500to 1.625 17 54,637,566
6.52%
1.625to 1.750 9 44,833,999
5.35%
1.750to 1.875 6 17,155,097
2.05%
1.875to 2.000 3 7,960,564
0.95%
2.000to 2.125 0 0
0.00%
2.125& above 1 1,986,300
0.24%
Unknown 0 0
0.00%
Total 219 838,536,370
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 219 838,536,370
100.00%
Total 219 838,536,370
100.00%
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